Professional Documents
Culture Documents
HANDBOOK
#euro2018valencia
ISBN 978-84-09-02938-9
Contact Information
E-mail euro2018valencia@upv.es
Facebook Facebook.com/euro2018vlc
Website euro2018valencia.com
Twitter twitter.com/euro2018vlc
Instagram instagram.com/euro2018vlc
TABLE OF CONTENTS
1. Welcome 03
2. Organization 09
3. Programme 13
5. Streams overview 31
6. Maps 37
7. Special Issues 43
9. Useful information 51
9.1 Registration 52
9.2 Session Guidelines 52
9.3 Conference App, Wifi… 53
9.4 Lunches, coffee breaks and transfers 54
9.5 Urban transportation in Valencia 55
A large conference like this does not just happen. A lot of hard work has been undertaken by
a great many people in order to prepare for the event. In particular, the Programme
Committee, chaired by Greet Vanden Berghe, has done a magnificent job in preparing a rich
programme of presentations covering a wide range of theory and applications. You will have
a significant decision problem in deciding which ones to attend. Stream leaders, session
chairs and individual authors have all contributed to providing this impressive programme.
Also, the Organising Committee, led by Ramón Álvarez-Valdés and Rubén Ruiz, has been
very busy ensuring that the practical arrangements are in place for us to be able to have an
effective meeting. I would like to thank everybody who has contributed to EURO XXIX.
Valencia is a beautiful city and a great location for our conference. A few years ago, I was
lucky enough to be invited to visit and was very impressed by the ambience of the city, with
its attractive park, striking architecture, tasty paellas and inviting beaches. I am looking
forward to returning and I hope that your visit to Valencia for EURO XXIX is equally
memorable and that you will be able to meet old friends and make new ones.
I hope you have a productive conference and you enjoy your visit to Valencia.
Richard Eglese
President of EURO
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SEIO, the Spanish Statistics & Operational Research Society, was founded in 1962 and has
more than 600 members all over Spain. On behalf of the Society, let me warmly welcome
you to our country and to EURO 2018, the 29th European Conference on Operational
Research. I would like to offer a special welcome to participants from countries in conflict;
your effort in being here is sincerely appreciated.
The Program and Organization Committees have done a great job in offering us all a
scientific event of the highest significance, full of illuminating plenaries, keynotes and
streams reflecting the dynamic state of our field and our profession. EURO 2018 will also be
an excellent forum for open discussions about important issues such as the role of women
as scientific researchers (Women in Science Event) or the practice of OR and Analytics
(Making an Impact).
Whether or not this is your first visit to Spain, I am sure it will not be your last, and that
neither the conference nor the country will disappoint your expectations. Enjoy!
Emilio Carrizosa,
President of SEIO
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Operational Research was born in the shadow of some of Europe’s darkest hours: World War
II. Back then, the discipline primarily served to support and bolster military efforts. It was an
entirely understandable and deeply necessary role to play. Today, almost 80 years later, a
casual glance through the titles of EURO2018’s many abstracts paints a very different
picture. While the same fundamental principles very often remain in place, they are no longer
being deployed to defeat enemies, but to cultivate harmony. Operational Research has
steadily matured in a positive direction, one increasingly characterised by humanitarianism,
improved living and working conditions, sustainability, safety and fairness. Moreover, for
each step our field takes in this new direction, many more opportunities and possibilities
come into view.
Occasions such as EURO2018 serve to not only bring together a variety of talented
individuals working in a range of different areas to share their findings and progress, but also
to showcase this massive scope for future innovation and collaboration. Ever-increasing
computing power, artificial intelligence and an abundance of data means that Operational
Research has the potential to solve more problems and explore more theoretical possibilities
than ever before. And where better to bring together these individuals and discuss these new
possibilities than the beautiful city of Valencia, whose marvellous universities play host to
this year’s conference.
Valencia not only represents a hidden Mediterranean secret for many of us, but is also home
to an exceptionally dedicated and professional organization team. Special thanks goes to all
those at the Universitat de València and Universitat Politècnica de València. It has been a
particularly great pleasure to work with both conference chairs - Ramón Álvarez-Valdés and
Rubén Ruiz - who are among the most reliable and efficient people I have ever known.
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EURO2018 promises to be a diverse and exciting event. Indeed, we received over 2600
abstracts, with almost 40 percent of those authors living and working beyond Europe’s
borders. Regardless of whether attendees are from near or far, the organizing committee
is incredibly grateful to all for their support and participation in this year’s conference.
The efforts and enthusiasm exhibited by our stream organizers and session chairs will
surely result in a rich scientific event which offers plenty of complementary streams,
presentations and activities to please all those attending. This year’s program will also
feature three scientifically renown plenary speakers, the IFORS distinguished lecturer in
addition to 11 eminent keynote speakers who will present the state-of-the-art in
complementary OR disciplines. Further, not only have many excellent initiatives
introduced during previous conference editions been adopted, but I am proud to
introduce a new one: several special issues by academic journals which will publish work
presented at this conference.
I want to end by wishing all delegates days full of inspiration. I hope everybody will make
the most of the many opportunities for deepening their OR knowledge. That you will
explore the many OR practice activities, sample unfamiliar research areas, have
productive discussions with exhibitors, initiate fruitful research cooperation and above
all celebrate being part of what is an exciting and rewarding academic community.
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We have been attending EURO conferences for many years and at every one of them we
have enjoyed interesting discussions, met new colleagues who have become friends and
collaborators, and witnessed new developments in our field. When we were appointed to
organize this conference, we accepted the challenge of providing this atmosphere
capable of facilitating networking, debate, and presentation of new applications and
advances in OR.
While Greet Vanden Berghe and the Programme Committee were developing an
interesting academic programme, our task, as leaders of a team with members from the
Universitat de València and the Universitat Politècnica de València, has been to prepare
the infrastructure, logistics, and social programme. Every social event and celebration in
Valencia has two essential elements: music and gunpowder. We have included both in
our programme, as a way of giving you an idea of the character of our region, and mainly
because we are convinced that they will help us to create the desired atmosphere for
interacting with old and new friends and make your visit to Valencia a memorable and
fruitful experience.
Welcome to Valencia!
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ORGANIZATION
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2.1 PROGRAMME
COMMITTEE
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2.2 ORGANIZATION
COMMITTEE
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2.3 ORGANIZATIONAL
SUPPORT
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PROGRAMME
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3.1 PROGRAMME
OVERVIEW
EURO 2018 SCHEDULE
Closing party
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PLENARY
AND KEYNOTE
LECTURES
Closing party
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Cynthia Barnhart
MIT’s Chancellor and Ford Foundation Professor of Engineering
IFORS Distinguished Lecturer
Place: Opera house at City of Arts and Sciences
Date: Tuesday, July 10 / 18:00-19:00
Roger Z. Ríos
Universidad Autónoma de Nuevo León, Mexico
EURO Plenary Lecture
Place: UPV Nexus
Date: Monday, July 9 / 16:30-17:30
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Gerhard Woeginger
Professor at RWTH Aachen University
EURO Plenary Lecture
Place: Opera house at City of Arts and Sciences
Date: Wednesday, July 11 / 17:30-18:30
Carol Alexander
Professor of Finance at the University of Sussex
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Santo Fortunato
Director of the CNetS and a Scientific Director at Indiana University
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Elaine Chew
Professor at Queen Mary University of London
Patrik Jaillet
MIT
Place: UPV Nexus
Date: Wednesday, July 11 12:30-14:00
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Pinar Keskinocak
Georgia Tech
David Matchar
Duke-NUS Medical School
Systems Modeling Impacting Policy: The Role Of Group Model Building In Cambodia
Health care is a prototypical example of a complex system. System modeling provides an
opportunity to capture this complexity and to evaluate the potential positive and negative impacts
of policy options and to gain insight into the factors that promote or inhibit success. Our experience
in the health policy context has highlighted the crucial importance of engaging stakeholders from the
outset so as to encourage a sense of ownership of the process; the idea is that owning the process
encourages support of any resulting policy decisions and actions. In this talk, I will discuss the use of
Group Model Building as the mechanism of stakeholder engagement, and describe several practical
examples, focusing on current work in Cambodia to disseminate and evaluate services for chronic
non-communicable diseases (NCDs). This effort is part of a 4-stage project with the ultimate goal of
broadly implementing basic, efficient, and well-accepted NCD services throughout Cambodia.
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Andrés L. Medaglia
Department of Industrial Engineering,
Universidad de los Andes, Colombia
IFORS Tutorial Lecture
Date: Wednesday, July 11 / 08:30-10:00
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Anita Schoebel
Professor at University Göttingen
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Tamás Terlaky
Lehigh University and Harold S. Mohler Laboratory
Iris Vis
Dean of Industry Relations at the University of Groningen
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TB 10:30-12:00 WB 10:30-12:00
Morning B MB 10:30-12:00 Vendor sessions
Meet the editors EEPA 2 Gurobi, AMPL,
ITOR Elsevier
Closing party
Thanks to the success of the previous challenges, the French Operational Research and Decision
Support Society (ROADEF) is organising jointly with the Association of European Operational
Research Societies (EURO) the ROADEF/EURO challenge 2018-2019 dedicated to cutting
optimization problem in collaboration with Saint-Gobain Group. Saint-Gobain Glass Industry (SGGI),
part of the Saint-Gobain Group, is one of the world’s leading flat glass manufacturers. It specialises
in float glass manufacture and magnetron coated glass producing an array of glass types with
different functions: transparency, thermal and acoustic insulation, safety, solar control, decoration,
self-cleaning functions, etc. The products are intended for a wide variety of domestic and commercial
applications including housing equipment (windows, bay windows, and interior design), facade,
urban development and the realization of major projects. The problem objective is to reduce the
glass loss for a given ordered bin set and a given item batch to cut. A special session will be organised
for the Challenge and the sprint winners will be announced during the closing session of EURO 2018.
Final winners will be announcing in 2019 at EURO Dublin, and last but not least, the overall amount
of price is 45 000 €. It’s time to register.
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The WiS event will be held on Monday the 9th of July from 17:45 to 19:00, after the
plenary session scheduled for that day of the conference, at the UPV Nexus.
Sponsored by
• OR in Practice: The Human Factor explore the consultancy skills essential to success
• Lost in Translation communicate with impact
• Which MIP-Solver find out how to get the best solver, by questioning our panel of heavy
users and representatives from leading solvers
• Machine learning meets OR discover how you can make the most of these new
opportunities
• Data Optimization R Us learn to harness the power of R for optimization, and the power of
optimization for data science
• Measuring Impact get to grips with the challenges of measuring and demonstrating OR
impact
• Agile SD: hands-on introduction to using system dynamics for business modelling
and more:
• academic-practitioner panel discussion on how to get the best from each other, with John
Poppelaars, Sally Brailsford, Olli Braysi and Rommert Dekker;
• Fast and furious: Lightning talks
• Getting on in OR hear from senior professionals including John Hopes (President of the
UK’s OR Society and previous head of EY’s Global Analytics group) about their careers, and
consider your own options and professional development
The Making an Impact table in the exhibition hall will also be acting as a hub for promoting any
organisations interested in employing OR practitioners, and matching anyone requiring a
short 1-1 mentoring session with a mentor.
For full list of activities, details, and live updates, go to:
euro2018valencia.com/making-an-impact or visit the Making an Impact table. or contact us
at mail euro2018valencia@upv.es
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EURO AWARDS
AND PRIZES
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4. EURO AWARDS
AND PRIZES
TB 10:30-12:00
Morning B MB 10:30-12:00
EEPA 2
WB 10:30-12:00
17:30 – 19:00
Opening session 17:45 – 19:00 TE 18:00-19:00 WE 17:30-18:30
EGM 2018 Women in
Science event Plenary Plenary
EDSM 2018
18:45 – 20:00
20:00 Closing session
Welcome party Gala dinner EDDA 2018
EEPA 2018
EABEP 2018
Closing party
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The EURO Gold Medal (EGM) is the highest distinction within OR in Europe. The award is
conferred on a prominent person or team or institution, for an outstanding contribution to the
OR science. The award will be officially bestowed at the opening plenary session.
The EURO Distinguished Service Medal is awarded for recognition of distinguished service to the
Association of European OR Societies (EURO) and to the profession of OR. The award will be
officially presented at the opening plenary session.
The purpose of the EURO Doctoral Dissertation Award is to distinguish an outstanding doctoral
dissertation in Operational Research, defended in the countries having an OR society that is a
member of EURO. Three finalists will present their work at a special session during the
conference (Session Monday Midday C, July 9: MC 12:30-14:00, EDDA).
2018 Finalists:
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The EURO Excellence in Practice award is for the best submission and presentation describing
an application of Operational Research in practice. This year there are six finalists will who will
present their work during special sessions during the conference.
2018 Finalists:
• Martin Bichler, Douglas Ferrell, Vladimir Fux, Jacob Goeree: A Combinatorial Exchange for
Fishery Access Rights
• Guillermo Durán (University of Buenos Aires), Mario Guajardo (NHH Norwegian School of
Economics), Denis Sauré: Scheduling the South American Qualifiers to the 2018 FIFA World
Cup by Integer Programming
• Valentina Ferretti, Elisa Gandino: Operational Research as a Driver for Rural Regeneration
• Martina Fischetti, Jesper Runge Kristoffersen, Michele Monaci, David Pisinger: The OR
Revolution in Vattenfall BA Wind
• David C. Lane, Eileen Munro, Elke Husemann: Blending Systems Thinking Approaches for
Organisational Analysis: Reviewing Child Protection in England
• Sascha Wörz, Michael Schmid, Heinz Bernhardt: An Efficient Algorithm for Milk Transport
Logistic Optimization Developed for the Dairy Industry enterprise Zott SE & Co. KG
EURO has three annual awards available for papers published by EJOR: best survey paper;
best application paper; and best theory/methodology paper. Winners for each category have
been selected by a jury and these awards will be presented at the closing session.
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STREAMS
OVERVIEW
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STREAM MA MB MC MD TA TB TC TD WA WB WC WD
Agent-based Simulation in Business
and Economics
Analytic Hierarchy Process / Analytic
Network Process
Analytics and Pricing
Behavioural OR
Business Analytics
Combinatorial Optimization I
Combinatorial Optimization II
Computational Biology, Bioinformatics
and Medicine
Convex Optimization
Convex, Semi-Infinite and Semidefinite
Optimization
Cutting and Packing
DEA: Applications
DEA: Theory
Decision Analysis and Decision Support
Systems
Decision Making Modeling and Risk
Assessment in the Financial Sector
Demand and Supply Management in
Retail and Consumer Goods
Discrete and Global Optimization
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STREAM MA MB MC MD TA TB TC TD WA WB WC WD
Engineering Optimization
Environmental Sustainability
in Supply Chains
European Working Group: Data
Science Meets Optimization
Financial Mathematics and OR
Financial Modeling, Risk Management
and Managerial Accounting
Fintech: Economic and Financial
Challenges in Cryptocurrencies
Fuzzy Optimization
Game Theory and Mathematical
Economics
Game Theory and Operations
Management
Game Theory Solutions and
Structures
Global Optimization
Green Logistics
Healthcare Logistics
Humanitarian Operations
Hyperheuristics
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STREAM MA MB MC MD TA TB TC TD WA WB WC WD
Insurance and Pension Risk
Management
International Aspects of OR
Making an Impact
Maritime Transportation
Matheuristics
Memory-based Heuristics
Metaheuristics
Mixed-Integer Linear and Nonlinear
Programming
Moments in History of OR
Multiobjective Optimization
Multiple Classifier Systems and
Applications
Multiple Criteria Decision Aiding
Network Optimization and Social
Networks
New Challenges in Investment
Strategies, Risk and Financial Modelling
Nonlinear Programming: Methods
Optimal Control
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STREAM MA MB MC MD TA TB TC TD WA WB WC WD
Optimization in Renewable Energy
Systems
OR Advances in Agribusiness
OR and Ethics
OR Education
OR in Quality Management
OR in Sports
Public Transportation I
Public Transportation II
Routing, Logistics, Location and
Transportation
Scheduling Practice
Scheduling Theory
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STREAM MA MB MC MD TA TB TC TD WA WB WC WD
Transportation
Variational Inequalities
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MAPS
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ROOM B.5
SPECIAL SESSIONS
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SPECIAL ISSUES
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The following journals are preparing special issues about topics related to the EURO
2018 conference
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CONFERENCE
SPONSORS AND
EXHIBITION
AREA
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CONFERENCE SPONSORS
GOLD SPONSOR
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SILVER SPONSORS
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Map
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EXHIBITORS
www.tandfonline.com www.springernature.com
Contact person:
Ian.Challand@tandf.co.uk
www.wiley.com
Euro 2019 Conference Secretariat
www.euro2019dublin.com
euro2019dublin@abbey.ie
ifors.org
IFORS Secretary:
secretary@ifors.org
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USEFUL
INFORMATION
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9.1 REGISTRATION
The registration and information desk will be located in the Sports Pavilion of the
Universitat Politècnica de València (Sunday and Monday) and at room S204 South
Building of the Universitat de València (Tuesday and Wednesday).
Session chairs must ensure that their sessions start and end on time, and that
presentations are made in the order shown in the official programme. If a speaker
does not show up, please keep to the original schedule, in order to facilitate session
jumping. If the session chair is absent, the first speaker in the session will replace
him/her. Check that all presentations are correctly set up in the computer before the
beginning of the session. Let speakers know when they are nearing the end of their
presentation time (5 minutes and 1 minute).
Equipment in all session rooms at EURO 2018 includes a PC and a beamer. There is
no need for speakers to bring their laptops to the rooms. We even have spare laptops
in case there is a problem with the PC in the room. A session will already be open on
the PC in each room. Alternatively, speakers will be able to log in on the UPV
premises with their EDUROAM username and password. Please note that we do not
provide electric adapters or VGA/HDMI adapters for connecting speakers’ laptops.
Depending on the room, connecting a laptop might not be easy or even feasible, so
we strongly recommend that speakers bring their presentations on a USB drive and
use the PC available in each room. The laptops have the Windows 10 and Windows 7
operating system, Powerpoint 2016 and the latest version of Adobe Acrobat PDF
reader.
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WiFi access is available on both the UV and the UPV campuses via the eduroam
network (your device may need to be configured at your host institution). You will find
details of your username and password for eduroam, which are unique to each
participant, in your bag.
Contact information
Instagram: instagram.com/euro2018vlc
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For organizational purposes we need to kindly remind you of the following points:
We remind you that special menus are available for all meals, coffee breaks and
cocktail receptions offered at the conference. In particular, menus are provided for
vegans and for people with coeliac disease, lactose intolerance or cultural constraints.
COFFEE BREAKS
Coffee breaks will be served near of the sessions rooms. Please follow the signs.
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We remind you that the registration fee includes a transfer ticket valid for 8 prepaid
trips within the city (Zone A), with transfers permitted between the underground/-
subway network (Metrovalencia), bus (EMT) and MetroBus.
Single ticket: €1.50 for a journey within the city (Zone A), €3.90
between the city and the airport. Also available at metro stations:
Bonometro (10 prepaid trips, €7.60 within Zone A). Combined
bus-underground tickets valid for 1–3 days are also available at
newsagents/news stands or tobacconists.
METRO www.metrovalencia.es/page.php?idioma=en
Download app: www.metrovalencia.es/wordpress/?page_id=413
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HOW TO GET FROM THE CITY TO THE UPV AND UV CAMPUS BY COLLECTIVE
PUBLIC TRANSPORT
Bus
The red city buses run daily from 6:30 to 22:30 (6.30 am to 10.30 pm) at frequent
intervals (see the information panels). The routes that serve the conference venue are
18, 40, 71, 93 and 98. As a hint, look for buses going to Universitats or Passeig Marítim
and get off at Tarongers.
Metro
The stops nearest to the conference venue are La Carrasca or Tarongers (line 4 or line
6). Look for your best route on the Valencia metro network. You may need to transfer
at Benimaclet (lines 3, 4 and 6) or at Empalme (lines 1 and 4).
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SOCIAL
PROGRAMME
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WELCOME PARTY
(JULY 8, 2018)
19:00 (7 pm). Having collected your conference bag and attended the opening
session, you can meet friends and colleagues at the welcome party on the UPV
campus.
The welcome party will start at 19:00 with a typical Valencian mascletà (a traditional
firecracker display—be prepared to cover your ears!). We will also enjoy cocktails with
live music (Sedajazz Big Band).
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GALA DINNER
(July 10, 2018)
20:00. After attending the Plenary Conference of Cynthia Barnhart at the Palau de
les Arts Reina Sofia (Ciutat de les Arts i les Ciències de València-CAC), the EURO
2018 Gala Dinner will be held at the Principe Felipe Science Museum (CAC).
You are also invited to attend a Valencian fireworks (noise, light, colors and smoke) on
Tuesday night, and live music by the group Mohannad Nasser (by Berklee School),
they play Brazilian and Flamenco music with Arab influences.
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SCIENTIFIC
PROGRAMME
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Technical Program
Sunday, 17:30-19:00
SA-01
Sunday, 17:30-19:00 - UPV Nexus
Opening Session
Stream: Opening and Closing
Chair: Ramon Alvarez-Valdes
Chair: Ruben Ruiz
1 - Opening session
Ramon Alvarez-Valdes, Ruben Ruiz
Opening session
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MA-01 EURO 2018 - Valencia
Monday, 8:30-10:00 vehicle between two machines. Jobs may start as soon as they have
arrived and their predecessor has been started for processing. There-
fore, job completion times are dynamic. The considered objectives are
the minimization of the number of AGVs and the minimization of the
MA-01 makespan. For the resulting problem, different metaheuristic search
Monday, 8:30-10:00 - UPV Nexus procedures are proposed and compared among each other as well as
a basic local search algorithm relying on small changes to the AGV
Six Decades of Interior Point Methods: From starting times. Optimal results are produced by means of a brute force
enumeration algorithm. Finally, fixed permutation schedules are com-
Periphery to Glory pared to processing jobs according to the first-come-first-serve rule.
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EURO 2018 - Valencia MA-04
1 - A Lagrangian relaxation method for solving the p- that facility; the function of which depends on the partition of the de-
median radius formulation mand space into ’Voronoi cells’. In this talk we extend the structural
Minerva Martin del Campo, Sergio García Quiles properties of classic Voronoi diagrams to their geodesic counterparts
and discuss how to determine the parametric representation of the ob-
The p-median problem is one of the most important problems in dis- jective function in order to solve the problem.
crete location. It was originally defined by Hakimi in 1964 as a net- 4 - Mathematical characterization of interregional freight
work problem and later formulated as an integer linear programming
problem by ReVelle in 1970. The most recent exact method to solve flows by road
the p-median problem is a radius formulation where the problem is Javier Rubio-Herrero, Jesús Muñuzuri
formulated as a set covering problem. The algorithm proposed there Multimodal transportation is defined as the movement of freight or
starts with a partial formulation and develops a row generation tech- people via two or more means of transportation. It is understood as
nique to add more inequalities as needed. This strategy is embedded a concept that allows the enhancement of the competitiveness and ef-
in a branch-and-bound algorithm and it is able to solve very large in- ficiency of the global transportation network, as its study offers the
stances with several thousands of nodes. However, it does not work so opportunity to improve the methods by which such means are inter-
well for problems with small values of p. In this work we have devel- connected. In order to take advantage of the benefits of multimodal
oped a heuristic method based on Lagrangian relaxation and branch- transportation, it is necessary to delve deeper into the factors that in-
and-bound to obtain good solutions. The radius constraint is relaxed to fluence the performance of each of these modes. In particular, the
form the Lagrangian dual problem and subgradient optimization was present work aims at exploring how the supply and demand of differ-
used to solve it. If the full set of radius constraints is relaxed, the ent products determine the commodity flows among regions via the
dual problem can be solved quickly, however the bounds generated are road network. A frequent hindrance is that those flows are often not
weak. In order to obtain stronger bounds, we explore relaxing only a available and therefore they need to be estimated. Based on the infor-
subset of the radius constraints. We look into how this affects the so- mation provided by the Spanish National Statistics Institute (INE), we
lution time and bounds for large instances with all types of values for propose an optimization model that improves our ability to predict, at
p. the macro level, the interregional freight flows and we apply it to the
Spanish case. Moreover, we discuss the algorithms used to solve our
2 - Heuristic framework to reduce aggregation errors in lo- models and present the results obtained, as well as propose future lines
cation models of research.
Carolina Castañeda P., Daniel Serra
Solving large discrete location problems may be time consuming or in-
tractable due to the presence of a large number of demand points, that
usually are aggregated. This aggregation introduces error on the so-
MA-04
lution of location models and consequently produce inaccurate values Monday, 8:30-10:00 - SOUTH BUILDING UV S104
of the objective function. We propose a heuristic framework to re-
duce errors caused by aggregated demand points on classical location Dynamic and Stochastic Scheduling
models on networks, such p-median, p-center and covering problems.
The proposed framework contains four stages. In the first stage we ob- Stream: Dynamic and Stochastic Scheduling
tain an initial aggregation making groups of the original demand points Chair: Wim Vancroonenburg
through a heuristic algorithm based on k-means algorithm, then in the
second stage we calculate the centroid of each group, using the con- 1 - A reinforcement learning based algorithm to schedule
cept of a centroid in a minimum expansion tree, these centroids will be multi-category patients at a multi-facility hospital
the candidate locations to be selected by a location model in the third
stage. In fourth stage we evaluate the quality of the solution calculat- Usha Mohan, Varun Jain
ing the improvement in the objective function with the current aggre- Preventive health check-up packages are prevalent in emerging
gation, and the dispersion of demand points respect to the centroid of economies where a collection of medical tests are bundled together
their group in order to make a perturbation of the current aggregation. at a competitive price for the patient. The health check-up adds to a
Iteratively, we go back to the first stage where we aggregate demand new category of patients in addition to the existing broad categories of
points according to the perturbation obtained at the end of the fourth in-patients, out-patients, and emergency patients. Most of the hospitals
stage in the previous iteration, we follow the order of the stages until are resource constrained with the different categories competing for the
the quality of the solution does not improve. same resource at a respective test facility. One of the key operational
decisions faced by such hospitals is the choice of the category to serve
3 - Location problems with continuous demand on a poly- at a test facility. The health check-up patients adds to the complexity
since they have to be served in a series of test facilities as against the
gon with holes: characterising structural properties of other categories of patients who usually are served at one test facility.
geodesic Voronoi diagrams Hence, the challenge is two-fold: i) to capture the inherent dynamics of
Thomas Byrne, Jörg Kalcsics the system and ii) implement the decisions in real time. We formulate a
Markov Decision Process (MDP) to capture the system dynamics with
The problem of finding optimal locations for a set of service facilities the objective of maximizing net revenue. We factor the MDP formula-
is of strategic importance and has generated a large body of research tion to a decentralized MDP (DMDP), and we propose a reinforcement
literature. In most models customer demand is assumed to be discrete learning based heuristic to solve it. We show the efficiency of the de-
and aggregated to a relatively small number of points. However, in veloped heuristic through extensive numerical experiments.
many urban applications the number of customers can be in the mil-
lions and representing every residence as a separate demand point is 2 - A tactical planning model for allocating resources to a
infeasible. Therefore it may be more accurate to represent demand as project under uncertainty
continuously distributed. Moreover, the demand region and the region Tetsuo Iida, Ken-ichi Suzuki
in which a facility can be located are often assumed to be convex poly-
gons. However this is not realistic for real world applications. While We consider the tactical decision problem of allocating resources to
a non-convex demand region can be modelled as its convex hull with a project at the phase of project planning in which activity durations,
zero demand where appropriate, a non-convex feasibility region re- costs, and resource usage are uncertain. It is not uncommon that for
quires more work. Yet more problems occur when we introduce areas a new product development project or a large information system de-
that cannot be traversed since we now must use geodesic distances. velopment project, the project manager faces uncertainty at the plan-
ning phase because of the lack of information about the detail of the
We consider the market share problem where the locations of p fa- project. We develop a framework for making a tactical project plan
cilities are fixed, and we seek the optimal location for an additional under uncertainty, considering the aspects of time, cost and resource
facility with the objective of maximising the total demand attracted by usage. The aspects of time, cost, and resource usage are interrelated
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MA-05 EURO 2018 - Valencia
with each other, which makes the problem complicated. The frame- ming
work uses directly manageable indicators such as due-date, budget, Chair: Alfredo Moreno
and allocated amounts of resources to a project so that it makes the
problem tractable. With the framework, the tactical planning problem 1 - Simultaneously exploiting two formulations: an exact
of allocating resources to a project is formulated as a stochastic pro-
gram which incorporates the interrelatedness between time, cost and Benders decomposition approach
resource usage with execution modes of activities. Also, the formu- Richard Lusby, Stefan Ropke, Mette Gamst, Simon
lation is consistent with operational project scheduling because it is Spoorendonk
partly based on the conventional PERT network model. The formula- When modelling a given problem using linear programming tech-
tion is further elaborated so that it could deal with distinctive features niques several possibilities often exist, each resulting in a different
of resource usage such as aggregation and substitutability of resources. mathematical formulation of the problem. Usually, advantages and
We see, with an illustrative example, that the formulation is useful for disadvantages can be identified in any single formulation. In this paper
quantitatively analyzing the problem. we consider mixed integer linear programs and propose an approach
3 - An event-driven project planning model with a Bayesian based on Benders decomposition to exploit the advantages of two dif-
ferent formulations when solving a problem. We propose applying
network based approach Benders decomposition to a combined formulation, comprised of two
Ken-ichi Suzuki, Tetsuo Iida, Akinori Yokota separate formulations, augmented with linking constraints to ensure
As a project inherently has uncertainty in its elements, it is inevitable consistency between the decision variables of the respective formula-
to evaluate the effects caused by uncertainty with an appropriate mea- tions. We demonstrate the applicability of the proposed methodology
sure. A standard method is to introduce random variables that rep- to situations in which one of the formulations models a relaxation of
resent the task duration, resource consumption, and so forth. As a the problem and to cases where one formulation is the Dantzig-Wolfe
consequence, the resource should be allocated to subcomponents by reformulation of the other. The proposed methodology guarantees a
monitoring such random variables. On the other hand, in the actual lower bound that is as good as the tighter of the two formulations, and
operation, the project manager is expected to take an action reacting to we show how branching can be performed on the decision variables
various types of events, such as a change of the product specification, of either formulation. Computational results are reported for the Bin
replacement of people, and a contract renegotiation. Therefore, con- Packing Problem and the Split Delivery Vehicle Routing Problem.
sidering project planning, we require a framework that incorporates an
event-driven decision making: a decision is made whenever an event 2 - A joint inventory-location problem under periodic re-
is observed to occur. To facilitate an event-driven decision making, we view with generalized Benders decomposition
construct a model that includes an influential diagram induced from Francisco Tapia-Ubeda, Pablo A. Miranda, Guillermo
a Bayesian network as a Bayesian network can describe the influen- Cabrera-Guerrero
tial relationship between factors (events) in an intuitive manner. There
exist a few techniques to solve the Bayesian network model with deci- This paper focuses on a capacitated Joint Inventory Location Prob-
sions; however, they become ineffective when the dimension of deci- lem model that integrates a periodic review Inventory Control Policy.
sion variables increases. We propose to employ a stochastic program- This model is of a Mixed Nonlinear Nonconvex Integer Programming
ming approach to numerically find an optimal solution for the problem nature and integrates strategic Supply Chain Network design and tacti-
with a moderate size. In the presentation, we will demonstrate the cal inventory control decisions. The model integrates the well-known
computational experiment for a hypothetical example. periodic review inventory model with an (R, s, S) policy, where the
inventory is inspected every R units of time considering a re-order
4 - Chance-constrained admission scheduling for elective point of s units and a target inventory level of S units. A solution ap-
surgical patients proach based on Generalized Benders Decomposition is proposed and
Wim Vancroonenburg developed to solve the model. The proposed decomposition relies on a
Rising healthcare expenditure over past decades has led governments Master Problem that embraces the strategic Supply Chain Network de-
worldwide to re-evaluate their spending, thereby pressuring hospitals cisions (i.e., warehouse location and assignment of customers), and a
into rationalizing their resource usage with a view to reducing costs. Subproblem that comprehends the tactical inventory control decisions
Scheduling the admission of elective patients is a crucial process in for each warehouse. The Master Problem is of a Mixed Integer Linear
this regard, enabling hospital management to control the inflow of pa- Programming nature and is solved using a commercial solver while the
tients in order to best match the demand for various hospital services Subproblems are solved analytically. Optimality cuts to be integrated
(such as surgery and imaging) and resources (beds and personnel) with into the Master Problem are obtained based on Karush-Kuhn-Tucker
available capacity. The uncertain and dynamic nature of the care pro- optimality conditions and Lagrangian duality. Instead of using stan-
cess does, however, complicate decision-making. Careful planning, dard feasibility cuts of Benders Decomposition, some valid inequal-
oversight of all resources, as well as forecasts and estimates of un- ities are added iteratively into the Master Problem similar to a cut-
certain parameters are therefore all required. In the present study, ting plane approach. Optimal solutions where obtained in competitive
an admission scheduling model for elective surgical patient admis- times.
sions is presented which supports this decision-making process. A 3 - A Benders decomposition algorithm for quadratic net-
chance-constrained optimization model is proposed, for which the pri-
mary objective is minimizing operating theater costs and patient wait- work design problem
ing times while simultaneously avoiding bed shortages at a fixed risk Emine Gundogdu, Sinan Gürel
level. Due to the problem’s computational complexity, this model is We consider a quadratic capacitated concentrator location problem in
solved by using sample average approximation and a Late Acceptance which the capacities of hubs are also used for backbone traffic. The
meta-heuristic algorithm. The applicability of the model in a dynamic objective is to minimize total transportation cost between spokes and
setting is demonstrated by implementing four admission scheduling hubs, installation cost of hubs.As the mathematical model includes
policies which are evaluated using different criteria in a computational nonconvex nonlinear capacity constraints and the linear capacitated
study using simulation. model is NP-hard, the problem under consideration is also NP-hard.
We handle this nonlinearity by using an exact branch and check al-
gorithm that is integration of Benders decomposition and branch and
bound algorithm. We compare our decomposition algorithm with a
MA-05 special algorithm in IBM CPLEX for mixed integer quadratically con-
strained programs (MIQCP). In the computational study, we show that
Monday, 8:30-10:00 - SOUTH BUILDING UV S105 the settings where our proposed algorithm gives better results than the
special algorithm in CPLEX in terms of number of instances solved to
Results on Benders’ Decomposition optimum and the optimality gap when the instances are not solved to
optimal.
Stream: Mixed-Integer Linear and Nonlinear Program-
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4 - The road restoration crew scheduling and routing prob- range of numerical experiments. Based on the paired t-tests, our three-
lem: accelerated Benders decomposition using meta- moment approximation outperforms the two-moment ones when the
inter-arrival time variability is greater than one.
heuristics
Alfredo Moreno, Pedro Munari, Douglas Alem 3 - A discrete-time two-server queue where one server is
The Road Restoration Crew Scheduling and Routing Problem (RRC- only intermittently available
SRP) consists of determining the best route and schedule for a single Freek Verdonck, Herwig Bruneel, Sabine Wittevrongel
crew to repair damaged nodes in a network affected by extreme events. In this work we analyse a discrete-time queueing system with an in-
The objective is to minimize the sum of time that each demand node finite storage capacity and 2 servers. Specific to this analysis is that
remains inaccessible. The scheduling and routing decisions make the one of the servers is subject to random interruptions, independent of
problem too complicated to be effectively solved using Mixed Inte- the queue content. Customers enter the system according to a general
ger Programming (MIP) formulations. Exact approaches based on dy- independent arrival process and their service time is deterministically
namic programming and Benders decomposition (BD) have been pro- equal to 1 time slot. The system under study can be described as a
posed in the literature to solve the problem. The dynamic programming two-state system; in the first state 2 servers are available and in the
approach failed at solving even some small instances of the problem, second state only 1 server is available. State changes can only occur
while the BD was able to obtain feasible solutions for all the instances, at slot boundaries and mark the beginning and end of so-called up-
but with high gaps between the upper and lower bounds for most of periods (2 available servers) and down-periods (1 available server). As
them. In this talk, we propose techniques to speed up a BD-based opposed to earlier work where the up-periods were assumed to have
approach for the RRCSRP using meta-heuristics. Computational ex- geometrically distributed lengths, our analysis allows for general dis-
periments using instances from the literature indicates that hybridizing tributions of the lengths of the up-periods and down-periods, with the
BD methods with meta-heuristics can simultaneously improve both the only restriction that these have rational probability generating func-
lower and upper bounds. The upper bound can be improved when new tions (pgfs). We obtain analytical expressions for the pgfs of the sys-
best solutions are found at evaluating the neighborhood of the current tem content just after the last slot of an up-period or down-period and
master problem solution, while the lower bound can be improved at just after an arbitrary slot. The resulting pgfs are expressed in terms
generating feasibility or optimality cuts from the solutions found with of the finite number of roots within the complex unit disk of a non-
the meta-heuristics. The lower and upper bounds were improved on polynomial function. Different from previous work, the variance of
average by 35% and 75%, respectively, in relation to the results in the the lengths of the up-periods can be taken into account in our analysis.
literature. Several numerical examples illustrate the impact of this variance on
the average system content.
4 - The power series alorithm for a queueing system with
batch arrivals
MA-06 Sarah Dendievel, Dieter Fiems
Monday, 8:30-10:00 - SOUTH BUILDING UV S106 We consider a queueing system with batch arrivals and finite capacity.
The infinitesimal generator has a block-structure and is organized in
Stochastic Models and Queueing levels representing the total number of jobs in the system. We develop
a power series algorithm for the computation of the stationary distribu-
Stream: Stochastic Models and Queueing tion vector of the queue. This method uses power series expansions as
function of an artificial parameter.
Chair: Sarah Dendievel
We perturb the infinitesimal generator by a parameter: when the pa-
rameter is equal to one, we get the original system, when the parameter
1 - QMCD approach for perishability models: the (S,s) con- takes values between zero and one, transitions to lower levels are not
trol policy with lead time changed while transitions to higher levels are multiplied by a power
Yonit Barron, Opher Baron of the parameter. When the parameter is equal to zero, transitions to
higher levels are not possible: level zero is recurrent and all the other
We consider cost minimization for an (S,s) continuous-review perish- levels are transient. We derive a power series expansion of the station-
able inventory system with random lead times and times to perishabil- ary distribution around zero in terms of the associate deviation matrix
ity, and a state-dependent Poisson demand. We derive the stationary of the system. We use the coefficients of the series expansion to solve
distributions for the inventory level using the Queueing and Markov the original queue and we provide numerical examples to illustrate the
Chain Decomposition (QMCD) methodology. Applying QMCD, we method.
develop an intuitive approach to characterizing the distribution of the
residual time for the next event in different states of the system. We
provide comprehensive analysis of two main models. The first model
assumes a general random lifetime and an exponential distributed lead
time. The second model assumes an exponential distributed lifetime MA-07
and a general lead time. Each model is analyzed under both backo-
rdering and lost sales assumptions. We consider a fixed cost for each
Monday, 8:30-10:00 - SOUTH BUILDING UV S107
order, a purchase cost, a holding cost, a cost for perished items, and a
penalty cost in the case of shortage. We also derive the models’ char- Analytic Hierarchy Process I
acteristics by using an analytic approach based on the supplementary
variables method. Numerical examples are provided and show that Stream: Analytic Hierarchy Process / Analytic Network
variability of lead time is more costly than that of perishability time. Process
Therefore, after reducing lead time and increasing perishability time, Chair: Alessio Ishizaka
managers should focus on reducing variability of lead time.
1 - Solar energy plant project selection with hesitant fuzzy
2 - Three-moment approximation for the mean queue time
linguistic term sets based AHP decision making method
of a GI/G/1 queue
Veysel Çoban, Sezi Cevik
Kan Wu
Fossil-based energy sources used as primary sources to meet rising
The approximation of a GI/G/1 queue plays a key role in the perfor- energy demand causes environmental, economic and social problems.
mance evaluation of queueing systems. To improve the conventional Solar energy is the most important alternative energy source in order
two-moment approximations, we propose a three-moment approxima- to remove the fossil-based hazards. The solar rays are converted into
tion for the mean queue time of a GI/G/1 queue based on the exact electrical energy with photovoltaic (PV) and concentrated solar power
results of the H2/M/1 queue. The model is validated over a wide (CSP) solar energy systems. Although solar energy systems have the
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MA-08 EURO 2018 - Valencia
advantages of environmental sensitivity and low operating costs, the for sorting problems. However, they all assume that the criteria are
high initial cost is the most important problem in solar energy tech- independent, which is often not the case in real life. Therefore, this
nologies. Therefore, solar power systems must be installed in the right paper proposes the new sorting technique ANPSort, which can han-
place and on the right conditions. Hence, investors need to decide dle problems with interdependent criteria. Moreover, another practical
on the most optimum project by evaluating alternative solar energy limitation of ANP is that a high number of alternatives implies a large
projects under environmental, social and economic criteria. In this number of comparisons. ANPSort requires far less comparisons than
study, it is aimed to determine the most suitable project among the ANP, which facilitates decision making within large scale problems.
alternative projects proposed for the installation of PV solar energy It allows a structured, transparent and consistent evaluation integrating
plant. affected by economic, political, technical and social factors. qualitative and quantitative criteria. In this paper, a real case study for
AHP MCDM model is used to evaluate the criteria affecting the project researcher classification is used to illustrate our approach.
and evaluation of the alternative. The linguistically expressed pairwise
evaluations based on the knowledge and experience of experts are con-
verted into numerical values using hesitant fuzzy linguistic term sets
(HFLTS) and applied in the AHP method. The best PV project with
the highest overall priority value is preferred according to the decision
makers who make consistent evaluations. MA-08
Monday, 8:30-10:00 - SOUTH BUILDING UV S108
2 - Identifying the influencers on twitter: the case of the
world championships in track cycling Multi-Objective Combinatorial Optimization
Amparo Baviera-Puig, Jose Maria Lamiran Palomares, Tomas
Baviera Stream: Combinatorial Optimization I
Chair: Matthias Ehrgott
Identifying the most influential users of a social network is a key ques-
tion nowadays. Without a doubt, the sports industry has been affected
by the consolidation of social media like few others, and has changed 1 - The multiobjective Dijkstra’s algorithm
in several ways. Using AHP, the objective of our research is to identify Antonio Sedeño-Noda, Marcos Colebrook
the influencers on Twitter during the World Championships in Track
Cycling two years ago. For our research, we downloaded all tweets We address the problem of determining all efficient solutions of the
with the hashtag #TWC2016 sent from February 15 to March 14. In Biobjective Shortest Path (BSP) problem. We generalize Dijkstra’s al-
total, 55,572 tweets were analysed. These tweets were launched by gorithm to the Multiobjective Shortest Path (MSP) problem since the
20,175 users. According to the literature review, we define the fol- proposed methods keep only one candidate label per node in a priority
lowing criteria for user influence on Twitter: activity, authority and queue of size n. The algorithm runs in O(Nlogn +mNmax2 ) time and
popularity. We chose two sub-criteria to measure each of the criteria uses O(N + m) space to solve the one-to-all BSP problem determining
of influence. Of each pair, one is offered by Twitter, whereas the other all non-dominated points in the outcome space and one efficient path
is a network centrality measure derived from social network theory. associated with each one of them. Here n is the number of nodes, m is
Activity is measured by number of tweets and outdegree. Authority is the number of arcs, N is the number of non-dominated points in out-
measured by number of retweets and pagerank. At last, popularity is come space for the one-to-all BSP problem and Nmax is the greatest
measured by number of followers and indegree. The AHP methodol- number of non-dominated points in the outcome space for the one-to-
ogy shows that the most influential factors for a Twitter user in a sport one s-i BSP problem for all node i =1,. . . ,n. For the case of the one-to-
event are related to authority and popularity. To identify the most influ- one s-t BSP problem, we incorporate the classical Bidirectional Search
ential users, we only considered the 25 most important users for every scheme in the proposed algorithms to reduce the number of iterations
sub-criterion. In this event, the most influential ones are related insti- in practice. Also, the proposed algorithms include pruning strategies
tutions (federations, cycling teams and/or organizations), media (TV) to avoid the computation of unnecessary dominated labels. The re-
and athletes participating in the event. sult is a fast algorithm to solve the BSP problem in large networks. A
computational experiment comparing the performance of the proposed
3 - Distribution center location - allocation problem for a methods and state-of-the-art methods is included.
stationery manufacturer
Ozay Ozaydin, Ozge Tas, Begum Oktay 2 - Leveraging single-objective heuristics to solve multi-
objective problems: applications in vehicle routing
Increasing competition and demands of customers push the compa- Piotr Matl, Richard Hartl, Thibaut Vidal
nies to provide their products to customers faster while maintaining
and even reducing the logistics costs. Distribution centers play an im- After decades of intensive research on the vehicle routing problem
portant role in optimizing a logistics system. In this study, a distribu- (VRP), many highly efficient single-objective heuristics exist for a
tion center location selection and allocation problem are investigated multitude of VRP variants. But when new side-objectives emerge -
for a stationery manufacturer, which initially had one warehouse lo- such as service quality, workload balance, pollution reduction, con-
cated within the manufacturing plant. A two-level MCDM approach is sistency - the prevailing approach has been to develop new, problem-
adopted, the first level being the analysis of the region to determine al- specific, and increasingly complex multi-objective methods. Yet in
ternatives, the second level being the actual selection and allocation. principle, multi-objective problems can be efficiently solved with ex-
For analyzing the regions, infrastructure, socio-economic structure, isting single-objective solvers - this is the fundamental idea behind the
transportation, service level, target market, environment, technology, well-known epsilon-constraint method (ECM). Despite its generality
sales volume, and political and social factors are used as main criteria. and conceptual simplicity, the ECM has been largely ignored in the
For geographic data population and analysis, a geographic informa- domain of heuristics and remains associated mostly with exact algo-
tion system tool is used, and for the selection phase, analytic hierarchy rithms. In this talk, we dispel these preconceptions and demonstrate
process is used by means of a decision meeting in order to take into that frameworks based on the ECM can be a highly effective way to di-
account the preferences of decision makers. rectly leverage the decades of research on single-objective VRP heuris-
tics in emerging multi-objective settings. We propose an improved
4 - ANPSort for sorting alternative with interdependent cri- version of the classical ECM - Heuristic Box Splitting - that rapidly
teria generates representative sets of heuristic compromise solutions. Based
Alessio Ishizaka on an extensive computational study on the VRP with Route Balanc-
ing, we show the added value of Heuristic Box Splitting compared to
Six problem formulations exist in multi-criteria decision analysis the classical ECM, and demonstrate that both epsilon-constraint-based
(MCDA): choice, sorting, ranking, description, elimination and de- algorithms significantly outperform the current state-of-the-art multi-
sign problems. MCDA methods are generally developed for choice objective metaheuristics with respect to multiple quality metrics.
or ranking problems. Recently, several methods have been adapted
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EURO 2018 - Valencia MA-09
3 - Solving a bi-objective stochastic facility location prob- unweighted or weighted edges. Such tree clustering problems arise in
lem by branch-and-cut many areas such as biology, neuroscience and computer or social net-
Sophie Parragh, Walter Gutjahr, Fabien Tricoire works. For the solution of the problem, we propose a k-means based
algorithm which starts with initial centroid trees and repeats assign-
Many decision problems involve multiple objectives as well as uncer- ment and centroid update steps until convergence. In the assignment
tainty in the considered data. In this paper, we focus on facility lo- step, each data object is assigned to the most similar centroid deter-
cation decisions which play an important role, e.g., in public service mined by the Vertex Edge Overlap (VEO). VEO is based on the idea
infrastructure planning or relief goods distribution. In many of these that if two trees share many vertices and edges, then they are similar.
contexts, accurate demand figures are not available. The assumed de- In the update step, each centroid is updated by considering the data
mand values rely on estimates and their actual realizations depend, e.g., objects assigned to it. For the unweighted edges case, we propose a
on the severity of the drought or the demographic population develop- Nonlinear Integer Programming formulation to find the centroid of a
ment in an urban district. Since facility location decisions usually in- given cluster which is the tree maximizing the sum of VEOs between
volve longer-term investments, the uncertainty involved in the demand trees in the cluster and the centroid itself. We solve the formulation to
figures should be taken into account already at the planning stage. Fur- optimality with a heuristic. For the weighted edges case, we provide
thermore, quite often both client-oriented and cost-oriented objectives a Nonlinear Programming formulation for which we have a heuristic
are of concern to decision makers. We model a bi-objective stochastic not guaranteeing optimality. We experiment with randomly generated
facility location problem that considers cost and coverage as two com- datasets and compare the results with those of the traditional k-modes
peting and concurrently optimized objectives. Furthermore, we incor- and k-means algorithms. Preliminary results are promising.
porate stochastic information on possible realizations of the considered
demand figures in the form of scenarios sampled from probability dis- 2 - Dealing with heterogeneous data via constrained lasso
tributions. The two-stage problem is solved by combining a recently M. Remedios Sillero-Denamiel, Rafael Blanquero, Emilio
developed bi-objective branch-and-bound algorithm with the L-shaped
Carrizosa, Pepa Ramírez-Cobo
method and different strategies with respect to the incorporation of op-
timality cuts are evaluated. The resulting branch-and-cut algorithm is
tested on instances derived from real world data in a disaster relief The Lasso has become a benchmark data analysis procedure, and it has
context. been studied in depth and extended by many authors. In particular, we
can find in the recent literature some Lasso variants which deal with
4 - Bi-objective branch-and-cut algorithms based on LP re- data collected from distinct strata, as it is standard in many biomedical
contexts. In this work we propose a novel variant of the Lasso in which
laxation and bound sets
the degrees of reliability of the different data sources are taken into ac-
Matthias Ehrgott, Sune Lauth Gadegaard, Lars Relund count. However, this is not enough to guarantee the good performance
Nielsen across all the considered sources. Therefore, we shall additionally de-
mand that overall performance measures, as well as performance mea-
Most real-world optimization problems are multi-objective by na- sures for the data from each source, attain certain threshold values.
ture, with conflicting and incomparable objectives. Solving a multi- As a result, a generalized regression model is obtained, addressed by
objective optimization problem requires a method, which can generate solving a nonlinear optimization problem.
all rational compromises between the objectives. This paper proposes
two distinct bound set based branch-and-cut algorithms for general bi-
objective combinatorial optimization problems, based on implicit and 3 - DCA for robust principal component analysis
explicit lower bound sets, respectively. The algorithm based on explicit Hoai Minh Le, Vo Xuan Thanh
lower bound sets computes, for each branching node, a lower bound set
and compares it to an upper bound set. The other, on the other hand, In many real-world applications such as image processing, genomic
fathoms branching nodes by generating a single point on the lower analysis, etc we encounter very high-dimensional data. Analysis of
bound set for each local nadir point. We outline several approaches such data is challenging due to the curse of dimensionality. Principal
for fathoming branching nodes and we propose an updating scheme Component Analysis (PCA) is one of the most popular dimensionality
for the lower bound sets that prevents us from solving the bi-objective reduction methods to handle high dimensional data. In this work, we
LP-relaxation of each branching node. To strengthen the lower bound deal with Robust PCA (RPCA), a modification of PCA which works
sets, we propose a bi-objective cutting plane algorithm that adjusts the well with corrupted observations. RPCA has been succesfully applied
weights of the objective functions such that different parts of the fea- to many real life important applications such as Video Surveillance,
sible set are strengthened by cutting planes. In addition, we suggest Face Recognition, etc. RPCA consists in decomposing a given data
an extension of the branching strategy "Pareto branching". We prove matrix A as a sum of a low rank matrix and Y and is a sparse noise ma-
the effectiveness of the algorithms through extensive computational re- trix Y. Thus, RPCA can be formulated as a minimization of the trade-
sults. off between the zero-norm of Y and the rank of X. It is well-known that
the minimization of a zero-norm is NP-hard problem. We approximate
the zero-norm by a DC (Difference of Convex function) function. The
resulting problem is then a DC program. We investaged a DCA based
method to solve the latter. Numerical experiments on several synthetic
MA-09 and real datasets show the efficiency of our DCA-based algorithm.
Monday, 8:30-10:00 - SOUTH BUILDING UV S109
4 - On mathematical optimization to interpret factor analy-
The Role of Mathematical Optimization in sis
Data Science I Vanesa Guerrero, Emilio Carrizosa, Dolores Romero Morales,
Albert Satorra
Stream: European Working Group: Data Science Meets
Optimization A natural approach to interpret the latent variables arising in Factor
Chair: Vanesa Guerrero Analysis consists of measuring explanatory variables over the same
samples and assign (groups of) them to the factors. Therefore, each
factor is explained by means of their assigned explanatory variables
1 - Tree-structured data clustering yielding a straightforward way to give meaning to the factors. Whereas
Derya Dinler, Mustafa Kemal Tural, Nur Evin Ozdemirel such assignment is usually done by the user based on his/her exper-
tise, we propose an optimization-based procedure which seeks the best
Traditional clustering techniques deal with point data. However, im- transformation of the factors that yields the best assignment between
proving measurement capabilities and the need for deeper analyses re- them and given (groups of) explanatory variables.
sult in collecting more complex datasets. In this study, we consider
a clustering problem in which the data objects are rooted trees with
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2 - A data envelopment analysis toolbox for MATLAB In this paper we use the Nearest Interval Approximation Operator for
Javier Barbero Jiménez, José L. Zofío, Inmaculada C. Álvarez solving a fuzzy multiobjective programming problem. We establish
necessary Pareto optimality conditions for the resulting interval multi-
Data Envelopment Analysis Toolbox is a new package for MATLAB objective program. We propose an algorithm to indetify and character-
that includes functions to calculate the main DEA models. The pack- ize Pareto optimal solutions.
age includes code for the standard additive and radial input and output
2 - On the use of preference-based evolutionary multi-
measures, allowing for constant and variable returns to scale, as well
as recent developments related to the directional distance function, and objective optimization for solving a credibilistic portfo-
including both desirable and undesirable outputs when measuring ef- lio selection model
ficiency and productivity; i.e., Malmquist and Malmquist-Luenberger Ana Belen Ruiz, Rubén Saborido, José D. Bermúdez,
indices. Bootstrapping to perform a statistical analysis is also included. Mariano Luque, Enriqueta Vercher
This paper describes our methodology and implementation of the func-
tions, and it reports numerical results with well-known examples to The portfolio selection problem tries to identify the assets to allocate
illustrate their use. the capital, and the proportion to be devoted to each asset, for max-
imizing the returns at the minimum risk. By nature, this is a multi-
3 - Technical efficiency in the Spanish virgin olive oil pro- objective optimization problem. In this work, we propose a three-
tected designations of origin: what is their real perfor- objective model for portfolio selection, in which the uncertainty of the
portfolio returns is modelled by means of LR-power fuzzy variables.
mance? We consider as criteria the credibilistic expected return (to be maxi-
Fernando Vidal Giménez, Jesús T. Pastor, Juan Aparicio, mized), the below-mean absolute semi-deviation as a risk measure (to
Lidia Ortiz be minimized), and a loss function which evaluates the credibility of
achieving a non-positive return (to be minimized). The uncorrelation
Spain is the world’s leading producer of olive oil, contributing 44% to among the risk and loss measures concludes that they provide differ-
global production and exports that exceeded to a value of 3,100 million ent information. Budget, cardinality, and diversification constraints
euros in 2016. The commitment to quality production in the sector has are considered. To generate non-dominated portfolios fitting the in-
resulted in the production of virgin olive oil, generally under the Pro- vestor’ expectations, preference-based evolutionary algorithms are ap-
tected Designation of Origin PDO status, a recognized legal framework plied. The preferences are given by aspiration values to be attained by
that guarantees the quality of agri-food products at European level. In the objectives and profiles representing aggressive, cautious, and con-
Spain, there are currently 29 PDOs (a great jump in number, compared servative investors are analysed. The results for data of the IBEX35
to only 11 in 2000), which encompass a surface area of almost 700 show that portfolios improving the preferences are found in the cau-
thousand hectares and involve more than 125,000 farmers. The pro- tious and aggressive cases, while portfolios with objective values as
duction of virgin and extra virgin olive oil in accordance with the cor- close as possible to the expectations are obtained in the conservative
responding PDO specification (regardless of whether they achieve cer- case. In the generation process, the credibilistic loss has played an
tification or not) is over 289 thousand tons. However, only just over 90 important role to find diversified portfolios.
thousand tons are certified and marketed as protected oil. This research
analyzes the technical efficiency of these protection figures, taking into 3 - A goal programming model for solving preferences ex-
account both the total growing area already registered under the Reg- pressed by importance weights: an application to allo-
ulatory Body for the PDO and the number of farmers. This is done cate assets upon corporate sustainability criteria
through Data Envelopment Analysis (DEA), in particular CCR models
Mariano Jimenez-Lopez, Amelia Bilbao-Terol, Mar
with an output orientation, in an attempt to determine what their real
performance is and if this is related to the prevailing corporate type Arenas-Parra
within the PDO. The aim of this work is to propose a new methodology for solving a
multiobjective problem in which the DM preferences are expressed by
4 - Does the CCD Malmquist index measures total factor importance weights of the criteria and no aspiration level has been set.
productivity? Since the reference points for the criteria have not given for the DM
Jesus T. Pastor, Juan Aparicio we propose to work with ideal and anti-ideal points. So, the objec-
tive functions are substituted by membership functions that measure
We show that the Malmquist Index is a total factor productivity in- the degree fulfillment to the fuzzy set "to be close to the ideal values".
dex provided a specific directional distance function is used. Being In this way, a GP model is formulated where the aspiration level asso-
more specific we study the proportional Directional Distance Function ciated to each membership function is the weight of the corresponding
(pDDF) and reformulate it, being able to show that, under constant re- objective. The maximizing target function is a convex linear combina-
turns to scale, the associated Caves, Christensen and Diewert (CCD) tion of the weighted sum of the degrees of membership and the sum of
Malmquist technology index is a total factor productivity index. In the unwanted deviations. The presented methodology is applied to a
fact we are able to measure separately the contribution of inputs and portfolio selection problem being the firms assessed both financial and
outputs. corporate sustainability (CS) criteria. We have CS valuations of the
firms from corporate sustainability rating agencies and the financial
measures are gathered from the financial rating agencies. We assume
that the investor reveals her preferences assigning importance weights
for the criteria. This could be a more easy way to express preferences
than to set aspiration levels. The model is solved and sensitivity anal-
MA-12 ysis is carried out.
Monday, 8:30-10:00 - SOUTH BUILDING UV S112 4 - A fuzzy goal programming approach tightening aspira-
Multiobjective Fuzzy Optimization tion levels to weighted preferences
Manuel Díaz-Madroñero, Mariano Jimenez-Lopez, Josefa
Stream: Fuzzy Optimization Mula
Chair: Mariano Jimenez-Lopez In this paper, we propose a new fuzzy goal programming model for de-
cision making in a multiobjective uncertain context. Here, we consider
1 - A better approach for solving a fuzzy multiobjective pro- problems where the uncertainty is inherent to right hand side param-
eters and technological coefficients of fuzzy constraints. In order to
gramming problem deal with these fuzzy constraints, a fuzzy ranking method based on
Beatriz Hernández-Jiménez, Rafaela Osuna-Gómez, Gabriel feasibility degrees is used. We assume known the weights of the rela-
Ruiz-Garzón, Antonio Rufián-Lizana tive importance of each objective function but not their corresponding
71
MA-13 EURO 2018 - Valencia
aspiration levels. These aspiration levels are adjusted to the decision By definition, increasing supply chain resilience improves the supply
maker preferences as possible by optimizing the convex combination chain’s ability to return to normal, or to an even more desirable situa-
of the weighted sum of the degrees of membership and the sum of the tion, quickly and efficiently after being hit by a disruption. This is es-
unwanted deviations of the degrees regarding the weights. The val- pecially critical in agribusiness supply chains (ASCs) where products
idation of the proposal is carried out through a material requirement are perishable and have a short life-cycle. In this paper, we propose a
planning (MRP) problem. Some guidelines are proposed for select- number of resilience metrics to capture the recovery process in an ASC
ing solutions according to the tradeoff between feasibility degrees and following a transportation disruption. The resilience measures include
objective function results. 1) time to recovery, 2) the recovery level, 3) the loss of profit during
the recovery time window, and 4) the net present value of the loss of
profit over all time-periods. Then, we provide an analytic model that
determines supply chain planning and risk management (RM) strategy
decisions that optimize each of the resilience measures as well as profit
MA-13 in an ASC problem under transportation disruption. The RM strategy
is either risk acceptance (RA) strategy or a resilient backup transporta-
Monday, 8:30-10:00 - SOUTH BUILDING UV S201 tion strategy with varying levels of utilization during disruption peri-
ods. Results from the proposed mathematical model with closed-form
Supply Chain Management I solutions show that given particular conditions, first the resilience mea-
sures are improved by utilizing the proposed resilient strategy. Then,
Stream: Supply Chain Management II the optimal RM and supply chain decisions are particularly dependent
on type of resilience measure that aimed to improve, strategy cost, the
Chair: Zelong Yi perishability fraction of products, and the initial design of the ASC.
1 - Supply chain profit distribution under uncertainty 4 - Sustainability building of an agricultural supply
Songsong Liu chain with a capital-constrained farmer in developing
economies
Traditional to the maximisation of the total profit of a supply chain may
lead to an uneven profit distribution and a high degree of dissatisfac-
Zelong Yi
tion of members. Thus, how to distribute the profit of the whole supply In this study, we consider a decentralized agricultural supply chain
chain fairly to ensure adequate rewards for each member is still a key consisting of a capital-constrained smallholder farmer and an interme-
issue, especially under uncertain environment. Transfer prices could diary platform. The smallholder farmer sells the agricultural products
affect each member’s costs and revenues then influence its planning through the intermediary platform but lacks the financial resources for
strategies and are therefore considered as a mechanism for profit dis- production. In addition to the traditional solution of bank financing
tribution. This work aims to develop an optimisation-based decision- (provided by a bank) as a source of finance for the capital-constrained
making framework supply chain planning under demand uncertainty farmer to ensure the sustainable production of the agricultural goods,
of three-echelon supply chains, including primary and secondary man- the intermediary platform can also provide loans directly to the small-
ufacturing, and markets, to obtain a fair distribution of the total profit. holder farmer (known as direct financing) or serve as a guarantor if
A stochastic mixed integer linear programming (MILP) model is pro- the capital-constrained farmer has insufficient creditworthiness to ob-
posed for the optimal production, distribution and capacity planning of tain bank loans (known as guarantor financing). The farmer can thus
a supply chain network. The classic proportional fairness criterion is obtain a loan through three methods: bank financing, guarantor financ-
adopted to define fair profit distributions, and a game theoretic solution ing, and direct financing. We find that the smallholder farmer produces
approach is developed for fair transfer pricing using Nash bargaining the most under direct financing and the least under bank financing, and
principles. An illustrative example of a supply chain network in the that the intermediary platform prefers direct financing over guarantor
process industry is investigated, and the obtained results demonstrate financing in a weak sense. Specifically, when the farmer’s production
the applicability of the proposed model and approach. cost is low, the intermediary platform prefers financing the farmer di-
rectly; when the cost is in an intermediate range, the platform prefers
2 - Effects of trust on price contract design in a supply either direct or guarantor financing; and
chain
Hangfei Guo, Mahmut Parlar, Min Zhang
This paper explores how trust impacts the buyer’s price contract de-
sign in a supply chain. Depending on the risk attitude toward each MA-14
other, the buyer and the supplier build either goodwill trust or capa-
bility trust through their long-term relationship. By modelling the ca-
Monday, 8:30-10:00 - SOUTH BUILDING UV S202
pability trust through a power function and the goodwill trust through
an exponential function, the authors obtain the optimal price contract On Proximal Algorithms for Structured
as a solution to a nonlinear ordinary differential equation and provide Optimization Problems
the explicit solution for the resulting four combinations. If the capa-
bility trust is built between the buyer and the supplier, then the optimal Stream: Nonlinear Programming: Methods
price contract will be concave, convex or linear w.r.t the supplier’s out-
put, depending on both parities’ degrees of risk aversion. If goodwill Chair: Ting Kei Pong
trust exists between the buyer and the supplier, then the optimal price
contract is always linear w.r.t the supplier’s output. If the buyer has 1 - A successive difference-of-convex approximation
capability trust toward the supplier but the supplier has goodwill trust method for a class of nonconvex nonsmooth optimiza-
toward the buyer, then the optimal price contract is always concave in
the supplier’s output. In reverse order, then the optimal price contract
tion problems
is always convex in the supplier’s output. These interesting findings Tianxiang Liu, Ting Kei Pong, Akiko Takeda
extend existing knowledge on the contingent conditions under which
the buyer is more willing to provide a concave or convex contract to its In this talk, we consider a class of nonconvex nonsmooth optimization
supplier. The results also clarify the mechanism through which trust problems whose objective is the sum of a nonnegative smooth function
and risk aversion impact the price contract design in a supply chain. and a brunch of nonnegative possibly nonsmooth functions, some of
which are composed with linear maps. This kind of problems arises in
various applications and is challenging due to the coupled nonsmooth
3 - Metrics and methods for improving resilience in functions. To solve it, we propose a successive difference-of-convex
agribusiness supply chains approximation method, in which we approximate the nonsmooth func-
Golnar Behzadi, Michael O’Sullivan, Tava Olsen tions by their Moreau envelopes and make use of the DC structure of
72
EURO 2018 - Valencia MA-15
the Moreau envelope. We prove the convergence of the method to a 1 - Hazard and time of exposure as objectives in HM trans-
stationary point of the objective under suitable assumptions and dis- portation
cuss how the method can be applied to concrete applications. Finally, Andrés Bronfman, German Paredes-Belmar, Vladimir
numerical simulations are shown to illustrate the performance of the
method. Marianov, Diego Beneventti
4 - Iteratively reweighted l1 algorithms with extrapolation 3 - Advanced goal programming formulations for an insu-
Ting Kei Pong lar traveling salesman problem with fairness concerns
Iteratively reweighted l1 (IRL1) algorithm is a popular algorithm for Pablo A. Miranda, Jana Ries, Dylan Jones
solving a large class of optimization problems whose objective is the
sum of a Lipschitz differentiable loss function and a possibly noncon-
vex sparsity inducing regularizer. Motivated by the success of extrapo- Insular Vehicle Routing Problems (InVRP) and particularly the Insular
lation techniques in accelerating first-order methods, in this talk, we Traveling Salesman Problem (InTSP) search for the optimal design of a
explore how widely used extrapolation techniques such as those in transport system to serve a set of islands or isolated regions for freight
FISTA can be incorporated to possibly accelerate the IRL1 algorithm. collection or distribution purposes. A simultaneous optimization of
We will present three versions of such algorithms, discuss their con- visit sequencing and port selection at the islands must be addressed,
vergence and compare their numerical performance against some other while ensuring that at least one port is selected for each island.
popular first-order methods. This is joint work with Peiran Yu.
Bi-Objective optimization approaches are an appropriate methodol-
ogy to address these problems in which Maritime Transportation Costs
(MTC) associated to a barge and Ground Transportation Costs (GTC)
inside the islands are optimized as two conflicting objectives. How-
MA-15 ever, in many applications, these approaches fail to address fairness
aspects related to deviations from an ideal solution for each individual
Monday, 8:30-10:00 - SOUTH BUILDING UV S203 island (i.e. visiting all the ports at each island), and across them.
Selective Vehicle Routing and Extended This research explores and analyses different Goal Programming for-
mulations to incorporate fairness concerns within a previously studied
Network Design Problems InTSP, where a network of stakeholders is employed to characterize
the underlying decision making process. Results for real world ap-
Stream: Vehicle Routing and Logistics Optimization II plications and fictitious instances are presented, discussing advantages
Chair: Jana Ries and shortcomings of each of the proposed formulations.
Chair: Pablo A. Miranda
73
MA-16 EURO 2018 - Valencia
4 - An instance-based algorithmic performance study for 3 - Lagrangean relaxation based heuristics to solve influ-
the INTSP using a co-evolutionary based solution ap- ence maximization in social networks
proach Evren Guney
Jana Ries, Pablo A. Miranda
The Influence Maximization Problem (IMP), which seeks for a small
The Insular Travelling Salesman Problem (InTSP) seeks to find simul- subset of influentials out of a large stochastic social network that
taneously the best selection of nodes within a set of isolated regions can activate maximum number of individuals, has been a popular
and the cost-optimal routing sequence amongst it. A further element topic among researchers and practitioners recently. Assuming that
that characterises the InTSP is the consideration of the underlying in- the spread of influence is following certain popular diffusion models,
frastructure within each isolated region. such as independent cascade or linear threshold, the expected influ-
Motivated by the different levels of complexity within the problem ence which is the objective of the optimization problem possesses sub-
structure and the subsequent impact on a suitable solving approach, modularity property. Benefiting from this property, most of the re-
the research presents a discussion of key characteristics of an InTSP searchers apply greedy based heuristics that guarantee a (1-1/e) worst
and the corresponding impact on algorithmic performance using a co- case bound. Since the network is stochastic exact solution methods are
evolutionary based strategy. Hereby, particular focus will be drawn to- intractable for even small networks, therefore sampling based strate-
wards spatial features within and between the set of isolated areas.The gies are used for approximate solutions. In this study, we focus on
analysis is presented using a real-world household waste collection the optimal solution of IMP, which is usually neglected by most of
problem that originated in the South of Chile, in addition to a set of the researchers. The LP relaxation of IMP is strong with small opti-
fictitious instances. mality gaps under certain formulations. Based upond this observation,
we analyse various Lagrangean Relaxation formulations of IMP and
develop heuristics for solving IMP efficiently. We compare the perfor-
mance of our algorithms both in terms of solution quality and compu-
tation time with the state-of-the-art algoritms.
MA-16
Monday, 8:30-10:00 - SOUTH BUILDING UV S115 4 - Least cost influence propagation in (social) networks
Mario Ruthmair, Matteo Fischetti, Michael Kahr, Markus
Social Networks: Community Detection and Leitner, Michele Monaci
Information Propagation I Influence maximization problems aim to identify key players in (so-
cial) networks and are typically motivated from viral marketing. In
Stream: Network Optimization and Social Networks this work, we introduce and study the Generalized Least Cost Influ-
Chair: Mario Ruthmair ence Problem (GLCIP) that generalizes many previously considered
problem variants and allows to overcome some of their limitations.
1 - Robust StQP and community detection in social net- A formulation that is based on the concept of activation functions is
works proposed together with strengthening inequalities. Exact and heuristic
solution methods are developed and compared for the new problem.
Michael Kahr, Immanuel Bomze, Markus Leitner Our computational results also show that our approaches outperform
We consider the robust variant of the Standard Quadratic Problem the state-of-the-art on relevant, special cases of the GLCIP.
(RStQP), in which a (possibly indefinite) quadratic form is extrem-
ized over the standard simplex (which is considered certain), and the
quadratic form is uncertain. The uncertain data realizations are as-
sumed to lie in known uncertainty sets, which we model particularly
by ellipsoids, polyhedra, and spectrahedra, more precisely, intersec-
tions of sub-cones of the copositive matrix cone. We show that the
MA-17
copositive relaxation gap of the RStQP equals the minimax gap under Monday, 8:30-10:00 - SOUTH BUILDING UV S205
some mild assumptions for arbitrary uncertainty sets, and present con-
ditions under which the RStQP reduces to a deterministic instance of Accounting, Auditing and Taxation
a StQP. These conditions also ensure that the copositive RStQP relax-
ation is exact. A specific application is community detection in social Stream: Operational Research in Financial and Manage-
networks based on profile similarity, for which a computational study
is presented.
ment Accounting
Chair: Matthias Amen
2 - Parsimonious formulations for low-diameter clusters
Austin Buchanan, Hosseinali Salemi 1 - Opportunities for earnings management offered by IAS
In the analysis of networks, one often searches for tightly knit clusters. 36
One property of a "good" cluster is a small diameter (say, bounded by Matthias Amen
k), which leads to the concept of a k-club. In this talk, we propose new
path-like and cut-like integer programming formulations for detecting According to IAS 36 an entity has to recognise an impairment if the
these low-diameter subgraphs. They simplify, generalize, and/or dom- recoverable amount of a cash generating unit is lower than its carrying
inate several previously existing formulations. Our best-performing amount. The recoverable amount as value in use is the sum of the dis-
formulation uses only n variables (quite unlike previous formulations) counted net cash inflows of a detailed planning period and a terminal
and imposes the diameter-at-most-k constraints via an exponentially value. Thus, the recoverable amount and of course the impairment of
large class of cut-like inequalities. A relatively simple implementation the asset are the results of forecasts be based on best estimates. On one
of the cut-like formulation easily outperforms previous approaches, hand, IAS 36 gives some guidelines in forecasting the cash flows and
solving dozens of instances of the maximum k-club problem in a sec- in choosing the discount rate.
ond or two that would take hours by other formulations. Moreover, the
cut-like formulation is more general in the sense that it applies even On the other hand, IAS 36 offers a large range of opportunities at dif-
when distances are not measured in terms of hops. While we consider ferent stages during the impairment calculations. We concentrate on
only the k-club problem in this paper, the proposed techniques may selected spots and analyse how to cope with the requirements with re-
also be useful in other applications where compact solutions are key spect to a well-to-define long-term reporting objective by means of OR
(e.g., political districting and wildlife reserve design). techniques.
74
EURO 2018 - Valencia MA-18
2 - The cooperative bargaining game of audits - regulatory as international based import on inventory management. We find that
provisions for truthful reporting and independent audits tax rates as well as tax schemes that apply to the firm are important in
Tobias Filusch, Sascha H. Moells particular for products with lower profit margins. Taxes not only affect
the optimal inventory policy, but may also influence the sourcing and
Truthful financial reporting is closely related to the independence of supplier selection strat
the auditor. Once effective auditing routines have been established, in-
centives for setting up fraudulent statements by the management can
be assumed low due to a high risk of detection. In the opposite case,
however, a cooperative behavior between the auditor and the auditee
is likely to occur. To capture this potential threat for the independence
of audits we use the cooperative Nash bargaining game to model the
MA-18
auditor-client management negotiation (ACMN) that concludes an au- Monday, 8:30-10:00 - SOUTH BUILDING UV S206
dit period and assume that the subject of negotiation is the division
of a surplus created by the management through "managed" financial Algorithms in Convex Optimization
statements. From a regulatory perspective, it is interesting to know
if regulatory provisions discussed in academia and/or practice either Stream: Convex Optimization
target the setup of the game or its Nash solution. Our results indi- Chair: Alfredo Iusem
cate that most provisions, such as a mandatory auditor rotation af-
ter a certain tenure, usually only affect the setup. However, our re-
search shows that including the Nash solution can have an even more 1 - Non-linear conjugate gradient method for vector opti-
positive impact. In addition, we propose a minimum audit contract mization
term (MACT) complementing the auditor rotation that increases the Luis Roman Lucambio Perez, Leandro Prudente
auditor’s bargaining power while simultaneously eliminating the man-
agement’s surplus-earnings from the bargaining. By anticipating this We propose non-linear conjugate gradient methods for finding critical
unattractive outcome, the management is incentivized to abandon any points of vector-valued functions with respect to the partial order in-
fraudulent strategy at earlier stages. duced by a closed, convex, and pointed cone with non-empty interior.
No convexity assumption is made on the objetives. The concepts of
3 - The constant-growth valuation model and firm-specific Wolfe and Zoutendjik conditions are extended for the vector-valued
inflation - theory & empirical evidence optimisation. In particular, we show that there exist intervals of step-
Stefan Laun, Sascha H. Moells sizes satisfying the Wolfe-type conditions. The convergence analysis
covers the vector extensions of the Fletcher-Reeves, Conjugate De-
A well-founded forecast of the cash flows is one of the main problems scent, Dai-Yuan, Polak-Ribière-Polyak, and Hestenes-Stiefel param-
of any firm valuation and for quite a while has been controversially dis- eters that retrieve the classical ones in the scalar minimisation case.
cussed on a theoretical level concerning the consideration of growth Under inexact line searches and without regular restarts, we prove that
when estimating the terminal value. Given the high relevance of the the sequences generated by the proposed methods find points that sat-
terminal value with a contribution often exceeding 50% of the total isfy the first-order necessary condition for Pareto-optimality. Numeri-
firm value, this component is typically estimated by using the "Con- cal experiments illustrating the practical behaviour of the methods are
stant Growth Valuation" model relying on sustainable (infinite) cash presented.
flows and a constant growth rate. The precise derivation of the growth
rate, however, is complex as it involves different causes of growth (e.g. 2 - Gradient projection methods for the n-coupling problem
the reinvestment rate or the inflation rate). Regarding the incorpora- Sangho Kum
tion of inflation existing approaches focus on the question whether or
not macroeconomic inflation should be taken into account. In addi- We are concerned with optimization methods for the L2-Wasserstein
tion, only few empirical studies on the growth of firm cash flows have least squares problem of Gaussian measures (alternatively the n-
yet been presented whose results cannot provide convincing guidance coupling problem). Based on its equivalent form on the convex cone
for practical problem solving due to conceptional and/or data-related of positive definite matrices of fixed size and the strict convexity of
restrictions. Against this background, first we derive the "General the variance function, we are able to present a successful optimiza-
Growth Model" that distinguishes between macroeconomic and firm- tion algorithm for the unique minimizer. Its global convergence rate
specific inflation. In a second step, we provide - based on our model analysis is provided according to the derived upper bound of Lipschitz
- detailed evidence for the estimation of growth discounts utilizing a constants of the gradient function.
sample covering 12 countries and applying a conceptually improved
methodology. Our results show the necessity of differentiations for an
appropriate design of valuation calculi.
3 - The mathematical structure of the mathematical pro-
gramming
4 - The impact of tax legislation on inventory and supplier Javier Diaz, Luis Moreno
selection models
Hua Jin, Patrick Beullens Linear Programming (LP) tries to optimize a linear function subject to
linear constraints. Its solution, if it exists, gives the value of variables,
Operational Research (OR) provides the methods and techniques by objective function, shadow prices, and reduced costs. The sensitivity
which firms can maximise their profits by taking smart decisions. The analysis gives the b and C variation ranges allowed for the solution
OR literature in the area of logistics, however, pays scant attention to to remain feasible or optimal. Particular LP problems are the knap-
cash flows that arise in order for the firm to fulfil its legal obligations. sack (one constraint), the resource allocation (type constraints), and
This paper develops a methodology for constructing models that ex- the diet (type constraints). The Transport Problem (TP) is a LP where
plicitly account for the impact of tax legislation on a series of classic all the technological coeficients are 0 o 1. The Assignment Problem
inventory management problems. It does this by expressing the future (AP) is a TP where all bi are 1. These last two cases can be gener-
profits of the firm after tax as the Net Present Value or Annuity Stream alized as the Transshipment Problem and the Generalized Assignment
Value of the cash flow function associated with the activity for the Problem. Mixed Integer Linear Programming (MILP) allows continu-
firm, including these cash flows exchanged with relevant third parties ous, integer and binary variables in the same model. Branch and bound
and the government that are needed in the context of ensuring compli- methods allow MILP to be solved using PL approximations. Benders
ance with tax legislation. Using the legislation in the United Kingdom presents partition procedures for solving mixed-variables program-
(before Brexit), the research established how the explicit consideration ming problems including non-linear components in the objective func-
of Value Added Tax (VAT) scheme, Corporate Tax (CT) and import tion. Large-scale techniques such as Generation of Columns, Dantzig-
duties and tariffs rules affect optimal decisions for a firm with respect Wolfe, Dynamic Programming, Stochastic Dynamic Dual Program-
to the optimal associated product ordering policies. We examine the ming, Lagrangian Relaxation, and Convex Programming are analyzed.
implications from European Union legislation on acquisitions as well
75
MA-19 EURO 2018 - Valencia
4 - Splittting methods for complementary eigenvalue prob- 3 - A global solution method for nonconvex multiobjective
lems optimization
Alfredo Iusem Julia Niebling, Gabriele Eichfelder
Even in multiobjective optimization we have to distinguish between lo-
We consider the Complementary Eigenvalue Problem CEiP(A,B), cally and globally optimal solutions. In general algorithms for solving
which, given square n-matrices A, B, consists of finding a nonnega- multiobjective optimization problems are highly investigated. Most
tive n-vector x and a scalar a such that Ax + aBx is nonnegative and of these algorithms are based on scalarization approaches, where a
x(Ax + aBx) vanishes. new scalar valued problem depending on some parameters is formu-
We propose two splitting methods for this problem. Assuming that B is lated and solved by mostly local methods for scalar-valued optimiza-
positive definite, we partition A as A=C+D. In each iteration we solve tion problems. But if we are interested in globally optimal solutions
a Linear Complementarity Problem with a positive definite matrix for and use a global solver for each choice of parameters for the scalarized
updating the x vector variable and then update the a scalar variable problem then this is a very time consuming and inefficient approach. In
thorough a closed formula. this talk a new branch-and-bound based algorithm for smooth noncon-
vex multiobjective optimization problems will be introduced, which is
We will discuss the convergence properties of several variants, some of able to calculate an approximation of the whole globally optimal solu-
which include an additional line search for updating the x variable. We tion set. The new algorithm uses selection rules, discarding and termi-
also present computational experiments for validating and comparing nation tests. The discarding tests are the most important aspect, as they
the proposed methods. examine in different ways whether a box can contain optimal solutions
and determines by that the speed and effectiveness of the algorithm.
We present a new discarding test which combines techniques from the
alphaBB method from global scalar-valued optimization with outer ap-
proximation techniques from convex multiobjective optimization and
MA-19 the concept of local upper bounds from combinatorial multiobjective
Monday, 8:30-10:00 - SOUTH BUILDING UV S207 optimization.
4 - Limit behaviour of Henig approximate proper solutions
Vector and Set-Valued Optimization I in vector optimization
Lidia Huerga, César Gutiérrez, Vicente Novo, Miguel Sama
Stream: Vector- and Set-Valued Optimization
Chair: Lidia Huerga We introduce a concept of approximate proper efficiency in the sense
of Henig for vector optimization problems. We study the properties
Chair: Vicente Novo of this type of approximate proper solutions and we provide sufficient
conditions for these solutions to tend to exact weak/efficient/proper so-
1 - Global stability results for interval optimization prob- lutions when the error tends to zero. An illustrative example is shown.
lems
Ruben Lopez
We study the global stability of optimization problems with interval-
valued objective functions. We focus on set-type solutions that are de-
MA-20
fined by means of the Kulisch-Miranker order between intervals. We Monday, 8:30-10:00 - SOUTH BUILDING UV S301
employ a variational convergence notion for vector functions from the
literature. We provide geometric and metric characterizations of this Advances in Decision and Sensitivity
convergence notion. We describe the global behavior of level, colevel Analysis
and solution sets under perturbations of the data. We show that the co-
ercivity and coercive existence conditions for these problems are pre-
served locally within certain classes of functions. We compare the Stream: Decision Analysis and Decision Support Systems
variational convergence with other convergence notions. Finally, we Chair: Emanuele Borgonovo
study the behavior of operations with interval functions under pertur-
bations. 1 - An interactive Bayesian method for multicriteria sorting
This work has been supported by Conicyt-Chile under project problems
FONDECYT 1181368 and by Ministerio de Economía y Canan Ulu
Competitividad-Spain under project MTM2015-68103-P Decision makers (consumers, firms or policy makers) are sometimes
interested in assigning alternatives to preference classes instead of
2 - A multiobjective trust region algorithm choosing the best alternative or ranking all the alternatives. This prob-
Jana Thomann, Gabriele Eichfelder lem is referred to as the multicriteria sorting problem. We encounter
such problems in diverse application areas: credit agencies need to
In many applications of multiobjective optimization the objective func- classify customers according to their risks; graduate programs need
tions are heterogeneous and differ in some properties. An important to decide which prospective students to accept, put on the waiting list
aspect of heterogeneity is the evaluation time of the functions. Some or decline. In this paper, we develop an interactive Bayesian method
objectives are not given analytically, but are an expensive black-box that aids a decision maker (DM) with a multicriteria sorting problem
function, for instance given by a time-consuming simulation. Thus, ob- by learning about her preferences and using that knowledge to sort
taining function values involves high computational effort and deriva- alternatives. We assume the DM has a linear value function with an
tives are not available with reasonable effort. This talk presents a so- additive error and value thresholds for preference classes. Our method
lution method for such heterogeneous multiobjective problems where starts with a prior on these uncertainties and asks the DM to sort al-
one objective is an expensive function for which only function values ternatives from time to time. We seek to minimize expected total cost
are available. The other objective functions are given analytically and from misclassification and cost of consulting the DM. In each stage, we
the function values and derivatives are easily available. The presented compare the expected cost of stopping and placing all the remaining al-
solution method is based on the scalar trust region approach and gener- ternatives in preference classes and the expected cost of continuing to
alizes it to multiobjective problems. Following the trust region concept consult the DM. If it is optimal to continue, we pick an alternative to
the computations are restricted to a local area in every iteration and the present to the DM and given the DM’s response, we update the prior
functions are replaced by local models. The search direction is gener- distribution using Bayes’ rule via a Markov Chain Monte Carlo algo-
ated in the image space and local ideal points of the model functions rithm. We study the performance of various heuristic policies for our
are used. Convergence to Pareto critical points can be proved. algorithm.
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EURO 2018 - Valencia MA-21
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MA-22 EURO 2018 - Valencia
apply SDDiP to a financial portfolio management problem and a net- assessment were developed as well. The developed assessment oppor-
work revenue management problem and demonstrate its effectiveness tunities of sustainable development of real estate market makes it pos-
in solving these large-scale multistage stochastic integer programs. sible to identify the problematic issues in the sustainable development
of real estate market in the country and to develop recommendations to
4 - The robust multi-mode resource constrained project improve the situation at various levels. The financial considerations are
scheduling problem one of the most important factors influencing sustainable development
of real estate market at enterprice level, other levels were analysed in
Izack Cohen, Noemie Sellam Balouka the research as well, by defining motivating and contractionary fac-
tors of sustainable development of real estate market. Analysis of real
This research deals with the multi-mode resource constrained project
estate market development can help real estate investors in decision-
scheduling problem (MRCPSP) in which the objective is to minimize
making as well.
a project duration while activities are performed in one of several pos-
sible modes (a mode determines an activity’s duration and resource
3 - Data mining based customer response prediction for a
requirements). We consider uncertain activities; that is, their duration
is stochastic and can vary within a so-called uncertainty set. We formu- specific campaign in Penti
late the problem such that the level of conservatism can be adjusted; for Fadime Üney-Yüksektepe, Neslişah Aral, Merve Mutlu, Sevra
example, one can omit (or keep) unreasonable scenarios such as one Çiçekli
in which all activities are realized in their longest possible duration.
Using Benders approach, we find an optimal robust solution that mini- PENTİ was established in 1950 in Turkey. It is growing in produc-
mizes the project’s duration while satisfying precedence, resource and tion and retail activities, expanding its offering of mainly women’s and
some additional constraints. The solution determines optimal mode se- girls’ socks, home wear and beachwear. Different campaigns are or-
lections and resource flows to enable setting a project schedule. The ganized to increase sales and customers are informed about the cam-
solution approach is validated using the PSBLIB. Then, a series of ex- paigns mostly by SMS regardless of their previous purchasing behav-
periments is performed to demonstrate the approach’s performance in ior. However, there is not an analytical tool to determine which cus-
comparison to other options. tomers those SMS should be sent to in order to get a high number of
responses.
In this study, an analytical tool which will predict the possible re-
sponses of customers to a specific campaign will be developed by using
WEKA software. While developing this tool, attributes such as age,
MA-22 having child, marital status and city information of customers will be
Monday, 8:30-10:00 - SOUTH BUILDING UV S304 preprocessed to analyze which ones are distinguishing when determin-
ing the final attribute which is the response of customers. Following
that, several data classification algorithms will be applied and the one
Data Mining in Business Analytics which has the best accuracy rate will be proposed to the company. By
the help of this tool, SMSs can be sent to the customers considering
Stream: Analytics, Data Science and Data Mining those attributes and the company can reach right group of people who
Chair: Koen W. De Bock will do shopping at stores after those informative SMSs.
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EURO 2018 - Valencia MA-24
1 - Preference scheduling for nurses under Danish legisla- a trade-off between proactive and reactive strategies performs best, re-
tion ducing overall final cost by the most significant margin. Further in-
Elin Bjørk Bodvarsdottir, Niels-Christian Bagger sights regarding the integer programming model and robust rostering
strategies will also be presented.
In Denmark, applications of operations research in healthcare planning
are scarce. Nurse rostering is no exception and in most hospitals it is
4 - A new compact integer programming formulation for
conducted manually with no assistance from automated approaches. the nurse rostering problem
This project is ongoing research into the possibilities of developing Pieter Smet
and implementing a nurse rostering system in Danish hospitals where
the allocation of resources is optimized using methods from opera- The large body of research concerning optimization methods for the
tions research. The system should not only be able to generate rosters nurse rostering problem shows that it is a difficult problem to solve
which are feasible w.r.t. Danish legal agreements, but also include var- to optimality. These computational results are supported by theoreti-
ious preferences in the optimization. Due to the Danish legislation, the cal studies in the academic literature which have proven that a specific
problem formulation differs from previous research on nurse rostering. class of nurse rostering constraints, namely those regarding the number
The project is in its early phases, where the scope and the formulation of consecutive assignments, have a significant impact on the computa-
of the problem are being adjusted in collaboration with a few planners tional complexity of nurse rostering problems. We build upon these
and with focus on their priorities. The problem is a mixture of self- insights to develop a new compact integer programming formulation
scheduling and preference scheduling, where the nurses request shifts for nurse rostering in which these challenging constraints are reformu-
and days off based on three different priority categories. The problem lated as subproblems which are known to have an efficient structure.
is formulated as a multi-objective MIP model which is used to find a With the resulting model, previously unsolved problem instances are
schedule minimizing the violation of preferences, both general prefer- now solved to optimality using a standard integer programming solver.
ences from the planners as well as individual requests from nurses. The To gain a better understanding of this new model, we analyze a se-
goal is to make the system flexible to be applied to different wards, and ries of computational experiments to characterize problem instances
the long-term vision is that the system will be implemented throughout for which the proposed reformulation significantly improves the per-
multiple hospitals in Denmark. formance of integer programming solvers.
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MA-25 EURO 2018 - Valencia
utilizing supply chain relationship information, our model can formu- 2 - Can protection motivation theory provide a framework
late the propagation of bad effect caused by specific events between to help us understand cyberinsurance uptake?
borrowers in detail. Dawn Branley-Bell, Pamela Briggs
3 - The performance of multilevel Monte Carlo using Last year, 80% of European companies experienced at least one cy-
Apache Spark ber breach or attack. If widely adopted and well-functioning, cy-
berinsurance has the potential to encourage market-based risk man-
Hitoshi Inui agement for information security, with a mechanism for spreading risk
The calculation of option price using multilevel Monte Carlo (MLMC) amongst multiple stakeholders. However uptake of cyberinsurance has
method has two steps. First, we estimate the number of paths at each not reached expectations. Here we explore protection motivation the-
level. The estimated numbers are important inputs of the MLMC esti- ory as a framework to help us understand cyberinsurance uptake.
mator. Second, we calculate option price using the estimated numbers
on the MLMC framework. We consider carrying out calculations of Protection Motivation theory proposes that people protect themselves
MLMC method for options pricing by using Apache Spark. Apache based upon four factors: the perceived severity of a threatening event,
Spark, which was developed at the University of California, Berkeley, the perceived probability of the event occurring (including perceived
is a open-source cluster-computing framework. We use Apache Spark vulnerability), the efficacy of the recommended protective behaviour
as a parallel distributed computing framework and propose operation and their perceived self-efficacy. Therefore, an organisation consider-
environments of MLMC method. We investigate the performance of ing whether to invest in cyberinsurance may weigh up the perceived
MLMC method on the environments. probability and severity of suffering a cyberattack attack (and the as-
sociated consequences) against the perceived benefit of not investing
4 - Estimating forward looking return distribution with the in cyberinsurance, i.e., costs saved due to not paying for the insurance
generalized recovery theorem policy. When considering whether to purchase cyberinsurance, organi-
sations will calculate the benefit-risk trade-off. This involves weighing
Takuya Kiriu, Masatake Ito, Norio Hibiki up the perceived rather than actual benefits (e.g., protection against
Option prices imply the forward looking information about future re- attacks) and costs (e.g., high price) against the pros and cons of not
turns of the underlying asset. Recovery Theorem (RT) derived by insuring (e.g., saves policy cost, but less protection). We will explore
Ross[2015] enables us to estimate the pricing kernel and the forward influences on these perceptions.
looking real world distribution of the underlying assets from option
prices. Recently, Jensen et al.[2016] developed Generalized Recovery 3 - Cyber risk measurement with ordinal data
Theorem (GRT) which relaxes the assumption of the RT. However, we Paolo Giudici
need to solve the ill-conditioned problem for the GRT. Therefore, we We propose a methodology to estimate cyber risks, using ordinal data
propose two-step approach to derive the solution appropriately and sta- on severity of cyber attack, to prioritise appropriate interventions. The
bly. In the first step, we estimate a rough solution under the parametric method relies on the construction of a Criticality index, whose proper-
assumption about investor’s risk preferences. In the second step, we ties are derived and compared with alternative measures employed in
estimate a solution by providing the first step solution as prior infor- operational risk measurement. The proposed construction is illustrated
mation. We show that the estimation accuracy of the proposed method in the context of of an international database containing cyber attacks
is higher than that of the original method by numerical analysis using classified by type of attack and attacker,a case-study that provides a
hypothetical data. We estimate the real world distribution of S&P 500 rather general benchmark. The proposed measure is found to be quite
index and Nikkei 225 index from option prices and evaluate a forecast- effective to rank cyber risk types and, therefore, allow selective pre-
ing power by statistical tests. We find the following two results. (1) ventive actions.
The standard deviation of risk neutral distribution is positively corre-
lated with the expected excess return of real world distribution. (2) The 4 - Nudging optimal cyber-insurance strategies
p-value of real world distribution for the hypothesis that the distribu- Jose Vila, Pamela Briggs, Yolanda Gomez, Dawn
tion has a forecasting power on the realized value is larger than that of Branley-Bell
the risk neutral distribution.
This paper analyses the decision-making process to select a cybersecu-
rity strategy from a behavioural-experimental approach. Specifically,
the paper compares the ’rational optimal’ behaviour forecasted by the
CYBECO model with the ’human actual behaviour’ when purchas-
MA-25 ing cyber-protection and cyber-insurance. The experiment setting does
also analyse the difference in the selection of the cybersecurity strategy
Monday, 8:30-10:00 - SOUTH BUILDING UV S307 for a random or an intentional potential attack. Finally, the paper iden-
tifies effective behavioural levers in the design and communication of
CYBECO Session on Cybersecurity and cyber-insurance products in order to nudge towards optimal cyberse-
Cyber-Insurance curity behaviour. The experiment has been run with a sample of 4,000
participants, representative of the population of internet users in four
Stream: Fintech: Economic and Financial Challenges in different European countries. Participants are invited to make deci-
sions related to the purchase of cyber-insurance and protection prod-
Cryptocurrencies ucts (firewall) in an online controlled economic experiment. The ex-
Chair: Jose Vila periment included two independent phases, each of them presenting
the opportunity to buy cyber-insurance and protection measures and
1 - Assessing supply chain cyber risks to navigate online to perform some additional tasks. Participants ob-
Alberto Redondo Hernández, Alberto Torres Barrán tained a variable payoff depending on all their decisions during the
Risk supervision is a major challenge for supply chain managers poten- experiment and the fact of suffering or not the cyberattack.
tially affecting factors such as costs, supplier competition or customer
expectations. The increasing interconnection between organizations
has put into focus methods for supply chain cyber risk management.
Current solutions available in the market lack appropriate foundations.
We introduce a framework for supply chain cyber risk management
MA-26
which takes into account various ways of attacking an organisation Monday, 8:30-10:00 - SOUTH BUILDING UV S308
and its suppliers, as well as the impacts of such attacks. Since data is
lacking in many respects, we use structured expert judgement methods Line Planning and Network Design in Public
to support its implementation. We couple a family of risk forecasting
models to our framework to enrich monitoring. The framework may Transport
be used to set up alarms, negotiate SLAs, rank suppliers and define
insurance needs. Stream: Public Transportation I
Chair: Pieter Vansteenwegen
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EURO 2018 - Valencia MA-27
1 - Optimization methods for the trip runtime determination this reduced network is still considered, even if its origin or destina-
problem tion lies elsewhere. This framework is tested in an iterated local search
Marjan van den Akker, Marcel van Kooten Niekerk, Han algorithm.
Hoogeveen 4 - Flexible bus lines for congested areas
We consider the problem of finding the optimal timetable for trips Pieter Vansteenwegen, Elina Avila-Ordóñez
along a given bus route. In many transport organizations (PTOs) , the Bus lines are typically designed considering several parameters that
arrival and departure times of every trip at every stop are measured. describe the situation of the area in which the buses will offer their
These measurements are used for the determination of the appropriate service. The design process attempts to optimize the line plan so as
planned departure times that are published at the stop and in timeta- to benefit the user, the operator or, in some cases, even both. The set
bles. Currently, in practice, rules of thumb are used, such as a given of lines defines the routes and stops for each line and will ensure an
percentile of the measured driving or departure times. The problem efficient operation as long as the situation described by the input pa-
to determine the set of optimal planned departure times is called the rameters remains without major alteration. Nevertheless, unusual sit-
Trip Runtime Determination Problem. Our goal is to determine sev- uations frequently happen, for instance related to extra congestion or
eral new methods to solve this problem. In all methods we propose to events. These alter the operation of buses causing unwanted costs and
take into account that not all stops are holding points, contrary to what reduction in service. In this study we propose the use of flexible lines:
is done in the known methods from literature and in the methods that bus lines that are allowed to modify their planned route during unusual
are widely used in practice. We will discuss several different optimiza- situations. We will show that these flexible lines allow to improve the
tion objectives; besides the widely used objectives like punctuality and overall service performance, during these unusual situations, with lit-
average delay we will also use passenger related objectives, like av- tle or no impact on the regular performance. This paper presents high
erage waiting time. We will consider these objectives separately and quality results obtained with a systematic approach to design flexible
also combine them in a weighted sum. To compare our new methods to lines for the bus service of the city of Cuenca in Ecuador.
a few well-known methods from literature, we will present computa-
tional experiments with real trip runtime measurements from the area
of Groningen (The Netherlands).
Every once in a while, railway systems suffer from very large disrup- Remanufacturing Operations
tions as the result of power outages, extreme weather conditions or
other severe incidents. In railway systems that are characterized by in- Stream: Production, Service and Supply Chain Manage-
tensive use of the railway infrastructure and strong interdependencies ment
between rolling stock and crew schedules, such disruptions can propa- Chair: Mahdi Abolghasemi
gate and accumulate. If no counter measures are taken, there is a risk
that this leads to an out-of-control situation, where hardly any trains are
running in the affected region, even though the required resources (in- 1 - Dynamic programming models for joint incentive and
frastructure, rolling stock and crew) might be available. In this talk we dispatching decisions for collection centers in remanu-
propose a strategy to cope with these (near) out-of-control situations. facturing
The core idea of this strategy is to completely decouple the operations
in the disrupted region from the rest of the railway network, with the
Mehmet Alegoz, Onur Kaya
aim to isolate the disruption. We propose to use a simplified line plan Collection centers play an important role for sustainable development
which allows for smooth operations without centralized scheduling. in closed-loop supply chains by managing the collection activities of
We introduce a novel line planning algorithm, which is designed to end-of-life (EOL) products and presenting them back to the economy.
generate line plans that can be operated in (near) out-of-control situ- In this study, we focus on collection, disassembly, warehousing and
ation by partially integrating constraints inspired by timetabling and dispatching processes of a collection center that acquires EOL products
rolling stock scheduling. We then consider several dispatching strate- that are composed of multiple components, disassembles them, checks
gies that can be applied in (near) out-of-control situations. Finally, the quality of their components and sends the reusable parts to a reman-
we use simulation to analyze the performance of the emerging self- ufacturer at a certain price. The collection center needs to decide when
organized railway system. to dispatch the collected products to the remanufacturer as well as the
optimal incentive value in order to collect the right amount of EOL
3 - Local evaluation techniques in bus line planning products from the end users and maximize its profit. We develop dy-
Evert Vermeir, Pieter Vansteenwegen namic programming models to maximize the long-run average profit of
the collection center per unit time and analyze the optimal dispatching
Designing a public bus network generally happens in several planning and acquisition fee decisions. We analyze both static and dynamic in-
stages, one of these steps is line planning. In line planning, a pub- centive determination. We also compare the performances of quantity-
lic transport company decides where its vehicles will drive and which based and time-based dispatching heuristics, which are widely used in
stops will be served in what order. One of the challenges of the line practice, with the optimal dispatching decisions. We finally present a
planning problem is finding a good solution for (very) large networks. sensitivity analysis in order to analyze the effects of the parameters in
The evaluation of a line plan, and thus of a solution, is computationally our model.
quite costly. In an evaluation, the total travel time of all passengers typ-
ically needs to be calculated. This requires the route of each passenger 2 - Remanufacturing as a competitive strategy
to be known. It is this calculation that requires so much computation Xiang Zhu
time. Because of transfers, even seemingly small changes can have a
large impact on the passengers’ routes. In this research, local evalua- We study the competition between a high-end firm and a low-end firm.
tion techniques are developed to decrease this computational burden. The high-end firm only produces new product while the low-end firm
One of the core principles is that routes that are close to a change in produces both remanufactured products and new products. The aim of
the bus network are more likely to be impacted by a change. Close- this paper is to find out how the optimal competition strategy is affected
ness is defined as being reachable in a certain amount of transfers or by the cost structure and customers’ valuation. We analyze a model
in pure distance. Secondly, possible transfer points are very important. with utility-based demand function, where customer are heterogeneous
Passenger routes will only change when they transfer. The developed in their valuation at a new high-end product, and low-end as well as re-
method tries to reduce the bus network considered during evaluation. manufacturing high-end products are valued as certain functions of the
It is important to note that all demand that previously travelled through new product valuation. We show that the production cost of low-end
81
MA-28 EURO 2018 - Valencia
and remanufacturing high-end products, relative to the production cost This talk elaborates on optimal arrangements of parking spaces on a
of new high-end products, drive the strategy choice. Based on this two parking lot. Special focus is set on MIP-formulations meeting an ade-
dimensions, we graphically display optimal strategy selection. First, quate minimum width for the driving lanes that allows for an easy ac-
giving a fixed price of new high-end products, we graphically depict cess to all parking spaces. Taking and improving the ideas of Stephan
under what cost condition the low-end firm chooses to produce only et al. (2017) and considering three different resolutions, e.g., with
low-end products, only remanufacturing high-end products, both or one unit of length corresponding to 5 meters (resolution R1), 2.5 me-
none at all. Then we do the same under the optimal response of the ters (resolution R2) and 1.67 meters (resolution R3) in the real world,
high-end firm, and show when that the firm increases its price under lead us to three very efficient new MIP-formulations. Furthermore,
the increased (potential) competition from remanufacturing product. the paper proposes two heuristics and tests them against the off-the-
shelf solver Gurobi and the Branch & Bound algorithm of Stephan
3 - Hierarchical forecasting in supply chain et al. (2017). The first heuristic solves the parking lot layout plan-
Mahdi Abolghasemi ning (PLLP) problem for R1 exactly and transforms the solution to
R2, whereas the second one bases on an ant colony algorithm and is
Demand forecasting is a vital task in supply chain management on especially suited for resolutions R1 and R2.
which many decisions are based. Hierarchical forecasting is needed
because we often require forecasts for various levels of the supply 3 - Integrating individual and aggregate diversity in top-N
chain to make effective decisions. In addition to this, hierarchical recommendation
forecasting can improve overall forecasting accuracy and enhance cus- Ethem Canakoglu, Ibrahim Muter, Tevfik Aytekin
tomer satisfaction. In practice, many manufacturing companies use
manual judgments to forecast demand at different levels which may Recommender systems have become one of the main components of
cause bias in forecasting. Other factors such as promotion can also web technologies that help people to cope with the information over-
affect the accuracy of hierarchical forecasting models. However, hier- load. Two of the most important metrics used to analyse the perfor-
archical forecasting, and particularly top-bottom approach is unable to mance of these systems are accuracy and diversity of the recommen-
capture these special events. In this research, we analyze the impact dation lists. While all the efforts exerted in the prediction of the user
of promotion on different levels of hierarchical forecasting accuracy interests aim at maximizing the former, the latter emerges in various
and propose the best approach to model hierarchical methods. We also forms, such as diversity in the lists across all user recommendation
compare the results of conventional hierarchical forecasting methods lists, referred to as aggregate diversity, and diversity in the lists of
with machine learning algorithms. individuals, known as individual diversity. In this paper, we tackle
the combination of these three objectives, and justify this approach by
showing through experiments that handling these objectives in pairs
does not yield satisfactory results in the third one. To that end, we de-
velop a mathematical model that is formulated using multi-objective
optimization approaches. To cope with the intractability of this non-
MA-28 linear integer programming model, its special structure is exploited by
Monday, 8:30-10:00 - SOUTH BUILDING UV S310 a decomposition technique. For the solution of the resulting formula-
tion, we propose an iterative framework that is composed of a clique
Optimization Models in Multiple Classifier generating genetic algorithm and constructive/improvement heuristics.
We conduct experiments on three data sets and show that the proposed
Systems modeling approach successfully handles all objectives according to the
needs of the system, and the proposed methodology is capable of yield-
Stream: Multiple Classifier Systems and Applications ing good upper bounds.
Chair: Sureyya Ozogur-Akyuz
4 - Ensemble learning by disciplined convex and concave
programming
1 - Statistical tests for forecasting model selection in meta
Pinar Karadayi Atas, Sureyya Ozogur-Akyuz
learning: a new approach
Sasan Barak, Sven F. Crone In Ensemble Learning theory, both generation and selection of ensem-
ble members play an important role in final prediction for machine
Selecting an appropriate prediction model is a crucial step in busi- learning researches. In this study, we focus on ensemble selection
ness analytics. This can be efficiently achieved using meta-learning by approaches and develop novel selection model by using optimization
feature-based time series representation without the need to implement theory. One of the crucial steps in this selection is accuracy and di-
forecasting models in the whole data set. In practice, meta-learning versity of the members in the ensemble. The trade off between these
tries to gain knowledge from the data set and implement the gained two metrics makes the problem challenging when constructing the best
knowledge in order to return the best forecasting model; however, its ensemble learning algorithm. There are different approaches in the lit-
performance relies greatly on the efficiency of the implemented fea- erature that consider simultaneously both of these measures such as
tures. Despite the existence of a plethora of meta-features in the litera- ordering based and optimization based methods. We considered Disci-
ture, an area which is largely neglected is the use of statistical tests as plined Convex Concave Programming (DCCP) to solve the model pro-
meta-features, which are filter procedures for the evaluation of time se- posed in this study. The experimental results show that the proposed
ries and their efficiency. Therefore, this study proposes to use statistical approach gives better prediction results than existing methods.
tests as meta-features in forecasting model selection for the first time,
and reports on their efficiency aginst existing meta-features. A brief
review of the model selection approaches in time series forecasting,
and the literature pertinent to feature-based time series representation
is initially presented, and then the statistical test as a new meta feature
is described. The relationship between the meta-features and the meta-
MA-29
learner algorithms are further demonstrated. To validate the proposed Monday, 8:30-10:00 - SOUTH BUILDING UV S311
approach, NN3 competition time series are exploited, and the results
from the comparison with common model selection techniques such as Game Theory, Solutions and Structures I
penalized likelihood function are reported.
Stream: Game Theory, Solutions and Structures
2 - Improved MIP-formulations and suited solution proce- Chair: Encarnación Algaba
dures for the parking lot layout planning (PLLP) prob-
lem 1 - Associated consistency, value and graphs
Konrad Stephan, Nils Boysen, Felix Weidinger Florian Navarro, Gerard Hamiache
82
EURO 2018 - Valencia MA-30
This article presents a full axiomatic characterization of a new value for Chair: Robert Manger
cooperative games with incomplete communication. The result is ob-
tained by slight modifications of associated games proposed by Hami- 1 - Genetic programming approach for concurrent real-
ache (1999, 2001). This new associated game can be expressed as a
time optimization of detecting unexpected tasks in em-
matrix formula. We generate a series of successive associated games
and show that its limit is an inessential game. Three axioms (associ- bedded systems design process
ated consistency, inessential game, continuity) characterize a unique Adam Górski, Maciej Ogorzałek
sharing rule. Combinatorial arguments and matrix tools provide a pro- Detection and assignment of unexpected tasks is a very practical op-
cedure to compute the solution. The new sharing rule coincides with timization aspect of embedded system design process. When system
the Shapley value when the communication is complete. meets unexpected situation the designer must prepare the list of prob-
2 - Supermodular functions on finite distributive lattices lems and decide which of them must be solved. Most of problems
have more than one solution however not every solution gives the cor-
Michel Grabisch, Tomas Kroupa rect result. The optimization can be made in two concurrent phases.
Supermodular functions (and in particular TU-games) form a polyhe- Each of the phases impacts another in real time. The first phase gives
dral cone whose properties have been studied in the past: facets by problems to solve meanwhile the second gives the solution of selected
Kuipers et al., extremal rays by Rosenmueller and Weidner, as well and problem. We propose a novel genetic programming based approach
Studeny and Kroupa. We generalize the previous results by consider- to solve described situation. The approach generates some number of
ing supermodular functions defined on any distributive lattice instead random individuals. The individuals consist of chosen unexpected sub-
of the Boolean lattice of subsets and provide much simpler proofs. TU- tasks (given in the first phase) and theirs assignment to PEs (obtained
Games on distributive lattices form a particularly interesting class of in the second phase). According to GP rules the tasks assignment is
games with restricted cooperation. made using chromos (selected with appropriate probability). The next
generations of individuals are built using basic genetic operators: mu-
3 - Superweak differential marginality and the weighted
tation, selection and crossover. All of the individuals have at least one
Shapley values common optimizing parameter (in our methodology it is a cost of de-
André Casajus signing system). After each generation the solutions are ranked by the
Casajus and Yokote (2017) suggest qualitative/weak versions of dif- common parameter. The algorithm stops if in next generations better
ferential marginality (Casajus, 2011) and of the balanced contributions solution will not be found.
property (Myerson, 1980)). Weak differential marginality requires that
whenever two players’ marginal contributions to coalitions not con- 2 - Determination of GNSS / levelling geoid by reducing
taining either of them change by the amount, the their payoffs changes model points with PSO
in the same direction. The weak balanced contributions property re- Mehmet Akif Sahman, Kemal Tutuncu, Ekrem Tusat
quires that when one player leaves the game, then second player’s pay-
off changes in the same direction as the former player’s payoff changes Cartesian (x,y,z) or geographical (, , h) coordinates can be found accu-
when the latter player leaves the game. In contrast, original properties rately by GPS technology. The ellipsoid height is the height compo-
require equal amounts of both changes. For variable player sets, the nent of the 3D geographical location information for GNSS measure-
Shapley value is characterized by efficiency, the weak balanced con- ments. Orthometric heights are used in engineering applications due
tributions property, and weak differential marginality (Casajus, 2017). to physical and geometric reasons. The difference between ellipsoidal
While the weighted Shapley values, except of the Shapley value, fail (h) and orthometric height (H) is equal to geoid height (N). Therefore,
weak differential marginality, they obey a weaker property called su- geoid determination studies are so important for finding H from the
perweak differential marginality. It requires that whenever two play- GNSS measurements. The orthometric heights are usually determined
ers’ marginal contributions to coalitions not containing either of them by the levelling measurements. The process of levelling measurements
do not change, then their payoffs should change in the same direction, is laborious, time-consuming and costly. Henceforth, determining the
i.e., the signs of the changes have to coincide. We discuss the open :( optimum GNSS/Levelling geoid by reducing the field study is practi-
conjecture that, for variable player sets, the class of weighted Shapley cal in terms of achieving the result as well as important in terms of
values is characterized by efficiency, the weak balanced contributions reducing the project costs. In this study, an approach that reduces the
property, and superweak differential marginality. GNSS/Levelling geoid model points to acceptable accuracy ratio by
binary particle swarm optimization (PSO) has been proposed. In the
4 - Solutions for games with a hierarchical structure proposed approach, PSO and artificial neural network (ANN) are used
Encarnación Algaba, Rene van den Brink as the soft computing system. A numerical application has been imple-
This paper deals with restricted cooperation coming from the players mented with proposed approach and model points have been reduced
belonging to some hierarchical structure. In particular, we focus on by %33.
games with a permission structure and games under precedence con- 3 - An estimation of distribution algorithm based on p-
straints. In both cases, the hierarchy can be represented by a directed
graph which restricts the possibilities of coalition formation. These median model for cell formation problem
two approaches led to two different type of solutions in the literature. Saber Ibrahim, Bassem Jarboui
We will show that also the (conjunctive) permission value can be ax- Cell formation (CF) problem is the most important application of
iomatized with an axiom that applies a network power measure to the Group Technology (GT). It deals with grouping machines into cells
permission structure. Moreover, similar as for the precedence power and parts into part families minimizing the inter-cellular and the intra-
solutions, we can apply any (positive) power measure and obtain a cellular traffic issued from the different moves of both parts and ma-
class of permission power solutions. Therefore, we have two classes chines. The p-median algorithm is shown very useful for clustering
of solutions for games with a hierarchy, one based on permission struc- applications. It has been developed to solve medium and large sizes
tures and another based on precedence constraints which can be com- of cell formation problems. In this paper, we propose a modified p-
pared through a characterization with similar axioms. Additionally, median model for CF minimizing the sum of dissimilarities of ma-
these solutions are connected with network power measures. chines and we develop an Estimation of Distribution Algorithm (EDA)
to solve medium to large sized problems. In order to test the goodness
of our results, we used two well-known evaluation criteria namely the
Grouping Efficacy (GE) and the Group Capability Index (GCI) mea-
MA-30 sures. The proposed algorithm is tested on 30 benchmarks taken from
the literature and our experiments showed that the p-median based
Monday, 8:30-10:00 - SOUTH BUILDING UV S312 model using the EDA provides very promising results as compared
with the CF using the classical p-median model in a speed computa-
Evolutionary metaheuristics tional time and outperforms the recent approaches especially for large
sized CF problems (less than one second).
Stream: Metaheuristics
83
MA-31 EURO 2018 - Valencia
4 - An evolutionary algorithm for the robust maximum choice. Thereby, we define a new class of problems for modeling per-
weighted independent set problem suasion. Utilizing Cumulative Prospect Theory as a descriptive frame-
Ana Klobučar, Robert Manger work of choice, we transform the persuasion problem to a single level
mathematical programming formulation, adaptable to conditions of ei-
This work deals with the robust maximum weighted independent set ther risk or uncertainty. These generalized models allow for the mal-
problem, i.e. finding the subset of vertices whose weights sum to the leability of all prospects and Cumulative Prospect Theory parameters
maximum possible value without any two vertices being adjacent to through persuasion update functions. We detail the literature that sup-
one another. Uncertainty is manifested in vertex weights and expressed ports the quantification of such effects which, in turn, establishes that
by a discrete set of scenarios. Three criteria of robustness are consid- they can be realized. Finally, the efficacy of the model is illustrated
ered: absolute robustness (max-min), robust deviation (min-max re- through three cases under varying conditions of risk or uncertainty:
gret), and relative robustness (relative min-max regret). Since the con- (1) the establishment of insurance policies, (2) the construction of a
ventional maximum weighted independent set problem is already NP- legal defense, and (3) the development of a public pension program.
Hard, it is expected that finding the exact solution of a robust version
3 - Managing complex adaptive systems: a resource/agent
would have even worse time complexity. In this work we propose an
approximate algorithm for solving the considered problem, which is modelling perspective
based on evolutionary computing an on various crossover operators Ross Kazakov, Susan Howick, Alec Morton
and mutations. The algorithm is experimentally evaluated on appro-
priate problem instances. It is shown that satisfactory solutions can be Complex adaptive systems are systems where those managing the sys-
obtained for any of the three robustness criteria in reasonable time. tem, the agents, interact with other competing agents and key resources
available to the system. The behaviour of the agents and the resources
are constantly changing over time thus resulting in complex systems of
evolving problem configurations.
Managing such a system can be very challenging, particularly when
MA-31 attempting to manage rather than simplify complexity. One particular
problem is the need to take a comprehensive perspective of the com-
Monday, 8:30-10:00 - SOUTH BUILDING UV S313 plex system in order to manage it effectively. Resource structure and
agent behaviour are interdependent and both interconnected compo-
Behaviour in Models I nents need to be considered in order to support optimal decision mak-
ing.
Stream: Behavioural OR Due to the lack of an appropriate technique in the literature to achieve
Chair: Rudolf Vetschera a comprehensive qualitative appreciation of resource/agent complex
adaptive system behaviour, we have developed a novel qualitative mod-
1 - Data-driven behavioral models of water reservoir oper- elling tool, A Resource/Agent Map, that aims to map and analyse both
resources and agents interactive behaviour.
ators
Matteo Giuliani, Andrea Castelletti, Jonathan Herman We show how this modelling tool can help achieve a holistic appre-
ciation of the resource/agent perspectives and generate scenario alter-
Models of natural systems have significantly improved in their ability natives to inform policy decision making in respect to system manage-
to accurately reproduce physical processes in space and time. How- ment and regulation. A pharmaceutical example is used to demonstrate
ever, human behaviors and their interactions with natural processes the modelling tool.
remain overly simplified in many models used to make long-term pro-
jections and support policy decisions. We distinguish two behavioral 4 - Using the Zeuthen-Hicks bargaining model to identify a
modeling approaches: descriptive models, which derive behavioral fixed pie bias in negotiations
rules specifying human actions in response to external stimuli, and nor- Rudolf Vetschera
mative models, which assume fully rational behaviors and provide op-
timal decisions maximizing a given utility function. In this talk we ad- In many cases, negotiators fail to realize the integrative (win-win) po-
vance data-driven behavioral modeling in water resources systems by tential of a negotiation, since they incorrectly assume that their prefer-
contributing new machine learning methods to address two major chal- ences are diametrically opposed. This phenomenon is known in litera-
lenges of state-of-the-art models. First, we develop a normative model ture as the fixed pie bias of negotiators. It is usually tested in empirical
identifying water reservoir operators’ preferences in terms of tradeoff research by directly asking negotiators about their perceptions of the
among multiple competing objectives, and the dynamic evolution of opponent’s preferences. In the present paper, we propose and empir-
this tradeoff driven by extreme climatic events. The tradeoff selection ically test a different approach to identify a fixed pie bias. We utilize
is based on a new negotiation protocol, where multiple virtual agents a dynamic bargaining model (the Zeuthen-Hicks bargaining model),
represent different objectives and periodically negotiate a compromise that presumes that negotiators determine the amount of concessions
solution. Second, we contribute a new approach based on eigenbe- to make taking into account their own and the opponent’s preferences.
havior analysis to mine typical behavioral profiles from observational We fit this model to empirical negotiation data under two alternative as-
data across a large set of water reservoir operators in California. The sumptions: that negotiators know their opponent’s actual preferences,
extracted profiles are discussed with respect to specific features of the and that negotiators assume that their opponent’s preferences are ex-
reservoirs (location, elevation, and capacity). actly the opposite of their own. We then compare under which assump-
tion the model fits better to empirically observed concession data. By
2 - Influence modeling: mathematical programming rep- applying this approach to a data set of 275 electronic negotiations car-
ried out with the negotiation support system Inspire, we find significant
resentations of persuasion under either risk or uncer- evidence for the existence of a fixed pie bias.
tainty
William Caballero, Brian Lunday
Persuasion is a fundamental element of human interaction applied to
both individuals and populations. Although the study of persuasion MA-32
has historically been dominated by qualitative models, this research Monday, 8:30-10:00 - SOUTH BUILDING UV S314
takes a first step towards its quantitative characterization and use. This
work complements the qualitative psychological literature with respect
to the processing of persuasive messages by developing an influence Game Theory Models for Transportation
campaign design framework. We adapt the classic Decision Analysis
problem to a bilevel mathematical program wherein a persuader has Stream: Routing, Logistics, Location and Transportation
the opportunity to affect the environment prior to the decisionmaker’s Chair: Namchul Shin
84
EURO 2018 - Valencia MA-33
1 - Attacker-defender model against QR-adversaries for cy- Shared value enhances the competitiveness of a company while simul-
ber security in logistics management taneously reducing societal burdens. By allowing companies to share
Kam-Fung Cheung, Michael Bell, Behnam Fahimnia, their resources, collaborative logistics systems, so-called Physical In-
ternet, provide companies with an opportunity to create shared value,
Federico Bettini namely, not only economic value by enhancing the utilization of re-
sources, but also social value by reducing energy consumptions and
Demon game models including attacker-defender models, defender- greenhouse gas emission associated with logistics, production, and
attacker models and defender-attacker-defender models are widely transportation. Emerging businesses such as ES3 and Flexe have re-
used in defending infrastructures such as transportation networks and cently demonstrated how they create shared value through collabora-
electricity power grids. There is little literature applying these models tive logistics services, for example, ES3’s collaborative warehousing
to both cyber security and logistics management. These models gen- and direct-to-store program, and Flexe’s on-demand warehousing plat-
erally assume that an attacker is perfectly rational and would always form. However, the development of collaborative logistics systems
chooses a pure strategy to maximize his expected utility or maximize is currently at a nascent stage. There are quite a few socio-technical
the defender’s loss. Attackers have biases and incomplete information barriers to overcome for sharing resources (data as well as infrastruc-
which affect their decision-making processes. Increasingly, the logis- ture). This research, currently in progress, examines how companies
tics industry is implementing the Internet-of-Things (IoT), e.g., sen- create shared value from collaborative logistics systems. We highlight
sors and actuators, to collect data, process orders and deliver materials socio-technical barriers, particularly one set of social barriers, that is,
and/or products. This automation reduces human errors in process- competition-oriented conservatism prevalent among companies. Us-
ing orders and enhances the efficiency in order deliveries. However, ing the case study methodology and interview data, we closely inves-
this can be interrupted by malicious attacks from the Internet such as tigate ES3 and Flexe, which provide collaborative logistics services,
tampering with data in the database or flooding a server to make it un- and demonstrate how social and technological barriers are addressed
available (e.g., DDoS attacks). To highlight vulnerabilities in supply to create shared value from collaborative logistics systems.
chain logistics, this study proposes a novel attacker-defender model
for tiered logistics networks using the quantal response (QR) concept
which allows for biases and incomplete information when defining at-
tack probabilities. The solution to our model is a mixed strategy for
defending critical components in tiered logistics networks.
MA-33
2 - Collaborative allocation of transportation via combina- Monday, 8:30-10:00 - SOUTH BUILDING UV S315
torial auctions: central vs. individual mechanisms
Daniel Nicola
Emerging Applications in Game Theory
85
MA-34 EURO 2018 - Valencia
the aid agency’s budget constraints, our model captures the interac- firms achieve economies of scale and scope. We use detailed sur-
tion between the aid agency and donors by applying a non-cooperative vey data of German property-liability insurance companies that allows
sequential game. us to construct continuous measures of ERM quality. We find that
ERM quality positively moderates the size-scale efficiency relation-
3 - Game theoretic scenarios of cybersecurity investment ship, and we find that ERM positively moderates the diversification-
models in a sellers-buyers market revenue scope efficiency relationship, indicating that ERM facilitates
Monica-Gabriela Cojocaru, Spencer Kirbyson economies of scale and economies of scope with respect to revenue
complementarities. We do not find any evidence of economies of scope
We develop three economic models within this work that look at on- with respect to cost complementarities. Our results suggest that ERM’s
line sellers in a marketplace. Formulated within this paper are a Nash impact on economies of scale and scope is one answer to the question
game, a generalized Nash game and a cooperative game of the sellers how ERM can create value.
involved in selling the same commodity to a number of buyers. The
sellers compete with one another to sell a higher volume of product 2 - Benchmark loss distributions in insurance regulation
to the buyers in the marketplace while also investing in cybersecurity. Cosimo Munari, Valeria Bignozzi, Matteo Burzoni
While the Nash game existed in the literature, we add two new frame- We study capital requirements for insurance companies based on
works. The buyers are influenced by the average cybersecurity level benchmark loss distributions (BLDs). Capital requirements are de-
of all sellers. We solve the games by calculating the Karush-Kuhn- fined as the minimal capital injections that make a given insurance loss
Tucker (KKT) conditions for each game, given that each seller is try- distribution acceptable. We define acceptability in terms of stochastic
ing to maximize its own expected utility function. We find that both the dominance: A loss distribution is acceptable if it stochastically domi-
Nash and generalized Nash games show similar characteristics when nates a given target distribution, namely the BLD. In the case of first-
varying parameters of the games. It is also shown that when sellers and second-order stochastic dominance we obtain generalizations of
agree to cooperate, their expected utilities are higher than when they the standard risk measures used in practice, namely Value at Risk (Sol-
act noncooperatively. vency 2) and Expected Shortfall (Swiss Solvency Test). Compared to
these standard risk measures, our approach allows for a more flexible
4 - How to increase the impact of disaster relief: a study of control on the likelihood as well as the size of potential losses. We
transportation rates, framework agreements and prod- provide a detailed comparison between capital requirements based on
uct distribution VaR, ES, and BLDs with a focus on the typical distributions used in
Timo Gossler, Tina Wakolbinger, Anna Nagurney, Patrizia insurance.
Daniele 3 - Securities lending in insurance
Due to restricted budgets of relief organizations, costs of hiring trans- Enrico Biffis
portation service providers steer distribution decisions and limit the We provide a cross sectoral overview of securities lending, and then
impact of disaster relief. To improve the success of humanitarian op- focus more explicitly on the insurance space, as well as discuss the per-
erations, it is important to understand this relationship in detail and spective of regulators addressing the issue of systemic risk contribution
to identify mitigation actions, always considering the interdependen- via an activities based approach. We then outline a portfolio model to
cies between many independent actors in humanitarian logistics. We illustrate the main trade-offs at play when designing and managing se-
develop a two-phase game-theoretic model in order to investigate the curities lending programs, demonstrating in turn how a holistic, risk
influence of transportation costs on distribution decisions and to eval- based approach can provide a good representation of the risk profile
uate measures for improving the fulfilment of beneficiary needs. The of such activites. Finally, we explore how a Solvency II - type frame-
equilibrium of the model is a Generalized Nash Equilibrium which has work may be used to understand the main risks channelled by securities
had few applications in the supply chain context to date. We formu- lending operations.
late it, utilizing the construct of a Variational Equilibrium, as a Varia-
tional Inequality and perform numerical simulations in order to study
the effects of three interventions: an increase of market competition, a
reduction of transportation costs and an extension of framework agree-
ments. The results yield important implications. In situations of low MA-48
market competition, increasing the number of service providers allows Monday, 8:30-10:00 - 4D UPV B.3
to significantly increase the impact of relief. In highly competitive en-
vironments, enhancements to the worst-developed parts of the logistics Optimisation Models for Humanitarian
infrastructure should be prioritized. Finally, extending the scope of
framework agreements helps to compensate high transportation rates Logistics
on spot markets.
Stream: Humanitarian Operations
Chair: Begoña Vitoriano
1 - Lexicographic optimization in a time-dependent evacu-
MA-34 ation model
Monday, 8:30-10:00 - SOUTH BUILDING UV S113 M. Teresa Ortuno, Inmaculada Flores, Gregorio Tirado,
Begoña Vitoriano
Risk Management for Insurance During the last decades, it has been a growing effort in the use of oper-
ational research techniques for humanitarian relief in different logistic
Stream: Insurance and Pension Risk Management problems, emergency evacuation among others. After the occurrence
Chair: Susanna Levantesi of some natural or human-made disasters, the evacuation of the pop-
ulation from the affected areas to safer places is a priority. The need
to act quickly is not only due to the real possibility of injured people
1 - Enterprise risk management and economies of scale who need health care, but also to the possible effects that the disaster
and scope: evidence from the German insurance indus- may imply after it has taken place (aftershocks, increasing floods, etc).
try In this work, a lexicographic goal-programming model for evacuation
Thomas Berry-Stoelzle, Muhammed Altuntas, John David and distribution of aid is proposed. The problem is time -dependent,
assuming that arrival of evacuees at sources vary with time. The model
Cummins establishes different priority levels; in the first one, we minimize the
Enterprise risk management (ERM) is the approach of managing all evacuation time of critical people; in the second, the total evacuation
risks faced by an enterprise in an integrated, holistic fashion. This re- time and the total cost of the operation.
search investigates whether the utilization of the ERM approach helps
86
EURO 2018 - Valencia MA-50
2 - E-voucher distribution routing and planning for Syrian 1 - Transmission-constrained unit commitment: a
refugee camps in Turkey decomposition-based approach
Ramez Kian, Gunes Erdogan, Sibel Salman, Bahar Yetis Claudio Gambella, Jakub Marecek, Sara Pezic Djukic, José
Kara, Muhittin Hakan Demir, Ehsan Sabet, Sander de Leuw María Fernández Ortega, Martin Mevissen, Mustafa Pezic
The conflict in Syria began as an offshoot of the 2011 Arab Spring but Currently, models of unit commitment problems often do not incorpo-
it then turned to a civil war in the past six years. According to UN- rate transmission constraints, which present considerable challenges.
HCR report, Turkey has hosted about 2.3 million Syrian refugees that Commitment schedules infeasible for the actual non-linear transmis-
260,000 of them reside in 25 camps, or outside the camps most in ur- sion constraints in the Alternating-Current (AC) model may have to
ban or peri-urban areas in the southern border of Turkey. UN seeks be adjusted by experienced operators. The joint problem, known as
billions of dollars to provide humanitarian aid to 4.7 million Syrians. the Transmission-Constrained Unit Commitment (TCUC) in the AC
Besides the wide range of humanitarian aid activities, like providing model is a challenging Mixed-Integer Non-Linear Programming prob-
food, shelter, healthcare, etc. which is called in-kind distributions, lem, due to the non-convexity of transmission constraints. We present
cash-based interventions also play an important role in aiding people an approach based on decomposition of a Mixed-Integer Semidefinite
on post-crisis period in humanitarian emergencies. In this study, we Programming (MISDP) relaxation into a mixed-integer master prob-
investigate the optimal way of distributing e-vouchers to the Syrian lem and a continuous sub-problem. Between the master problem and
refugee camps in the southern parts of Turkey. As they are distributed, the sub-problem, we pass no-good cuts and over-cost cuts. We report
the subsequent money transfers can be performed electronically and computational results for the approach on a test case from the Spanish
therefore, periodic logistics costs and risks are prevented. Distribution transmission network.
of the e-vouchers are planned to be accomplished by three ways in-
cluding (i) temporary fixed facilities, (ii) a mobile facility and (iii) a 2 - Optimal microgrid design - a piecewise linear approxi-
mobile vehicle within a predetermined planning horizon. We provide mation
a mathematical programming model to maximise a reward function Ramachandra Rao Kolluri, Julian de Hoog
defined according to the amount of distributed e-vouchers and logis-
tics costs. Our model addresses both distribution channels and vehicle Distributed generation and storage have a key role to play in revolu-
routing by considering the potential en route risks, as well. Numerical tionizing the modern electricity grid. In many places, reduced feed-in
results with real data are presented. tariffs and declining solar incentives are making behind-the-meter en-
ergy consumption via storage a favourable option for most domestic
3 - Routing of mobile pharmacies to address drug stockout roof-top PV owners. Together with the financial trends, the advent
of advanced electronics and communications are stimulating micro-
inequity in developing countries grid deployments. Energy planning and operation in microgrids can be
Rajan Batta, Biplab Bhattacharya, Li Lin challenging, especially when the spatial and temporal profiles of de-
mand and generation do not align well making an integrated approach
Mobile pharmacies are an excellent tool to supplement pharmaceuti- where generation and storage systems are designed together essential.
cal needs for rural populations in developing countries. We study the In this work we provide a framework that can be used for the sizing,
problem of routing mobile pharmacies in rural Uganda to supplement positioning and operating PV systems and batteries simultaneously in
traditional pharmacies with drugs related to commonly found ailments. a way that reduces the cost of operating as a microgrid while also
The goal is to route these mobile units so that the availability of drugs maintaining a high quality of service. We formulate a piecewise linear
is equitable across the community served, and shortages are held to mixed integer program based optimization algorithm that accounts for
a minimum time span. Return to the depot is needed to restock drug several network/cost/tariff constraints along with battery degradation.
supply. We develop a mathematical equation to capture equity of drug We apply our framework to a realistic example and show its capability
stock outs and use this equation to drive a routing algorithm that is in providing operational and power quality benefits.
based on well known vehicle routing principles. Computational results
are presented along with results from a case study based on the situa-
tion in rural Uganda. Extensions of the model to other situations are
also discussed.
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MA-51 EURO 2018 - Valencia
obtained from cutting the stock are uncertain. We tackle this MSSCSP show reduction in total average cost and fuel consumption compared
in a dynamic way by re-computing solutions: 1st computing the dif- to the actual routes implemented by the company. Finally, a decision
ference between expected and obtained amounts and 2nd updating the support tool is developed for the company.
"targeted" amounts as the cutting process progresses. In addition, we
present an Integer Linear Program (ILP) that combines the dynamic
MSSCSP with the Vehicle Routing Problem (VRP) in order to decide
the path that the harvesting machines have to follow. In the evaluation,
we show the outperformance of our approach against a metaheuristic
algorithm from the literature. MA-51
Monday, 8:30-10:00 - 4D UPV 1.2
2 - Searching synergies between timber production and
non-wood forest products for multi-objective forest OR for Sustainable Development in
management Developing Countries
Mikko Kurttila, Timo Pukkala, Jari Miina
The global growth of the consumption of non-wood forest products
Stream: OR for Sustainable Development
(NWFPs) is evident due to the current trends in lifestyle and consump- Chair: Olabode Adewoye
tion. Alongside with the increased popularity and commercial use of
NWFPs, their yields are more often taken into account also in for- 1 - Measuring footprint in supply chain: an important con-
est management planning. Empirical yield models developed recently
for different NWFPs enable forest managers to include their yields tribution in achieving green supply chain
in multi-objective optimization calculations. However, knowledge on Rajbir Kaur, Sadia Samar Ali
the synergies and trade-offs between timber production and different
NWFPs is scanty. In this study, we studied these relationships through Globally supply chain practices are trending towards configurations
correlation matrices and production possibility frontiers in two case of optimal networks of functional and innovative products to achieve
study forest holdings from Finland. A large number of pareto opti- carbon emission reduction targets. This is achieved by integrating op-
mal forest plans were produced by multi-objective optimization. There erational and environmental aspects into the entire length of supply
plans formed the data for our analyses. In these calculations, empirical chain starting from procurement, manufacturing, inventory and logis-
yield models for 12 different NWFPs, representing different berries, tics till final disposal of products. Global organizations are bound to
mushrooms and tree-based products were utilized. The results reveal follow environmental regulations to maintain carbon levels because
possibilities for the joint-production of different NWFPs and reveal the there are penalties for failures and benefits for achievers. Literature
trade-offs between NWFP and timber production. The results are valu- review is done to identify carbon trading and carbon credit measures
able when the aim is to diversify the use of boreal forests and open as major factors for environmental sustainability as this study aims to
avenues for truly multi-objective decision support services to facilitate bridge gap between these two factors for Indian industries. Primary
the decision making of forest owners. data is collected from the industries in greater NOIDA region where
logistics services provided to users are measured by American Cus-
3 - Regulation and benchmarking: a formative evaluation tomer Satisfaction Index (ACSI). ’Stringent industrial policies’ and
of Portuguese wastewater services using composite in- ’interest of foreign industrial investor’ have been identified as major
external factors and ’commitment of top management’, and ’training
dicators of employees’ as major internal factors for bringing environmental
Ana Camanho, Alda Henriques, Pedro Amorim, Jaime prospect into the general fabric of supply chain. A strong empha-
Gabriel Silva sis is given on carbon footprint assessment standards—ISO14064 and
Greenhouse Gas (GHG) protocol and product carbon footprint assess-
This paper describes a framework to enhance the evaluation of per- ment standards—PAS2050, TSQ0010, ISO14047, for reducing carbon
formance of wastewater companies based on the indicators collected emissions
by the Portuguese water and waste services regulation authority (ER-
SAR). Our assessment is focused on wholesale and retail services, con-
2 - A comparison between multi-objective optimization ap-
tributing to increased accountability in the water sector. It considers
three main dimensions of performance: protection of user interests, proaches for the harmonization of surveillance require-
operator sustainability, and environmental sustainability. We develop a ments and maintenance
composite indicator to provide a summary measure of utilities perfor- Pablo Martorell
mance. The composite indicator is estimated using a directional dis-
tance function with weight restrictions in the form of assurance regions Safe operation of nuclear power plants depends on technical specifi-
type I, to allow the specification of alternative perspectives concerning cations, which are part of the licensing basis to operate a plant. In
the importance of the different dimension of company performance. particular, attention is paid to the role of the surveillance requirements.
We illustrate our approach with data of 19 wholesale companies and The goal of these is to provide adequate assurance of the availability
264 retail companies in the year 2014. In a second stage, a truncated and reliability of equipment needed to prevent and, if necessary, miti-
regression model is used to analyze the impact of contextual factors on gate NPP accidents. In the last years, the U.S. NRC has been approved
companies’ activity. The information provided by this analysis consti- several initiatives for fundamentals improvements to standard technical
tutes the basis of a formative evaluation framework that the regulator specifications. In this way, the initiative RITS-5b (TSTF-425) aims at
can use to disseminate best practices and motivate continuous improve- enabling utilities to relocate surveillance frequencies to licensee con-
ment trol, thus allowing utilities to change these frequencies by using an
approved risk-informed approach, which is applicable to all nuclear
4 - Optimization of forest-based biomass logistics reactor types. This work shows a comparison between several opti-
Taraneh Sowlati, Krishna Teja Malladi mization criteria in the context of RITS-5b accounting for the effects
of NPP aging and the maintenance rule. The multi-criteria decision-
In this research, models are developed to optimize the short-term plan- making is formulated like multiple objective optimization problems
ning of a large biomass logistics company in Canada. Collection, (MOPs) adopting each one of the above criteria as either an objective
storage, pre-processing and transportation of forest-based biomass are to be optimized or a constraint to the decision-making problem. Each
considered in the models and constraints related to truck-location and MOP represents a different implementation of the RITS-5b philoso-
truck-biomass compatibilities are incorporated into the models. A phy: 1) current situation with fixed SR and dynamic maintenance, 2)
decomposition-based approach is used and first a transshipment model flexible SR and dynamic maintenance and 3) dynamic SR and mainte-
is developed to optimize the collection, comminution, storage and nance.
transportation weekly plans. Next, a routing model is developed to
optimize the daily truck routes. The results of optimization models
88
EURO 2018 - Valencia MA-53
MA-53
Monday, 8:30-10:00 - 4D UPV 1.4 MA-54
Monday, 8:30-10:00 - 4D UPV 1.6
Quality Management
Sustainable Supply Chains
Stream: OR in Quality Management
Chair: Rafael Sanchez-Marquez Stream: Energy Economics, Environmental Management
89
MA-54 EURO 2018 - Valencia
and Multicriteria Decision Making we define research agenda for resource efficient supply chains by iden-
Chair: Renzo Akkerman tifying and analysing existing analytical models. We use BibExcel and
Gephi to visualise citation networks. We also identify most influential
authors and research papers, widely used journals and research con-
1 - ToBLoOM - triple bottom line optimization modelling for
ducted in various countries and sectors to drive the future research. Our
sustainable supply chains under uncertainty research should facilitate further understanding of the implications and
Ana Barbosa-Povoa, Bruna Mota, Ana Carvalho, Maria Isabel trade-offs of resource efficient supply chain decision making for prac-
Gomes titioners.
In this work a decision support tool for the design and planning of
sustainable supply chains entitled ToBLoOM (Triple Bottom Line Op- 4 - Strategic capacity planning in process industries under
timization Modelling) is presented. It encompasses support in deci- water scarcity
sions regarding: multi-facility location and capacity allocation; inven- Sai Jishna Pulluru, Paloma Aparicio Escuder, Renzo
tory planning; supplier selection and allocation; purchase planning;
technology selection and allocation; production planning; transporta-
Akkerman
tion network definition (with unimodal and intermodal options); prod-
uct recovery and remanufacturing planning. These decisions are sup- Water scarcity is an imminent threat for many industries. Process in-
ported considering the three pillars of sustainability: economic, envi- dustries are particularly affected by this development due to their high
ronmental and social, using a multi-objective approach. Uncertainty dependence on water for their operations. Ensuring adequate water
is considered using a stochastic approach. This decision support tool supply of desirable quality in order to meet operational and strate-
allows the identification of sustainability hotspots and supports the def- gic goals can therefore be challenging, especially when companies
inition of strategies towards more sustainable supply chains. The va- would like to expand their production capacities to retain or increase
lidity and applicability of the decision support tool is demonstrated their competitive advantage. Additionally, companies in the same geo-
through its application to a case-study of a European electronic com- graphic region may also compete for available water resources, which
ponents’ producer. In this work: Net Present Value (NPV) is used as may even be diminishing at a steady rate. A possible solution to tackle
the economic objective function; the environmental objective function these issues is to plan capacity expansions in view of water aspects
is based on the Life Cycle Analysis methodology ReCiPe; the social such as availability, discharge limits, treatment capacity, available in-
objective function is based on a GDP metric. Uncertainty in demand frastructure, etc. We develop a mathematical modelling approach to
is incorporated. Managerial insights towards more sustainable supply plan capacity expansions in process industries, aiming to capture the
chains are derived from this work. interactions between strategic capacity planning and water manage-
ment. We extend this approach to include other companies withdraw-
2 - A carbon-constrained stochastic optimisation model ing water from a common set of resources for their daily operations.
for eco-efficient reverse logistics network design using Using a game-theoretic approach, we study both competitive and col-
cross-docking operations and under uncertainty laborative behavior during capacity expansion and water use. Based
Amin Chaabane, Julien Trochu, Mustapha Ouhimmou on theoretical case studies, we examine various water management
strategies such as waste water sharing, treatment capacity investments,
This paper addresses a novel multi-product, multi-period and multi- shared treatment plants, etc. that can be adopted by these industries to
echelon two-stage stochastic programming model with carbon con- support their individual strategic capacity planning.
straint and cross-docking operations for eco-efficient reverse logistics
system design. The primary goals of this optimisation model are to
maximise the expected profit and minimise Greenhouse gaze emissions
(GHG). Compared with the previous stochastic optimisation models in
this area, which mainly focuses on the expectation of the optimal value,
this paper, emphasises the importance of cross-docking operations un-
der GHG constraints. To address this challenge, the stochastic model
MA-55
includes dynamic cross-dock platform solutions that allow trucks con- Monday, 8:30-10:00 - 4D UPV 2.1
solidation and source separation of the collected materials. The vol-
ume of materials collected and the recycling rates at collection centres Speed Networking
are uncertain. Later in this research, the application of the model and
the Sampling Average Approximation (SAA) solution method are il- Stream: Making an Impact I
lustrated. Managerial implications are discussed through a case study Chair: Ruth Kaufman
in wood waste recycling from the construction, renovation and demo-
lition (CRD) industry where a cap and trade system regulation is al-
ready in place. The results of this study show that the model can be 1 - Speed networking and EURO working group on practice
used for providing decision-makers with comprehensive insights into of OR
the relationship between profit, carbon emission regulations and cross-
docking operations. It shows particular the value of a flexible reverse Ruth Kaufman
logistics system to achieve sustainability.
One of the most important reasons for coming to a conference is to
3 - Quantitative modelling for resource efficient supply build your circle of professional acquaintance - with like-minded peo-
chains: a systematic review ple who can encourage and inspire you, and with not-quite-so-like-
Ursula Davis, Alok Choudhary, Grammatoula Papaioannou, minded people who can challenge and extend you, and with the many
Ravi Shankar people who you can encourage, inspire, and challenge. However, it is
not always easy to meet people when most of our time is spent sitting
Resource efficient supply chains are increasingly important in the area listening to presentations. The speed networking session is a support-
of sustainable supply chain management. Quantitative modelling tech- ive, managed way of meeting people you don’t know: a series of short,
niques have been utilised within sustainable supply chain management quick-fire sharing of professional information with other participants,
profusely, with a significant focus on the environmental impact of the together with an exchange of contact details if you meet somebody you
supply chain. As such, there is a lack of literature review research, want to keep in touch with. Latecomers will be admitted but may have
which focusses on the use of quantitative models for resource efficient to wait for a few minutes before they can join in. The meeting will
supply chains. We apply a systematic review method to analyse the also include a short presentation about the EURO Working Group on
literature with a focus on the appropriate application of quantitative Practice of OR, aimed at supporting a pan-European network of prac-
models in this research area. We analyse the research trends with re- titioners.
gards to modelling techniques, supply chain areas and different types
of resources used. Using sophisticated bibliometric analysis methods,
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Monday, 10:30-12:00 environment which is similar to wafer fabrication system. The objec-
tive is to minimize total weighted tardiness. For these approaches, we
also design a series of experiments to optimize the parameters of the
proposed four algorithms. In computational result, it shows that the
MB-01 composite dispatching rules (CDRs) obtained by four algorithms out-
Monday, 10:30-12:00 - UPV Nexus perform single dispatching rules. Moreover, the result reveals that the
proposed PSO/VNS can achieve the best CDRs in most cases.
Optimization and Music Data Science 2 - Line-side material placement to minimize walking time
at moving assembly lines
Stream: Keynotes
Helmut Sedding
Chair: Teresa Leon
Our study describes a combinatorial optimization approach on reduc-
ing worker walking time at moving assembly lines by optimizing ma-
1 - Optimization and Music Data Science terial placement at the line side. This corresponds to sorting the ma-
Elaine Chew terial containers in a row along the assembly line. However, it differs
considerably from existing sequencing problems. Already swap of ad-
The explosion in digital music information has spurred the developing jacent containers requires a reoptimization of all following walking
of mathematical models and computational algorithms for accurate, times. Therefore, parts of an optimum solution might be suboptimal
efficient, and scalable processing of music information. According to if regarded for themselves. The only remotely related problems we
the 2017 IFPI Industry Global Music Report, the total global recorded are aware of are in the area of time-dependent scheduling with non-
music revenue was US$15.7b in 2016, 50% of which were digital. In- monotonous convex processing times. As the problem is novel in the-
dustrial scale applications linking recorded content to listeners include ory and in practice, we define a model that is quintessential in both
Last.fm, Pandora, Shazam, and Spotify. Shazam has over 120 million terms and allows for extensions. In our tests, we find that with this
active users monthly and Spotify over 140 million. Since the launch optimization, a common material placement strategy’s walking time
of Shazam, users have issued 30 billion song identification requests, can be reduced by a mean of 20%. As MIP formulations and exist-
growing by 20 million each day. With such widespread access to large ing literature only optimize small instances, we aim to understand the
digital music collections, there is substantial interest in scalable mod- underlying combinatorial structures to find algorithms for larger prob-
els for music processing. Optimization concepts and methods thus play lem sizes. In this study, we show that the problem is NP-complete in
an important role in machine models of music engagement, music ex- the strong sense, describe polynomial cases, and devise algorithms that
perience, music analysis, and music generation. outperform both generic and existing approaches. With our findings,
In this talk, we will show how optimization ideas and techniques have we furthermore hope to spark further research in this novel research
been integrated into computer models of music representation and ex- area.
pressivity, and into computational solutions to music generation and
structure analysis. More specifically, we will report on research and 3 - Measuring effectiveness of scheduling jobs with earli-
outcomes on an interior-point approach to modeling tonal perception ness and tardiness costs: a case study
(inferring the keys and chords from note information), the idea of du- Andrés Muñoz-Villamizar, Javier Santos, Jairo R.
ality in reverse-engineering music structure analyses, constraint-based Montoya-Torres, María Jesús Alvarez
music generation to instill long-term structure, an optimization heuris- This paper assesses the effectiveness in scheduling jobs with earli-
tic for stream segregation separating out voices from a polyphonic tex- ness/tardiness costs and variable setup times using the OEE (Overall
ture), statistical and optimization-based approaches to music segmen- Equipment Effectiveness) metric. The OEE metric is a well-known
tation, and rhythm transcription that minimizes quantization error for rate used in the Lean Manufacturing framework that measure how ef-
music and arrhythmia sequences. The talk will contain numerous mu- fectively a manufacturing operation is realized. A mixed-integer linear
sic illustrations and, where appropriate, live performances of music programming formulation of the job scheduling problem with four dif-
and demonstrations of interactive visualization software on a piano or ferent objective functions is developed in order to compare different
keyboard. scheduling configurations. Computational tests were carried out using
real data from a manufacturing company of plastic containers located
in the Basque country (Spain). Sensitivity analysis was performed with
different production capacities and earliness/tardiness costs in order to
validate the proposed approach. Results obtained show the relationship
MB-02 and the trade-offs between OEE measures (i.e., quality, performance,
Monday, 10:30-12:00 - SOUTH BUILDING UV S101 availability) and economic performance (i.e., costs). The objective of
this work is to propose a guideline for managerial decisions in order to
Scheduling Practice in Manufacturing measure and improve the scheduling effectiveness contemplating ear-
liness, tardiness and variable setup times.
Stream: Scheduling Practice 4 - Machine learning in hybrid flow shop scheduling prob-
Chair: Miriam Zacharias lems with unrelated machines
Miriam Zacharias
1 - Dispatching rules selection for machines and AMHS Hybrid flow shop (HFS) problems are often encountered in real world
scheduling production systems. Despite their practical relevance, few generic
Yung-Hsun Tsai, Ken-Hsuan Chen, Gen-han Wu methods exist to solve HFS problems. Hence, many approaches focus
either on two-stage problems or the application of simple dispatching
Nowadays, automated material handling systems are widely intro- rules. Moreover, the majority of authors assume identical parallel ma-
duced in wafer fabs for wafer transportation. If we can integrate mate- chines, which reduces the complexity of machine assignment to a large
rial handling and production scheduling together, it will enhance over- extent. If a real world case is studied, solution methods are often cus-
all production efficiency. Dispatching rules, which can provide satis- tomized and not adaptable to other settings. Lately, machine learning
factory solutions, are easily and widely used for semiconductor man- (ML) has been applied to different scheduling problems. A common
ufacturing scheduling. However, how to select different appropriate application is the selection of best dispatching rules based on the state
dispatching rules for production machines and material handling vehi- of system’s parameters. We propose an alternative ML-based approach
cles is so called the dispatching scheduling problem. The composite to makespan minimization that is suitable for different configurations
dispatching rules need to be evaluated in detail by system simulation. regarding the number of stages and number of unrelated machines per
In this study, we proposed four simulation-based algorithms includ- stage. To speed up the scheduling process rapidely, we apply ML in
ing PSO, CSA, PSO/VNS and CSA/VNS to construct near-optimal one step of our solution method: We train Neural Networks (NN) and
solutions for dispatching rule allocation in a specific manufacturing Support Vector Machines (SVM) with optimal machine assignments
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and makespan values for fixed batch sizes and randomly generated pro- We investigate two variants of the inverse undesirable center location
cessing time matrices. Afterwards, we use the NN and SVM to predict problem on graphs, in which the set of vertices are considered as exist-
optimal makespan values and machine assignments for all partial job ing customer points. The first model aims to modify the edge lengths at
sequences (batches) based on a given processing time matrix. Only se- the minimum total cost subject to specific modification bounds until a
quences with close-to-optimal makespan values are evaluated further predetermined facility location becomes an undesirable center location
to determine a final machine assignment and overall sequence. on the perturbed graph. However, the other model wishes to change the
edge lengths within an associated overall budget such that the prede-
termined facility location on the underlying graph becomes as far as
possible from the customer points under the new lengths. We propose
combinatorial algorithms with linear time complexities for obtaining
MB-03 the optimal solutions of the problems under investigation.
Monday, 10:30-12:00 - SOUTH BUILDING UV S103
4 - The flood-adaptive facility location problem
Facility Location II Mehdi Amiri-Aref, Maliheh Hashemi Tilenoi
Stream: Location Analysis and Optimization The purpose of this research is to determine a set of optimal flood-
adaptive facility locations in the river-bank of the Seine, which is clas-
Chair: Mehdi Amiri-Aref sified as the flood-prone risk zone in Paris. In the present work, these
zones are considered as the regions in which neither placing the facil-
1 - Combining three facility location problems ity in nor travelling through is allowed. These regions, which have
Ana Dolores López-Sánchez, Jesus Sanchez-Oro, Manuel random nature in size or position in practice, are known as barrier
Laguna, Alfredo G. Hernandez-Diaz regions in planar location theory. In the urban context, it has been
widely shown that the rectilinear (or Manhattan) distance function rep-
Facility location problems aim to locate the best locations for facilities. resents an efficient continuous approximation of the travelled distance
Depending on the considered objective, the best locations can be sub- in the transportation networks. Therefore, we developed a rectilinear
stantially different. This paper presents a Scatter Search algorithm for distance Weber location problem in the presence of polygonal barri-
solving the multi-objective facility location problem (mo-FLP) with ers with the uncertain position of occurrence, which gives rise to a
three different objectives. The objectives selected are those considered mixed-integer nonlinear programming formulation. This mathemati-
in the p-median problem (pMP), the maximal coverage location prob- cal model aims to find the optimal location of a set of facilities on the
lem (MCLP), and the p- center problem (pCP), that is, minimize the feasible two-dimensional plane and to allocate all demand points to the
total (or the average) weighted cost traveled, maximize the number of optimal facility locations at the minimum expected travelled distance
customers covered that will receive the service and minimize the maxi- while avoiding collision with the barrier regions. This problem is then
mum weighted cost traveled. The Scatter Search algorithm obtains the reformulated to a stochastic programming in which the uncertainty of
set of Pareto optimal solutions. This algorithm has been applied to a the position of barriers is realized in scenario generation process.
variety of optimization problems and uses two populations: a popula-
tion with the best solutions and a population with the solutions more
different from the best ones. Then, the algorithm combines solutions
from both populations, as will be explained below, using diversifica-
tion and intensification strategies in order to obtain high-quality so-
lutions. Note that we are addressing a multi-objective optimization MB-04
problem hence, the Scatter Search has been adapted to define the best Monday, 10:30-12:00 - SOUTH BUILDING UV S104
and diverse solutions considering the problem characteristics. Com-
putational results indicate that the Scatter Search algorithm is able to Dynamic and Stochastic Scheduling in
find the set of non-dominated solutions in a simple run within short
computational time. Logistics
2 - A gradual covering location problem with different facil- Stream: Dynamic and Stochastic Scheduling
ity types & customer preferences Chair: Heimir Thorisson
Hande Kucukaydin, Necati Aras
We address a gradual covering location problem where the system 1 - Dynamic allocation of fire vehicles in preparedness
planner can open different types of facilities and customers have pref- phase for bush fires
erences represented by probabilities for visiting these facilities. It is Reena Kapoor
assumed that customers at a demand point are absolutely willing to
travel to a certain facility type if the facility is located within a full cov- The impact of bushfires on communities can be devastating, resulting
erage distance and the revenue collected by that facility is determined in loss of life and property, environmental damage, and disruption of
by multiplying the buying power of customers with the visiting proba- the local economy. During periods of high fire danger, timely response
bility for the type of the facility. On the other hand, if the distance be- to fires is essential to prevent the spread of bushfires within a commu-
tween the facility and demand point exceeds the full coverage distance, nity, and wide-scale devastation. One approach to decrease the time
then the visiting probability decreases by a factor so that customers at taken to respond to fire reports is to pre-allocate fire responders (and
that demand point are either partially or not covered. Furthermore, in resources) within a community. In addition to fire stations, other suit-
order to bring service to more customers a minimum separation dis- able stopping locations such as roadside pull-ins or parks can be used
tance between facilities of different and same type is adopted. It is also to distribute resources more optimally within a community. In this re-
assumed that a new facility can survive if the collected revenue from search we developed a mixed integer program for dynamic deployment
the customers exceeds a threshold. The aim of the system planner is of fire resources (personnel and appliances) among the available stop-
to find the optimal location and type of facilities to be opened so as ping locations with the objective of minimising the total bushfire risk
to maximize the profit which is computed by the annual revenue col- remaining per hour for the area. In this model we also take care of
lected from the visiting customers less the fixed cost of facility estab- capacity and response time constraints.
lishments. We formulate a binary integer linear programming model
and solve it by a Lagrangean heuristic and a local search procedure.
2 - A honey bees mating optimization algorithm with path
3 - Optimal algorithms for two variants of inverse undesir- relinking for the vehicle routing problem with stochastic
able center location models on graphs demands
Behrooz Alizadeh Yannis (Ioannis) Marinakis, Magdalene Marinaki
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stations, and the vehicle movements between stations are conducted variations in consumers’ intrinsic brand utilities or in consumers’ sen-
by the operator. Test two involves car returning in stations and parking sitivities to marketing instruments occur. We propose flexible multino-
lots, and at this point, the users are stimulated to relocate the vehicles. mial logit models for estimating time-varying effects in brand choice
In addition, extensive sensitivity analysis is executed by varying de- behavior. Time-varying brand intercepts and time-varying effects
mand, parking and service charge of parking lots. The results provide of covariates are modeled using penalized splines, a nonparametric
helpful insights regarding the efficient planning of vehicle-sharing sys- smoothing technique. Our estimation procedure is fully data-driven,
tems. Most importantly, in test two, both profit and vehicle utilization determining the flexible functions and the corresponding degrees of
is increased, and the mean idle time per trip end is decreased. smoothness simultaneously in a unified approach. Our model further
allows for alternative-specific time-varying effects of covariates and is
4 - An exact approach for the periodic vehicle routing prob- able to mimic state-space approaches with random walk parameter dy-
lem with driver consistency namics. In an empirical application for ground coffee, we compare
the performance of the proposed approach to a number of benchmark
Inmaculada Rodríguez Martín, Juan José Salazar González, models in terms of in-sample fit, information criteria, and in particu-
Hande Yaman lar out-of-sample fit. Interestingly, the most complex P-spline model
with time-varying brand intercepts and brand-specific time-varying co-
In this work we address a variant of the Periodic Vehicle Routing Prob- variate effects outperforms all other specifications both in- and out-of-
lem. A fleet of homogeneous capacitated vehicles has to give service sample. We further present results from a sensitivity analysis on how
to a set of customers over a time horizon of several days. Each cus- the number of knots and other P-spline settings affect the model per-
tomer has an associated set of allowable visit schedules, and must be formance.
always visited by the same driver/vehicle. Solving the problem implies
to choose a visit schedule for each customer, and to design vehicles’ 3 - Dynamic pricing with multiunit purchases
routes for each period of the time horizon respecting the driver consis- Rouven Schur, Robert Klein
tency requirements of the customers and the capacity restriction of the
Dynamic Pricing is gaining more and more importance in other fields
vehicles, while minimising the total routing cost. We present an integer
than the classical airline industry. Whenever there is a finite selling
linear programming formulation for this problem and derive several
horizon as well as stochastic and price sensitive demand, methods of
families of valid inequalities. We solve it using an exact branch-and-
the dynamic pricing framework might be applicable and helpful for
cut algorithm, and show computational results on randomly generated
maximizing the expected revenue. One popular example is a retailer
instances with up to 71 nodes and different features.
selling goods that are seasonal (e.g. charcoal), perishable (e.g. fresh
food) or part of a temporary promotion (e.g. beer during the World
Cup finals). In this example, all potential customers have in common
that they are willing to buy more than one unit if the price is right.
In this property, they differ from the standard airline customer who
MB-06 is assumed to buy at most one seat. To adapt the standard dynamic
Monday, 10:30-12:00 - SOUTH BUILDING UV S106 pricing model to multiunit purchases, we first formulate an appropri-
ate customer choice model using stochastic willingness-to-pay with
decreasing marginal utility for an increasing number of units. After
Consumer Behavior and Pricing I stating the multiunit dynamic pricing model, we propose a tailored
heuristic to solve the optimization problem. In order to demonstrate
Stream: Demand and Supply Management in Retail and the applicability of our approach, we run a simulation study to show
Consumer Goods the improvement of expected revenue compared to other approaches.
Chair: Tamer Boyaci
4 - Brand positioning and consumer taste information
Tamer Boyaci, Arcan Nalca, Saibal Ray
1 - Analyzing retail market basket data by unsupervised We study how a retailer can benefit from acquiring consumer taste in-
machine learning methods formation in the presence of competition between the retailers store
Harald Hruschka brand (SB) and a manufacturers national brand (NB). In our model,
there is ex-ante uncertainty about consumer preferences for distinct
We compare the performance of several unsupervised machine learn- product features, and the retailer has an advantage in resolving this un-
ing methods, namely binary factor analysis, two topic models (la- certainty because of his close proximity to consumers. Our focus is on
tent Dirichlet allocation and the correlated topic model), the restricted the impact of the retailers information acquisition and disclosure strat-
Boltzmann machine and the deep belief net, on a retail market basket egy on the competitive positioning of the brands. Our analysis reveals
data set. We shortly present these methods and outline their estima- that acquiring taste information allows the retailer to make better SB
tion. Performance is measured by log likelihood values for a hold- positioning decisions. Information disclosure, however, enables the
out data set. Binary factor analysis vastly outperforms topic models. manufacturer to make better NB positioning decisions - which in re-
Both the restricted Boltzmann machine and the deep belief net on the turn may benefit or hurt the retailer. We identify and discuss scenarios
other hand attain a similar performance advantage over binary factor for both cases.
analysis. We also show how to interpret the relationships between
the most important hidden variables and observed category purchases.
To demonstrate managerial implications we compute relative basket
size increase due to promoting each category for the better performing
models. Recommendations which product categories to promote based MB-07
on the restricted Boltzmann machine and the deep belief net not only Monday, 10:30-12:00 - SOUTH BUILDING UV S107
have lower uncertainty due to their better predictive performance, they
are also more convincing than those derived by binary factor analysis, Analytic Hierarchy Process II
which leave out most categories with high purchase frequencies.
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Small and medium sized enterprises (SMEs) contributes to GDP sig- divided by inputs is constructed. Their priorities are derived as av-
nificantly of any economy but their cumulative negative impact on en- erage weights given by traditional DEA analysis. Finally, the DMUs
vironment is also phenomenal. SMEs have limited resources and nu- are evaluated with respect to all criteria and their global priorities are
merous competition and hence, they emphasize on economic factors derived. The derived priorities generate complete ranking of DMUs.
over environmental and social. Therefore, for achieving sustainable The proposed approach is illustrated on a numerical example with real-
competitiveness, SMEs must consider environmental and social factors world background. The results of the DEA/AHP model are compared
along with economic aspects across the supply chain. Although com- with other DEA ranking approaches (Andersen and Petersen model,
petitiveness assessment of larger companies is numerous, research on SBM model, cross-efficiency evaluation, etc.).
SMEs supply chain is scant. Moreover, according to authors’ knowl-
edge research on SMEs’ sustainable competitiveness measurement is
none. The main aim of this research is to develop a robust frame-
work for measuring sustainable competitiveness of SMEs. Through
combined literature review and primary research a few constructs and MB-08
sub-constructs for sustainable competitiveness of SMEs’ supply chain Monday, 10:30-12:00 - SOUTH BUILDING UV S108
are derived. Leadership agility, innovation in operations and logistics,
sustainable supply chain, excellence in quality are considered as major Complexity Aspects of Linear and Integer
constructs for sustainable competitiveness of the SMEs. The Analytic
Hierarchy Process (AHP) is used as the method for deriving sustain- Linear Programming
able competitiveness of SMEs’ supply chain due to the characteristics
of the constructs and sub-constructs. The proposed framework is ap- Stream: Combinatorial Optimization I
plied to six SMEs in the transport sector of the UK using multiple case Chair: Sergei Chubanov
study to demonstrate its effectiveness.
1 - Disjunctive conic cuts: the good, the bad, and imple-
2 - Perception-based interval type-2 fuzzy AHP-QFD ap-
mentation
proach for evaluation of a service quality Julio Góez
M.Bahar Baskir
In recent years, the generalization of Balas disjunctive cuts for mixed
Qualitative decision-making process has uncertainty due to its subjec- integer linear optimization problems to mixed integer non-linear op-
tive assessment system. The uncertainty mainly arises from concept timization problems has received significant attention. Among these
and cognitive disparities in the subjective system. These disparities studies, mixed integer second order cone optimization (MISOCO) is
result from the perception of decision makers. In engineering appli- a special case. For MISOCO one has the disjunctive conic cuts ap-
cations, quality function deployment (QFD) is one of the widely used proach. That generalization introduced the concept of disjunctive conic
quality management method to transform qualitative costumer require- cuts (DCCs) and disjunctive cylindrical cuts (DCyCs). Specifically, it
ments into engineering characteristics for a product/service. QFD has showed that under some mild assumptions the intersection of those
the mentioned uncertainty problem owing to its evaluation procedure. DCCs and DCyCs with a closed convex set, given as the intersection
QFD model is a multi-attribute decision making problem due to its of a second order cone and an affine set, is the convex hull of the in-
qualitative and quantitative features. Hence, QFD and its uncertainty tersection of the same set with a parallel linear disjunction. The key
problem can be modelled using an integrated approach including fuzzy element in that analysis was the use of pencils of quadrics to find close
set and analytic hierarchy process (AHP). In this study, a perception- forms for deriving the DCCs and DCyCs. The first part of this talk
based interval type-2 fuzzy AHP-QFD approach is proposed. This ap- will summarize the main results about DCCs and DCyCs including
proach has three phases: i) Determining components of QFD, ii) Mea- some results about valid conic inequalities for hyperboloids and non-
suring perception of decision makers in QFD using belief-subspaces convex quadratic cones when the disjunction is defined by parallel hy-
(named knowledge and confidence), iii) Perception-based QFD assess- perplanes. In the second part, we will discussed some of the limita-
ments are accomplished using interval type-2 fuzzy set and AHP. This tion of this approach to derive useful valid inequalities in the context
approach is applied to improving service quality of an authorized ser- of MISOCO. In the last part, we will briefly describe the software li-
vice in Turkish automotive industry. braries that together constitute DisCO, a full-featured solver for MIS-
OCP which we are currently used to explore the potential of DCCs and
3 - Student consumers’ decision-making process DCyCs.
Emrah Koksalmis, Gulsah Hancerliogullari Koksalmis 2 - Pyramidally solvable cases of the bipartite TSP
Vladimir Deineko
Today, marketing department is the most important part of a business
since it makes great efforts to understand the consumer behavior. Some We consider the NP-hard bipartite travelling salesman problem
of the common questions in this area are: How do consumers decide (BTSP). We show how certain techniques developed for the analysis of
where to shop? When do consumers like shopping most? What are the the classical travelling salesman problem can successfully be used to
factors influencing consumers’ store preference? Consumer behavior characterise new tractable cases of the BTSP. We describe two classes
includes psychological, personal and social causes, such as why con- of specially structure matrices. In both cases an optimal BTSP tour
sumers buy, use, dispose of, and which products they use. These de- with an underlying distance matrix from these classes can be found
cisions which are made by the consumers are based on many criteria. among special tours known as pyramidal tours. Our results generalize
The aim of this study is to determine and analyze the basis of the de- some previously published tractable cases of the BTSP. New specially
cisions made by the student consumers. In order to solve the problem, structured matrices can be recognised even after permuting rows and
Analytic Hierarchy Process (AHP) based model is used. columns with the same permutation.
4 - Analytic hiararchy process as a ranking tool for efficient 3 - The load planning and sequencing problem for double-
units in DEA models stack intermodal trains
Josef Jablonsky Moritz Ruf, Jean-François Cordeau, Emma Frejinger
Intermodal freight transportation has seen a significant growth in re-
Traditional data envelopment analysis (DEA) models assign to efficient cent decades, such that its share in rail freight nowadays is consider-
decision making units (DMUs) identical maximum efficiency score. able. By assuring the transfer of containers from one mode of transport
That is why they cannot be ranked easily according to this measure. to rail, railway terminals play a crucial role in intermodal transport.
The aim of the paper is to present an original approach for ranking of Two operations in railway terminals mainly contribute to the efficiency
efficient DMUs based on the analytic hierarchy process (AHP). The of intermodal freight: the load planning and the load sequencing. The
approach runs in two basic steps. The first one is traditional DEA anal- former aims at finding a subset of containers and assignments to slots
ysis and specification of efficient DMUs. In the second step, the AHP on railcars maximizing the slot utilization, whereas the objective of
model with second hierarchical level containing all ratios of outputs the latter is to determine the optimal order of loading movements such
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EURO 2018 - Valencia MB-10
that the operational costs of the cranes are minimized. As the two de- problem has a double difficulties due to both large-number of compo-
scribed problems are interdependent, tackling them sequentially might nent functions and non-convexity of objective function. We propose
lead to disadvantageous loading sequences. Therefore, we propose an an efficient Stochastic DCA (DC Algorithm) to solve it. As an applica-
integer linear programming formulation that copes both with the load tion, we consider the feature selection for multiclass logistic regression
planning and the load sequencing problem for double-stack intermodal problem. Numerical experiments on several datasets demonstrate the
trains. First, we define loading restrictions based on diverse technical effectiveness of our method in terms of three criteria: classification
and physical restrictions. Second, we model gantry crane and reach accuracy, sparsity of solution and computing time.
stacker movements and discuss several ways of formulating the se-
quencing restrictions. Finally, we present computational results con- 3 - Class probability estimation for SVM with asymmetric
sidering realistic instances. We further report the impact of the use of costs
gantry cranes and reach stackers with respect to difficulty of solving Sandra Benítez-Peña, Rafael Blanquero, Emilio Carrizosa,
and loading effort.
Pepa Ramírez-Cobo
4 - Integer optimization with verification oracles Support Vector Machine (SVM) is a powerful tool to solve binary clas-
Sergei Chubanov sification problems. However, SVM does not provide probabilities as
other classifiers do in a natural way. Many attempts have been carried
One of the fundamental questions when solving an optimization prob- out in order to obtain those values, as in Sollich P. (2002) and Platt
lem is how to verify whether a given solution is optimal. An algorithm J. et al (1999). Here, a bootstrap-based method yielding class proba-
proving or disproving optimality of a given solution for a given ob- bilities and confidence intervals is proposed for a novel version of the
jective function is called a verification oracle. In this talk we consider SVM, namely, the cost-sensitive SVM in which misclassification costs
linear optimization over finite sets and present an algorithm whose ora- are considered by incorporating performance constraints in the prob-
cle complexity is polynomially bounded in the size of the problem and lem formulation. This is important in many contexts as creditscoring
in the bounds on variables. The algorithm can be viewed as a variant and fraud detection where misclassification costs may be different in
of the simplex method applied to the convex hull of the feasible set. different classes. In particular, our target is to seek the hyperplane with
maximal margin yielding misclassification rates below given threshold
values.
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The main aim of this study is to analyze the level of realizing the goal
SDG 4 in 28 UE countries. The assessment of sustainable develop-
MB-11
ment in this area could be regarded as a decision-making problem han- Monday, 10:30-12:00 - SOUTH BUILDING UV S111
dled by multi-criteria decision aiding methods (MCDA). The modified
TOPSIS method including target values and the Hellwig’s method to DEA Theory I
evaluate and compare the sustainable development in education area
were proposed. The study used the statistics of the Eurostat’s online Stream: DEA: Theory
database. Chair: Timo Kuosmanen
Acknowledgment: This work is supported by Bialystok University of
Technology (Grant No. S/WI/1/2014) and founded by the resources 1 - BCC- and CCR-efficiencies under monoradial and bira-
for research by Ministry of Science and Higher Education. dial scaling
Andreas Kleine, Andreas Dellnitz, Wilhelm Rödder
2 - Multi-criteria decision making methods: theoretical as- The CCR model by Charnes, Cooper, and Rhodes (1978) together with
pects & impossibility results the BCC model by Banker, Charnes, and Cooper (1984) are the most
Chergui Zhor, Moncef Abbas popular approaches of measuring efficiency among a group of deci-
sion making units (DMUs) in data envelopment analysis (DEA). The
In case of decision rules based on an aggregation function that places choice of a DEA model - CCR or BCC - often, if not always, is a dif-
us in the Arrow’s theorem context, it is not possible to check some ficult decision. To evaluate a DMU’s efficiency for both models might
mathematical properties simultaneously. Indeed, to construct a method be helpful, but it does not always capture the essential issues at stake.
using the same concepts, we cannot abandon the principles of unanim- In the presentation we propose a comparative analysis of both con-
ity, universality and non-dictatorship. Thus, the only two principles cepts: How does activity scaling under constant BCC-efficiency influ-
between which we have to choose are the transitivity and the inde- ence CCR-efficiency. And inversely, how does BCC-efficiency behave
pendence. In other words, it is impossible to build an ordinal method when activity scaling under constant CCR-efficiency is applied. Such
verifying the transitivity and the independence at the same time. In this findings of mutual effects improve a DMU’s ability to reassess upsizing
abstract, we introduce two impossibility results which are based upon and downsizing of activities. We provide optimization models for cal-
some multi-criteria evaluation tests. More precisely, a thorough anal- culating these adjustments and respective stability ranges and this for
ysis has shown the impossibility to find andor define MCDM methods both efficient as well as inefficient activities. Finally, scale efficiency
satisfying these tests simultaneously. turns out to be the ideal concept to control these activity changes, rather
than just CCR- or BCC-efficiency. A numerical example illustrates the
3 - On importance indices in multicriteria decision making concept.
Mustapha Ridaoui, Michel Grabisch, Christophe Labreuche
2 - Efficiency measurement with products and partially de-
We address in this talk the problem of how to define an importance sirable co-products
index in multicriteria decision problems, when a numerical represen- Wanghong Li
tation of preference is given. We make no restrictive assumption on Many operational processes that set out to create a specific set of prod-
the model, which could have discrete or continuous attributes, and in ucts will often involve the creation of a set of associated co-products.
particular, it is not assumed that the model is monotonically increasing A problem of interest is how to evaluate the efficiencies of a set of
or decreasing w.r.t. the attributes. Our analysis first considers discrete comparable such processes in the presence of both products and co-
models, which are seen to be equivalent to multichoice games. We pro- products. In particular, there has been an increasing interest in co-
pose essentially two importance indices, namely the signed importance products that can be considered as playing a dual role as either outputs
index and the absolute importance index, both based on the average from or inputs to the process involved. Efficiency measurement in cer-
variation of the value of the model induced by a given attribute. We tain situations where both products and co-products are present, can
provide several axiomatizations for these importance indices, extend be addressed using data envelopment analysis (DEA). For example,
them to the continuous case, and finally illustrate them with examples. reclaimed asphalt coming from the resurfacing of highways in vari-
ous districts, offers an opportunity to perform maintenance at a lower
4 - Rankings comparisons: the case of resilience assess- cost, when that reclaimed material serves as an input together with
ment of countries’ electricity supply new or virgin materials. At the same time, there is an undesirable en-
Marco Cinelli, Patrick Gasser, Milosz Kadzinski, Matteo vironmental impact when reclaimed asphalt (not reused) serves as an
Spada, Peter Burgherr, Stefan Hirschberg output. In the current paper we develop a DEA-based methodology
to evaluate the efficiency of maintenance activities in the presence of
Resilience of electricity supply has received increasing attention over both products and co-products. The problem concerns how to exam-
the last decade due to a number of severe disruptions affecting our ine co-products that can have positive value, up to a certain point, but
economies. Within the Future Resilient Systems program at the beyond this point there are disposal/environmental costs that must be
Singapore-ETH Centre, our team developed indicators representing all considered. We use our developed model to examine the efficiency of
dimensions (i.e. resist, restabilize, rebuild, reconfigure) of nation-wide resurfacing operations in a set of 18 districts in a Canadian province.
resilience of electricity supply for 41 countries worldwide. In total,
33 combinations of normalization methods and aggregation functions 3 - Profitability and scale elasticity in data envelopment
were applied to construct indices to rank the resilience of the coun- analysis
tries. This presentation will focus on the (i) comparison of the agree- Alireza Amirteimoori
ment between these rankings and the (ii) construction of a compromise Profitability and scale elasticity are two important issues in the con-
ranking. The similarity of the rankings was assessed with Kendall’s text of economics and management. Scale elasticity is a quantitative
and Rank Difference Measure (RDM) by exploring the pairwise pref- measure of the response of outputs to the change of the inputs to the
erence relations as well as the actual positions of the countries. Fur- boundary points of the production technology set. In this study, we are
thermore, Rank Acceptability Index and Pairwise Winning Index were interested to know how the revenue would change when we scale the
used to verify the robustness of results provided by the indices, which inputs up and down. Toward this end, we use profitability that is the
was eventually confirmed. The latter measures were also used to de- ratio of revenue to cost and is absolutely different from profit that is the
rive a univocal compromise ranking. A key finding is that pair to pair difference between revenue and cost. At first, a DEA-based model is
comparisons of additive average with geometric, harmonic and min- used to calculate the profitability of the decision making units (DMUs)
imum operators (i.e. gradually less compensatory methods) indicate and then, a procedure is proposed to calculate the scale elasticity of all
that the change in the ranks equals 9%, 21% and 39%, respectively. DMUs in DEA production technology set. To illustrate the real appli-
This outcome confirms the need to align the selection of the aggrega- cability of the proposed approach, a real case on Iranian gas companies
tion method with the preferences of the decision-makers. is given.
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4 - Synergies in joint production of multiple outputs required products, storing them in the supplier warehouse and prepar-
Timo Kuosmanen ing them for delivery to the customer in the planning time horizon.
These times are uncertain and modelled using fuzzy numbers. We
Estimation of joint production technologies involving multiple outputs adapted a method for inferring membership functions based on col-
has proved a vexing challenge. Existing methods are unsatisfactory lected historical data on production times and subjective experience of
as they either assume away stochastic noise or restrict to functional the production manager. The FLP model includes fuzzy coefficients
forms that have incorrect output curvature, and hence many recent in both the objective function and linear constraints. It is defuzzyfied
studies simply ignore production synergies. This paper builds upon into a crisp LP model by adapting an interactive method which makes
recent developments in convex regression to revive the axiomatic non- a trade off between the acceptable value of an objective function and
parametric approach to production analysis. The semi-nonparametric the feasibility degree of constraints. Different experiments are carried
approach developed in this paper is readily applicable for both esti- out to analyse the performance of the supplier’s APP in the presence
mating joint production technologies exhibiting positive or negative of uncertainty. The obtained results are compared with the real world
returns to scope and for statistical hypothesis testing of production supplier’s performance recorded in practice.
synergies. We demonstrate the use of the estimation methods in both
cross-sectional and panel data settings.
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MB-12
Monday, 10:30-12:00 - SOUTH BUILDING UV S112 Supply Chain Management II
Fuzzy Optimization I Stream: Supply Chain Management II
Chair: Jonathan Balasingham
Stream: Fuzzy Optimization
Chair: Dobrila Petrovic 1 - Service offerings via shipment consolidation in supply
chain logistics
1 - A single variable method for solving min-max program- M. Ali Ülkü
ming problem with addition-min fuzzy relational in- Shipment ConsoLidation (SCL) is a powerful logistics strategy that
equalities combines multiple orders or shipments so that a larger quantity can
Sy-Ming Guu, Yan-Kuen Wu be dispatched on the same vehicle, to the same delivery zone. Proper
implementation of SCL not only results in considerable economies by
In this paper, we study the min-max programming problem with n reducing the unit transportation cost, but also helps reduce carbon foot-
addition-min fuzzy relational inequalities constraints. We prove that print of the freight by enabling fewer dispatches. From a logistics ser-
when the constraints are feasible, there always exists an optimal solu- vice perspective, SCL can allow for faster and consistent line-haul or
tion with identical elements. Based on this result, we propose a single- transit times, which in turn would result in reduced inventories with-
variable optimization problem whose optimal value is also the optimal out changing customer-service standards. The fundamental decision
one to our original optimization problem. We show that finding this in developing an SCL policy is when to ship a consolidated load. The
optimal value only requires solving n linear piecewise functions with extant literature focuses mainly on cost minimization aspects of SCL
one variable. Our approach is new and efficient. Numerical examples in dyadic supply chains. With this research, I study the much-needed
are given to illustrate our method. research related to the impact of SCL exclusively for the service per-
formance of supply chain logistics. I explore the following critical re-
2 - New approach to forecast time series from a fuzzy point search questions: How can we quantify logistics service performance
of view (e.g. on-time delivery) enhancement or degradation SCL has on supply
Abel Rubio Fornés, José D. Bermúdez, Enriqueta Vercher chains? What are the services offering trade-offs using common ver-
sus private carriage? Which SCL policy is more appropriate in terms
Here we introduce a new scheme to work with time series from a fuzzy of providing good levels of customer service in supply chain logistics?
point of view. Breaking with the classical approach of fuzzy time se- I will draw on analytical models, and their related managerial insights.
ries, instead of fuzzyfing the time series of observed data, we apply
the fuzzy logic to explain the hidden processes behind the data and we 2 - Operational optimization of a small scale LNG supply
represent the uncertainty about the future behavior of the time series chain
through a fuzzy variable. Slawomir Pietrasz, Frédéric Legrand, Gabrielle Menard,
The performance of our fuzzy methodology is verified with several Ksenia Goloubeva
time series extracted from the database of the M4 competition. We
calculate some error measures for the crisp one step ahead forecast, Any Small Scale Liquid Natural Gas (SSLNG) project faces complex
and compare our results with those of other classic fuzzy time series investment decisions due to high asset costs, a multitude of supply op-
methods. In addition, we obtain fuzzy forecast intervals. tions and consumption locations. In some cases, operations also need
to take into account hub infrastructures.
3 - A new fuzzy linear programming model for aggregate ENGIE LNG Lab has developed the Optiretail software to help in-
production planning for a supplier in the automotive in- vestment decision-makers answer convoluted questions: *how to make
dustry sure the infrastructure can handle the evolution of the delivered LNG
quantity in the short, medium and long term? *how to minimize the
Ivan Djordjevic, Dobrila Petrovic LNG transport and supply costs? *how to minimize the infrastructure
Supplying real world car manufacturers is a complex task, because su- investment while still providing an acceptable level of service?
plliers operate in the presence of various sources of uncertanty, such Encompassing a mathematical model and a state-of-the-art solver, the
as uncertainty in customer demand and uncertainty in manufactured software designs the optimal LNG supply chain from LNG sourcing
quantities which depend on work force availability and efficiency, ma- to delivery by minimizing the total cost of the project, which is the
chine breakdowns, quality of manufactured products, ect. A new fuzzy sum of the total CAPEX (cost of ownership) and OPEX (operational
linear programming (FLP) model for solving an aggregate production costs). It enables to quickly test new configurations and can be used for
planning (APP) problem at a first tier supplier in the automotive indus- project dimensioning and real-time optimization for all SSLNG mar-
try is proposed. We propose to use the time as a measure of perfor- ket opportunities: LNG-to-Power, LNG-as-fuel for road and marine
mance of the APP and to minimise the total time of manufacturing the transportation as well as LNG-for-industrials.
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The software was tested on several scenarios involving 70 stations The averaged alternating modified reflections (AAMR) method is a
in Europe and several scenarios involving scale feeders to supply 19 projection algorithm for finding the closest point in the intersection of
LNG-to-Power stations in Indonesia. Ongoing developments aim at convex sets to any arbitrary point in a Hilbert space. This method can
adapting Optiretail to Liquid Hydrogen (LH2) constraints and in par- be seen as an adequate modification of the Douglas–Rachford method
ticular to develop LH2 bunkering supply chains. that yields a solution to the best approximation problem. In this talk we
consider the particular case of two subspaces in a Euclidean space. We
3 - Order fulfillment policies for ship-from-store operations obtain the rate of linear convergence of the AAMR method in terms of
Bahriye Cesaret, Armagan Bayram the Friedrichs angle between the subspaces and the parameters defin-
ing the scheme. We further optimize the value of these parameters in
One of the recent trends in omni-channel retailing is ship-from-store order to get the minimal convergence rate, which turns out to be better
which allows a retailer to fulfill online orders from a brick-and-mortar than the one of other projection methods. Finally, we provide some
store. The benefits of this relatively new fulfillment model includes numerical experiments that demonstrate the theoretical results.
faster delivery, lower transportation costs, higher in-stock probability,
increased sales and customer service, etc. Despite the many benefits, 3 - Convergence properties of fixed point algorithms in the
the model introduces many new operational challenges to the retailer.
Retailer needs to identify which stores should be integrated as active presence of perturbations
fulfillment centers, and from which location to satisfy an online order Rafal Zalas
when it arrives.
We consider a retailer having both online and store operations and each Assuming that the absence of perturbations guarantees weak or strong
channel carrying its own inventory. Store orders are fulfilled from store convergence to a common fixed point, we study the behavior of per-
inventories, but for an online order the retailer can ship either from the turbed products of an infinite family of nonexpansive operators. Our
online distribution center or from any other store location that max- main result indicates that the convergence rate of unperturbed prod-
imizes the overall profit. Our study investigates dynamic fulfillment ucts is essentially preserved in the presence of perturbations. This, in
decisions: from which location to fulfill an online order when it ar- particular, applies to the linear convergence rate of many projection
rives. We incorporate the uncertainty both in demand and in the cost methods. This is joint work with Christian Bargetz and Simeon Reich.
of shipment to individual customers. We develop a stochastic dynamic
framework and present some results on optimal fulfillment strategies. 4 - On projection methods for phase retrieval
Hieu Thao Nguyen
4 - A model for online subscription based merchandise box
operations
We report on an ongoing project about efficient algorithms for phase
Jonathan Balasingham, Ayca Erdogan retrieval problems in practice. Convergence analysis of several funda-
mental projection methods in the context of phase retrieval problems is
This study considers a subscription-based online services company, investigated based on the recent analysis theory for Picard iterations of
which provides customized box of merchandise directly to its cus- almost averaging operators. Along with convergence criteria, numeri-
tomers periodically. In this new type of online business systems, the cal results for phase retrieval are also presented.
customers do not select the products to purchase, but the company de-
cides the assortment of items to be included in the box of each sub- Based on joint work with Michel Verhaegen (Delft Center for Systems
scriber at each period based on the characteristics and preferences of and Control, Delft University of Technology, The Netherlands).
the customer. Thus, the demand is for the subscribed box, and not for
the individual items. Such companies exist in fashion, beauty, and gro-
cery industries to serve customers who are eager to explore new prod-
ucts. We propose a mixed-integer programming model for the optimal
selection of products to subscription boxes while minimizing the to-
tal cost of operations while considering the customer satisfaction level MB-15
above a certain threshold.
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2 - The online vehicle routing problem with occasional 1 - A parallel algorithm using VNS with shared memory and
drivers message passing interface for community detection in
Giusy Macrina, Claudia Archetti, Francesca Guerriero complex networks
We investigate a new variant of the vehicle routing problem with time Gilles Caporossi, Eglantine Camby, Sylvain Perron
windows, in which customers requests can be either known in advance
with respect to the planning of the distribution, or they arrive online
during the distribution process. The company has a given fleet of ve- For the last decades, community detection is a well-studied problem
hicles to serve the customers, and, in addition, occasional drivers are because it has applications in various fields. Variable Neighborhood
available to perform the service. Each occasional driver specifies the Search (VNS) is an efficient metaheuristic for solving combinatorial
time window in which he/she is available to distribute the goods to cus- optimization problems. Naturally, it has been applied to community
tomers. The objective of the company is to determinate the distribution detection in networks. Even if parallel algorithms exist for finding
plan that serves all requests (static and online) and minimizes the dis- communities in networks and parallel implementations of VNS are de-
tribution cost which is given by the sum of the cost of regular vehicles signed for a variety of problems, parallel VNS was not yet used for
and the salary paid to the occasional drivers. We design and implement community detection. For this problem, we present a parallel algo-
a heuristic method for our problem. In a detailed computational study rithm using VNS with shared memory and message passing interface.
we evaluate the behaviour of the proposed procedure. Numerical results are encouraging.
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4 - Exact IP-based approaches for the longest induced path with the expected time-to-build in most cases. Furthermore, the firm’s
problem probability of default prior to the project’s completion increases as the
Dmytro Matsypura, Alexander Veremyev, Oleg Prokopyev, project becomes more profitable. When the firm can choose the ex-
pected time-to-build by adjusting running costs that incur during the
Eduardo Pasiliao project is under progress, an all-equity firm puts more resources to
Graph diameter, which is defined as the longest shortest path in the shorten the expected time-to-build than a levered firm does.
graph, is often used to quantify graph communication properties. In
particular, it provides a very intuitive measure of the worst-case pair- 3 - Performance evaluation of two-stage distress models
wise distance. However, in many practical settings where vertices can Mohammd Mahdi Mousavi
either fail or be overloaded, or destroyed by an adversary and thus, can-
not be used in any communication or transportation path, it is natural On feature selection, in addition to different types of information, i.e.,
to consider a more general measure of worst-case distance. One such accounting, market and macroeconomic variables, two-stage distress
measure is the longest induced path. The longest induced path problem prediction studies used management performance to distinguish dis-
is defined as the problem of finding a subgraph of largest cardinality tress companies from those healthy ones. DEA is the programming
such that this subgraph is a simple path. In contrast to the polyno- algorithm that is used to estimate the cross-sectional and dynamic effi-
mially computable graph diameter, this problem is NP-hard. In this ciency of companies. In addition to the conventional approach of con-
paper, we focus on exact solution approaches for the problem based on sidering management efficiency, this study uses the market efficiency
integer programming (IP) techniques. We first propose three concep- as a measure of company efficiency. Also, it proposes the decompo-
tually different IP models and study their basic properties. To improve sition of Slack-Based Measure (SBM) into Pure Technical Efficiency
the performance of standard IP solvers, we propose an exact iterative (PTE), Scale Efficiency (SE) and Mix Efficiency (ME), and analyses
algorithm, which solves a sequence of smaller IPs in order to obtain how each of these measures contributes individually in developing dis-
an optimal solution for the original problem. In addition, we develop a tress prediction models. Further, this study provides a comprehensive
heuristic capable of finding induced paths in larger networks. Finally, comparison between static and dynamic two-stage distress prediction
we conduct an extensive computational study to evaluate the perfor- models that apply different types of DEA models to compute alterna-
mance of the proposed solution methods. tive DEA scores and two different efficiency measures. The results
indicate that the measure of market efficiency is not superior to the
managerial efficiency of a company, yet, it improves the performance
of distress prediction models on some criteria. Moreover, feeding pre-
diction models by decomposed efficiency measures enhances the per-
MB-17 formance of prediction models.
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4 - Corporate insolvency prediction model in short-term
Accounting, Insolvency and Rating perpective: the case of Lithuania
Kristina Sutiene, Kestutis Luksys, Kristina Kundeliene
Stream: Operational Research in Financial and Manage-
ment Accounting In the field of risk management, the prediction of corporate insolvency
Chair: Sascha H. Moells that often leads to a bankruptcy is an important area of research having
a crucial practical application. Being able to predict corporate failure
is relevant for creditors, investors, owners, tax authorities and other
1 - Determinants of issuer credit ratings and the firm’s de-
stakeholders. To date, most studies have tended to focus on provid-
cision to be rated: an international empirical study ing predictions for one year or more. Nowadays, it becomes vital to
Vladlena Prysyazhna, Sascha H. Moells identify a potential risk of corporate failure for the next few months
in order to diminish destructive social and economic impact caused by
Issuer credit ratings serve as a device to inform actors on capital mar- bankruptcy in advance. Alongside with the requirement to provide pre-
kets about the company’s overall creditworthiness. Although a general cise and expeditious predictions, it is equally important to determine
description of the methodology applied by rating agencies is publicly what features have a discriminatory power to predict a likelihood that a
available, the procedure remains intransparent due to its subjectivity corporate may go bankrupt in the short-term period. Since many mod-
and the qualitative nature of some criteria. From the perspective of els published in the literature were mainly built on yearly observations,
a firm, the decision to be rated reflects the willingness to signal the the principal question dealt with in this research regards the handling of
own creditworthiness to other capital market participants. This paper financial ratios and non-financial indicators that are observed monthly,
aims to investigate how firm-specific characteristics affect the likeli- as well as the reshaping various corporate governance features or any
hood of receiving a (higher) rating incorporating financial, ownership, other external information diagnosing specific trends and patterns in
governance-related and strategic attributes. Our study is based on a the sector. By adopting machine learning technique, the experimental
panel referring to each of the biggest 100 publicly traded corporations study is carried out on a real-world dataset of profit-making corporates
of 15 industrialized countries covering the years 2002-2017. In con- operating in Lithuania and having minimum 3 years monthly historical
trast to much of the prior research, we apply a methodology that allows observations.
for varying effects at different rating levels. Furthermore, we take into
account the non-random nature of the considered sample of rated com-
panies. To capture the behavior on firm-level we develop a model that
describes both the probability of being rated and the probability to be
assigned to a certain rating category resulting. By applying such a pro-
cedure the results are corrected for a possible sample selection bias. In MB-18
addition, the sensitivity of the results concerning a potential endogene-
ity problem is intensively analyzed by simulations.
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1 - A GDSS for evaluating the criteria weights in multi- case, as well as the discovered process, comparing it to the initial pro-
criteria decision analysis with PROMETHEE cess we have modeled. We will also discuss some performance metrics
Pierre Kunsch of the process model, showing process bottlenecks based on the activ-
ities’ waiting and execution times, and finally we will show the social
An essential but difficult issue in group multi-criteria decision making component revealing the collaboration of process resources concern-
with the PROMETHEE methodology is the weight elicitation process ing the handover of work in multiple perspectives. This provided us a
by multiple stakeholder groups (SH). In general groups have different more critical observation of process mining results. In short, we will
decisional powers, own sets of criteria and different priorities evalu- show that low frequency and high variance processes can be converted
ated on various importance scales regarding the criteria. In this pre- to seize process mining techniques that can contribute to its enhance-
sentation, a flexible GDSS procedure not requiring excessive cognitive ment by answering multiple questions and produce suggestions.
effort from the SH is presented. It consists in a two-step approach
defining firstly importance classes on ordinal Likert scales, and sec-
ondly profiles on those scales for the criteria. It appears to be simple
though rigorous; it easily allows fast sensitivity analyses when con-
fronting different opinions. An example illustrates these properties. MB-21
2 - A novel recommendation approach for group items Monday, 10:30-12:00 - SOUTH BUILDING UV S303
Li-Ching Ma
Workforce Scheduling and Line Balancing I
Most recommendation systems suggest a single next-item that a cus-
tomer is most likely to buy. However, a company might get a customer Stream: Project Management and Scheduling
to spend more money to increase sales revenue if a recommendation Chair: Sergey Kovalev
system can suggest group items that customers are likely to buy to-
gether. This study aims to propose a novel next-group recommenda-
tion approach according to items bought in customers’ baskets. Soft 1 - Human resources scheduling problem in a port con-
clustering and bit-string operations are employed to improve computa- tainer terminal: workload balancing and movement min-
tional efficiency in analyzing large amount of sequential market basket imization
data. The concept of the Borda majority count and PrefixSpan algo- Kaoutar Chargui, Abdelghani Bekrar, Abdellah El Fallahi,
rithm are adopted to discover priorities of items for recommendation.
Mohamed Reghioui
3 - Participative design methodology for spatial data ware-
This research addresses a real problem of human resources allocation
house: application to farmland biodiversity data to quay cranes faced by a company managing a port container termi-
Amir Sakka, Guy Camilleri, Lucile Sautot, Pascale Zaraté, nal. It’s considered as a job shop scheduling problem, where resources
Sandro Bimonte are quay cranes operators and jobs are the activities of moving contain-
ers using quay cranes. In this case, operators are not always available
For an accurate assessment of biodiversity trends, the only actual fi- due to the working constraints and the need for quay cranes during the
nancially reasonable possibility to collect the necessary huge amount planning horizon is variable. In this work, a mathematical model is
of standardized as well as opportunistic biodiversity observations data proposed for the problem under original constraints. The objective is
is by the involvement of large number of volunteer observers. The to allocate resources to quay cranes so that the workload of all oper-
use of Spatial On-Line Analytical Processing (SOLAP) platforms al- ators is balanced and the distance covered by them to move between
lows non-experienced IT users to make easily geo-decision analysis quay cranes is minimized; taking into consideration the accumulation
and data exploration, which is not the case with the Volunteered Ge- of working hours from historical schedules and the variation of dis-
ographic Information (VGI) systems. Various overlapping VGI user tance separating quay cranes. To find approximate solutions in reason-
categories are involved in this data collection process, each with its in- able time, a constructive heuristic and an Iterated Local Search algo-
terests in biodiversity data, which makes problematic the design of a rithm are proposed. The algorithms are tested on real datasets and the
spatial data warehouse(SDW) model. Although various systems allow computational results show that they can provide very good solutions.
collaborative conceptual design for generic applications or for collabo- To measure the quality of the iterated local search, we have adapted it
rative Geographical information systems(GIS), none of them supports to solve a similar problem from the literature. The obtained results are
existing DWs design methodologies; they do not consider together all of good quality and very competitive with the published ones. Finally,
decision-makers preferences. We define a new generic and participa- the methods presented in this work are integrated in a decision aid tool
tive SOLAP design methodology, which relies on a Group Decision dedicated to a real port container terminal.
Support System (GDSS) to support the collaboration of users engaged
in the design of the SOLAP model. Intended to provide computa- 2 - Assembly line worker assignment and balancing prob-
tional support to participative decision-making processes. The pro- lem: review, benchmark and pending issues
posed methodology is participative since it allows groups of users to
design their SOLAP models together and it is a generic methodology Cristobal Miralles, Marcus Ritt, Alysson Costa, Mayron César
which is applicable in other contexts, such as environmental or health Oliveira Moreira
issues.
Assembly line balancing has interested researchers since the early days
4 - Enhancing efficiency on productive processes using of Operations Research. The basic problem consists in assigning tasks
to stations while respecting task-ordering constraints and optimizing
process and social collaborations mining some metric as the cycle time or the number of stations. These efforts
Ricardo Ribeiro, Cesar Analide, Orlando Belo gave origin to a rich literature on different variants of the problem in-
cluding the Assembly line Worker Assignment and Balancing Problem
This work presents a process mining study based on real data from a
(ALWABP), which in 2007 opened a wide research avenue by consid-
company in the energy industry, proposing a methodology based on an
ering the diversity of the workforce. This problem, inspired by Spanish
adaptation of the "L * life-cycle model", tackling the particular char-
sheltered work centres for people with disabilities, considers a set of
acteristics of low frequency and high variance processes. We used
heterogeneous workers available and worker-dependent task execution
some traditional process management techniques to understand pro-
times, aiming to find the best double assignment of tasks and workers
cess models and also to map them on process support systems. This
to each station.
mapping on an operational system allows for extracting, transform-
ing and loading data into a data warehouse, and then exploring it for In this review we aim to critically review the literature on ALWABP
processes and social collaboration using specific process mining tech- categorizing: Mathematical formulations; Branch-and-bound methods
niques. The data warehouse was designed for offering essential de- and lower bounding procedures; Heuristic and metaheuristic method-
cision support data for online process mining optimization. Process ologies; Problem variants, also with stochastic or robustness consider-
mining results will be presented and discussed with a real application ations; other inspired manufacturing problems. We also propose a new
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structured set of instances for experiments in order to make compara- work intends to analyze the performance of GPU computing by imple-
ble past and future proposals on ALWABP. Finally, we intend to lower menting an exponential smoothing forecasting method within a supply
the entry barrier into this research area by releasing easy-to-understand chain context. Essentially, many supply chain companies must deal
codes and pointing out the main pending issues regarding the hetero- with millions of forecasts of SKUs with different forecasting horizons
geneity of workforce in the diverse assembly line scenarios. and product aggregations. Exponential smoothing is one of the most
common forecasting methods employed to cope with those forecast
3 - Decomposition methods for cost and tardiness reduc- requirements. In this context, reducing the computational times can
tion in aircraft manufacturing flow lines be a source of a competitive advantage. In the first place, this work
Alexander Biele, Lars Moench provides an implementation of exponential smoothing in a GPU card
within MATLAB. In the second place, an exhaustive experiment will
A manufacturing system consisting of at least two subsystems is con- be carried out to compare the GPU and the traditional CPU results in
sidered in aircraft manufacturing. Parallel mixed-model assembly lines serial and parallel computing. Finally, the main results will be dis-
form the first subsystem while the remaining subsystems consist of par- cussed.
allel stations. The subsystems are decoupled by finite buffers. A com-
bined objective function is used that accounts for total labor and inven- 2 - Prediction of frail state of elderlies in smart homes with
tory costs at the first subsystem and for makespan and total weighted simulation and sensor systems
tardiness (TWT) at the entire manufacturing system. The jobs have Cyriac Azefack, Vincent Augusto, Raksmey Phan
to be assigned to one of the parallel assembly lines. They then have
to be sequenced at each single assembly line. Workers have to be as- The global population of elderly people aged 60 years or more was 600
signed to each job and station. Assignment and sequencing decisions million in 2000; it is expected to rise to around 2 billion by 2050. These
have to be made for the jobs at the remaining subsystems to compute demographic changes are increasing health care cost. Frailty affects
the makespan and the TWT value. A random-key genetic algorithm is many elderly people and requires a unique care approach. The concept
used to assign jobs to the assembly lines and to sequence them. It is of ’frailty’ is used to identify elder adults at risk of death, disability,
hybridized with heuristics to determine start and completion times of and institutionalization so that they can receive proper cares to recover
the jobs at the stations. List scheduling is used for the remaining sub- their general health state and well being. Frailty is a multidimensional
system. Outsourcing is required to take into account the finite buffers concept which includes physic, social, cognitive, sensory, nutritional
between the subsystems. Results of computational experiments based and functional health of elderly people. Significant progress has been
on randomly generated problem instances demonstrate that the pro- made in recent years on smart technologies for home care. Smart sys-
posed decomposition scheme performs well. tems can help health professionals screening and monitoring the frail
state of patients at home. We present a simulation-based prediction
4 - An optimal workforce assignment problem for a paced model built around the resident habits which predict his general health
assembly line at the line design stage decline. We build the simulation model by learning the living habits
Sergey Kovalev, Xavier Delorme, Alexandre Dolgui, Mikhail of the resident and how they evolve through time. The simulation of
Y. Kovalyov the resident habits in a distant future allow us to screen his frail state
at that point. This can be used to prevent degrading cases of cognitive
An assembly line from automotive industry is considered. It is com- impairment or physical health in elderlies living at home before it is
posed of $m$ stations, and $n$ parts of $k$ types are processed. irreversible.
The problem consists in minimizing the maximum required number
of identical workers over all production cycles for this paced assembly 3 - Development of anomaly detection and cause analysis
line. Lower and upper bounds on the workforce requirements (number of unmanned robot line
of workers) and the cycle time constraints are known. It is proved that JaeYeol Hong, Jun-Geol Baek
this problem is equivalent to the same problem without the cycle time
constraints and with fixed workforce requirements. It is proved that The manufacturing process of modern is sensitive to the manufacturing
the problem is NP-hard in the strong sense if $m = 3$ and if $m = process and the size of the data collected from the equipment is also
4$ and the workforce requirements are station independent. An Inte- enormous. Therefore, in order to improve the process efficiency and
ger Linear Programming model is proposed, an enumeration algorithm product yield in such a manufacturing environment, it is necessary to
and a dynamic programming algorithm are developed. Polynomial in analyze large-volume data and to develop not only product quality and
$k$ and polynomial in $n$ algorithms for special cases with two part yield analysis but also process abnormality detection technology and
types or two stations are also suggested. The relations to the Bottleneck cause analysis need. This study is aimed at the injection and discharge
Traveling Salesman Problem and its generalizations are discussed. It unmanned robot lines. There are too many CNCs to manage, and it
is concluded that the development of exact and approximate solution is difficult for a person to manage them individually. In a specific
methods for the general problem and computer experiments with them situation, it is necessary to define a process status and a system that
are both interesting and practically relevant topics for future research. alarms the administrator before an abnormal situation occurs. There-
fore, based on the data showing the state between the robots and the
equipment, we performed real time operation anomaly detection and
cause analysis of the operation degradation of the robot line composed
of robot, equipment and materials. In order to present a logical stan-
MB-22 dard for the current process state, we propose a monitoring statistic for
determining the state of the process and we have judged the process
Monday, 10:30-12:00 - SOUTH BUILDING UV S304 abnormality based on the proposed monitoring statistic. In addition, it
shows that it is possible to trace and analyze the cause of the process
Big Data Analytics and Smart Systems abnormality through the proposed method when an abnormal situation
occurs.
Stream: Analytics, Data Science and Data Mining
Chair: John Wilson 4 - Dynamic modelling of software errors
John Wilson, Dov Teeni
1 - Implementation of exponential smoothing forecasting Traditional models for software errors have generally assumed a finite
method in a GPU for big data problems number of errors. In a modern software setting, however, new errors
Juan Ramon Trapero Arenas, Marco Antonio Villegas García, can be dynamically introduced as new devices are produced and are
Diego José Pedregal Tercero found to be incompatible with software that is perfectly good for other
devices. In addition, the number of users who can detect various errors
Recently, GPU High Performance Computing is a potential instrument changes dynamically. For instance, there may be new adopters of the
to speed up computational times. In a world where big data is be- software over time. It may also happen that an old user might upgrade
coming a revolution, such a GPU could play an important role. This and thus run into new incompatibility errors. Allowing new users and
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errors to enter dynamically poses considerable modeling and estima- challenging task to provide a general formulation and solution methods
tion difficulties. In a big data context it is important to have algorithms that can solve large integrated problems, as even several sub-problems
that scale up and take into account the arrival of new data. We provide on their own are known to be NP-hard. This work presents the devel-
a procedure for finding maximum likelihood estimators of key param- opment of a new framework for the general employee scheduling prob-
eters where the number of errors and the number of users can change. lem that allows the implementation of various heuristic algorithms and
The procedure, while iterative, is easy to implement for a given data set their application to a wide range of problems specified by a general for-
even in a big data context and provides the exact maximum likelihood mat. This is realized by proposing a unified handling of constraints and
estimators needed to evaluate the probability of errors in software. the possibility to implement various moves that can be reused across
different algorithms. The evaluation shows that several problems from
literature in different areas of employee scheduling can be modelled
in our formulation and the framework can successfully be applied to
all of them. The comparison shows that the implemented general pur-
MB-23 pose algorithm provides good results building a solid foundation for
the development of more specialized algorithms in the framework.
Monday, 10:30-12:00 - SOUTH BUILDING UV S305
4 - Hospital-wide staff rostering: from academia to imple-
Employee Timetabling mentation
Troels Martin Range
Stream: Timetabling
Staff scheduling or staff rostering is the task of assigning individual
Chair: Troels Martin Range employees to shifts throughout a planning horizon. It is a well-known
combinatorial optimization problem and many solution approaches for
1 - A behavioural operational research approach to work- the problem have been proposed. In this presentation, we describe and
force scheduling problem for integrated healthcare in discuss a real-world implementation of staff rostering at the Hospital
of South West Jutland in Denmark. The underlying model is a mixed
UK: a case study on chronic kidney disease integer linear program implemented in GAMS and solved by CPLEX.
Fang He It encompasses constraints such as continual workload balancing, soft
and hard cover constraints, and constraints satisfying collective agree-
In this work, we apply Behavioural Operational Research (BOR) ap- ments. The model is used to solve the staff rostering problem on a
proach to the workforce scheduling problem in the integrated health- continual basis for a diverse set of hospital wards, each with a different
care for patients with Chronic Kidney Disease (CKD), in conjunction number as well as types of employees. While we discuss the underly-
with patients’ perspective. We anticipate developing a better under- ing model, the focus in this presentation is on aspects of transferring
standing of how patient perspective and behaviour influences work- the academic rostering problem to the real-life situation. Especially
force management, and then design and deliver optimised workforce we focus on which parts of the model can be reused among functions,
scheduling and management in integrated healthcare for CKD patients. wards, and planning periods, as well as which parts of the model that
The results will generate solutions to multi-disciplinary workforce cannot. Furthermore, we discuss the temporal aspect when having to
scheduling and coordination to minimise workforce management costs solve the rostering problem for sequential planning periods.
while delivery a satisfactory care to CKD patients as much as possible.
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EURO 2018 - Valencia MB-25
2 - Equilibrium execution strategies in generalized price The first model outlines a more rigorous framework for cybersecurity
impact models risk analysis. It helps IT owners to decide the best resource allocation
Makoto Simoshimizu, Masamitsu Ohnishi strategy in terms of cybersecurity controls and cyber insurance. It also
helps an insurance company to design their cyber products based on
In this talk, we examine a game problem played by two large traders, parametric variations. The other two models are designed to support
both of whom should execute respective predetermined volumes of a insurance companies. Specifically, the second model addresses the op-
same financial asset in a finite horizon. It is assumed that both large timisation of the reinsurance portfolio and the third one the decision on
traders try to maximize the expected CARA utility of their final wealth. whether to grant a given insurance product to a company. We describe
Constructing a generalized price impact model in a discrete time set- these models in terms of influence diagrams and bi-agent influence dia-
ting, we formulate the problem as a stochastic game (or Markov game) grams, sketching the corresponding economical problem and outlining
and show that there exists a distinguished Markov perfect equilibrium its general solution.
composed of strategies with affine forms of state variables by using
a backward induction procedure of dynamic programming. We also 2 - Bitcoin rise and fall and market exuberance
present some numerical examples which show interactions between Alessandra Cretarola, Gianna Figà-Talamanca
their execution strategies and comparative statics results with respect
to problem parameters. Motivated by the new interest in Bitcoin derivatives, in this paper we
develop a bivariate model in continuous time to describe the price dy-
3 - Financing and investment strategies under information namics of one Bitcoin as well as the behavior of a second factor affect-
asymmetry ing the price itself, which represents market attention in the Bitcoin
Takashi Shibata, Michi Nishihara system. It is widely accepted in the current literature that Bitcoin price
is affected by market sentiment and that over-confidence about the un-
We examine the interaction between the financing and investment de- derlying technology might boost in a pricing bubble. Here, the atten-
cisions of a firm under information asymmetry between well-informed tion factor affects Bitcoin price both directly and indirectly: through
managers and less-informed investors. We show that information a suitable dependence of the drift and diffusion functions in Bitcoin
asymmetry delays corporate investment and decreases the amount of price and possible correlation between the two sourced of randomness
debt issuance to finance the cost of investment. When the level of in- represented by a bivariate Brownian motion. The model is proven to
formation asymmetry is sufficient high, the firm prefers the all-equity boost in bubble if and only the correlation between the risk sources is
financing to the debt-equity financing. This result contrast with that above a certain threshold depending on model parameters. Then, the
under information symmetry where the firm always prefers the debt- model is fitted to historical data of Bitcoin prices considering Google
equity financing to the all-equity financing. SVI index and trading volume as potential attention measures; to this
aim we use the conditional likelihood method. Performing the estima-
4 - Bankruptcy, liquidation, and fire sales under asymmet- tion on moving windows make it possible to detect past bubble periods
ric information in historical data.
Michi Nishihara, Takashi Shibata
3 - Adequate modeling for the dynamics of cryptocurren-
This paper develops a dynamic model in which a distressed firm op- cies
timizes an exit choice and its timing. We reveal the following effects Oleg Kudryavtsev, Alexander Grechko, Vasily Rodochenko
of asymmetric information where the distressed firm is not informed
about an acquirer’s valuation when selling assets. With asymmetric At present, more and more attention is attracted to cryptocurrencies,
information, a high-value acquirer may have an incentive to imitate a which total market capitalization reached $470 billion. In contrast to
low-value firm and purchase assets at a low price. To avoid this imi- the fiat currencies or stock prices, cryptocurrencies demonstrate a very
tation, the distressed firm can discount the sales price to a high-value high volatility and thus arouse the great interest among traders. It fol-
firm and delay the sales timing to a low-value firm. Due to the screen- lows that traditional diffusion models are not applicable for such type
ing costs under asymmetric information, the distressed firm is more of currencies. We consider the problem of modeling for the dynamics
likely to default rather than selling out. In the default case, assets can of leading cryptocurrencies such as bitcoin and ethereum. We com-
be liquidated at a low price, and debt holders suffer greater losses than pute log returns from time series of cryptocurrency rates with different
shareholders. These results can account for several empirical findings time frames and analyze realized power variation to estimate the cor-
about fire sales and acquisitions. respondent generalized Blumenthal-Getoor index. The analysis shows
that CGMY (KoBoL) is more adequate for modeling cryptocurrencies
and it gives an estimate for the parameter that describes the activity of
jumps in the log returns. We fit the other parameters to the CGMY
model from the observed barriers crossing frequencies for the given
MB-25 cryptocurrency’s price. Theoretical values of the first passage probabil-
Monday, 10:30-12:00 - SOUTH BUILDING UV S307 ities under the model are calculated using numerical Wiener-Hopf fac-
torization method. We accelerate the speed of computation by means
of Fast Fourier Transform and efficient numerical Laplace transform
Economic and Financial Challenges in inversion. The reported study was funded by RFBR according to the
Cryptocurrencies research project No.18-01-00910.
Stream: Fintech: Economic and Financial Challenges in 4 - Does market attention affect Bitcoin returns and volatil-
Cryptocurrencies ity?
Chair: Marco Patacca Marco Patacca, Gianna Figà-Talamanca
In this paper we measure market attention by applying several filters on
1 - Risk analysis models for cyber insurance time series for the trading volume or the SVI Google searches index.
Aitor Couce Vieira, David Rios We analyze relative impact of these measures either on the mean or on
the variance of Bitcoin returns by fitting non linear econometric mod-
Cyber insurance has recently emerged as a complimentary measure
els to historical data from January 1, 2012 to October 31, 2017; two
against cybersecurity risks. As a consequence, several decision prob-
non-overlapping subsamples are also considered. Outcomes confirm
lems have become relevant around the role of cyber insurance in cy-
our conjecture that market attention has an impact on Bitcoin returns.
bersecurity risk management. In this paper, we present risk analysis
Specifically, trading volume related measures affect both the mean and
models for three of these decision problems. The purpose is to provide
the conditional variance of Bitcoin returns while internet searches vol-
a framework for estimating the economic impact of cybersecurity risks
ume mainly affects the conditional variance of returns.
that may face insurers and insured IT owners as well as calculating
their optimal risk management strategies.
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MB-26 EURO 2018 - Valencia
MB-26 We focus on the case when API are only able to answer to single-
origin single-destination requests. In this talk, we present a simplified
Monday, 10:30-12:00 - SOUTH BUILDING UV S308 case where a single public transportation API is combined with one
API for walk both at the starting point and at the ending point. Our
Innovative Urban Mobility Concepts goal is to reduce the number of calls to the public transportation API.
Our approach consists in finding important stations in the network to
Stream: Public Transportation I compute a partial distance matrix. This matrix is then used to deter-
Chair: Konrad Steiner mine a priority order for the calls to the API. Experiments conducted
with real API will be presented at the conference.
1 - The on-demand bus routing problem: towards a more 4 - Integrating mobility-on-demand and urban public bus
performant public transport system networks
Lissa Melis, Kenneth Sörensen Konrad Steiner, Stefan Irnich
New mobility on demand (MoD) services like Uber are currently es-
In the last decades, the popularity of flexible transport services (FTS)
tablishing a mode of transport between the classical categories public
has increased considerably, as witnessed in applications such as shared
transport and individual mobility. Its long-term role in the urban mo-
taxis and on-demand carpooling. Even though public bus transport is
bility landscape and within public transport systems is not fully under-
still largely bound to fixed routes and fixed timetables, the ubiquity of
stood as of today. If the public transport industry wants to capture the
mobile devices and the improved technology of automated vehicle lo-
opportunities these new services offer and mitigate the risks that come
cation (AVL) systems would allow for a large-scale shift to on-demand
with them, planning tools for integrated intermodal networks are in-
public transport in the near future. In such an on-demand system, buses
dispensable. In this talk, we present a strategic network planning opti-
would drive along routes completely determined by the demand of pas-
mization model for bus lines that allows for intermodal trips with MoD
sengers. To support the routing of on-demand buses we define a new
as a first or last leg. For an existing public transport network, the model
optimization problem: the on-demand bus routing problem (ODBRP),
decides simultaneously on the structure of the fixed-route network, on
which combines the dial-a-ride problem (DARP) with bus stop selec-
the footprint of the MoD service and on the interaction between the
tion, introduced in the school bus routing problem. Given a set of re-
two. We also present a path-based formulation of the problem and a
quests for transportation, indicating a passenger’s departure and arrival
branch-and-price algorithm as well as an enhanced enumeration ap-
location, as well as his/her preferred arrival time, the aim of the prob-
proach to solve real-world instances to proven optimality.
lem is to (1) assign each passenger to a departure and arrival bus stop
within walking distance, and (2) develop a set of bus routes, picking up
passengers at their departure stop and delivering them to their depar-
ture stop before their preferred arrival time. In this talk, we present (a
mathematical formulation of) the ODBRB, as well as a straightforward
heuristic to solve it.
MB-27
Monday, 10:30-12:00 - SOUTH BUILDING UV S309
2 - Smart public transportation services - Morocco case
Kenza Oufaska, Khalid El Yassini, Tarik Zouadi, Mustapha Supplier Relationships
Oudani
Stream: Production, Service and Supply Chain Manage-
Public transport is a privileged opportunity for organizations work- ment
ing in the logistics sector or in the field of new information Chair: Nader Azad
and communication technologies. These organizations must re-
spond to a dual need for organization/rationalization and manage- 1 - After-sales emergency supply contracts with asymmet-
ment/communication. This need has strongly collaborated to the ex-
ric information
ponential propagation of systems integrating techniques and technolo-
gies related to the exploitation, the geolocation and the fleet’s piloting. Sajjad Rahimi Ghahroodi
In the occurrence, we can mention operating assistance systems con- We present an original model to study the interaction of a service
sisting of embedded units mounted on vehicles and supervised from a provider and his emergency supplier. The service provider is respon-
control center whose role is to visualize, in real time, the any vehicle’s sible to repair a group of assets which subject to random failures. He
position. This control cannot be fruitful without circumventing cer- needs spare parts and service engineers available to repair the failures.
tain malfunctions such as vehicle failures on the corresponding transit He can fully rely on himself in providing the resources and follow a
lines while taking into account all the constraints to be met such as full backlogging policy, or in case of stock-out, revert to an emergency
time, the passenger’s destination to edge and as well as social and en- supplier. We study price-only and revenue-sharing contracts which the
vironmental restrictions. The project idea is to design and develop an emergency supplier can offer to the service provider in a Stackelberg
intelligent system, which can be accessed in real time via various ter- game setting. We show that there is a set of optimal revenue-sharing
minals, whose purposes include, among other things, helping for mak- contracts which always coordinate the system and give the highest sup-
ing appropriate decisions in adequate time by the decision-makers re- plier profit. In the presence of asymmetric information in which the
sponsible for steering the control center and analyzing the information supplier does not have full information on the failure rate of the as-
collected by the system. This massive amount of information consti- sets, we investigate the optimal strategy the supplier needs to follow
tutes a fertile field for various possible exploitations such as means of using single and a menu of revenue-sharing contracts. We show that
transport, economic decision-makers or urban planners. finding a menu of revenue-sharing contracts is not always possible and
gives not necessarily a higher profit to the supplier than using a sin-
3 - Shortest paths in public transportation networks with gle revenue-sharing contract. Furthermore, it is shown that under what
multiple APIs circumstances the information asymmetry can be beneficial for the ser-
vice provider and when it makes the system coordination impossible.
Sean Shorten, Dominique Feillet, Alexandre Iglesias
2 - Supplier audit information sharing and responsible
Very efficient API have been developed to compute the best itinerary in
a public transportation network. However, in many geographical areas, sourcing
like big cities, several operators are available and have defined their Albert Ha
own API, which is not combined with that of other operators. Find- We study the incentive for competing manufacturers to share supplier
ing the shortest path considering all possible operators then becomes audit information in a market with consumers who may boycott a man-
hardly tractable. Developing a centralized algorithm would theoret- ufacturer if supplier responsibility violations occur. The manufacturers
ically be possible but would require having access to all timetables, need to make a sourcing decision of either continues to procure from
which is generally not possible with API. In this research, we are inter- an existing non-responsible common supplier with uncertain responsi-
ested in the way to combine existing API to compute best itineraries. bility risk, or switches to a new responsible supplier who charges a cost
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EURO 2018 - Valencia MB-28
premium. Supplier audit information allows a manufacturer to have an Nikolaos Matsatsinis, Theodore Flokos, Alkaios Sakellaris,
updated assessment of the responsibility risk of the common supplier. Konstantina Miteloudi
We fully characterize the manufacturers’ equilibrium audit sharing de-
cisions and the subsequent sourcing strategies, and show how they de- In this paper we present a Multi-Criteria framework for Ensemble
pend on parameters such as the relative cost premium of the respon- Learning. The main idea of the proposed method is that every individ-
sible supplier, the expected demand loss of sourcing from a high-risk ual trained model has a utility for the ensemble model. By assessing
non-responsible supplier, the probability of the non-responsible sup- this utility we can derive the degree of participation in the final ensem-
plier to be high-risk, and the audit information accuracy. We show ble. The algorithm has been implemented with Python programming
that the existence of an audit-sharing platform does not always lead to language. Many different datasets from UCI machine learning reposi-
more responsible sourcing, even though this is a common motivation tory have been used for evaluation of the method. Preliminary results
for establishing these platforms. A manufacturer who sources from the show that the proposed framework always produces better ensemble
responsible supplier may benefit from a higher relative cost premium model than individual classifiers. Also, the method can be extended to
when it induces the manufacturers to cease sharing audit information. regression problems with appropriate selection of algorithms and eval-
A manufacturer whose sourcing decision depends on the audit infor- uation metrics. Some advantages from using this multicriteria analy-
mation may be hurt when the information becomes more accurate. sis for ensemble learning are: (1) Comprehensibility, the knowledge
learned by ensembles to be understandable to the user. (2) Adapt-
3 - Optimal investment decisions for recovery from disrup- ability, different classification problems lead to different combination
tions in the decentralized supply chains of classifier and evaluation metrics, specific domain knowledge of the
Nader Azad, Elkafi Hassini, Manish Verma user can be incorporated easily to the method.
In this paper, we investigate the optimal supplier’s and buyer’s reac- 2 - Building profit-sensitive classifiers for maximum profit
tions to supply disruption. Upon disruption, the supplier loses the Eugen Stripling, Bart Baesens, Seppe vanden Broucke
supply during the recovery period. Given a delivery time contract be-
tween the supplier and buyer, the supplier can make an investment to In a challenging market environment, value-centric decision making
decrease the recovery time to benefit both parties. Because the sup- is crucial for a corporate organization in order to remain competi-
plier can decrease the recovery completion time, the buyer may offer tive. Usually, this important business requirement is expressed as profit
a financial subsidy incentive to the supplier (sole sourcing with a fi- maximization. Profit-driven business analytics acknowledges the need
nancial subsidy incentive strategy) or source from two suppliers (dual for the value-centric approach and aims to integrate the profit aspects
sourcing strategy). In this study, we present two Stackelberg game into the data science application. In previous works, the Expected
models to highlight optimal buyer’s and supplier’s decisions under the Maximum Profit (EMP) measure for profit-based model selection as
mentioned strategies We also find the financial incentives levels that well as a few profit-driven classification methods that directly maxi-
would coordinate the two-party supply chain. Finally, we compare the mize the EMP during model construction were proposed in the liter-
two strategies and characterize the buyer’s preference as a function of ature. However, as for the latter, the respective works lack a general
the model parameters. Our work complements literature papers where description of the essential components needed for successful building
they analyzed similar problems in the context of improving the sup- a profit-driven prediction model.
pliers’ reliability so as to reduce their chances of being disrupted. In
contrast, we focus on the analysis of disruption recovery strategies. In Hence, we develop a general framework for profit-driven model build-
particular, we investigate the role of building long term supplier rela- ing that concentrates on the EMP measure. The framework formally
tionships, through joint investment programs, in mitigating the impact describes the building blocks required for constructing a profit-driven
of supply disruptions. prediction model, and it can be viewed as a generalization of the pre-
viously established profit-sensitive classification methods. We illus-
4 - Collaboration and coordination mechanism design and trate the applicability of the general framework for customer churn
practice in sustainable supply chains prediction. Furthermore, we benchmark a selection of derivative-free
optimization (DFO) methods, one of the essential components of the
Amy Zeng proposed framework, and determine the best-performing DFO solver
through a series of state-of-the-art classifier comparison tests based on
The success of any supply chain depends on the collaboration of the
Bayesian statistics.
chain partners through some form of coordination mechanism, which
can range from information sharing to sophisticated contractual terms;
and sustainable supply chains are of no exception. This study provides 3 - Analysis of healthcare service utilization by mixture of
an in-depth review of the status quo of research efforts pertinent to col- hidden Markov model
laboration and coordination in three types of sustainable supply chains, Nazanin Esmaili, Massimo Piccardi, Federico Girosi
namely socially responsible supply chains, green supply chains, and
closed-loop supply chains. In the last type, two detailed examples of Transport injuries commonly result in significant disease burden, lead-
reverse supply chains of electronics are provided to demonstrate how ing to physical disability, mental health deterioration and reduced qual-
the coordination mechanism is designed and determined. For future ity of life. Classifying healthcare service utilization temporal patterns
research efforts, several common threads implied by this study, as well following transport injury may provide more detailed knowledge of
as some broad areas considering country-specific situations, are sum- the patient health trajectory, allow improved health system resource
marized and presented. planning, and provide a starting point against which any future system
level interventions can be evaluated. The purpose of this research is
to identify groups of patients with similar patterns of service utiliza-
tion, describe the characteristic of those groups and identify, in each
group, the "typical" behavior of individual patients with respect to ser-
MB-28 vice utilization. To do so, we have proposed an analytical framework
that utilizes latent variables to describe the utilization patterns over
Monday, 10:30-12:00 - SOUTH BUILDING UV S310 time and group time series into clusters. In order to group the patients’
behaviors in terms of service utilization over time, we have used a well-
Multiple Classifier Systems and established statistical approach known as Mixture of Hidden Markov
Applications I Models (MHMM). We tested our model with data from one of the main
insurer of third-party personal liability for road accidents in Australia
Stream: Multiple Classifier Systems and Applications and found that three clear clusters of service utilization patterns are
present in the data. We use multinomial logistic regression to provide a
Chair: Pinar Karadayi Atas description and understanding of the clusters in terms of demographic,
injury and accident covariates.
1 - A multi-criteria framework for ensemble learning
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4 - A novel ensemble pruning approach for ANN-based 3 - Power and bloc formation in a consociational democ-
churn prediction ensemble models racy: lessons from the Lebanese republic
Sureyya Ozogur-Akyuz, Koen W. De Bock, Pinar Karadayi Frank Steffen, Mostapha Diss
Atas
Multiple Classifier Systems (MCS), or ensembles, have been shown The governance structure of the Lebanese Republic is characterized
to increase the performance of algorithms in many applications of by its consociational nature. This finds its expression in a pre-defined
the machine learning field. In the well-documented field of customer representation of Christians and Muslims and its sectarian subgroups
churn prediction, ample research empirically demonstrate that aggre- in the Lebanese Parliament, i.e., by a confessional two-layer structure.
gated classifiers often achieve superior performance if their constituent We study the effects on power and bloc formation of this particular
member model set achieves both reasonable levels of predictive accu- structure and relate our results to the political debates in the Lebanon
racy, as well as diversity. Moreover, in search for further enhancement, and to the general discussion on consociationalism. The ratio being
ensemble pruning, or the practice of a selection of the best candidates used to assign seats to these sectarian subgroups has been an inten-
in a generated ensemble has recently received attention as a method for sively debated issue over decades. Recently, a new electoral law has
further enhancing prediction results. This research builds upon earlier been introduced. Applying the Penrose-Banzhaf measure we investi-
work on MCS of artificial neural networks for customer scoring, and gate the confessional power distributions in the Lebanese parliament
introduces a novel method for ensemble pruning to these ensembles under the future, current, and prior seat distribution. This allows us to
based upon a simultaneous optimization of both accuracy and diversity relate our findings to the general motivations for the electoral reforms
of the ensemble members. The method is based upon solving a non- underlying all studied seat distributions. Additionally, we address the
convex optimization problem by transforming it into convex- concave implications of the existing Lebanese party blocs in the current par-
programming and finding a solution with Majorization Minimization liament from a party and confessional perspective. Currently, their
approach. To accommodate the specific field, domain-specific mea- existence is put into question in the public and political discussion.
sures are adopted for measuring and optimizing accuracy and diversity. We contribute to the theoretical foundation of this debate and demon-
Experimental benchmarking results on multiple datasets show that the strate that in terms of parliamentary power the current bloc formation
proposed ensemble pruning algorithm is successful in enhancing the is a priori disadvantageous. Furthermore, relating our results to more
predictive accuracy of ANN-based ensemble classifiers for customer general debate on consociationalism, we reveal some properties of a
churn prediction. consociational two-layer structure.
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The location of facilities is a strategic decision for firms that compete 4 - A memetic algorithm based matheuristic for satellite
with other firms to provide goods or services to customers in a given broadcast scheduling problem
geographical area. There are many facility location models proposed Omer Ozkan, Sezgin Kilic
in the literature, which describe various properties of the model such as
customers behavior, facility attraction, location space, utility function, Low Earth Orbit (LEO) is the orbit between 99 and 1,200 miles above
decision variables, etc. Our research is focused on the discrete facility the Earth’s surface and LEO is the cheapest, safest and simplest orbit
location problem for an entering firm planning to enter the market thus for placing a satellite. LEO satellites have high bandwidth and reso-
giving rise for competition with other firms already in the market. The lution images with low communication time lag and power require-
goal is to select a given number of new facilities from a given finite set ment advantages. However, a plenty number of LEO satellites are
of potential locations, assuming that customers are spatially separated needed to cover up the whole Earth surface and to maintain connectiv-
into demand points. Despite the well-known binary customers behav- ity. Therefore, the LEO satellites need to broadcast the received data
ior rule in which all customers of a single demand point are served to the ground terminals while passing over the terminals. The Satellite
by the most attractive facility, we consider the partially binary rule in Broadcast’s Scheduling (SBS) problem aims to find a valid broadcast-
which buying power of a single demand point is proportionally divided ing schedule between satellites and ground stations for time slots while
among all firms choosing the most attractive facility per chain. We pro- satisfying the demand constraints. The problem can be represented as a
pose a new heuristic algorithm, which is based on ranking of potential Binary Integer Programming (BIP) model and has NP-complete com-
locations for the new facilities and is specially adopted to solve dis- plexity. There are neural network and metaheuristic based approaches
crete facility location problems. The algorithm was applied to solve for the SBS problem in the literature. In this paper, a Memetic Al-
various instances of the above facility location problem using real ge- gorithm Based Matheuristic (MABM) is proposed. A simple BIP as-
ographical data, and performance of the algorithm was compared with signment model is used for each time slot seperately to generate initial
the performance of other state-of-the-art algorithms. population of MABM. The model and the MABM are coded in MAT-
LAB and the BIP model is solved by CPLEX. Problem based operators
2 - Dynamic stochastic tourist trip design problem with and a Local Search (LS) procedure are added to the MABM. The pro-
clustered POI posed algorithm is compared with the approaches in the literature via
Airam Expósito Márquez, Simona Mancini, Julio Brito, José benchmark sets. The MABM is able to find good solutions in reason-
Andrés Moreno-Pérez able CPU times.
Tourists visiting a touristic area, for several days, face the problem
to select which points of interest (POIs) would be visited and to de-
termine a route for each trip day. Information about POIs could be
sparse, and not accessible by foreign tourists. In the literature this
problem is known as the Tourist Trip Design Problem (TTDP). Each
MB-31
POI is characterized by several attributes as: score, minimum visit time Monday, 10:30-12:00 - SOUTH BUILDING UV S313
and opening time windows. The goal of the problem is to define a set
of feasible tours, that maximize the total collected score of the visited Behavioural Impacts in OR-Supported
POIs. With the aim to provide a more realistic representation of the re-
ality, we present the Dynamic Stochastic Tourist Trip Design Problem
Processes I
with Clustered POI, (DSTTDP-Clu), in which we consider that POIs
are clustered by categories representing different types of visiting sites
Stream: Behavioural OR
(museum, restaurant, etc.). A set of scenarios in which POIs fail (for Chair: Gilberto Montibeller
different reasons such as: a restaurant is fully booked, a beach can-
not be visited, etc.) is analyzed. Information about POIs failure is not 1 - Online weight elicitation: is there really an issue?
known in advance but it is dynamically revealed. In order to return Alice H. Aubert, Judit Lienert
high quality solutions a Fuzzy Greedy Randomized Adaptive Search
Procedure has been proposed. A repair heuristic has been designed to In environmental management, participatory Multi-Criteria Decision
recover feasibility and to limit score loss after a POI failure. Compu- Analysis (MCDA) is desired, particularly when it relies on public in-
tational experiments were carried out to assess the performance of the vestments and possibly impacts citizens’ daily life. Decisions con-
Fuzzy GRASP, the ability of the repair heuristic to recover feasibility cerning future urban wastewater management (UWM) are such a topic.
and to limit score loss. Some alternatives might cause changes for end-users, e.g. concerning
the use of toilets in their bathrooms. Decisions on future UWM also
3 - A computational study on the maximum dispersion require transparency. The big issue decision analysts are then facing is
problem the following: how to elicit reliable preferences from the stakeholders,
including the end-users. An additional challenge is that the end-users
Mahdi Moeini are most likely not experts in UWM. A few attempts for online sur-
In this study, we are interested in the Maximum Dispersion Problem veys have been proposed to collect preferences from a large number
(MaxDP). In the MaxDP, we have a given set of objects such that each of citizens. Building on this research, we carried out an experiment in
object has its own non-negative weight. The objective consists in par- a real case study in the city of Paris. We proposed two treatments for
titioning this set of objects into a given number of classes. The parti- online weight elicitation: direct rating and swing. We also collected
tioning must meet some conditions. In particular, the objects of each information with pre- and post-questionnaires about learning, prefer-
class must have highest mutual distance. Furthermore, each class has ence construction, and the perceived experience. In the talk, we will
its predefined target and the total weight of each class must belong to report on the preliminary results of the experiments: have participants
an interval defined by the target weight of the class and a given param- learnt during the online survey? How was the weight elicitation per-
eter. The MaxDP can be formulated as a 0-1 fractional programming ceived? Do the outcomes (weights) differ between direct rating and
problem and might be linearized in different ways. Since MaxDP is swing? We will conclude on recommendations on how to follow-up,
NP-hard, it is difficult to solve large-scale MaxDP instances by clas- both in practice and research.
sical exact methods. In order to overcome this issue, we introduce an
efficient Variable Neighborhood Search (VNS) algorithm. Through ex- 2 - Individual differences in model comprehension and
tensive computational experiments on randomly generated instances, use: a study of cognitive styles and cognitive mapping
we evaluate the performance of the proposed VNS algorithm versus
the standard solver Gurobi. More precisely, we compare the compu-
Ilkka Leppanen, L. Alberto Franco
tation time as well as the quality of the solutions provided by both Do cognitive styles, value orientations, and conflict in values determine
approaches in solving each of the instances. According to the numer- how decision makers comprehend and use cognitive maps? We set out
ical results of our computational experiments, we observe that the in- to study this question with an experiment where subjects were tested
troduced VNS algorithm outperforms the solver Gurobi and provides on cognitive map comprehension and asked to make linking choices
high-quality solutions. between different statements. A total of 185 subjects participated in an
online experiment that consisted of two parts. In Part 1 the task was
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to recognise linking errors in a cognitive map that was constructed at a Automated guided vehicles started to be replaced by autonomous
pre-study workshop. In Part 2 the task was to make linking choices in a transfer robot systems in the fourth industrial revolution. This transfor-
map that was similar to the map in Part 1. We correlated the behaviour mation increases the flexibility in manufacturing but requires solving
in Part 1 to scores in Need for Cognition (NFCog) and Faith in Intu- scheduling problem for autonomous robots in internal transport envi-
ition (FI) trait scales, and the behaviour in Part 2 additionally to scores ronments. The study deals with scheduling of autonomous robots in
in the Allport values scale and self-reported conflictedness statements. internal transport environments. Scheduling of pick-up and delivery
We found that NFCog correlated positively with linking accuracy in tasks is essential to the efficiency of the overall manufacturing sys-
Part 1, i.e. high NFCog subjects made less linking errors than low tems. Dispatching rules are used to generate schedule over a certain
NFCog subjects, whereas FI did not correlate with linking behaviour. horizon period from an hour to a day. Dispatching rules are widely
We also found that NFCog, FI and conflict were able to predict choices used in warehouses and shop floors to control vehicles’ movements.
in some value domains and that FI had an inverse relationship to self- First Come First Served, Earliest Due Date, Shortest Processing Time
reported conflictedness. Our study draws a picture of how individual and combined rules are used in the scheduling of pick-up and delivery
traits and capabilities affect cognitive map comprehension and use, and tasks of autonomous robots. The performances of proposed dispatch-
demonstrates the importance of accounting for individual differences ing algorithms are evaluated in Gazebo Simulation Environment for a
in model-supported managerial decision making. small factory model. The performance criteria are the minimizing the
tardy jobs, total tardiness and flow time. The results show that the com-
3 - Attractiveness bias: how the decision situation influ- bined rules can be used when considering multiple objective functions
ences the willingness-to-pay for information such as minimizing tardy job and minimizing flow times.
Jan Lenard Rother, Christian Koester, Maximilian Vincent Acknowledgement: This work is supported by the Scientific and Tech-
Reimer nical Research Council of Turkey (TUBITAK), Contract No 116E731
, project title: "Development of Autonomous Transport Vehicles and
Most decisions in business and life involve risk. Frequently, additional Human-Machine / Machine-Machine Interfaces for Smart Factories"
information from experts can be taken into account to sharpen the un-
derstanding of the decision task. An example may be a set of alter- 2 - Coverage planning to account for acoustical properties
native strategies of a company to enter a foreign market and gathering associated with emergency warning sirens
information about potential demand for each strategy from a market Hiroyuki Goto, Alan Murray
research company. Thus, the integration of additional information into
the decision process is essential for decision making. We present an ex- An important class of facility location problems deals with service cov-
perimental study on the willingness-to-pay (WTP) for perfect informa- erage. While there are many type of coverage models, among the most
tion under risk. We observe that the WTP for information is not solely widely applied is the location set covering problem. It has been used
based on the value of the information (VOI) but depends also on the at- to address a broad range of planning and analysis contexts, including
tractiveness of the choice set. Subjects overbid moderately when faced emergency services. In this talk we consider a system consisting of
with attractive lotteries and strongly when losses can be avoided, even omnidirectional warning sirens. Given a region, we seek the mini-
when final wealth positions remain constant. Due to the experimen- mum number of sirens needed to alert everyone across the region of
tal design this effect cannot be explained by neither risk preferences, an emergency situation. In contrast to previous work, proposed is an
loss aversion, prospect theory, nor disappointment theory. Instead, we approach to take into acoustic properties. This requires formulation of
find regret theory to be the only tested model that can explain the ob- superposition associated with multiple sounds as this impacts audible
served behavior. Hence, on the one hand, it may be adventurous for distance. The developed approach can be considered a generalization
information brokers, such as market research companies or business of the originally defined location set covering problem. To obtain an
consultancies, to frame decision situations for buyers of information to optimal solution, a bounding-based method is adopted. Empirical re-
increase profits. On the other hand, buyers of information should be sults are presented for the emergency warning siren system in Hunt-
aware of this attractiveness bias and focus solely on the value of the ington Beach, California, USA. The findings highlight the significance
information. of acoustic properties, and the need to explicitly account for siren in-
teraction in the evaluation of service coverage.
4 - Behavioral challenges in policy analysis with conflict-
3 - The impact of sustainable packaging used in land trans-
ing objectives
fer operations
Gilberto Montibeller
Cristian Camilo Aparicio Peralta, Ana Halabi Echeverry,
Public policy problems are rife with conflicting objectives: efficiency Cesar Augusto Bernal-Torres
versus fairness, technical criteria versus political goals, costs versus This research identifies the impact of sustainable packaging used in
multiple benefits. Multi-Criteria Decision Analysis provides robust land transfer operations focused on new conditions given by the cur-
methodologies to support policy makers in making tough choices and rent land transport environments. At present, logistics operations fo-
in designing better policy alternatives when considering these conflict- cused on food transport, faces several difficulties at transfer times in
ing objectives. However, there are important behavioural challenges the distribution center or in the final customer point, for instance, each
in developing these models, which I will cover in this talk: individual product has qualities that must be preserved by the supply chain (taste,
and group behavioural biases and cognitive limitations in providing smell, presentation) that can be affected in their storage specially when
judgements and interacting with decision analytic models. sharing the storage places at vehicles (perhaps not sustainable). Ve-
hicles with specific characteristics are used for frozen or refrigerated
cargo. Therefore, the research contributes to sustainable packaging so-
lutions to the best performance of the packaging considering the trans-
fer restrictions and changes in land transport environments; identifing
MB-32 restrictions in fixed capacity of vehicles, in addition to the sanitary
Monday, 10:30-12:00 - SOUTH BUILDING UV S314 norms, biodegradation and other new sustainable conditions for pre-
serving the food transport.
Supply Chains 4 - Optimizing distribution and pricing strategy for a cold
chain enhanced by sensor technologies
Stream: Routing, Logistics, Location and Transportation Mojtaba Araghi, Sara Babaee
Chair: Mojtaba Araghi
We study the problem of optimizing transportation and pricing strate-
gies in a cold supply chain network. Delivering perishable products,
1 - Scheduling of pick-up or delivery tasks for autonomous the firm faces different deterioration rates depending on the chosen
robots via dispatching rules transportation routes. Multiple quality levels of products, resulted from
Azmi Cibi, Tahir Ozdemir, Inci Saricicek, Ahmet Yazici the transportation, are substitutable at the final node based on the firm’s
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pricing strategy. Enhancing the cold chain real-time traceability by us- on critical realism. Critical realism is employed for the study to help
ing sensor technologies enables the firm to optimize the distribution explaining complex structures of the online community and interac-
policy and update it during the course of transportation. We analyze tions between its users. Especially, we analyse whole data from OC
this problem by comparing the optimal transportation and pricing poli- databases for two years including visible as well as invisible events
cies under the presence or absence of sensor technologies using math- to OC members. The invisible events make us analyse how a new-
ematical modeling. We discuss how the optimal policies depend on comer begin to assimilate in the organisation that is not yet studied so
model parameters and evaluate the benefits of integrating the sensor far. We find sequence of events to identify demi-regularities through
technology in the perishable products supply chain. clustering and visualisation. Our results can show how newcomers are
assimilated into OCs visually. We discuss theoretical contribution and
practical implications in conclusions.
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hedging costs for LRM and RM cases. Hedging cost per annuitant model on a transformed network and a metaheuristic method based on
is increased in the RM case under the objective probability on the con- Greedy Randomized Adaptive Search Procedure (GRASP) for solu-
trary to law of large numbers. We observe that the hedging by risk- tion construction, followed by Variable Neighborhood Search (VNS)
neutral method causes underestimation of longevity risk. for improvement, repeatedly. We test both the matheuristic and the
metaheuristic on Istanbul data and show that optimal or near-optimal
3 - Pension Schemes versus Real Estate solutions are obtained within seconds.
Valeria D Amato, Emilia Di Lorenzo, Steven Haberman,
Marilena Sibillo, Roberto Tizzano 2 - Performance of alternative linear objective functions in
effectiveness fairness trade-off
Within the context of personal pension products, a new contractual Gökalp Erbeyoğlu, Ümit Bilge
scheme is proposed where an immediate life annuity is obtained by
paying a single-premium in real estate form, for example by transfer- The quality and the performance of a humanitarian response plan is
ring to an insurer the (full or the) bare property of a house or a similar judged by the timely and fair satisfaction of demand. These two are
realty. The level of the instalments depends upon the prospective value contradicting objectives since effectiveness ensures the needs are met
of the transferred rights which, in turn, is influenced by the insured’s in a sufficient and timely manner, whereas equity stipulates that all
life expectancy (for example, the bare ownership value increases as a beneficiaries receive comparable service. In this study, we aim to pro-
function of the usufructuary’s aging and turns into full property at his vide alternative linear objective functions that can focus on effective-
death). Even though the insurer undergoes a financial stress due to the ness and fairness to distribute relief items to the beneficiaries in the
fact that the insurance premium is not paid in cash, on a large scale and response stage. In our response stage routing model, the vehicles are
long term basis the managerial implications of the development of this not assigned to specific depots and tours are open. Furthermore, we
kind of contract are not expected to be much different from investing assume the demand occurrences are not limited to the initial period.
traditional cash premium payments in a real estate portfolio. Also demand satisfaction is guaranteed at the end of the planning hori-
zon for all demand points, therefore the proposed objective functions
4 - Adjustment mechanisms for notional defined contribu- capture both the timeliness and satisfaction levels in a way that their
tion pension systems progression is important, rather than their final values. The alternative
Susanna Levantesi, Massimiliano Menzietti objectives are employed on a set of test instances and their performance
in terms of effectiveness and fairness trade-off are investigated in com-
Since the mid 1990s a certain number of European countries (among parison to various related performance measures in the literature.
them Italy) implemented a Notional Defined Contribution (NDC) pen-
sion system. A NDC system is based on pay-as-you-go (PAYG) fund- 3 - A multi-stage stochastic programming model for disas-
ing, while the pension is a function of the individual lifelong contribu-
tion. Despite many appealing features, the NDC system is not without ter response planning
drawbacks: it could fail to guarantee adequate pension benefits to pen- Damla Kesikburun, Roozbeh Qorbanian, Sinem Özkan, Deniz
sioners and does not redistribute income towards workers experiencing Türsel Eliiyi
early mortality, bad health or low-income; due to the PAYG features,
such a system is vulnerable to demographic and economic shocks com- This study proposes a multi-stage stochastic programming model for
promising its financial sustainability in the long run. We investigate disaster response planning. Since it is almost impossible to know the
adjustment mechanisms for a NDC pension system in order to reduce timing and the intensity of any disaster (especially earthquakes), it is
its limits and to introduce some of the advantages of a defined benefit very difficult to estimate the impact, damage and resource needs ex-
scheme. actly in advance. Thus, the planning problem should be treated as a
problem where the randomness arises not only from the demand but
also from the supply and route capacity perspectives. Two-stage pro-
gramming is the most frequently used methodology in stochastic pro-
gramming for the disaster management field in literature. However,
MB-48 less work has been performed using multi-stage programming, where
additional information can be incorporated into the model formula-
Monday, 10:30-12:00 - 4D UPV B.3 tion, allowing more detailed decisions. A sequence of decisions that
respond to outcomes evolving over a course of time should be incor-
Preparedness and Response in Disaster porated in most practical decision problems. Hence, our study aims
Logistics to incorporate a sequence of decisions into the disaster response plan-
ning decision problems, through a multi-stage stochastic programming
framework. The results of computational experimentation are reported.
Stream: Humanitarian Operations
Chair: Sibel Salman 4 - Improving post-disaster road network accessibility by
strengthening links against failures
1 - Minimizing latency in post-disaster road clearance op- Eda Yücel, Sibel Salman, Idil Arsik
erations
Meraj Ajam, Vahid Akbarighadikolaei, Sibel Salman We study a network improvement problem to increase the resilience
of a transportation network against disasters. This involves optimizing
Due to a natural disaster, roads and bridges can be damaged or blocked pre-disaster investment decisions to strengthen the links of the network
by debris, causing inaccessibility between critical locations such as structurally. The goal is to improve the expected post-disaster acces-
hospitals, disaster response centers, shelters, harbors, airports and sibility. We first propose a new dependency model for random link
disaster-struck areas. We study the post-disaster road clearing prob- failures to predict the post-disaster status of the network. We show
lem with the aim of providing a fast and effective method to determine that the probability of any network realization can be computed using
the route of a work troop responsible for clearing the blocked roads. a Bayesian network representation of the dependency model. As the
The problem is to find an open route for the work troop starting at computational effort grows with the network size, we use our proposed
the depot that visits all the critical locations, which are represented by dependency model in a network sampling algorithm. We then estimate
nodes in the road network. The objective is to minimize the total la- an accessibility measure, namely, the expected weighted average dis-
tency of critical nodes, where latency of a critical node is defined as the tance between supply and demand points by checking pre-generated
travel time from the depot to the node. We develop an exact mathemat- short and dissimilar paths in the sample. We minimize this measure
ical model for this problem. However, for real-life instances with more and decide on the links that should be strengthened in a two-stage
than seven critical nodes, the exact formulation falls short of solving stochastic programming framework. As the failure probability of a
the problem optimally in a 3-hour time limit. Hence, in order to find strengthened link decreases, the discrete scenario probabilities depend
a near-optimal solution in short running time, we develop both an effi- on the first-stage decisions. To tackle this challenge, we develop an
cient heuristic method based on solving a mixed integer programming efficient tabu search algorithm. We apply our methods to a case study
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of Istanbul under the risk of an earthquake, both to illustrate the use of limited to centralized systems. Our algorithm suggests that this does
the methods and to derive insights for decision makers. not need to be the case. By leveraging the New York City taxi database,
we show that with our algorithm, real-time ridesharing offers clear ben-
efits with respect to more traditional taxi fleets in terms of number of
used vehicles, even if one considers partial adoption of the system. In
fact, the quality of the solutions obtained in the state-of-the-art works
MB-49 that tackle the whole customer set of Manhattan is achieved, even if
one considers only a proportion of the fleet size and customer requests.
Monday, 10:30-12:00 - 4D UPV B.4 This could make real-time urban-scale ridesharing very attractive to
small enterprises and city authorities alike.
IBM Research Applications II
Stream: IBM Research Applications
Chair: Andrea Simonetto
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Vaccination is a significant control measure for airborne infectious dis- bridge optimization problem. ANNs are trained to predict the struc-
eases such as measles. With resurgences of measles outbreaks, there tural response in terms of the limit states based on the design variables,
is a need to find optimal (or at least improved) vaccination strategies, without analyzing the bridge response. This methodology is applied to
especially in the context of constrained health care resources, as is the a continuous post-tensioned concrete box-girder road bridges formed
case in Tanzania. We apply Operational Research techniques within by 34 variables regarding the geometry, the concrete grade and the re-
a public health setting to this end. We use a SEIR (Susceptible, Ex- inforcing and prestressing steel. The objective is to find the optimal
posed, Infected, Recovered) vaccination model allowing vaccination bridge design so that the cost of the deck is minimized and the overall
of a proportion of the population before or at any point during an out- safety factor with respect to the ultimate limit states and the corrosion
break of measles. We apply a social contact network epidemiological initiation time due to chloride is maximized. The corrosion initiation
modelling approach to examine what vaccination strategies (e.g., mass time and safety criteria are included as objective functions for further
or targeted) can effectively control measles. Vaccination of individu- deepening in the durability and safety requirements with the aim of
als against an infectious disease corresponds to the removal of vertices designing for longevity and reduced long-term impacts.
in a contact network. The social contact networks of individuals in
Tanzanian villages are generated based on demographic, age, time use 2 - Integrated advanced technologies for sustainable BIM-
and other data. Computer simulations are used to study the spread of based building refurbishment
disease in various vaccination scenarios. Our findings suggest using Jovita Starynina, Leonas Ustinovichius, Mantas Vaisnoras
a targeted vaccination strategy, particularly in vaccinating children of Building Information Modelling (BIM) is a collaborative way of work-
6 months to 15 years of age, but also in vaccinating older age groups ing, supported by digital technologies. Computer model that has sev-
who were born before or missed the second dose schedule. Our con- eral ’dimensions’ can be used for effective management of information
clusions apply to measles’ vaccination theory, practice and policy not throughout a project lifecycle - from the earliest concept of operation.
only in Tanzania but also in other developing countries that face con- BIM-based processes are ’mainstream’ for new buildings and infras-
strained health care resources. tructure and have potential in sustainable refurbishment projects when
complementary workflows such as building scanning. Despite the fast
4 - Efficiency assessment of smart sustainable cities development and spreading standards, challenging research opportu-
based on network data envelopment analysis nities arise from process automation and BIM adaptation for existing
Sadiye Sadanoglu buildings’ requirements. To aid decision-making, building simulation
is widely used in the late design stages, but its application is still lim-
City performance assessment methods are beneficial to provide support ited in the early stages in which design decisions have a major impact
for decision making in urban development. The fast growth of urbani- on final building performance. Using building scanning visualization
sation creates concerns about the sustainability of cities. The smart city in early design stage helps fully assess the environment of the future,
frameworks are mainly focusing on modern technologies and smart- accept design solutions, prevent mistakes and provides rapid changes
ness in the smart city rather than urban sustainability. Moreover, the of the design. 3D scanning technology is simply an incremental tech-
urban sustainability frameworks focus environmental sustainability. nological advancement of surveying, providing a safer, richer and more
Therefore, smart city frameworks are lack of environmental indica- rapid method of spatial data acquisition for surveying applications. 3D
tors while focusing on mainly economic and social aspects. However, laser scanning or 3D reality meshes from photographs data brings myr-
the focus of smart cities is to improve sustainability with the support iad opportunities to project managers, and engineers to monitor, assess,
of technology. Hence there is a gap between smart city and sustain- and analyse physical data captured from the existing environment.
able city frameworks. To overcome this gap, we propose a framework
which can explain smart sustainable city from three main perspectives: 3 - Empirical study of BIM-based building life cycle: case
economic, social and environmental. To assess the efficiency of ur- of Net-UBIEP project
ban sustainability and smart city efficiencies the traditional Data En- Tatjana Vilutiene, Arvydas Kiaulakis
velopment Analysis (DEA) used. However, the traditional DEA treats The building sector is the largest consumer of energy in Europe, ac-
Decision Making Units (DMUs) as a black box by only considering counting for nearly 40% of the total consumption (EPBD 2010/31/EU).
initial inputs consumed and final outputs produced by them. There- 2030 European Energy [COM(2014)16Final] and Energy Roadmap
fore, the traditional DEA models cannot sufficiently characterize the 2050 [COM(2011) 885 final], strongly requires more focus on the en-
performance of cities. Apart from the need for a new framework, there ergy efficiency on housing sector. The Directive 2014/24/EU on pub-
is also a lack of understanding of how cities main three sub-systems: lic procurement, requires that all member states introduce electronic
environment, economy, resources, and energy should be assessed, con- means to exchange information and communication in procurement
sidered and their impact on the efficiency of urban sustainability. procedures. The integrated approach of the Net-UBIEP project, based
on BIM, integrated with energy performance requirements, will be
key to solve all the problems in a more effective and efficient man-
ner. The project proposes BIM Qualification Models integrated with
energy competences, to widespread a better comprehension of energy
MB-51 issues along all the value chain of building industry so that both ex-
Monday, 10:30-12:00 - 4D UPV 1.2 isting and new building will have better energy performances. Article
presents the process of identification of specific energy BIM compe-
tences for each target group needed to implement BIM models during
OR for Sustainable Built Environment the whole building life cycle. Data for analysis was gathered by use of
direct and indirect observation and experiences of construction sector
Stream: OR for Sustainable Development experts. During the project the "integrated" BIM Qualification Models
Chair: Tatjana Vilutiene will be validated by stakeholders and proposed for standardization to
find a broader acceptance at European and international level through
1 - Optimum design of bridges considering long-term cri- regulatory organizations (CEN/ISO).
teria
Tatiana Garcia-segura, Víctor Yepes, Eugenio Pellicer, Laura
María Montalbán Domingo
MB-52
Multi-objective optimization is a commonly used tool to find multi- Monday, 10:30-12:00 - 4D UPV 1.3
ple trade-off solutions. However, a large computational time is needed
to check the solutions to certain structural problem. This communi-
cation presents a meta-model assisted multi-objective optimization to Health Care Modelling (ORAHS) I
optimize bridges under multiple objectives. Artificial neural networks
(ANNs) are integrated in the multi-objective optimization to reduce the Stream: OR for Health and Care I
high computational cost required to evaluate the constraints of a real Chair: Sally Brailsford
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1 - Patient flow model for the EMS in the Netherlands talk we describe some examples from the literature, and discuss other
Geert-Jan Kommer reasons for the popularity of healthcare in this rapidly growing area.
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This technique has already been developed by SH Steiner and RJ 3 - A goal-programming model for the WEEE recovery op-
Mackay and called CEV Control (Conditional Expected Value) based erations planning
on replacing each observation censored by a CEV value, where the Sule Itir Satoglu, Alperen Bal
parameters of position and dispersion of a data set are estimated and
subsequently monitored. Recently contributions have been made to Global concerns about climate change and its environmental conse-
the parameter estimation algorithm and we expose the sampling prop- quences, social factors and economic constraints require pursuit of a
erties and the power its control graphs using the ARL (average running new approach to the supply chain planning at the strategic, tactical and
length) and characteristic OC curves for samples data containing cen- operational levels. The approach used in investigating sustainability
sored observations. is described as the Triple Bottom Line (TBL) accounting (Anvari and
Turkay, 2017), which states that economic, environmental and social
requirements must be reached at a minimum (Jeurissen, 2000). Espe-
cially, recovery of waste electric and electronic equipment (WEEE) has
become an important issue, globally. Manufacturers are under pressure
due to the market trend and the environmental regulations (Kumar and
MB-54 Putnam 2008). In this context, this paper addresses the issue of the
Monday, 10:30-12:00 - 4D UPV 1.6 process of collecting WEEE products from service points, transporting
them to recycling facilities, and recovery of the waste material. Our
Multiobjective Decision Support framework considers TBL approach and employs goal programming
to reach economic, social and environmental targets. A multi-facility,
multi-product and multi-period goal programming model is proposed,
Stream: Energy Economics, Environmental Management considering the real conditions, for the first time in the literature. Be-
and Multicriteria Decision Making sides, this goal programming approach is illustrated on a WEEE re-
Chair: Jochem Jonkman verse supply chain of the household appliances. The four goals of the
model are total net cost, emission, workforce balance and legal WEEE
1 - A multi-objective methodology applied to decision sup- collection targets.
port for high-pressure thermal processes in food treat- 4 - Decision support modelling for food processing chains
ment Jochem Jonkman, Jacqueline Bloemhof, Albert van der Padt
Benjamin Ivorra, Miriam Ruiz Ferrández, Juana Lopez The current set-up of food processing chains is one of the main causes
Redondo, Pilar M. Ortigosa, Angel Manuel Ramos responsible for the inefficiency of the food industry. Typically, agro-
food industrial companies produce refined and standardized interme-
In this work, we propose a methodology for designing High-Pressure diates, which are mixed and further processed by the food assembly
Thermal processes for food treatment. This approach is based on a industry into final consumer products. These two stages in process-
multi-objective preference-based evolutionary optimization algorithm, ing lead to potentially avoidable losses. A more integrated design of
called WASF-GA, combined with a decision strategy which provides food processing chains avoids such losses, using for instance different
the food engineer with the best treatment in accordance with some intermediates, processing pathways, and supply chain configurations.
quality requirements. The resulting method is compared to a mono- For the design of such chains, the specific characteristics of food prod-
objective optimization algorithm called MLS-GA. To do so, we con- ucts, food processing, and food supply chains have to be taken into ac-
sider several mono-objective and multi-objective optimization prob- count, and decisions regarding the selection of intermediate and final
lems. Then, considering those cases, we determine an adequate set products should be included. To deal with this design problem at the
of parameters for WASF-GA in order to obtain a reasonable compro- product, process, and chain level, both the fields of supply chain man-
mise between solution quality and computational time. Additionally, agement and process systems engineering are required, bridging the
the best solutions returned by WASF-GA are analyzed from a food en- gap between these fields. Using mixed integer programming, we show
gineering point of view. Finally, a sensitivity analysis regarding the that using alternative intermediates and processing pathways leads to
impact of design parameters on the performances of those solutions is improved chain performance from both an economic and an environ-
carried out. mental viewpoint. Which processing pathways are optimal is however
dependent on the regional and seasonal supply chain characteristics.
2 - Multi-objective optimization for metering device loca- Additionally, aligning the activities within the supply chain requires
tion in water supply networks collaboration to distribute gains and burdens in a fair way among the
Joaquín Izquierdo, Jorge Francés-Chust, Manuel Herrera, Idel supply chain actors.
Montalvo Arango
Advances in low powered sensors and data transmission are making
their way on the creation of smarter water networks. Despite prices are
getting attractive, the return on investment is far from being clear for
MB-55
many water company managers in the water supply industry. To arouse Monday, 10:30-12:00 - 4D UPV 2.1
managers’ interest in the implementation need of an adequate lattice
of sensors across their water supply networks (WSNs), and to support Measuring Impact of OR projects...and
them in the implementation, three important questions should be first Beyond!
answered that should be clearly perceived as main support elements in
ad hoc decision-making: firstly, how many sensors are needed; sec-
ondly, where sensors should be located to get the most out of them; Stream: Making an Impact I
and, finally, what their measurements will bring in terms of improving Chair: Matteo Pozzi
operation and customer services. This contribution addresses the sec-
ond of these questions without forgetting the other two. Because of the 1 - Measuring impact of OR projects...and beyond!
nature of the objectives involved, the decision about where to locate Matteo Pozzi
sensors in a WSN, even under a tight budgetary constraint on the num- The first conference of the Euro Working Group on Practice of OR was
ber of them to be installed, is a very challenging problem. Using the held in Paris-Saclay in February, resulting in an exceptional opportu-
Agent Swarm Optimization framework, a consolidated multi-objective nity for more than 40 top level practitioners from various industies to
optimization algorithm, we develop a solution to the problem, which confront each other on the issue of ""measuring the impacts of OR
enables managers to fully explore cost-benefit alternatives. On top of projects"". Starting from the key highlights of the event, this session is
evolutionary search techniques, the algorithm adds rule-based agents aimed at carrying on this discussion leading towards the next event, to
to more efficiently explore the decision space. To illustrate the solu- be held in Bologna next winter. Come if: - you were in Paris and can-
tion process, a mid-size WSN is considered. not wait to bring this forward; - you are keen to see how OR is applied
in the real world; - you have been wondering about what are the best
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KPIs to demonstrate the impacts of your OR models; - you are curi- is capable of representing a variability of the wind source and is an
ous to know what interests the most in the community of industrial & alternative for the improvement of the current medium to long term
service players who use OR to innovate and improve their processes. hydrothermal optimal dispatch methodology.
Bring your own views, share them with us, join the community, con-
tribute with your own experience to help OR becoming increasingly 3 - Energy markets: methods for optimization of transport
relevant in the industry. infrastructure
Olesya Grigoreva, Alexander Vasin
Markets of energy resources play an important role in economies of
many countries. Every such market includes its own transmission net-
MB-56 work system. We consider the welfare optimization problem with
Monday, 10:30-12:00 - 4D UPV 2.2 account of the production costs, consumers’ utilities and the costs
of transmission lines expansion. A formal model for transmission
system’s optimization generalizes two well-known optimization prob-
Optimization in Renewable Energy Systems lems. The first one is the transport problem. The second related prob-
I lem is the social welfare optimization for a market with several goods
under perfect competition. The optimal solution of our problem deter-
Stream: Optimization in Renewable Energy Systems mines the maximal total welfare value that can further be reallocated
Chair: Adelaide Cerveira in order to obtain any Pareto-optimal outcome. The difficulty of the
problem is that an expansion of any line requires valuable fixed costs.
1 - Techno-economic and environmental efficiency in elec- If the optimal set of expanded lines was known, the problem would be
convex. However, the efficient search of this set requires special meth-
tricity generation in Latin America: a dual DEA ap- ods. The problem in general is NP-hard since the transport problem
proach with non-convex transmission costs is NP-hard. For a market with a
Felipe Henao, Julián Benavides, Juan Pablo Viteri tree-type network we propose the method of S-D balance transfer to
the root of the tree. The method proceeds from the known Welfare
There is an ever-growing pressure for countries all around the globe to Theorem and provides a precise solution of the problem without fixed
have electricity systems less dependent on fossil fuels and technically costs. In general the method permits to obtain an approximate solution
efficient in order to be sustainable and competitive. and estimate the welfare loss. We also determine sufficient conditions
In this paper, we employ a Data Envelopment Analysis (DEA) ap- for the solution to be precise.
proach to modelling the techno-economic and environmental perfor-
mance of the electricity mix of 19 Latin American countries, over the 4 - Optimizing the design of wind farms with ditch sharing
last ten years, from the production efficiency point of view. We em- Adelaide Cerveira, Amaro de Sousa, Eduardo Pires, José
ployed data from 2006 to 20015 that were retrieved from the Interna- Baptista
tional Energy Agency (IEA), the Latin American Energy Organization
(OLADE) and the World Bank, in order to measure the performance Environmental issues have been under debate around the world. One
of the electricity generation of these Latam countries. These included subject that has been highlighted is the pollution derived from the en-
technical aspects such as power capacity, distribution losses, imports, ergy production which is indispensable for the survival of the present
exports, production and prices, and also environmental data like the population way of life. In this way, clean forms of production have
countries’ endowment on renewable resources, CO2 emissions, and been promoted. The wind energy is one of the renewable power ener-
the level of land and water usage for electricity generation. gies with fastest growing over the last years and, hence, it is important
to optimize the production efficiency of the wind farms. This work fo-
Two different DEA models were computed in order to calculate the
cuses on the design of the cable network connecting the wind turbines
countries’ performances from the techno-economic and environmen-
of a wind farm, that generate electric power to the central substation
tal points of views. The approach allows identifying the efficiency
which collect the produced energy. The aim is to minimize not only the
trends within the region as well as the trade-offs between these two
network setup costs (cable costs and digging costs) but also the energy
apparently conflicting perspectives (the techno-economic and environ-
costs involved in energy losses, over the farm lifetime. Several cables
mental). This will inform governments and policy makers about the
types, with different cross sections, are available and the ducts may be
appropriate electricity mixes at country-level.
shared between several cables. Although this problem is nonlinear, in-
2 - The net demand methodology applied to wind power teger linear programming models are proposed considering the wind
farm technical constraints. The proposed models are applied to real
generation series in a long-term energy planning con- case studies and the computation results are analyzed.
text
Acknowledgements: This work is partially funded by the ERDF
Fernando Luiz Cyrino Oliveira, Paula Maçaira, Yasmin through the COMPETE 2020 Programme within project POCI-01-
Cyrillo, Reinaldo Souza, Gustavo Amador 0145-FEDER-006961, and by National Funds through the FCT as part
In recent years, the expressive growth of wind power generation share of project UID/EEA/50014/2013.
in the Brazilian electricity matrix has increased the need of adapting
the way in which the electric system is planned. In the short-term
(one-day-ahead), the National System Operator (ONS) has a model
that provides the wind power generation forecasts for operational pur-
poses. Regarding the long term, the official approach calculates the MB-57
expected value of monthly wind power generation and deducts it from Monday, 10:30-12:00 - 4D UPV 2.3
the expected value of the load, before the optimization process is car-
ried out by a stochastic dynamic optimization process to produce the Algorithms for Sequencing
optimal hydrothermal dispatch. In this context, our paper proposes a
model that incorporates the wind power generation variability using
the Frequency and Duration (F & D) method, which combines wind Stream: Computational Biology, Bioinformatics and
power generation and system load states through a Markov Chain and Medicine
discrete convolution techniques in order to obtain the so called Net Chair: Aleksandra Swiercz
Demand (ND). A case study is performed on wind power generation
for the Northeast and the South regions, using the current and pro-
posed methods. The results were applied in the medium-term energy 1 - Combinatorial models for biomolecule structure align-
planning optimization in order to compare the impact on the reser- ment
voirs stored energy by both techniques. The results show that the ND Piotr Lukasiak
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3D models of biomolecules exhibit deviations from the correspond- Next generation sequencers produce billions of short DNA sequences
ing reference structures. Having that in mind, there is a need to de- in a massively parallel manner, which causes a great computational
velop structural quality assessment methods, that can be used to reli- challenge in accurately reconstructing a genome sequence de novo us-
ably identify limitations of structural models in order to choose native- ing these short sequences. We propose the GRASShopPER assembler,
like models. Huge variety of methods have been proposed to address which follows an approach of overlap-layout-consensus. At the begin-
this challenge in single mode assessment and consensus mode assess- ning, an overlap graph is constructed from all high quality input reads
ment to rank several models proposed for the same target molecule. (they constitute vertices of the graph). Calculating the alignment of the
Consensus-based methods perform generally well, but they are hard reads is performed first, by a heuristic algorithm, that selects only those
to use for researchers mainly focused on analysis of a single struc- pairs of reads that are likely to overlap, and next, by the exact algorithm
ture. Unfortunately, the performance of single model methods is rela- for the sequence alignment running on GPUs. In the overlap graph,
tively poor with reference to consensus methods. We proposed a novel arcs are created only for those pairs of reads having the number of mis-
approach for quality assessment of a single model, based on the hy- aligned letters on the overlapping section below a given threshold. For
brid GDT methods as well as on the paradigm of local substructures, the constructed graph, the algorithm continues with traversal method
called descriptors. Proposed methodologies can be successfully ap- in order to find paths. A greedy hyper-heuristic algorithm detects forks
plied in the process of model quality assessment. Suggested solutions along its way and unambiguous paths are translated into contigs. The
can make the evaluation process more interactive from the domain ex- computational experiment performed on the benchmark data sets of
pert point of view. With the proposed algorithms also new libraries bacteria Candidatus Microthrix, nematode Caenorhabditis elegans, and
of biomolecule descriptors can be derived and applied during structure human chromosome 14 were evaluated with the golden standard tool
modeling experiments. QUAST. In comparison with other assemblers, GRASShopPER pro-
vided contigs, which covered the largest part of the genomes, at the
2 - Operator assignment in parallel assembly cells with cell same time, keeping the good values of other metrics, e.g., NG50 or
loading and product sequencing misassembly rate.
Yiyo Kuo, Yen-Po Chen, Yu Cheng Wang
This research proposes an operator assignment problem in which cell
loading and product sequencing are taken into account in parallel as-
sembly cells. In the assembly cells, more than one tasks can be as-
signed to each operator. Because the assembly procedure and time re-
quired for each assembly task are quite different for different products,
MB-58
when the product changes some tasks have to be transferred to keep Monday, 10:30-12:00 - 4D UPV 2.4
balanced workload between operators. The less number of task trans-
fers the more smooth of product change. A methodology with three OR in Regular Study Programs
mathematical models is proposed to minimize the total manpower re-
quired and task transfers. Moreover, another methodology which min- Stream: OR Education
imizes the total manpower required and task transfers hierarchically Chair: Gerhard-Wilhelm Weber
is also applied for comparison. Finally a case study from a bicycle
assembly company is introduced. The results show that the proposed
methodology can provided the solution with fewer task transfers under 1 - Econometric modeling of the determinants of academic
the same manpower level. However, results also show that when the
number of products increases, the computation time of the proposed
achievement of students of a university in Chile
methodology increases rapidly. Hanns de la Fuente-Mella, Laura Villalón
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3 - Voice recognition algorithm applied to processes of au- The joint observation of product quality information and logistics op-
thentication in distance education erations enable decisions, well adapted to product characteristics con-
Guadalupe Pascal, Julián E. Tornillo, Oscar M. Pascal, Javier sidering interdependencies between product quality and chain design.
Computational experiments of a regional strawberry supply chain in
M. Moguerza, Andrés Redchuk Lower Austria investigate the impacts of consolidation strategies at
Since the beginning, distance education has allowed to strengthen cold stores, the impacts of demand fluctuations as well as stock ro-
teaching and learning processes. There are many examples that pro- tation schemes. Results show that tailored deliveries and consolidation
vide evidence that the virtual learning allows to bring fields of knowl- strategies reduce food losses and travel distances. Furthermore, the in-
edge closer to sectors of society where face-to-face education has not tegration of product data in supply chain decisions enables a pro-active
achieved it. However, there are still unsolved problems. In fact, dis- management of product flows, which homogenizes product quality and
tance education is currently an object of study and criticism itself. increases product availability.
One of unresolved issues at the time corresponds to the mechanisms
to assess the authentication of students at the time of conducting the
2 - How to support decision making processes in agribusi-
evaluations. ness through the GRUS system
In this work, we present a pattern recognition model based on the use
Pascale Zaraté, Amir Sakka
of Hopfield’s neural networks embedded in the Moodle environment.
Hopfield’s neural networks serve as associative memory systems, ini- This communication aims at the presentation several scenarii identi-
tially trained to recognize faces, audio and several patterns with bi- fied within the RUCAPS European project for which a support is de-
nary threshold nodes. In our research, the model is applied to solve veloped. The Group Decision Support System (GDSS) called GRoUp
the authentication problem with student’s voice patterns through audio Support (GRUS) is used on the basis and the definied scenario. One
recorder plugins at the beginning of the evaluations. scenario deals with the tomato production while anothe rone is about
standard design for food security.
4 - Master’s degree program on game theory and opera-
tions research 3 - The use of glossaries to define consistent models on
Yaroslavna Pankratova, Leon Petrosyan, Elena Gubar agricultural contexts
Leandro Antonelli, Alejandro Fernández, Jorge E. Hernández
Since 2014 year the two-year master’s degree program in Game The-
ory and Operations Research prepares a student for a career in indus-
try, science and education. The program facilitates learning in mod- The agricultural practices vary in the different regions of the world.
ern concepts, techniques and methods in the game theory and leads The diversity of weather conditions, soil, flora, and fauna, demands,
the student to different functional areas of operations research. The for example, specific irrigation system and plant health check. More-
master’s degree program on Game Theory and Operations Research over, different countries have different regulations about the use of ma-
was developed to study the theory and methods of operations research, terial (i.e., plastic and wooden), chemicals and techniques. Thus, even
game theory, econometrics, applied statistics, decision theory, queuing though the harvest cycle is the same: soil and material preparation,
systems, and applications of computer technologies in operations re- fertilization, disease management, and so on; every step is performed
search. The students are involved in research projects connected also differently. In order to perform global analysis and find solutions to
with computer science, inventory and project management, joint ven- be applied in several contexts simultaneously, it is necessary to relate
ture, network modeling, propagation and epidemic models, bioinfor- and find the equivalences among the different practices. This work
matics and related topics. For the first two terms, the core courses will proposes a technique to analyze descriptions in natural language of
focus on the fundamentals of game theory, operations research, statis- the different agricultural practices with the aim of finding similarities
tics and econometrics —taught from a global perspective. The second and equivalences. Thus, a unified description can be used as input
year students will then have an access to the pool of special courses to produce mathematical models. In particular, we use the Language
correspond to individual interests and career goals. At the end of the Extended Lexicon (LEL), a glossary that defines symbols (words and
program each student defends the final research project as master dis- phrases), through two attributes: notion and behavioral responses. The
sertation. The publication of results in scientific journals and presen- notion provides a description as a regular dictionary does, while the
tations on international OR and Game Theory conferences are highly behavioral responses describe the tasks related to the symbol. The
welcomed. proposed technique consists in analyzing the similar patterns in the be-
havioral responses to find the equivalences. We have worked with only
one language, but we think that we can extend our work to be used in
a multilanguage environment.
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MC-02
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Manufacturing Scheduling
Stream: Scheduling Practice
Chair: Francesco Aggogeri
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MC-04 EURO 2018 - Valencia
4 - Anytime algorithms for multi-objective hub location be done with only simple dispatching rule. However, it is difficult to
problems optimize the scheduling process of the complicated manufacturing en-
Gabriel Luque, Enrique Dominguez, Francisco Chicano, Ana vironment with simple dispatching rules. Various dispatching meth-
ods and ML(Machine Learning)-based task allocation techniques have
Belen Ruiz been developed, but there is no generally optimal algorithm for all pro-
In many logistic, telecommunications and computer networks, direct cesses. DQN(Deep Q Network) algorithm is one of the advanced Re-
routing of commodities between any origin and destination is not vi- inforcement Learning(RL) algorithm which has proven its efficacy in
able due to economic and technological constraints. Hub locations many different fields. This study focus on improving productivity on
problems (HLPs) are considered in that cases, where the design of unmanned production line composed of multiple CNC(Computer Nu-
these networks are optimized based on some objective(s) related on the merical Control) machines which are operated by robot system. An-
cost or service. A huge number of papers have been published since alyzing historical and real-time data of the process, DQN algorithm-
the seminal work of O’Kelly. Early works were focused on analogue based dispatching model is designed to increase the productivity of the
facility location problems, considering some assumptions to simplify production line. Introducing some performance measure such as aver-
network design. Recent works have studied more complex models that age process time and cumulative waiting time, the proposed technique
relax some of these assumptions and incorporate additional real-life is compared to other allocation techniques. Simulation verification is
features. In most HLPs considered in the literature, the input param- done to demonstrate the better performance.
eters are assumed to be known and deterministic. However, in prac-
tice, this assumption is unrealistic since there is a high uncertainty on 3 - Multi-objective optimization of job shop scheduling
relevant parameters, such as costs, demands or even distances. As a with risk of stablity
result, a decision maker usually prefer several solutions with a low Shudong Sun
uncertainty in their objectives functions. In this work, anytime algo-
rithms are proposed to solve the multi-objective hub location problems
with uncertainty. The proposed algorithms can be stopped at any time, The performance measures, such as makespan, total completion time,
yielding a set of efficient solutions (belonging to the Pareto front) that are usually used in the job shop scheduling. However, in a real situa-
are well spread in the objective space. tion, the stability of a scheduling is more important than the other mea-
sures, simply because a stable scheduling will be more easily put into
practice. In order to get a stable scheduling, the paper puts forward a
new method to deal with the uncertainties in the scheduling of job shop.
An approximation method for the calculation of the risk of stability of
a scheduling is presented at first. Then, a multi-objective optimization
MC-04 model of job shop scheduling which considers the makespan, the sta-
Monday, 12:30-14:00 - SOUTH BUILDING UV S104 bility and the total completion time is set up. A two-stage optimization
method is developed to get the Pareto optimization frontier. An ex-
Dynamic and Stochastic Scheduling in tensive simulation-based analysis of the performance of the proposed
method has been conducted. The simulation results show that our
Production method can increase the stability of the scheduling significantly while
keeping the performance of the scheduling on an acceptable level.
Stream: Dynamic and Stochastic Scheduling
Chair: Alejandro Arbelaez
4 - Online scheduling of combinatorial problems
Alejandro Arbelaez, Robinson Duque, Juan F. Diaz
1 - Stochastic scheduling of parallel machines under pro-
cessing time variability In this work, we present and formalize the online over time problem
İbrahim Akgün, Selçuk Gören, Rahime Şeyma Bekli, where arriving instances are subject to waiting time constraints, e.g.,
Muhammed Sutcu processing times, waiting times, and due dates. To formalize our prob-
lem, we propose an extension of the Graham notation (alpha | beta |
Harsh competition in today’s manufacturing sector makes it necessary gamma) that allow us to represent the necessary constraints. We also
for firms to generate highly efficient production schedules, so that pro- propose an approach for online scheduling of combinatorial problems
ductivity is maximized and costs are minimized. Most schedules, how- (e.g., SAT) that consists of the following three parts: building a ma-
ever, cannot be executed exactly as they are developed because of un- chine learning model for processing time estimations; implementation
expected disruptions such as machine breakdowns, order cancellations, of a hybrid scheduling policy SFJ and MIP; and usage of instance in-
rush orders, processing time variability and so forth. This stochastic terruption heuristics to mitigate the impact of inaccurate predictions.
and dynamic nature led practitioners and researchers to develop robust
schedules through the last three decades. Unlike other approaches, we attempt to maximize the number of solved
In this study, we consider a stochastic parallel machine environment instances using single and multiple machine configurations. Our em-
with processing time variability with the objective of minimizing the pirical evaluation with well-known SAT and MIP instances, suggest
expected makespan. The uncertainty in the system is captured by a that our interruption heuristics can improve generic ordering policies
discrete set of processing time scenarios. We first propose an inte- to solve up to 21.6x and 12.2x more SAT and MIP instances. Addi-
ger programming model that can handle small problems. To handle tionally, in our hybrid approach we observed results that are close to
large problems, we propose a scenario screening model and employ a semi clairvoyant policy featuring perfect estimations. We observed
a stochastic dual decomposition method, where we solve many small that with very limited data to train the models our approach reports
problems rather than a very large problem. To handle even larger prob- scenarios with up to 90% of solved instances with respect to the SCP.
lems we also propose a relaxed dual decomposition method as well as
a hybrid tabu search algorithm.
Our computational experiments show that the relaxed dual decomposi-
tion, scenario selection approach and the hybrid tabu search algorithm
perform quite well. MC-05
Monday, 12:30-14:00 - SOUTH BUILDING UV S105
2 - DQN-based dispatching method for unmanned produc-
tion line composed of multiple CNC machines Heuristics for Salesman and Postman
Kyuchang Chang, Jun-Geol Baek
Problems
There are diverse ways of dispatching rules depending on the circum-
stances of the manufacturing process and line. In the simple manu- Stream: Vehicle Routing and Logistics Optimization I
facturing environment in the past, effective process management could Chair: Miguel Reula Martín
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1 - A variable neighborhood search with tabu conditions 4 - A heuristic algorithm for the distance-constrained gen-
for the roaming salesman problem eralized directed rural postman problem
Masoud Shahmanzari, Deniz Aksen Miguel Reula Martín, Angel Corberan, Jose Maria Sanchis,
We present a Variable Neighborhood Search (VNS) complemented Isaac Plana
with Tabu Search (TS) conditions for the Roaming Salesman Prob- The Generalized Directed Rural Postman Problem (GDRPP), or Close-
lem (RSP). RSP is a special case of the well-known traveling salesman Enough Arc Routing Problem, is an arc routing problem with some in-
problem where a set of cities with time-dependent rewards and a set of teresting real-life applications, such as routing for meter reading. In
campaign days are given. Each city can be visited on any day and a this application, a receiver in a vehicle that gets closer than a cer-
subset of cities can be visited multiple times, though with diminishing tain distance to a meter records its consumption. Hence, the vehi-
rewards after the first visit. The goal is to determine an optimal cam- cle does not need to traverse every street containing meters to read
paign schedule consisting of either open or closed daily tours that max- them, but only some streets. We consider here the extension of the
imize the total net benefit while respecting the maximum tour duration GDRPP where a fleet of vehicles with distance constraints is avail-
and the necessity to return to the campaign base frequently. This prob- able. Several formulations and exact algorithms for this problem, the
lem arises in election logistics where there exist no fixed depots and Distance-Constrained Generalized Directed Rural Postman Problem
daily tours do not have to start and end at the same city. We formu- (DC-GDRPP), were proposed in Ávila et al. (2017). Since the size of
late RSP as a mixed integer linear programming problem in which we the instances solved to optimality is far from those arising in real-life
capture as many real-world aspects as possible. We also present a hy- problems, we propose here a heuristic capable to provide good quality
brid metaheuristic algorithm based on a VNS with TS conditions. The solutions in medium/large instances. The heuristic basically consists
initial feasible solution is constructed via a new matheuristc approach of a constructive phase, an improvement phase, and an optimization
based on the decomposition of the original problem. Next, this solu- procedure for each route. In order to assess the relative efficiency of
tion is improved in terms of the collected rewards using the proposed our algorithm, extensive computational experiments have been carried
local search procedure. We consider a set of 81 cities in Turkey and a out. The results show the good performance of the proposed heuristic,
campaign period of 30 days as our largest problem instance. Computa- even in the instances with a very tight maximum distance.
tional results on actual distance data show that the developed algorithm
can find near-optimal solutions in a reasonable time.
2 - Picker routing in AGV-assisted order picking systems
Maximilian Löffler, Nils Boysen, Christoph Glock, Michael
Schneider
MC-06
Monday, 12:30-14:00 - SOUTH BUILDING UV S106
Automated guided vehicles (AGVs) are used to support human order
pickers, e.g., if heavy and bulky items are to be collected from the
racks of a warehouse. In the scenario considered in our work, human Consumer Behavior and Pricing II
order pickers are accompanied by AGVs during the order picking pro-
cess and put the picked items onto the AGV. Once a picking order has Stream: Demand and Supply Management in Retail and
been completed, the AGV autonomously drives towards the shipping Consumer Goods
area, and a new AGV for the next order is requested. Thus, the picker Chair: Winfried Steiner
does not have to return to a central depot after completing a picking
order but continuously picks order after order. We address the rout-
ing of the AGV-assisted pickers through the warehouse as well as the 1 - Dynamic pricing strategies for perishable products
sequencing of incoming orders. We prove computational complexity Cansu Altintas, Shaunak Dabadghao, Zumbul Atan, Tarkan
and present efficient solution methods. As a main contribution, we de- Tan
velop an exact polynomial time algorithm for the case of a given order
Around 20% of the total food produced in EU is wasted. Food waste at
processing sequence. Furthermore, we compare the pickers’ walking
the retail level arises for a variety of reasons with expiry of use by date
distance with and without AGV support to provide decision support for
being one of the most common ones. As periodic replenishment prac-
practitioners that have to choose between these two options.
tices give rise to the coexistence of units with different expiry dates,
3 - A solution method for the traveling salesman problem customers are inclined to select fresher units which provide a higher
perception of quality, as long as there is no price differential. In this
(TSP) using five sequential deterministic heuristic algo- study, we consider dynamic discounting as a waste management strat-
rithms egy. We study pricing decisions faced by a retailer selling a perishable
Luis Moreno, Javier Diaz, Julian Gonzalez product with shelf life of more than two periods where products with
Based initially on the known priority rule for the Traveling Salesman different remaining shelf life can coexist.
Problem (TSP) that searches the closest not visited neighbor for each
location (myopic strategy), a combination of four additional determin-
2 - Influencing consumer shopping behavior by expiration
istic algorithms are proposed to get a very good solution for the TSP. date based pricing of fresh products
After a solution is obtained by the priority rule, a second step (im- René Haijema
provement) is made to the solution by using an "order n" heuristic rule
that searches the longest distance in the solution circuit, removes it Many consumers at supermarkets take the product from the shelf that
to obtain a chain and from the two ends, the shortest distance to one has the longest expiration date and thus leaving others to take the older
of the other nodes in the chain is searched. Using the two nodes the products. This causes food waste when the older products expire. To
circuit is rebuild in an iterative process until it is not possible to do reduce food waste, many Dutch supermarkets apply price discounts to
more improvements. A third step comes now that uses the known 2- fresh products that are near the expiration date. Providing a discount
opt heuristic to get a better solution. A fourth step is applied to the on the oldest products available will trigger some consumers to take the
actual solution using the 3-opt heuristic, but selectively in order to not oldest products from stock. The quantitative effect of such discounts
degrade the time solution. Finally, with the solution of the previous on sales and thus on profits and food waste is not well understood.
step an additional heuristic rule is used, in a fifth step, that splits the We investigate these effects by modelling the inventory dynamics of a
solution in several chains by removing the longest edges, and then an product at a supermarket. The response of consumers to discounts is
integer programming problem is solved to link them again and form a modelled through a willingness to pay function. Several scenarios for
new circuit, using a reduced set of constraints. Very good results are discount levels, timings of discounts, and willingness to pay functions
shown for several problems of different sizes in the classical library are investigated by simulation. The replenishment of the supermarket
http://comopt.ifi.uni-heidelberg.de/software/TSPLIB95/ with the devi- is optimized by Simulation based optimization. A detailed simulation
ation from the optimal solution and the time spent by the algorithm for study shows that well set discounts do reduce both food waste and in-
every problem. crease sales and profit.
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3 - The effects of a promotion on store traffic, conversion, gap by forward development. In the other hand, sophisticated and net-
and consumer expenditures: evaluation with a predic- work relationship among involved criteria on budget allocation require
a specific method. Ability of AHP&ANP approach as the methods
tion approach in the field of Multi Criteria Decision Method (MCDM) by combining
Leonardo Epstein, Ignacio Inostroza-Quezada tangible and intangible data give the opportunity to researchers to anal-
Store managers conduct promotions to increase at least one of three yses huge and rough data. However, because of network relations and
store performance components: arrival traffic, conversion probabili- interactions among criteria involved in budget allocation and weak-
ties, and customer expenditures. The talk presents a new approach to ness of AHP & ANP to handle sophisticated model this research ap-
evaluate these effects: it develops a 3-variate time series model, where plied Pruning & Succession (P&S) method as one of the newest sub-
the variables are the arrival counts, the conversion counts and the aver- set method of Multi Criteria Decision Method (MCDM). The results
age expenditure in one-hour time-bands. present the important of network effect on fixed capital’s budget allo-
cation. And, present the ability of P&S method to tackle the interaction
The approach uses data outside the promotion period along with re- and network relationship between criteria.
gression models with independent sets of covariates for location and
scale parameters, to build counterfactual baseline predictions for each 2 - Determination of electric bus technology to improve the
sales component for the promotion period. These baselines assume public transportation using AHP-TOPSIS methods
that the promotion has not occurred. To evaluate the promotion ef- Mustafa Hamurcu, Tamer Eren
fects on each component, the approach compares the observations to
the corresponding baseline predictions during the promotion. AHP and TOPSIS methods frequently used in decision making process
in research is the multi-criteria decision-making techniques. Decision-
This approach has at least three strengths: first, it does not require making process, in terms of multiple criteria for take-over in the var-
building a model for the promotion effect. Second, it controls for co- ious alternative is a very difficult decision. Therefore, the combine
variate effects, such as time of the day, day of the week, etc. Third, method of AHP-TOPSIS can be used for decision making process
it measures the effects of the promotion directly on the quantities of that is easy and understandable method. These methods also are used
interest, arrival counts, conversion probabilities, and expenditures, and transport decisions. Environmental sustainability is the most impor-
not on the scales of parameters which are often difficult to translate into tant subject for urban transport. So, it should be used electrical busses
effects on observables. An illustration with data from an actual store with public mass transport that is environmental sensitive. The trans-
combines arrival data from processed video images and sales recorded portation technologies based on cleaner and environmental alternative
at sales registers. busses can play a major role for liveable cities with improving the ur-
ban air quality. This paper presents a selection study of three different
4 - A data mining approach to predict e-commerce cus- types of electric buses in public transport for Ankara. The study al-
tomer behavior lowed the determination, in each bus, of parameters such as required
Ebru Dilara Arslan, Büşra Altunan, Merve Seyis, Merve power, environment and technical features. Finally, the best selection
Birer, Fadime Üney-Yüksektepe is made for urban transport among the different three alternative elec-
trical bus technologies and made evaluations.
Watsons, established in 1841, is one of the world’s leading beauty and
personal care industry with more than 6300 stores in 11 different mar- 3 - Selection of gas mask using an integrated intuitionis-
kets. In addition to 280 Watsons’s stores, online shopping is also an tic fuzzy AHP and TOPSIS (IF-AHP&TOPSIS) method: a
alternative for Turkish customers. Due to current trends, many cus- case study
tomers prefer online shopping. Among them, some of them are adding
the products to their market basket but unfortunately, they are leaving
Elif Kilic Delice, Tuba Adar
the web site without a purchase. This causes an important problem for The gas masks used in dangerous places are among personal safety
most of the e-commerce retailers. equipment, and their design needs to be paid attention because they
have vital importance for an individual. The design having adjustable
In this project, a data mining approach will be studied to predict cus- and elastic bands, less redundant complexity, and high level of per-
tomer’s behavior during the website visits. In the first step, website ceptible information, minimizing the risks, providing an effective and
customer’s demographic and behavioral data will be collected for a comfortable usage is accepted as a universal design. All these factors
specific day. Secondly, the data will be preprocessed and missing val- should be taken into consideration in order to provide safety, comfort,
ues will be controlled. After determining the important attributes to resistance, and maximum efficiency. Therefore, it may be pointed out
predict whether a customer will purchase or not, the most accurate that the choice of gas mask is an important decision-making problem
data classification method will be determined by using WEKA. A de- which has multiple qualitative and quantitative criteria. In this study,
cision support system will be recommended to estimate the tendency Intuitionistic fuzzy sets (IFS) were used in order to choose a gas mask.
of customers who visit the website. As a result, company will able to Because they are useful tool to deal with uncertainty and fuzziness of
predict the customer’s behavior at her first entrance to the website. complex problems. The gas mask selection problem includes many
qualitative criteria that decision makers have difficulties in making de-
cision. Because of these features and obtain to a more complete evalu-
ation and more precise results, the IF-AHP&TOPSIS method is appro-
priate for the problem of gas mask selection. In this regard, 15 criteria
MC-07 were determined under such 3 categories as technical, economic, and
Monday, 12:30-14:00 - SOUTH BUILDING UV S107 universal. At first, IF-AHP method is used to determine the criteria
weights. Then, alternatives were evaluated by using the IF-TOPSIS
Analytic Hierarchy Process III method, and the best one was chosen.
4 - Dynamic supply network analysis by DEMATEL and
Stream: Analytic Hierarchy Process / Analytic Network ANP
Process Petr Fiala
Chair: Petr Fiala
Lot of professionals tried to find sophisticated way to improve tech-
niques for supply network analysis in different ways. The paper
1 - Sustainable fixed capital’s budget allocation by apply- presents an approach for dynamic supply network analysis based on
ing the P&S method a combination of DEMATEL method and the dynamic version of the
Majid FathiZahraei, Abolfazl Yari, Azita Asadi ANP model. The approach proceeds in two steps. The DEMATEL
method is used in the first step to filter some parts in the model based
Increasing a developing gap among countries become as a big concern on expert threshold values. In the second step, the ANP is applied
of managers and leader. Proper resource allocation based on state and for more precise evaluation of relations in supply network by mul-
counties’ potential and capability recognized as a model to reduce this tiple criteria. The structure of the ANP model for dynamic supply
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network is described by clusters of elements connected by their depen- members of this family is the set covering problem location problem
dence on one another. A cluster groups elements (suppliers, producers, (SCLP) in which one must choose a minimum cost set of facilities so
distributers, retailers, customers, criteria, time) that share a set of at- that every demand point is covered at least once. The drawback of the
tributes. At least one element in each of these clusters is connected to SCLP is that it often leads to costly or unrealistic solutions because
some element in another cluster. These connections indicate the flow it gives the same importance to every demand point, regardless of its
of influence between the elements. position and size. To overcome this weakness, two main variants have
been proposed: i) the maximal covering location problem (MCLP),
which requires choosing a subset of facilities that maximizes the de-
mand covered while respecting a budget constraint on the cost of the
facilities; ii) the partial set covering location problem (PSCLP), which
MC-08 minimizes the cost of the open facilities while forcing a certain amount
of demand to be covered.
Monday, 12:30-14:00 - SOUTH BUILDING UV S108
We study an effective decomposition approach to the MCLP and
Optimal Location Problems PSCLP based on the Benders-cut reformulation. We also draw a con-
nection between Benders and submodular cuts and provide a series of
computational experiments demonstrating that, thanks to this decom-
Stream: Combinatorial Optimization I position techniques, optimal solutions can be found very quickly, even
Chair: Ivana Ljubic for benchmark instances involving up to one million of demand points.
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fixed, reducing the unclassified sample size left for the next iteration. models in which performance is evaluated by multiple outputs or mul-
ICB controls the number of hyperboxes in a greedy manner, but pro- tiple figures of merit (FOM). Sensitivity analysis could be performed
vides an overall hyperbox configuration with no misclassification by for each FOM. As a result, for each FOM considered, there is a cor-
the end of the training phase. For the test phase, distance-based heuris- responding vector (CV) which indicates the importance of the factors
tic algorithms are also developed to classify the uncovered and overlap with respect to a specific FOM. In general, each of these vectors takes
samples that are not classified by the hyperboxes. into account different aspects of FOM and conveys different types of
information: different FOM may rank the importance of factors in dif-
3 - Particle swarm optimization based regression ferent way. In this case, the decision problem includes conflictive CV
Donghee Yoon, SeJoon Park, Nagyoon Song, Suemin Kim, vectors and possibly no clear "most" important factor. In this paper
Dohyun (Norman) Kim two different known approaches are compared to rank factors in multi-
ple outputs models. The first approach is based on statistic techniques.
Regression analysis is used for predictive and descriptive purposes in The second approach is based on the problem of determining a com-
various fields. For the descriptive purpose, it very important to obtain posite index: Copeland Score and Ordered Weighted Average are se-
an explicit regression function for an output variable. However, many lected for obtaining a combined rank for each factor. In addition, the
existing regression methods including support vector regression have a Hasse Diagram Technique is used as a preliminary analysis, capable
difficulty in describing an explicit function that expresses the nonlinear to detect possible conflicts among factors. An example illustrates pros
relationship between an output variable and input variables. To resolve and cons of the approaches proposed.
this problem, we propose a nonlinear regression algorithm using parti-
cle swarm optimization by which the output variable can be explicitly 2 - Value-focused thinking and multi-criteria group deci-
expressed as a function of the input variables. The experimental results sion making for systematically valuing the energy tran-
show that the proposed method, even with an explicit regression func- sition
tion, performs slightly better than the existing methods regardless of Tim Hoefer, Rüdiger von Nitzsch, Reinhard Madlener
the datasets, implying that it can be used as a useful alternative when
obtaining the explicit function description of the output variable using Governments all over the world need to change their energy systems
input variables. in order to decrease greenhouse gas emissions. However, the pathway
for transforming the relevant sectors is still unknown. This paper aims
4 - Scaling up similarity-based machine learning models: at investigating different stakeholders’ opinions towards the future en-
new geometric algorithms for sparse computation ergy system and at evaluating various possible pathways, so-called sto-
Philipp Baumann, Dorit Hochbaum, Quico Spaen rylines, into a less CO2-intensive energy system. The involved stake-
holders are representatives from environmental and consumer associ-
Many leading machine learning models, including mathematical ations, trade unions, and churches, amongst others. We use Value-
programming-based models, require as input similarities between ob- Focused Thinking to define and structure the objectives of stakehold-
jects in a data set. Since the number of pairwise similarities grows ers, and Multi-Attribute Utility Theory (MAUT) to evaluate individ-
quadratically with the size of the data set, it is computationally pro- ual preferences of the stakeholders towards these objectives. The first
hibitive to compute all pairwise similarities for large-scale data sets. phase of the group decision making results in a hierarchical valuation
The recently introduced methodology of "sparse computation" re- system consisting of four preferentially independent fundamental ob-
solves this issue by computing only the relevant similarities instead jectives, which are interrelated with several means objectives. In the
of all pairwise similarities. To identify the relevant similarities, sparse second phase, energy experts from the scientific, industrial and pol-
computation efficiently projects the data onto a low-dimensional space icy advisory field assess the goodness of the storylines regarding the
that is partitioned into grid blocks. A similarity is considered relevant, achievement of the means objective. The stakeholders, firstly, evaluate
if the corresponding objects fall in the same or adjacent grid blocks. the relative impact of the means objectives with respect to the attain-
This guarantees that all pairs of objects that are within a specified L- ment of the fundamental objectives and, secondly, assess the relative
infinity distance with respect to the low-dimensional space are iden- weights of the fundamental objectives. The subjective evaluations of
tified as well as some pairs that are within twice this distance. For the objectives are used to calculate and compare the aggregated utility
very large data sets, sparse computation can have high running time of each of the four storylines.
due to the enumeration of pairs of adjacent blocks. We propose here
new geometric algorithms that eliminate the need to enumerate adja- 3 - A study on the anonymity of individual preferences in
cent blocks. Our empirical results on data sets with up to 10 million group decision making
objects show that the new algorithms achieve a significant reduction in Matteo Brunelli
running time.
Preference relations in the form of sets of pairwise comparisons
between criteria/alternatives are a well-established methodology for
group decision making. Both in the literature and in real-world ap-
plications, it is common practice to average the opinions of various
MC-10 experts expressed as pairwise comparisons to find a compromise solu-
tion. In this research we dwell on the inverse problem: given a decision
Monday, 12:30-14:00 - SOUTH BUILDING UV S110 maker who knows his own preferences and the aggregate ones, one can
devise optimization problems which can help him infer, in the form of
Decision Aiding Methods III intervals, the preferences of the other decision makers. Since the pos-
sibility of inferring the other participants’ preferences violates the re-
Stream: Multiple Criteria Decision Aiding quirement of anonymity, we investigated the extent and the likelihood
Chair: Salvatore Corrente of this infraction. The results come from some numerical simulation
Chair: Milosz Kadzinski and examine the effect of increasing the number of experts in the deci-
sion process on their anonymity. In addition to numerical simulations
with randomly generated data, we will also experiment with a dataset
1 - Ranking sensitivity-based importance measures in of preferences which were collected in a real-world survey on factors
multi-outputs models determining technology acceptance.
Claudio Miguel Rocco
4 - Multiobjective models for planning problems
Sensitivity analysis is the study of how uncertainty in the output of Maria Barbati, Salvatore Corrente, Salvatore Greco
a model can be apportioned to different sources of uncertainty in the
model input factors. Methods for SA are used to determine which We consider the problem of selecting a set of facilities considering also
subset of parameters accounts for most of the output uncertainty or the location where they have to be assigned and the time in which they
to identify the subset of non-influential factors. However, there are have to be activated. The facilities are evaluated with respect to a set of
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criteria. The problem has to be faced respecting some constraints re- analysis. Consequently, DMUs are assessed with the most favourable
lated to different aspects such as precedence restrictions (due to the na- set of weights, and some inputs and/or outputs may be ignored. To
ture of the facilities) or available budget. We consider the uncertainty avoid this, a GAR DEA model is used. The main issue is to deter-
related to the performances of the facilities with respect to considered mine lower and upper bounds in the model. Usually, these bounds are
criteria, and plurality of stakeholders participating to the decision. We determined subjectively, by consulting experts. Thus, subjective ex-
discuss how such a model permits to handle complex problems us- pert opinions have a significant impact on efficiency assessment. We
ing several methodologies including multiple attribute value theory and suggest using bootstrapped Ivanovic distance for generating lower and
multiobjective optimization. With respect to the latter point, we con- upper bounds in GAR. In the second stage, a bootstrapped truncated
sider the compromise programming and an interactive methodology regression model is used to explain efficiency. The approach is illus-
based on the Dominance-based Rough Set Approach. We illustrate the trated with an example from the non-profit sector.
application of our model with a simple didactic example.
4 - DEA performance evaluation with a dual-role factor
Wen-Chih Chen
This talk discusses the dual-role factor classification problem in Data
Envelopment Analysis (DEA) based on the economic production the-
MC-11 ory. We study two approaches taking opposite directions: one (the
Monday, 12:30-14:00 - SOUTH BUILDING UV S111 conventional and popular approach) clarifies the roles prior to analy-
sis, while the other incorporates the dual roles into the analysis. An
DEA Theory II axiomatic framework is presented to investigate their relationships and
the underlying assumptions.
Stream: DEA: Theory
Chair: Wen-Chih Chen
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will also reflect on the descriptiveness and the applicability of the ob- competed in consumer markets that are functioning according to the
served approaches. Further, we will discuss some possible applica- Cournot model with the linear demand. All participants in a chain are
tions of IFS-IBA approach. The special attention will be paid on data trying to maximize their profit. Based on this network a multi-stage
aggregation and similarity measuring for pattern discovery in financial hierarchic game was carried out. At the first step, we construct the
decision making. Given that prices in financial time series are often competitive solution for such supply network as the perfect Nash equi-
presented using 2-tuples or 4-tuples (candlesticks), IFSs seem to be a librium in the multi-step hierarchical game in closed form. At the sec-
convenient technique for presenting this data. Hence, the similarity ond step, we construct the cooperative solution for the network, where
measure defined in IFS-IBA approach along with suitable aggregation winnings of all participants in the found perfect Nash equilibrium are
operator may be used to identify and assess price patterns. considered as a point of the status quo. As cooperative decision we
calculate the weighted Nash bargaining solution, which comes down to
3 - Computational methods for constructing a group rank- the solution of a separable nonlinear programming problem with con-
ing from uncertain data cave payoff function, which has a unique solution. Numerical example
María Luisa Martínez, Esther Dopazo, Mauricio Ruiz-Tagle for the network shows that cooperative decision is more profitable than
competitive decision for all participants.
The problem of rank aggregation, also known as group-ranking, arises The study is carried out within the framework of the projects 16-01-
in many fields such as metasearch engines, information retrieval, rec- 00805A and 17-07-00371 of the Russian Foundation for Basic Re-
ommendation systems and decision-making. In the real world appli- search.
cations, information is often vague and imprecise. We propose a two-
stage approach to address the group-ranking problem based on uncer- 2 - How should your supply chain adjust with product in-
tain preference information given by a group of individual experts. The novation?
first stage gathers group preferences from uncertain and probably con- Mojtaba Mahdavi, Tava Olsen
flicting information to construct an outranking matrix. In the second
stage, a collective priority vector is derived. It provides a rank order- Abstract: This research explores the impact of product innovation on
ing of the alternatives based on the group preferences. Computational the supply chain strategy. The existing research suggests that inno-
methods to solve the problem and some performance measures will be vation changes product characteristics in several ways and the supply
presented. chain should do so accordingly to stay strategically aligned with de-
mand and market requirements. Demand volatility, short life cycle,
4 - Reducing costs by using fuzzy techniques in inventory and high contribution margin are the major characteristics of the inno-
management vative products. To be aligned with such product type, a supply chain
should be responsive, which allows for reasonably quick reaction to
Ester Guijarro, Eugenia Babiloni, Maria J. Canos, Lourdes the fast changing market. We analytically examine this alignment and
Canos, Vicente Liern provide insights into what this dictates to the supply chain decisions.
More specifically, we develop a supply chain model that incorporates
Inventory management has become a key area in operations research.
multiple inventory costs, including carrying inventory, ordering and
As a consequence, the characterization of different inventory systems
shipping, obsolescence, and stockouts, and discuss how the optimal
is one of the outstanding topics. The three key questions that inven-
decisions, order quantity and lead time, are affected by the product
tory managers need to answer for designing inventory policies are: (i)
characteristics.
how often should the inventory status be reviewed; (ii) when should
a replenishment order be placed, and (iii) how large should be this 3 - Modeling and simulation of supply chains with different
order. However, once the policy has been selected, the main issue
consists of dealing with uncertainties that are inherent in real envi- risk attitudes from participants by using Petri nets
ronments. Uncertainty can be found, for instance, in how inventory Biljana Panić, Dragana Makajic-Nikolic, Maja
costs are determined, usually treated as real and known whereas they Hadziahmetović, Mirko Vujosevic
include imprecise, or in knowing customer demand, which is usually Causes of bullwhip effect in supply chains can be operational or be-
treated by a probability distribution. Hence, the difficulty resides on havioural. Behavioural causes include personality traits and one of
the representation of this uncertainty in the model. Generally, inven- them found to influence the bullwhip effect is an attitude towards risk.
tory models overcome this drawback by using probability theory. Nev- We examine the influence of risk preferences of participants in the sup-
ertheless, probability-based approaches may not be enough to reflect ply chain on chain performances. To determine the behaviour of risk-
real inventory systems. This paper suggests new approaches to catego- seeking and risk-averse people when playing the beer game previous
rize inventory policies in which uncertainties are modelled using fuzzy research have been used. All participants in a chain (retailer, whole-
set theory. The main objective is to close inventory theory to real en- saler, distributor and manufacturer) can be risk-seeking, risk-averse or
vironments for providing models based on fuzzy theory that guarantee risk-neutral. Applying the Petri nets, i.e. CPN Tools, a supply chain
target service levels and reduce inventory costs. and a beer game with different scenarios is modelled - one of the partic-
ipants is risk-averse or risk-seeking and rests of them are risk-neutral.
The results showed that the risk attitude of participants has an influence
on supply chain performances, but it is also demonstrated the possibil-
ity of modelling behaviour by using Petri nets.
MC-13 4 - Improving decisions in inventory management: a solu-
Monday, 12:30-14:00 - SOUTH BUILDING UV S201
tion supported by teamwork- ABC-AHP
Supply Chain Management III Ileana Perez, Julian Arias, Daniela Gallego, Rocio
Poveda-Bautista
Stream: Supply Chain Management II The need of organizations to maintain their competitive advantages and
Chair: Ileana Perez ensure service levels that impact on customer satisfaction has led to
the design of collaborative processes, coordinated among stakehold-
ers involved in the decision making. The increase of quantity and
1 - Competitive and cooperative decisions in distribution variety, both demand and customer expectations, is translated into a
network greater complexity for the process of decision making in the inventory
Natalia Nikolchenko, Nikolay Zenkevich processes, requiring effective communication and agreements between
the leaders of the logistics processes. Decisions on inventory man-
It is well known that aggregate profit in a decentralized supply chain agement, must guarantee a continuous flow of production, are based
may be lower than in a vertically integrated chain where a focal com- on management approaches conditioned only by cost or sales volume,
pany makes decisions for both the manufacturers and the retailers. currently obsolete approach that must be overcome by other than con-
We consider a hierarchical distribution network, which includes sev- siders multiple criteria, involves several areas of the companies and
eral manufactures, single distributor and multi retailers, operated and take into account the preferences of the stakeholders involved in these
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EURO 2018 - Valencia MC-15
decisions. This work proposes a methodology that articulates the team Kurdyka-Lojasiewicz property. Some numerical experiments comput-
work, the hierarchical analytical process (AHP) and the multi-criteria ing $L1$ and $L2$ center of mass in the context of positive definite
ABC classification method, to align the organizational objectives in in- symmetric matrices are presented.
ventory management. Proposes two stages: Selection and weighting of
relevant criteria for the inventory management and multi-criteria ABC 4 - Union nonexpansive operators and applications
classification of the products according to the selected criteria, which Matthew Tam
will serve as inputs for later stages of demand management and inven- In this talk, we consider a framework for the analysis of iterative algo-
tory control. Was validated as a case study in the inventory manage- rithms which can described in terms of a structured set-valued operator.
ment process of a Colombian Graphic Industry company More precisely, at each point in the ambient space, we assume that the
value of operator can be expressed as a finite union of values of single-
valued paracontracting operators. Our main result, which shows that
the associated fixed point iteration is locally convergent around strong
fixed points, generalises a theorem due to Bauschke and Noll (2014).
MC-14
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MC-16 EURO 2018 - Valencia
plug-in vehicles. We employ Vehicle Powertrain Connected Route Op- 1 - Efficient algorithms for the budget-constrained mini-
timization (VPCRO) method as our route optimization strategy where mum cost flow problem
the decision-making process benefits from sensory data in the vehi- Clemens Thielen, Michael Holzhauser, Sven Krumke
cle sensor network. We demonstrate that the least cost paths might be
different compared to the shortest paths that are found by Dijkstra’s The budget-constrained minimum cost flow problem considers two
shortest path algorithm. We show that 3% and 10% of trips had dif- cost functions on the arcs of a network and asks for a feasible flow
ferent optimal paths for a plug-in hybrid electric vehicle, when initial that minimizes the cost with respect to the first cost function subject to
battery SOC changed from 90% to 60% and 40%, respectively. an upper bound (budget constraint) on the total cost with respect to the
second cost function. This, for instance, models situations in which
3 - An exact approach for routing a fleet of green vehicles the network is not already given a priory, but the arcs are considered
with capacitated fuel stations to have an initial capacity of zero and must first be upgraded to the
Simona Mancini, Maurizio Bruglieri, Ornella Pisacane desired capacities subject to a budget on the total upgrade cost. The
problem is NP-hard if upgrades are only possible in discrete steps, but
polynomially solvable (e.g., by linear programming) in the continuous
Green Vehicles (GVs), i.e., vehicles that use alternative fuel (e.g., case in which arbitrary fractional upgrades are allowed.
methane, electricity, etc) have a limited driving range. Therefore, they
may need to refuel one or more times at the Alternative Fuel Stations In this talk, we consider the continuous case of the problem and show
(AFSs) during their route. Since the AFSs are usually not widespread how known combinatorial algorithms for the classical minimum cost
across the road network, stops at them must be scheduled in advance. flow problem can be combined with binary or parametric search tech-
In this context, the Green Vehicle Routing Problem (GVRP) consists niques in order to obtain efficient polynomial-time algorithms for this
in routing a fleet of GVs, based on a common depot, to serve a set of variant of the budget-constrained minimum cost flow problem. More-
customers, minimizing the total travel distance. Although the GVRP over, we show that the developed techniques can be extended to a more
has been intensively investigated in the literature, the AFSs are always general setting in which a budget constraint is added to an arbitrary lin-
assumed to have unlimited capacity. Obviously, this assumption is not ear program over an integral polytope.
realistic, since the AFSs have a limited number of chargers. In order
to model this aspect, we introduce the GVRP with Capacitated AFSs 2 - Benders cut-and-solve: a versatile tool for network op-
(GVRP-CAFS), where, at each AFS, the number of GVs that can si- timization
multaneously refuel is limited. We address in exact way the GVRP- Carlos Zetina, Ivan Contreras, Jean-François Cordeau
CAFS by proposing a semi-path based formulation with specific Ca-
pacity Constraints (CCs) at the AFSs. To solve also large instances Introduced by Climer and Zhang (2006), cut-and-solve has been used
in a reasonable amount of time, we initially solve a relaxation of the to solve well-known optimization problems such as the TSP and fa-
GVRP-CAFS obtained by omitting the CCs. Then, at each iteration, cility location to optimality. The cut-and-solve framework can be
the violated CCs are dynamically added to the formulation until the thought of as a generalized local branching in which at each level of
current solution is feasible for the original problem too. Preliminary the enumeration tree only two child nodes exist, one corresponding to
computational tests, carried out on instances of different size, show a smaller "sparse” problem and the other as its complement known as
that the proposed exact approach performs very well. the "dense” problem.
In this study, we propose the use of Benders-based branch-and-cut as
4 - A column generation approach for an emission minimiz- the black box MIP solver for "sparse" problems within the cut-and-
ing vehicle routing problem solve algorithm. Two important advantages of this are the reduced
Martin Behnke problem size and the re-usability of the Benders cuts generated in pre-
vious sparse problems. We present promising computational results for
In this talk, we consider an emission-minimizing vehicle routing prob- a naive implementation used to solve the fixed-charge multicommodity
lem with heterogeneous vehicles and give rise to the effects of path network design problem.
selection. We take into account different paths for travelling between
two locations differing with respect to their emissions to exploit poten- 3 - An exact resolution method based on adaptive parti-
tials for reducing the environmental impact especially of urban freight tions for the stochastic fixed charge multicommodity
transportation. For solving the arising vehicle routing problem op- flow problem
timally, a column generation approach is presented. The backbone Cristian David Ramirez Pico, Eduardo Moreno
of the column generation procedure is an emission-oriented elemen-
tary shortest path problem on a multi-graph with load- and vehicle- We study the Stochastic Fixed Charge Multicommodity Flow
dependent arc weights and resource constraints (EESPPRC) which is (SFCMF) problem, which is a classical strategic and tactical decision
solved by a backwards label correcting algorithm. The EESPPRC has problem studied in supply chain and network design. The main idea of
to be solved for each vehicle class to obtain vehicle-specific routes. the problem is that given a known graph, we want to find the optimal
The routes become columns in the associated master problem which is subgraph which minimizes a total cost composed by fixed cost related
formulated as a set-covering problem. The column generation proce- to build a subset of edges and a variable cost associated to the flow over
dure turns out to be very effective for problem instances up to 50 nodes the open edges, for a certain set of commodities or data. We present
where CPLEX is outperformed for a variety of test sets. Computational the SFCMF as a Two-Stage Stochastic Program including stochasticity
experiments with artificial and real-world data sets illustrate the effects on the commodities’ demand.
of path selection by considering networks with different road types like
urban roads and highways. The experiments suggest an emission sav- We propose an adaptive partition-based resolution method where us-
ing potential of about 3 - 6 %. ing a relaxation of the original problem exploits some special features
of its solution, yielding an algorithm converging in a finite number
of iterations to the optimal solution. Mainly, the method is based on
the aggregation of an exponential number of constraints and variables,
since a partition includes a subset of added constraints, one per sce-
nario. Also, each is scenario variable is added with the other ones
MC-16 belonging to the same partition. Furthermore, the partitions are built
Monday, 12:30-14:00 - SOUTH BUILDING UV S115 using scenarios which are related in a closed way. At each iteration, the
algorithm refines quality of the partitions, improving the lower bound
by solving a master problem and, also, enhances the upper bound by
Network Optimization solving the subproblems generated once we fix the first stage solutions.
The experimental results and benchmark against classical methods will
Stream: Network Optimization and Social Networks be shown.
Chair: Markus Leitner
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4 - Variables aggregation and Benders decomposition for ten US electronic markets, our model gives significant results with the
solving large-scale extended formulations price bias decreasing in the inventory and increasing in the uncertainty
Markus Leitner, Bernard Fortz and with the spread mostly increasing in the uncertainty.
Many optimization problems involve simultaneous decisions on high- 3 - Pharmaceutical R&D pipeline management under un-
level strategic decisions such as the location and/or dimensioning of certainty
facilities or devices, as well as operational decisions on the usage of Elvan Gokalp, Juergen Branke
these facilities. Moreover, these decisions often have to be taken for
We present an Approximate Dynamic Programming (ADP) approach
multiple demand sets over time or in an uncertain setting where mul-
to the pharmaceutical pipeline management problem. We consider two
tiple scenarios have to be considered. Hence, a large number of vari-
significant uncertainties: the outcomes of clinical trials and their du-
ables (and constraints) is often necessary to formulate the problem.
ration. Given an initial list of potential drug candidates, the approach
Although sometimes more compact formulations exist, usually their
suggests the trials to be performed at each decision epoch and state.
linear relaxations provide much weaker lower bounds, or require the
For the classical R&D pipeline planning problem with deterministic
implementation of problem-specific cutting planes to be solved effi-
trial duration, we compare our ADP approach with other methods in
ciently. A lot of research has focused in recent years on strong ex-
the literature, and find that our proposed algorithm has a comparatively
tended formulations of combinatorial optimization problems. These
smaller computational time and optimality gap than existing solution
large-scale models remain intractable today with traditional solvers,
methods, especially for larger portfolio size. For the case with stochas-
but Benders decomposition gained attention as successful applications
tic trial duration, we compare the ADP algorithm with a myopic ap-
of it have been reported. An alternative to these large-scale models is to
proach often used in practice. Our analysis shows that the expected net
use more compact formulations, often based on variable aggregations.
profit obtained by ADP policy is higher (almost 20% for a 10-product
We propose an intermediate strategy that consists of projecting the ex-
portfolio) than that obtained by the myopic heuristic.
tended formulation on the space of aggregated variables with a Benders
decomposition scheme, applicable to a large class of problems. We dis- 4 - Stochastic optimization with endogenous randomness
cuss possible advantages of this strategy over a classical Benders de-
composition approach and present computational results obtained for - contamination techniques
selected benchmark problems. Milos Kopa
Results of stochastic optimization problems are often influenced by
the model misspecification and simplifications, or by errors due to ap-
proximations, estimations, and incomplete information. The obtained
optimal solutions, recommendations for a decision maker, should be
MC-17 then carefully analyzed. We shall deal with output analysis, robust-
Monday, 12:30-14:00 - SOUTH BUILDING UV S205 ness, and stress testing with respect to uncertainty or perturbations of
input data. We focus on stochastic problems with decision dependent
randomness. Applying the contamination techniques we present lower
Stochastic Optimization Problems - Theory and upper bonds for optimal value function for several different deci-
and Applications sion dependent randomness problems.
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be extended to the case of multiple dual solutions. The set of all dual 2 - On the stability of the directional regularity
solutions is then the subdifferential of the optimal value of the objective Marian Dumitru Pantiruc
function, seen as a convex function of the right-hand side. We select two tools of investigation of the classical metric regularity
The object of this paper is to extend these well known results to the of set-valued mappings, namely the Ioffe-Fabian-Preiss criterion and
derivative of the optimal value of the objective function with respect to the Ekeland Variational Principle, which we adapt to the study of the
matrix coefficients. directional setting. In this way, we obtain in a unitary manner new
and generalized results concerning sufficient conditions for directional
It is easy to show on a simple example that the objective function value metric regularity of a mapping, with applications to the stability of this
of a linear program is not a convex function of the matrix coefficients. property at composition and sum of set-valued maps. In this process,
The subdifferential concept is thus inappropriate here. One must there- we introduce as well new directional tangent cones and the associ-
fore resort to Clarke’s notion of a generalized derivative. ated generalized differentiation objects and concepts on primal spaces.
Moreover, we underline several links between our main assertions by
We present here in a not (too) mathematical manner the generalized providing alternative proofs for several results.
derivative of the optimal value of the objective function of a linear pro-
gram as a function of matrix coefficients. We generalize the result of 3 - Henig efficiency in vector optimization problems with
Freund (1985) to the cases where derivatives may not be defined be- variable ordering structure
cause of the existence of multiple primal or dual solutions.
Elena-Andreea Florea, Marius Durea, Radu Strugariu
Proper efficiency was very much investigated in the case of Pareto op-
3 - Bilinear programming: a robust optimization perspec- timality defined by a fixed ordering structure, and in last years, with
tive the appearance in the literature of some applications in image registra-
Ahmadreza Marandi, Jianzhe Zhen, Dick den Hertog, Lieven tion, the efficiency notions have also begun to be studied in the case of
Vandenberghe vector optimization problems with a variable ordering structure. In this
talk, we propose an extension of Henig proper efficiency from fixed or-
der structure, to variable ordering structure, in the case where the order
We show that a bilinear problem with disjoint polyhedral feasible re- is expressed by means of a set-valued map acting between the same
gions can be cast as a two-stage fixed-recourse robust linear optimiza- spaces as the objective mapping. In order to get an appropriate con-
tion problem, and techniques for adjustable robust optimization can be cept, we have to explore first the case of a fixed ordering structure and
used to solve the resulting problems. Numerical experiments on bi- to observe that, in certain situations, the well-known Henig proper ef-
matrix games and norm maximation problems show that the proposed ficiency can be expressed in a simpler way. Then, we observe that the
method is superior to the existing solvers SCIP and CPLEX in more newly introduced notion can be reduced, by a Clarke-type penaliza-
than 70%. Theoretically, we extend McCormick relaxation to bilinear tion result, to the notion of unconstrained robust efficiency. We show
problems with a general convex feasible region and show a close re- that this penalization technique, coupled with sufficient conditions for
lation between McCormick relaxation and linear decision rules. This weakly openness, serves as a basis for developing necessary optimal-
result provides a new theoretical result on the tightness of the Mc- ity conditions for our Henig proper efficiency in terms of generalized
Cormick relaxation! differentiation objects lying in both primal and dual spaces.
4 - Bernstein–Doetsch type theorems for set-valued func- 4 - Optimality conditions and a barrier method in convex
tions optimization without convex representation
Attila Gilanyi, Carlos Gonzalez, Kazimierz Nikodem, Zsolt Marius Durea
Pales In this talk we consider, following some questions raised by Lasserre,
several issues concerning the preservation of the conclusions of some
results in smooth convex optimization with inequalities constraints to
During the last more than one hundred years, generalizations of the
the case where the feasible set is convex, but has no convex represen-
well-known Bernstein–Doetsch Theorem were investigated by several
tation. The main results we discuss concern some relations between
authors. In this talk, we consider strongly as well as approximately
various qualification conditions, and a barrier method based only on
Jensen convex (and also Jensen concave) set-valued maps and we
the geometric representation of the feasible set.
present Bernstein–Doetsch type theorems with so-called Tabor type
error terms for them.
MC-20
Monday, 12:30-14:00 - SOUTH BUILDING UV S301
MC-19
Monday, 12:30-14:00 - SOUTH BUILDING UV S207 Advances in Modeling Uncertainty and
Incomplete Preference Information
Vector and Set-Valued Optimization III
Stream: Decision Analysis and Decision Support Systems
Stream: Vector- and Set-Valued Optimization Chair: Eeva Vilkkumaa
Chair: Marius Durea
1 - Preferences in spatial decision making
Jay Simon, L. Robin Keller
1 - Necessary conditions in set optimization
Decision maker preferences for spatial decisions can be challenging
Truong Q. Bao both to model and to assess. When outcomes occur over a geographic
space, the decision maker must consider not only uncertainty, risk, rel-
Set optimization means optimization of sets or set-valued mappings, ative preferences for different levels of an attribute, and tradeoffs be-
where sets are compared to select the most efficient set in contrast to tween attributes, but also the geographic areas in which each attribute
find the best element of the union of all sets. In this talk, we show how level is realized. We provide representation theorems ensuring the ex-
to use Gerterwitz’ scalarization functional to convert a set optimization istence of value and utility functions for spatial decisions, and discuss
problem with respect to Kuroiwa’s solution concepts into a scalar one. the forms of these functions as well as the relevant preference condi-
Then, we derive necessary optimality conditions for these solutions in tions. We also explore a range of viable elicitation techniques that can
terms of generalized differentiation. be applied to spatial preferences.
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MC-22 EURO 2018 - Valencia
can be adjusted to try to minimize work overload. One mechanism is 2 - Column generation in biobjective linear programming
to assume a utility worker can double the speed of the worker at the Andrea Raith, Siamak Moradi, Matthias Ehrgott
overload station. In contrast, in the skip policy, the utility worker takes
over the work piece that is expected to cause the overload while the Biobjective LPs can be solved by the biobjective simplex method
normal worker instead starts working on the next work piece. Addi- which iteratively moves between efficient basic solutions by selecting
tionally, "swimming" allows the worker to move into adjacent stations, a variable to enter the basis with maximum ratio of improvement of
in effect, getting ahead or keeping up with incoming work. Previous one objective and deterioration of the other. We show that a column
work has considered the impact of skipping with swimming on work generation approach can be integrated with this simplex method to dy-
overload, though it was limited to one worker per station. However, namically identify which decision variables to include in the problem.
large products, such as vehicles, are assembled at stations which may New variables to enter the basis are generated by solving a column gen-
have one or more workers per station. In this research, we address eration subproblem that finds the required variable of maximum ratio.
the sequencing problem with skipping and swimming in a two-sided We explore how to formulate the required column generation subprob-
assembly line. lems for a particular biobjective LP, and compare the performance of
the different approaches.
4 - Optimality-based cuts generation for robust balancing
of paced production lines with blocks of uncertain par- 3 - The job sequencing and tool switches problem: proper-
allel tasks and space restrictions ties of its solution and bounds
Aleksandr Pirogov, Evgeny Gurevsky, André Rossi, Horacio Yanasse
Alexandre Dolgui
In this work, we address a simple case of the job sequencing and tool
switches problem (SJSTSP). The SJSTSP consists in finding an order
This communication deals with a robust design of paced production
to process a set of N jobs in a single flexible manufacturing machine so
lines having a restricted number of machines, equipped with sequen-
that the total number of tool switches is minimized. Each job requires
tially activated blocks, where each of which is able to execute simul-
a set of tools that must be in the machine in order to process it. We
taneously a set of tasks assigned to it. The design goal is to allocate
assume that the position or order of any tool in the magazine is irrele-
a given set of production tasks to blocks and then blocks to machines
vant. The time to remove or insert a tool in the magazine is significant
so as to hedge against as much as possible the presence of a subset of
compared to the time to process the jobs and it is constant and equal
tasks, whose processing time is likely to be uncertain. Some restric-
to all tools. We assume that the machine is able to change one tool at
tions are taken into account as well such as precedence and cycle time
a time. The N jobs require a total of M different tools with M > C,
constraints. In order to model the uncertainty part of this optimiza-
where C is the capacity of the machine. Since M > C, tool switches
tion problem, a robust approach is used. It is based on the concept of
are necessary in order to process all N jobs. A tool switch consists in
the so-called stability radius, which carries out the role of robustness
removing a tool from the machine and inserting another in its place.
measure to be maximized.
We relate this problem with the minimization of open stacks problem
In this paper, an optimality-based cuts generation method, founded on and we identify properties of its solutions. We use these properties to
MILP formulation, is proposed in order to solve the described problem derive upper and lower bounds for the SJSTSP.
to optimality. Based on structural properties of the precedence con-
straints, the nominal value of task processing times and the objective 4 - Can we approximate a weight set decomposition?
function value of current best integer feasible solution, the studied cuts Pascal Halffmann, Stefan Ruzika
aim to reduce the set of blocks of potential assignment for each task
and consequently speed up enumeration process in search space. The Weighted Sum Method is a well-known and commonly used
The implementation of the proposed above technique within the frame- scalarization technique not only for solving multi-objective optimiza-
work of GUROBI, enhanced by an initial heuristic feasible solution tion problems but also for quantifying the preferences of a decision
and combinatorial upper bounds, will be reported during presentation. maker. In order to analyse either these preferences or the set of so-
called (extreme) supported nondominated images, the Weight Set De-
composition can come into play: This tool decomposes the set of all
normalized positive weights into components such that for each com-
ponent one extreme supported nondominated image is optimal for all
weights in this component. Hence, one can deduce a „quality"-measure
MC-22 for the chosen solution or the chosen weights. However, computing the
Monday, 12:30-14:00 - SOUTH BUILDING UV S304 whole weight set decomposition can be time consuming or not neces-
sary. In this talk, we introduce the idea of an approximation for com-
puting the weight set decomposition. To the best of our knowledge,
Efficient Algorithms for Optimization this has not been done before, hence we lay the foundation for further
Problems development in this research. First, we state what we can understand
as an approximate weight set decomposition and we list requirements
Stream: Multiobjective Optimization and conditions from which we construct a proper definition. Further,
Chair: Pascal Halffmann we present various measures in order to state the quality of the ap-
proximation such as an approximation factor. Last, we present an ap-
proximation algorithm that iteratively decomposes the weight set using
1 - Scalarization in vector optimization with arbitrary dom- simplex similar polytopes. We examine this algorithm regarding cor-
ination sets rectness, approximation quality, convergence rate, running time and
Petra Weidner bounds.
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EURO 2018 - Valencia MC-24
1 - A column generation approach for the shift design and 4 - Planning cross-docking operations - integrating truck
rostering problem in airport ground handling and workforce scheduling
Joost van Twist, Murat Firat, Cor Hurkens Ferdinand Becker, Hagen Salewski, Hans Corsten
In this study we propose a Column Generation based solution method Cross-docking is a logistics concept, which synchronizes suppliers’
that simultaneously solves a shift design- and rostering problem. In shipments and thereby enables a fast turnover of the products at min-
our problem setting, we consider a heterogeneous workforce demand imum stock levels. In this context, planning tasks concerning the co-
of ground handling staff that is derived from a flight schedule in a ordination of product flows and the synchronization of the in- and out-
given planning horizon. The pricing problem amounts to finding a bound trucks are important. In particular, the resulting truck sched-
shift schedule of a worker that corresponds to a longest path problem ules determine the succession of the trucks’ processing at the dock
in the corresponding graph. In our case, several labour rules should doors, and thus, govern the internal cross-docking processes. Since
be respected in the worker schedules which brings extra complexity these operations are labor intensive, staffing issues become relevant.
to the pricing problem. Besides worker availabilities, we also con- However, published cross-dock planning approaches rarely take inter-
sider worker preferences while constructing schedules. The instances nal processes, e.g., loading, unloading, and consolidation tasks, into
contain around 200 workers and span a one-month planning horizon. account. We propose a model which integrates the planning of truck
Two types of workers are considered: First, we have workers with a and workforce schedules in a cross-dock. Our approach allows a lo-
fixed target amount of working hours each month. Second, we con- gistics service provider to deal with the fluctuating demand using part-
sider flexible workers that have no required target of working hours, time workers. The model determines the allocation of the employees
but have a preferred number of working hours that can change each to tasks and shifts while minimizing the number of engaged part-time
month based on preference. Each worker, when on duty, can cover the workers. We derive representative test instances and solve the problem.
demand of various workloads. Our solution approach produces timeta- Due to the high problem complexity, we propose a decomposition ap-
bles and employee schedules with the goal of minimizing all labour proach and evaluate its performance compared to the integrated model.
costs while satisfying the workload demand. We introduce heuristics Furthermore, we perform computational experiments to analyze differ-
that employ graph theory for the pricing problem. Our approach is suc- ent workforce coordination policies in a cross-dock.
cessfully tested on real life data of a ground handling company in an
airport situated in the Netherlands.
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MC-25 EURO 2018 - Valencia
strategies, using in particular a STAR STGARCH model, while tak- of individuals all around the world. The challenge posed by managing
ing account of transaction costs. This leads us to introduce triggered sudden migration of large groups of people is the ability to accurately
insurance portfolio strategies with time varying multiples conditioned portray and predict the scale and dynamics of such movement. Fur-
by the regime switching of the risky asset dynamics. Our empirical thermore, data pertaining to large-scale migration patterns are largely
analysis is mainly conducted on S&P 500 data. We also backtest these incomplete or untrustworthy, adding further complexity to the manage-
strategies, using a sliding window method to dynamically estimate the ment of this issue.
parameters of the models based on the last two years of weekly returns.
Our results emphasize the very significant interests of introducing time In this study, agent-based simulation is employed to model the out-
varying multiples based on regime switching models, from both the break of conflict and the consequent movement patterns of forcibly
theoretical and operational points of view. displaced individuals, based on their associated decision-making, with
reasonable accuracy. An empirical case study is performed on Syria,
3 - Exploring negative variance in logistics cost for FMCG considering population characteristics associated with Syrian people.
The proposed model aims to address the lack of complete data by pro-
e-tailer in India viding estimates, generated as model outputs, pertaining to the number
Nilanjan Chattopadhyay of refugees, undocumented migrants and internally displaced persons
fleeing conflict-affected Syria. Furthermore, the anticipated destina-
E-tailing in India is booming with multinational and home-grown com-
tions of these people, based on their personal characteristics and asso-
panies fighting to gain consumer eyeballs. Logistics cost is typically 12
ciated anticipated decision-making, are also provided in an attempt to
% of total cost of any e-tailing organisation in India. Management of
assist with planning and management of refugee intake by neighbour-
logistics cost for e-tailers dealing in FMCG products is further compli-
ing countries.
cated since it is costly and tough to trace. In a country like India with
its large population and wide spread geography, unplanned logistics
cost often turn out to be deciding factor in survival of a firm. Purpose 2 - Planning model of machinists’ work in passenger trains
of this study is to estimate non-budgeted expenditure incurred by one Izabela Dziaduch, Pawel Hanczar
FMCG e-tailer in logistics operations for a selected product category,
for a specific period. The study also attempts to estimate the scope for Making decisions regarding the planning and organization of transport
improvement in logistics operations in terms of cost efficiency. The processes in railway companies is an important issue from the perspec-
study was done using action research approach with primary data col- tive of efficiency of their activities.
lected from one e-tailer for FMCG shipments. Later a quantitative
model was developed to estimate the logistics cost to the firm. The Planning of passenger transport in rail transport consists of the follow-
study could successfully identify the lack of coherence between plan- ing stages: 1. Trains timetables planning, 2. Rolling stock circulation
ning and implementation stage logistics, resulting in negative variance planning, 3. Train team service planning, i.e.: machinists and conduc-
in budgeted expenditure. The study could determine the Out-of-matrix tors, 4. Support team work planning.
cost for the e-tailer to be as high as 38% of the total transportation cost
The planning of the transport process is realized in stages given above
for the period studied.
and according to the hierarchical approach, in which a higher-level
4 - A risk evaluation of the Japanese public pension and plan (timetable) provides a framework for plans of lower levels, i.e.
planning of rolling stock circulation, planning of train team service
the long-term personal pension and properly allocating the employees to planned services.
Masanori Ozawa, Michael Krause
The article focuses on the problem of planning of machinists’ work.
Recently, the Japanese public pension finance is concerned that a Basic requirements, which should be considered in the presented topic,
bankruptcy will occur because low fertility and longevity is projected are characterized. Literature overview in terms of existing planning
in long-term years. Therefore, the Japanese government has introduced models of machinists’ work is done as well. In the main part of the
a specific reform policy which is called the automatic balancing mech- work, the decision model, which will allow in a given time to plan a
anism.(ABM) Moreover, financial problems in old age life have been crew for a train, is proposed. The article also contains the assessment
rising a insurant of personal pension has been on an increasing trend of the possibility to use the presented model in the planning of machin-
because of longevity. In this study, we evaluate sustainability of the ists’ work in practice.
public pension system by calculation the probability of bankruptcy of
each termination year of ABM under some population scenarios and 3 - An exact tree search algorithm for the hot sheet stack-
economic scenarios. Furthermore, we evaluate and compare the public
pension and the personal pension by calculating expected consumption ing problem
for life after retirement. The results show that the expected value of the Philipp Fath, David Sayah, Stefan Nickel
personal pension benefit is higher than that of public pension benefit
under any scenario. On the other hand, the personal pension is better One of the core challenges of steel producers is the steel milling pro-
for retirement life at the high indicators and the public pension is better cess. The output of the steel milling process are steel sheets of different
at the low indicators. sizes. These steel sheets are still very hot when leaving the mill. For
quality reasons a slow cooling step is desirable. In practice, one way
to achieve a decelerated cooling speed is to build compact stacks of
steel sheets. The slow cooling of compact stacks eliminates hydro-
gen induced cracks in the steel. The underlying optimization problem
MC-25 is to assign steel sheets to stacks and to position each sheet inside its
stack in such a way as to build stacks with maximum compactness.
Monday, 12:30-14:00 - SOUTH BUILDING UV S307 The problem has a dynamic nature since steel sheets arrive sequen-
tially. Also, geometric and physical aspects restrict the positioning of
Model-based Decision Support steel sheets. First, we present a MINLP formulation for the hot sheet
stacking problem (HSSP) with a single stack. A linearization of the
Stream: Combinatorial Optimization II MINLP formulation can be solved to optimality for instances with up
Chair: Jan van Vuuren to 15 sheets using a standard MIP solver. Real world instances contain
around 50 sheets per stack. These instances cannot be solved within
reasonable time. This motivates a different approach for solving this
1 - Simulating the movement of forcibly displaced Syrians problem. We propose an exact tree search algorithm. Different node
using agent-based modelling selection strategies are discussed. Problem-specific dominance rules
Christa de Kock, Brian van Vuuren, Sara S Grobbelaar speed up solution times. The performance of several upper and lower
bounds is evaluated. Finally we compare the two solution approaches
Over the past decade, civil wars and similar calamities within the inter- of the HSSP.
national community have led to conflict-induced forced displacement
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EURO 2018 - Valencia MC-27
4 - Model-based decision support for subjective prefer- quantity of captured OD flow are constructed under the length con-
ence selection straint of the route. Third, the circle route is built by the problem that
Johan Kellermann, Jan van Vuuren selects the edge with high edge-betweenness-centrality while main-
taining the connectivity. Fourth, we evaluate several solutions of FRT
Aiding with subjective preference selection problems we propose a de- network created by our models regarding the economic, environmen-
cision support system facilitating a solution iteratively. The decision tal, and health aspects of whole stakeholders and clarify the plans to
maker is initially presented with a set of alternative combinations to be balanced. Fifth, we apply our model to several suburban areas in
evaluate. The preference of the decision maker is portrayed by scores Japan to clarify the difference of optimized FRT according to different
for each alternative. By construction of a value function (hyper) sur- condition and necessity of flexible-route-transit.
face fitting through all alternative scores considered, the user may be
3 - Modelling inbound demand and congestion with Pois-
temporarily "replaced" by a preference learning model, which seeks
to predict the decision maker’s preference by generating a new set of son and pre-scheduled random arrivals
alternatives that perform well in terms of the estimated value function Carlo Lancia
of the DM. These newly generated solution alternatives are again pre- Congestion is a persistent phenomenon at major airports in both the
sented and evaluated by the decision maker, which hopefully contain US and Western/Central Europe. Airport operations have historically
alternatives of better subjective quality. The new set of alternatives attracted the interest of the scientific community in the attempt to alle-
contain a representative remnant of the previous set of solutions called viate congestion. In particular, a lot of effort has been devoted to study-
an anchor alternative, which allows for each alternative combination ing congestion through queue models, and Poisson arrivals is a key
set’s value score to be adjusted according to all alternatives consid- assumption for developing those due to their mathematical tractability
ered, reducing the required pairwise comparisons. Further reduction and consistency with observed inbound stream. However, this assump-
of workload is incorporated by a trade-off between exploiting well- tion has been validated only in more recent times using arrival data at
performing areas of the decision space and exploring unknown regions major US airports.
with the aim of avoiding DM’s efforts in respect of decision alterna-
tives that are known to be of poor relative quality. The learning cycle This talk will present a dataset of inbound arrivals at 8 important Eu-
is repeated iteratively, hopefully evolving according to the user’s sub- ropean airports and show how to construct models of Poisson and Pre-
jective criteria. scheduled random arrivals (PSRA) in a data-driven fashion. In a Pois-
son process, arrivals are independent and follow a Poisson law, whose
intensity can be time-dependent; PSRA are negatively autocorrelated
and obtained by summing random delays to a deterministic schedule.
Looking at the prediction of future inbound demand, I will show that
MC-26 PSRA achieves higher accuracy scores than Poisson arrivals.
Monday, 12:30-14:00 - SOUTH BUILDING UV S308 Then, I will focus on the inbound congestion in situation of heavy load.
Using a single-server queue model with deterministic service time, I
will show that PSRA arrivals produce better performance metrics than
Network Design and Equilibrium Concepts Poisson even when the variability of PSRA delays is very large.
in Transportation and Location
4 - Descriptive analysis of sequential location games
Stream: Public Transportation I Claus Gwiggner
Chair: Claus Gwiggner One class of competitive location problems consists of sequential deci-
sions, where several players act, one after the other, possibly in several
rounds. A solution for such games, that is, the prediction of their out-
1 - Public network design with analytical Benders cuts
comes, is often associated with the subgame perfect Nash equilibrium.
Arthur Mahéo, Robin Pearce, Michael Forbes The naive computation of such equilibria consists of a full enumeration
of all possible combinations of actions.
Transportation problems tend to get very complex when applied to
real-life scenarios. But they are often an assemblage of well-known In this work, results of a descriptive data analysis of equilibrium strate-
problems with efficient algorithms. Our idea is to use decomposition gies for the leader, i.e., the first mover, are presented. In more detail,
to get to these easy parts. We propose to apply a variant of Benders the question whether the equilibrium strategy is greedy or not is an-
decomposition on a public network design problem in Canberra, Aus- swered by a data-driven classifier.
tralia. In this case, our sub-problem becomes a shortest path. Many
efficient algorithms exist for this problem, but they don’t produce the
dual information required to generate the Benders cuts. The typical
way to get dual information is to use a linear solver. And using a gen-
eral purpose solver is always slower than a dedicated method. First, MC-27
we show how to extract dual costs from the solution of a shortest path. Monday, 12:30-14:00 - SOUTH BUILDING UV S309
Second, we prove that the cuts generated are Pareto optimal. Finally,
we compare this approach to a MIP and a classic Benders. Simulation Models
2 - Route planning for fixed route transit by maximizing OD Stream: Production, Service and Supply Chain Manage-
flow capture ment
Daisuke Hasegawa, Tsutomu Suzuki Chair: Dimitris Zissis
In recent years, the local public transit system is reconsidered in the 1 - Towards quantitative risk evaluation for supply chains
suburbs of Japan to cope with the economic and social condition.
Fixed-route transit (FRT) such as bus or tram has been providing access Birgit Mösl, Dietmar Neubacher, Nikolaus Furian
connecting urban area and suburbs so far. However, it is required to di- In recent years Supply Chains (SC) have been subject to major
versify into more forms, such as the circle route that enhance the mo- changes. They evolved from classical intra-SCs to inter-SCs and be-
bility in downtown, and the combination with the flexible-route-transit yond to flexible and more complex SC-networks. Because of glob-
such as Dial-a-Ride system that changes route according to fluid de- ally distributed SC-networks, dynamic environments and constantly
mands. This study aims to develop the model for constructing the FRT increasing customer expectations, managers are facing new challenges.
network for maximizing the quantity of captured OD flow by FRT net- The emerging complexity of SCs leads to new dimensions of risks
work. First, the locations of the start and end points of FRT route are (variable, uncertain, global), that have to be considered and managed.
decided by facility location problem considering the quantity of OD Hence, managers are required to assess these new risks and make de-
flow. Second, the routes connecting these points that maximize the cisions in a dynamic environment. Therefore, methods and tools are
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needed to support managers in evaluating scenarios and making deci- examples and sensitivity analysis illustrate the applicability of our pro-
sions. Models and simulations are suitable for latter purposes as these posed approach to real-life logistics systems.
techniques are frequently used to describe, shape and investigate prob-
lems. Moreover they are used to improve the problem understanding,
to test and compare different scenarios and to conduct ’what-if’ anal-
yses without influencing the real world. In this study the focus is the
evaluation of risks along the entire SC, especially on the quantification MC-28
of risks for further evaluation. Three different dimensions of risks are Monday, 12:30-14:00 - SOUTH BUILDING UV S310
considered, with respect to country, transportation routes and SC par-
ticipants. Appropriate risk indicators are identified and discussed. In Multiple Classifier Systems and
the course of conceptual modeling the evaluation of influencing factors
and their measurability is discussed. Applications II
2 - Simulating storage policies for an automated grid- Stream: Multiple Classifier Systems and Applications
based warehouse system Chair: Koen W. De Bock
Michaela Wissing, Kevin Tierney, Christoph Weskamp
1 - Unsupervised feature selection for autoencoder
Robotic fullfillment systems are becoming commonplace at ware- Suemin Kim, Donghee Yoon, Dohyun (Norman) Kim
houses across the world. High-density, grid-based storage systems in Autoencoder is one of the popular unsupervised learning algorithms to
particular, such as the AutoStore system, are being used in a variety learn a representation for unlabeled data. Autoencoder is a family of
of contexts, but very little literature exists to guide decision makers in neural networks whose input is equal to their output and it trains the
picking the right policies for operating such a system. Storage policies neural network by compressing the input into a compressed represen-
can have a large effect on the efficiency and storage capacity of robotic tation and then reconstructing the output from the representation. Au-
fullfillment systems. We therefore introduce a discrete event simula- toencoder obtains sparse representations of data by imposing sparsity
tion for grid-based storage and examine input storage policies under a on the hidden units during training, which is called sparse autoencoder.
couple of storage scenarios. Our simulation provides decision makers While sparse autoencoder can be useful in computational efficiency, it
with an easy way of testing policies before implementing them in a real does not reduce the number of input variables. In this work, we pro-
system, and shows that selecting the correct policy can lead to up to a pose a unsupervised feature selection method for autoencoder, which
7 % input performance improvement, and 60 % better box utilization. selects the ’best’ subset of input variables for the ’best’ representation
of the data. Experimental results show that the proposed approach,
3 - A hybrid simulation based approach to optimize organi- even with a subset of input variables, obtain a compressed representa-
zational structures of maintenance operations tion of data effectively, implying that it can be used as a useful nonlin-
Nikolaus Furian, Dietmar Neubacher, Clemens Gutschi ear dimensionality reduction algorithm.
2 - Segmentation of media users according to life value
The improvement of maintenance operations, especially by the use of
predictive maintenance systems, has recently gained significant atten- Kuratomo Oyo, Takako Yamada, Hiroaki Sandoh
tion within the scientific community. However, most of recently pub- This study aims to clarify how people use media in their lives and what
lished studies focus on the reliability and performance of prediction their common life values are. For this purpose, we selected features for
algorithms. Thus, they neglect potentials arising from re-organizing classifying media usages based on Random Forest (RF) from a single
maintenance operations and resources with respect to new technologi- source dataset consisting of 47,236 questionnaire responses by 14,529
cal possibilities. In this paper, we present a hybrid simulation model of Japanese and proposed a classification method that uses the features.
an engine production site, including a vast number of production lines, The questionnaire was designed so that we could collect information
machines and their failure behavior based on real data. Besides pro- about demographics, psychographics (life value) and media usages.
duction operations, the model consists also of the entire maintenance We dealt with eight types of media: Twitter, Facebook, LINE, Google,
workforce and the corresponding organizational structures, i.e. hierar- YouTube, niconico DOUGA, newspaper, and TV. A list of responses
chical structures, chains of commands and escalation processes. Sev- to each individual questionnaire item of the respondents to the ques-
eral scenarios were defined that reflect different combinations of de- tionnaire was, in this study, concentrated upon and analyzed. In the
centralized maintenance workforce levels, placed at production lines, preprocessing stage, we examined correlations of responses between
and centralized workforce levels, placed at a central service unit. In ad- two questionnaire items, and consequently several media were found
dition to physical staff allocation, investigated scenarios also include to have some sort of correlation with certain life values. In the next
settings with decentralized placed and centrally steered maintainers, stage, media classification was carried out by means of RF, which is
as also alterations in escalation processes. Results show that optimal known as one of effective machine learning algorithms. We extracted
organizational structures and process definitions yield a significant in- several features of users’ life values from the importance of questions
crease in overall production output and decrease of maintenance staff represented by Gini coefficients after the classification. We could in-
response times. dicate differences between paid media and other digital media applica-
tions. We also applied Kullback-Leibler divergence to the RF results,
4 - Coordination in decentralized models through multi- and could recognize the eight types of media usage with similar degree
of accuracies to the RF-based method.
stage games
Dimitris Zissis, Panagiotis Kyriazis, George Ioannou, 3 - Automatic forecasting support system for business an-
Apostolos Burnetas alytics applications based on unobserved components
models
We consider a decentralized logistics system with a 3PL provider that
subcontracts transportation activities to a haulage company. Both par- Diego José Pedregal Tercero, Marco Antonio Villegas García,
ties are rational and make their decisions (levels of investments and Diego Villegas
prices), trying to maximize their own profits without thinking the For many companies, automatic forecasting has come to be an es-
global optimum. Our main objective is to examine how coordination sential part of Business Analytics applications. In this study, an Au-
of the parties’ decisions can be reached so that the individual gains of tomatic Forecasting Support System is developed based on a family
each party are (at least) slightly increased, without signing any con- of forecasting models, namely Unobserved Components (UC), that
tracts between them. Hence, we develop a two-stage game to examine have been systematically overlooked in the forecasting literature along
how the latter can improve the profit levels of the parties. Analyti- many years. Nevertheless, they have proven to be very efficient re-
cal expressions of the optimal investments levels, service prices and garding forecasting accuracy. There are many reasons for this omis-
expected profits under specific assumptions of demand and cost func- sion, but three seem most important: i) they have been cherished in a
tions are derived. We prove that coordination is attainable under our theoretical environment far from day to day practice, ii) no automatic
proposed model and both parties achieve a better pay-off. Numerical identification strategy has been developed to make them useful on a
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daily basis when applied to bundles of time series, and iii) there is not In this paper, we introduce the model of multi-choice transportation
any easy to understand software package available. The automatic sys- games related to two-sided market situations. Associated with them
tem proposed in this study consists of different combinations of trends, we study two new solution concepts: The Owen core and the pairwise
seasonal and irregular components that have not been fully exploited egalitarian contribution set.
in the UC literature. Three important novel aspects provide the method
with additional flexibility: i) different parameters estaimated for each 3 - Tax federalism and cooperative games
of the harmonics in the seasonal component, ii) coloured noises are al- Emilio Calvo
lowed, and iii) automatic outliers identification may be tried out. The
system works well in practice with ample databases when compared We analyze the problem of how to distribute the public spending be-
to other widespread, well-known methods, like Exponential Smooth- tween the regions of a country given the total collected taxes in it. We
ing or ARIMA. The method is implemented using the SSpace toolbox model the problem as a cooperative game in coalitional form. For that
written for the Matlab environment and is freely available. we need to specify how much taxes collect every region and coalition
of regions in the country. In this way we obtain the tax game of the
4 - Measuring customer lifetime value with a zero-inflated problem, and its core is given by the set of stable tax allocations. With
this approach, we can analyze the stability of a particular tax financing
inverse Gaussian model system. The Spanish case is considered and we show that it is unsta-
Mee Chi (Meko) So, Christine Currie, Christopher Bayliss ble from this perspective. Two tax rules are proposed: the balanced
tax rule, and the redistributive balanced tax rule. Both rules have the
Customer lifetime value (CLV) is an important metric in customer re- property of being stable for every tax problem.
lationship management and has been used successfully in markets in
which customers have frequent transactions. Little work has been done 4 - Profit allocation in transportation systems under
in markets where there is a mix of frequent and infrequent customers, bounded rationality
our focus in this article. This is despite their being widespread, particu-
larly in the travel and tourism sectors. We develop a new probabilistic Joaquin Sánchez-Soriano, Natividad Llorca
model for estimating the CLV of customers and we demonstrate our Transportation problems are well-known operations research models.
method using real data. The zero-adjusted model we introduce here In this paper, we deal with two-sided transportation problems which
(ZAIG) is based on generalized additive models for location, scale and can be used to describe a wide variety of logistic problems. We ap-
shape (GAMLSS) with the probability of future inactivity being mod- proach the problem from the perspective of cooperative games and
elled explicitly. ZAIG is found to out-perform ordinary least squares study some solutions concepts closely related to the game theoretical
regression and provide an effective classification of customers into the concept of core, but rather than to focus specifically on the core of a
top 20% and bottom 80% by CLV, which is essential for marketing transportation game, we introduce and study a new solution concept, a
activity. core catcher, which can be motivated by a kind of bounded rationality
which can arise in these cooperative contexts.
MC-29
Monday, 12:30-14:00 - SOUTH BUILDING UV S311 MC-30
Monday, 12:30-14:00 - SOUTH BUILDING UV S312
Game Theoretical Models and Applications I
Neighbourhood search
Stream: Game Theory, Solutions and Structures
Chair: Joaquin Sánchez-Soriano Stream: Metaheuristics
Chair: Adolfo Urrutia Zambrana
1 - Measurement of indirect control in corporate sharehold-
ing structures 1 - A biased-randomized iterative variable neighborhood
Izabella Stach, Cesarino Bertini, Gianfranco Gambarelli, descent to solve the integrated hybrid flowshop and ve-
Jacek Mercik hicle routing problem
Leandro Martins, Sara Hatami, Eliana Maria Gonzalez-Neira,
In a corporate shareholding networks firms exercise control over each Angel A. Juan, Jairo R. Montoya-Torres
other by owning each other stocks. Control can be direct and indirect.
In complex corporate shareholding structures with many firms, direct Broadly speaking, supply chains are composed of producers, suppliers,
and indirect linkages, loops, and cross-shareholdings, it is difficult to and customers that must to be coordinated to reduce waste and lead
detect who controls whom and to assess the level of control power of a times. In this context, production and distribution as two essential op-
particular firm or coalition of firms. The first approach to the problem erational functions play an important role in the supply chain. Improv-
of measuring indirect control power were due to Gambarelli and Owen ing the management of these systems provides a strong tool to face the
in 1994. Since then, other models have been proposed. In our research, twenty-first-century global market challenges and remain them com-
we analyze several game-theoretic approaches from different points of petitive. This paper studies an integrated Hybrid Flowshop and Vehicle
view to model and measure the control power proposed by different Routing Problem (HFSVRP) that consists of two sections: production
authors. In this work, we pay particular attention to those methods and transportation. The first section of the HFSVRP is composed by
that measure the control power of all firms involved in corporate net- a production factory with hybrid flowshop configuration, where jobs
works (and not only of investors). In the literature, there are only three are produced. These jobs have to be delivered to a set of customers
such approaches: those introduced by Karos and Peters in 2015, Mer- in the second section of the problem. Distribution is carried out in
cik and Lobos in 2016, and Levy and Szafarz in 2017. Comparing the batches through a single vehicle with limited capacity. The objective
various methods, we also discuss some desirable properties that could of the HFSVRP is to minimize the service time of the last customer. To
be satisfied by measuring the control power of a firm in shareholding solve this integrated problem, a Biased-Randomized Iterative Variable
networks. Some results are presented. Neighborhood Descent (BRIVND) algorithm is designed. Different
test factors such as different initial solutions, solution representations,
2 - The pairwise egalitarian contribution set for multi- and loading strategies are considered to study their effects on the pro-
posed algorithm. A complete set of instances was generated and the
choice transportation games results were analyzed using a comprehensive ANOVA statistical eval-
Natividad Llorca, Mariana Rodica Branzei, Elisabeth uation.
Gutierrez, Joaquin Sánchez-Soriano
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4 - On the tourist itinerary creation: a variable neighbor- 3 - The attention economy of online search: a natural ex-
hood search for solving the generalized orienteering periment
problem Shashwat Pande, Christopher Holland, Konstantinia
Adolfo Urrutia Zambrana, Gregorio Tirado, Alfonso Mateos Papamichail, Peter Kawalek
The design of tourist itineraries is one of the many practical applica- This paper explores synergies between the Behavioural OR (BOR) re-
tions of the NP-hard problem known as the Generalized Orienteering search stream and behavioural studies in the Information Systems dis-
Problem (GOP). The GOP extends the well-known Orienteering Prob- cipline. Traditional models of the economics of search suggest that
lem (OP) by dealing with multiple-scored attractions and a nonlinear as information acquisition costs associated with searching for prod-
objective function. As in the original OP, a set of nodes that could ucts and services online are greatly reduced because of the Internet,
potentially be visited is given and the travel time between any pair of consumers should search more extensively in online contexts. Recent
nodes is known, together with the time budget. However, the difference empirical research strongly contradicts this hypothesis. We provide an
with the OP is that in the GOP, each node is associated with several alternate explanation by situating the problem of limited search within
scores, and the objective consists of finding a closed tour maximizing an economy of attention. Informed by a behavioural decision theo-
a weighted sum of different score types. retic approach, we develop an empirical framework for consumer at-
tention based on the size of the consideration set, market concentration
Due to its non-linear objective function, the GOP has been approached of attention and search time. We conduct a natural experiment using
using different metaheuristics, including Neural Networks, Genetic Al- a commercial panel of online clickstream data from seven major con-
gorithms, and others. In this work, we propose a Variable Neighbor- sumer markets representative of search activity from one-million con-
hood Search (VNS) to solve it. Our VNS uses a reduced number of sumers. Our results show that a parsimonious consumer search pro-
local search operators and performs the calculation of the scores in an cess can be explained by accounting for the attentional limitations of
efficient way. In the literature, a case study of 27 Chinese cities was online searchers. Consumers face an attention allocation problem char-
used as a benchmark by most of the authors approaching the GOP, so acterised by a trade-off between the number of alternatives searched for
we also use it to evaluate the performance of our algorithm. Further- and the time spent searching for information on individual alternatives.
more, we have also created some more data sets to test the performance Furthermore, we find that the competitive context of online markets ef-
of the VNS. In the experiments, the VNS has been able to find better fects both the magnitude and strength of this relationship. We discuss
local optima in a shorter computational time in most cases. practical and managerial implications of our findings.
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4 - One-reason decision making!? in the sailing times. We consider a single product maritime inven-
Konstantinos Katsikopoulos, Ozgur Simsek, Jan Malte tory routing problem in which the production and consumption rates
Lichtenberg, Gregory Wheeler are constant over the planning horizon. The problem involves a het-
erogeneous fleet and multiple production and consumption ports with
Even though theoretical decision analysis initially dismissed one- limited storage capacity. The impact of the uncertainty in the sailing
reason decision making (e.g., lexicographic heuristics) as descriptive times is analysed according to five different approaches: determinis-
but flawed, behavioural science research in recent decades is provid- tic model, deterministic model with safety stocks, robust optimization,
ing empirical evidence that, under some conditions, one-reason de- stochastic programming, and a stochastic model using the conditional
cision making is prescriptive. The performance of one-reason deci- value at risk measure. This last approach has never been used to solve
sion making varies greatly across problems but it is not well under- this problem. The non-deterministic approaches assume two-stage de-
stood why. We leverage ideas from epistemology to develop a novel cisions, where the routing as well as the quantities to load/unload are
theory of one-reason-decision-making accuracy. The theory uses two fixed before the uncertainty is revealed, while the visit time to ports and
statistical characteristics of decision problems which are known to in- the inventory levels are adjusted to the scenario. For each approach, a
fluence accuracy–predictability and redundancy. The traditional mea- mathematical formulation is proposed. An extensive computational
sures of these characteristics are limited because it is not known how comparison of the proposed approaches, based on several quality pa-
they combine to determine accuracy. We analytically show that one- rameters, is carried out over a set of 21 instances. The obtained results
reason-decision-making accuracy can be decomposed in a surprisingly show that substantial gains can be obtained when the uncertainty is
simple way, as the ratio of predictability to redundancy, for two well- incorporated into the model.
motivated measures of these characteristics. The decomposition re-
quires no auxiliary assumptions and applies to multi-attribute choice 3 - Strategic planning of dry port-based distribution sys-
as well as classification problems. The theory is tested empirically on tems
a hundred natural data sets. We compare the explanatory power of the Jenn-Rong Lin, Andrew Andrew, Emrah Demir, Anthony
theory to that of other theories of one-reason-decision-making accu-
racy, which either employ traditional measures of predictability and
Beresford
redundancy or rely on structural characteristics of decision problems The purpose of the study is to formulate and analyze a planning model
such as simple and cumulative dominance. for dry port-based freight distribution systems with storage capacity
considerations. The key planning decisions considered are: the num-
ber and locations of dry ports in the system, the creation of rail lines
between ports, the selection of transport paths of shipments between
origins (sea ports/inland regions) and destinations (inland regions/sea
MC-32 ports), and the storage space capacities to be held at the dry ports. The
Monday, 12:30-14:00 - SOUTH BUILDING UV S314 planning decisions are made while taking into consideration both to-
tal cost and service levels (measured both by the availability rate for
storage space at the dry port and coverage of the origins/destinations).
Maritime Transportation The optimal planning of this system requires an integrated view of
transportation costs of transported demands, the usage costs of storage
Stream: Routing, Logistics, Location and Transportation space and the facility costs of dry ports and rail lines as well as service
Chair: Anisa Rizvanolli levels. A hub location inventory model is presented. Numerical exam-
ples regrading Scotland dry port projects are created to illustrate and
1 - The traffic assignment problem (TAP) on lattice and cir- to test the proposed model.
cular network geometries 4 - Vessel crew scheduling in ship management: a mod-
Sam O’Neill, Ovidiu Bagdasar, Stuart Berry, Nicolae elling approach
Popovici Anisa Rizvanolli, Ole John
The Traffic Assignment Problem (TAP) focuses on modelling a trans- One of the crucial tasks in Ship Management is the long-term crew
portation network and the flow on the given system. It is a widely scheduling where the future crew as well as the contract periods for
accepted phenomenon that given the selfish nature of drivers’ attempts each seafarer is determined under consideration of compliance require-
to minimise their own travel time, a system will settle to an equilibrium ments and scheduling rules. Depending on the size of the fleet and the
state were no driver can benefit from switching his/her route. This prin- number of seafarer, this problem can be hard to solve and it is usually
ciple, as defined by Wardrop (1952), is often referred to as User Equi- done in a decentralized, short-term planning without modern decision
librium (UE). Wardrop’s other main principle, System Optimal (SO), support tools. In this talk we consider both, the Contract Period Con-
differs in that the average journey time is minimised and this can only struction Problem (CPCP) and the Vessel Crew Scheduling Problem
happen with social co-operation or central control. Under these cir- (VCSP) in Ship Management which together solve the long-term Crew
cumstances, certain users are worse off when compared with the UE, Scheduling. We give an introduction to both problems, point out sim-
however it minimises the total travel time. A common measure for how ilarities and differences to other, known scheduling problems and put
much a network deviates from SO is to compare UE with SO; this is emphasis on some unique characteristics. Due to the special compli-
done using the price of anarchy (PoA) (Koutsoupias and Papadimitriou ance requirement, such as rank, experience time and leave time of the
1999), the ratio UE/SO. Paradoxes can arise where shutting down of seafarer or the defined deviation between crew changes, we are chal-
roads may lead to improved travel times (Braess 1969). lenged with two complex scheduling problems. We present and discuss
Using these principles we explore two main network geometries. A lat- a MIP formulation for each problem and show first computational re-
tice structure inspired by the classic example of Sioux Falls (US) and sults. At last, we compare the determined solution with a hand-made
a concentric ring-roads/radial roads structure resembling cities such operation schedule.
as London (UK) and Birmingham (UK). These two structures can be
considered limit cases whereby, in many instances, a city at a macro
level resembles the circular structure, but its centre, at the micro level,
resembles the lattice.
MC-33
2 - Uncertainty in maritime inventory routing problem:
Monday, 12:30-14:00 - SOUTH BUILDING UV S315
comparing approaches
Filipe Rodrigues Data Mining and Statistics II
Maritime transportation is one of the most common ways to transport
goods. However, this kind of transportation is characterized by high Stream: Data Mining and Statistics
levels of uncertainty, since the weather conditions have a great impact Chair: Kemal Özkan
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1 - Comparison of machine learning classification algo- maximum posterior estimator derived from a Bayesian analysis of the
rithms performances in consumer credit-risk scoring problem, is gaining popularity. However, one important feature, visual
Mervan Aksu appearance of the items being considered (VBPR), is typically ignored
by existing personalized recommendation and ranking methods. In or-
Especially after 2007 financial crisis, the quality of credits given by a der to build a model for user-item relation in these methods, a sigmoid
bank has started to play a vital role for bank’s profitability and for its function is used to optimize the Loss function. In this work, it is exper-
competition power. When we take a deep look into a bank’s credits, imentally shown that a bell-shaped function improves the performance.
we see a worldwide trend that the proportion of consumer credits is in- Close-to-optimal parameters of the bell-shaped error function are de-
creasing year by year. Due to the weight of consumer credits in banks’ termined using a special method. The function with calculated param-
lending portfolio the quality (lower default rate) consumer credits af- eters is used within a gradient optimization algorithm. It is applied to
fect the bank’s profitability. So it is really important for banks to clas- a selection of large, real-world datasets obtained from Tradesy.com,
sify their customers as part of credit assessment process to decrease a second-hand clothing trading community. Dataset covers the users’
the number of consumers who would be unable to pay back their debt. purchase histories and preferences that are used together as positive
In Banking/Finance literature this process is named as credit scoring. feedback in the algorithm. Note that recommendation in this setting
These models use statistical tools to help banks in the approval of con- inherently involves cold start prediction due to the ’one-off’ trading
sumer credits. With these methods the banks can decide about who characteristic of second-hand markets. In the experimental work, we
will get the credit and how much they could get. After tackling these obtained the AUC (Area Under the ROC curve) scores of 0.6508 and
two issues banks can develop operational strategies which will increase 0.7891, respectively.
their profitability. We applied several classification algorithms such as
k-Nearest Neighborhood, Support Vector Machines, Logistic Regres-
sion, Decision Trees, Stochastic Gradient Descent, Random Forest,
and Artificial Neural Network to German credit data to classify new
a credit applicant. To be sure about algorithms’ accuracy we applied
MC-34
k-Fold Cross-Validation (10) and additionally for sake of robustness of Monday, 12:30-14:00 - SOUTH BUILDING UV S113
each algorithm, we applied Grid-Search to find the optimal parameters
for each algorithm. Numerical and Simulation Methods in
2 - Data analytics for value determination: an application Finance I
on data for aircraft spare parts Stream: Numerical and Simulation Methods in Finance
Clemens Wickboldt, Natalia Kliewer, Natalia Kliewer Chair: Gordon Dash
Turning data into value is a challenging task for Data Science in times 1 - Practical considerations for credit price optimisation
of an exponentially growing amount of data. Maintenance, Repair and
Overhaul companies are facing pricing related decision problems on a
Marius Smuts, Fanie (SE) Terblanche
daily basis. The industry sits on vast amount of data. Due to lack of The competitive nature of the financial industry requires the effective
transparency in the surplus spare part market and missing concepts to use of prescriptive models to assist with strategic decision-making. For
efficiently use internal data, existing information is not used exhaus- secured retail lending products the challenge is to determine optimal
tively to improve data-based part utilization decisions. As an inter- prices (interest rates) that will maximise loan take-up and expected rev-
section of Data Mining, Statistics, Pricing and Machine Learning, the enue. The computation of prices has to be performed as efficient and
Automated Spare Part Valuation (ASPV) Framework is positioned as a accurate as possible in order for financial institutions to be competi-
Meta-Model-Management-System. We will present interim results and tive. This involves reducing the solution times of pricing optimisation
findings of evaluating the ASPV framework with data from an interna- models so that the turnaround time of proposing an interest rate to the
tional Maintenance Repair and Overhaul company. Information from customer is reduced.
heterogeneous sources is aggregated, transformed and then supports In this paper, the proposed price optimisation model relies on a re-
machine learning methods to automatically determine a Fair Market sponse model which captures the price sensitivity exhibited by the po-
Value for surplus spare parts. Handling incomplete historical data sets tential customers. In an attempt to reduce computing times, linear in-
as well as validating the calculated Fair Market Value are some of the terpolation was applied to optimally calculated prices, which were de-
challenges which become visible. termined based on a predetermined grid of different attributes. Com-
putational tests are based on real-world problem instances.
3 - Dependence-biased conditional permutation impor-
tance for variable selection 2 - Forecasting crude oil futures prices using global
Gianluca Gazzola, Myong-Kee Jeong macroeconomic news sentiment
Paresh Date, Zryan Sadik, Gautam Mitra
We introduce a new method for variable selection based on a novel We propose a method of incorporating macroeconomic news into a
data-partitioning technique for the assessment of conditional variable predictive model for forecasting prices of crude oil futures contracts.
importance with random forests (RFs). This technique relies on a form We utilize the Kalman filtering framework for forecasting arbitrage-
of clustering in which the criterion is designed to reflect the structure free (futures) prices, and assume that the volatility of oil (futures)
of dependencies existing among input variables. We incorporate this price is influenced by macroeconomic news. The impact of quantified
method into a RF-based backward elimination algorithm, aimed at the news sentiment on the price volatility is modelled through a nonlinear
selection of a minimal subset of input variables characterized by high functional map. We report results of extensive numerical experiments
predictive power and low redundancy. We illustrate our algorithm on which use macroeconomic news sentiment in such a fashion and con-
both simulated and real-world data sets, and show its competitiveness clude that this significantly improves the predictive ability of the filter-
with respect to a variety of state-of-the-art RF-based variable selection based model.
algorithms.
3 - Hedging home price risks
4 - Optimized parameters for bell-shaped error function in William Mingyan Cheung, Li Bao, Stephan Unger
recommender system Why home owners do not hedge home price risks? We analyze the
Kemal Özkan, Seke Erol, Yusuf Kartal, Tolga Ünal, Mahmut benefits of hedging downside risk of housing prices to U.S. home-
Kasap owners using the standardized exchange traded put option on a set
of well-developed U.S. home price indexes. We estimate empirically
There exist several approaches like matrix factorization (MF) or adap- the hedging benefits with standard put options on Case-Shiller Home
tive k nearest-neighbor (kNN) for item recommendation systems that Price Index (CSI) futures from the Chicago Mercantile Exchange and
use implicit feedbacks such as website clicks and purchases. Recently, Barone-Adesi and Whaley (1987) simulations. Our estimated recov-
a generic optimization criterion for personalized ranking, BPR-Opt, a ery for an average U.S. homeowner who insured her full house value
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with CSI put options during the 2006-2008 market downturn is about efficiently; and (iii) meal variety can be easily ensured and food dona-
75% of losses in house value, given the market illiquidity. We find that tions increase this variety. Furthermore, the approach has implications
more liquid put options improve hedging benefits by lowering trans- for waste reduction in food supply chains, by structural/contractual do-
action costs significantly. This benefit is robust to various magnitudes nations of surplus food by retailers.
of interest rate or income shocks. The Shapley-Owen variance de-
composition suggests that returns of put options explain 20:14% of the 2 - Location planning and inventory management of emer-
variation of the underlying CSI return. We extend this estimation to gency medical centers for post-disaster
active home sellers, who would sell their properties for prot. We sug- Mehmet Kursat Oksuz, Sule Itir Satoglu
gest that the use of exchange traded housing derivatives may benefit
U.S. homeowners. Devastating effects of disasters and global crises on people increas-
ingly improve the importance of humanitarian logistics studies for pre
4 - Modeling statewide 2018 tax-induced regime shifts and post-disaster stages. In this study, we aimed to determine the lo-
through artificial intelligence and big data analytics cation and number of temporary medical centers in case of a disaster
by considering the locations of the existing hospitals and medical sup-
Nina Kajiji, Gordon Dash, Domenic Vonella plies warehouses, patient capacities of the medical centers and hospi-
In the American economy, the recently enacted 2018 Act is expected tals. At the same time, we intended to decide the amount of the medi-
to increase demand for municipal debt. Overall, the 2018 tax reforms cal supplies distributed into these medical centers. For this purpose, a
are intended to simplify the tax reporting system; however, it is likely two-stage stochastic programming model was developed. In case of a
that the pricing of individual municipal bonds will become more com- disaster, there is a possibility of damage to the hospitals and roads as
plex, more unpredictable, and increasingly dependent on issuer and well as damage to the residential buildings. For this reason, the prob-
state demographics. In fact, it is widely expected that the Act will in- ability of damage of hospitals and roads for different scenarios was
crease demand for the securities from investors hardest hit by limits considered in the stochastic model. Besides, for different scenarios,
on the ability to deduct state and local taxes on their federal returns in the number of possible casualties in each disaster area were consid-
high-tax states such as California, New York, and New Jersey. Already ered and the casualties were classified according to a triage system. In
faced with a market structure described as illiquid and inefficient, the this study, we conducted a case study for Kartal which is one of the
Municipal Securities Rulemaking Board (MSRB) amended Rule G- districts expected to be damaged at most in the earthquake expected
15 to require brokerage firms to disclose to retail investors the pricing to occur in Istanbul. The estimated number of injured on the basis of
mark-up (mark-down) on municipal bond trades. This change was ac- districts are taken from the JICA report (2002) and used as demand
companied by the release of 30-minute trade records for the industry; data. Moreover, we use the expert support from the Doctors World-
a data artifact that is best described as a Big Data analytics problem. wide which is an INGO to determine the medical supplies and triage
Here, we present analytics on more than 36 million municipal bond system for the injured people.
trades from May 2014 to December 2017, inclusive. Also, this paper is
the first to provide comparative algorithmic and predictive state-level 3 - Design of water supply networks and source selection
yield curve analytics derived a radial basis function artificial neural for slums by using mixed-integer programming
network and a Support Vector Regression (SVR). Bond portfolio man- Lea Rausch, John Friesen, Peter Pelz
agers will find this research invaluable in valuation applications under The UN defined "ensuring access to water and sanitation for all" to be
evolving municipal market efficiency. Goal No. 6 of the 17 UN Sustainability Development Goals to trans-
form our world. To address this goal, we present an approach which
makes use of remote sensing data to design optimal water supply net-
works for slums. We focus on slums within large urban areas since
currently one quarter of the urban population lives in slums which are
MC-48 characterized by inadequate water supply in many cases. Furthermore,
Monday, 12:30-14:00 - 4D UPV B.3 forecasts assume that the number of inhabitants of slums is still to in-
crease in the next few years, especially South Asia and Sub-Saharan
Practice-Based Research in Humanitarian Africa. We apply methods of mathematical optimization to choose be-
tween different decentral and central approaches combining water sup-
Logistics ply by motorized vehicles with supply by pipe systems. The problem
is modeled as a mixed-integer linear problem (MILP) aiming to find a
Stream: Humanitarian Operations network describing the optimal supply infrastructure. An extension of
Chair: Harwin De Vries the basic model allows to include several water sources and optimizes
their utilization. We analyze the impact of this extension by applying
the model to a small slum cluster and comparing the results for varying
1 - Donation management for menu planning at soup input parameters related to water sources.
kitchens
Marjolein Buisman, René Haijema, Renzo Akkerman, 4 - Do optimization models for humanitarian operations
Jacqueline Bloemhof need a paradigm shift? The case of evidence-based ve-
The food industry is confronted with a pressure to reduce waste and to hicle planning
make agreements on donating surplus food to charitable organizations. Harwin De Vries, Luk Van Wassenhove
Charitable organisations such as soup kitchens can use these donations Optimization approaches for planning and routing of humanitarian
in preparing meals for their clients. Donation management is strongly field operations have been studied a lot. Yet, their adoption in practice
influencing menu planning, and conversely, menu planning consider- seems absent. Based on interviews, literature, and modeling results,
ations have a strong impact on donation management decisions. To we discuss the applicability and cost-effectiveness of such approaches
make the best use of (mostly highly perishable) food donations, we de- and identify areas where future research is needed.
velop an MILP model for integrated donation management and menu
planning that proposes a menu plan and suggests which (part of the)
donations to accepted. The combination of menu planning and do-
nation management is essential for soup kitchens, but has not been
studied before. The model is used to assess the impact of contracts on
a strategic or tactical level, and captures operational decision making
MC-49
by integration of donation management and menu planning. To deal Monday, 12:30-14:00 - 4D UPV B.4
with meal variety considerations and to resemble planning practices,
the developed model is solved in a rolling horizon. The results show Moments in History of OR
that (i) the use of donations reduces overall costs for the soup kitchen;
(ii) despite the short shelf life of donations, most donations can be used Stream: Moments in History of OR
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MC-51 effect and may indeed lead the firm to cease remanufacturing when in-
troducing the new product. We find that the latter outcome is never
Monday, 12:30-14:00 - 4D UPV 1.2 beneficial from an environmental point of view, while the former al-
ways is. With endogeneous product quality improving innovation we
Circular Supply Chains then characterize conditions where a remanufacturing manufacturer
would take a different product quality improvement decision than a
Stream: Environmental Sustainability in Supply Chains non-remanufacturing manufacturer. We observe that remanufacturing
Chair: Gerald Reiner stifles (stimulates) product quality improvement when manufacturing
cost of quality improved products are low (high). Neither of the two
results is exclusively beneficial or detrimental from an environmental
1 - Sustainable sourcing with recycled materials: a contri- perspective.
bution towards circular economy
Patricia Rogetzer, Lena Silbermayr, Werner Jammernegg 4 - Transition to circular supply chains induced by new
business models
We investigate a sustainable sourcing strategy faced by a manufacturer Gerald Reiner, Stefan Gold, Boualem Rabta, Tanja Olip
operating in the electronics sector considering the possibility to include
recycled raw materials. Return flows from end-of-life products in that The purpose of this research is to show how innovative circular econ-
area are not sufficient to satisfy the entire need for (critical) raw mate- omy business models, and related supply chain (SC) processes and
rial from recycling sources only. Moreover, the recycling efficiency new technologies, require a transformation to circular SCs for techni-
for these materials is still an ongoing research. Therefore we also cal as well biological nutrients. In order to model these dependencies,
rely on virgin material. We develop a single period inventory model a system dynamics model will be developed that analyses how circu-
to derive optimal order quantities from two suppliers with the aim to lar SCs facilitate different types of circular economy business model
minimize the expected total costs of the manufacturer. The suppliers patterns (Lüdeke-Freund et al. 2018). This model will integrate key
are non-identical as one delivers virgin material without supply uncer- performance indicators and measures to evaluate the value proposition,
tainty and the other provides recycled material with possible quantity delivery and creation by circular SCs on the triple bottom line dimen-
restrictions. By means of a sensitivity analysis on the key input param- sions. This model will contribute to (cf. Jammernegg et al. 2018) -
eters we discuss the impact of demand, yield and price uncertainty and developing standards for circular SC reports and circular SC labels; -
provide managerial insights into the economic and environmental ben- deriving directions for future circular SC regulations, e.g., stronger fo-
efits of sustainable sourcing with recycling. We also study the effect cus on repair & maintenance, reuse & redistribution and refurbishment
of taking correlation between uncertainties into account and conclude & re-manufacture and related business models; - addressing all rele-
that ignoring them could overestimate the cost benefits. Moreover, the vant supply processes and not "only" technical processes, i.e., source,
manufacturer contributes to the concept of circular economy as the to- transport, storage, make, deliver, re-valorization and return. Litera-
tal input of virgin material in the production process is (partly) replaced ture: Jammernegg, W., Reiner, G., Wakolbinger T. (2018 in press):
by recycling material. Consequently, the input of virgin material is re- Circular Supply Chain: Combining Supply Chain Strategy and Circu-
duced which contributes to the objectives of the EU action plan for a lar Economy, Corsten, H., Gössinger, R., Spengler, T. (Ed.), Handbuch
circular economy. Produktions- und Logistikmanagement in Wertschöpfungsnetzwerken.
Lüdeke-Freund, F., Gold, S., Bocken, N. (2018, in press): A Review
2 - Responsible supply chain decision making considering and Basic Typology of
circularity
Boualem Rabta, Gerald Reiner
Recent studies have pointed out that important attributes of supply
chain performance can not be verified by the consumer, due to asym-
MC-52
metric information between the company and its consumers. Monday, 12:30-14:00 - 4D UPV 1.3
Public opinion is becoming increasingly aware of environmental is- Health Care Modelling (ORAHS) II
sues and customers are becoming more interested in related practices.
There is a need for transparency as more and more consumers seek to
make positive decisions about what they buy. However, companies op- Stream: OR for Health and Care I
erate under high competition and pressure to reduce costs to maintain Chair: Kursad Bilgili
their profitability.
1 - Analytics in prioritizing access to hepatitis C treatment
One of the main challenges in circular economy is the definition and
the implementation of effective measurements. In this paper, we dis- in U.S. prisons
cuss the problem of the quantification of the circularity based on the Turgay Ayer
information from the whole supply chain and its use in supply chain HCV prevalence in prison systems is significantly times higher than
decision making. In particular, we explore models for optimal product the community, and hence prison systems offer a unique opportunity to
design and optimal supplier selection under consideration of circular- control the HCV epidemic. New HCV treatment drugs are very effec-
ity. tive, but providing treatment to all inmates is prohibitively expensive.
As such, current practice recommends prioritizing treatment based on
3 - When remanufacturing meets product quality improve- clinical and incarceration-related factors, including disease staging, re-
ment: the impact of production cost maining sentence length, and injection drug use status. However, there
Weihua Zhang, Gendao Li, Marc Reimann is controversy about how these factors should be incorporated because
of the complicated tradeoffs. In this study, we propose a restless bandit
When remanufacturing and quality improving innovations coexist in modeling framework to support hepatitis C treatment prioritization de-
one company, their interaction is not clear. On the one hand, past re- cisions in U.S. prisons. We parameterize and validate our model using
search found a positive impact of remanufacturing on product quality. real-world data from Georgia state prison system and published stud-
On the other hand, remanufacturing was shown to be negatively af- ies. We test the performance of our proposed policy using a detailed,
fected by an industry’s technology trajectory of quality improvements. clinically-realistic simulation model and show that our proposed pol-
Using a stylized model of endogenous product quality improvement icy can significantly improve the overall effectiveness of the hepatitis
and remanufacturing we find that the main driver of the contradict- C treatment programs in prisons compared with the current practice
ing results is the change in manufacturing costs caused by improving and other benchmark policies, including the commonly used Whittle’s
product quality. A strong increase in manufacturing costs due to prod- index policy. Lastly, we have developed a decision support tool for
uct quality improvement may induce the firm to take up remanufac- practical use, which is currently being piloted in two state prison sys-
turing when introducing the new product. Conversely, a small impact tems.
of product quality improvement on manufacturing costs reverses this
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EURO 2018 - Valencia MC-55
4 - Dynamic pricing in a trade-in program with replacement This work aims to propose a bottom-up approach for understanding
and new customers main drivers of residential electricity consumption in Turkey. In this
Yongbo Xiao, Jian Chen approach, a market survey, which is based on the environmental ethics,
is proposed to be used in order to determine socio-demographic and
Trade-in programs have been widely adopted by manufacturers, retail- abovementioned behavioral factors. Afterwards, outputs of the survey
ers, and service providers in the presence of frequent product rollovers. will be integrated into Self-Organizing Maps in order to determine con-
In this study, we investigate the profit potential of a trade-in program sumption patterns and segments of residential electricity consumers.
in helping a manufacturer to implement price discrimination across
replacement and new segments of customers. We show that the man- 3 - A CSR innovation research based on design thinking
ufacturer fails to optimize his total profit in regular selling because methodology: insight from material topic identification
customers have different willingness to pay across segments. When process
a trade-in program is offered, any replacement customer can return Pin-Rui Hwang
their old product in exchange for a price discount when buying a new
product. Starting from the choice behavior of customers, we study the Based on service science concept, this study attempts to integrate cross
dynamic pricing decisions, which are dependent of the time and on- field domain knowledge with design thinking approach to explore the
hand inventory level of returned old items. The effect of a trade-in possible innovation for Corporate Sustainability Responsibility (CSR)
program on the optimal selling price of the new product is studied, and and its development. The main concept begins from CSR material
the structural properties of the optimal pricing policy are established. topic identification which roots from a pilot qualitative research. A
We show that the trade-in program has great potential in improving the fuzzy group opinion aggregation method is implemented to solve cur-
overall profit, and under certain conditions the dynamic pricing pol- rent problems resulting in the stakeholder engagement process. By
icy performs rather close to a semi-dynamic policy in which the new means of complete and accurate identification of the material topics,
product is priced at a fixed level during the entire selling horizon. We companies could invest their limit resources to develop their sustain-
further extend the model to the scenarios with multiple classes of old ability strategies accordingly. The second phase focuses on how to
items and simultaneous trade-in and reselling. apply cross field theories to reinforce the corporate competitive advan-
tages from their sustainability outcomes. The context effect theory is
applied to develop a new business model to amplify competitive ad-
vantage of companies and to penetrate the global supply chain system.
The third phase is utilized the fuzzy cognitive map method to explore
MC-54 the dynamic relationships between material topics and disclosure items
in corporate sustainability development. Integrating of expert’s knowl-
Monday, 12:30-14:00 - 4D UPV 1.6 edge with FCM method, we aim to build a comprehensive CSR model
for specific industry. Consequently, this model would build up a frame-
Business Models, Policies and Customers work of the sustainable development goals of Taiwan and upgrade the
CSR level of industry in order to respond to the Sustainable Develop-
Stream: Energy Economics, Environmental Management ment Goals of the United Nations in the future.
and Multicriteria Decision Making
4 - Energy use, productivity and exporting: a firm level
Chair: Davide Vurchio
analysis for developing countries
1 - Environmental performance of servicizing and selling Davide Vurchio, Pierluigi Montalbano, Silvia Nenci
business models This work aims at exploring the relationship between energy use, pro-
Mehmet Ali Kanatlı, Ozgen Karaer ductivity and international trade for a sample of firms located in De-
veloping Countries. This relationship, although important and relevant
Servicizing is the activity of selling the service provided by the prod- to policymaking, has not been studied in depth. Moreover, environ-
uct rather than the product itself. It has been considered as an alter- mental impact has been extensively analyzed using data at the level
native business model that might be environmentally superior to the of countries, states, and provinces, but relative few firm-level analy-
conventional selling business model. Servicizing promises pooling of ses have been performed. There are even fewer firm level analyses
consumer use and products with higher durability. However, it can of the interaction between energy use and trade. Furthermore, little is
also inflate demand/consumption and result in a bigger environmental known about all this with reference to Developing economies. Thanks
impact overall. to the availability of firm-level data for a large set of Developing coun-
This study compares selling and servicizing business model for a mo- tries from the national representative World bank Enterprise Survey
nopolist durable-goods manufacturer. Durability and price decisions (WBES) dataset, we provide a firstcomprehensive empirical analysis
of the firm, and usage level decisions of consumers are modeled as of the relationship between energy use on both firms’ productivity and
endogenous. Under this setting, we compare the profitability and envi- their exporting status for the main manufacturing industries, control-
ronmental performance of the two business models. ling for industry and firm heterogeneity. We also look explicitly at
the relationship between energy efficiency and exporting by investigat-
2 - An approach for understanding residential electricity ing the correlates between the two variables in the spirit of the new
approach to international trade based on firm heterogeneity. Given
consumption the difficulty in determining a causal linkage, the empirical validation
Gulcan Petricli, Gül Gökay Emel of whether cross-industries and cross-firms differences in energy effi-
According to the United States Energy Information Administration, ciency are correlated with differences in productivity is very relevant
the share of electricity in the delivered energy has been growing in for policymaking.
the world, and the residential electricity consumption comprise about
one third of it. Based on the World Energy Council data, worldwide
average electricity consumption per electrified household has been in-
creasing steadily. Contrarily, the increase for developing countries was
much greater than the worldwide average. According to the European MC-55
Environmental agency, it is expected that the drastic increasing trend Monday, 12:30-14:00 - 4D UPV 2.1
in developing countries will continue as their economy keep expand-
ing. On the other hand, non-renewable energy sources deplete day Fast and Furious: Lightning Talks on
by day. Therefore, reducing household electricity consumption, while
maintaining life standards of consumers, becomes important. How- Applied OR
ever, there is no "one size fits all" solution to reduce the consumption
as it depends on not only socio-demographic characteristics but also Stream: Making an Impact I
attitudes, intentions and behaviors of consumers. Chair: Ruth Kaufman
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MC-56 EURO 2018 - Valencia
1 - Fast and furious: lightning talks increases. The number of cells can not be increased after a certain
Ruth Kaufman point due to overfitting which means to obtain good results with train-
ing data while obtaining poor results with validation and test data.
At a EURO conference there is an enormous amount of interesting ma-
terial that any one person can only see a small fraction of. This session 3 - A simplistic method for representing renewable gasses
will help boost that fraction. Each presenter will have just 5 minutes and fuels in an energy systems optimisation model
to present a lightning talk: a maximum of 20 slides at 15 seconds per Ida Græsted Jensen, Frauke Wiese, Rasmus Bramstoft
slide. This will be an opportunity for presenters to get a bigger au-
With an increase in variable renewable energy production in the heat
dience for your key ideas and for the audience to get a wide variety
and power system, integration with the gas system is a way to get more
of fast-moving and stimulating talks. Details of presenters within the
flexibility in the overall energy system. Renewable gasses and fuels as,
session will be available in due course.
e.g., biogas, can be upgraded by adding hydrogen and thereby serve as
a substitute for natural gas and conventional transportation fuels. As
continued research within hydrogen conversion and storage technolo-
gies shows promising cost reductions and efficiency increases, it seems
inevitable to implement these technologies in energy systems models.
MC-56 We present a simplified method to include renewable gasses and fuels
Monday, 12:30-14:00 - 4D UPV 2.2 and their upgrading, as well as hydrogen production and consumption
in the energy systems model, Balmorel. We compare the results from
Optimization in Renewable Energy Systems using the simplified method with the results obtained using a more de-
tailed formulation of gas and fuel production in the spatio-temporal
II network optimisation model, OptiFlow, where the production and up-
grading processes are included in the modelling. By comparing the
Stream: Optimization in Renewable Energy Systems methods, we evaluate the importance of the loss of information in the
Chair: Ida Græsted Jensen simplified method compared to the detailed formulation, with respect
to correspondence between the two solutions in, e.g., overall cost, in-
1 - Use of image analysis methods to determine the chlo- vestments, and running time.
rine content of refuse derived fuel
Aysun Özkan, Kemal Özkan, Şahin Işık, Zerrin Günkaya,
Müfide Banar
MC-57
Energy recovery from wastes and refuse-derived fuels (RDF) has be- Monday, 12:30-14:00 - 4D UPV 2.3
come of increasing importance for energy-intensive industry branches
such as cement manufacturing. The first step should be to use the sys-
tems that would continuously and automatically measure the chlorine Algorithms for Structure
content of the samples. In this study, a system consisting of a portable
near-infrared spectroscopy was designed to determine chlorine content Stream: Computational Biology, Bioinformatics and
of the RDF samples. For this aim, RDF samples were collected from a Medicine
plant that produce RDF for a cement kiln next to it. The samples were Chair: Joanna Miskiewicz
classified according to their chlorine content as high and low. For im-
age analysis, multiple spectrums of each sample were captured using a 1 - Conflict graphs in pseudoknot modelling
portable near-infrared spectroscopy. The spectrum data was acquired Marta Szachniuk, Tomasz Żok, Kacper Figurski, Mariusz
using the Line Scan, which was configured for 248 data points across a
wavelength range of 900-1700 nm and captured at 1 second total scan
Popenda
time. The feature extraction on the spectroscopy obtained from each Many problems rooted in molecular biology can be modeled using
wavelength was realized. The obtained features were processed us- graph approach. This enables their efficient solving via computational
ing MATLAB Classification Learner to determine the chlorine content. methods. Recently, our attention has been caught by pseudoknots
The spectroscopy analysis results indicated a strong correlation with which are often found in large RNA structures. These motifs are not
the classification values (mean r = 0.96). This paper presents initial re- well recognized and - to our knowledge - their identification, repre-
sults of the application of an adapted spectroscopy -based method, and sentation and classification is ambiguous. In our study, a problem of
critically assesses how the technique could be improved and developed pseudoknot classification and encoding has been recognized as graph-
for environmental applications. modelable. Here, we present a new conflict graph representation of
RNA secondary structure with pseudoknots. Based on that, we pro-
2 - Wind turbine power forecasting by LSTM recurrent neu- pose to untangle pseudoknot classification problem as coloring of a
graph with weighted vertices. By finding chromatic number for our
ral networks using CNTK platform
graph, we optimize an assignment of pseudoknot classes and we pro-
Serap Ulusam Seckiner, Muhammet Zara, Yunus Eroglu vide a clear procedure of motif encoding for further processing of RNA
Wind turbines are now widely used at interconnected power systems structure data. We compare the results provided by our new method to
and their power outputs mostly depend on weather conditions. Short those obtained by other algorithms, applied to graphs representing real
term forecasting of wind turbine power output is very important to bal- pseudoknotted RNA molecules. This research was supported by Na-
ance different electric power sources. This study aims to forecast one tional Science Centre, Poland [2016/23/B/ST6/03931].
day power output of a wind turbine at the beginning of the day. A 2 - Discovery and characterization of cryptochrome desta-
real-world dataset has been used that includes 2 years of samples in
the form of 10-minute intervals. Among various deep learning meth- bilizer small molecules enhancing the apoptosis
ods, long short term memory (LSTM) recurrent neural networks have Seref Gul, Mehmet Tardu, Halil Kavakli, Metin Turkay
been selected, since this network is very efficient at time-series fore- Circadian rhythm controls the behavioral, biochemical and physical
casting. Microsoft Cognitive Toolkit (CNTK) has been used as neural activities of the organisms from cyanobacteria to human. In mam-
network training and testing platform. CNTK can train the neural net- mals, clock mechanism is controlled by two interconnected transcrip-
works running on graphic processor (GPU), so shortens the training tion/translation feedback loops (TTFL) which consist of two activa-
time comparing to running on central processor (CPU). In order to ob- tors (BMAL1 and CLOCK) and two repressors (PER and CRY) at the
tain the optimum forecasting results, effects of some parameters have molecular level. This mechanism controls 40% of all genes’ expres-
been observed. These are the number of hidden units (memory units) sion. Impairment of the organism’s clock increases the susceptibility
in LSTM cells and using different learning algorithms (Stochastic gra- to various diseases, e.g. depression, jetlag, sleep disorders, neurolog-
dient descent, Adam, AdaDelta). Increasing the number of memory ical and cardiovascular diseases, cancer, diabetes and obesity. Fur-
units increases the forecasting accuracy but duration of training also thermore, it has been shown that loss of CRY in cancer prone mice,
150
EURO 2018 - Valencia MC-59
unexpectedly, caused longer life span than cancer prone mice having 1 - MODGRAF: a tool to support teaching network prob-
the CRY, by initiating the apoptosis. Thus, we proposed that CRY lems
destabilizer or inhibitor molecules may increase the apoptosis in can- Mariusz Kaleta
cer prone cells by enhancing the apoptosis. Hence the stability of the
CRY is modulated by the antagonistic action of FBXL3 and FBXL21, Although the network problems are a must have position in a typical
we utilized the structure based drug design approach to screen more OR curriculum, there is surprisingly few didactic software in this field.
than 2 million small molecules in silico to identify molecules modulat- We fill this gap by delivering a tool that can support students in their
ing the overall stability of CRY by targeting the CRY and FBXL21/3 learning process. The Modgraf software allows students for visual
interaction sites. Based on the calculated binding energies (delta G) modeling graphs. Students may apply different algorithms for various
hit compounds were selected to test their effect on the cells having the graph problems, including max flow, min-cost flow, TSP, edge/node
circadian output. We could identify and characterize small molecules coloring, minimum spanning tree, Eulerian cycle. Due to large num-
decreasing the level of CRY and enhancing the apoptosis. ber of ready-made algorithms, they can more focus on understanding
problem modeling issues, especially choosing the right graph model
3 - N-way junction modeling and analysis and algorithm, decoding the solution from the graph, without going
Jakub Wiedemann, Maciej Miłostan, Marta Szachniuk, deeply into algorithmic aspects. For instance, this approach can be
Ryszard Adamiak suitable for management and business students. Students that are more
interested in algorithmic aspect they can follow algorithms in step-by-
step mode and observe how the algorithm works in details. Finally,
When comparing a number of records stored in Protein Data Bank and students can deliver their own algorithm implementations in java in
NCBI’s RefSeq we can see how large is the gap between the known a very simple way, without the need of rebuilding the whole system.
sequences and structures of biomolecules. Nowadays, this gap is be- They can test their algorithm in the environment and compare to other
ing filled by using various computational approaches. Current meth- algorithms. In the talk we share our experiences regarding using the
ods for prediction of the tertiary structure of biomolecules are far from tool in teaching OR fundamentals at Warsaw University of Technol-
being perfect. They are successful in handling selected structure ele- ogy.
ments, but rather unreliable in modeling the others. N-way junction is
the example of structure motif that is found hard to predict accurately 2 - Sharing experiences of designing and teaching quanti-
by computational algorithms. In our work, we found all n-way junc-
tions in RNA structures by analyzing their dot-bracket representations.
tative methods online
Based on the obtained set, we created a database to store them, to- Mahmut Sonmez
gether with their graph models and the information about Euler angles
describing the direction of incoming stems. This data can be used in Online education requires new and fresh approaches to course design
the process of modeling of unknown RNA 3D structures and in the re- and teaching practices. How does a faculty make the transition from
finement of the existing ones. This work was supported by the National a traditional campus teaching to online teaching? In this presentation,
Science Centre, Poland [2016/23/B/ST6/03931]. the author shares his experiences and answers questions about what it
takes to design and teach a fully online quantitative methods course.
4 - Computational analysis and visualization of G- 3 - Mobile learning as strategy for teaching OR
quadruplex structures Laura Plazola Zamora, Sara Marín, Alejandra Gomez Padilla
Joanna Miskiewicz, Mariusz Popenda, Joanna Sarzynska,
Maciej Antczak, Tomasz Żok, Marta Szachniuk Mobile learning includes teaching and learning techniques and a vari-
ety of mobile applications that can be used as a source of information
and as a tool to create material that allows students to actively partic-
G-quadruplexes are non-canonical structural formations that exist in ipate in their learning process. In this work we use mobile learning
guanosine-rich DNA, RNA and even in nucleic acids analogs. These environments to improve the teaching and learning of key concepts in
4-stranded helical structures, also called G4, are created in vitro by a class of Operational Research for business and marketing careers at
spontaneous foldings. The G-quadruplex form may be built by one, the University of Guadalajara. The use of mobile devices and different
two or four strands and their orientation determine the polarity of the pedagogical strategies with applications to present lesson themes and
G-quadruplex structure - parallel, antiparallel, and hybrid-type antipar- illustrate problem solving, is a way to engage students and help facil-
allel. Due to a specific structure of G-quadruplex, it is involved in itate understanding by improving pedagogy in the classroom and, by
the various biological processes, such as mRNA processing, regula- extension, the student’s learning.
tion, and transcription, which may be influenced by recruiting protein
factors. Moreover, G-quadruplex structures are a promising target in 4 - Teaching how to model
many strategies of drug development, including anticancer and neuro- Pedro Castellucci, Alysson Costa
logical disease therapies. In our research, we analyzed G-quadruplex
structures in human microRNAs (small non-coding molecules) and we In this presentation, we will talk about our experience with a modeling
proposed a new manner to visualize their secondary structure. We exercise that was used as an assignment in a Masters Level Course on
searched through miRBase database for human miRNA sequences rich mixed-integer programming at the School of Mathematics and Statis-
in guanosines, and among the chosen ones, we defined possible G- tics - University of Melbourne. The problem considered is a (original
quadruplex motifs. Using structures recognized as the ones contain- ?) variant of the traveling salesman problem presenting a number of
ing G-quadruplexes stored in PDB database as templates, we were modeling challenges. Students could decide to make assumptions and
able to create miRNA models which consist of G-quadruplex forma- simplify the problem (as in real life) but their marks should at least
tions. This work was supported by the National Science Centre, Poland partially reflect the quality of the obtained solutions.
[2016/23/B/ST6/03931].
MC-59
MC-58 Monday, 12:30-14:00 - 4D UPV 2.5
Monday, 12:30-14:00 - 4D UPV 2.4
Risk and Uncertainty in Agri-Food Systems
Teaching OR/MS I
Stream: OR Advances in Agribusiness
Stream: OR Education Chair: Jorge E. Hernández
Chair: Pedro Castellucci Chair: Leandro Antonelli
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MC-60 EURO 2018 - Valencia
1 - Modelling agri-food supply chain risks using total inter- railway option in addition to the highway. In this case, the proposed
pretive structural modelling and fuzzy MICMAC analysis model can be characterized as capacity limited, multi echelon, multi
Guoqing Zhao, Shaofeng Liu stage, multi transport option, multi product wheat supply network de-
sign. The model has been tested with the actual data obtained from Ova
The perishable characteristics of agri-food products and growing Flour Mill which is operating in Konya province. It has been observed
complexity of agri-food supply chain networks cause higher uncer- that the model provides significant cost advantages in supplying wheat
tainty compared with other supply chains.In this paper,an attempt with adequate and desirable quality. Rail transport is recommended in
has been made to establish and analyse the interconnectedness of some areas.
agri-food supply chain risks by applying total interpretive structural
modelling and fuzzy MICMAC analysis.Total interpretive structural 4 - Modelling spatially distributed refuge areas and sterile
modelling(TISM) is implemented as a methodology for identifying insect releases in a Bt sugarcane agroecosystem
and summarizing relationships among factors that negatively affect Dirk Human, Linke Potgieter
agri-food supply chains.The results of TISM are used as an input
to process fuzzy MICMAC analysis to precisely analyse the driv- Genetically engineered crops that produce insecticidal toxins from
ing power and dependence power of agri-food supply chain risks.15 Bacillus thuringiensis (Bt) are increasingly being developed and used
agri-food supply chain risks identified were machine breakdown,bad for pest control. Unfortunately, insects develop resistance over time
working conditions,labour shortage,market price fluctuations,pest and and as a result the toxins’ efficacy are reduced, rendering this method
disease risk,bad quality of irrigation water,rising energy cost,food of control ineffective as a long-term strategy. One way of delaying pest
quality risk,food safety risk,waste disposal risk,unstable contract with resistance to Bt crops is the use of refuge areas of non-Bt host plants
supply chain partners,customer preference,unstable government poli- or crops where susceptible insects reside. In this talk, we present an
cies,unstable weather conditions and rising labour cost.With the help agent-based simulation approach to modelling resistance development
of TISM methodology,these 15 agri-food supply chain risks were con- in an Eldana saccharina Walker (Lepidoptera: Pyralidae) population
stituted 8 levels in the TISM model.The results of fuzzy MICMAC for different spatially distributed or sized refuge areas in a Bt sugarcane
analysis shows that,all the variables considered in this study are nec- scenario. Results from computer simulations indicate that the spatial
essary as there are no autonomous variables.This study makes a great distribution and size of refuge areas have a direct impact on the long-
contribution to understand the interconnectedness of agri-food supply term success of using Bt sugarcane. The economic viability of differ-
chain risks. ently sized refuge areas are also considered. Apart from using refuge
areas, sterile insect releases have been shown as an alternative strategy
2 - Fuzzy model to increase vegetables quality with a col- to delay pest resistance to Bt crops. Sterile insect release has also been
laboration program under uncertainty indicated as a viable pest control method against Eldana infestation in
Ana Esteso, Mareva Alemany, Angel Ortiz a sugarcane agroecosystem depending on the spatial distribution of re-
leases. Combining the use of Bt sugarcane, refuge areas and sterile
Agri-food supply chains (AFSC) profits are dependent on products insect releases in a sugarcane agroecosystem as an integrated strategy
quality. Consumers require a minimum quality for products and pay against Eldana infestation is also considered in this talk.
a higher price for them than for non-quality products. Problems arise
when farmers have difficulties in obtaining products with the quality
standards required. Farmers are forced to waste the harvest not meet-
ing the quality standards. This impacts on the quality products sales,
and on the profits of the whole AFSC. Collaboration can be used to in-
crease the quantity of quality products harvested. Modern retailers can MC-60
fund small farmers to improve their knowledge in farming techniques Monday, 12:30-14:00 - 4D UPV B.5
and the technology for the fruits and vegetables production. Unfortu-
nately, the proportion of quality products to be obtained at each har- EURO Doctoral Dissertation Award I
vest and its improvement with each fund are uncertain. If uncertainty
is not considered in models, the expected results will not be achieved Stream: EURO Special Sessions
when implementing a solution to a real AFSC. A fuzzy model based Chair: Richard Hartl
on Wahyudin et al. (2015) to select the funds to be made to maximize
the AFSC profits is presented. The main novelties of our approach are:
1) the uncertain modelling of the proportion of quality products and its 1 - Computation of equilibria on integer programming
improvement with each fund, and 2) to include the possibility of re- games
jecting demand and wasting harvested product. A method to select the Margarida Carvalho
solution that better balances its feasibility and the decision-maker sat-
isfaction is employed, determining the funds to be finally implemented The formulation of optimization problems as mathematical program-
in the AFSC. ming models is the standard way for describing and communicating
real-world situations unambiguously. Very often, a decision process
3 - A new 0-1 mixed integer wheat supply network design depends on external parameters controlled by other agents (players).
model proposal that decreases the number of vehicle This establishes the connection between mathematical programming
rounds and the game theory framework. The goal of this theses was to extend
Abdullah Oktay Dündar, Mahmut Tekin, Kenan Peker, the algorithmic tools for single decision-maker combinatorial prob-
lems to games. Namely, we concentrate on non-cooperative games,
Mehmet Akif Sahman, Ismail Karaoglan where each player’s set of feasible strategies is characterized through
In the world, bakery products have an important place in nutrition. linear inequalities and integer requirements on player’s decision vari-
Turkey is ranked first in the world flour exports. Despite the fact that ables. These are called integer programming games (IPGs). This work
enough wheat is produced in the country, importing wheat from abroad is fleshed out in two parts: we first considered two-round games, called
affects the sector negatively. Farmers deliver wheats by making a large Bilevel Programming problems, and then we focused on games where
number of rounds with small capacity vehicles in Turkey. This situa- players select their strategies simultaneously. Although in both types
tion increases the costs significantly. The purchased wheat is classified of games each player goal is to maximize his/her utility, the approach
according to quality characteristics in the collection silos. Wheat in- to a solution significantly varies. We studied specific games that gen-
take in the silos is limited by the harvest time. On the other hand, wheat eralize classical optimization problems with applicability in robust op-
shipment from the silos to the flour mill can be made throughout the timization, homeland security, competitive lot-sizing and multi-agent
year. In this study, a new 0-1 mixed-integer wheat supply network de- kidney exchange programs. Besides classifying their computational
sign model is proposed for a flour mill to supply sufficient wheat with complexity, a strong emphasis was given to algorithmic design which
desired quality and the lowest cost. The model uses different tonnage resulted in new methods and frameworks for solution computation.
vehicles and reduces the number of rounds by selecting the appropri- The thesis concludes by analyzing general simultaneous IPGs.
ate vehicle for the amount of freight. The model also evaluates the
152
EURO 2018 - Valencia MD-02
153
MD-03 EURO 2018 - Valencia
Luis Omar Alpala, David Zambrano, Dayana Vallejo, Luis 1 - Locating hydrogen refueling stations with a capacitated
Vallejo flow capturing location model
In this research, we propose a new approach enable to design and mod- Kai Zhang, Yu Song
eling an industrial plant production system with a Smart Factory by
using computer tools included in the BIM (Building Information Mod- Hydrogen fuel raises widespread concern since it is a sort of
eling) systems. The suggested design integrates software, BIM dimen- environment-friendly and renewable energy sources. Japan is an ad-
sions and database in a collaborative way to obtain a unique work vanced country in utilizing the hydrogen fuel and pays more attention
model in order to reduces time and costs for planners. The virtual to developing the fuel cell vehicles (FCVs). In promoting the FCVs, it
plant submits functions as a practical learning which allows to design is necessary to build corresponding hydrogen refueling stations (HRSs)
and model different types of industrial plants in the Manufacturing sec- to serve them. Therefore, a problem has arisen that how the HRSs can
tor and subsectors keeping similarities in their production system and be located efficiently. In this study, a capacitated flow capturing loca-
resources. This type of project is designed so that new projects for the tion model (CFCLM) is proposed to determine the optimal locations of
production of goods in the manufacturing sector and its sub-sectors HRSs, which considers the capacity of HRS facilities and allows the
with a Smart Factory approach can be designed, modelled and simu- FCV flows to have a deviation distance from their shortest paths. Be-
lated before they are definitively built, with this learning environment sides, the asymmetry of traffic flow in reality is taken into account, con-
which is based on an experimental laboratory in which it is possible trary to the assumption of symmetric flows in flow capturing location
to study the behavior of the main resources that any production plant model (FCLM) proposed by Hodgson. In addition, we conducted nu-
has in common, it is possible to visualize how production behaves after merical experiments of CFCLM with the person trip data of Fukuoka
the use of disruptive technologies. In order to validate the proposal, a City, Japan. Due to the lack of road network data, a new network is
group of experts was invited from both the company and the educa- constructed with the covering radius, where the nodes are the zonal
tional sector, using as a main source of visualization the virtual and centroids and the links depend on nodes’ distance compared with the
augmented reality in which participants could verify the hyperrealis- covering radius. The optimal HRSs location problem of Fukuoka City
tic experience of connecting with a virtual and real world at the same is solved by using mathematical programming solver: Gurobi Opti-
time, without the need to be present there. mizer. To shorten the calculating time, a greedy heuristic algorithm
is also developed to obtain the approximate optimal solutions, and the
3 - Future research areas for supply chain management effectiveness of the algorithm will be verified with exact solutions.
containing blockchain technology
Emine Bozoklar, Ebru Yılmaz 2 - A warehouse location-transportation model for pharma-
Blockchain is one of the current information technologies associated ceutical distribution planning
with Industry 4.0. Blockchain technology plays an important role Eli Angela Vitor Toso, Aura Jalal
for supply chain management in terms of some factors such as cost,
quality, sustainability and traceability. This study suggests a detailed We consider a specific warehouse location-transportation problem in a
scrutiny about significance and application areas of blockchain tech- three-level pharmaceutical logistics network comprised of production
nology for supply chain management in terms of these factors men- plants, warehouses and customers. Unlike typical location problems,
tioned above. Moreover, some research areas and suggestions are pre- ours is characterized by lower warehouse opening costs due to out-
sented for future studies. sourced warehousing and distribution services. Therefore, medium-
term transport costs have a higher impact on location decisions and
4 - Is it cheaper to print a good or to manufacture it using must be evaluated with parsimony. In addition, medicine items are
traditional techniques? Cost always makes matter. very diverse in sales price, demand behavior and physical character-
istics, which also affect transportation mode decisions, e.g., road or
Maria Mavri, Evgenia Fronimaki air shipments, truckload (TL) or less-than-truckload (LTL) transporta-
The Additive Manufacturing (AM) term, also known as 3D printing tion, cargo insurance, and, in some cases, reefer cargo requirements. A
(3DP), describes the use of a collection of technologies capable of multi-product, dynamic and multimodal location-transportation model
joining materials to manufacture complex products in a single process is thus developed considering practical characteristics of the Brazil-
step. AM technology has the potential to change the future of supply ian’s logistics context, in which the rate of ICMS (value-added tax on
chains and how industries will design, manufacture and repair goods. sales) varies according to the State (municipality) where warehouses
AM reduces time and costs from the design phase to manufacturing, are located. Numerical results based on real-life instances demonstrate
since there is no investment in designing and fabricating the necessary the model’s effectiveness to support compromised location and trans-
tooling and fixtures. The cost of manufacturing a product using AM port decisions towards minimizing overall logistics costs plus the total
processes exceeds that of traditional methods and may slow the adop- amount of chargeable taxes.
tion of this technology. Because of the high purchasing and processing
costs of AM machines, the planning and scheduling a 3DP network 3 - A strategic model for location and route planning for a
play a crucial role in reducing operational costs, providing services
to customers in fewer prices and increasing the profitability of AM
service parts distribution system
industries. Although cost functions have been developed in the liter- Ajinkya Tanksale, F. Tevhide Altekin, Abdullah Dasci, Hazal
ature, 3DP networks have not studied yet. A 3DP network comprises Ercan, Guvenc Sahin
multiple entities and connections among entities. More specifically, a
simple 3DP network consists of customers, suppliers, AM manufactur- In this paper, we deal with the design of a service parts distribution
ing plants, designers, factory workers, distribution centers, as well as system. We consider a multi-echelon distribution system that consists
the links among these entities, through which printed goods flow. The of one distribution center (DC) and various regional depots, each of
goal of this paper is to propose a linear model for cost of manufactur- which is responsible for a group of authorized service points that de-
ing and goods. The model minimizes investment and operational costs liver repair services directly to customers. We focus primarily on the
and therefore maximizes profits of an AM industry. location of potential depots which is the key strategic decision in such
distribution systems. Another policy decision is the frequency of ship-
ments from DC to depot and from depot to service points. We allow a
service point to be assigned to more than one depot or to be visited via
different routes and/or different trucks. Even though route optimiza-
MD-03 tion is beyond our scope, we consider route selection among a set of
Monday, 14:30-16:00 - SOUTH BUILDING UV S103 alternative routes as a decision in the present model. As opposed to
simple linear functions, we take into account the transportation costs
more realistically by considering a staircase cost structure due to alter-
Facility Location in Supply Chains I nate vehicle types of different capacities. In particular, we exploit the
utilization of full-truck-load shipments to achieve economies of scale
Stream: Location Analysis and Optimization in the considered distribution system. In this way, we presented an
Chair: Abdullah Dasci extended facility location model that considers detailed transportation
154
EURO 2018 - Valencia MD-05
decision. We demonstrate the application of the model to the practice 3 - A hybrid belief rule based decision support system for
through computational experiments. assessing credit risk for mortgage lending
4 - An iterative BTST method for the multi-Weber problem
Swati Sachan, Jian-Bo Yang, Dong-Ling Xu
Atsuo Suzuki Mortgage lending institutions assess credit risk to determine the pos-
The multi-Weber problem is a variation of the classical Weber problem sibility of borrower’s failure to pay their loan obligation. A com-
where we need to place several facilities to serve the demand points. As mon decision-making approach adopted by lenders consists of follow-
the objective function of the multi-Weber problem is nonconvex, it is ing several administratively pre-established rules and transformation
quite difficult to obtain the exact solution of the multi-Weber problem. of data gathered from credit bureau to a composite score by machine
We propose an iterative method to obtain a local minimum solution. learning models. With accumulation of data over time, rules have be-
Starting from an initial layout of the facilities, we move the facilities come more complex and the consequence of noncompliance is get-
one by one to a better position until the move of the facilities becomes ting more severe. This situation force lender to minimize the stress
small. The new location is obtained by solving another variation of the and unrecognized biases or errors of complex decision making by hu-
Weber problem. The problem is find the exact solution of the Weber man interventions. This research proposes a hybrid belief rule-based
problem where there exist several facilities. Serving for the demand system to make joint utilization of expert knowledge and heteroge-
points We apply the BTST method, as the objective function of the neous source of credit risk data available from external agencies, lend-
problem to find the new location is also nonconvex. ing institutions internal data and their pre-existing decline and referral
rules. Both expert knowledge and credit risk data are independent and
complementary and are used to train the optimal expert belief rule-
based and data-driven model, respectively to establish the association
between the default feature space and default status space. The pro-
MD-04 posed methodology can determine the nonlinear relationships between
default features and can explicitly represent the underwriter’s domain-
Monday, 14:30-16:00 - SOUTH BUILDING UV S104 specific knowledge as well as the judgment from historical data. The
result from both the models is fine-tuned by aggregating it by evidence
Corporate Finance and Portfolio reasoning algorithm.
Management
4 - Dividend policy: estimating the duration of making sys-
Stream: New Challenges in Investment Strategies, Risk tematically bad decisions
and Financial Modelling Victor Dragota, Camelia Delcea
Chair: Victor Dragota
Different papers discuss dividend policy from many perspectives.
Some of them propose normative models, providing solutions for mak-
1 - Portfolio selection under cumulative prospect theory ing optimal decisions regarding dividend payout. Our paper analyses
with piecewise exponential value functions the case in which the decision-makers make systematically bad deci-
Suleyman Ozekici, Nuri Şensoy sions regarding dividend payout and its effects. It contributes to the
literature approaching dividend payout literature from an agent-based
In this paper, we formulate and study the single-period portfolio se- modelling perspective. Our paper analyses the conditions in which
lection problem under Cumulative Prospect Theory (CPT) using the making bad decisions can become a systematic phenomenon and pro-
piecewise exponential (PE) value function. The reference point co- poses a model for the estimation of the duration of making systemati-
incides with the risk-free return and the probability weighting func- cally bad decisions in fixing one dividend policy.
tions are ignored. Under the assumption of normally distributed re-
turns of multiple risky assets, we obtain the optimal portfolio explic-
itly and provide several characterizations. In particular, we investi-
gate the connection of the optimal PE portfolio to those within the
mean-variance framework of Markowitz. As a special case, we ana-
lyze the single risky asset model and show that the objective function MD-05
is quasi-concave. Also, we identify the optimal portfolios and ana- Monday, 14:30-16:00 - SOUTH BUILDING UV S105
lyze the structure of the objective functions in a number of numerical
illustrations. Finally, we perform sensitivity analysis on the optimal Exact Methods for Vehicle Routing
portfolios with respect to the parameters of the value function.
Problems I
2 - Optimal financing strategy when considering R&D inno-
vation Stream: Vehicle Routing and Logistics Optimization I
Jiang Wang, Changchang Wu, Lihua Chen Chair: Roberto Roberti
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MD-06 EURO 2018 - Valencia
2 - An exact method for the multi-trip VRP with time win- the interdependency between the daily routes, which is caused by the
dows required ATC at customers.
Rosario Paradiso, Roberto Roberti, Demetrio Laganà, Wout In this talk, we propose an exact method based on column genera-
Dullaert tion applied to a formulation in which each variable represents the set
of routes assigned to a vehicle over the planning horizon. The ex-
The Multi-Trip Vehicle Routing Problem with Time Windows, Lim- act method initially takes into account DC only, and addresses ATC
ited Duration and Loading Times (MTVRPTWLD) is a variant of the at a later stage. Computational results show that the proposed exact
VRPTW, where vehicles can perform multiple trips in the planning method is able to solve small and medium sized instances with up to
horizon. A trip is defined as a sequence of visited customers and a five planning periods and 30 customers.
departure time from the depot. Each trip cannot exceed a given max-
imum time duration. In this work, a new two-phase exact method is
proposed to solve the problem. The proposed algorithm is based on
a formulation where each variable corresponds to a structure, where a
structure is a trip without an associated departure time from the depot.
In the first phase, a lower bound is computed by using column gener-
MD-06
ation and all structures having a reduced cost w.r.t. the computed dual Monday, 14:30-16:00 - SOUTH BUILDING UV S106
solution not greater than the gap between an input upper bound and
the achieved lower bound are generated. In the second phase, a branch Retail Distribution Planning I
and cut algorithm based on the set of structures generated in Phase 1
is used to find an optimal solution of the problem. One of the features Stream: Demand and Supply Management in Retail and
that differentiates our approach from the others in the literature, is that Consumer Goods
all our formulations are "structures" based, instead of considering trip
or routes (a route is a set of consecutive trips performed by the same Chair: Heinrich Kuhn
vehicle). The computational results achieved by the proposed solution
method clearly show its effectiveness.The proposed solution method 1 - Branch-and-cut and heuristic algorithms for an inven-
clearly outperforms the exacts algorithm in the literature, solving all tory routing problem with perishable products
the instances in less than 30 minutes. Aldair Alvarez, Jean-François Cordeau, Raf Jans, Pedro
3 - Decomposition algorithms for the multi-modal ride- Munari, Reinaldo Morabito
sharing routing problem In this talk, we present different mixed-integer programming formula-
David Pisinger, Miriam Enzi, Sophie Parragh, Matthias tions for an inventory routing problem with perishable products. In the
Prandtstetter problem, the perishability of the products is modeled by considering a
fixed shelf-life, i.e., the product expires a certain number of time peri-
Mobility is changing - people are moving from owning a car towards ods after it is made available at the supplier. To solve the problem we
using mobility services. Sustainability and shared economy are ris- propose branch-and-cut algorithms and a hybrid heuristic method. We
ing topics of concern. In this talk we focus on two different sharing report computational experiments with the algorithms using problem
concepts: car-sharing and ride-sharing. In car-sharing a community instances from the literature.
mutually uses a pool of cars but tours are traveled separately. In ride-
sharing individual legs can be shared in order to reduce cost and/or 2 - Order policies for a perishable product in retail
enhance utilization of an integrated fleet. Karin G.J. Pauls-Worm, Eligius M.T. Hendrix
We introduce the multi-modal ride-sharing routing problem (MM- A challenge of inventory control of perishable products in retail is that
RRP), in which a pool of cars is used to cover a set of ride requests by in general the age distribution of the items in stock is not known. Only
the employees. Each route must start in a depot and finish in a (possibly the total numbers of items delivered and sold are recorded, resulting
different) depot. Since the employees always have the option of using in an estimate of the items in stock. The exact number may be differ-
other modes of transportation (e.g. public transportation) the problem ent from the inventory status according to the checkout system due to
can be seen as a prize-collecting Vehicle Routing Problem defined on damaged items and more waste than expected. We investigate order
a acyclic time-space graph. The problem is solved by use of column policies for a product with a maximum shelf life of 3 days at deliv-
generation where the master problem makes sure that each person can ery. Demand is non-stationary during the week, but stationary over
only participate in one ride for each leg, and the pricing problem gen- the weeks. Lead time is one day. For planning purposes in the super-
erates new promising routes by solving a (time constrained) shortest market, we search for order policies with fixed reorder days during the
path problem in a time-space network. The pricing problem also at- week, so we order at least 3 times a week, and at most every day. It is
tempts to include ride-sharing whenever possible. Computational ex- likely to have items of different ages in stock. Customers can pick the
periments are reported showing that the column generation framework items in front of the shelf (FIFO), as preferred and stimulated by the
outperforms a compact formulation for large-scale problems. store, or search for the freshest items (LIFO). The store has a target α-
service level to meet demand. A Stochastic Programming (SP) model
4 - An exact method for the consistent vehicle-routing is presented of the situation in the retailer practice. Several policies
problem to determine the order quantity are studied and compared to a policy
Roberto Roberti, Dominik Goeke, Michael Schneider from literature. The base is a YS order policy where the reorder days
Y are fixed and order-up-to levels S are used, with parameter values
Vehicle-routing problems (VRPs) with consistency considerations are generated by an MILP approximation of the SP model. Numerical
receiving substantial interest because of the practical importance of experiments compare the effectiveness of the policies with respect to
providing consistent service in many industries. To boost customer costs and reached service levels.
satisfaction, customers should be served at roughly the same time (ar-
rival time consistency, ATC) by the same driver (driver consistency, 3 - On the issuing rules and agreements in a divergent re-
DC) each time they are served. The Consistent VRP (ConVRP) is a tail supply network to reduce the waste and increase the
multi-day capacitated VRP with ATC and DC constraints.
freshness of perishable products
A few heuristics are available for the ConVRP, but no exact approach Rob Broekmeulen, Karel van Donselaar
has been proposed yet. Most of the state-of-the-art exact methods to
solve VRPs are based on column generation applied to formulations Our study investigates control rules at and agreements between differ-
where each variable represents a feasible route, and the pricing prob- ent stakeholders in a divergent retail supply network for perishables.
lem is solved via dynamic programming. However, these methods can- The objective is to reduce the time between production at the supplier
not be directly extended to solve the ConVRP because the linear relax- and delivery to the store to maximize the freshness and minimize the
ation of route-based formulations provides weak lower bounds due to waste. We also study the effects on transportation and handling costs.
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EURO 2018 - Valencia MD-08
The proposed model compares the effect of centralized with decentral- In many governments, budget process is core part of official decision
ized control of the goods flow in such a network. Our results show the making in research and development policy and how can we reflect
benefits of concepts like Supply Chain Synchronization and Vendor the insight and voice of science communities into the process is al-
Managed Inventory specifically for a perishable divergent network. ways hot issue under tight schedule. Intense discussion is routine be-
cause budget process is priority setting for government expenditure or
4 - Design challenges and performance analysis of the selecting dichotomous choice: yes or no. Moreover, research and de-
pick-support AGV system velopment policy covers diverse fields which currently develop very
fast. Korean government has made great efforts to build decent pro-
Kaveh Azadeh, Debjit Roy, René de Koster cess satisfying diverse participants such as scientist, engineers, and
budget officials. During the last decade, the analytic hierarchy pro-
Recently, an AGV-based pick system (Pick-Support AGV) is devel- cess is highly regarded among various approaches and tools in the ef-
oped to minimize the pickers travel time. In such systems, the AGVs forts. In this study, we investigated two representative cases related
(Automated Guided Vehicle) automatically follow the picker closely with multi-criterion decision making with the analytic hierarchy pro-
and transport the roll cages for the picker to put away the retrieved cess: the one is decision on a single program, and the other is decision
items. Once the roll cage is full, the AGV is automatically swapped on ranking allocation among technology sectors consisting of multiple
with a new AGV carrying an empty roll cage. Therefore, the picker programs. We found that the analytic hierarchy process could support
can continue with the picking route without returning to the depot, decision making with structured approach excluding strategic behav-
and the AGV automatically transports the full roll cage to the depot. iors and promoting discussions among professionals. We confirmed
Due to a parallel movement among the pickers and the AGVs, mod- that in the process quantitative data, such as cost-benefit analysis or
eling, analysis, and optimization of such systems is complex. In this patent analysis, and sufficient discussion between experts were helpful
research, we attempt to develop queuing network models to capture in narrowing the gap between groups.
the realistic movement of the AGVs and the pickers in the system and
develop solution methods for performance evaluation. Next, we use an
MDP (Markov Decision Process) to find the optimal operational policy 3 - An MCDM-integrated maximum coverage approach for
when using the AGVs, in case of different demand portfolios. positioning of military surveillance systems
Fatma Çarman, Ceren Tuncer Sakar
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MD-09 EURO 2018 - Valencia
1 - Longitudinal analysis of heuristic performance the cycle time and the execution order of tasks executed on the same
Steven Verwerft, Kenneth Sörensen machines have to be decided before the realization of the uncertainty,
and the starting times of tasks are delayed and can be adjusted after
Comparing different heuristics for an optimization problem is a diffi- the uncertain parameters are known. To tackle the robust cyclic job
cult task, and several frameworks exist to establish whether one algo- shop problem with cycle time minimization, we propose a Branch-
rithm performs better or worse than another. A related problem is to and-Bound algorithm that uses a robust version of Howard’s algorithm
determine the best settings for the parameters of an optimization algo- to derive a lower bound on the optimal cycle time. In order to compute
rithm, an activity commonly referred to as "algorithm tuning". Most an initial upper bound for the cycle time, we also provide a heuris-
studies that go beyond an ad-hoc trial-and-error approach to either tic method. Finally, we present results on numerical experiments per-
comparison or tuning, perform some sort of statistical testing such as formed on randomly generated instances.
analysis of variance (ANOVA), or a non-parametric equivalent such as
the Friedman test. Most studies, however, fail to incorporate a crucial
factor in the analysis: the computation time. Since most heuristics for
combinatorial problems are so-called "anytime" algorithms (i.e., pro-
duce a valid solution even if stopped before the termination criterion),
and have a more or less arbitrary termination criterion, this results in MD-09
a comparison that is not necessarily representative of the overall per- Monday, 14:30-16:00 - SOUTH BUILDING UV S109
formance of the algorithm under study. We propose a longitudinal ap-
proach both for comparing different algorithms and for tuning a single
algorithm. Our approach allows to reveal significant effects of the al- The Role of Mathematical Optimization in
gorithms parameters on its performance, and, more importantly, the Data Science IV
dependence of these effects on the time of measurement. In this talk,
we demonstrate the usefulness of our approach by applying it to a tabu Stream: European Working Group: Data Science Meets
search (TS) algorithm for a single machine job scheduling problem. Optimization
2 - Finding shortest pairs of paths with the fewest shared Chair: Vanesa Guerrero
labels
Marta Pascoal, Joao Clímaco 1 - A branch-and-price approach to find optimal decision
trees
In this paper we address the problem of computing efficient pairs of
paths between two nodes of a given network, whose arcs are associ- Murat Firat, Guillaume Crognier, Adriana F. Gabor, Yingqian
ated with a cost and a label. The two criteria to minimize are the total Zhang
cost of the two paths and the number of labels they have in common.
An algorithm for finding the efficient pairs of paths is developed. Nu- In Artificial Intelligence (AI) field, decision trees have gained certain
merical experiments are presented to illustrate the performance of this importance due to their effectiveness in solving classification and re-
algorithm. gression problems. Recently, in the literature we see finding optimal
decision trees are formulated as Mixed Integer Linear Programming
3 - A mixed integer linear programming model for rolling (MILP) models. This elegant way enables us to construct optimal de-
stock rebalancing cision trees with different error concerns. In our work, we find the
Federico Farina, Dennis Huisman, Roberto Roberti, Shadi optimal decision trees by employing the Column Generation (CG) ap-
Sharif Azadeh proach. To do so, we first reformulated the previously proposed MILP
model as a master MILP model. This master model is basically a par-
This work deals with the Rolling Stock Rebalancing Problem (RSRP) titioning problem of the rows in the given data set such that every par-
with deadhead trips. In the rolling stock circulation problem, given tition, or so-called segment, of the row set is assigned to a leaf of the
a set of timetables and the rolling stock material available, the vari- decision tree. We obtain the integer solutions by applying a Branch-
ous rolling stock units are assigned to each timetable; this plan also and-Price search. Our approach of constructing decision trees is suc-
defines in which station’s inventory the different rolling stock units cessfully tested in real-world benchmark datasets.
will be stored when not used. This daily plan is usually repeated each
day of the week (with modifications during weekends or holidays). If 2 - Predicting review helpfulness: an open problem?
the plan is repeated cyclically, then at every station the stored units at
the end of the day need to match the required units at the beginning
Anne-Sophie Hoffait, Ashwin Ittoo
of the following day. Because of disruptions in the daily operations,
planned maintenance in the network or others reasons, the timetables Online customer reviews represent one of the most popular and acces-
can deviate from what was originally planned therefore the balancing sible source of product/service information. E-commerce platforms
condition may be violated and there can be a number of off-balanced enable users to vote for review for their helpfulness, which act as in-
stations (with a surplus or a deficit of units). To rebalance the rolling dicator of the review’s reliability for other readers. While numerous
stock in the network new deadhead trips, trips that run empty (starting scientific publications have focused on the topic of predicting review
from a surplus station A to a final station B where there is a deficit helpfulness, several questions are yet to be addressed. Moreover, the
of those units), have to be scheduled in between the passenger trains current literature is highly heterogeneous, leading to inconsistent and
by the railway operators. The novel contribution of our work is a new contradictory results. Our aim with this study is to synthesize and crit-
mathematical formulation that allows to route and schedule new dead- ically assess the state of the art in research on what makes a review
head trips in the network in order to solve the off-balanced stations. helpful and on predicting review helpfulness. Our primary findings
We will show that it can solve realistic instances on both the Dutch reveal the use of highly varying datasets; a huge plethora of distinct
and Danish railway networks. features, including some which are counter-intuitive, as the count of n-
letters words or of line breaks; the lack of benchmarks for comparing
4 - A robust optimization approach for the cyclic job shop and assessing algorithms’ performance in predicting review helpful-
problem ness or the application of machine learning techniques overlooking the
Idir Hamaz, Laurent Houssin, Sonia Cafieri statistical characteristics of the data resulting in flawed results. We pro-
pose several research directions to overcome these gaps and advance
The present paper addresses the cyclic job shop problem where the task the state of the art, such as a standard features set and algorithms to
durations are uncertain. We consider the uncertainty set introduced by be used as benchmark for assessing future research. We also propose
Bertsimas and Sim (2003,2004) where the activity durations are sub- new approaches based on recent innovations in argumentation mining
ject to interval uncertainty and the level of robustness is controlled by and deep learning as well as more advanced statistic techniques, such
a parameter called budget of uncertainty. We propose a two-stage ro- as lasso/ridge regression.
bust optimization formulation to the cyclic job shop problem where
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3 - Interpretable deep learning models for financial appli- in the performance of the companies of Siderurgia and Metallurgy.
cations Paraconsistent logic, multicriteria analysis techniques and multivariate
Pavankumar Murali analysis were combined. The paraconsistent logic evaluated economic
and financial data, between the years of 2008 and 2015, steel and met-
Statistical learning has been used in the past to build several predic- allurgy companies that worked at the BMF & Bovespa, locating their
tive models for financial applications such as risk estimation, attrition barycenter in the reticulate of the annotations. On each of the positions,
prediction, product recommendation etc. A majority of these mod- the TOPSIS multicriteria technique was applied, which evaluated the
els are tailor-built for specific datasets and use-cases. As such, they performance of companies against favorable and unfavorable scenar-
cannot be used easily across use-cases without heavy-lifting to rebuild ios. Finally, the performance obtained through the use of TOPSIS was
models. Secondly, the training methods employed do not allow true confronted by a multiple linear regression to the economic-financial
isolation of feature effects on the outcome. In popular techniques such indicators. The results indicate that the indicators of dry liquidity, prof-
as logistic regression, one can only decipher the relative importance itability over assets, return on assets, medium-term of stocks positively
of a feature in the presence of other features. In this talk, we present influence the performance of companies. On the other hand, current
a new approach based on deep-learning to address this drawback of liquidity negatively influences performance. It was concluded that the
traditional machine learning models, while enhancing the capability segment needs efficient logistics, as well as a better optimization of
to extract individual customer-level rationales behind a predicted out- operations related to stocks.
come. We use a modeling approach called attention models, that is
inspired by the flexibility and interpretability of generalized additive 2 - Multi-criteria utility models with veto related preference
models. This modeling framework enables us to isolate the training structures - investigation of methods and properties
and contribution of each subset of features. For instance, our approach Andrej Bregar
can be used to identify the importance of customer profile-based fea- Utility based multi-criteria decision aiding methods can be extended
tures vs. that of daily account transactions to the predicted outcome. with the concept of veto to model non-compensation of unsatisfactory
We present results based on several publicly available datasets to show preferences. The aim of this research is to analyse approaches to ex-
how attention models perform better than traditional methods, and can press non-compensation. An overview is provided, with the focus on
provide superior interpretability. veto criterion, veto function, and aggregation operators. A new method
to derive a criterion-wise veto function from the matrix of discordance
4 - Optimized re-ranking approaches for a doctor recom- relations between alternatives is introduced, and compared to the stan-
mender system dard preference lottery based specification. Veto functions are also cor-
Hongxun Jiang related with criteria weights, as they exhibit common preference struc-
tures of decision-makers. The key contribution of this work pertains
Big data nourishes smarter services while detailed consideration pro- to the investigation of properties of veto functions and multi-criteria
motes satisfying ones. State-of-the-art literature of physician recom- utility models incorporating veto related information. Several evalua-
menders has put major efforts on accuracy, which used to overlook an tion factors are observed, such as the ability to efficiently discriminate
emerging phenomenon. A few "superstar" physicians dominate others alternatives, richness of output data, relevance of judgements, validity
in the number of times recommended that brings to a quite long wait- of results, and robustness. Particularly, risk aversion of veto functions
ing time making users impatience, and causes themselves exhausted is studied, and correlated with risk aversion of complementary utility
as well. Diversity does help but cannot eliminate overworks. A novel functions. The outcomes of risk averse, risk seeking, and risk neutral
metric in this paper called workload caps the times a physician recom- veto functions are analysed, and compared to ROC and RS preference
mended to improve the quality of recommendations, based on which a specification methods. Different problem solving problematics (rank-
personalized physician recommender system was developed. The key ing and sorting), aggregation models (additive and multiplicative), and
contributions was an optimized re-ranking approach after supervised types of rank-orders (complete, weak and partial) are considered in
learning. The optimization presented as a mix integer programming simulation experiments.
with subject to the workload constraints for anyone recommended, as
well as objective to find the maximum accuracy. It is a large-scale in- 3 - Assessing energy retrofit strategies for public build-
teger programming and has the computation-consuming problem. We ings: an application of the ELECTRE-TRI nC model
supposed a greedy heuristic to find near-optimal solutions that assures Marta Bottero, Giuseppina Ciulla, José Rui Figueira,
the workload standard first and finds alternatives as good as possible. Salvatore Greco, Grazia Napoli, Federico Dell’Anna
The experimental results proved that the re-ranking approach improved
remarkably the quality of recommendations comparing with the bench- The present study sets out to investigate the usefulness of Multicriteria
mark model. In addition, the greedy-based algorithm outperformances Decision Analysis for supporting decision problems in the context of
the CPLEX-based one in the computational time in all circumstances, energy retrofit investments. Starting from a real case study, the multi-
while the similar scores in the accuracy of recommendations. criteria ELECTRE TRI-NC method is employed for sorting alternative
strategies for the requalification of public buildings in order to support
the efficient allocation of economic resources for energy actions. A
sample of 36 public buildings located in the Puglia Region (Southern
Italy) has been considered for a potential energy retrofit. In particular,
210 specific requalification measures have been evaluated on the basis
MD-10 of four categories of criteria which consider the financial aspects of the
Monday, 14:30-16:00 - SOUTH BUILDING UV S110 operation (i.e., Net Present Value - NPV and investment costs), the tim-
ing of the investment (i.e., Payback Period - PBP), the environmental
Decision Aiding Methods IV impacts (i.e., CO2 emissions, reduction of primary energy consump-
tion, energy class), and historic value of the buildings. Interviews and
focus groups with different experts in the domain of energy systems,
Stream: Multiple Criteria Decision Aiding public management and restoration were organized in order to validate
Chair: Nelson Hein the structuring of the decision problem, to define the weights of the
evaluation criteria and to state the limiting profiles.
1 - Paraconsistent logic in the economic-financial evalua-
4 - Performance of Brazilian companies: an evaluation
tion of Brazilian companies
Adriana Kroenke, Nelson Hein, Luana Sara Bizzato, Eliane through moderate pessimism
Andrade Nelson Hein, Adriana Kroenke, Vinicius Jacintho
Brazil is a major exporter of iron ore. However, participation in the
This research arises from the importance of diagnosing motives and stock market of steel and metallurgical companies has been falling in
trends of the decrease in the number of companies in the Steel and the last decade. This research aimed to evaluate the companies listed
Metallurgy sector in the Brazilian stock market. The research had as on the BM & FBovespa (Brazilian stock exchange) in the period 2012-
objective to verify the influence of the economic-financial indicators 2016, through its economic-financial indicators using the technique
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MD-11 EURO 2018 - Valencia
known as Moderate Pessimism Decison Making (MPDM). The prin- calculated through the solution of corresponding optimization for spe-
ciple of moderate pessimism combines advantages of the Laplace and cial inputs or outputs. For each unit, the stability radius is calculated to
Wald rules, assigning a weighting system to the criteria under evalua- maintain a constant efficiency. Subsequently, this issue and method are
tion and obtained from the so-called non-dominated firms. The exclu- used for a set of commercial bank branches and are calculated for each
sion of dominated firms for the formation of consistent weights presup- branch with multiple inputs and multiple outputs for the assurance re-
poses the presence of pessimism, but not in its extreme form. Twelve gion and stability radius. Indicators of input and output are effective
indicators were used, divided into four lots and with them rankings on the performance of bank branches, personnel, costs, trade demands,
were formed that indicate the accounting position of the companies in- paid benefits, received profits, fees, facilities, or loans and resources.
vestigated. The social impact of the research is to allow the investor
to elaborate his portfolio and to the governmental strategist to evaluate 3 - Multi-criteria comparison of travel agencies and tour
the performance of the ten remaining companies in the stock exchange, operators in V4 countries
as well as create public policies that mitigate negative consequences, Martina Kuncova, Veronika Hedija
since it is a strategic sector for the nation. The scientific impact lies in
the combined use of two techniques discussed and used in the scope of The tourism industry can be classified as a relatively young and dynam-
Operational Research, bringing originality to research. Non-triviality ically developing sector of the economy in post-communist countries.
is achieved given the volume of data and the extent of the calculations. In the communist era the sector was heavily regulated by the govern-
ment, and the opportunities for inbound and outbound tourism were
greatly reduced. After the Velvet revolution the significant changes in
the demand for tourism services, both in terms of inbound and out-
bound tourism, could be seen. In response to these changes, the num-
ber of tour operators and travel agencies has grown rapidly. But the
MD-11 financial crisis in 2008-2009 has changed this trend into decreasing. It
Monday, 14:30-16:00 - SOUTH BUILDING UV S111 can be assumed that only strong companies remained on the market.
The aim of this paper is to compare the situation in the Visegrad Four
DEA Theory III group of countries (it means in the Czech Republic, Slovakia, Poland
and Hungary) in the year 2016 from the travel agencies’ and tour oper-
Stream: DEA: Theory ators’ point of view with respect to their economic efficiency. For the
comparison first multiple criteria decision making methods based on
Chair: Martina Kuncova 11 selected ratios of financial analysis are used and second the DEA
models are used to estimate the efficiency of the travel agencies inside
1 - Perception-based evaluation of online ratings through each country and across all countries. The data was taken from the
uncertain decision intervals databases Amadeus and Eurostat.
Francisco Javier Santos Arteaga, Debora Di Caprio
We formalize the evaluation and choice structure of a decision maker
(DM) when the main characteristics defining the alternatives are not di-
rectly observed but numerical reports are provided by external raters. MD-12
The DM observes the overall numerical value assigned by the raters to Monday, 14:30-16:00 - SOUTH BUILDING UV S112
an alternative and defines an uncertain interval within which the evalu-
ation observed is contained. The width of the interval is determined by Non-Standard Optimization and
the subjective perception and evaluation differences existing between
the DM and the raters transmitting the information. We analyze the Decision-Making Methods I
incentives of the DM to improve upon an evaluation contained within
an uncertain interval by retrieving further uncertain information from Stream: Fuzzy Optimization
the raters of other alternatives. Moreover, different scenarios will be Chair: Martin Gavalec
developed based on the capacity of the DM to fully assimilate uncer-
tainty and the introduction of a variety of interval widths designed to 1 - Condition of order preservation in pairwise compar-
account for the potential frictions arising from uncertainty. isons matrix with fuzzy elements
The above perception-based evaluation scenario is implemented within Jaroslav Ramik
a data envelopment analysis (DEA) framework in order to study nu-
In this paper we deal with Condition of Order Preservation (COP) of
merically the effects that perception differentials have on the ranking
pairwise comparisons (PC) matrix with fuzzy elements. Fuzzy ele-
and selection behavior of the DM.
ments are appropriate whenever the decision maker (DM) is uncertain
2 - Sensitivity analysis and assurance region of efficiency about the value of his/her evaluation of the relative importance of el-
ements in question, or, when aggregating crisp pairwise comparisons
in data envelopment analysis with integer inputs and of a group of decision makers in the group DM problem. We for-
outputs mulate the problem in a general setting investigating pairwise com-
Farhad Hosseinzadeh Lotfi, Mohammad Fallah, Alireza parisons matrices with elements from abelian linearly ordered group
Amirteimoori, Mohsen Vaez-Ghasemi, Bijan Rahmani (alo-group). Such an approach enables extensions of traditional mul-
Parchikolaei, Mohammad Mehdi Hosseinzadeh, Somayeh tiplicative, additive or fuzzy approaches. We review the approaches
known from the literature, then we propose our new order preservation
Razipour-GhalehJough, Hamid Sharafi concept based on alpha-cuts. We define the concept of consistency of
Calculation of relative efficiency and determining the benchmark point PC matrix with fuzzy elements (PCF matrices). We derive the neces-
is done by using the data envelopment analysis technique. For man- sary and sufficient conditions for strict consistency as well as weak and
agers, it’s important that each unit, which has a specific performance, strong COP conditions and relationships. Finally, we deal with some
in what range can it be changed without changing its performance. In consequences to the problem of ranking the alternatives. Illustrating
fact, the range in which the input and output data of a unit change, but examples are presented and discussed.
we still make sure that performance remains constant. In other words, 2 - Some fuzzy location and connection models
the topic of sensitivity analysis is that how much each input and out-
put factor can change, but performance does not change. In this paper, Karel Zimmermann, Martin Gavalec
assuming some of the inputs and outputs that apply in the integer con- Mathematical models using fuzzy set theory are proposed, which are
dition, a method is presented that adjusts the variation of each input based on combinations of different T-norms to satisfy requirements
and output so that the performance remains constant. This will be done concerning quality characteristics of location or connection between
for efficient units that are on the efficiency frontier as well as for ineffi- supply and demand points (e.g. capacity, average speed or time of
cient units. This region, which is obtained separately for each unit, it is transport, ecological influence). We consider a finite number of supply
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EURO 2018 - Valencia MD-13
points, which serve a finite number of demand points. Each supply solving effects. In experimental analysis, two hybrid meta heuristics
point is located on a road connecting two exits to main streets leading including cuckoo search hybrid with variable neighborhood searches
directly to the demand points. The requirements are expressed as in- and particle swarm optimization algorithms embedded with the pro-
equality systems, which must be satisfied by the membership function posed variable neighborhood searches are implemented to obtain their
values to ensure required quality properties of the connections. Exis- solving effects in different sizes of problems. The numerical results
tence of solutions of such inequality systems as well as optimization show that the embedded particle swarm optimization algorithm can
problems with constraints expressed by such systems is studied. Effec- obtain better objective values.
tive solution methods will be proposed.
2 - Definition of a new flow graph to model the constraints
Support of the Czech Science Foundation GAČR 18-01246S and P403- of a VRPPD in the RCPSPR
18-04735S is gratefully acknowledged.
Marina Vinot, Philippe Lacomme
3 - On scale normalization in pairwise comparisons The RCPSPR (RCPSP with Routing) is an extension of the RCPSP
Jiri Mazurek (Resource-Constrained Project Scheduling Problem) where resources
must be transported from one activity to another using a vehicle. This
Perhaps the most known scale for pairwise comparisons is Saaty’s fun- problem deals with two interrelated problems, a scheduling problem
damental scale from 1 to 9 (with reciprocals), but other scales (S), for (RCPSP) and a routing problem (Vehicle Routing Problem with Pickup
example with 3, 5, or 10 items, are also possible. Usually, denotes the and Delivery - VRPPD), and belongs to the family of integrated prob-
degree of importance (preference) between two objects i and j. How- lems. The RCPSPR is solved by Lacomme et al. in 2017 using a
ever, it is demonstrated that the scale itself is also important, though resource flow, inspired by Artigues et al. in 2003. The definition of
some well known pairwise comparisons frameworks, such as the an- a resource flow permits to identify the transportation operations, and
alytic hierarchy process (AHP), are scale invariant. If, for example, , to obtain a solution of the RCPSPR with an evaluation function. In
then its meaning for the scale and the scale is different. In the former the resource flow proposed by Lacomme et al. in 2017, modelled by
case, the preference means medium preference of the object i to the a graph flow, the unit-capacity vehicles are not allowed to transport
object j, while in the latter case the preference is almost negligible. an amount of resource exceeding the demand of the destination activ-
Therefore, the need of scale normalization arises. The aim of the ar- ity. A new graph flow is proposed in this paper, in order to extend the
ticle is to discuss some suitable transformations of a general scale for routing problem, by allowing the vehicles to transport an amount of re-
pairwise comparisons to interval along with their properties. source exceeding the demand of the destination activity with multiple-
capacity vehicles. The extra resources transported can either be deliv-
4 - Coordination of fuzzy processes working in regular ered and stored on the activity or kept in the vehicle to be delivered in
another activity. This new model is evaluated with numerical experi-
stages
mentations, based on a mixed integer linear programming solved with
Martin Gavalec, Daniela Ponce, Karel Zimmermann CPLEX. The new solutions of the RCPSPR prove that the makespan
Mathematical models are proposed, which are based on combinations can be significantly reduced, by avoiding costly transportation opera-
of different t-norms to satisfy requirements of processes working in tions.
regular stages, and on algebraic models of their interactive work. The 3 - Paint shop scheduling in the automotive supply indus-
coordination of the processes is often required in production, trans-
port, economic and social processes, like job-shop scheduling, as well try
as in some problems of the fuzzy set theory. These lead to systems Felix Winter, Emir Demirović, Nysret Musliu, Christoph
of (max,+)-linear and (min,+)-linear equations or inequalities. Other Mrkvicka
similar systems use linear operations (max,T) with a fuzzy t-norm T. We formulate and present a production scheduling problem that ap-
The activities in the model may be related to transporting passengers, pears in paint shops of the automotive supply industry. The goal is
delivering goods, machine processing of products and others. Each to find an optimized schedule for the painting of a large number of
activity is characterized by computing an optimality interval. Finding different synthetic material pieces that will later be used as assembly
the solution can be an NP-hard problem. Specific cases in which the parts during car manufacturing. During the process of painting, the
problem is polynomially solvable are described. demanded pieces will be placed on special made carrier devices which
automatically move through the paint shop on a system of conveyer
Support of the Czech Science Foundation GAČR 18-01246S is grate- belts and pass by multiple cabins that will then apply layers of paint
fully acknowledged. onto the pieces. Finding a good painting schedule therefore includes
the determination of an efficient distribution of the demanded pieces
onto the carrier devices and deciding on an optimized production se-
quence. Thereby, the main optimization objective is to minimize the
setup costs that are caused by color and carrier changes that appear
MD-13 within the painting sequence. We formulate the problem mathemati-
Monday, 14:30-16:00 - SOUTH BUILDING UV S201 cally and also propose heuristic solution strategies. Furthermore, we
provide a collection of instances and evaluate the results produced with
the proposed solution methods. Affiliation: Christian Doppler Lab-
Supply Chain Scheduling oratory for Artificial Intelligence and Optimization for Planning and
Scheduling, TU Wien Acknowledgements: The financial support by
Stream: Supply Chain Management II the Austrian Federal Ministry for Digital and Economic Affairs and
Chair: Lina Simeonova the National Foundation for Research, Technology and Development
is gratefully acknowledged.
1 - Cuckoo search for integrating machine scheduling and 4 - An integrated mixed method approach for decision
vehicle routing making in a multi-facility supply chain: a real life case
Ting-Jhao Jian, Bailu Fang, Gen-han Wu from the UK steel industry
In this study, we focus on solving the integrating problem of parallel Lina Simeonova, Niaz Wassan, Said Salhi
machine scheduling and vehicle routing with the objective of minimiz- This research presents an integrated unified approach to Supply Chain
ing the total weighted tardiness time. We coordinate the production Management applied to the case of the largest steel stockholder in the
sequence in identical parallel machines and delivery routes in identical UK. The purpose is to identify the most efficient and effective Supply
vehicles simultaneously after accepting the customers’ order requests. Chain Route to satisfying customers’ orders. In a multi-facility set-
Both of the cuckoo search and particle swarm optimization algorithm ting, making informed decisions about which facility to supply the raw
are developed to find the optimal solution. In order to intensify the ca- materials from, where to process the order and where to deliver the or-
pability of cuckoo search, cuckoo search and particle swarm optimiza- der from, is paramount for minimising inefficiencies, multiple material
tion algorithm into variable neighborhood search and compare their handling and the overall cost of production. We utilise some Lean tools
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MD-14 EURO 2018 - Valencia
to identify the value added activities in the company’s supply chain and 4 - A space transformation framework for nonlinear opti-
then we estimate all costs associated with them using Activity Based mization
Costing. Once all activities and their relevant costs are estimated we Zaikun Zhang, Serge Gratton, Luis Nunes Vicente
determine the optimal route along the internal supply chain for satis-
fying individual customer orders. We apply our heuristic method with We present a space transformation framework for nonlinear optimiza-
three different objectives, namely minimise cost, minimise time and tion. Instead of tackling the problem in the original space, each it-
minimise material handling. Implementing this methodology shows eration of this framework seeks for a trial step by modeling and ap-
significant savings for the company and it also revealed the true oper- proximately solving the optimization problem in another space. We
ational cost associated with each order and a clearer representation of establish the global convergence and worst case iteration complexity
the true profit margin. We share some interesting managerial insights of the framework. We show that the framework can be specialized to
and practical implications for an efficient and leaner Supply Chain a parallel space decomposition framework for nonlinear optimization,
Management. which can be regarded as an extension of the domain decomposition
method for PDEs. A feature of the decomposition framework is that it
incorporates the restricted additive Schwarz methodology into the syn-
chronization phase of the method. It can be applied to design parallel
algorithms for optimization problems with or without derivatives.
MD-14 This is a joint work with Serge Gratton (IRIT-ENSEEIHT, France) and
Monday, 14:30-16:00 - SOUTH BUILDING UV S202 Luis Nunes Vicente (University of Coimbra, Portugal).
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EURO 2018 - Valencia MD-16
version of the problem, where additionally a limited number of dedi- of water usage and treatment networks. In such networks, water using
cated vehicles are available at lower costs. We propose a two-phase ap- units have to be supplied with clean water and environmental regula-
proach for this second problem. The routes obtained in the first phase tions for wastewater have to be met. To remove contaminants from the
are re-scheduled in the second phase by replacing the spot vehicles water, wastewater treatment units can be installed and operated. The
with dedicated ones to maximize savings via an MILP solution. We objective is to simultaneously optimize the structure and water alloca-
compare the results of the matheuristic and the MILP model on small tion of the network at minimum total cost. Due to many bilinear mass
instances of the first problem and present the two-phase matheuristic’s balance constraints, this problem is a nonconvex mixed integer nonlin-
results on large instances of both problems using the company’s data. ear program (MINLP) where nonlinear solvers have difficulties to find
feasible solutions for real world instances.
3 - The robust vehicle routing problem with time windows:
compact model and branch-price-and-cut method In this talk, we present a problem specific algorithm to iteratively solve
this MINLP. In each iteration, a feasible MINLP solution is computed
Pedro Munari, Alfredo Moreno, Jonathan De La Vega, via an interaction of a mixed integer linear program (MILP) and a
Douglas Alem, Jacek Gondzio, Reinaldo Morabito quadratically constrained program (QCP). First, we solve an MILP
We address the vehicle routing problem with time windows via robust which approximates the original MINLP via discretization to obtain
optimization, considering that customer demands and travel times are a suitable network structure. Then, by fixing this structure, we obtain a
uncertain and belong to budgeted uncertainty sets. We propose two dif- QCP which provides feasible MINLP solutions. To generate more ac-
ferent approaches to effectively solve this problem: a compact mixed- curate structures, the discretization of the MILP is adapted after each
integer programming model and a branch-price-and-cut method. The iteration. In many cases where nonlinear solvers fail, our approach
compact model is a robust counterpart obtained by incorporating dy- leads to feasible solutions of good quality in short running time.
namic programming recursive equations into a standard deterministic
formulation. This is a novel strategy that does not require the use of 2 - A robust optimization approach to solve the multi-
the classical dualization scheme typically applied in robust optimiza-
tion. The branch-price-and-cut method is based on a set partitioning hub express shipment service problem network design
formulation of the problem and relies on a robust resource constrained problem
elementary shortest path problem to generate routes that are robust re- Jose Miguel Quesada, Jean-Charles Lange, Jean-Sébastien
garding both demands and travel times. Computational experiments Tancrez
using Solomons’s instances show that the proposed approaches can ob-
tain robust solutions within a reasonable running time, even when for
large values of budgets of uncertainty and deviations. The results of The premium service of express integrators is the overnight delivery
an extensive Monte Carlo simulation indicate the relevance of robust of packages within regions as large as Europe. Designing an efficient
routes for a more reliable decision-making process in real-life settings. network of flights to support such service is a task known as the Ex-
press Shipment Service Network Design problem (ESSND). Normally,
4 - A new formulation for the Hamiltonian p-median prob- when the ESSND problem is modeled, the time frame considers one
lem day of operations, using the expected commodity demands for that pe-
Luís Gouveia, Tolga Bektas, Daniel Santos riod as input. Then, the resulting operations plan will be repeated ev-
ery day for months. However, the literature does not consider demand
This paper concerns the Hamiltonian p-median problem defined on a variabilities, while, in practice, the commodity demands change every
directed graph, which consists of finding p mutually disjoint circuits day. With certain frequency, some peak commodity demands prevent
of minimum total cost, such that each node of the graph is included the express integrators to deliver all the packages on time, which is
in one of the circuits. Earlier formulations are based on viewing the costly and affects negatively the customers’ perception. In this work,
problem as resulting from the intersection of two subproblems. The we propose a robust model for solving the tactical ESSND problem
first subproblem states that at most p circuits are required, that are usu- with demand uncertainty. Based on the Light Robustness approach,
ally modelled by using subtour elimination constraints known from we develop a model that maximizes the demand uncertainty that can
the traveling salesman problem. The second subproblem states that be absorbed with a specific budget, while ensuring a minimum service
at least p circuits are required, for which this paper makes an explicit level for each commodity. By solving a set of experiments on realis-
connection to the so-called path elimination constraints that arise in tic instances, we evaluate how much our model can reduce the unmet
multi-depot/location-routing problems. A new extended formulation is demand caused by the demand variability, compared to a deterministic
proposed that builds on this connection, that allows the derivation of a approach.
stronger set of subtour elimination constraints for the first subproblem,
and implies a stronger set of path elimination constraints for the sec-
ond subproblem. The paper describes separation routines for the two 3 - Robust operational planning for mobile medical units
sets of constraints that are used in a branch-and-cut algorithm to solve Martin Comis, Christina Büsing
asymmetric instances with up to 150 nodes and symmetric instances
with up to 100 nodes using the new formulation.
Demographic change poses a great challenge to medical care in rural
areas: A decreasing number of general practitioners have to care for an
aging population with increasing needs. To close this gap in German
healthcare provision, associations of statutory health insurance physi-
MD-16 cians pursue the operation of mobile medical units (MMU).
Monday, 14:30-16:00 - SOUTH BUILDING UV S115 Mobile medical units provide local, demand-oriented, flexible health-
care in sparsely populated regions characteristic in rural settings. How-
Robust Optimization ever, this requires a complex operational planning process combining
facility location, routing and scheduling problems.
Stream: Network Optimization and Social Networks When designing optimization models for this planning process, it is es-
Chair: Robert Manger sential to consider the uncertainty inherent to healthcare. We therefore
discuss various concepts from robust optimization and show how they
1 - Design of water usage and treatment networks: an can be applied to MMU operational planning.
adaptive discretization approach
The resulting robust optimization models are compared with regard to
Sascha Kuhnke, Arie Koster performance and solution quality in a computational study. To assess
In industrial plants, water is extensively used in many different pro- the quality of solutions, we use an agent-based simulation feeded with
cesses. Due to scarcity of suitable industrial water, effective wastew- data from a model region situated in the northern Eifel.
ater treatment and water reuse is essential. This motivates the design
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4 - Algebraic formulation and solution of robust path prob- This work presents a new modelling approach based on scenario-
lems based multistage stochastic programs for supporting strategic decision-
Robert Manger, Ana Klobučar making in the important application area of municipal solid waste man-
agement. The key modelling idea is to apply modern principle ideas
of so-called circular economy to the complex waste management prob-
Path problems in graphs deal with finding shortest paths, most-reliable lem, where the primary goal tends to reduction of waste produced. The
paths, paths of maximum capacity, etc. It is well known that various generated waste should be preferably recycled as much as possible and
types of such problems can be treated together within a common alge- the resultant residual waste might be used for energy recovery. Only
braic framework. Then, each type is characterized by a different "path some waste residues are appropriate for landfilling. The aim is to pro-
algebra", i.e. a different instance of the same abstract algebraic struc- pose the optimal waste allocation for its suitable processing and also
ture. find an optimal waste transportation plan at an operational level. In ad-
In this work, robust variants of path problems are considered, where arc dition, the key strategical decisions about location of waste treatment
lengths, reliabilities or capacities are uncertain and expressed through facilities must be made within the considered time periods to support
explicitly given scenarios. It is demonstrated that the common alge- waste recycling. Since waste production is very often hard to predict
braic framework, although originally intended for conventional prob- and control, the formulated optimization model considers the waste
lem variants, can be extended to cover robust variants. Consequently, production as a stochastic quantity. The model, data, and algorithm
this work is mainly concerned with constructing new path algebras that implementation are presented and discussed. The conclusions show
correspond to robust path problems. Such algebras are relatively com- that the presented approach is applicable to the area of waste treatment
plex, and they incorporate algebras associated with conventional prob- infrastructure planning and also to operational decision making.
lems as their building blocks.
3 - Optimizing environmental water release decisions in
A benefit of the obtained algebraic formulation is that robust path
problems can be solved by well-known general algorithms designed to
river systems
work over an arbitrary path algebra (e.g. analogues of Gaussian elim- Simranjit Kaur, Avril Horne, Alysson Costa, Rory Nathan,
ination). Indeed, the same algorithms that are used for conventional Joanna Szemis
problems can as well be used for robust problems, although individ-
ual algebraic operations within those algorithms are in the robust case Ecological health of many rivers across the world have declined due to
more complex. The resulting robust solutions are represented as sets the increase in extraction of water to meet human demands. One strat-
of vectors that are efficient in the Pareto sense. egy to restore river ecosystems is the allocation of a limited volume of
water to the environment that can be released from various reservoirs
into the river. Environmental water release decisions around volume,
location and timing must be planned under the future climate uncer-
tainty. In this talk, we present a mixed integer programming based
stochastic model that optimizes the environmental watering decisions
MD-17 for the current month while considering uncertainty in the future cli-
Monday, 14:30-16:00 - SOUTH BUILDING UV S205 matic conditions over a forecasting period. A dynamic rolling time
horizon approach is used that incorporates the updated forecasts at each
month of the planning period and the decisions made so far. The Yarra
Stochastic Optimization in Energy and river system in Australia is used as a case study to demonstrate the
Environmental Management efficacy of the proposed approach.
Stream: Stochastic and Robust Optimization 4 - A multi-period valuation of a topping oil refinery
Chair: Patrick O’Driscoll Patrick O’Driscoll
Refineries are facing an increasingly difficult economic climate. This
1 - Meeting corporate renewable power targets paper examines a valuation problem faced by an oil refinery owner,
Alessio Trivella, Danial Mohseni-Taheri, Selvaprabu who, over the lifetime of the real asset is constrained by mass bal-
Nadarajah ance and resource constraints. By constructing a multi-period lin-
ear program with relevant constraints, we develop a numerical proce-
Large companies have recently started to incorporate renewable en- dure which obtains a valuation in a reasonable amount of time despite
ergy standards in their corporate sustainability goals. In particular, the colossal state space under complex physical and computational
several companies have committed to procure a specific percentage of constraints. All refined product commodity price series are captured
their electricity demand from renewable sources, i.e., reach a renew- with stochastic mean reverting equations, and the unique method pre-
able power target by a future date. Dominant corporate procurement sented enables a realistic and dynamically consistent optimisation to
strategies include (i) buying power from the spot market and supple- be solved.
menting it with renewable energy certificates (RECs) and (ii) enter-
ing long-term bilateral contracts known as power purchase agreements
(PPAs) to buy power directly from a renewable generator. Construct-
ing a multi-period procurement portfolio containing these buying op-
tions is complex due to stochastic power demand as well as volatile MD-18
power and RECs prices. In this work, we study how to set up a power Monday, 14:30-16:00 - SOUTH BUILDING UV S206
sourcing policy to reach a renewable target and sustain it at minimum
expected cost. We provide analytical insights on stylized models con- Financial Modeling and Risk Management
taining a few periods. We also formulate a multi-period Markov de-
cision process (MDP) that incorporates a PPA pricing model consis-
tent with practice. This MDP has high-dimensional endogenous and Stream: Decision Making Modeling and Risk Assessment
exogenous components in its state and is thus intractable. We over- in the Financial Sector
come this intractability by developing a heuristic policy based on a Chair: Markku Kallio
new dual reoptimization scheme that relies on information relaxations.
We find that our dual reoptimization approach outperforms commonly
used primal reoptimization methods and simple heuristics on realistic
1 - Mean-risk optimal portfolio in a behavioral framework
instances. Cristinca Fulga
We present an integrated methodological approach for selecting port-
2 - Multistage stochastic programs in waste management folios. The proposed methodology is focused on incorporation of in-
Dusan Hrabec, Pavel Popela, Radovan Šomplák vestor’s preferences in the Mean-Risk framework. We propose a risk
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measure calculated with the downside part of the portfolio return dis- alternative coalitions competing in the market and show that the pro-
tribution which, we argue, captures better the practical behavior of the posed models have unanimously preferred equilibrium solutions satis-
loss-averse investor. We establish its properties, study the link with fying the clearing conditions. As a solution concept, we use nucleolus
stochastic dominance criteria, point out the relations with Conditional which implies a possible subsidizing pattern among the banks. For a
Value at Risk and Lower Partial Moment of first order, and give the demonstration, we use major European banks and a scenario which is
explicit formula for the case of scenario-based portfolio optimization. linked to the adverse economic scenario used in 2016 EU-wide stress
The proposed methodology involves two stages: firstly, the investment testing.
opportunity set (efficient frontier) is determined, and secondly, one sin-
gle preferred efficient portfolio is selected, namely the one having the
highest Expected Utility value. Three classes of utility functions with
loss aversion corresponding to three types of investors are considered.
The empirical study is targeted on assessing the differences between MD-19
the efficient frontier of the proposed model and the classical Mean- Monday, 14:30-16:00 - SOUTH BUILDING UV S207
Variance, Mean-CVaR and Mean-LPM1 frontiers. We firstly analyze
the loss of welfare incurred by using another model instead of the pro- Vector and Set-Valued Optimization IV
posed one and measure the corresponding gain/loss of utility. Sec-
ondly, we assess how much the portfolios really differ in terms of their Stream: Vector- and Set-Valued Optimization
compositions using a dissimilarity index based on the l1 norm.
Chair: Marcin Studniarski
2 - Rational irrationality: how ’predictable’ are investors 1 - Multiobjective approaches based on variable ordering
during financial instabilities? structures for intensity problems in radiotherapy treat-
Mohammad Emambocus, Gurjeet Dhesi, Babar Syed
ment
Abstract High market optimism and/or pessimism generate so-called Thanh Tam Le
irrational reactions influencing investors’ aptitude to deal and process Recently, in many papers, intensity-modulated radiotherapy treatment
information available in the market. In this paper, we argue that emo- problems are studied as multicriteria optimization problems with re-
tional reactions of investors under situations of level of uncertainty in spect to a constant ordering cone. In these problems, the goal is to
the market create a systemic phenomenon where irrational behaviours maximize the dose delivered to cancer tumor as well as to reduce side
start becoming "predictable". Hence, investors confronted with uncer- effects. However, from a practical perspective, it is more convenient to
tainty will determine their decisions based on the worst-case scenario consider such problems with respect to a variable ordering structure.
making them pessimistic. Likewise, situations of low market uncer- In this paper, we introduce an appropriate cone-valued mapping based
tainty, investors’ decision-making abilities is influenced by a sense of on the goal of cancer treatment. We consider a mathematical formula-
optimism leading them to focus highly on good news available to them. tion of beam intensity optimization equipped with this ordering struc-
Rational irrationality is shown to be determined where investors’ main ture. In addition, we investigate necessary optimality conditions for
concerns is to produce high return or to limit losses for the company solutions of a vector-valued approximation problem with respect to a
ignoring the consequences of their behaviours on the overall financial general ordering cone and the proposed variable ordering structure as
market. Appropriate data set case studies are examined to explain the well. Finally, we calculate in detail necessary optimality conditions for
behaviours of financial agents during these windows/periods of high minimal solutions of the mathematical model of beam intensity opti-
fluctuations where decisions/choices are shown to be more predictable. mization in radiotherapy treatment.
Therefore, this paper provides predictability measures of the market
during financial instability windows in contrast to periods of stability. 2 - Cooperative infrastructure and spectrum sharing in het-
erogeneous mobile networks
3 - Markowitz portfolio optimisation using homogeneous Mauro Passacantando, Lorela Cano, Antonio Capone,
subsets Giuliana Carello, Matteo Cesana
Elmira Mynbayeva, John Lamb To accommodate the ever-growing traffic load and bandwidth demand
generated by mobile users, mobile network operators (MNOs) need to
Markowitz portfolio optimisation tends to produce poorly diversified frequently invest in high spectral efficiency technologies and increase
portfolios that perform poorly in practice. This problem has been their hold of spectrum resources; MNOs have then to weigh between
called the ’Markowitz optimisation enigma.’ We show that Markowitz building individual networks or entering into network and spectrum
portfolio optimisation can produce poor portfolios even when asset sharing agreements. We address here the problem of radio access net-
returns are normally distributed and there are no time-series effects work and spectrum sharing in 4G mobile networks by focusing on a
present. This happens in the common case where the assets have large case when multiple MNOs plan to deploy small cell base stations in
subsets with homogeneous mean returns: that is, where we can find a geographical area in order to upgrade their existing network infras-
subsets of assets with mean returns that are not significantly differ- tructure.We propose two cooperative game models (with and without
ent from each other. More surprisingly, we also get poor portfolios transferable utility) to address the proposed problem: for given net-
when there are large subsets with homogeneous variances. We show, work (user throughput, MNO market, and spectrum shares) and eco-
however, that there are cases where Markowitz optimisation performs nomic (coalition cost and mobile data pricing model) settings, the pro-
well. We develop a technique that combines equal-weight allocation posed models output a cost division policy that guarantees coalition
with Markowitz optimisation and compare it to pure Markowitz op- (sharing agreement) stability.
timisation, equal-weight allocation and Michaud’s bootstrapping of
Markowitz 3 - On approximate efficiency for nondifferentiable robust
multiobjective optimization problems
4 - Cooperative mitigation of contagion in financial net- Tadeusz Antczak
works Robust optimization is an important area of optimization that deals
Markku Kallio, Aien Khabazian with uncertainty in the data of optimization problems. In our consid-
erations, an uncertain nondifferentiable multiobjective programming
Since the beginning of the financial crisis in 2007-2008, several mitiga- problem in the face of data uncertainty in the objective and constraints
tion policies have been considered in order to monitor and stabilize the functions is considered. The robust optimization approach (worst-case
financial system in the event of a shock. Unlike most commonly in the approach) for finding approximate efficient solutions of the associ-
literature, in this paper we examine the financial network of systemi- ated robust vector optimization problem defined for the considered un-
cally important banks as a cooperative game. Governments can act as certain multiobjective programming problem as a robust (worst-case)
facilitators enforcing incentives for banks to cooperate and prevent the counterpart is used. Both necessary and sufficient optimality condi-
escalation of a financial crisis. To determine the characteristic func- tions for a feasible solution to be an approximate efficient solution
tion of the cooperative game, we develop clearing payment models for of the robust vector optimization problem are established. In order
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to prove this result, a scalarization method is also used. Thus, the ’unitary’ organisations, which helps them towards a sound decision-
equivalence between an approximate efficient solution of the robust making mindful of the behavioural characteristics of individuals and
vector optimization problem and an approximate solution of its associ- group dynamics. Decision analysis has also shown its worth in the con-
ated scalar optimization problem constructed in the used scalarization text of stakeholder engagement and public participation. The time is
method is also established. right for it to be more widely used in making societal decisions. How-
ever, to achieve that we need to realise that in many circumstances it
4 - Necessary and sufficient conditions for robust Q- will only be one input to the political process that leads to the actual
minimal solutions in uncertain vector optimization decision. Recognising that suggests that our community of decision
Marcin Studniarski, Anna Michalak analysts needs to deconstruct our paradigm and attend more to com-
municating the result of the analysis in comparison with other inputs
In many optimization problems one has to deal with some uncertainty to the societal decision.
of the data. Mathematically, this can be described by an additional set
of parameters which influence either the objective function and/or the 3 - Just society: a decision theoretic perspective
constraints of the problem. The exact value of this parameter is not Rakesh Sarin
known at the moment of decision, but it can be assumed that the pa-
rameter values lie in a given uncertainty set. The theory of uncertain
I will explore the structure of a just society from a decision theoretic
optimization (also called robust optimization) for multiobjective prob-
perspective. I will compare this formulation with the utilitarian ap-
lems is a relatively new direction of research. One possible approach
proach and Rawl’s maximin approach. The main result is that a ratio-
to uncertain multiobjective optimization is to interpret an uncertain op-
nal person should choose the structure of a society where a minimum
timization problem as a special set-valued optimization problem, and
essential level for living a dignified life is met and beyond which ev-
then apply the methods of set-valued analysis. We follow this approach
eryone maximizes their personal expected utility.
and use some kinds of directional derivatives of set-valued mappings
to obtain necessary and sufficient optimality conditions for Q-minimal
solutions of an uncertain vector optimization problem. Some illustrat- 4 - A collaborative expert system for decision support in
ing examples are included. public policy
Matthias Wildemeersch, Elena Rovenskaya, Leena Ilmola
In the policy arena, there is high pressure to provide right and quick de-
cisions for problems that are often poorly defined. For that reason there
MD-20 is a persistent need to support stakeholders in establishing a shared
Monday, 14:30-16:00 - SOUTH BUILDING UV S301 understanding of policy problems and to assist them in the design of
solution paths. Here we propose a methodology based on the construc-
Decision Analytical Perspectives on tion and analysis of system maps, i.e., graphical representations of the
complex interdependencies of all relevant factors that affect the prob-
Societal Challenges lem under study. Owing to their collaborative design, system maps
provide a transparent tool with broad stakeholder acceptance for anal-
Stream: Decision Analysis and Decision Support Systems ysis of ill-defined problems in a formal way. The final target is to assist
Chair: Juuso Liesiö decision-makers at each step of the decision-making process through
the construction and analysis of system maps: i.e., from the under-
standing of the system behavior, through the listing of objectives and
1 - Implications of world mega trends for decision analy- constraints, to the presentation of feasible solutions that are satisfac-
sis/decision support research tory over a range of different plausible scenarios. System maps provide
Hannele Wallenius, Jyrki Wallenius us with an effective framework to collect information dispersed over
experts, facilitate mediation, and analyze potential pathways, meeting
Digital technology is making rapid advances. The implications for predefined criteria of robustness. We illustrate the methodology by
people, companies, and societies are pervasive. The envisioned means of a case study on the recent refugee crisis. This case study
changes will bring about: (1) digital connectivity, independent of time was developed in collaboration with several Finnish ministries and a
and place, and (2) tools for quickly analyzing vast amounts of digital government agency responsible for immigration procedures.
data. In the recent World Economic Forum’s report, the changes are
grouped into six "mega-trends".
1 The Internet - world’s access to the Internet will continue improv-
ing; people’s interaction with it will become more ubiquitous 2 Further
enhancements in computing power, communications technologies, and
data storage 3 The "Internet of Things" 4 Big data and Artificial Intelli-
MD-21
gence - the ability to access and analyze huge amounts of data; coupled Monday, 14:30-16:00 - SOUTH BUILDING UV S303
with the ’ability’ of computers to make decisions based on this data 5
The sharing (or platform) economy and distributed 6 3D-printing Workforce Scheduling and Line Balancing III
These trends will greatly impact our lives, businesses, and govern-
ments - even universities - all around the world. Our lives are increas- Stream: Project Management and Scheduling
ingly being driven and enabled by algorithms and software. The en- Chair: Evgeny Gurevsky
visioned changes will be so profound and rapid that large segments of
societies have difficulty in keeping up with the developments as users
of technology.
1 - Real-time personnel re-scheduling after a minor disrup-
tion
We overview the mega trends transforming the world. We choose sev-
eral of technical and other trends, which are of interest from the De-
Rachid Hassani, Issmail El Hallaoui, Guy Desaulniers
cision Analysis/Decision Support perspective, for a closer look. We
discuss, what role our field could play in this revolution. This talk is about a real-time optimization method to adapt a pre-set
schedule after a small disruption that can result from delay or absence
2 - Decision analysis and political processes of employees. The method should propose, in a relatively short time,
Nikolaos Argyris, Simon French sequences of decisions leading to solutions close to the current sched-
ule (known as non-dominated policies), while minimizing the costs and
Decision analysis has been with us for at least half a century. Over the number of modifications to be performed. To find these policies,
that time it has developed from a theoretical paradigm for individual our method used a probabilistic network.
rational choice to a practical tool for individuals, small groups and
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MD-23 EURO 2018 - Valencia
3 - The R2 Indicator: a study of its expected improvement employed at EURO-2015, EURO-2016 and IFORS-2017 but now up-
when used as a selection criterion dated for EURO-2018. The details for the approach for EURO-2016
Andre Deutz is documented in our previous article "Scheduling EURO-k confer-
ences", Stidsen et al, EJOR, 2017. In this talk we will present the
By a multi-objective optimization problem (MOP) – aka vector opti- improvements, which has focused on streamlining the scheduling pro-
mization problem – we mean the problem of simultaneously optimiz- cess, making data-formats more accessible and making special require-
ing a finite set of real valued functions with a common domain. ments constraints easier to include. Furthermore, the models have been
moved from GAMS to Julia. Furthermore, we will describe the prob-
The object of interest for multiobjective optimization is the so-called lem of missing information: How can we schedule the sessions with-
Pareto Front (PF). out specific knowledge about which sessions each conference attendee
The indicator based approach in solving multi-objective optimization wants to attend? I.e. YOU are the problem! Getting detailed and
problems has become very popular. Indicators are used, among others, reliable information about which talks the attendees are interested in,
to compare the quality of approximation sets to PFs produced by an in time for the scheduling is difficult. Most attendees do not prepare
algorithm or different algorithms. which talks to go to, months ahead of the conference. This missing
information is in our view the major problem, in order to get better
Among the indicators used the R2 indicator attracted wide spread in- EURO conference scheduling. Various options will be discussed.
terest as it is relatively frugal in using computational resources as com-
pared to other indicators. 2 - A planning tool for assigning proctors to university ex-
We will study the expected improvement of this indicator given an ap- ams
proximation set to the PF and given the probability density function of Tino Henke, André Scholz, Gerhard Wäscher
a predictive distribution of objective function vectors. The emphim-
provement of this indicator is defined as follows: the R2 indicator is During the examination phase at the end of each semester at the Faculty
evaluated on the given approximation set of the PF to which a point of Economics and Management of the Otto-von-Guericke-University
in the image of the feasible set is added, the R2 indicator is evalu- Magdeburg, Germany, all exams are supervised by the scientific as-
ated on the the given approximation set of the PF, subsequently from sistants working at the faculty. The assignment of proctors to exams
the former the latter is subtracted; the resulting difference is the R2- is planned centrally in such a way that a sufficient number of person-
improvement of the chosen point with respect to the given approxima- nel is assigned to each exam, preferences of the scientific assistants
tion set. The emphexpected improvement is the mean of the improve- are respected, and further problem-specific constraints are taken into
ment over the image of the feasible set with respect to the given pdf. account. To solve this problem, a planning tool has been developed
which is based on a mixed-integer programming model. Compared to
4 - Ranking of instructional videos based on flexible TOP- the previous manual approach, the application of the developed tool
SIS during the last semesters allowed for reducing the planning effort as
Blanca Pérez-Gladish, Vicente Liern, Enrique Lopez, Cristina well as considering additional preferences. In this presentation, the un-
Mendaña derlying assignment problem and the planning tool will be presented,
and experiences obtained from using this tool will be discussed.
YouTube is the largest Internet video-sharing site in the world. The
utility of the performance assessment and ranking of educational 3 - Exam scheduling at United States Military Academy
videos in this platform goes beyond the simple control of the correct- West Point
ness and precision of the instructional contents. It requires considering Robin Schuchmann
other important features as waste of time in the exposition, empathy
with the user and the degree of adaptation of the contents to the educa- Each term the United States Military Academy (USMA) West Point
tional context. In this paper a ranking method for instructional videos needs to schedule its exams. About 4500 cadets taking 5 to 8 exams
will be proposed, taking into account decision criteria of different na- each, need to be placed in 11 exam periods subject to several soft and
ture: precise and imprecise and a reference solution. The decision ma- hard constraints. Due to the short time frame in which the exams take
trix describing the assessment of videos with respect to each criterion place, a feasible solution in the sense that no cadet takes more than one
will be formed by data of diverse nature: real numbers, intervals on the exam per period cannot be obtained with a single exam version per
real line and/or linguistic or sets of categorical variables. Classical nor- course. So called makeups, alternative exams in another period, solve
malization procedures do not always take into account situations where this problem. In order to reduce the extra work for instructors that must
the different nature of the data of the decision matrix could make the prepare those alternative exams, the number of makeups should be
ranking of the alternatives unstable. A new normalization method will minimized. Makeups are also used to improve other objectives which
be proposed allowing mitigation of this problem. Through this normal- occur at USMA West Point like the number of consecutive exams per
ization procedure, the nature of the transformed normalized data will cadet or to avoid that cadets take exams in certain periods (e.g. because
reflect the similarity of each alternative with the reference solution be- of sport events they should attend). In this talk a decision support sys-
coming thus, the decision matrix of homogeneous nature. tem for scheduling exams at USMA West Point is shown. The system
consists of several heuristics and is based on a mathematical program-
ming model. Local search methods are combined with classical integer
linear programming approaches in order to find high quality solutions
for this multi-objective optimization problem. The result of this work
MD-23 is a system implemented in GAMS which is able to create complete
exam schedules in about 20 minutes of computation time to aid the
Monday, 14:30-16:00 - SOUTH BUILDING UV S305 process of creating the schedule for the term end exams.
Event Timetabling 4 - An integer programming formulation of aposteriori
fuzzy MOLP and assessment of efficient solutions via
Stream: Timetabling DEA for a case study in course timetabling
Chair: Sanja Petrovic
Mustafa Mehmet Bayar, Murat Atan, Irmak Uzun-Bayar
1 - Euro conference scheduling: the problem is you! This work is a Course Timetabling Problem conducted for the School
Thomas Stidsen, Pieter Smet, Greet Vanden Berghe of Economics and Administrative Sciences at the Gazi University in
Turkey. The problem is dealt with aposteriori MODM method ap-
Scheduling the sessions of the EURO-2018 conference is a complex proach. The aposteriori MODM (or generation) methods necessitate
problem, where more than 400 sessions have to be placed in rooms and additional criteria for the DM to be able to identify the "most preferred
timeslots. In this talk we will describe how EURO-2018 was planned, solution" among the efficient set (the set of all efficient or Pareto opti-
utilizing an approach, based on 5 different MIP models, previously mal solutions).
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EURO 2018 - Valencia MD-25
Here in this study, we propose the additional criterion of "tradeoff per- work we seek to contribute to this problem by explicitly modelling this
formance" between the multiple objectives of the fuzzy-MODM prob- external source by the inclusion of a second asset. This asset will gen-
lem at hand. The efficient solutions are treated as the DMU’s to be erate an income which we allow to be either deposited directly to the
assessed and the multiple objectives are treated as the performance cri- cash account or contributes to the asset account’s volume. We model
teria. this version of the cash management problem, in which credits and
A hybrid version of DEA & TOPSIS is presented in this study such debits from/to the cash balance are to/from the asset account and incur
that an artificial and ideal DMU added to the efficient set to identify a transaction costs for these movements, as a Markov decision process.
ranking of the DMU’s. The optimal policy is shown to be of a dynamic threshold type that ex-
tends the classical (d, D, U, u) type polices to this setting. The impact
of the parameter settings on the optimal policy are studied in a large
numerical study. We also extend this model to include the opportunity
for the organisation to take out a loan to supplement their cash balance.
The decision of whether to take out a loan or not makes the solution of
MD-24 this extended cash management problem computationally expensive.
Monday, 14:30-16:00 - SOUTH BUILDING UV S306 We propose a novel heuristic for the cas
4 - Mutual relevance of investor sentiment and finance by
Financial Mathematics and OR IV
modeling coupled stochastic systems by using MARS
Stream: Financial Mathematics and OR Betül Kalaycı, Ayse Özmen, Azar Karimov, Gerhard-Wilhelm
Chair: Betül Kalaycı Weber
Stochastic Differential Equations (SDEs) rapidly become a very well-
1 - A neural network enhanced volatility component model known format to express mathematical models under uncertainty such
Jia Zhai, Yi Cao as financial models, neural systems, behavioral and neural responses,
human reactions and behaviors. In a financial system, different kinds
Volatility modeling and forecasting are a central issue in financial of SDEs have been elaborated to model various financial assets. On
econometrics. They also attract increasing attention in the computer the other hand, economists have conducted research on empirical phe-
science literature as advances in machine learning allow us to construct nomena regarding the behaviour of individual investors, e.g., how their
models that significantly improve the precision of volatility prediction. emotions and opinions influence their decisions. All those expressions
In this paper, we draw upon both strands of the literature and formulate are described as "Sentiment". In finance, stochastic changes might
a novel two-component model for volatility. The realised volatility is occur according to investors’ sentiment levels. We represent the mu-
decomposed by a nonparametric filter into long- and short-run compo- tual effects between a financial process and investors’ sentiment, con-
nents with respect to the stationarity of the short term one. The two structing a coupled system of non-autonomous SDEs. We approximate
components, a non-linear smoothed long term trend and a stationary them by discretization and Multivariate Adaptive Regression Splines
short term process, are then modelled by an artificial neural network (MARS), a Big Data method for regression and classification with in-
and an ARMA process, respectively. We use intraday data on four teractive variables; time is treated as another variable. We present an
major currency pairs to perform out-of-sample evaluation of volatil- application with real-world data, and finish with a research outlook.
ity forecasts between our model and well-established alternative mod-
els. The empirical evidence shows that our neural network enhanced
model outperforms other models across all metrics and over different
horizons, substantiating the prowess of our proposed model in provid-
ing accurate volatility predictions. It also suggests that the volatility MD-25
forecasts from our proposed model offer economic value to a mean- Monday, 14:30-16:00 - SOUTH BUILDING UV S307
variance utility investor in terms of higher portfolio returns and Sharpe
ratio. Graph Drawing
2 - Time inconsistent stochastic differential game: theory
Stream: Combinatorial Optimization II
and an example in insurance Chair: Rafael Marti
Hong Mao
1 - Resolution of the robust buffer allocation problem using
In this paper, a time-inconsistent model was established under stochas-
tic differential game framework. The investment portfolio includes network flows
multi-risky assets, whose returns are assumed to be correlated in a Pascal Wortel
time-varying manner and change cyclically. The claim losses of in- The fluctuations that affect processing times of workpieces at differ-
surance companies and investment are also assumed to be correlated ent stages of a flow line in the manufacturing industry often mean a
with each other. The Solution to extended HJBI equations results in waste of time, either caused by blocking - the input flow is stopped
the portion of retention and an optimal portfolio with equally weighted as a stage is not yet available, or by starvation - a stage is idle as its
allocations of risky assets. An optimal control bound is proposed for input flow is interrupted. Buffering is a widely utilized technique to
monitoring and predicting the optimal wealth level. The proposed reduce the impact of these bottlenecks yet storage necessarily entails
model is expected to be effective in making decision for investment additional costs. A compromise between production rate and low costs
and reinsurance strategies, controlling and predicting optimal wealth is sought. This problem is known as the Buffer Allocation Problem
under uncertain environment. Especially, it can be applied easily in the (BAP). Different solution approaches have been derived for the BAP,
situation of very high dimensional investment portfolio. all of which assume that the processing times of workpieces are known
at each stage. However, flow lines are naturally subject to uncertain-
3 - Dynamic cash management models with loan opportu- ties. A buffer distribution that is optimal for a given sample may prove
nities to be arbitrarily poor when the actual processing times are slightly dif-
Zimian Zhang ferent. We propose an algorithm that solves the BAP robustly; the so-
lution guarantees feasibility and good quality for any realization of the
Classical cash management models concern how an organisation processing times within a given uncertainty set. The problem of find-
should maintain their (liquid) cash balances in order to meet cash de- ing the minimal amount of buffers needed to achieve some required
mands over time. In these models the balance can be increased or efficiency is formulated as an MIP. It is then broken down into a gen-
decreased to offset penalties for not being able to meet a cash demand erative and an evaluative subproblems. We demonstrate how the time-
or the opportunity cost of holding too much cash, respectively. The consuming evaluative problem can be reduced to an efficiently solv-
external source from which this money comes from or is sent to is not able network flow problem. We give numerical results showing the
explicitly modelled but is assumed to be available at all times. In our efficiency of this approach.
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2 - Non-crossings paths with geographic constraints and formulated as an integer linear programme. Our hybrid approach
Rodrigo Silveira, Bettina Speckmann, Kevin Verbeek called Size Limited Iterative Method (SLIM) proceeds by improving
a given reduced DAG with only the essential arcs of a feasible so-
A geographic network is a graph where each vertex must lie in a pre- lution, which is called an "essential graph". The essential graph is
scribed region in the plane. In this talk we will focus on a fundamental augmented (resulted in an "augmented graph") by the re-insertion of a
graph drawing problem for geographic networks: Can a given geo- limited subset of arcs from the original DAG and then solved using the
graphic network be drawn without crossings? We focus on the seem- exact core-solver. The process is iterated heuristically in the genera-
ingly simple setting where each region is a unit length vertical segment, tion of the augmented graphs. The essential arcs ensure that no-worse
and one wants to connect pairs of segments with a path that lies inside solutions would be yielded in each iteration. The heuristic approach
the convex hull of the two segments. It turns out that answering the for building augmented graphs supposes that it is possible to identify
question above even in this simple case is NP-complete when paths a meaningful group of arcs that might partake in the optimal solution.
must be drawn as straight line segments. However, we will see that Such arc groups are produced in accordance with some selection of in-
when paths must be monotone curves, the question can be answered in ward/outward locations, time intervals and solution flow paths. Then,
polynomial time. In the more general case of paths that can have any in each iteration one or more of such groups are used in the augmenta-
shape, we show that the problem is polynomial under certain assump- tion process. Several designs of SLIM corresponding to different levels
tions. of randomness and multi-threading will be presented. The experiments
on real-life instances show that some designs are competitive with the
3 - Heuristics for the min-max arc crossing problem in exact method in some instances, and it significantly outperforms the
graphs exact solver in some cases.
Arild Hoff, Vicente Campos, Juanjo Peiró, Rafael Marti
We study the problem of reducing the number of arc crossings in a 2 - Cost evaluation of minimizing energy consumption in
graph. This hard optimization problem has been studied extensively in railway rapid transit lines timetables
the last decade, proposing many exact and heuristic methods to mini- Alejandro Zarzo, David Canca
mize the total number of arc crossings. However, despite its practical
significance, the min-max variant in which the maximum number of
crossings over all edges is minimized, has received very little atten- A methodology to design timetables with minimum energy consump-
tion. In fact, we are only aware of one article in which the problem tion in Rapid Railway Transit Networks is presented. Using an empiri-
was recently proposed together with an efficient heuristic to obtain cal description of the train energy consumption as a function of running
high-quality solutions. We propose new heuristic methods based on times, the timetable design problem is modelled as a Mixed Integer
the strategic oscillation methodology for this NP-hard problem. Our Non-Linear optimization problem (MINLP) for a complete two-way
experimentation shows that the new method compares favorably with line. In doing so, all the services in both directions along a certain
the existing ones on a set of previously reported instances in both ob- planning horizon are considered while attending a known passengers’
jectives. demand. The MINLP formulation, which depends on train loads, is
fully linearised supposing train loads are fixed. A sequential Mixed
4 - Hybrid representations of graphs: complexity results Integer Linear (MILP) solving procedure is then used to solve the
timetabling optimization problem with unknown train loads. The pro-
and heuristics posed methodology emphasizes the need of considering all the services
Giuseppe Di Battista running during the planning horizon when designing energy-efficient
In many applications there is the need to represent graphs that are timetables, as consequence of the relationship among train speeds, fre-
globally sparse but contain dense subgraphs. As an example, a so- quency and fleet size of each line. Moreover, the convenience of con-
cial network is often composed of communities. The members of the sidering the energy consumption as part of a broad objective function
community are closely interlinked, while the different communities are that includes other relevant costs is pointed out. Otherwise, passen-
connected by a network of relationships that is much less dense. These gers and operators could face up to an increase in the whole cost and
graphs can be represented with a hybrid drawing standard, where dif- a decrease in the quality of service. A real data scenario, based on the
ferent conventions are used to represent the dense and the sparse parts C-2 Line of the Madrid Metropolitan Railways, is used to illustrate the
of the graph. As an example, the dense parts can be represented by proposed methodology.
adjacency matrixes or by the intersection of geometric objects, while
two adjacent dense parts may be connected by a curve. We survey 3 - Static, time dependent and elastic passenger demand
the recent results in this field showing problems that are solvable in in railway timetabling
polynomial time and problems that are NP-complete. We also show
heuristics that can be used to tackle some of the hard problems. Eva Barrena, David Canca, Francisco A. Ortega Riejos
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4 - On solving the integrated network design and line plan- case of the wider Plant Modularisation Problem (PMP) where a sin-
ning problem with elastic demand gle module encompasses all components. A more general case of the
David Canca, Alicia De Los Santos Pineda, Gilbert Laporte, PMP is formulated by introducing more modules, into which compo-
nents are grouped. This approach makes the model more applicable to
Juan A. Mesa real world design decisions. This study develops a mathematical for-
On this work we discuss two approaches for solving the Integrated Net- mulation of the PMP, accompanied by an initial solution methodology.
work Design and Line Planning Problem with the objective of maxi- The proposed methodology is applied and demonstrated with a case
mizing the net profit along certain planning horizon in presence of a study.
competing transportation mode. In both cases, due the relationship be-
tween the network design and the line operation decisions, for a given 3 - Applying heuristic techniques for the combined design
demand, a transit assignment has to be done in order to compute the and scheduling of multiple lines multiproduct batch
net profit. The first approach uses an Adaptive Large Neighbourhood plants
Search procedure with a local search algorithm to produce 0-1 assign-
ments for a given network structure. The second one combines an
Floor Verbiest, Trijntje Cornelissens, Johan Springael, Tânia
Adaptive Large Neighbourhood Search algorithm with an exact Branch Pinto_Varela, Ana Barbosa-Povoa
and Cut method to obtain real transit assignments at each iteration.
The comparison of solutions and the performance of the proposed ap- In multiproduct batch plants, multiple products with similar recipes are
proaches are illustrated in a real-size scenario. produced by sharing available resources. Due to the operational flex-
ibility of such plants, their design is a challenging task. Moreover, to
better incorporate the operational use of such type of plants, production
scheduling should be included. Hence, this study explores the strategic
design and scheduling of chemical batch plants, equipped with paral-
MD-27 lel production lines. The aim of this work is to minimize capital and
operating costs by optimizing several decisions: number of lines to in-
Monday, 14:30-16:00 - SOUTH BUILDING UV S309 stall, their design, i.e. number and size of equipment units at every
stage, and a process schedule to achieve the production requirements.
Facilities Planning and Design The latter means that for every product one has to decide, not only,
which proportion of the total demand is produced on every line, but
Stream: Production, Service and Supply Chain Manage- also, what the related number, size, and timings of batches are on each
line. A modelling framework often used for the integrated design and
ment scheduling problem is the so called network formulation, which is usu-
Chair: Daniel Ramon Lumbierres ally solved exactly. However, due to the complex and different types
of decisions, a rapid increase in computational complexity arises and
1 - An algorithm for designing a hybrid layout the problem becomes intractable for exact solution approaches. Hence,
Ana Raquel Xambre we present a preliminary version of a decomposition heuristic solution
approach developed for the combined design and scheduling problem.
Most facilities present a combination of different types of layout sys-
tems such as process oriented, product oriented or cellular manufac- 4 - A multistage stochastic programming model for the
turing systems, combining them according to their needs, specifically strategic supply chain design
considering the production process, variety and volume of the prod-
ucts that they want to manufacture. The design of such systems is
Daniel Ramon Lumbierres, F.-Javier Heredia
often done in an incremental way, accompanying the growth of the
facilities and the increase and change in the demand. In this type of Supply chain management has been widely developed through the evo-
environment, usually there is no specific design of the facility layout, lution of manufacturing, distribution, forecasting and customer be-
resulting in a production system organized in an inefficient manner. In haviour, encouraging the introduction of postponement strategies in
this work the problem of designing a hybrid layout, specifically for the its various forms. At these strategies, semi-finished goods are stored
manufacturing of components, will be analysed. The idea is to develop in certain operations of the chain, called decoupling points, waiting for
a system that can accommodate different types of parts, with different the placement of demand orders, which trigger production flows from
processing requirements and different production volumes, identifying decoupling points to the remainder operations. Such a design prob-
the ones that can be incorporated in a family and thus processed in a lem facing the speculation/postponement paradigm must intrinsically
cell, and the ones that should continue to be processed in non-dedicated include elements that "unveil" demand orders when they are placed,
equipment. The objective is to improve the system efficiency by reduc- that is, the modelling approach should keep demand orders as random
ing transportation distances, reducing setups, increasing the usage rate variables until their placement, when they are disclosed. This work
of equipment, while maintaining some level of flexibility. These ob- proposes a multi-stage stochastic programming model that decides the
jectives and considerations are incorporated in the proposed algorithm. optimal allocation of decoupling points, as well as a process selection
among alternative designs for any general supply chain case, where
2 - Optimal component compartmentalisation of process the stochastic parameters, demands by period and product, are repre-
sented through a scenario tree, which is in turn generated using the
plants for modular construction forecasting. Both a risk-neutral model and a risk-aversion approach
Timothy Haughton, Panagiotis Angeloudis, Panos Parpas with stochastic dominance constraints are presented and solved with
multi-stage instances of test cases based on real manufacturing prob-
Off-site modular construction has been adopted widely in recent years,
lems defined in collaboration with the Accenture consultancy com-
with most applications relating to residential and governmental build-
pany.
ings. As these initiatives mature and demonstrate their advantages,
there has been increased interest in applications to more complex
projects, notably process plants and nuclear power stations. Industrial
plants have long attracted academic interest, given the complexity of
their designs and the importance of developing safe and efficient fa-
cilities. Previous studies on the optimisation of process plant design MD-28
explored methodologies based on the Facility Layout Problem (FLP). Monday, 14:30-16:00 - SOUTH BUILDING UV S310
However, off-site modular construction fundamentally alters the opti-
misation problems relevant to process plant design. While optimis-
ing the plant layout remains important, it is insufficient, as compo- Behavioral Foundations of Service Systems
nents must also be grouped into modules to enable off-site construc-
tion. These problems are interdependent and must therefore be ap- Stream: Service Operations Management
proached concurrently. In this study, the FLP is treated as a special Chair: Mirko Kremer
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HVDC grid tariffs on social welfare. First, we focus on the identifica- with donation for excess primary units. We find that the tax credit and
tion of an appropriate loss factor. We propose a comparison between disposal fee are substitute mechanisms for inducing food donation.
three different models: fixed, linear and piece-wise linear. Second, we
investigate the appropriate cost allocation of HVDC losses among the 2 - A parametric analysis of collaborative intermodal trans-
different market participants and the design of an appropriate grid tariff port
for covering the cost of losses. This is done by formulating the prob- Alberto Giudici
lem as a mathematical program with equilibrium constraints (MPEC),
where lower-level problems are the profit maximizations of each mar- Intermodal transport has been known for lower levels of reliability then
ket participant and the upper-level problem is the social welfare maxi- direct truck transport, especially for the operations related to import
mization from a regulator’s point of view. and export flows surrounding port areas. Despite its greener environ-
mental impact, improvements of the service level of the intermodal
4 - Game theoretical centrality in social networks with transport chain is hindered by several barriers. From the experience
multi-valued nodes gained from the EU-funded SELIS project, we observe that aiming at
Juan Tejada, Javier Castro, Daniel Gomez Gonzalez, Elisenda improved service level can trigger network operators to cooperate. We
consider a cooperative setting where both available transport capacity
Molina and orders are shared by seeking an execution at minimum cost. From
Game Theoretical Centrality has been considered by Gomez et al. a cooperative game theory perspective, we perform a parametric analy-
(2003), for instance, as a way of taking into account, not only de sis of the Shapley value and core. Membership of the Shapley value to
topology of the network but also its functionality or the interests that the core can give information on the result of the self-interested bargain
leads the players to be connected. In their approach, two elements of cooperating companies and cooperation stability. Basing the coop-
are needed: a network that captures the social relations between the erative game upon a parametric flow problem, we are able to analyze
agents, and a cooperative game, that reflects the value that a group of the impact of service level and network structure on the cooperation
agents -a coalition- can achieve if they act jointly. In general, the games stability and Shapley value. Our contribution lays in the mathemati-
that have been considered were symmetric games in which the value cal explanation of (in)stability of horizontal and vertical cooperation.
of a coalition depends only of the cardinal of the coalition. In this Moreover, we numerically test the validity of our insights on complex
communication we extend the scope of the applicability of the game network structures.
theoretical centrality to more general games. To be specific, we con-
sider a general class of games that are based on multiple-weighted or 3 - Supplier development in a multi-tier supply chain
multicriteria-valued nodes which comprise as particular cases the vot- Pınar Şimşek Yalçın, Ozgen Karaer, Tim Kraft
ing system process in the Council of the European Union, or a com-
In this paper we study when and how a downstream buyer should de-
plex interlocked shareholding structure, among others. We propose a
velop the quality capabilities of his tier-1 and tier-2 suppliers in a multi-
general methodology for aggregating the multiple contribution of the
tier supply chain setting. We examine how the buyer and the suppliers’
nodes to define the final game on which we calculate the correspond-
decisions are impacted by the market opportunity and the division of
ing game theoretic centrality. Alternatively, we study the possibility
the supply chain margin between the three parties. Our findings sug-
of aggregate different centralities obtained for each weight or criteria
gest that if the demand opportunity is such that the buyer should de-
to obtain a unique centrality in the spirit of Scardoni et al. (2009) to
velop only one supplier, then he should invest in the supplier/tier with
identify potential influencer nodes or in biological networks (Meera
the higher portion of the supply chain margin. Conversely, if the op-
Gandhia & Muruganantham, 2015).
portunity is such that he should instead invest in both suppliers, then
he should share a larger portion of the cost to improve quality with
the supplier/tier with the lower portion of the supply chain margin. To
better understand when a buyer should consider using a "full control"
strategy such as this, we compare this strategy versus one in which the
MD-30 buyer delegates the development decision of the tier-2 supplier to his
Monday, 14:30-16:00 - SOUTH BUILDING UV S312 tier-1 supplier. We find that a full-control (delegate) strategy should be
used when the buyer’s tier-2 (tier-1) supplier captures a larger portion
Game Theory Applications in Operations of the supply chain margin than his tier-1 (tier-2) supplier.
and Sustainability 4 - Incremental solutions to online generalized multi-item
multi-unit combinatorial auctions
Stream: Game Theory and Operations Management Anup Kumar Sen, Amitava Bagchi
Chair: Gokce Esenduran
Online auction schemes have become popular mechanisms in recent
years for buying and selling goods and services in business and in-
1 - Converting retail food waste into by-product dustry. In online (i.e., continuous) combinatorial auctions, bidders are
Mustafa Hayri Tongarlak allowed to join and leave the auction at any time, and in the process,
By-product synergy (BPS) is a form of joint production that uses the bidders can repetitively bid on packages of items of their choice. In
waste stream from one (primary) process as useful input into another such multi-agent e-business systems, the seller is compelled to provide
(secondary) process. The synergy is derived from avoiding waste dis- information feedback to the bidders after every bid on the current state
posal cost in the primary process and virgin raw material cost in the of the auction to help them place more informed bids. This requires
secondary process. BPS increases profit and can have a positive en- provisional winners be computed for every package of items after each
vironmental impact by reducing waste. We investigate how BPS can bid by solving Winner Determination Problem that maximizes the sales
mitigate food waste in a retail grocer setting, and how it interacts with revenue. This paper addresses this issue. In online multi-unit multi-
other mechanisms for reducing waste (i.e., waste disposal fee and tax item online combinatorial auctions that sell multiple dissimilar items
credit for food donation). In the retail setting, waste is generated each having one or more identical units, no bidder can win more than
because of demand uncertainty-the retailer stocks inventory without one package under XOR constraints. With OR constraints, a bidder
knowing demand and excess units become waste. We derive the re- can win any number of packages. This paper considers the generalized
tailer’s optimal order policy under BPS and the order policy for a more version where a bidder is imposed a limit on the number of packages a
practical hybrid implementation of BPS and compare these BPS im- bidder can win, and presents a dynamic programming approach which
plementations to the benchmark case where the retailer only sells fresh can incrementally solve winner determination problem for every pack-
produce. We find that BPS can reduce waste when secondary demand age after each new bid. The XOR and OR formulations appear as spe-
uncertainty and the net tax benefit from donation are low, but can cial cases of this generalized version. This has applications in various
increase waste if increased secondary demand uncertainty drives up domains including spectrum auctions. We present the algorithm and
safety stock. Our results suggest that under BPS, the threshold net tax its implementation.
benefit required to induce donation increases because BPS competes
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MD-31 are available in order to deal with these problems (problem structur-
ing methods) and to study the use of these methods in interventions.
Monday, 14:30-16:00 - SOUTH BUILDING UV S313 The research involved creation of a community with the aim of inte-
grating competences on how different methods may be used and inte-
Behavioural OR: General Papers grated to face complex and unstructured decision situations, in order to
develop methodological skills that could effectively facilitate the ana-
Stream: Behavioural OR lyst’s work. Each member of this community was involved, at the start
Chair: Etienne Rouwette in relation to a specific old intervention, in an investigation project, in
relation to some cases and their modeling processes, which have been
developed in real organizations, by means of a specific technical ap-
1 - Behavioural operational research within two areas of proach or with the support of a multi-methodology with formal tools
conflict: an extended classification approach that propose a limited quantification within a systematic framework.
Damian Braschczok
4 - Physics, foibles and failings: applying the ’behavioural
Behavioural Operational Research (BOR) is a young research field in
turn’ to the breadth of system dynamics practice
the area of Operational Research (OR). BOR emphasizes the influence
of cognitive psychology for the use of quantitative methods as deci- Etienne Rouwette, David Lane
sion support and seeks to embed behavioural findings into OR. This
Whilst there are some difficulties in defining ’Behavioural OR’, the
is necessary as the interdisciplinary and real world application driven
’behavioural turn’ is in full sway across OR. This paper considers its
focus of OR appears to stand in an unbalanced relationship compared
application to System Dynamics (SD). Interest is then on complex dy-
to its mathematical-technical research. Among other things, BOR tries
namic systems, whether what humans do when dealing with such sys-
to reduce this imbalance. However, it still has the problem of being
tems departs from normative rationality, and how modelling can con-
a rarely well-defined field. Therefore, classification of BOR and its
tribute. Referencing its Behavioural Decision Theory roots, it rapidly
main issues - on a meta-level - is just as important as the embedment
becomes clear that a ’Behavioural SD’ approach has promise. Within
of behavioural aspects into OR. This contribution presents BOR as a
SD there is, for example, already considerable empirical evidence re-
research field within two areas of conflict, characterized by two dimen-
garding human inability to understand stock/flow relationships and dy-
sions and four theoretical constructs. For simplicity, each dimension
namic behaviour, along with a long-standing interest in deficiencies in
concerns real world and model world aspects. Therein, application of
mental models and their consequences for system performance. The
OR methods faces the importance of fundamental research concern-
idea applies to an extensive territory of ideas, from human response to
ing these methods, and the postulate of rationality is challenged by
and understanding of actual systems of this type, to the use of maps
behavioural scientists. Out of this new perspective - which will be in-
and models to learn about them, the difficulties in creating such mod-
troduced in detail - central points of BOR are depicted in a different
els, how one represent ’behavioural effects’ within such models and
light. This finally leads to an extended classification approach helping
the problem of getting individuals or groups to learn from such mod-
BOR to shape its profile and to obtain more acceptance in the scientific
els. Sketching the territory reveals much scope for a behaviouralist
community.
view to SD. It provides a conceptual lens that can generate important
new insights. With that in mind, a definition is proposed, one which
2 - Developing ORBIT: the operational research be-
underpins the sketch of the ’Behavioural SD’ territory.
havioural interventions toolkit
Katharina Burger, Leroy White, Martin Kunc, Jonathan
Malpass
The OR field has a long-standing interest in interventions in organisa-
tions. However, only recently, has the field focused on the processes
MD-32
related to changes in human behaviour as an intervention progresses. Monday, 14:30-16:00 - SOUTH BUILDING UV S314
The need for guidance in the application of insights from behavioural
sciences in the design, implementation and evaluation of OR interven- Air Transportation
tions is particularly pressing in the context of organisational transfor-
mation projects. As a contribution to addressing some of the chal- Stream: Routing, Logistics, Location and Transportation
lenges, we are developing the Operational Research Behavioural Inter- Chair: Yagmur Simge Gök
ventions Toolkit (ORBIT), that supports practitioners in understand-
ing the links between different behavioural OR insights, and what and
when particular insights are best suited to improve the implementation 1 - Integrated capacity management for airport runway sys-
of a transformation project. Our presentation will focus on the findings tems
thus far. In particular, we will present an outline of the ORBIT toolkit. Stefan Frank, Karl Nachtigall
The focus will be on its design to provide a shared way of thinking
about the behavioural interventions during transformation challenges Ongoing growth of aircraft movements motivates research in the field
in organisations. The toolkit is intended to serve as a starting point of airport operations management. The performance of an airport can
for collaborative empirical research towards an open-source platform be measured by its capacity of movements per hour. Therefore, ca-
for OR interventions, that practitioners can draw on to identify the im- pacity management is used to determine the maximal throughput of
provements they need to make to better implement changes arising in an airport, which is limited by several infrastructural and operational
their transformation projects. factors. In this context, runway system configurations constitute a bot-
tleneck at major international airports. We present two mixed-integer
3 - Integration and application of problem structuring programming formulations for the aircraft scheduling problem at an
methods: an application in oil exploration airport. Within these problem formulations, aircraft movements needs
Fahad Mehmood to be assigned to runways and scheduled so as to minimize the overall
delay, while separation requirements between all pairs of movements
Several critical elements (such as uncertainty, complexity and lack of have to be satisfied. The first model formulation focuses on a short-
structure) limit the use of analytical models and methods in problem term planning to determine runway allocations and valid sequences for
solving and decision-aid in practice. In an effort to solve these prob- aircraft movements. On the other hand, the second model formulation
lems, the initial representation or conceptualization of a problem is so aggregates flows in a time-discrete network to estimate the capacity of
crucial to its subsequent treatment that one is tempted to say that the an airport in context of long-term and medium-term planning, where
most important as well as most difficult issue underlying the subject of exact sequences of aircraft movements are not of interest. We compare
problem solving is precisely ’how to structure the problem’. The pur- the two approaches and show how to connect them. Doing this, we get
pose of study is to review concepts related to the problems that require (near-)optimal results for the airport scheduling problem and also tight
structuring (ill-structured or unstructured problems), the methods that lower bounds, which is a lack of most solution approaches presented
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EURO 2018 - Valencia MD-33
The traffic safety and efficiency in the airspace are ensured by air traffic 1 - A data-mining based process to early identify breast
controllers in ATM. Every controller is assigned to a subspace of the cancer from metabolomic data
airspace, called a sector, and has the task to monitor the flights, to avoid Víctor Manuel Rivas Santos, Pedro José Sánchez-Rovira, Josè
conflicts between aircrafts and to exchange information with con- Javier Rosell García, Leticia Díaz-Beltrán, Jose Perez del
trollers assigned to adjacent sectors where flights have been planned.
The airspace sectorization problem (ASP) is to find the reasonable
Palacio, Francisca Vicente Area Head Screening & Validation,
number of sectors with the set of sectors such that the workload as- Caridad Díaz-Navarro, Daniel Franco, Ana Laura
sociated with controller’s task is balanced, satisfying given geometric Ortega-Granados, Olga Genilloud, Carmen
conditions. ASP is known to be NP-complete. This paper proposes an González-Olmedo, Sergio Granados-Principal, Francisco
algorithm for solving ASP. A variant of ASP is introduced and solved Javier García-Verdejo
firstly, and the solution is modified so as to satisfy the conditions in the
original one. We treat ASP as a graph-theoretic model where the inter- We present the results yielded by our multidisciplinary group in the
section of the existing trajectories and the segment of the correspond- task of discriminating blood samples coming from breast cancer pa-
ing one are regarded as vertices and edges, respectively. Note that a tients and healthy people. Models used to classify samples have been
sector is properly determined by a subset of vertices. A partition of built using data mining techniques; data have been collected by means
the set of vertices is obtained by solving the set-partitioning problem. of liquid chromatography-mass spectrometry, a technique that detects
We construct the method for enumerating trees in the graph efficiently, and quantifies the metabolites present in blood samples.
each of which corresponds to a column of the set-partitioning problem. Different algorithms have been tested under 10-CV and 75/25 scenar-
A heuristics based on computational geometry is proposed for modify- ios. Our experiments showed that IBk, and J48 and Logistic Model
ing obtained sectors. In order to certify the validity of our algorithm, Trees yielded rates greater than 90% only for healthy people. Naive
we apply our algorithm to the Japanese airspace model. Bayes and Random Forest enhanced the previous results in the 10-CV
approach, but they did not yield more than 85% of true positives for
3 - Robust scheduling in airline operations planning: how patients in the 75/25 one. Finally, bayesian network resulted to be the
best algorithm as rates greater than 90% were yielded for both patients
robust are those schedules?
and rest of the people.
Aykan Akincilar
Many statistics have been computed as well as confusion matrices,
showing that the model built by Bayesian network can effectively be
In the field of airline operations planning, methodologies that are ca- used to solve this problem. Currently, the metabolites used to do built
pable of producing robust schedules are intensely attempted especially the model are being identified by biochemists. This last step will be
after 2000s. As a matter of course, precious works have appeared in definitive in order to consider them as a valid biomarker for breast can-
this sub-field. However, it is still not very clear to determine how robust cer.
the produced schedule is. In this talk, after examining existing litera-
ture, two new definitions are defined in order to contribute to fill this 2 - Improvement of schools performance with BI imple-
gap. It is believed that vagueness about how robust is the robust sched- mentation
ule has been definitely solved via those definitions. In order to demon-
strate how this new approach works, a novel methodology, which pro- Rose Nelson, Olga Nazarenko
duces definitely robust routes for aircraft routing sub-problem (ARP), As educational institutions face the challenge of rising costs and lim-
is developed. After usability of this new methodology is tested on real ited funding resources, the use of data analytics and business intel-
world data, pros and cons of this new approach are discussed. ligence solutions becomes a necessity to drive an organisation-wide
change and performance improvements. We provide specialised busi-
4 - New efficient heuristics to solve tactical airport check- ness intelligence managed services to the education sector, helping
in allocation problems them assess funding needs, develop focused strategies, and demon-
strate improvements on all key performance indicators (KPIs). Based
Yagmur Simge Gök, Maurizio Tomasella, Daniel Guimarans, on DFE and OFSTED Assessment criteria, our business intelligence
Cemalettin Ozturk services evaluate a school’s performance in several different areas, in-
cluding overall effectiveness, leadership and management, outcome for
We study a tactical airport check-in counter allocation problem (AC- pupils, personal development, and quality of teaching, learning, and as-
CAP) from the viewpoint of the airport operator. We model the sessment. In addition to this, we leverage on our access to a wealth of
ACCAP as a two-dimensional bin-packing problem. Due to NP- information to benchmark schools against each other and against na-
completeness, we propose and test the efficiency and effectiveness of tional averages to help them evaluate their performance in comparison
new heuristics. Our objective is to minimize the total number of coun- to other institutions. It helps schools and MATs to gain an accurate
ters needed. We consider: common use check-in counters, adjacency understanding of current situation and making strategies for better per-
requirements, variable counter profiles (per flight) and different check- formance.
in configurations. We used instances from a medium sized airport. Be-
yond the novelty of the investigated setting and of the proposed heuris- 3 - Automatic forecasting of category-store sales consider-
tics, our model is the first to provide airport operators with additional ing cross-category effects
business insights to negotiate with customer airlines for where to best Ragip Gurlek, Ozden Gur Ali
locate their check-in operations in the available terminals/halls, as well
as the minimal number of counters required for them to meet specific A retail chain needs to forecast thousands of category-store-level time-
service level agreements. This makes it for a more informed deci- series, making it necessary to use a robust automated method. In addi-
sion making and enhanced facilitation of airport/airline service con- tion to seasonality and disturbances, the sales are affected by marketing
tract stipulation. efforts in the focal category and potentially other categories. We pro-
pose an automated method that forecasts multi-period-ahead category-
store-level retail sales considering cross-category effects and the SKU
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MD-34 EURO 2018 - Valencia
level distribution of marketing features. We test the accuracy of the 2 - Roster design for complex queue systems in banking
method on a retail dataset supplied by IRI for 3 chains with 154 stores Federico Trigos, Alan Vázquez-Alcocer, Leopoldo
and 31 categories with multiple horizons within the ten years of data. Cárdenas-Barrón
We investigate under which conditions the cross-category effects and
distributional features improve the accuracy of the forecasts. In the The study addresses and solves the problem of finding required num-
first stage of the method, we deseasonalize the data. In the second, we ber of active server stations and its individual employees to minimize
regress the sales on marketing features of all categories in the store by the number of system server hours during a working day while con-
using the Elastic Net to deal with high dimensionality. The third stage trolling the expected value of the customer waiting time in queue. A
extrapolates the residuals of the second, with lead time specific mod- simulation model is developed and a heuristic is proposed to solve the
els that considers the effect of disturbances in all the categories. Our problem. Bank data are used to illustrate the methods and to identify
method outperforms the benchmarks STL, ARIMA, and VAR in fore- key elements for system performance improvement.
cast accuracy. Disaggregate information improves the forecast, with
the longest horizon being the exception. Cross-category marketing 3 - Kernel density estimation: local cubic polynomial ap-
and own-disturbance elements contributes to the forecast, but cross- proach with non-arbitrage constraints
category disturbance does so only for the occasional and convenience Ana Monteiro, Antonio Santos
categories.
Risk-neutral densities (RND) are determinant when dealing with risk
4 - Combining local survey data with meta-analysis of management and the pricing of new derivative products. In recent
years the amount of information coming from intraday data allows
global relative risks - studies to more accurately predict to improve and develop existing and new approaches devoted to esti-
prevalence of diseases mate risk-neutral densities. Here is proposed a new approach that con-
Angi Ghanem, Ozden Gur Ali siders local cubic polynomial estimation, in a kernel smoothing frame-
work, applied to intraday data. Constraints associated with the non-
In this research, we aim to combine local survey data with results of arbitrage hypothesis are directly applied to parameters of the local cu-
meta-analysis of global relative risks’ studies to more accurately pre- bic approximation. Also, by adding a penalty function in the original
dict disease prevalence. We use a Bayesian framework where the anal- objective function used in the estimation procedure, we allow RND
ysis of the local individual level data is guided and fortified by the tails to decay smoothly to zero as it would be expected with a density
information obtained from meta-analysis results through the prior dis- function. This nonparametric estimator is applied to intraday data as-
tribution on parameters. This is important because even though the sociated with European style options from VIX and S&P500 indexes.
individual level data sample size is large, three elements make it dif-
ficult to fit a model: large number of factors that can affect the preva-
lence, relatively low prevalence leading to rare event problem and the
nonlinear nature of some of the relationships. We work with health
surveys conducted by the Turkish Statistical Institute (TUIK) over the
span of 8 years, and meta-analysis global level data from IHME in-
MD-48
stitute to predict Diabetes, Coronary Heart Disease and Depression Monday, 14:30-16:00 - 4D UPV B.3
prevalence in the adult population of Turkey. We use Bayesian models
along with flexible nonparametric models (GAM) to model the impact OR Applied to Disaster Relief and
of multiple behavioral, demographic, socioeconomic and geographic Development Operations
factors. The impact of using informative versus non informative priors
is assessed for point and uncertainty estimates. Benchmark methods
include mixed models and random forests. On the policy level, this Stream: Humanitarian Operations
model can be used to study the impact of public campaigns and aware- Chair: Alfonso Pedraza-Martinez
ness efforts on behaviors such as smoking, second-hand smoking, diet,
physical activity level and alcohol consumption. 1 - Multi-criteria optimization for last mile distribution of
disaster relief aid: test cases and applications
Begoña Vitoriano, José María Ferrer, F. Javier Martin-Campo,
M. Teresa Ortuno, Alfonso Pedraza-Martinez, Gregorio
MD-34 Tirado
Monday, 14:30-16:00 - SOUTH BUILDING UV S113 Humanitarian organizations transport large quantities of aid for distri-
bution in the aftermath of disasters. Transportation for last mile dis-
tribution includes multiple, and often conflicting, performance criteria
Numerical and Simulation Methods in that include time (deprivation), cost, coverage, equity and security. We
Finance II build a compromise programming model for multi-criteria optimiza-
tion in humanitarian last mile distribution. Regarding security, ours is
Stream: Numerical and Simulation Methods in Finance the first multi-criteria model able to produce an actual vehicle sched-
Chair: Ana Monteiro ule while forcing vehicles to form convoys in humanitarian operations
Chair: Ayşe Mutlu Derya research. We illustrate the multi-criteria optimization using a realistic
test case based on the Pakistan floods, 2010. We standardize and share
this case as well as cases based on the Niger famine, 2005 and the
1 - An agent-based model for Korean stock market - KOSPI Haiti earthquake, 2010. Raw data for these test cases will be available
200 and interactions among investors at www.mat.ucm.es/humlog. By sharing test cases, we encourage ba-
Chansoo Kim, Kyung O Baek, Haneol Cho sic scientific tasks such as replicability and model comparison within
the humanitarian operations research community.
We construct an ABM (Agent-based Model) to effectively recreate the
fluctuation data of KOSPI 200 (Korea Composite Stock Price Index 2 - Multi-vehicle prize collecting arc routing for connectiv-
200) index market. Our model sets each agents’ behavior differently, ity problem
such as the level of influence of each agents to another and the agents’
individual propensity to invest. We fit the simulated result to the ac- Vahid Akbarighadikolaei, Sibel Salman
tual KOSPI 200 index market (fiscal year 2000-2016) by controlling For effective disaster response, roads should be cleared or repaired to
parameters regarding agents’ interaction with each other. The ABM provide accessibility and relief services to the affected people in short-
enables us to see the individual agents’ earning rates in the market, est time. We study an arc routing problem that aims to regain the con-
which leads us to see if the distribution follows the ’Power-Law’; im- nectivity of the road network components by clearing a subset of the
plying that the agents tend to have a herding behavior. blocked roads. In this problem, we maximize the total prize gained
by reconnecting disconnected network components within a specified
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time limit. The solution should determine the coordinated routes of CRP. The plots are used to define a conflict graph which is partitioned
each work troop starting at a depot node such that none of the closed in clusters of vertices forming sub-problems that can be solved sepa-
roads can be traversed unless their unblocking/clearing procedure is rately by a commercial solver. A dual problem is generated to define
finished. We develop an exact Mixed Integer Program (MIP) and a an upper bound for the PRC. Computational experiments were per-
matheuristic method. The matheuristic solves single vehicle problems formed considering a set of instances based on real-world data and dif-
sequentially with updated prizes. To obtain an upper bound, we first ferent scenarios were evaluated considering several arrangements for
relax the timing elements in the exact formulation and then solve its the plots, achieving almost the graph planarity limit. The obtained re-
relaxed MIP, which decomposes into single vehicle problems, by La- sults demonstrate the potential of the proposed LD which was able to
grangian Relaxation. We show the effectiveness of the proposed meth- find good bounds within low computational times.
ods computationally on both random Euclidean and Istanbul road net-
work data generated with respect to predicted earthquake scenarios. 2 - A multi-objective model to optimize the food resource
allocation in dairy systems
3 - OR applications to humanitarian logistics in Latin Amer- Gastón Notte, Pablo Chilibroste, Martin Pedemonte, Hector
ica Cancela
Jaime Mora Vargas
One of the problems arising in the dairy industry is the allocation of
This paper presents an analysis of the humanitarian logistcs operations food resources to a given herd. In a pastoral-based dairy system with
during Mexico 2017 earthquakes. This analysis includes NGO and supplementation (as the Uruguayan one) this is done by grouping cows
Government response to fulfill need of water, food and medical equip- and distributing these groups to the different pastures available in the
ment, among others. During september earthquakes in Mexico, local field. Usually the goal of this assignment is to optimize different ob-
and international help was required, leading necessary the governmen- jectives. In a previous work we formulated a multi-objective mathe-
tal, NGO’s, private sector companies and militaries intervention. Co- matical programming model, taking into account the characteristics of
ordination among stakeholders, is one of the main opportunity area the problem. The optimization model follows a multi-period approach,
in humanitarian logistics. In order to deliver the humanitarian aid the covering a one year schedule, divided into periods of one month. To
distribution must be done under a high uncertainty demand and in- solve the optimization problem we developed a multi-objective evolu-
frastructure damage, where previously considered routes may or not tionary algorithm (EA), taking as decision variables a sub-set of input
be available after the disaster strikes. This work considers the impact parameters, and using different objective functions. In the present work
of the coordination between stakeholders and the network availability different computational experiments based on real test data were done
as two of the trade-offs for the humanitarian logistics decision mak- to study the quality of the solutions when the objectives are optimized,
ing process. Based on previous statement, a multi-criteria framework to compare the obtained solutions using different stocking rates, and
for a reliable aid distribution optimization model is proposed. The to study the diversity of the solutions provided by the EA. The results
methodology for the multi-criteria framework development proposed show that the solutions proposed by the model reached the same val-
is centered on a vertical coordination, where the availability of the net- ues as those obtained by a dairy project that uses optimal solutions
work, equity, efficiency, coverage and efficacy are prioritized in order (obtained by a single objective exact approach). The results also show
to balance and ensure a reliable aid distribution. that the EA can reach a considerable degree of diversity in its solutions
while maintaining a small gap to the optimum.
4 - OR applied to humanitarian operations
Alfonso Pedraza-Martinez, Maria Besiou, Luk Van 3 - Mathematical models for improving the process of
Wassenhove grape reception at Aveleda
The humanitarian caseload is growing rapidly while funds are declin- Eliana Costa e Silva, Aldina Correia, Isabel Cristina Lopes
ing. The sector clearly will have to do more with less. Optimizing
constrained resources is the strength of OR. Our discipline can strongly This work attempts to answer an industrial challenge proposed by
support humanitarian practitioners provided it works on pressing real Aveleda, a Portuguese company in the wine and food sector. The com-
problems and translates its research into easily implementable tools pany aims at finding ways to improve its grapes reception process, in
whose effectiveness can be verified. This Special Issue gathers a very order to guarantee wine quality and reduce the suppliers waiting lines.
rich and varied collection of papers along those principles. It clearly In fact, during the harvest days, the unloading of the grapes trucks may
shows the value of OR and the many exciting research problems in this face several hours of delay, and long waiting periods may result in the
important area of humanitarian operations. deterioration of the grapes. At the moment, mathematical models for
the grapes reception during the most critical days of harvest are being
developed. These models are being tested in different scenarios using
data simulated according to the specifications of the company. The
mathematical modelling intends to help the company to optimize sev-
eral of their processes and predict unexpected events, contributing to
MD-49 save time and improving the system efficiency.
Monday, 14:30-16:00 - 4D UPV B.4
4 - Integrated versus hierarchical approach for zone delin-
OR in Agriculture I eation and crop planning under uncertainty
Victor M. Albornoz
Stream: OR in Agriculture, Forestry and Fisheries
Chair: Victor M. Albornoz This paper considers the problem of zone delineation management and
crop planning. The problem consists of selecting which crops to plant
in different management zones in order to minimize the total costs
1 - Lagrangian decomposition bounds for a crop rotation subjected to a given demand requirement. From a hierarchical point
problem with adjacency constraints of view, the process starts by generating a partition of an agricultural
Geraldo Mauri field into homogeneous management zones, according to a given soil
property. Then, the best crop rotation must be assigned to each man-
The Crop Rotation Problem (CRP) consists of alternating crops in agement zone, applying agronomic practices in a site-specific man-
neighbor plots during a period of time in order to find a planting sched- ner in each zone. This hierarchical approach establishes two decision
ule that maximizes the profit of the production ensuring some con- making levels of planning. At each level, a two-stage stochastic opti-
straints. Among these constraints, it can be considered the time for mization model is proposed, representing the uncertain behavior of a
soil recovery, the non-consecutive cultivation of crops from the same soil property and crop yields by using a finite set of scenarios. Next,
botanical family, the sowing period of each crop, the non-adjacent we combined them into a new two-stage stochastic program, solving
planting of crops from the same botanical family, etc. In this paper, the problem using an integrated approach by simultaneously determin-
a Lagrangian Decomposition (LD) is proposed to find bounds for the ing an optimal partition and allocation. A set of instances used in the
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application of the proposed methodology and the results obtained are 3 - Education and environmental awareness in students of
presented. civil engineering, César Vallejo University ’- Lima East
Campus
Cesar Teodoro Arriola Prieto
Introduction: Environmental education develops and strengthens an
MD-50 awareness that stimulates respect and coexistence of people towards
their natural and cultural environment, knowing adequately the re-
Monday, 14:30-16:00 - 4D UPV 1.1 sources and their capacity for sustainable use, reaching the overall
wellbeing of the community, the University adopts a position before
OR for Developing Countries III environmental problems and acts in different areas of its competence.
The objective was to determine the relationship that exists between en-
Stream: OR for Developing Countries vironmental education and the level of development of environmental
awareness in Civil Engineering students. Material and methods: The
Chair: Milagros Baldemor population was 554 students of Civil Engineering, the census tech-
Chair: Leroy White nique was applied; unit of analysis the student of Civil Engineering.
The technique used was the survey and the instruments were two ques-
1 - Improving underprivileged children’s access to educa- tionnaires of own authorship, validated by three expert judges with
validity of 80%, reliability by Alfa de Cronbach of 83% and 90%. The
tion: a multi-methodology intervention in Hungary research was quantitative, cross-sectional, descriptive correlational and
Gabriella Csanyi, Valentina Ferretti non-experimental design. Ethical aspects considered: respect for the
person, privacy, beneficence and informed consent. Results: 30.9%
This project develops a value-focused Decision Analysis intervention of students have a high level and 34.7% have a low level of knowl-
designed and deployed to support the Csányi Foundation (Budapest, edge about environmental education. Environmental awareness is low
Hungary) in selecting underprivileged children to enter the Founda- 33.8%, medium 34.3% and high 31.9%. Conclusions: There is a sig-
tion’s Educational program. nificant relationship between environmental education and the devel-
opment of environmental awareness, Rho = 0.546 and sig = 0.000
The Csányi Foundation is a non-profit organization that has been set up <0.01.
in Hungary to help provide gifted children from disadvantaged back-
grounds with the means to help nurture and develop their talent. Cur- 4 - Implementation and evaluation of the targeting perfor-
rently, the Foundation helps 350 children and young people, 56 of
whom are already at university. However, despite the increasing num-
mance of the 4Ps program in Northwestern Philippines
ber of applications that the Foundation receives every year, 25% of the Milagros Baldemor
children have quitted the program too early due to inadequate selection This study evaluated the targeting performance of the 4Ps, an anti-
processes. poverty program of the Philippine government and its level of imple-
This project provided the Foundation with a tool that (i) helped the mentation and evaluation in Northwestern Philippines.It further looked
board members to identify a comprehensive and shared list of objec- into the amount of cash transfers received by the beneficiaries using
tives, (ii) supported the evaluation of candidates to be included in the indicators targeting differential and cost benefit ratio. It was a docu-
Foundation program in April 2017 and (iii) has been embedded in the mentary analysis of the annual poverty indicator survey 2011, a na-
Foundation selection processes to help them minimize dropout rates. tionwide survey that provides non-income indicators for poverty and
Methodologically, we propose the integration of value focused think- the master sample based on the Census of Population and Housing. It
ing, Multi Attribute Value Theory and best practices from behavioural was analyzed using the ADePT software developed by the World Bank
decision research. While there exist many applications of OR for per- and the Coady-Grosh-Hoddinott (CGH) index. Findings showed that
sonnel selection, this prescriptive intervention represents the first appli- the program was highly implemented as to: policies, persons involved,
cation of a Multi Attribute Decision Analysis approach in the context monitoring and evaluation, and systems of operations in terms of: ben-
of underprivileged children selection for educational programs. eficiary update system; compliance verification system; grievance and
redress system; and supply side assessment, service providers; and
stakeholders, while the Millennium Development Goals-well-being;
2 - Tackling the compositional nature of water, sanitation poverty index; education; and gender equality, were highly attained.
and hygiene (WASH) data in statistical analysis Out of 198,260 respondents, 78,789 are 4Ps beneficiaries among which
Fatine Ezbakhe, Agustí Pérez-Foguet 52,654 of them are poor and 81.5% reside in rural areas. The program
covered only a small portion of the poor and the leakage is greater than
Monitoring and statistics of drinking water, sanitation and hygiene the coverage of the poor. It resulted to a negative targeting differen-
(WASH) have gained renewed interest and attention with the 2030 tial but still progressive. Poverty gap is reduced by 0.83 for every unit
development agenda. Data on WASH indicators will continue to be spent on 4Ps.
central to monitoring progress against the development goals, and its
statistical analysis will be instrumental to achieving the development
goals. A key characteristic of these data is that they provide propor-
tions of the population or percentages that always sum to 100, thereby
compositions that are intrinsically connected. However, the composi- MD-51
tional nature of WASH data is often ignored when analyzed, leading Monday, 14:30-16:00 - 4D UPV 1.2
to spurious results when treated with "classical" statistical methods.
Our work aims to demonstrate the importance of compositional data Designing Sustainable Vehicle Operations
analysis for WASH data. We compare some commonly used statis-
tics (e.g., arithmetic mean, standard deviation and correlation coeffi- Management
cients) to WASH access compositions data, and determine the impor-
tance of reporting statistics of data has a whole. Data is obtained from Stream: Environmental Sustainability in Supply Chains
UNICEF’s Multiple Indicator Cluster Survey (MICS) dataset. First re- Chair: Jutta Geldermann
sults show, for example, that the coverage for improved drinking water Chair: Christina Scharpenberg
in rural areas of Tunisia, applied to the raw data, amounts to 88.4%, Chair: Martin Hrusovsky
differing from the 95.1% calculated when data are treated as compo-
sitions. This reveals the importance of analyzing the individual popu-
lations in the WASH datasets as related rather than independent from
1 - Vehicle routing of mixed fleets with combustion-
each other. powered and electric vehicles
Herbert Kopfer, Benedikt Vornhusen, Jan Dethloff
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EURO 2018 - Valencia MD-52
This contribution analyzes the effects of vehicle routing when deploy- infrastructure. Consequently, the smart charging of electric vehicles
ing homogeneous and heterogeneous vehicle fleets consisting of ICE is an interesting topic both from a practical and theoretical perspec-
(Internal Combustion Engine) vehicles and/or BEVs (Battery Electric tive. Following a bottom-up approach and through the application of
Vehicles). Additionally to different modes of driving (i.e. combustion linear programming, the potentials of smart charging are quantified,
engine or electric motor, vehicles with different capacities are taken starting on an individual car level using real-world data of households.
into consideration. Results show that when deploying homogeneous The linear programming model at the household level reveals key fac-
fleets there is no significant potential for reducing energy consump- tors required for smart charging of vehicles and allows to analyze the
tion by replacing the objective of distance or time minimization by the impact of electricity prices, the arrival and departure times and the re-
objective of energy minimization. By contrast, when deploying a het- quired charge of the vehicle. Based on the results for the level of the
erogeneous fleet, a significant reduction of energy consumption in the individual cars, a simulation tool supports a charging station operator
double-digit percentage order can be achieved. On the other hand the to offer suitable charging procedures. The developed model takes into
total travel distance as well as total travel time increases. Comprehen- account various types of uncertainty by means of robust optimization.
sive computational experiments show that well-configured heteroge- It is designed both for a private and public application.
neous fleets are by far superior to any homogeneous ICE- or BEV-fleet.
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MD-53 EURO 2018 - Valencia
time percentiles. The difficulties of solving this problem include the 3 - Investigating operational factors on the way to financial
problem size, time-varying demand and planning horizon considered. distress
A linear goal programming model and a variant of the transportation Nagihan Comez Dolgan
model are formulated for the service level objective. For instances with
moderate or low service level requirements for lower priority class(es), Every year there are many firms around the world that end businesses.
the deterministic problem can be solved by the transportation simplex In fact, these bankrupt firms face financial distress before they actu-
method. Applying both algorithms with double exponential smooth- ally end their businesses. Insolvency or declaring bankruptcy for these
ing forecasting method using tracking signal and adaptable parame- firms is not a sudden event, but in the opposite it is a gradual process in-
ters, rolling schedules are developed for the dynamic problem. In the cluding financial distress. In these terms, it is so valuable to understand
experiments designed based on several high-demand specialist outpa- an upcoming financial distress so that firms can project their future. In
tient clinics, scenarios are created to mimic different patterns of de- the literature, there are studies which investigate the relation between
mand variations in a one-year arrival horizon. We compare results of financial ratios and financial distress. However, there is quite scarce
the dynamic models with the deterministic model assuming demand number of work that also account for operational factors in financial
uncertainties are known in advance. The annual reported performance distress prediction and analysis. In study, we explore various opera-
statistics also serve as reference in comparison. tional variables in terms of not only considering their single values in
time, but also their trends on the way to a financial distress. For this
4 - Optimizing ambulance dispatching and relocation purpose, we use public firm-level panel data and conduct an empirical
Maria Eugénia Captivo, Ana Sofia Carvalho, Inês Marques analysis. Our purpose is to highlight the importance of inclusion of
operational metrics, which was ignored in traditional financial distress
Emergency Medical Service (EMS) is one of the most important health research, in understanding how some firms enter a financial distress
care services. Its main goal is to provide basic medical care for any period.
person in an emergency situation. EMS has to manage and mobilize
several resources, e.g. high specialized equipment and highly skilled 4 - The impact of platform-based product design on prod-
staff. The main challenge is the huge level of uncertainty involved. Ex- uct differentiation
act methods, heuristic algorithms and simulation have been developed
to include real life features. In the EMS context, the decision-making Hamed Jalali, Maud Van den Broeke, Inneke Van
process is very important as decisions made are usually closely related, Nieuwenhuyse
having a direct impact in the service’s quality. Three levels of decision Many companies resort to platforms to develop products targeted at
can be identified: strategic, tactical and operational. This work focus different market segments (e.g., Volvo’s scalable platform architecture
on the operational level by solving the dispatching and relocation am- is used to derive different models, such as the XC90 and V60). A lot
bulance problems. The decision of which ambulance to send to each of research exist on platforms and product assortment decisions sepa-
emergency is considered in the dispatching problem. The relocation rately; however, only a handful of articles analyze platform and prod-
problem includes two decisions focused on maximizing the system’s uct design decisions together. All of these articles focus on vertically
coverage to face future emergencies: i) where to relocate ambulances differentiated products, however, we allow for both vertical and hori-
that have finished the service and ii) whether additional relocations be- zontal differentiation. Where the former refers to differences in quality
tween bases are needed. An effective and efficient EMS response is (e.g., all customers prefer a better engine), the latter refers to differ-
needed, so it is essential to have an optimized system. In Portugal, ences in subjective features (e.g., some customers prefer a blue car,
practices have been based in handmade tasks. We propose optimiza- while others a grey one). In this paper, we study the impact of using a
tion approaches to help managers in the decision-making process at the product platform on the optimal vertical and horizontal differentiation
operational level tasks. elements. We employ the Hotelling or locational choice model to de-
scribe the choice of customers in a market with two quality segments:
low-end and high-end (the high-end segment has a higher valuation
for the quality). To maximize the firm’s profit, we simultaneously op-
timize the platform quality, product prices, as well as the products’
MD-53 quality and features. Our analysis allows for new findings. For in-
Monday, 14:30-16:00 - 4D UPV 1.4 stance, contrary to intuition we find that under certain conditions, the
use of platforms can limit differentiation.
Seru Production and Price/Lead-time
Competition and Financial Distress
Stream: Operations/Marketing Interface MD-54
Chair: Kathryn E. Stecke Monday, 14:30-16:00 - 4D UPV 1.6
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all investigated impact categories. The aim is also to investigate the this step several decisions are taken related to system boundaries as
influence of different perspectives on the importance of different en- well as methods selection, which significantly influence the direction
vironmental impacts. VIP-Analysis software was used, because it is and potential outcomes of the study. This impact is assessed and anal-
an MCDA decision support tool using the additive model coping with ysed in this work. ToBLoOM (Triple Bottom Line Optimization Mod-
incomplete information on the scaling constants, and these character- elling), a multi-objective mixed integer linear programming model de-
istics seem very useful to deal with the case study. The results will be veloped for the design and planning of sustainable supply chains, is
presented and discussed from an OR point of view. applied to the supply chain of a company in the pulp and paper in-
Note: Rogério Valle died in 2017 dustry, specifically to the supply chain of uncoated wood free (UWF)
paper. Different decisions taken at the "Goal and Scope" definition step
2 - Exploring the use of multi-criteria decision approaches are studied through different scenarios. Managerial insights on the ap-
plication of environmental impact assessment methodologies in supply
for chemical alternatives analysis chain design and planning models are derived from this work.
Charles Corbett, Christian Beaudrie, Tom Lewandowski,
Timothy Malloy, Xiaoying Zhou
Recent approaches to improving chemical safety focus on prevention,
and involve comparing and evaluating a regulated chemical or process
and its alternatives across a range of criteria. Alternatives analysis
MD-55
(AA) is a method for conducting such assessments, which are inher- Monday, 14:30-16:00 - 4D UPV 2.1
ently multi-dimensional and based on incomplete and incommensu-
rate information. Decision-makers typically use ad hoc narrative ap- Academic-Practitioner Discussion Panel
proaches to perform AA. We report on our findings from a workshop
in which we conducted a series of AA exercises with 12 participants Stream: Making an Impact I
from businesses and government agencies. The participants conducted Chair: John Hopes
the first AA individually prior to the workshop, then during the work-
shop they performed another AA using (multi-criteria decision analy-
sis), individually or in a small group, and a third AA using structured 1 - Academic-practitioner discussion panel: getting the
decision-making (SDM) in a group setting. We surveyed the partici- best from each other
pants after each of the AA exercises, and found that their confidence Ruth Kaufman
in and satisfaction with the decision and method varied widely across
settings. Academics and practitioners have different incentives, and different
contractual, personal and professional objectives, but there are con-
3 - Evidence for overcoming the efficiency gap by fully in- siderable areas of overlap and opportunities to learn from each other.
This is the third successive EURO conference to bring academics and
tegrating the decision process
practitioners together for a question-and-answer panel. Previous pan-
Christian Schützenhofer els have considered the obstacles in the way of academic-practitioner
An empirical and comparative analysis of the effectiveness of the in- collaboration, and ways of overcoming them. This panel will focus
ternalization of efficiency management by ISO mgmt. systems vs. ex- particularly on how we can get the best from each other: what would
ternal audits. Literature documents many barriers to energy efficiency academics like practitioners to know and do, and vice versa. A brief re-
but few working methods to overcome these. In the case of firms we cap of the conclusions from previous panels will be followed by short
argue and provide supportive data for one such working policy. We introductions from experienced academics and practitioners, followed
propose the internalization of the management process of identification by questions and contributions from the audience.
and organization of the implementation of efficiency measures via stan-
dardized processes. These are so called management systems as doc-
umented in ISO14001 (environmental mgmt. system) and ISO50001
(energy mgmt. system). We find supportive data of a cross section
of industries in 48 Austrian large firms, realizing 165% more savings, MD-56
measured by actual energy saved than the control group. Methods: Monday, 14:30-16:00 - 4D UPV 2.2
Analytical: comparative analysis of documented energy efficiency bar-
riers vs. prescribed management tools from ISO standards to circum- Optimization in Renewable Energy Systems
vent them. Quantitative: comparison of firms’ resulting savings from
enacting measures of the two cases: firms provided with ideas via ex- III
ternal energy audits and following their given management processes
vs. internal management system audits and implementation via man- Stream: Optimization in Renewable Energy Systems
agement process as prescribed by ISO14001 or ISO50001. Results: Chair: Andreas Bley
We found a 165% increase of savings compared to the base case of ex-
ternal audits and non-ISO certified energy management processes and 1 - Comparing time aggregation techniques in relation to
abstracted the basic management methods leading to this success.
capacity-expansion modeling
4 - Environmental impact assessment in supply chain de- Stefanie Buchholz
sign and planning models: goal and scope definition A high priority of green energy combined with a hard constraint of
challenges demand satisfaction causes system flexibility to be the core building
Bruna Mota, Ana Carvalho, Maria Isabel Gomes, Ana block of a stable energy system. In order to both detect the need
Barbosa-Povoa for flexibility as well as the optimal flexibility technologies satisfy-
ing these needs at minimum cost, the system should be analyzed on an
Environmental concerns from stakeholders such as governments, cus- hour-to-hour scale for a long period of time. This often leads to com-
tomers and NGOs are increasing the pressure placed on companies. putationally intractable models and one way to regain tractability is
However, environmental impact assessment is not easily applicable in to aggregate the time domain. Many different aggregation techniques
supply chain related decisions. Several environmental impact method- have been developed all with a common goal of selecting represen-
ologies have been proposed in the literature and Life Cycle Assess- tative time slices to be used instead of the full time scale, causing a
ment (LCA) has gained distinction and has been recommended by the model size reduction by the number of variables and/or constraints.
European Commission as the most adequate and complete method cur- The art of aggregation is to balance the model complexity against the
rently available. This work specifically addresses the challenges in the solution quality, making validation of the techniques crucial. We come
"Goal and Scope definition" step within LCA in its application to sup- up with a couple of new aggregation techniques, which we validate
ply chain design and planning models. Of the outmost importance, in according to the full size model but also compare to other techniques
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from the literature. We look into the sensitivity of the performance using a time-series per stage. This leads to optimization models that
of the techniques to different data sets and to different model features. are computationally unsolvable in practice, even for very small test
With a focus on the complexity of the aggregation techniques, we try examples. In this talk, we present a Lagrangian solution approach to
to answer the question whether more complex aggregations actually solve this problem. The approach combines a Lagrangian relaxation,
provide better estimates, and experimentally quantify the gains. which relaxes several coupling constrains and decomposes the prob-
lem into independent unit-commitment-type problems in order to com-
2 - European industries’ energy efficiency and perfor- pute globally valid lower bounds, and some problem tailored heuristics
mance under different productive regimes, revealing that compute near-optimal globally valid solutions based on the relax-
the role of heterogeneity, path dependence and energy ation’s solution. The proposed approach runs substantially faster than
solving the complete model using a state-of-the-art solver and permits
mix the solution of real-world size problems.
Eirini Stergiou, Kostas Kounetas
Energy consists an indispensable input in production process and plays
a crucial role on countries’ growth and human development. Because
of the strong and sustained economic growth that exists in the last
decades, the demand for energy has been increased massively. In or- MD-57
der to achieve environmental sustainable growth, EU has devoted siz- Monday, 14:30-16:00 - 4D UPV 2.3
able resources towards energy efficient and saving policies through the
adoption of social and physical infrastructures to support CO2 mitiga- Data Analytics for Bioinformatics
tion and encourage sustainable development. We model a productive
and energy efficient performance of European industries taking into
account both desirable and undesirable outputs under a metafrontier Stream: Computational Biology, Bioinformatics and
framework for 27 European countries and 14 industrial sectors of man- Medicine
ufacturing over the 1995-2011 period. This allows for a detailed con- Chair: Sofiane Oussedik
sideration of the efficiency improvements made possible via techno-
logical spillovers within a given class of membership. In a first stage,
DEA and DDF approaches were used for the estimation of produc- 1 - Quality criteria for supply optimization: study case in
tive performance, energy efficiency and technology gaps. In a second an oncological healthcare institution
stage, GMM estimators are employed in order to investigate the en- Juan Pablo Zamora Aguas, Oscar Mayorga T., Jair Eduardo
dogenous relationship between energy efficiency and productive per- Rocha-Gonzalez
formance and the role of the implied technology as it is conveyed by
the level of each country. Moreover, we investigate the role of energy This paper presents an optimization model for the decision making of
mix, the existence of path dependence of technology heterogeneity in supply operations. Which includes the quality concept for operational
conjunction with the role of the corresponding group membership. cost reduce. The context of the research is about oncological drugs
supply chain in a Colombian Healthcare Institution. In this study, the
3 - Uncertainties and impacts of the demand response in poor quality of the medicines as related to the defects due to failures in
the European power system the storage and distribution processes (Newton et al., 2011). The qual-
Héctor Marañón-Ledesma ity of the health services are consequence of logistics risk in Healthcare
Institutions (Zamora Aguas, Adarme, & Arango Serna, 2013). The
An optimal planning of the energy transition is crucial to assess the lack of controls in the supply chain has been one of the causes of the
right long-term investments. The so called "winter package" by the poor quality of medicines (Hetzel et al., 2014). In Colombia, 8,26% of
European Comission (EC) includes among other measures empower- medicines evaluated between 2006 and 2010, had failures due to expi-
ing electricity consumers, allow them to provide and consume flexibil- ration, damages in packages and packaging (Pribluda et al., 2012). The
ity. It is left to see what amounts of energy flexibility consumers will quality failures of oncological drugs in supply chain operations were
reach in this framework regulation. The question that we want to an- analyzed. The poor quality in operational and administrative logistics
swer is how the power system develops considering the challenges and was considered. The parameters associated with supply chain opera-
uncertainties of DR flexibility. By means of the European Model for tions and quality, were established. A mixed-integer linear program-
Power Investments with Renewable Energy (EMPIRE), the long-term ming model was proposed, and an scenario evaluation for to improve
development of the power sector until 2050 is analyzed. The stochastic the impact on oncological healthcare services was done.
optimization model EMPIRE uses a multi-horizon approach that con-
sists of decoupling the short-term operation and the long-term strategic 2 - The use of continuous-time Markov models to disentan-
dynamics. By changing the limits on potential DR capacities and DR gle differences in patterns of long-term functioning for
investment costs, three possible development scenarios for DR are cre-
ated. With a stochastic optimization multi-horizon model we study children with attention-deficit/hyperactivity disorder
the impacts of long-term DR uncertainty. The results of the stochastic Qi Cao, Roel Freriks, Jurjen van der Schans, Annabeth
solution show sensible DR investments before uncertainty is revealed. Groenman, Pieter Hoekstra, Maarten Postma, Erik Buskens,
Due to the large solar capacities expected for 2035 and the support that Jochen Mierau
DR can offer to RES integration, flexible consumers are system-wise
efficient even when considering pessimistic scenarios. Flexibility sup- Purpose: We aim to validate the use of Markov models to disen-
plied by DR loads partially substitutes battery storage capacity in each tangle patterns of long-term functioning for children with Attention-
scenario and decreases system costs. Deficit/Hyperactivity Disorder (ADHD). Methods: Data is retrieved
from the Multimodal Treatment Study of ADHD (MTA). Three states
4 - A Lagrangian solution approach for multi-sector energy of functioning were developed based on a six-point delinquency scale.
system optimization Differences in patterns of long-term functioning between the ADHD
Andreas Bley, Frank Fischer, Angela Pape and non-ADHD cohort were estimated with an ordered logit model
and illustrated with transition matrices. Subgroups within the ADHD
We consider the problem of optimizing the strategic development of cohort were established based on four treatment modes. Treatment ef-
a national energy supply system over multiple incremental planning fects within the ADHD cohort were determined with a two-part model.
stages. Our model includes several energy sectors with numerous types With a continuous-time Markov model patterns of long-term function-
of power demands and generation and storage technologies, a high ing of children within the ADHD cohort were predicted over a ten-year
penetration of renewable energies, several cross-sector power trans- period and validated against the observed data. Results: We found
formation options, the underlying transportation networks, and sev- statistically significant differences in level and patterns of functioning
eral scenario-depending technical, economical and political parame- between the ADHD and non-ADHD cohort (P<0.01). No treatment
ters. While design and dimensioning decisions are described per plan- effects were found within the ADHD cohort (P>0.10). Good valida-
ning stage, power productions, consumption and flows are modeled tion results were depicted with the predicted average probability of not
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EURO 2018 - Valencia MD-58
reaching the absorbing state being 0.855, 0.802, 0.813, and 0.876 re- etc.). During the actual class, the students work on their own while
spectively for the treatment groups we considered. Conclusion(s): This the instructors serve as individual coaches. The feedback for this new
study shows that continuous-time Markov models using delinquency teaching model from students and instructors was quite diverse. In this
scale as a proxy for disease progression can be used to disentangle and talk we want to show the experience of teaching inverted-classroom-
predict the differences in patterns of long-term functioning for children style in this particular context. First, the rationale for the course design
with ADHD. and the syllabus is discussed in detail. Afterwards, the methods and
tools that are used are shown before feedback from students and in-
3 - Integer and constraint programming approaches for structors are highlighted. Finally, major insights and takeaways for
long-term care facility location instructors are summarized.
Mert Paldrak, Gamze Erdem, Gokberk Ozsakalli, Deniz
Türsel Eliiyi 2 - Legos and board games as resources for designing
student-based learning experiences in optimization
Location planning for healthcare facilities and their capacity planning
has become a vital issue in many developed and developing countries
Pablo González-Brevis, Cristian Palma
due to the aging of the population. According to the data gathered by
World Health Organization (WHO), 8 percent of the world’s popula- In this paper, we will address our experience in designing student-
tion is aged over 65, and this percentage can increase up to 16 percent based activities for teaching and learning Optimization in the Indus-
by 2050. As the number of ill people will increase in parallel, there trial Engineering program at Universidad del Desarrollo, Chile using
is a need for making the best planning for locations and capacities of Legos and modern board games as resources.
the healthcare facilities. This study focuses on determining the lo-
cations of long-term care facilities with the objective of minimizing We will present different activities varying from mathematical mod-
the maximum patient workload on any facility for a fair assignment. eling and the simplex method with Legos to networks and algorithms
The problem is modelled as both an integer programming model and with modern board games. Students have stated that using these re-
a constraint programming model. Computational experiments are per- sources are a good and fun way to experiment different approaches on
formed for evaluating the performances of the developed models. The a safe environment. Also, some of the activities have proven to help
results of the experiments obtained by the two different approaches are understanding more complex concepts.
compared and contrasted in terms of solution quality and computation
time. 3 - Playful labs to support the teaching of linear program-
4 - Overview of decision optimization for data science ex- ming
Jainet Bernal Orozco
perience
Sofiane Oussedik
The current paper describes the design, validation and operation of two
This presentation will give you an overview of a new offering, IBM De- labs in order to support the teaching process of the math formulation
cision Optimization for Data Science Experience, a new private cloud of linear programming (LP) problems. Both labs are oriented to mo-
offering that delivers a data science platform with decision optimiza- tivate and sustain the appropriation of math formulation through the
tion, machine learning, and predictive analytics. The new offering al- playful learning, what in the hotbed we’re called "Playful Labs for the
lows data scientists to build and evaluate machine learning and opti- teaching in engineering"
mization models in a unified environment.
The first make reference to Cutting-stock Problem for which letter-
Business analysts can configure and evaluate proof-of-concept applica- sheet are used from which the participant should identify how many
tions based on the data scientist’s models, then application developers sheets cut and how should be cut to satisfy thedemand of two pieces
can integrate the artifacts created into the operational application re- (the first of 101.5 x 101.5mm and the second one of 127 x 76mm) in
quired by the line-of-business stakeholders. orderto minimize the waste production. This playful lab is used as in-
troductory pedagogical device to the course of PL in the Universidad
Central, in Bogotá
The second playful lab correspond to a simplify scene of the transfer
MD-58 of patients operation by the ambulances that are operated by the state,
for the emergencies attention. This lab support the student formation
Monday, 14:30-16:00 - 4D UPV 2.4 in the concepts of activation and deactivation of constrains in the LP
problems formulation
Teaching OR/MS II
The results obtained were satisfactory, improving the motivation for
Stream: OR Education this kind of topics and a higher remembrance of the concepts involved
in the playful. It’s also remarkable the adaptability of both labs tooper-
Chair: Aline Leão ate the playful in different spaces, varying the number, the profile and
the previous knowledges of the participants
1 - Methods and tools in operations management - experi-
ence from inverted-classroom-teaching 4 - Taking off with mathematics: an activity for introductory
Stefan Treitl OR courses
The Specialization Program in Production Management at WU Vienna Aline Leão, Franklina Toledo, Adaiton Moreira de Oliveira
University of Economics and Business consists of five courses on the Filho
undergraduate level. The first two courses are compulsory courses that
cover the basics in strategic, tactical and operational production man- In this talk, we describe an in-class activity that consists of building a
agement. The third course covers "Methods and Tools in Operations model glider using cheap materials. OR/MS and mathematical mod-
Management" and is held in a PC-Lab. It is the idea of that particular elling are used to plan the cut of these materials. By performing proper
course to encourage students to immediately apply the knowledge from one-dimensional cutting plans, two model gliders can be built. The ac-
the basic courses. One big challenge in teaching "Methods and Tools" tivity was primarily designed for undergraduate operational research
is to cope with the heterogeneity in the student group (e.g. different courses, but it can also be used with secondary students. It encourages
previous knowledge on software systems and methods). That is why the creativity and interest of students in the usage of mathematics in
the concept of "Inverted Classroom Teaching" has been introduced. In engineering, economic and environmental applications.
this teaching model, the students prepare the content themselves before
the class using online learning materials (e.g. lecture notes, videos,
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MD-59 EURO 2018 - Valencia
MD-59 and the efficiency of the overall supply chain, considering prices that
depend on production levels, which lead to a need for efficient coordi-
Monday, 14:30-16:00 - 4D UPV 2.5 nation.
Supply Chain Modelling and Optimisation We propose an optimization-based methodology, in which Mixed In-
teger Linear Programming (MILP) models are implemented to: first,
Stream: OR Advances in Agribusiness satisfy scenarios that pursue individual farmer’s interests (i.e., maxi-
Chair: Jorge E. Hernández mizing profits); second, satisfy scenarios that pursue cooperative in-
terests (i.e., collective efficiency); and third, design incentive schemes
that exploit efficiency to incentivize farmers to adopt collectively ben-
1 - Determining the space and the percentage of prefer- eficial policies without deterring individual benefits.
ence of each product category of a department store
We illustrate our methodology with an example regarding the growing
by using multi criteria decision making methodologies of multiple products in the context of a real agro-business model in
Gulcin Dinc Yalcin, Zehra Kamisli Ozturk Arauca (Colombia).
In a department store, customers can reach to a wide range of product
categories which each has its own space in the department store. In lit- 4 - Review on operational research advances in agri-food
erature, it is assumed that the percentage of space of product categories supply chains and societal challenges
in a department store is known and then the optimal layout is tried to Jorge E. Hernández, Janusz Kacprzyk, Andrew Lyons, Angel
obtain by using several methods. However, a department store man- Ortiz, Hervé Panetto
ager has to determine his/her department store’s space requirement to
maximize the profit besides the optimal layout. Therefore, defining the
percentage of space of product categories in a systematic way is aimed Food production and growth has increased since the end of the last 20th
in this study. Analytical Network Process (ANP) is used to determine century in response to the high increment in population. Therefore, a
these spaces for the perspective of department store manager. By us- challenge for setting efficient and optimal Agri-Food Supply Chains is
ing pairwise comparison with a department store manager in Turkey, a multi-disciplinary need, where Operational Research has a key role
weights of the factors and the percentage of space of product categories to play to support Agri-Food Supply Chain decision-makers. Several
are determined. On the other side, customers decide to go to the de- risks and uncertainties (food safety, weather, volatile market conditions
partment store for some of these product categories. Analytical Hier- and commodity prices), faced by stakeholders, are making the Agri-
archy Process (AHP) is used to determine the frequency of preference Food Supply Chain Management a complex task. From the literature,
of the product categories in a department store by customers. Crite- several research questions are identified, such as: an optimised Agri-
ria for AHP are the product categories and there are no alternatives. Food Supply Chain structure will reduce the administrative barriers
Customers are asked to scale the product categories with each other. once facing tariff cuts or changes in administrative regulations?; Can
The percentage of preference of each product category are obtained. distorted competition risks be minimised by optimising trading poli-
The results obtained by department store manager and customers are cies?; and can the enhancement of food standards optimise Agri-Food
discussed. Supply Chains performance and sustainability?. Therefore, and based
on the on-going work under the H2020 RUC-APS research project net-
2 - Routes planning for managing inventory at animal hus- work, this research work is oriented to contribute to Agri-Food Supply
Chains decision-making field by covering, reviewing and analysing
bandry department the current trends in Operational Research for supporting Agri-Food
Sanjay Choudhari, Saurabh Chandra Supply Chains decision-makers, in special the multi-disciplinary real
industry life challenges. This within the objective to propose an inte-
The role of animal husbandry department is to improve the genetic grated framework based on standardised Operational Research struc-
qualities and behavior of farm animals by artificial insemination. The tures to cover the key current key challenges.
semen are collected from healthy animals, processed in the centralized
laboratory and filled in straws. These straws are required to be frozen
in low temperature for possible distribution to various livestock loca-
tions. These straws are transported and stored in small containers at
livestock locations in low temperature using liquid Nitrogen. The liq-
uid nitrogen at each livestock location need to be replenished regularly
by refiling. The animal husbandry debarment previously prepared var-
MD-60
ious routes based on judgement and experience of logistics planer for Monday, 14:30-16:00 - 4D UPV B.5
Nitrogen distribution.
This research work provides the possibility of redesigning the current
Meet the editors of EJOR
routes plan for distributing liquid nitrogen to 177 livestock locations Stream: EURO Special Sessions
across a district. The objective of the work is to minimize the total cost
of logistics in managing the entire distribution planning of liquid nitro- Chair: Roman Slowinski
gen at various livestock locations. The work uses the vehicle routing
planning (VRP) concept and demonstrate the applicability of the model 1 - Some facts about the European journal of operational
in agriculture industry. The model uses the Clarke and Wright’s sav-
ings algorithm and develop Excel based spreadsheet model to solve the research (EJOR)
various scenarios of the above problem. It was found that the consid- Roman Slowinski, Emanuele Borgonovo, Robert Dyson, José
erable saving in the total distance was achieved with significant saving Fernando Oliveira, Steffen Rebennack, Ruud Teunter
in the annual cost using VRP concept in such industry.
The editors of EJOR will explain their editorial policy, and will give
3 - Optimization of cooperative production and distribution some current characteristics of the journal. They will also describe
schemes in an agro-business model their approach to evaluation and selection of articles. Finally, they will
Jose Velasquez, Camilo Gomez, Liliana Aponte point out topics of OR which recently raised the highest interest. Two
other presentations in the session will be done by authors of repre-
Efficient and fair agriculture is key to food security, sustainable growth sentative and highly cited papers published recently in EJOR. Some
and poverty reduction in developing countries. This research addresses further research developments and practical implications that followed
decision processes in a multi-agent agro-industrial problem in the con- these publications will be given by these authors. In the last part of
text of the Colombian post-war development. The challenge is to de- the session, the editors will answer some general questions from the
sign production and distribution schemes that account for the individ- audience.
ual interests of farmers, the shared interest of the farmers’ cooperative,
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ME-01 EURO 2018 - Valencia
Monday, 17:45-19:00
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EURO 2018 - Valencia TA-02
187
TA-03 EURO 2018 - Valencia
include a measure of market concentration (Herfindahl-Hirschman In- In this work we address the problem of designing a new express line
dex), which has a negative impact, while the ratio of equity to assests for a public transit system. This problem is difficult as the integer de-
and the ratio of loans and funding have a positive impact on efficiency. sign decisions are combined with the assignment of passengers from
However, efficiency determinants are affected by the bank type: private their own travel decisions. Our approach decomposes de problem into
local, private foreign or state owned. an integer optimization problem that aims to design an express line for
serving poorly satisfied passengers along with an equilibrium model,
the Stochastic Transit Equilibrium (STE), to evaluate how passengers
are assigned to a given transit system. The proposed express line is
constructed by using the STE model to identify OD pairs that have
poor service, identifying the demand that is considered in the integer
TA-03 optimization design problem. We present an example of the use of this
Tuesday, 8:30-10:00 - SOUTH BUILDING UV S103 decomposition approach to propose efficient express lines for a real
transit system of a city of 250.000 habitants.
Facility Location in Supply Chains II
4 - Flexibility mechanisms for the design of robust supply
Stream: Location Analysis and Optimization chains
Chair: Jean-Sébastien Tancrez Jean-Sébastien Tancrez, Matias Schuster
In this work, we propose a stochastic programming model for the
1 - The design of resilient food supply chain networks design of robust supply chains operating under demand uncertainty.
prone to disruptions Strategic decisions, i.e., the location and capacity of permanent distri-
Seyed Mohammad Gholami-Zanjani, Walid Klibi, bution centres, are taken before uncertain long-term demand changes.
Operational decisions, regarding allocation, temporary distribution
Mohammad Saeed Jabalameli centres and lost markets, can be adjusted once the demand is observed.
Accounting for these various flexibility mechanisms when designing
Food supply chains are perturbed by an increased supply and demand the supply chain allows to deal with long-term changes in demand
uncertainty, but nowadays they are also suffering from disruptions. In more effectively, and to obtain a more comprehensive uncertainty miti-
the specific context of a food supply chain, such disruptions could be gation framework. We integrate these decisions in a location-inventory
linked to natural hazards, industrial accidents or epidemics. The latter model formulated as a conic quadratic mixed-integer program, which
context was little studied in the existing literature, although there are can be efficiently solved using a commercial software. We derive man-
numerous cases reported in practice. At the strategic level, this require agerial insights from a large set of experiments, analysing the useful-
a novel risk modeling approach and advanced models for the food- ness of integrating various flexibility mechanisms in the design of ro-
supply chain network design problem. Our interest in this research is bust supply chains. In particular, these flexibility mechanisms allow
to propose a robust two-stage scenario-based mathematical model to to decrease the overall cost by around 5%. In addition, they reveal
design a resilient food supply chain under both business-as-usual and interesting trade-offs. For instance, we observe that lost markets and
epidemic disruptions. To involve uncertainties, epidemics disruptions temporary distribution centres appear to be complementary, and that
are modeled as stochastic processes and a Monte-Carlo procedure is the reallocation of flows allows making a better use of excess capacity.
derived to generate plausible scenarios. The modeling approach covers
special characteristics of food products such as perishability, discount
and inventory holding cost based on quality of products. Besides, a
number of proactive and reactive resiliency strategies are incorporated
into the general model to enhance the resilience level of the designed
supply chain network. The developed models are validated based on TA-04
numerous problem instances, and managerial insights are gained. Tuesday, 8:30-10:00 - SOUTH BUILDING UV S104
188
EURO 2018 - Valencia TA-05
in debt level (either negative or positive), is an indicator of future pos- Ilyas Himmich, Issmail El Hallaoui, Francois Soumis
itive abnormal return. Extreme changes in debt level either positive or
negative can have different expiations; however, whichever direction it
moves it will be followed by unusual return in future. Immediate drop The shortest path problem with resource constraints finds the least
in debt level can be a signal for large expected incomes that firm feel cost path between two nodes in a network while respecting constraints
confidence about, therefore firm diced to pay out their debt. On the on resource consumption. The problem is mainly used as a subprob-
other hand, massive increase in debt level might be a signal for highly lem inside column generation for crew scheduling and vehicle routing
profitable investment opportunity that firm feels certain about its re- problems. The standard approach for the subproblems is based on dy-
turn, therefore it is able to convince shareholders and market to borrow namic programming. This class of methods is generally effective in
substantial amount of money. The evidence suggests that there exists a practice when there are only a few resources, but it seems to be time-
non-linear U-shape relationship between changes in the debt level and consuming for huge instances with many resources. To handle this
expected common stock returns. problem, we propose a new exact primal algorithm called the multi-
directional dynamic programming algorithm (MDDPA). The proposed
3 - Capturing long-term coupling and short-term decou- approach splits the state space into small disjoint subspaces. These
subspaces are sequentially explored in several iterations, where each
pling crude oil and natural gas prices iteration builds on the previous ones, to reduce the dimension of the
Hayette Gatfaoui subspaces to explore and to quickly generate better paths. Computa-
tional experiments on vehicle and crew scheduling instances show the
This paper scrutinizes the relationship between the U.S. crude oil and excellent performance of our approach compared to the standard dy-
natural gas prices. The relationship is unstable over time and exhibits namic programming method. In particular, MDDPA is able to generate
regime changes, in line with current research. Structural break tests feasible paths with up to 90% of the optimal cost in less than 10% of
determine corresponding regime changes, which depend on techno- the time required by standard dynamic programming. This feature is
logical, economic and geopolitical factors among others. In particular, useful in column generation and may greatly reduce the computational
crude oil and natural gas prices decouple in the short term while they effort, because we can stop the MDDPA solution process once columns
couple in the long term. During decoupling periods, crude oil and natu- with sufficiently negative reduced costs are obtained.
ral gas prices exhibit generally a negative correlation. Conversely, they
exhibit mostly a positive correlation during coupling periods. Using
Kalman filter in linear regressions, we allow for stochastic coefficients 2 - Branch and cut solution approach for the capacitated
(e.g. local linear trend capturing non-stationarity) to appraise the time- location routing problem
varying relationship between crude oil and natural gas prices. Random Theocharis Metzidakis, Panagiotis Repoussis, Manolis
coefficients illustrate the uncertainty in energy costs and prices, and
handle nonlinearity. Incidentally, decoupling price periods exhibit a Kritikos, George Ioannou
higher degree of uncertainty. Our findings depict thus changes in the
competition between oil price makers and takers, and the impact of This work presents a Branch and Cut solution framework for the Ca-
technological improvements, including the shale gas revolution. They pacitated Location Routing Problem (CLRP). The CLRP is a very chal-
also open the door to possible short- and/or long-term hedging and ar- lenging combinatorial optimization problem. Given a pool of candi-
bitrage strategies between crude oil and natural gas prices. date locations, we need to optimally locate a number of facilities. On
the other hand, based on the location solutions, we need to design least
4 - Estimating enterprise values based on linear optimiza- cost vehicle routes in order to service a set of geographically scattered
tion customers with known demands using a fixed fleet of homogeneous
Soeren Guntram Harms, Marcel Clermont, Heinz Ahn capacitated vehicles. In this work we propose a Branch-and-Cut so-
lution approach that incorporates various classes of valid inequalities
While the predominating method for estimating an enterprise’s value and cuts as well as powerful separation procedures. Based on bench-
is based on discounting future cash flows, the validation of the deter- mark datasets taken from the literature, various computational results
mined values is still a subject for discussion. In most cases, co-called are reported.
comparable company methods are applied. These methods estimate
the value of an enterprise by comparing it to a peer group of reference
units. This peer group consists of similar enterprises operating in the 3 - Mathematical models and an exact algorithm for the het-
same industry. A major advantage of such methods is their ease of ap- erogeneous vehicle routing problem
plication. However, the conventional methods can only consider mon- Federico Perea, Gilbert Laporte, Ruben Ruiz, Luis Fanjul
etary measures and indicators in the enterprise value de-termination, Peyró
while aspects like ecological sustainability and social balance are ne-
glected. Being aware of this deficit, we illustrate an alternative ap-
proach for estimating and validating enterprise values. Our approach In this talk we address the vehicle routing problem with an heteroge-
is able to consider any kind of similarities between the enterprise un- neous fleet, in which different vehicles have different capacities and run
der evaluation and the used reference units, regardless if the measures at different speeds. A review of mathematical programming models
are monetary or non-monetary. This is achieved through the sequential for this problem is presented, as well as a new formulation of our own.
application of two linear optimization problems, which are inspired by Based on this new formulation, a decomposition method is presented.
the concept of Data Envelopment Analysis. This research is tested by means of a computational experience.
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TA-06 the stochastic solution and the expected value of perfect information in
different problem settings.
Tuesday, 8:30-10:00 - SOUTH BUILDING UV S106
4 - The relationship between customer satisfaction and
Consumer Returns in Retail
service quality in e-commerce
Stream: Demand and Supply Management in Retail and Evripidis Kechagias, George Chatzistelios, Georgios
Consumer Goods Papadopoulos, Dimitra Kyriou
Chair: Alexander Hübner
The sufficiency of products and services on the global market has radi-
cally changed the relationship between suppliers and customers, and
1 - Selling consumer returns on the secondary market: an quality of services can be strongly associated with customer satis-
OEMs strategy to deal with a non-cooperative retailer faction and loyalty. Usually, after a few successful transactions, the
Andrea Borenich, Yanick Dickbauer, Marc Reimann, Gilvan customer begins to feel safe with the supplier and gradually becomes
C. Souza loyal. Thus, the competition for businesses, especially those providing
electronic services, is shifting and focusing on the quality of customer
In the electronics industry, consumer returns are typically returned by service. The customer, today, is a cornerstone of the service delivery
the retailer to the manufacturer for a full refund of the wholesale price. system. Therefore, for an enterprise to grow in a market with harsh
One example for this would be the practice of Philips. The problem competition, operational and strategic efficiency in delivering quality
with this practice is that it is difficult to motivate the retailer to reduce services is a necessity. It is widely known today that new technol-
the returns. Both in practice and in theory different coordination mech- ogy through the Internet, the development of e-commerce and other e-
anisms have already been tested and analyzed to achieve that goal, e.g. business applications, is revolutionizing commercial businesses. New
a limit on the maximum number of products which can be returned, or media become modern weapons for a business, small or big, to meet
a rebate on the wholesale price whenever the retailer returns less than the demands of the market and the challenges of constant change since
a target number of products. While these approaches target the volume information and data are managed more effectively and efficiently. Un-
of returns, they do not consider the subsequent disposition of the actual derstanding the customer’s value is a guide for improving the quality
returns. As these products are typically lightly used (if at all), their of service provided as customers are the ones who judge the quality
residual value could justify remarketing on a secondary market. In of products and services the company offers. Therefore, e-businesses
this paper we consider this option by modeling an online store through need to be careful in meeting their customer needs and focus on the
which the manufacturer can sell the refurbished consumer returns. We quality of the services they provide in order to satisfy those needs and
study how the potential competition between these refurbished prod- expectations and eventually make them loyal.
ucts and the new products affects the retailer’s behavior. Our main
finding is that the retailer never exerts more effort when faced with
the competition through the online store. However, manufacturer prof-
itability is always higher in the presence of the online store. Together
these results imply that the effective re-use of the consumer returns and
the reduction in the volume of returns are complementary. TA-07
Tuesday, 8:30-10:00 - SOUTH BUILDING UV S107
2 - Optimal pricing of points in points plus cash reward
programs Analytic Hierarchy Process V
Ricardo Montoya
Stream: Analytic Hierarchy Process / Analytic Network
Customers in Reward Programs (RPs) typically accumulate points for
their purchases that can be redeemed later for rewards. Recently, some Process
RPs offer the option of combining a customer’s points with cash to re- Chair: Massimo Squillante
deem them for products in a Points Plus Cash (PPC) frame. The price
of these points need to be determined by the company considering var- 1 - A dynamic hybrid modeling approach for global facility
ious factors such as the consumers’ consumption heterogeneity and
willingness to pay for the points, the value of the product, and the cost location
of that product. The goal of this research is to determine the optimal Hafiz Muhammad Khurram Ali, Khalid Akhtar, Sami Farooq,
price in a PPC scheme taking these factors into account. The proposed Mirza Jahanzaib
framework considers differences in consumption rates and product val-
uations by customers that allow a profit-maximizing firm to determine Global Facility Location (GFL) is a crucial and irreversible decision
the optimal dynamic price. Our main result characterizes the optimal for top management of the global business firms, searching for po-
price as a function of the time remaining to the end of the selling hori- tential countries in global markets. It, therefore, requires a broader
zon. We show that the price increases in time and decreases regarding analysis of a large number of influencing criteria. There are hardly any
the number of points required to be redeemed for the product. The GFL studies focusing on the real world uncertainties, future dynamics
optimal pricing uncovers three types of customers buying at different and interaction of GFL stakeholders. This work is about establishing a
times during the selling horizon. We use the developed framework to new platform for dynamic analysis of GFL problems by screening out
compare the proposed pricing strategy to other pricing options such as the most critical influencing parameters and establishing an initial pat-
constant pricing and also to explore extensions to our basic model. tern of Agent Based Modeling (ABM). Using a hybrid Fuzzy Analytic
Hierarchy Process (F-AHP), the parameters initially explored from lit-
3 - Closed-loop supply chain network design under de- erature are prioritized and rankings in terms of objective-functions are
mand, return and quality uncertainty calculated for a selected set of countries. The results of F-AHP mod-
Sakine Batun, Kadir Biçe els in terms of screened out parameters and Country Objective Func-
tions (COF’s) are used as inputs to the ABM platform. The investor
We consider the problem of designing a closed-loop supply chain net- agent senses the country COF in agent-set of countries and moves
work under uncertainty in demand quantities, return rates, and quality for plant installation to one with highest COF value. The results of
of the returned products. We formulate the problem as a two-stage hybrid ABM-GFL are more flexible and comprehensive than other
stochastic mixed-integer program that maximizes the total expected methodologies as it not only considers the mutli-objective nature of
profit. The first-stage decisions in our model are facility location the GFL problem but also takes into account the real world ambigui-
and capacity decisions, and the second-stage decisions are production ties in data pools and expert opinions and deals with dynamic priorities
quantities and the forward/backward flows on the network. We solve and stochastic country ratings which are changing over the time span
the problem by using the L-shaped method in iterative and branch-and- of simulation.
cut frameworks. We use our numerical results to estimate the value of
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are considered. The goal is to minimize the number of VNF instances case many properties of logistic regression essentially break down –
installed. We investigate the problem properties and we compare two the degree of separability can be used to show rather surprisingly that
formulations inspired by the two main modelling strategies proposed these two standard first order methods deliver approximate-maximum-
in the literature. margin solutions with associated computational guarantees as well.
Last of all, in order to further enhance our understanding of the com-
4 - A metaheuristic algorithm for the all-colors shortest putational properties of several methods, we exploit recent new results
path problem on self-concordant-like properties of logistic regression due to Bach.
Francesco Carrabs, Raffaele Cerulli, Andrea Raiconi
3 - Discovering optimal policies: a machine learning ap-
Given an undirected edge-weighted graph with a label (color) assigned proach to model analysis
to each vertex, the all-colors shortest path problem seeks a minimum- Fernanda Bravo, Yaron Shaposhnik
weight, non-necessarily simple, path crossing at least a vertex for each
different color. The source of the path is not defined a priori. The We study a novel application of machine learning methods for discov-
problem is NP-Hard and finds applications in the distribution network ering structural properties of optimal policies in numerically obtained
planning scenarios. We propose an effective heuristic approach based solutions to optimization problems. Our proposed framework provides
on some properties of the problem. The computational results show a systematic approach, which complements numerical experimentation
that our heuristic outperforms the other approaches, proposed in the and theoretical analysis, to characterize optimal policies for optimiza-
literature, in terms of both computational time and quality of the solu- tion problems that commonly arise in the context of operations man-
tions. agement. As a proof of concept, we apply our framework to core op-
timization problems, such as inventory replenishment, admission con-
trol in queueing systems, and multi-armed bandit (MAB) problems.
We demonstrate how to apply standard statistical learning methods to
characterize optimal threshold-based policies for the inventory replen-
TA-09 ishment and admission control problems. For the MAB problem, we
Tuesday, 8:30-10:00 - SOUTH BUILDING UV S109 derive a new class of policies that generalizes index policies, and de-
velop a new efficient algorithm for computing an optimal index policy.
The main contribution of our work is methodological, in proposing
The Role of Mathematical Optimization in and demonstrating the effectiveness of a new machine learning-based
Data Science V method for analyzing optimization problems. Applying our method
leads to new insights about optimal solutions to MAB problems.
Stream: European Working Group: Data Science Meets
Optimization 4 - Smart predict, then optimize
Chair: Adam Elmachtoub Adam Elmachtoub, Paul Grigas
We consider a class of optimization problems where the objective func-
1 - Small-data, large-scale linear optimziation tion is not explicitly provided, but contextual information can be used
Vishal Gupta, Paat Rusmevichientong to predict the objective based on historical data. A traditional approach
would be to simply predict the objective based on minimizing predic-
Optimization applications often depend upon a huge number of uncer- tion error, and then solve the corresponding optimization problem. In-
tain parameters with imprecise estimates. We term this setting - where stead, we propose a prediction framework that leverages the structure
the number of uncertainties is large, but all estimates have fixed and of the optimization problem that will be solved given the prediction.
low precision - the "small-data, large-scale regime." For linear pro- We provide theoretical, algorithmic, and computational results to show
grams with uncertain objective coefficients, we prove that traditional the validity and practicality of our framework.
methods like sample average approximation, data-driven robust op-
timization, regularization, and “estimate-then-optimize" policies can
perform poorly in the small-data, large-scale regime. We propose a
novel framework that, given a policy class, identifies an asymptotically
best-in-class policy, where the asymptotics hold as the number of un-
certain parameters grows large, but the amount of data per uncertainty TA-10
(and hence the estimate’s precision) remains fixed. We apply our ap- Tuesday, 8:30-10:00 - SOUTH BUILDING UV S110
proach to two policy classes for this problem: an empirical Bayes class
inspired by statistics and a regularization class inspired by optimization Decision Aiding Methods V
and machine learning. In both cases, the sub-optimality gap between
our proposed method and the best-in-class policy decays exponentially
fast in the number of uncertain parameters, even for a fixed amount of Stream: Multiple Criteria Decision Aiding
data. We also show that in the usual large-sample regime our policies Chair: Nguyen Anh Vu Doan
are comparable to sample average approximation. Thus, our policies
retain the strong large-sample performance of traditional methods, but 1 - Better together: improved predictive accuracy of prefer-
also enjoy provably strong performance in the small-data, large-scale
regime. ence disaggregation by discovering structural similari-
ties in preference models
2 - Condition number analysis of logistic regression and its Mohammad Ghaderi, Nuria Agell, Milosz Kadzinski
implications for standard first-order solution methods
Paul Grigas, Robert M. Freund, Rahul Mazumder Preference disaggregation paradigm aims at inferring preference mod-
els, in form of value function, from decision examples. This paper
The elementary probabilistic model underlying logistic regression im- focuses on the predictive performance of this class of techniques and
plies that it is most natural to consider logistic regression when the introduces an analytical framework to simultaneously estimate prefer-
data is not (linearly) separable. Building on this basic intuition, we ences of a number of consumers by i) exploiting the consumer’s prefer-
introduce a pair of condition numbers that measure the degree of non- ence structures at the individual level, and ii) accounting for the struc-
separability or separability of a given dataset in the setting of binary tural similarities in the set of estimated preference models at the group
classification. When the sample data is not separable, we show that the level. Results from an extensive simulation study demonstrate that ac-
degree of non-separability naturally enters the analysis and informs counting for structural similarities remarkably improves predictive ac-
the properties and convergence guarantees of two standard first-order curacy of the individual’s preference models, and this gain remains
methods, namely steepest descent (for any given norm) and stochas- considerable across a wide variety of decision problem settings.
tic gradient descent. When the sample data is separable – in which
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than one action to undertake. Our interest lies not only in detecting 2 - Determinants of technological innovation capability in
the group of customers (or prospects) whose response’s decision can high technology and manufacturing firms - using Fuzzy-
be positively influenced by a particular treatment, but also in finding
the most effective marketing campaign. For this purpose, we review
DEMATEL method
the literature on uplift modeling for the multiple treatment case. De- Chi-Hui Wu, Po-Wei Su, Ching-Torng Lin, Thi Phuong Thao
spite the little attention given by researchers, it is found that the ma- Tran
jority of proposed methodologies are (1) building separate classifiers,
(2) including interaction terms and dummy predictors, and (3) direct The paper explores determinants of technological innovation capa-
prediction through tree-based and k-nearest neighbor algorithms. In bility in high technology and manufacturing firms. The technol-
addition, we experimentally evaluate the most prominent approaches, ogy innovation capabilities (TICs) can be conceptualized as multi-
and contrast their performance by means of the Qini-metric, comple- criteria complex problems that involve the simultaneous consideration
mented with visual instruments such as Qini-plots and Uplift Decile of multiple quantitative and qualitative requirements. This study ana-
charts. lyzes TICs interrelationships by applying the Fuzzy Decision Making
Trial and Evaluation Laboratory (Fuzzy-DEMATEL) method. Fuzzy-
4 - Profit-based credit scoring based on robust optimiza- DEMATEL is applied to analyze the causal relationships among the
tion and support vector machines criteria and sub-criteria. Based on the literature reviews, six main
Sebastian Maldonado, Julio López criteria and twenty sub-criteria were extracted and then validated by
seventeen experts. A questionnaire was constructed and evaluated by
In machine learning, robustness refers to how effective a model is when twenty-five experts. Then the Fuzzy-DEMATEL method was applied
is being tested on new data. The performance of a robust model should to analyze the importance of criteria and the casual relations among the
not deteriorate much when it is trained and tested on data with slightly criteria were constructed. The result showed that the innovation man-
different distributions, i.e. it generalizes well without overfitting. The agement capability was the most important criterion in criteria level
choice of the best classification approach is usually made using tra- and influenced the other criteria; in sub-criteria level, the sub-criterion
ditional, statistically grounded techniques. However, a new research absorptive capability was the most important and influenced the other
line proposes using business-oriented measures for model selection sub-criterion.
and validation. This is particularly important in credit scoring since
the decision whether to accept an applicant or not is made based on
financial criteria. In this work, we introduce a novel Support Vector
3 - Using multi criteria decision making to select the most
Machine method for profit-based classification. The idea is to bal- appropriate organization of maintenance section in Iran
ance the profit of granting credit with the variable acquisition costs to airline
construct the most profitable classifier. Inspired in the robust optimiza- Ahmad Makui
tion theory, our strategy proposes a chance-constrained formulation,
which is further cast into a Second-Order Cone Programming formula-
tion. A case-study of a Chilean bank is presented. Credits are granted Aviation companies aim to save time in their various operations in or-
to microentrepreneurs based on information from five different data der to increase the value of their customers’ satisfaction. This article
sources. Our proposal concludes that best solutions in terms of profit tries to investigate and compare the different structures of maintenance
are achieved using one or two cheap data sources, without the need of sections used by different airlines. In this study, human resources allo-
expensive interviews. Additionally, important managerial insights are cation in maintenance sections in worldwide airlines is classified into
gained into the application thanks to the identification of the relevant four categories. Type A: In this type, the allocation of staff is contin-
variables. gent and depends to the level of inspection and timing and commercial
priority for every plane. Type B: In this method, staff is divided into
groups based on the required specialties (four groups). The work is di-
vided between them with minimum flexibility. Type C: In this method,
staff is divided equally between available aircrafts. Type D: In this
method, Airlines divides their technical staff into three expert groups
TA-12 and delegates the cabin section of the aircraft to non-specialized staff.
Tuesday, 8:30-10:00 - SOUTH BUILDING UV S112 By experts opinion’s, evaluation criteria for evaluating the abovemen-
tioned four types are listed as follows: 1) Cost, 2) Time, 3) Operational
Non-Standard Optimization and flexibility, 4) Reliability, 5) Systematic complexity, 6) Ability to adapt
to development. We use then fuzzy VIKOR to rank the four types men-
Decision-Making Methods II tioned categories based on the six above mentioned criteria. All the cri-
teria are assumed to be fuzzy triangle numbers. The results show that
Stream: Fuzzy Optimization the type D is the most suitable model for organizing the maintenance
Chair: Jaroslav Ramik section in Iran airline.
1 - Interval linear programming: checking weak optimality 4 - Computing interval eigenvectors of interval fuzzy and
of a given solution is NP-hard max-plus matrices
Miroslav Rada, Milan Hladik, Elif Garajová Ján Plavka, Martin Gavalec
Interval linear programming (ILP) is one of quite modern approaches
to grasping uncertainty of input data in linear programming. Gener- Fuzzy matrices can be used in a range of practical problems related to
ally, it deals with a family of classical linear programs (scenarios) with fuzzy optimization using eigenproblem and max-plus algebra plays a
coefficients independently varying across given intervals. It allows to key role in the study of discrete event systems in connection with opti-
give robust answers to questions such as "does a property hold for mization problems such as scheduling or project management in which
some/all scenarios", where "some/all" are referred to as "weak" and the objective function depends on the operations maximum and plus.
"strong" problems andthe "property" can be any property that could be The steady states of such systems correspond to the eigenvectors of
considered in classical linear programming, such as e.g. feasibility, op- fuzzy and max-plus matrices, therefore the investigation of the prop-
timality, boundedness. This talk is devoted to the following problem: erties of these eigenvectors is important for applications. Matrices and
given a solution of an interval linear program, decide whether there is vectors with interval coefficients in fuzzy and max-plus algebras are
a scenario such that the solution is optimal. This problem was recently studied and polynomial algorithms are presented for the recognition
wrongly stated to be polynomially solvable. We show that it is actually problem with several types of interval eigenvectors.
NP-hard and propose an algorithm for the problem, based on disjunc- Support of the Czech Science Foundation GAČR 18-01246S is grate-
tive programming and orthant decomposition. Furthermore, we show fully acknowledged.
that for some classes of ILP the problem can be solved polynomially.
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we propose a proximal difference-of-convex(DC) algorithm with ex- find routes and time window assignments such that the routing cost
trapolation for solving a class of DC problems. We show that any ac- and the risk of violating the time windows are minimized. We model
cumulation point of the sequence generated by our algorithm is a sta- two different problem settings: first, the stochastic problem in which
tionary point of the DC optimization problem for a general choice of the probability distribution of the travel times is assumed to be known.
extrapolation parameters. Moreover, using the Kurdyka-Lojasiewicz Second, the robust problem in which only some characteristics of the
inequality, we establish global convergence of the sequence generated travel time probability distributions are known. In this setting a mea-
by our algorithm and analyze its convergence rate. From the results sure is used to capture the risk of violating the time windows. Both
in our numerical experiments on two difference-of-convex regularized models are solved by a branch-and-cut approach. Experiments address
least squares models, proximal difference-of-convex algorithm with the performance of the proposed solution approach and examine the
extrapolation usually outperforms the proximal DC algorithm and the trade-off between average travel time duration and risk of violating the
general iterative shrinkage and thresholding algorithm. time windows.
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1 - Investing in facilities today to reduce routing emissions cities have introduced tolling schemes to discourage vehicles from en-
tomorrow tering the inner city to reduce congestion and pollution, especially dur-
Fabien Tricoire, Sophie Parragh ing peak hours. However, little research has been done to examine the
impact of tolling schemes on commercial fleets, especially on result-
We investigate the trade-off between strategic investment in logistics ing costs and emissions. In this study, we investigate how different
facilities and the long-term environmental impact of daily logistics op- tolling schemes may impact the total costs, the distance traveled by
erations. For that purpose, we consider a bi-objective location-routing the vehicles, the travel time, the total working time of the drivers, and
problem with the objectives of minimising the cost of strategic invest- the emissions in and outside the congestion zone. We consider dif-
ments such as locating facilities and acquiring different types of vehi- ferent congestion charge types as well as different geographies, i.e.,
cles, and minimising pollution by using CO2 emissions as an indicator. different city and congestion zone sizes. We compare the impacts of
A set of representative days of operations are used to estimate the long- the same tolling scheme on different geographies. From the compu-
term environmental impact. This results in a problem combining facil- tational experiments, we find that the congestion pricing schemes can
ity location, fleet-size-and-mix and vehicle routing features. We model shift behaviors of commercial fleets. That is, the introduction of con-
that problem as a mixed-integer program, however the model cannot be gestion tolls can help to reduce the number of vehicles entering the
solved explicitly due to input size. We also develop a decomposition congestion charge zone, the distances that vehicles travel within the
approach that constructs routes, then uses them in a separate set cover- zone, and the time vehicles spend in the zone. However, higher con-
ing model to generate complete solutions. This set covering model is gestion charges may not necessarily lead to less emissions, and some
embedded in bi-objective optimisation algorithms. The suitability of congestion pricing scheme may actually increase total emissions, be-
our approach is investigated on benchmark test instances as well as on cause vehicles may drive farther distances to avoid the zone in the city
a case study in the city of Vienna. Experiments show that our approach center.
is a valuable tool in aiding such long-term decisions.
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3 - A tactical planning model with uncertain demand using of the assets. We apply an algorithm based on importance sampling to
a two-stage stochastic programming model for a fruit efficiently compute the return estimators.
supply chain The estimators generated by our algorithm are compared to the estima-
LluisM Pla, Wladimir Soto-Silva, Marcela C. tors obtained by applying other ordinal information based approaches
Gonzalez-Araya, Jordi Mateo, Francesc Solsona already proposed in the literature. The comparison is made in terms
of measures of forecast quality, including the hitrate and the Maha-
Optimization models under uncertainty are generating more interest lanobis distance, for the single assets, and also in the portfolio con-
for being used in the primary sector of the economy. In this paper, text. The quality measures used in the portfolio context include among
we formulate a two-stage stochastic programming model for optimal others the Sharpe ratio, the certainty equivalent, the Jensen’s alpha or
purchase, cold storage selection and the corresponding transportation the return-loss indicator. The numerical results for our in-sample tests
towards a processing plant. The proposed model relies on the formu- based on shares from three international stock indices show that the
lation of a deterministic model representing a dehydrated fruit agroin- return estimators generated by our new approach perform consistently
dustry. The main aim of this industry is to minimize overall costs and better than previously known methods.
meet annual demand for dried apple overcoming the random uctua-
tions in the quality of the raw material over the season. Scenarios rep- 2 - Elicitability and identifiability of measures of systemic
resent the uncertainty on future conversion rate. The model assesses risk
the importance of the quality of the raw material and mitigates the eect Jana Hlavinová, Tobias Fissler, Birgit Rudloff
of variations in the conversion into dried apples within a fruit supply
chain context. The results obtained show a cost reduction of 6.4% with Estimating different risk measures, such as Value at Risk or Expected
our proposed stochastic approach (VSS). Furthermore, the model was Shortfall, for reporting as well as testing purposes is a common task
executed and solved in a reasonable time (less than one hour) using a in various financial institutions. The question of evaluating and com-
plain Gurobi commercial solver with a small GAP of 0.21%. Thus, paring these estimates is closely related to two concepts already well
these results ensure the applicability of this novel stochastic model in known in the literature: elicitability and identifiability. A statistical
practice. functional, e.g. a risk measure, is called elicitable if there is a strictly
consistent scoring function for it, i.e. a function of two arguments, a
4 - On strategic and operational uncertainties for capacity forecast and a realization of a random variable, such that its expectation
expansion planning risk management with respect to the second argument is minimized only by the correct
Laureano Fernando Escudero, Antonio Alonso-Ayuso forecast. It is called identifiable, if there is a strict identification func-
tion, i.e. again a function of two arguments such that the root of its
A new scheme for dealing with the uncertainty in the scenario tress expectation with respect to the second argument is exactly the correct
is considered in the presence of strategic and operational stochastic forecast. We introduce these concepts for systemic risk measures de-
parameters for dynamic mixed 0-1 optimization. For the capacity ex- fined by Feinstein, Rudloff and Weber (2016). A banking system with
pansion planning (CEP) problem in a given system, e.g., supply chain, n participants is represented by a random vector Y and the quantity
production, rapid transit network, energy generation and transmission of interest is its aggregated outcome, using some nondecreasing ag-
network, forest fire management, etc. The strategic scenario tree is gregation function. The measure of systemic risk is defined as the set
usually a multistage one, and the replicas of the strategic nodes root of n-dimensional capital allocation vectors k such that the aggregated
a structure in the form of either a special scenario graph or a two- outcome of Y+k is acceptable under a given scalar risk measure. We
stage scenario tree, depending on the type of operational activity in the establish the link between the elicitability and/or identifiability of the
system. This work presents the modeling framework for some of the systemic risk measure and the underlying scalar risk measure.
risk neutral and risk averse measures to consider for the CEP problem
solving. The risk averse measures are (a) the time stochastic domi- 3 - Generalized Little’s law and an asset picking system to
nance (SD) functional on a given set of functions up to the strategic model an investment portfolio: a large-scale model
nodes (including their operational scenarios) in selected stages along Maria Luisa Ceprini, John D C Little
the time horizon, and (b) the strategic node-based time-consistent ex-
pected conditional SD functional for the set of operational scenarios in So far our research remains the only application of Little’s Law in fi-
the strategic nodes at selected stages. A matheuristic algorithm is pre- nance and financial engineering fields. In the first part we created an
sented that takes benefit from the continuous and 0-1 step variables as Asset Picking System (APS) structure that, combined with Little’s Law
the only state strategic ones that link the submodels supported by the (LL), Generalized Little’s Law (GLL) and its corollaries, generates the
subtrees rooted with the strategic nodes that belong to the first periods GLL-APS model, a financial engineering tool bridging operations re-
of two consecutive stages. search and finance. The basic ideas of Little’s Law are incredibly use-
ful in financial engineering by coupling data science and analytics with
the Law’s principles. The APS structure uses a set of decision rules to
select assets and # of share of each to be in the portfolio. The rules
are optimized via a Mixed Integer Linear Programming (MI-LP) pro-
TA-18 viding a nice link to OR. The innovative ideas are validated via the
development of a simulated portfolio modeling process and checking
Tuesday, 8:30-10:00 - SOUTH BUILDING UV S206 the resulting output against the expected investment goals. In the first
part of the project we run a simple prototype with only one customer,
Risk Measurement and Modeling chosen within three different customer profiles, for checking the work-
ing assumptions. In this second part, final step of the project we are
Stream: Decision Making Modeling and Risk Assessment focusing on key advanced topics to introduce in the model. We were
in the Financial Sector conscious of the long list on our table waiting to be settled. Last, we
will test the GLL-APS model with more advisers, customers and assets
Chair: Fabio Bellini from the global market, planning an orderly rollout in multiple sectors,
from financial institution to industry and university.
1 - An ordinal information based estimator of risky asset
returns 4 - Dynamic properties of classical and robust Orlicz and
Eranda Cela, Stephan Hafner, Roland Mestel, Ulrich Pferschy Haezendonck-Goovaerts risk measures
Fabio Bellini, Roger Laeven, Emanuela Rosazza Gianin
In this paper we introduce an approach to generate robust estimators
for the returns of risky assets exclusively taking as input a partial order In this paper we study dynamic properties of classical and robust Orlicz
relation on the expected returns of the involved assets. The approach and Haezendonck-Goovaerts risk measures. Haezendonck-Goovaerts
we propose generalizes the Black-Litterman model and is based on the risk measures have been originally introduced in the actuarial literature
Bayes method while fully taking into account the covariance structure as a natural extension of the Average Value at Risk in Haezendonck and
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Goovaerts (1982) and Goovaerts et al. (2004), and further studied in to introduce many concepts of cone-convexity and Lipschitz property
Bellini and Rosazza Gianin (2008). Robust Orlicz and Haezendonck- of set-valued functions. In this paper, we study the Lipschitz prop-
Goovaerts risk measures have been considered in Bellini et al.(2018). erty of a set-valued function F : X Y, where X,Y be topological vector
In this work we extend these notions to a dynamic setting and we ana- spaces and F is C-convex such that C is a proper convex cone in Y. This
lyze the resulting time-consistency properties. problem has been investigated by different methods for the case of set-
valued functions since there exits several types of set relations and set
differences. Minh et al. (2002), Kuwano et al. (2012) have studied
Lipschitz properties of the function F, where X is a finite dimensional
space. In addition, Kuwano et al. (2012) assumed that the cone C is
TA-19 normal. Tuan et al. (2016) have generated these results where X,Y
are normed vector spaces, C is a proper convex cone and not necessar-
Tuesday, 8:30-10:00 - SOUTH BUILDING UV S207 ily normal. In this paper, we present here a selection of concepts and
recent results on the Lipschitz property of a cone-convex set-valued
Vector and Set-Valued Optimization V functions. We not only derive some results on Lipschitz property in
the sense of Kuwano et al. (2012) but also relax the normal assump-
Stream: Vector- and Set-Valued Optimization tion on the cone C. Furthermore, by means of appropriate functionals,
Chair: Phan Quoc Khanh we study G-Lipschitzianity of F when it is Cs-covex.
4 - Linear and nonlinear metric regularity and optimality
1 - Dynamic origin-destination-matrix estimation for com- conditions
muter train planning: an entropy-maximization ap- Phan Quoc Khanh
proach We propose a general nonlinear model of regularity including a func-
Abderrahman Ait Ali tional regularity modulus instead of a linear modulus and a distance-
The estimation of the dynamic Origin-Destination-Matrix, hereafter like instead of a metric. Sufficient conditions for this regularity prop-
ODM, is an important task in many transport planning models. It is erty are established based on the induction theorem instead of the Eke-
for instance the second step in the widely used four-stage travel de- land variational principle (EVP) used in most of the recent contribu-
mand transportation model (McNally, 2008). ODMs describe where tions to the topic. Moreover, the equivalence of our induction theo-
the trips that are generated in the first step are going to. In contrast to a rem and the EVP is proved. Next, we apply this general nonregularity
static ODM which corresponds to the number of trips going from one condition to obtain nonclassical Karush-Kuhn-Tucker (KKT) optimal-
place to another over a certain period of time (e.g. working weekday), ity conditions in nonsmooth optimization. Imposing the special case
the dynamic describes the number of trips in each period of time (e.g. of directional Holder metric subregularity and using the Studniarski
every 15 minutes). Hence, it is a tridimensional matrix rather than a derivative, we get higher orders of such KKT conditions. Moreover,
2D static ODM. This study aims to estimate a dynamic ODM using an assuming directional linear metric subregularity and using contingent-
Entropy-Maximization (hereafter EM) approach. The EM optimiza- type derivatives we demonstrate nonclassical higher-order KKT con-
tion model is solved using an iterative algorithm based on Lagrangian ditions with additional complementarity slackness. We also discuss
relaxation. The model is tested on a case study of the commuter train higher-order envelope-like effects.
service in Stockholm. The available input data is the total number of
trips from each station at different time periods of a full working day
(i.e. every 15 minutes). The dynamic ODM estimation model finds the
overall trip distribution between the different stations in the network.
The iterative solution method showed better performance compared to
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directly solving the dual problem. Tuesday, 8:30-10:00 - SOUTH BUILDING UV S301
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by determining the optimum operational combinations of the equip- 1 - Parallel machine scheduling with job splitting,
ment. The project contains 3 parts: data management, optimization sequence-dependent setup times, and limited setup
and modeling and interface and reporting. In the first part, process data
are collected from different sources and filtered according to the opera-
resources
tional rules. After validation of the data, the mass and energy balances Hyun-Jung Kim, Jun-Ho Lee
calculate energy demand of the system. The problem is formulated We examine a parallel machine scheduling problem with job splitting,
as mixed integer linear programming model in GAMS and solved by sequence-dependent setup times, and limited setup resources. Jobs can
CPLEX 12. The model determines the operational configuration of the be split into arbitrary sections that can be processed on multiple ma-
system by minimizing the operational cost. The interface of the tool chines at the same time. It is necessary to change setups between pro-
allows designing a process flow chart with 25 different equipment via cesses of different jobs on a machine, and the setup time is sequence-
a drag-and-drop toolbar. The optimization report contains a detailed dependent. The setup is performed by an operator, and the number of
the comparison of the online plant data and the optimization result for setup operators is limited. In the problem, the lengths and process-
each equipment. The tool has been used since May 2016 and achieved ing orders of job sections on machines should be determined while
up to 220 $/hr cost reduction. The effective management of the energy satisfying setup resource constraints in order to minimize makespan.
network decreases the CO2 emission due to the effective use of fossil This problem is motivated by casting processes in an automobile piston
fuels, as well. manufacturing factory, and it can also be found for systems that man-
3 - Data-driven decision support for maintenance manage- ufacture textile, semiconductors, printed circuit boards and network
computing. For this problem, we propose a mathematical program-
ment using unsupervised learning and integer program- ming model for the first time and then develop an efficient heuristic
ming algorithm. We analytically derive a worst-case performance ratio of
Subanatarajan Subbiah, Talha Badr, Ralf Gitzel the algorithm and evaluate its performance with optimal solutions for
Asset managers and/or maintenance managers constantly face the chal- small problems and with lower bounds for large problems. We finally
lenge to decide on assigning a suitable maintenance policy to the as- show that the proposed algorithm can be efficiently and effectively used
sets in their production facility to ensure the availability of the assets, in practical applications.
to avoid any unplanned downtimes and to also optimally utilize the
given maintenance budget. This talk addresses the challenge men- 2 - A cutting plane approach for the multi-machine
tioned earlier and the contribution through our scientific work is two- precedence-constrained scheduling problem
fold. First, we propose an approach to use a suitable unsupervised George Vairaktarakis, Prahalad Venkateshan, Joseph
learning technique to cluster the assets based on features extracted Szmerekovsky
from the failure data and life data from the computerized management
system (CMMS). The most appropriate maintenance policy (correc- A cutting-plane approach is developed for the problem of optimally
tive maintenance, time-based or usage-based maintenance, condition- scheduling jobs with arbitrary precedence constraints on unrelated par-
based maintenance etc.) is then assigned to the clusters. The assign- allel machines. While the single machine version of this problem has
ment of the clustered assets with a suitable maintenance policy is per- attracted much research efforts, enabling solving problems with upto
formed in an agnostic fashion without considering the maintenance 100 jobs, not much has been done on the multiple machines case. A
budget into consideration in the first step. The second-fold of the con- novel mixed-integer programming model is presented for the problem
tribution considers the maintenance budget into consideration and an with multiple machines. For this model, many classes of valid inequal-
integer programming formulation is proposed to find an optimal so- ities that cut off fractional linear programming solutions are developed.
lution such that the hard constraint on the budget is respected. The This leads to increase of the linear programming lower bound from
proposed approach was tested on synthetic data considering several 89.3% to 94.6% thereby leading to a substantial reduction in the re-
failure patterns and on data from a real-world industrial case using a sulting branch-and-bound computational time to solve the problem in-
mature CMMS. The challenges in using real world data with respect to stances to optimality. This enables us to report optimal solutions for
data quality is also discussed. problem instances with upto 25 jobs and 5 machines, which is more
than twice the size of problems for which optimal solutions have been
4 - Development of a flexible multi-objective duty roster reported in literature thus far.
planning tool
Antti Punkka, Aleksi Porokka 3 - Workforce management in call centers
Marc-Philip Piehl, Michael Manitz
We describe the development of a multi-objective duty roster planning
tool, which produces cost-efficient personalized 3-week long duty ros- One of the main problems of workforce management is cost minimiza-
ters for the about 1000 train drivers from 25 depots who drive the long- tion subject to a service level constraint. We consider a call center with
distance passenger and freight trains of Finnish state-owned railway two levels, an overflow mechanism, and impatient customers. Based
operator VR. The optimization model for producing the plans consid- on performance evaluation of such a system via a continuous-time
ers several aspects related to the drivers’ well-being and the result- Markov chain, an optimal configuration of agents is found by complete
ing plans satisfy different constraints set by law, collective bargaining, enumeration. To reduce the computation time, we develop a heuristic
equal treatment of drivers, drivers’ competences and their personal approach that tests on which level the increase of one agent adds more
preferences on working rhythm. We also discuss how the developed value in relation to the service level threshold. The result of the heuris-
optimization tool (i) enhanced interaction possibilities between driver tic is a reduction of the computing time by a huge amount.
representatives and duty roster planners through cooperative iterative
planning, as new plans can be produced in a few minutes, (ii) decreased 4 - Order batching & sequencing in bucket brigade order
planning time and improved possibilities to react to late changes in per- picking
sonnel availability, freight transportation demand and timetables, and
(iii) decreased operating costs significantly. Yossi Bukchin, Eran Hanany, Eugene Khmelnitsky
Order picking is the most labor cost consuming element in warehouse
operations. The studied environment addresses a single picking aisle
consisting of multiple pick faces. Each picker is characterized by
TA-21 stochastic walking and picking speeds. The picking mechanism is the
bucket brigade (BB), with pickers ordered from slowest to fastest ac-
Tuesday, 8:30-10:00 - SOUTH BUILDING UV S303 cording to their expected speeds. The environment is assumed static,
with a given set of orders to be picked, where each of a finite number
Workforce Scheduling and Line Balancing IV of order types is characterized by some workload distribution along the
line.
Stream: Project Management and Scheduling We first consider a sequencing problem assuming deterministic for-
Chair: Sergey Kovalev ward speeds and infinite backward speeds. Under these assumptions
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we prove that: (1) no blockage occurs for any set of identical orders Improving energy efficiency and lowering operational costs are the
with a general workload distribution; and (2) for any set of orders with main challenges faced in systems with multiple servers. One prevalent
different workload distributions, as long as the total workload is iden- objective in such systems is to minimize the number of servers required
tical, there is a sequence with no blockage. to process a given set of tasks under server capacity constraints, which
We then consider general speeds with the objective of minimum is known as bin-packing problem. In this study, we consider a general-
makespan. The suggested batching and sequencing approach utilizes ization of this problem with a time dimension, in which the tasks are to
the properties of the deterministic environment. The solution ap- be performed in predefined time intervals. This new dimension brings
proach minimizes the number of batches, and at the same time suggests about new performance considerations, one of which is the uninter-
batches with similar workload distribution. We formulate the problem rupted utilization of servers. This study is motivated by the problem of
as Constraint Programming (CP) model, and show that it can efficiently efficient assignment of virtual machines to physical servers in a cloud
solve non-linear models of relatively large instances. computing facility. We address the virtual machine placement problem
and present a binary integer programming model to develop assign-
ment policies. By analysing the structural properties of the problem,
we also propose an efficient heuristic method for large-scale problems.
Our numerical study indicates that the proposed models performs well
in realistic set-ups.
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Tuesday, 8:30-10:00 - SOUTH BUILDING UV S304 4 - Evolutionary multi-objective scheduling for anti-spam
filtering throughput optimization
Multicriteria Optimization for Scheduling Vitor Basto-Fernandes, Iryna Yevseyeva, Michael Emmerich
and Transportation Problems This work presents an evolutionary multi-objective optimization prob-
lem formulation for the anti-spam filtering scheduling problem, ad-
Stream: Multiobjective Optimization dressing both the classification quality criteria (False Positive and False
Chair: Vitor Basto-Fernandes Negative error rates) and email messages classification time (mini-
mization). This approach is compared to single objective problem for-
1 - A multi-objective approach for a sustainable flexible mulations found in the literature, and its advantages for decision sup-
port and flexible/adaptive anti-spam filtering configuration is demon-
parallel assembly line: a real case study strated. A study is performed using the Wirebrush4SPAM framework
Ahmed Mohammed, Irina Harris antispam filtering and the SpamAssassin email dataset. The NSGA-
II evolutionary multi-objective optimization algorithm was applied for
In recent years, the design of assembly lines have become major chal- the purpose of validating and demonstrating the adoption of this novel
lenges for decision makers since it has been increasingly important approach to the anti-spam filtering optimization problem, formulated
to consider the sustainability aspect to cope with the increasing reg- from the multi-objective optimization perspective. The results ob-
ulations for the era of sustainability. This work investigates a real tained from the experiments demonstrated that this optimization strat-
life design problem of a flexible ten stages assembly line in a chem- egy allows the decision maker (anti-spam filtering system adminis-
ical manufacturing company in the UK. A multi-objective optimiza- trator) to select among a set of optimal and flexible filter configura-
tion model was developed to design an assembly line in allocating the tion alternatives concerning classification quality and classification ef-
optimal number of workstations that should be established to fulfill ficiency.
orders within a particular cycle time. The developed model aims to
consider the triple bottom line sustainability. Therefore, the model
seeks a trade-off among three objectives: minimization of total cost,
ecological impact (CO2 and energy consumption) and maximization
of social impact (job created). The model is also developed subject to
constraints of fulfilling the customers’ demand within four weeks lead TA-23
time. The -constraint method is employed to optimise the developed Tuesday, 8:30-10:00 - SOUTH BUILDING UV S305
model in terms of obtaining Pareto solutions. Finally, technique for
order of preference by similarity to ideal solution (TOPSIS) is used to Course Timetabling
reveal the final solution in a set of Pareto solutions. A real case study
was implemented to examine the applicability of the model.
Stream: Timetabling
2 - A network approach to group decision making portfo- Chair: Sanja Petrovic
lios and its application in multiobjective scheduling
Michael Emmerich, Iryna Yevseyeva 1 - A multi-objective approach for university course
timetabling problem
Group decision making is a difficult task because it needs to take into Erika Tatiana Ruíz Orjuela, Diego Andrés Carreño Dueñas,
account multiple objectives of multiple decision makers. The goal is to
achieve a consensus among the decision makers on at least one of the Luis Amaya Gonzalez
decision alternatives. From the perspective of a moderator or mediator, At the beginning of each semester, the institutions of higher educa-
it is desirable to present decision alternatives that are likely leading to tion are confronted with the problem of time scheduling and assigning
consensus. Moreover, if the number of options is large, it would be classrooms to the courses offered. The main objective of this research
wise to select only a small subset of promising options (decision port- is to use the application of the problem known as University Course
folio) not to overload the decision makers with information. A model Timetabling, specifically in the optimal assignment of classrooms for
based on Bayesian belief probabilities on acceptance probability dis- the academic programme: Industrial Management of the Universidad
tributions was presented by the authors in the past, that provides a ra- Pedagógica y Tecnológica de Colombia. This programming must sat-
tional framework for reasoning about decision portfolios. In this talk, isfy a series of requirements, identified by the University’s policies, by
we analyse how the analysis of correlation can improve the decision the type of employment link of the teachers, as well as the needs of
portfolio selection, and how network analysis techniques can help to the students. To solve the multi-objective combinatorial optimization
visualise the trade-offs in the portfolio and decision specific relations problem, an algorithm is proposed. This integrates the use of a par-
between decision makers. The model can be used in the context of ticle swarm optimization (PSO) with evolutionary crossing and muta-
engineering design or in decision making in airline scheduling. tion operators, the above for eliminating one of the main limitations
of PSO associated with the high dependence that exists with respect to
3 - Modelling and solution methods for efficient utilization the definition of the parameters of metaheuristics; this hybrid method
of multiple servers is known as Evolutionary Particle Swarm Optimization. For testing,
Nursen Aydin, Ibrahim Muter, Ilker Birbil we perform preliminary experiments on standard benchmark course
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3 - Optimal allocation of spares to maximize the window fill to analyze. Drawing together insights from traditional clinical episode
rate in a two-echelon exchangeable-item repair system groupers and the emerging field of process mining, we propose a data-
Michael Dreyfuss, Yahel Giat driven algorithm that generates a process map of the patient journey
across distinct events relating to the patient’s diagnosis and care. The
We solve the spares allocation problem in a two-echelon, proposed methodology requires only limited clinical inputs to group
exchangeable-item repair system in which the lower echelon com- individual medical claims into distinct events that reflect the patient
prises multiple locations and the higher echelon is a single depot. We experience. A flexible set of rules then define distinct episodes, map-
assume that customers tolerate a certain wait and therefore the opti- ping a longitudinal picture of the patient journey. Process mining tech-
mization criterion is the window fill rate, i.e., the expected portion of niques cluster the journeys into groups of similar patterns, allowing
customers who are served within the tolerable wait. We suggest two researchers analyze treatment effectiveness and identify opportunities
algorithms to solve this problem. The first algorithm is formula-based for process improvement. In the example application of the preference-
and is sub-optimal. The second algorithm combines simulations into sensitive condition of back pain, a subset of patient journeys is found
the first algorithm and obtains a higher degree of accuracy at the cost to be highly correlated with the patient’s increased risk of opioid de-
of extra running time. We characterize the near-optimal solution by pendence.
its degree of pooling and concentration. Pooling happens when spares
are allocated to the depot and are therefore shared by all the lower- 2 - Improving access of low back pain patients through pri-
echelon locations. Concentration takes place when spares are allocated oritization at a neurosurgery clinic
to only a few lower-echelon locations whereas the other lower-echelon
locations receive no spares. We use numerical examples to compare Esma Gel
the algorithms and to illustrate how budget size, shipment time, local
repair and customer patience affect the optimal solution and degree of Low back pain (LBP) is often cited to cause significant health impair-
pooling in varying ways. ments for a large fraction of the population. Studies point to the un-
necessary use of costly imaging studies and surgical assessment. This
4 - How does the Korean textile industry build competitive mismatch results in critical access problems for patients that truly need
surgical interventions within a reasonable timeframe. We present find-
capabilities? Comparative case studies ings from a project to improve access of LBP patients at a neurological
Sangmoo Shin, Euisung Jung surgery clinic. Our analysis points to the importance of prioritizing
Korea is known for the major manufacturing capabilities in automo- surgical patients and demonstrates the potential improvements in pa-
tive, semi-conductor, construction and shipbuilding industries. How- tient access using real-life data. We present a highly accurate method
ever, little is known about the competitive capabilities of textile and to assign patients to priority classes and some initial results on effective
apparel industry. In this global market environment with information prioritization protocols.
technology, the textile and apparel industry strives to attain compet-
itiveness by building up an efficient and yet flexible supply chains. 3 - Optimal assignment of human resources to a public ser-
The firms in the industry attempt to improve collaboration relationship vice organization: the case of using quantitative meth-
along the vertical supply chains such as fiber, textile, apparel manu- ods in a qualitative problem
facturing, and retailing. Textiles and apparel industry involves com-
plicated and thin supply chains from raw material processing to fabric Stelios Koukoumialos, Athanasios Spanos, Michael Vidalis
manufacturing to apparel design to distribution to produce final goods
for customers. The complexity of the process necessitates a smooth In this study,we optimize a non-profit organization’s ability to allocate
cooperation among up-, middle-, and down-streams of supply chains. its human resources in order to maximize its effectiveness.We create
Many problems can arise while going through these supply chains, and lists of selection criteria for each position or task,based on internal
some examples are lead-time, inventory control, and flexibility issues. regulations/instructions,and then assign a specific value for each cri-
This study illustrates series of competitiveness enhancement initiatives terion based on its correlation to maximum performance in the corre-
starting from RFID implementation in the textile and apparel industry. sponding position.We calculate the weighting value for each position
Several case studies from multiple countries were compared and an- of the organization and the weighting value for every criterion rele-
alyzed to understand the Korean textile and apparel firms’ approach vant to each position.The annual evaluation report of the employees-
to competitive capabilities in terms of strategic direction, innovative which includes unbiased scoring of C.V.and subjective scoring of the
priorities and operational focus. Lessons and implications as well as head of the department-is formulated into an employee evaluation table
future research issues are discussed. for each task.Following an anthropocentric leadership model,we con-
sider each employee’s application form, and specifically their stated
working position of preference. Constraints concerning the working
hours, days off and personnel requirements are also considered.We
then use this information to develop an integer programming assign-
TA-28 ment model.Implementation is realized in a governmental security ser-
vice station for two scenarios and a logical extension. The second sce-
Tuesday, 8:30-10:00 - SOUTH BUILDING UV S310 nario differs from the first in the fact that the criteria are interdependent
in a weightiness relationship and the extension concerns the case of the
Service Operations and Supply Chains: A security patrol where we consider particular information. The final re-
port and the sensitivity analysis provide useful suggestions,concerning
Cross-Section internal or external changes.
Stream: Service Operations Management
Chair: Itir Karaesmen 4 - Coordinating broker’s procurement and logistics deci-
sions
1 - Data-driven process mining: discovering treatment ap- Itir Karaesmen
proaches for preference-sensitive medical conditions
We study the procurement and distribution decisions of a broker (inter-
Feryal Erhun, Katherine Bobroske, Lawrence Huan, Michael mediary). The procurement decision involves choosing the bid price
Freeman, Anita Cattrell, Jenny Wang, Rich King, Stefan to procure supply from multiple suppliers and distribution decisions
Scholtes involve shipping procured goods (based on the outcome of the bids) to
existing customer locations to meet customer demand. We analyze the
In the United States, detailed medical claims provide a unique oppor- structural properties of optimal bids. We also show the value of coor-
tunity to trace a patient’s journey across service locations, diagnostic dinating the procurement and bidding decisions using computational
tests, specialists, and treatment approaches. However, given the high experiments.
level of variability, longitudinal nature of the data, and the detailed in-
formation contained in the claims, the dataset has proven challenging
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case, a less credible agency exaggerates more. These findings provide 2 - Simulation of cultural processes and their social impact
prescriptive guidelines for designing warning policies and suggest a Leonidas Sakalauskas
plausible rationale for some of the false alarms or omissions observed In this talk I will discuss a research project that aims to analyse and
in practice. model the impact of cultural events that considerably contribute to the
formation of individual and societal states affecting social capital and
4 - A tractable network game of atomic dynamic flows social cohesion. The project pursues the creation of a modelling tool to
Bo Chen understand cultural formation processes and their impact, and its po-
tential application as a decision support and recommendation system
Selfish routing, where agents compete in a network for traveling from for the development of policy.
their origins to destinations as fast as possible, is dynamic in nature.
However, capturing such dynamics with a tractable model is challeng-
3 - Affective decision making models with applications to
ing, especially when agents are atomic. We propose a network game social robotics
model, which not only makes a good simulation of the dynamics, but Si Liu, David Rios Insua
also possesses some nice properties with theoretical and algorithmic It has been shown that emotions have a major role in decision-making
tractability. Our edge-priority tie-breaking rule on congestion is key processes. Advances in areas such as affective decision-making, neu-
for tractability, which stands in contrast to previous related negative roeconomics and affective computing draw on this principle. Our paper
results in the literature. provides a model for an autonomous agent that makes decisions partly
We study Nash equilibrium (NE) for non-adaptive agents, who select influenced by affective factors when interacting with humans and other
and fix their own origin-destination paths simultaneously at the start. agents. The factors included are emotions (expected, immediate, ref-
We constructively prove that an NE exists for multiple-origin single- erential and complex), mood, personality traits (HEXACO) and acti-
destination networks. We characterize, supported by efficient algo- vation sets for impulsive behavior. Our development is based on our
rithms, all NEs with many desirable properties, such as weak Pareto previous multi-objective expected utility and adversarial risk analysis
efficiency and global First-In-First-Out. (ARA) model. However, in this paper utility weights are regulated by
the agent’s affective states. Our final aim is to provide a believable ap-
We further investigate an unexplored area of atomic dynamic routing proach implementable within non-expensive social robotic platforms.
games–the sub-game perfect equilibrium (SPE) for adaptive agents, Affective mechanisms seem essential to improve the interaction among
who make an online decision at each nonterminal vertex they reach as human and robotic agents. With a proliferation of computer science
to which next edge to take. We prove that, in a single-destination net- and neurological studies, social robots are no longer treated as lifeless
work, an SPE always exists, and that every NE of non-adaptive agents and emotionless. Affective robots should not only provide better per-
is realizable by some SPE of adaptive agents. This allows us to build a formance in assisting humans, but also might enhance robots’ abilities
bridge between non-adaptive and adaptive models. to make decisions. These approaches could enable an intelligent agent
to adapt dynamically to users and its environment and potentially be
Joint work with Z. Cao, X. Chen and C. Wang. used to enhance a wide range of applications. We describe several sim-
ulations performed with our model, showing its relevance and capacity
to improve agent adaptivity.
4 - On practical applicability of ranked nodes method for
TA-31 constructing conditional probability tables of Bayesian
networks
Tuesday, 8:30-10:00 - SOUTH BUILDING UV S313
Pekka Laitila, Kai Virtanen
Behaviour in Models II Bayesian networks (BNs) provide good means to support risk assess-
ment and management in situations where there is a poor amount of
Stream: Behavioural OR suitable historical data but an abundance of expert knowledge. A BN
Chair: Pekka Laitila represents the relationships of causes and effects both visually and
numerically, enabling the rigorous quantification of risks and a clear
communication of results. When BNs are constructed based on ex-
1 - Does corporate social responsibility impact prefer- pert judgement, the main difficulty concerns the quantification of the
ences in ESG portfolio optimization? portrayed cause-effect relationships in conditional probability tables
(CPTs). The number of probabilities to be given for a single CPT can
Gordon Dash, Nina Kajiji rise up to hundreds or thousands. Assessing so many probabilities co-
herently and without biases may be an overwhelming problem for the
Contemporary firm managers attempt to operate in a socially and en- expert due to cognitive burden or lack of time. We study so-called
vironmentally sustainable manner. Firms with such strategies offer in- ranked nodes method (RNM) that enables the automatic generation of
vestors comparable returns in a given risk class. However, the litera- CPTs based on a small amount of key parameters elicited from the ex-
ture has not addressed investor portfolio diversification when securities pert. The generation functions used in RNM are based on qualitative
represent both strong and weak environmental, social, and governance descriptions by which experts often characterize given probabilistic re-
(ESG) performing firms. In the presence of weak ESG performing lationships. In order to get a general idea of the practical applicability
firms portfolio managers desire a broader statistical view of system- of RNM, we explore how well CPTs generated with it can fit to CPTs
atic risk factors. The purpose of this paper is twofold. The first is found from various real-world BN models. The results indicate that a
to understand the weighted impact of firm specific ESG factor perfor- good average fit is obtained to a large portion of the investigated CPTs.
mance on the investor’s hierarchical diversification problem. The sec- This suggests that RNM can alleviate the challenges of BN construc-
ond objective solves a preference-ordered nonlinear hierarchical goal tion by expert judgement in many practical applications.
programming model to derive a constrained and ranked efficient fron-
tier. The procedure begins by extracting the latent dimensions that
independently characterize liquidity among ESG factor returns. We
continue by following the extant literature to calibrate the arbitrage
return-generating framework using linear principal components analy- TA-32
sis (PCA). Next, we apply a Varimax rotation to reduce the co-linear Tuesday, 8:30-10:00 - SOUTH BUILDING UV S314
structure of historical market returns to simple structure. From the sim-
ple structure matrix, we are able to derive ’ideal variables’ by a factor
score algorithm. We conclude by simulating performance characteris- Picking and Location Assignment
tics of a weighted and hierarchical efficient ESG portfolio for an actual
investor. Stream: Routing, Logistics, Location and Transportation
Chair: Zehra Duzgit
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1 - Cooperation strategies for improving the order-picking 4 - Design of a warehouse order picking policy system us-
operations in a synchronized zone picking warehouse ing genetic algorithm
Ying-Chin Ho, Chih-Feng Chou Zehra Duzgit, Ahmet Can Saner, Ozgur Toy
In this study, we consider to improve order picking process which is an
The environment of this study is a synchronized zone-picking ware- essential operation critically impacting warehouse performance. The
house in which the picking area is divided into several zones. When problem of reducing travelled distance of an order picker is examined
an order enters this system, it may have to be divided into several sub- in a multi-block warehouse which employs low-level picker-to-parts
orders. Each sub-order is picked in the zone that has the items it needs. manual picking system. The solution approach is composed of two
When a sub-order of an order has completed its picking operations, it phases: In the first phase, the shortest path between each pair of items
will be sent to the consolidation area. Once the sub-orders of an or- is determined in a pick list. In the second phase, given the shortest dis-
der have all arrived at the consolidation area, they will be consolidated tance between each pair of items, a genetic algorithm is implemented
into one order. In a traditional synchronized zone-picking warehouse, to decide the best picking sequence and the routing of all items in a pick
pickers belonging to one zone are not allowed to enter neighboring list which yields the shortest total travelled distance. We report the per-
zones to perform picking operations. In this traditional setting, the co- formance of the proposed genetic algorithm with various crossover and
operation between pickers of neighboring zones is not allowed. In this mutation operators and compare them to two well-known heuristics
study, we devise several cooperation strategies for pickers in neigh- used for multi-block warehouses, namely S-Shape and Largest Gap.
boring zones to help each other. We want see if the performance of
a synchronized zone-picking warehouse can be improved if the co-
operation between pickers of neighboring zones is allowed. We will
also study whether several zone design issues (e.g., the assignment of
items to zones) can affect the performance of the proposed coopera- TA-33
tion strategies. Computer simulations are conducted to test the perfor- Tuesday, 8:30-10:00 - SOUTH BUILDING UV S315
mance of the proposed cooperation strategies and the proposed zone
design methods. We hope that the knowledge learned from this study
can assist distribution centers with similar environments in improving
Data Mining and Statistics IV
their synchronized zone-picking operations.
Stream: Data Mining and Statistics
2 - An integrated cluster-based storage assignment policy Chair: Edward Thommes
Masoud Mirzaei, Nima Zaerpour, René de Koster
1 - Public transport passenger flow analysis and prediction
Order picking is a labor intensive process in many warehouses. Its effi- using alternating Markov-modulated linear regression
ciency depends largely on the storage assignment policy used. Cur- Nadezda Spiridovska, Irina Jackiva
rent storage assignment policies, such as turnover-frequency class- The research presents alternating Markov-modulated linear regres-
based storage policies ignore information on product affinity, that is sion application for the tram’s line passenger flow analysis. Markov-
the frequency by which products are ordered jointly. We propose an modulated linear regression suggests that the parameters of regression
integrated cluster allocation (ICA) storage assignment model that uses model vary randomly with the external environment, the impact of
both information on product turnover and affinity to assign products which is described by a Markov chain with continuous time and fi-
to the storage locations. As the problem is NP-hard and the number nal state set. For each state of the environment the regression model
of products and locations is very large in practice, we use a heuristic parameters are estimated. The whole trajectory of the environment is
to solve it. We generate a greedy high-quality construction heuristic unknown, that’s why the expected sojourn times in various states are
which is used as an initial solution for a solver which yields consider- additionally estimated. The developed model is used for passenger
able savings. Compared to class-based and full turnover-based storage flow forecasting taking into account weather conditions as the external
policies, the ICA storage policy can save up to 22%, and 30% respec- environment. Data from the Latvian Environment, Geology and Me-
tively, in load retrieval time, for low and medium product affinity lev- teorology Center database about weather conditions in the Riga city is
els, assuming an automated storage and retrieval system is used. The used for the description of the environment: it is assumed two states:
ICA storage policy appears to be quite robust against new incoming or- "no precipitation" and "precipitation". The model of the external en-
ders. In a real-life test, using order and product data of a large whole- vironment is tested for the markovian properties. Real data of pas-
sale company with low affinity level, we found that the ICA policy out- senger flow provided by local public transport operator company. On
performs class-based and full-turnover based storage for an automated the first step data is analysed by means of descriptive and inferential
storage and retrieval system. However, the ICA storage policy is data statistics. Then model is developed on the basis of Markov-modulated
intensive and obtained benefit depends largely on the order patterns. linear regression approach. Acknowledgement: this work is funded
by the post-doctoral research aid programme of the Republic of Latvia
3 - A new method to solve for exact upper bounds for inter- (project No. 1.1.1.2/VIAA/1/16/075).
val transportation problem with uncertain supplies and
2 - An application of process mining and association rule
demands
Kushani De Silva, Mohomed Juman mining for indoor customer data
Onur Doğan, Basar Oztaysi
When demands and supplies of a transportation problem are uncertain One of the most important factors for a company to maintain its ex-
and are provided in an interval, the minimum transportation cost can be istence is to increase customer loyalty. The basic issue for that is to
delivered in an interval. Therefore, attaining bounds on the total min- understand the customers. Behavior analysis is an analysis to under-
imal cost of the interval transportation problems has recently received stand the needs of the customers and to provide the best solutions to
the attention of many researchers. Determining lower bounds is of less these needs. Customer behavioral analysis produces information on
interest because it is reducible to a linear programming model and thus where customers are in the store, how much time they spend in the
can be easily solved. On the other hand, determining the exact up- place, where the next visit is, and even how many people are looking
per bound is an NP-hard problem. In the literature, there are very few from the outside but not buying. However, in general, in all physical
approaches to find the upper bounds of these types of transportation stores, collecting data to understand the customers is a critical problem.
problems. A new approach formulated as a nonlinear programming In the study, iBeacon technology is used to collect data in a shopping
problem is suggested to find the upper bound of interval transporta- mall in Istanbul. The beacons collected a one-month data showing the
tion problems. This new approach is implemented in MATLAB and locations and timestamps of customers. We used only one-day data be-
tested the interval transportation problems of different sizes that have longing 694 different customers and applied Association Rule Mining
been solved for near-optimal values in the most recent literature. The (ARM). We created some association rules that indicate visited stores
new approach was able to outperform the upper bounds of the previous with together. Process Mining (PM) was used to create customers’ tra-
literature. jectories, after data cleaning. Customers’ behavior was analyzed using
the obtained trajectories. Finally, PM results are filtered and compared
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with the results of ARM. Some obtained results of the study are: - This results in a parallel structure in the reverse flow of materials, with
The most followed trajectories in different days, - Visiting store Y of different remanufacturing lead times depending on the condition of the
those who visited store X, - For a specific customer, the trajectories input material. We examine the implications of this grading system
and spent time on different days when the same customer visits the on the dynamics of closed-loop supply chains, by benchmarking this
shopping center. against the baseline system where all the returns are pushed through
the same remanufacturing process. Through control engineering tech-
3 - Assessing the prior event rate ratio method via proba- niques, we evaluate the Bullwhip performance of the supply chain by
bilistic bias analysis on Bayesian networks observing the step response of the orders and inventories (the shock
Edward Thommes, Salaheddin Mahmud, Yinong Young-Xu, lens), analysing the frequency behaviour of these signals (the filter
lens), and measuring their long-term variability (the variance lens). We
Julia Thornton Snider, Jason Lee, Ayman Chit discuss the operational benefits and costs derived from quality grading
Whether in healthcare, econometrics or the social sciences, observa- in terms of smoothing the supply chain operation. We observe that
tional studies conducted using real-world data are subject to bias due the documented ’lead-time paradox’ of the remanufacturing process
to confounding. Prior event rate ratio (PERR) adjustment is a tech- results in a ’quality paradox’ in this new closed-loop context. This is
nique which has been used to control for unmeasured confounding. especially relevant for low-frequency demand signals. Interestingly,
However, it has been shown that in some cases PERR may actually we analytically derive the optimal setting of the pipeline estimation
increases bias. Here, we seek to clarify the factors leading to good for avoiding long-term inventory drifts. Through a sensitivity analysis,
vs. bad PERR performance. We begin with a directed acyclic graph we highlight the potential benefits of information transparency for im-
(DAG) representation of an observational study possibly subject to un- proving supply chain performance. Finally, we extensively reflect on
measured confounding. Previous work used Monte Carlo simulation the managerial implications.
to calculate joint probabilities for specific combinations of DAG edge
weights (which control the strength of the association between the cor- 3 - On the dynamics of closed-loop supply chain with
responding parent-child pair of variables). Instead, we use Bayesian stochastic remanufacturing lead times
network calculations to obtain joint probabilities analytically. This al- Roberto Dominguez, Salvatore Cannella, Borja Ponte,
lows us to conduct probabilistic bias analysis using a large number of Mohamed Naim, Aris Syntetos
combinations of edge weights, and thus obtain a comprehensive pic-
ture of PERR performance. We apply our methodology to a recent One of the main new sources of uncertainties that differentiate the tra-
study which used PERR in evaluating elderly-specific high-dose (HD) ditional open-loop supply chain (OLSC) and the closed-loop supply
influenza vaccine in the US Veterans Affairs population. That study ob- chain (CLSC) is the quality of returns (i.e., depending on usage, cores
tained an HD relative effectiveness of 25% against flu- and pneumonia- may return to the remanufacturing process in different degrees of qual-
associated hospitalization, relative to standard-dose (SD) flu vaccine. ity). This new uncertainty plays a crucial role in the development of
In this instance, we find that the PERR-adjusted result likely underes- remanufacturing networks, since the capacity required by returns with
timates rather than overestimates relative effectiveness. different qualities might be significantly different. Thus, the high vari-
ability in the quality of used cores is a major issue for uncertainties
in the remanufacturing processing times. In the field of supply chain
dynamics, the impact of the uncertainty in the remanufacturing pro-
cessing time on performance remains unknown, since lead times are
TA-34 assumed to be deterministic. In this paper we perform a simulation
Tuesday, 8:30-10:00 - SOUTH BUILDING UV S113 study (via multi-agent systems) to analyse a serial CLSC, exploring
the impact of stochastic remanufacturing lead times on performance.
Reverse Logistics and Remanufacturing To do so, we benchmark the CLSC with an OLSC. We show that for
low uncertainties in the remanufacturing process it is still possible for
Networks the CLSC to obtain a better performance than the OLSC. However,
when the variability of the remanufacturing process exceeds some lim-
Stream: Sustainable Supply Chains its, the benefits normally obtained by the CLSC are undermined by
Chair: Salvatore Cannella these uncertainties, and thus it may show a lower performance than the
OLSC.
1 - Strategic design of multiple lifecycle products for re-
4 - Bullwhip effect and closed-loop supply chains: system-
manufacturing operations
Neil Geismar, M. Serkan Akturk, James Abbey atic review and simulation analysis
Salvatore Cannella, Roberto Dominguez, Borja Ponte, Jose M
Based on observations from practice, this study analytically investi- Framinan
gates product design philosophies for remanufacturing original equip-
ment manufacturers to determine how the optimal design choice de- This work analyses the inventory and order flow dynamics in closed-
pends on market conditions. Though designing to increase the level loop supply chains (CLSCs). In this kind of supply chains the reverse
of remanufacturability can yield increased profitability by lowering re- flow of materials entering the system for recycling purposes compli-
manufacturing costs, several complicating factors exist. We examine cates the way in which inventories should be managed and replenish-
how these market factors—industry clockspeed, the level of competi- ment policies should be designed. Specifically, we analyse the relation-
tion, and the product’s original market value— interact with character- ships between some reverse logistics’ factors (remanufacturing lead-
istics whose values are determined by the choice of design paradigm: time, return rate of recycled products, reverse order policy, and number
time-tomarket, manufacturing cost, and remanufacturing cost. A key of supply chain tiers) on the order and inventory variance amplification.
determinant of the optimal design choice is the number of profitable We firstly perform a systematic literature review of the related studies.
lifecycles that each design choice provides under specific combina- Secondly, by adopting a difference equation math approach and design
tions of values for the market factors. of experiment we perform a robust what-if analysis of a CLSC un-
der a variety of operational and market conditions. Results show that,
2 - Inspecting the boomerang when it returns: on the im- ceteris paribus, CLSC outperforms a forward supply chain, both in
pact of core quality grading on the bullwhip perfor- mono-echelon and multi-echelon structures and under both stationary
mance of closed-loop supply chains and turbulent market demands. Furthermore, reducing remanufactur-
ing lead-time and promoting information transparency may be crucial
Borja Ponte, Mohamed Naim, Aris Syntetos, Salvatore to improve CLSC dynamics. Finally, we use the research findings to
Cannella, Roberto Dominguez provide interesting managerial consideration about how to reduce un-
necessary operational members’ costs.
We consider a hybrid manufacturing/remanufacturing system where
the returned products (cores) are classified into two quality grades.
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3 - Multi-objective optimization for the selection of wells In 2005, the US government introduced blending mandates to achieve
for a water monitoring campaign of the Patiño aquifer, energy security and cleaner transportation fuels. The Renewable Fuel
Standard (RFS), a federal law, requires blending large amounts of bio-
Paraguay fuels obtained from cellulosic biomass with oil-based fuels. However,
Christian von Lucken, Liz Báez, Cynthia Emilia Villalba since the inception of RFS, commercial production of cellulosic bio-
Cardozo, Juan Pablo Nogues fuels has been stalling due to high conversion costs, low oil prices,
limited availability of agricultural resources, absence of a competitive
In Paraguay, the Patiño aquifer supplies water for 43% of the popula- biomass market, and the perennial nature of energy grasses. The cellu-
tion covering the largest and most densely populated urban area of the losic biofuel industry can become an economically viable reality only
country. A previous work [1] identified 42% of the aquifer with great- if bio-refineries guarantee a steady flow of biomass at a reasonably low
est contamination risk considering Total Nitrogen (TN) and Total Col- price while biomass producers receive adequate returns over a medium
iforms (TC) concentrations. There also exists around 2800 deep wells time horizon. Contracting between producers and bio-refineries is pro-
that extract water from the subsoil with very little sanitary treatment. posed as a mechanism to accomplish these. In this paper we find an
Due to economic and practical constraints it is not possible to analyze optimal contracting scheme, in particular the price of biomass and the
all deep wells. Thus, this work aims to select 70 wells to conduct duration of the contract. Because of the hierarchy and independence
a groundwater quality sampling campaign considering to maximize: of the decisions made by biomass producers and bio-refineries, we for-
contamination risk indices by concentrations of TN and TC, the cover- mulate the problem as a bilevel optimization model. We apply the
age area and the wells which are publicly accessible. A Multiobjective model to a mid-size cellulosic bio-refinery surrounded by numerous
Optimization Problem was defined to obtain the possible selections, risk-averse farmers that may contract with the biorefinery. We present
and the Nondominated Sorting Genetic Algorithm II [2] was imple- the empirical results along with the computational performance of the
mented to solve it. Executions of the algorithm with 100, 200, 300 model.
and 400 generations were produced. The selected wells cover 67% of
the aquifer area with high contamination risk indexes and 48 wells are 2 - The effect of postponement strategies under sequence
publicly accessible. References 1. Báez, L., et al., Mapeo del Riesgo dependent setup times in the wine industry
de Contaminación del Acuífero Patiño. 2014; https://goo.gl/stWkZM. Alejandro Mac Cawley, Sergio Maturana, Benjamin Bastidas,
2. Deb, K., et al., A fast and elitist multiobjective genetic algorithm: Mauricio Varas
NSGA-II. IEEE transactions on evolutionary computation, 2002.
Wineries face a problem during the planning of the bottling process,
4 - Aggregated linear programming models to estimate because they must deal with a large number of products to be pro-
cessed, high-demand variability and sequence dependent setup times.
emissions of livestock production from animal diets Under these conditions, managers must generate scheduling plans
Concepcion Maroto, Marina Segura, Concepción Ginestar, which are both cost efficient and can fulfill the demand of the client. In
Baldomero Segura some cases, they can resort to the postponement of the labeling of bot-
tled wines; in order to gain productivity but in the process, they must
The European Union has decreased greenhouse gases emissions in the incur in a extra double handling cost. In this research, we look to as-
majority of sectors since 1990. In particular, the reduction amounts to sess the impact of implementing production planning models that inte-
20% in agriculture, whose main source of emissions of carbon dioxide, grate postponement strategies in high demand variability and sequence
methane, and nitrous oxide is livestock production. As feed intake is dependent setup times conditions. We analyze the performance im-
an important variable in predicting emissions, which depend on ani- pact of postponing the labeling of bottled wines by developing a multi-
mal nutrition, the objective of this research is to design and explore the stage mixed-integer stochastic programming model with full recourse
contributions of linear programming models to improving the quality for demand scenarios. The underlying data and policies are based on
and accuracy of livestock emissions at country level. Firstly, we have an unnamed Chilean export-focused winery. The model supports lot-
developed a linear programming model to estimate the most important sizing under several winery production policies. Results show benefits
emission factors attributable to diet in animal production. Secondly, of implementing postponement strategies under given capacity of the
we have applied this model to Spanish intensive livestock farms, con- system, demand variability and setup times.
centrating on pork and poultry because of their relevance in the Euro-
pean Union, where the consumption of pork meat is the highest fol- 3 - Households’ decision processes in an agent-based sim-
lowed by poultry with 21 and 13.7 million tons respectively in 2016. ulation using PROMETHEE
Both types of meat are also the most important worldwide. Model data Beatriz Beyer, Lars-Peter Lauven, Jutta Geldermann
come mainly from EUROSTAT and FAOSTAT. LINGO was used to
formulate and solve the models, as well as to carry out the sensitivity In Germany, heating demand is largely covered by fossil fuels, which
analysis. Finally, the developed models generate relevant information causes 40 % of all energy-related greenhouse gas emissions. Some 80
for improving the accuracy of emissions inventories. In addition, they % of the central heating systems in Germany use combustion technolo-
are suitable tools to study the effects on greenhouse gases and pollutant gies, and 70 % of its 20.7 million residential heating systems are older
emissions due to changes in feed price, expert nutrition recommenda- than 15 years and correspondingly energy inefficient. Households’ de-
tions and agricultural policy. cisions for a heating system are long-term investments and influence
the sustainability of the market over a long time. In order to obtain
deeper insights on the market dynamics for a more sustainable heating
market, we developed an agent-based simulation model and applied it
to Lower-Saxony, a region in northwestern Germany. Different agents
in the model represent various households and their dissimilar deci-
TA-50 sion behavior concerning investments into heating systems. The in-
Tuesday, 8:30-10:00 - 4D UPV 1.1 dividual decision processes are modeled as multi-criteria decisions us-
ing PROMETHEE. With the combination of an agent-based simulation
and multi-criteria decision processes of individual households, the pos-
Optimization of Biomass-Based Supply sible effects of different legislations can be observed more closely. Dif-
Chains ferent scenarios concerning demand and price fluctuations, behavioral
changes, and incentive programs are simulated. Thus, this agent-based
Stream: Biomass-Based Supply Chains simulation of the heating market allows for a better understanding of
Chair: Magnus Fröhling the interdependencies and can therefore be used a decision support sys-
tem for industry or legislator.
1 - Designing optimal contracts between biomass proces- 4 - Combining GIS and location planning to evaluate
sors and producers in the US biofuels industry biomass utilisation chains
Sinem Tokcaer, Ozgur Ozpeynirci, Hayri Onal Magnus Fröhling, Andreas Rudi, Charlie Liebscher
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TA-51 EURO 2018 - Valencia
The presentation investigates the combination of Geographical Infor- management regime in Germany. Compared to this one-dimensional
mation Systems and Operations Research Techniques for Location minimisation, the multi-objective solution can result in more than 80
Planning for the evaluation of Biomass Utilisation Chains. Thereby % lower emissions and 20 % reduced cost with minimal changes to the
it is aim to make use of as much spatial information stored in the GIS deviation from the initial market result.
and the underlying maps as possible while at the same time using com-
binatorial optimisation approaches to find optimal configurations of the
3 - Soft-linking capacity expansion problems: develop-
biomass value chain. The presentation introduces the topic, potential
approaches and provides insights through an example application for ment of local energy systems connected to the central
the German Federal State of Saxony and different bio-refinery con- grid
cepts. Stian Backe, Pedro Crespo del Granado, Dimitri Pinel, Asgeir
Tomasgard, Magnus Korpås
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EURO 2018 - Valencia TA-53
1 - Improving the efficiency of the operating room envi- the treatment can start, is subject to uncertainties (e.g. due to patient in-
ronment with a generalizable optimization and machine flow) that hamper the design of a simple workflow control system. RT
pre-treatment workflow is driven by the scheduling of the first irradia-
learning model tion session, which is usually set right after consultation (pull strategy),
Margaret L. Brandeau but can alternatively be set after (some of) the pre-treatment operations
The operating room is a major cost and revenue center for most hospi- have been completed (push strategy). In this work, we use discrete-
tals. Thus, more effective operating room management and scheduling event simulation to test several configurations of workflow control and
can provide significant benefits. In many hospitals, the post-anesthesia assess the optimal allocation of the doctors’ activities (consultation and
care unit (PACU), where patients recover after their surgical proce- contouring) in each configuration. A case study using data from a large
dures, is a bottleneck. If the PACU reaches capacity, patients must wait RT department of a Dutch hospital has been undertaken, in which fluc-
in the operating room until the PACU has available space, leading to tuations in patient inflow and resource availability are considered. By
delays and possible cancellations for subsequent operating room pro- comparing both strategies for lung cancer patients, preliminary results
cedures. We develop a generalizable optimization and machine learn- show that a push strategy leads to a 22% reduction in the average wait-
ing model to sequence operating room procedures so as to minimize ing times and 25% fewer appointment cancellations, whilst a pull strat-
delays caused by PACU unavailability. Specifically, we use a ma- egy leads to 5% less patients breaching the waiting time targets and,
chine learning approach to estimate the required PACU time for each unlike push, avoids the need for overtime work. These findings help us
type of surgical procedure, we develop and solve two integer program- identify the optimal balance between the push and pull strategies.
ming models to schedule procedures in the operating rooms so as to
minimize maximum PACU occupancy, and we use discrete event sim-
ulation to compare our optimized schedule to the existing schedule.
We built the model with data from Lucile Packard Children’s Hospi-
tal Stanford and are currently developing plans to implement it at the TA-53
hospital. Tuesday, 8:30-10:00 - 4D UPV 1.4
2 - Stochastic appointment scheduling in a team primary Product Line Design, Strategic Consumer
care practice with two nurses and two providers
Ana Muriel, Hyun Jung ’Joanne’ Alvarez Oh, Hari
Behavior, and Distribution Channel
Balasubramanian, Ekin Koker Stream: Operations/Marketing Interface
We consider the team primary care practice scheduling problem where Chair: Ovunc Yilmaz
each patient is seen by one of two available nurses before seeing
her provider. Both steps have uncertain durations. The patients can 1 - The impact of distribution channels on trial-version pro-
crossover in schedule, so the order of patients seen by the nurse might
not be the same as the order in which the provider sees patients. We de- vision with a positive network effect
velop a two-stage stochastic integer programming model to solve the Fan Li, Zelong Yi
challenging scheduling problem of determining patient appointment Many software developers provide end-users free trials with limited
times, given in 15-min time intervals, so as to minimize a weighted functionality to facilitate distribution of their commercial products.
combination of patient wait and provider idle times for the team prac- Meanwhile, in the international market, some developers authorize lo-
tice. To overcome the computational complexity associated with solv- cal agents to resell software products to consumers. In this paper, we
ing the problem under the large set of scenarios required to accu- explore a software developer’s optimal trial strategy in the presence of
rately capture uncertainty in this setting, our approach relies on a lower agent participation. Due to agent participation, the double marginaliza-
bounding technique based on solving an exhaustive and mutually ex- tion effect may result in a higher price and a lower demand of the com-
clusive group of scenario subsets. Our computational results identify mercial software. We find that, if the network effect intensity is strong,
the structure of optimal schedules and quantify the impact of nurse the developer will release a trial and attract trial users to secure greater
flexibility, patient crossovers and no-shows. We conclude with practi- positive externality, which is consistent with the case without agent
cal scheduling guidelines for team primary care practices. participation. However, if it is weak, the developer may still release a
trial to public, which stands in sharp contrast to the case without agent
3 - Effective and equitable appointment scheduling in reha-
participation. The trial is released in order to countervail the negative
bilitation centers double marginalization effect. We also extend this work by endogeniz-
Pinar Keskinocak, Idil Arsik, Kirthana Hampapur, Kristin ing trial quality, examining differentiation induced by different firms in
Goin the supply chain to make the trial releasing decision and investigating
the effects induced by consumers’ differentiated using costs towards
Appointment scheduling in rehabilitation centers is a complex process; the free trial version and the commercial version.
unlike in a primary care clinic setting, each patient needs a combina-
tion of services that is specific to his/her condition to be scheduled over 2 - Managing risk of change based on similarity of propa-
multiple days and time slots with different providers/equipment/aides. gation effects
Providing ideal care to patients with different needs and ensuring
timely access to treatment is critical for patient outcomes. In a col-
Qing Yang
laborative project between the Shepherd Center, a rehabilitation insti- During the design process, changes from the product’s requirements
tute for patients with brain injuries, and Georgia Tech, we developed may cause redesign to many independent activities. Identifying and
a decision support-tool which employs heuristics and mixed integer managing propagation risks of change is a great challenge for the prod-
programming models for efficient and effective scheduling while effi- uct development (PD) projects. Any PD project can be described as a
ciently utilizing resources. Shepherd Center has been using the tool set of activities, where the dependencies between them can be repre-
since late 2017 and the enhancements to the tool is ongoing. sented by a Design Structure Matrix (DSM). The proposed model uti-
lizes similarity matrix of propagation effects from a risk propagation
4 - Improving timeliness in radiotherapy using discrete- DSM to depict the change propagation between dependent activities.
event simulation modeling In this model, we assume that each team is involved in multiple ac-
Bruno Vieira, Derya Demirtas, Jeroen B. van de Kamer, tivities. Based on the analysis results, the project manager select and
Erwin W. Hans, Wim van Harten implement the scheme of design change with the least workload and
the highest similarity rank. The effectiveness of the integrated model
In radiotherapy (RT), the minimization of the time between referral has been described with an illustrative case example. Such predic-
and start of treatment (waiting time) is increasingly important to miti- tion and quantification of change risk would help project managers
gate tumor growth and avoid psychological distress in cancer patients. and engineers overcome project completion and risks for a proposed
However, the RT process, involving a chain of preparation steps before change.This paper propose an improved CPM method by integrating
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TA-54 EURO 2018 - Valencia
three path’s level to measure the integrated risk propagation of change players plays a fundamental role in avoiding match repetitions and in
in the development design process. increasing the diversity of matches. This work develops a methodol-
ogy for enforcing fairness in single-elimination tennis tournaments in
3 - Empirically estimating strategic behavior for hotel terms of match repetitions reduction in consecutive tournaments. The
standby upgrade programs considered tournament allocation problem amounts to solving a clus-
Ovunc Yilmaz, Mark Ferguson, Pelin Pekgun, Guangzhi tering problem by means of mathematical programming. We report
results and solutions for real-life instances related to Grand Slams in
Shang 2017. An alternative constructive approach followed by a local search
A recent innovative approach in the hotel industry is Nor1’s standby step is also proposed. This approach shows up to generate reasonably
upgrade program, where discounted availability-based upgrades and good solutions in a limited amount of time. Computational testings
add-ons (e.g., parking) are offered to guests, and guests are only indicate that appreciable improvements are obtained for both the ex-
charged if the upgrade or add-on is available upon their arrival to the pected number of match repetitions and a related measure of fairness.
hotel. As a result, the proposed approach can be seen as a valid alternative to
pursue a fair allocation in ATP tournaments generation without signif-
This program is marketed as being beneficial for the hotel by mon- icantly altering the draw procedure.
etizing premium room inventory that may otherwise go unused and
creating awareness for add-ons. Hotel chains see value in standby up- 3 - Avoiding combinatorial clashes for The Champions
grades for selling auxiliary services, however they are aware of the po- Hockey League group stage draw
tential cannibalization of premium room bookings because of strate-
gic guests who are savvy enough to choose a standard room over a
Stephan Westphal, Martin Dahmen
premium room with the expectation of being offered a discounted pre- For the season 2016/2017, the Champions Hockey League (CHL) was
mium room through standby upgrades. performing a Group Stage Draw in which 48 teams had to be drawn out
In this research, we investigate the existence and the extent of strategic into 16 groups of three teams each. The allocation of the teams to the
behavior, utilizing 16-month booking and standby upgrades data over groups had to be done in a way such that teams coming from the same
a set of hotel properties and identify the characteristics of hotels where league were not drawn out into the same group. Furthermore, clubs
strategic behavior is prevalent. In addition, we offer a new pricing pol- from leagues where the national teams were participating in the final
icy which bring significant revenue improvements. olympic qualification tournament could also not be drawn out into the
same group. Whenever during the draw the assignment of a team to a
group is not possible because it raises a league conflict or an olympic
qualification conflict in this particular group, we will call this a "direct
conflict". These are easy to see and can thus be prevented easily. But
there are also "combinatorial conflicts" which are hard to detect. These
TA-54 are conflicts which arise when a team is allocated to a group in which
Tuesday, 8:30-10:00 - 4D UPV 1.6 it does not provoke any direct conflict but the set of remaining teams
in the pots cannot be assigned without direct conflicts anymore. Since
OR in Sports the Draw was broadcasted live, the CHL needed to know immediately
if an assignment would have led to a direct or a combinatorial conflict
Stream: OR in Sports and to which group the teams had to be allocated directly after they
have been drawn out of the pots. In this talk we discuss the algorithm
Chair: Stephan Westphal based on an integer programming model, which was used by the CHL
for the 2016/17 Group Stage Draw.
1 - Home-away pattern sets: properties, experiments, and
flexibility
Frits Spieksma, Dries Goossens
Scheduling a round robin tournament has attracted a lot of attention in TA-55
the scientific literature. More specifically, deciding upon the matches Tuesday, 8:30-10:00 - 4D UPV 2.1
to be played in each round of a double round robin (DRR) tournament
is known to be of great practical importance in scheduling soccer com- Technical Issues in Practice
petitions. A popular approach to do so is the first-break-then-schedule
approach. In such a hierarchical approach, a first decision concerns the Stream: Making an Impact I
Home-Away Patterns (HAPs) to be used by the teams, and a second
decision concerns the scheduling problem: which match to be played Chair: Sofiane Oussedik
in which round. Clearly, the latter decision crucially depends on the
HAP-set that is chosen in the first phase - indeed, two teams whose 1 - Always count the cost - shortest path calculations in
patterns dictate they both play home in a particular round, cannot meet transport logistics
in that round. In particular, it is conceivable that in the scheduling Stefan Hug
phase, a constraint is revealed that is incompatible with the given HAP-
set. This would need to be solved by either changing the HAP-set, or What is the main goal of our customers in Transport Logistic Sector
by putting energy into mitigating the effects of violating that specific when it comes to route optimization? Not surprisingly - saving money.
constraint. The theme of this note is that not all HAP-sets are created In order to achieve this goal it is essential to be able to calculate ’prac-
equal. Indeed, different HAP-sets have different chances of leading to tically adequate’ shortest paths in huge road networks extremely fast.
incompatible constraints. We take stock of the HAP-sets that are be- Practical adequacy requires the consideration of a plethora of addi-
ing used in practice, and we propose measures for the flexibility of a tional data such as predicted and live traffic information, vehicle- and
HAP-set. time-dependent toll prices as well as physical and legal limitations.
Since this data is becoming increasingly accurate and available it is
2 - Fair players allocation in ATP tournaments generation essential to exploit this technological progress in the calculation to get
Gabriele Dragotto, Federico Della Croce, Rosario the most realistic result. As vehicle characteristics and start times vary
Scatamacchia in shortest path web services with every single calculation the use of
speed-up techniques often has limitations in real life use-cases. In this
Single-elimination tournaments are a popular type of tournament session we present challenges we as PTV Group had to face when in-
among sports, with emphasis in tennis. Despite the current draws corporating different data in our shortest path algorithm, we show how
mechanism prevents seeded players from matching in early rounds, we dealt with these challenges in our applications and use-cases and
match repetitions in consecutive tournaments in time may occur among invite you to comment and share your own experiences.
the other players. Therefore, the allocation process for non-seeded
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2 - IT architectures for OR applications deployment Biodigesters are bioreactors able to transform organic garbage into bio-
Sofiane Oussedik gas and biofertilizer. Organic garbage is processed from the activity of
a microbial consortium that promotes the decomposition of complex
The session is aimed at OR practitioners who deploy applications to organic substances into simple, chemically stabilized compounds. In
business users. Deploying applications requires a functional architec- this context, biodigesters are important because promote waste treat-
ture and the corresponding technical architecture to be well defined. ment, reducing its hazardous effects on the biosphere and produce bio-
Most of the Euro conference is dedicated to OR techniques and ap- gas, that is a renewable energy source. Biogas is, basically, a mix
plications; this will be a short introductory session to the 50-70% of of methane, carbon dioxide, and hydrogen. Methane can be used for
work that needs to be done to get an OR model to deliver value to a combustion in boilers, cogeneration, to drive means of transport and
business user. Participation in the discussion from practitioners is very can be used as a source of hydrogen. Hydrogen is considered the fuel
welcome. of the future because it is a renewable and clean energy source. Hydro-
gen can be used in internal combustion engines or fuel cells producing
virtually no greenhouse gas emissions when combusted with oxygen,
once only water vapour is produced. In short, biodigesters today play
an important role in generating energy and protecting the environment.
TA-56 On other hand, anaerobic biodigestion is a complex process and re-
Tuesday, 8:30-10:00 - 4D UPV 2.2 quires control of many factors for better efficiency in the conversion
of organic matter into biogas. The objective of this work is to propose
optimization techniques to determine optimal planning of biodigesters
Optimization of Energy Systems construction and operation, in which the total conversion of organic
effluents to biogas occurs efficiently.
Stream: Optimization in Renewable Energy Systems
Chair: Welington de Oliveira 4 - Stochastic dual dynamic programming with modified
cuts applied to the Brazilian long-term hydrothermal
1 - Energy plant operation and installation plan via scheduling problem
stochastic programming Welington de Oliveira, Felipe Beltrán, Guilherme Fredo,
Tomoki Fukuba, Shuichi Isomura, Takayuki Shiina Erlon Finardi
The spread of renewable energy is an important problem on a global In systems with hydraulic predominance, the long-term hydrother-
scale. In large facilities such as factories and shopping centers, in- mal scheduling problem (LTHS) is usually formulated as a multistage
troduction of renewable energy is desired. However, when renewable stochastic program whose objective is to obtain an implementable
energy is introduced, the energy plant operation plan needs to consider power generation policy providing minimal costs (on average, or based
the uncertainty of its output. We develop a stochastic programming on some risk measure). A classical optimization technique for solving
model of energy plant at large facilities when solar power generation LTHS problems is the stochastic dual dynamic programming (SDDP),
and storage battery are introduced. The uncertainty of the output of so- which employs two main steps: a forward step for generating trial
lar power generation is represented by a set of discrete scenarios, and policies, and a backward one to construct Benders-like cuts. As the
the expected value of the operation cost is minimized. The stochastic SDDP is a sort of cutting-plane method, it can exhibit slow conver-
programming model is formulated using nonlinear constraints because gence when dealing with large-scale optimization problems. In order
it is necessary for a real operation plan. This model can be transformed to accelerate the SDDP method, we modify its cuts in the forward step
into a mixed integer programming problem. For the nonlinear con- by employing some ideas related to the Chebyshev center of the SDDP
straints, we use piecewise linear approximation and reformulate the subproblems’ feasible sets. Essentially, the cuts are lifted by a pa-
model using SOS2 constraint. As a result, it became possible to ob- rameter that vanishes along the iterative process without compromis-
tain exact solutions. In this model, the decision variable increases ing convergence analysis. Numerical assessments on the large-scale
according to the number of scenarios and points of piecewise linear Brazilian LTHS problem with individualized decisions per plant, over
approximation, and it becomes a very large mixed integer program- a five-year planning horizon with monthly decisions, indicate that the
ming problem. We show the usefulness of the stochastic programming new proposal significantly accelerates the SDDP method performance.
model by comparing it with the deterministic model. As an economic The new technique computes better lower bounds and (approximately
assessment, we show the recovery period for the initial investment of optimal) implementable policies in less than 40% of the CPU time re-
solar power generation and storage battery. quired by the classical method.
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constraints. We present a detailed example of the first known applica- The increasing availability of online resources for learning Operations
tion of Linear Programming (LP), which is an optimization technique, Research, developed mainly for online courses and flipped classroom
to Positive Action, a social emotional and character development pro- approaches, is having a great influence on students’ performance in
gram that includes a six-unit, teacher-delivered, classroom curriculum. face-to-face teaching. The objectives of this paper are to elicit stu-
We detail how we used LP to calculate the optimal levels of program dents’ preferences for learning resources, which include books, slides,
implementation needed to minimize substance use, subject to known videos and exams, as well as assessing their influence on students’ per-
levels of implementation barriers. Specifically, we found teaching 3-4 formance in learning Operations Research in Business Administration
lessons weekly per unit minimized substance use. Findings from this and Management degree. Preferences for different types of learning
exploratory study support the utility of applying LP during the program resources have been elicited by qualitative and quantitative methods.
planning and implementation processes. Firstly, we have used the Likert scale as the most frequent procedure to
measure students’ perceptions of higher education studies. Secondly,
2 - Markovian decision models to design public policies on the AHP method provides a new and quantitative approach, appropri-
ate for eliciting individual preferences and aggregating them to build
critical patient units in a public health network group preferences. In addition, AHP allows us to analyse inconsistent
Alejandro Cataldo, Antoine Sauré, Jonathan Patrick responses from students. We have carried out appropriate statistical
analyses in both cases. The results show that students use a blend of
Patients arriving in a critical state to the urgency ward of a hospital traditional and online materials, although there are significant differ-
must be treated in one of the two types of critical patients’ care unit: ences in the preferences for resources amongst different groups of stu-
intensive care or intermediate treatment. In general, patients are treated dents. Finally, we discuss the students’ performance, which depends
in the corresponding unit, using the diverse resources of the hospital. on the relative degree to which they used specific resources and their
personal goals for the subject mark, as well as strategies to improve
Since, generally, the resources are scarce (beds, equipment, and med- Operations Research learning.
ical staff), we have developed public policies that allow the manage-
ment of these types of medical care units as a network. These policies 2 - How dropping their worst homework might be prejudi-
consider, among other things, movement of patients between hospitals
within the network, the modification of the capacity of the network cial to your students: an application of Simpson’s para-
over time, the modification of the beds types, the possible creation of dox and its impact on equity
new care units, and the design of contracts for outsourcing capacity Javier Rubio-Herrero
with private clinics.
Dropping the worst homework, or the homework with the lowest grade,
To support the design of these policies for the Public Health system is a common practice that instructors do when they intend to increase
in Chile, we have constructed Markov decision models to represent their students’ grades. The following article shows that if this measure
the system, and we have used them to evaluate the expected impact of is taken at some stage during the course, other than at the end of it,
certain decisions the grade of some students worsens after dropping their worst home-
work and the perception of their performance is biased. To illustrate
3 - Financial performance index for hospitals: DEA ap- this phenomenon, we provide an example in which this decrease can
proach. Case of Poland be of almost 4% and we find that this effect is more felt if a student has
performed poorly in a midterm exam, i.e. it targets those to whom this
Justyna Rój policy is supposed to help. While in terms of equality this policy is
usually extended to all the students, we conclude that its performance
Abstract: Hospitals’ financial conditions is very important, in terms of fails when it comes to assessing its equity. This is due to the effect of
their availability. Moreover, in Poland, inpatient’s services consume is the so-called Simpson’s Paradox.
an important part of National Health Fund resources. The objective of
the study is to use a financial performance index (FPI) for regional hos- 3 - OR for children: robotic warehouse simulation using
pitals using Data Envelopment Analysis (DEA), and to evaluate and Lego Mindstroms
then to compare also this measure with various financial ratios com-
monly used to indicate performance levels. This employed approach
Lin Xie
of FPI is based on the financial ratios and DEA method and was pro- In this paper, we aim at introducing one of the well-known OR-
posed by Ozcan and McCue. This method allows to overcome the methods, called simulation, to children. Instead of using classical pro-
weaknesses of financial ratios analysis. The DEA model generated FPI gramming language, we choose the hand-on simulation to teach 20
scores are based on four maximizing oriented financial performance children, between 8 and 12 years old, to simulate a robotic warehouse,
ratios: return on assets, operating cash flow per bed, operating mar- similar to Amazon Kiva System. In such system, robots are sent to
gin and total asset turnover ratios. The research has been conducted carry storage units from the inventory and bring them to human opera-
on the nonprofit general regional Polish hospitals, using data covering tors, who work at picking stations. At the stations, the items are packed
the period of the 2017 year. The results will allow to identify efficient according to the customers’ orders. Such hand-on simulation utilizes
and poor performing hospitals and also to provide their financial ratios storage and retrieval robots made from Lego Mindstorms’. The chil-
characteristics and optimal combination. dren are divided into groups to simulate different parts of the robotic
warehouse, such as picking station, storage area, in a given control
system (called "RawSim-O"). Because of utilizing such hand-on sim-
ulation, the children should understand the process of e-commerce and
operations within a robotic warehouse.
TA-58 4 - Introducing network optimization problems to middle
Tuesday, 8:30-10:00 - 4D UPV 2.4 school students
Marta Pascoal
Teaching OR/MS III
In this work we describe a set of activities for middle school students,
Stream: OR Education with the goal of presenting them graphs/networks and simple optimiza-
Chair: Marta Pascoal tion problems that can be defined on those structures. The problems
are presented from the most intuitive to solve to the most complex one,
showing the students the increasing difficulty of the problems. This
1 - Students’ preferences for learning operations research motivates the introduction of both exact and heuristic methods. This
elicited by using qualitative and AHP methods general structure has been used in lectures at schools and in problem
Marina Segura, Concepcion Maroto, Concepción Ginestar, solving workshops for students with interest in Mathematics.
José Ramónn Navarro
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EURO 2018 - Valencia TA-60
TA-59 The optimization problem is bi-level: the lower level depicts compet-
itive power markets, modelled as a welfare-maximizing independent
Tuesday, 8:30-10:00 - 4D UPV 2.5 system operator (ISO); at the upper level, we have a storage investor,
who can either (i) maximize its profit or (ii) maximize social welfare.
Policy-Enabling Models for the Power Sector Thus, depending on the objectives of the upper-level decision maker,
storage can be used for arbitrage, as peaking or ramping capacity, or
Stream: Technical and Financial Aspects of Energy Prob- as a mechanism to avoid power transmission congestion. In order to
lems solve the bi-level model, we formulate the problem as a mathemati-
Chair: Afzal Siddiqui cal program with equilibrium constraints (MPEC) and thereafter as a
mixed-integer quadratic program (MIQP) via disjunctive constraints
for the KKT conditions of the MPEC.
1 - Analysis of storage and water value in power systems
As a case study, we apply the model to a Western European test grid to
for policymaking on renewable energies see which would be optimal storage investment sizes and locations in
Diego Tejada, Afzal Siddiqui, Sonja Wogrin, Efraim Centeno cases (i)-(ii).
Hernáez
4 - Economic and environmental consequences of market
As variable Renewable Energy Source (vRES) production, e.g., so-
lar and wind, increases, additional Energy Storage (ES) capacity may power in the South-East Europe regional electricity mar-
be desirable in order to manage vRES intermittency. Moreover, since ket
Battery Energy Storage Systems (BESS) cost is expected to decrease Afzal Siddiqui, Verena Viskovic, Yihsu Chen, Makoto Tanaka
in the next 10 to 15 years, intra-day storage, e.g., BESS, dispatch could
affect inter-day storage, e.g., hydropower, dispatch and its opportunity We investigate market power in electricity and CO2 emissions permit
costs, i.e., water value. Existing medium- or long-term hydrothermal markets in the South-East Europe Regional Electricity Market, which
dispatch models provide the water value only on a weekly or monthly comprises both EU members subject to the EU Emissions Trading Sys-
basis and, consequently, neglect hourly water-value signals due to this tem (ETS) and non-EU members exempt from it. We examine how a
coarse time resolution. However, short-term BESS decisions in energy dominant firm can affect market outcomes by manipulating both elec-
and reserve markets have an impact on the water value (or opportunity tricity and permit prices in a game-theoretic framework. We formulate
cost) of long-term storage and should be reflected with a higher degree (i) a perfect competition equilibrium model and (ii) a bi-level model,
of precision. We develop a novel, computationally tractable frame- with a dominant firm from Italy. The former is rendered as a quadratic
work for hydrothermal coordination in which hourly storage values program (QP) and the latter a mixed-integer quadratic programming
(short-term signals) are co-optimized with seasonal storage (long-term problem (MIQP). We have two scenarios: no cap (NC) and binding
water value signals). Thus, hourly opportunity costs, i.e., storage and cap (BC) on ETS emissions (10% reduction from NC). Under QP-BC,
water values, for inter- and intra-day storage can be obtained consid- a permit price of EUR 8.64/t decreases ETS production, increases ETS
ering both short- and long-term signals. We analyze a reduced version electricity prices, and entices non-ETS production resulting in more
of Spanish power system, and the results are used to identify possible exports to ETS. Consequently, 38.6% of the ETS emissions reduction
policy drivers for ES and vRES investments considering the interaction is leaked to non-ETS. Comparing MIQP-NC with QP-NC, the leader
of inter- and intra-day storage. withholds generation by 6% in order to raise prices and increases its
profit by 1%. Under MIQP-BC, the leader further withholds its output
2 - Switching options in peaking power plants: enticing and lowers the permit price to EUR 6.55/t. This way, the leader raises
availability by capacity remuneration electricity prices in Italy and increases its profit by 2.15% vis-à-vis QP-
Stein-Erik Fleten, Erik Haugom, Alois Pichler, Carl Ullrich BC. However, in other ETS countries, the lower permit price translates
into lower electricity prices. This inflates electricity consumption lead-
In this paper we use a nonparametric structural estimation model and ing to higher non-ETS production, which increases leakage to 40.6%.
data from the northeastern United States to estimate the costs of shut-
ting down, starting up, and abandoning peaking power plants. Switch-
ing costs are difficult to determine in practice and can vary substan-
tially from plant to plant. The paper develops a real options model to
explain switching and maintenance behavior of plant managers. The
constrained optimization approach to estimate crucial costs accommo-
TA-60
dates non-parametric dynamics for the expectations of the plant man- Tuesday, 8:30-10:00 - 4D UPV B.5
agers regarding future profitability. The empirical analysis is based on
a database of the annually reported status of power plants to the United EURO Excellence in Practice Award I
States Energy Information Administration (EIA) during 2001–2016.
From our estimates of switching (and maintenance) costs we can infer Stream: EURO Special Sessions
the costs which would be avoided if a peaking plant were taken out of Chair: Ulrich Dorndorf
service for a year. This so-called avoidable cost plays an important role
is electricity capacity markets such as the Reliability Pricing Model in
PJM. Our avoidable cost estimates are less than the default Avoidable 1 - A combinatorial exchange for fishery access rights
Cost Rate (ACR) in PJM. This indicates that consumers may be over- Martin Bichler, Douglas Ferrell, Vladimir Fux, Jacob Goeree
paying for system reliability.
We present the design and implementation of a combinatorial exchange
3 - Utility-scale energy storage in an imperfectly competi- for trading catch shares in New South Wales (NSW). The market pro-
vided a market-based response to a substantial policy problem in fish-
tive power sector eries worldwide: the reallocation of catch shares among fishers in
Ahti Salo, Vilma Virasjoki, Afzal Siddiqui a cap-and-trade system designed to prevent overfishing. The design
needed to address several key challenges to overcome a long struggle
As many other industries, the energy sector is increasingly subject to
about the right way to reallocate shares. Participants wanted to be able
environmentally sustainable operations. This has spurred the share of
to submit all-or-nothing package bids. Also, prices were required to be
variable renewable energy sources (VRES) in power generation over
anonymous and linear such that sellers of two identical packages would
the last years. Nevertheless, VRES are non-dispatchable, which cre-
get the same payment. These features were crucial for the adoption of
ates new challenges for power producers and energy systems manage-
the market design but difficult to accommodate in a market design. The
ment. Consequently, interest in utility-scale energy storage systems
requirements led to a computationally challenging allocation and pric-
has increased.
ing problem that addressed the key concerns of the stakeholders. The
We construct a complementarity model to study optimal energy storage market was organized in summer 2017 by the government and suc-
investments. Our focus is on utility-scale battery storage technologies. cessfully put the shares into the hands of those who needed them most.
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In this talk we consider a Branch and Cut Approach for the determi- We construct an optimal investment portfolio model with deferred an-
nation of an efficient network of recharging stations for long distance nuities for an individual investor saving for retirement. The investor’s
traveling. By partial dualization of an Integer Programming model real labour income has two exogenous shocks: permanent and tempo-
from literature we obtain a Branch and Cut Approach that incorporates rary. The objective function consists of power utility in terms of se-
separation algorithms, Integer Programming based cutting planes and cured retirement real income from two types of the deferred annuities:
a problem specific branching scheme. A computational study shows, nominal-fixed and inflation-protected, as well as before-retirement be-
that our algorithm is powerful enough to solve the considered problem quest from liquidable assets of cash, nominal bond, inflation-linked
even on realistically sized networks. bond, and equity funds. The asset universe is governed by a vector
autoregressive model. We use multi-stage stochastic programming to
4 - A capacitated directed cycle hub location problem un- solve the optimization problem numerically. Scenarios are generated
der congestion and uncertainty by introducing a new structure combining a scenario tree with scenario
fans to cover economic scenarios over the individual’s whole life. We
Cihan Butun, Sanja Petrovic, Luc Muyldermans devise a quadratic optimization program to generate the labour income
shocks scenarios. Our numerical results show that the optimal invest-
This study is concerned with the liner shipping network design and op- ment and deferred annuity choice depends on the individual’s prefer-
timisation. For this purpose, two problems are defined. First, a capac- ences, labour income shocks, and financial markets expectations. Av-
itated directed cycle hub location problem under congestion is defined erage optimal asset allocations represent decreasing-risk profiles with
and a mixed nonlinear programming model is formulated. The prob- age. Analysis on certainty equivalent values also proves that his wel-
lem is to find the optimal number and locations of hub ports, determine fare is diminished by 40% if deferred annuities are not available. The
allocations of non-hub ports to these hubs, and routing of cargo flows results are consistent with previous studies, but also provide novel sup-
so as to minimise the total cost of transportation. Congestion is incor- port for deferred annuities as a major source of retirement income.
porated into the model by modelling each hub as an M/M/1 queuing
system. To solve this problem a Tabu search algorithm is proposed. 3 - Intertemporal analysis of mutual funds investing in Eu-
Due to the complexity of the problem, Tabu search is used to improve
hub locations and node allocations only, and hub-level route is formed ropean stocks: the analysis of herding through central-
by local improvement at each iteration of the algorithm. The search ity measures
is diversified using a long-term memory of hub locations. The second Giulia Rotundo, Anna Maria D’Arcangelis
problem is defined by incorporating uncertainty into the first problem.
Pairwise demand and transportation costs are identified as sources of The present analysis shows some results on an intertemporal sample of
uncertainty. The problem is studied by assuming: only demand, only equity mutual funds investing in European stocks from 2007 to 2016.
transportation costs, and both parameters being uncertain. A suitable The work aims at understanding the relevance of centrality measures
modelling approach is presented and solution methods are discussed. in herding detection. The idea is to examine to which extent meth-
Computational experiments are done using four data sets and results ods and measures originally developed for networks may contribute to
are analysed using important concepts of hub location problem and the detection and measurement of herding in mutual funds returns. We
liner shipping. Finally, future research opportunities are discussed. started through an analysis of the existing literature considering two in-
dicators of herding that are most used in literature: the CSSD measure
of Christie and Huang (1995), that is a Cross Sectional Standard Devia-
tion against the market index, and the similar CSAD measure of Chang
et al. (2000) that detects dispersion through a Cross-Sectional Abso-
lute Deviation. Our analyses introduce the network component adding
TB-04 centrality measures as explanatory variables to the classical regression
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S104 analysis used for herding. To this aim, the centrality measures were
calculated on the network build from the correlation matrices, properly
Investments and Asset Allocations: filtered through appropriate thresholds. Since it can be expected that
the dynamics of funds is due to the role of the benchmark in the man-
Methods and Applications agement, we repeated the analysis on the residuals of the Single Index
Model returns. As the residuals represent the idiosyncratic component
Stream: New Challenges in Investment Strategies, Risk of the returns, this last analysis highlights the different behaviour of
and Financial Modelling mutual fund managers due to active management.
Chair: Anna Maria D’Arcangelis
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4 - Optimal cash rationing strategies for a two-product, Risk assessment (RA) is an activity performed to determine the hazards
cash constrained retailer’s inventory system under that may exist in the work areas. RA deals with complex expressions
including hesitancy as it contains linguistic data. This study proposes a
stochastic demand novel two stages intuitionistic fuzzy RA based on Intuitionistic Fuzzy
Youssef Boulaksil Analytic Network Process (IF-ANP) and intuitionistic mathematical
modeling. In the first stage, by considering the effects between each
We consider a small, traditional retailer, which we refer to as a nanos- risk factor (RF) and relations between FMs, importance weights of RFs
tore, managing its inventory under strict cash-constraints. That is, are computed and the rankings of FMs are obtained with IF-ANP. In
since suppliers require immediate payment of goods delivered, only the second stage, an intuitionistic mathematical model has been estab-
on-hand cash available can be used for replenishments. The nanostore lished reflecting the real constraints of the company as cost, safety level
is selling two products, which differ in profitability, acquisition price, and the rankings’ weights of FMs obtained from IF-ANP to determine
and demand pattern. The available cash is allocated between replenish- the FMs that must be prevent firstly. Goals of the mathematical model
ments of these two products. More importantly, cash can be rationed are minimizing the cost and the risk level of the assembly area. En-
(i.e., held back) between replenishments opportunities: by not spend- vironmental, administrative, cost and risk structure related factors are
ing all available on-hand cash, even if the desired order-up to level is considered as main RFs to rank nine FMs.
not made yet, more cash is available later to replenish the other prod-
uct.
We formulate the problem as a stochastic dynamic program, optimiz- 3 - AHP based KEMIRA approach for shopping mall selec-
ing the inventory policy to maximize expected terminal wealth at the tion
end of the planning horizon. We consider two scenarios: firstly, we let Pelin Toktaş, Gülin Feryal Can
the replenishment opportunities of both products coincide, secondly
we consider the scenario that there is a non-negligible time between
them. For both, we derive the structure of the optimal policy, and for In this study, a Task-based Integrated KEMIRA-AHP (TB-KEMIRA-
the first scenario we derive some analytical results for the last period AHP) approach that combines Kemeny Median Indicator Rank Accor-
as well. dance (KEMIRA) and Analytic Hierarchy Process (AHP) method is
We conduct a numerical study for the second scenario, illustrating the suggested to the selection of SMs. Two main criteria group are con-
impact of different parameters on the terminal wealth. The main in- sidered as technical criteria and universal design principles. The tech-
sight is that proper cash rationing leads to a significant improvement nical criteria are determined as area size, the numbers of elevators, the
of the retailer’s operational performance in terms of expected terminal numbers of escalators, the numbers of stores, and the parking capacity.
wealth. Nine SMs in Ankara, Turkey were ranked by five architects as decision
makers (DMs). In the proposed approach, DMs are given tasks before
making assessment related to SMs. Each task should be an activity rel-
evant with the issue. 10 task scenarios are formed by DMs. The DMs
consist of to evaluate SMs. All DMs sort criteria independently re-
flecting their opinion in KEMIRA. The priority which minimizes sum
TB-07 of distances to the priorities given by all DMs is chosen as median
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S107 components priority. Criteria weights are determined considering me-
dian components priority in a heuristic manner. This study proposed
Applications in Industrial Engineering to use AHP to calculate criteria weights reflecting the median compo-
nents priority with the help of MATLAB code. KEMIRA minimizes
the sum of squared ranks differences of two criteria set (technical fea-
Stream: Analytic Hierarchy Process / Analytic Network tures and universal principles) for the alternatives while intersection
Process of the set of the best alternatives for two criteria sets is maximized.
Chair: Gülin Feryal Can The AHP weights are searched until the target functions value is mini-
Chair: Pelin Toktaş mized.
1 - Selecting the best contractor company for a defense 4 - An integrated intuitionistic fuzzy approach based on
project by using AHP AHP and MIACRA: an application for bevarage manu-
Nurdinç Şenay, Muharrem Tasyurek facturing
Today’s challenging environment forces nations to maintain their mili- Gülin Feryal Can, Kumru Atalay
tary power at the highest level as much as possible. They should invest
their constrained budget to numbers of defense projects which need
to be selected after making some trade-offs. If they choose the right This study proposes a novel intuitionistic fuzzy approach in a more
project, they have to select the best alternative company which will challenging area of decision making as manufacturing sustainability
materialize their need. Because, if the contractor company fails after a performance comparison. Intuitionistic Fuzzy Analytic Hierarchy Pro-
while, their defense planning may have some gaps which they cannot cess (IF-AHP) and Intuitionistic Fuzzy Multi Attributive Ideal-Real
fill in a short time. In this study, we tried to select the best contractor Comparative Analysis (IF-MAIRCA) methods are integrated with the
company for one of our development projects. First, we built our evalu- intuitionistic fuzzy L-shape function. The proposed approach is uti-
ation criteria which have three layers by the help of the Subject Matter lized to compare the manufacturing sustainability performance of four
Experts (SMEs). Then, since we had both quantitative and qualita- factories producing beverages. In comparison, sustainability across
tive criteria together, we used Analytical Hierarchy Process (AHP) to value chain, environmental and water management dimensions of man-
make an assessment between alternatives according to their previous ufacturing are considered. The relations between criteria were re-
products, engineering and project management capabilities and pre- flected by using intuitionistic fuzzy correlation coefficient formed cri-
contract study performances. After having final weighted scores, we teria pairwise comparison matrixes of IF-AHP. To structure pairwise
gave decision support to the senior leaders. This study may help the comparison matrixes of alternatives, differences of performance values
people who will need to select a contractor company for any future of alternatives for the same criterion are computed in IF-AHP by using
development project. intuitionistic subtraction operator. Finally, IF-MAIRCA is carried out
to rank factories by using the results of IF-AHP.
2 - A novel two stages intutitonistic fuzzy approach pro-
Keywords: IF-MAIRCA, IF-AHP, manufacturing sustainability, Intu-
posal based on ANP and matehematical modelling for itionistic Fuzzy Set, L-Shape Function
risk assessment
Yelda Yener, Gülin Feryal Can
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To realize this, we adapted some techniques from the constraint pro- this talk, we adopt the approach of interval linear programming, which
gramming community and we have extended them in order to cope assumes that the input data can be perturbed independently within the
with multi-dimensional data. The method uses a tensor representa- given upper and lower bounds. Generalizing the questions addressed in
tion of the data, which helps in capturing the dimensionality as well classical linear programming, we discuss two decision problems con-
as the structure of the data, and applies tensor operations to find the cerning the existence of an optimal solution and boundedness of the
constraints that are satisfied by the data. To evaluate the proposed al- objective function of an interval program. First, we investigate the
gorithm, we used constraints from the Nurse Rostering Competition problem of checking non-emptiness of the united set of all optimal
and generated solutions that satisfy these constraints; these solutions solutions, also known as the weak optimality property of a program.
were then used as data to learn constraints. Experiments demonstrate Apart from ensuring that optimal solutions exist, a constructive ver-
that the proposed algorithm is capable of producing human readable sion of the problem is also interesting for applications, in which the
constraints that capture the underlying characteristics of the data. intervals represent given tolerances and the goal is to find the best set-
ting of the coefficients. The second problem addressed in the talk is
3 - Value of product location information in agrifood logis- the weak unboundedness property, i.e. checking whether there exists
tics decision making: a multi-level perspective a feasible scenario with an unbounded objective function. For both
Viet Nguyen, Jacqueline Bloemhof problems, we present some complexity-theoretic results and discuss
the closely related questions of formulating a finite characterization of
Product location information (PLI) generated by tracking & tracing weak optimality and unboundedness, and finding a specific scenario
systems enables a continuous monitoring of material flows and logis- witnessing the properties.
tics operations across the supply chains. In agrifood sector, tracking
& tracing systems are often associated with implications on product 2 - A novel FMEA model for machine tool risk analysis
safety and quality, whereas the values from logistics management per- James Liou, Huai-Wei Lo, Yen-Ching Chuang
spective have been overlooked. These values can be seen from a multi- With the trend of intelligent manufacturing, machine tool with high
level decision making perspective and can be further increased by big reliability and accuracy will be market trends in the future. Failures
data analytics methods. Using the tracking & tracing systems from a of the machine tool not only endangers user’s commitment delivery
crossdocking warehouse in the Dutch floriculture sector as an illustra- due date, but also lead to decline in production efficiency, reduce qual-
tive case, we extensively discuss the value of historical and real-time ity consistency, downtime loss etc. The reliability and maintenance
PLI in supporting logistics decisions at different levels, i.e. strategic, of the machine tool are the key factors that influence the use of life
tactical and operational. Currently, workforce scheduling is the most cycle. Failure mode and effects analysis (FMEA) is an effective risk-
challenging decision at the crossdocking due to the time constraints management technique used in various industries, which is based on
and the wide daily and hourly fluctuations in inbound product vol- the experts’ experience to determine the major failure modes and detect
umes. Employing data-mining based big-data approaches, we develop the most needed risk factors for preventing any risk occurred. How-
a framework to integrate the use of historical and real-time PLI in mak- ever, the input data provided from experts are usually uncertain due
ing strategic, tactical and real-time workforce plans. This paper helps to human subjective judgment or incomplete information, which needs
managers gain a systematic understanding of the multi-level values and an effective method to integrate those experts’ opinions. This study
opportunities enabled by PLI and tracking & tracing systems. More- proposed a novel FMEA model based on multi-criteria group deci-
over, it stresses on the necessity to accelerate the implementation of sion making (MCGDM), which integrated rough number, best-worst
big data analytics across the supply chain functions to make further method (BWM) and modified technique for order preference by simi-
uses of PLI and big data from other systems. larity to an ideal solution (TOPSIS) for ranking the failure modes. The
model can remedy some shortcomings of original FMEA and provide
4 - Data, information, knowledge and optimisation. a more reasonable result. The proposed model is demonstrated by us-
Patrick De Causmaecker ing a practical case of machine tool company. The results indicate that
the proposed model can effectively help managers to assess risk factors
Implicit information in data, explicit knowledge expressed apart from and identify the critical failure modes.
the actual optimisation models all could contribute to the quality of the
decision support. In present practice, however, the use of this informa- 3 - Sigma-Mu efficiency analysis: a new methodology for
tion and knowledge is very limited. Use of data often targets specific evaluating units through composite indices
purposes and explicit knowledge on the context can certainly not al- Menelaos Tasiou, Salvatore Greco, Alessio Ishizaka,
ways be taken into account by present optimisation techniques. Some Gianpiero Torrisi
illustrative examples demonstrate that this may be a missed opportu-
nity. We review existing methods, techniques and procedures presently We propose a new methodology to employ composite indices for per-
allowing to incorporate data and knowledge to improve the decision formance analysis of units of interest using Stochastic Multiattribute
support in accuracy and stability. On-line as well as off-line decision Acceptability Analysis. We start evaluating each unit by means of
can profit from existing tools. We identify opportunities for improve- weighted sums of their elementary indicators in the whole set of ad-
ment as well as some open questions. missible weights. For each unit, we compute the mean, , and the stan-
dard deviation, , of its evaluations. We give each unit the benefit of the
doubt in evaluating its score, comprised of a function of and . Clearly,
the former has to be maximized, while the latter has to be minimized as
it denotes instability in the evaluations as to the variability of weights.
We make use of Data Envelopment Analysis to achieve this purpose.
TB-10 As such, we consider a unit to be Pareto-Koopmans efficient with re-
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S110 spect to and if there is no convex combination of and of the rest of
the units with a value of that is not smaller, and a value of that is not
Decision Aiding Methods VI greater, with at least one strict inequality. To increase the explicative
power of our approach, we make use of the context-dependent Data
Envelopment Analysis, assigning each unit to one of the sequence of
Stream: Multiple Criteria Decision Aiding Pareto-Koopmans frontiers. This permits us to measure the efficiency
Chair: Samira El Gibari of each unit not only with respect to the first frontier, but also with re-
spect to all frontiers among the sets of considered units. We illustrate
1 - Optimality and boundedness in interval linear program- the potential of the proposed methodology with an application to the
ming: complexity and characterization data of world happiness report produced by the United Nations’ SDSN.
Elif Garajová, Milan Hladik, Miroslav Rada 4 - A comparison of the MRP-WES method with other
Throughout the last years, several approaches to optimization with in- MCDM methods based synthetic indicators.
exact data have emerged, covering different sources and types of un- Samira El Gibari, Francisco Ruiz, Jose Manuel Cabello,
certainty, as well as various demands imposed on the solutions. In Trinidad Gomez
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In this paper, we propose a novel methodology based on the multicrite- research, we address this problem by proposing a new methodology
ria reference point scheme (the Multiple Reference Point Weak-Strong that extracts time series of network features based on consecutive net-
Synthetic Indicator, MRP-WES), where the decision maker can estab- works. Concretely, we use weekly call detail records from several telco
lish any number of reference levels for each indicator, and the final out- providers over a period of six months. From each network, we then ob-
come can be interpreted in terms of the position with respect to these tain time series of eight network features for each client. These time
levels. In order to illustrate the behaviour of the scheme proposed, series can then be compared and used to identify churners based on
we apply it to the construction of the EU-Regional Social Progress In- new multivariate adaptations of the recently
dex, in the Spanish context. Then, we compare our indicators with
others obtained using two well-known alternative multicriteria based 3 - Paradoxes of the retention reaction curve
methods. For a better comparison, we have chosen those that allowed
different compensation degrees among indicators. We use the Goal Igor Sloev
Programming based synthetic indicators and PROMETHEE methods.
Our results show that the MRP-WES indicators are synthetic indica- Customer Lifetime Value (CLV), the present value of the stream of
tors whose properties make them especially useful in view of their real profits accruing to a firm over the whole period of its relationship with
applicability. From the practical point of view, the main advantage of customer, has gained importance in marketing science and business
MRP-WES is twofold. First, the MRP-WES indicators can be easily practice. CLV contains the idea of differentiating customers accord-
interpreted as the global position of the corresponding unit with respect ing profitability enabling the firm management to choose the most ap-
to hypothetical global reference levels, resulting in a meaningful mea- propriate marketing strategy for each individual customer. Customer
sure. Second, apart from providing an overall measure, the MRP-WES retention rate, the probability that customer will continue its relation
method provides warning signals which let the decision maker detect with a firm in the next period, is a key driver of CLV. Maintaining a
bad performances in certain indicators that may remain unnoticed oth- good relationship with a customer allows firms to increase a customer
erwise. retention rate; however it comes at cost. The CLV concept allows de-
termining an optimal level of such retention expenditures. We study
analytically an impact of a shape of the retention response curve on
a solution of the maximization. We demonstrate that under reason-
able assumptions customers with higher per-period gross profit margin
TB-11 may generate lower net profit margin due to the high level of opti-
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S111 mal retention expenditures. We provide rational arguments why such
"paradoxical" results may have a place and discuss challenges for im-
plementation of the CLV concepts (and, in general, forward looking
Customer Relationship Management metrics) in real business.
Stream: Business Analytics
Chair: Dries Benoit 4 - Social ties in customer referral programs
Iris Roelens, Philippe Baecke, Dries Benoit
1 - Integrating textual information in customer churn pre-
diction models: a deep learning approach Customer referral programs are marketing programs in which existing
customers are rewarded for bringing in new customers. The aim is to
Arno De Caigny, Kristof Coussement, Koen W. De Bock, attract new customers by leveraging the social connections of existing
Stefan Lessmann customers with potential customers. Previous research has shown that
In customer churn prediction, often only structured information is used referred customers are more valuable to a firm than non-referred cus-
to predict the customers that are most prone to leave the company. tomers. However, previous research solely focused on the customer
In this study unstructured textual data in the form of emails between lifetime value of the newly referred customers and does not look at the
customers and their bank advisor is integrated in a customer churn social network characteristics. A study by Kumar et al. (2010) argues
prediction model. Previous literature has already proven that includ- that we should consider two parts of customer value, namely customer
ing textual data processed by traditional text mining methods can im- lifetime value and customer referral value. The latter can be conceived
prove predictive models, but recently deep learning techniques such as a customer’s potential to grow the network through referrals. Early
as convolutional neural networks have established important improve- work by Granovetter (1973) highlights the importance of weak social
ments in text classification tasks. Therefore this study investigates connections, like acquaintances, in a network due to their position as
whether adding textual information processed by convolutional neu- bridges, connecting different communities. Extending this knowledge
ral networks ameliorate the performance of existing customer churn to customer referral programs, we can argue that referrals over weak
prediction models and benchmarks it with traditional text mining tech- links are powerful for accessing new communities. In this study, we
niques. The contribution to the literature of this study is twofold. investigate the effect of referrals and the tie strength between the exist-
Firstly, this study proves that adding textual information in a cus- ing and potential customer on the resulting growth of the network. The
tomer churn prediction model improves the predictive performance for finding of this study are particularly useful for start-ups or marketing
a large European financial service provider. Secondly, a framework campaigns aiming to grow the customer base.
on how to include textual information in existing customer churn pre-
diction models is created. From a managerial point of view, the in-
tegrated framework helps decision makers to identify more accurately
customers most prone to leave the bank.
2 - Time series classification for early churn prediction in TB-12
dynamic networks Tuesday, 10:30-12:00 - SOUTH BUILDING UV S112
Tine Van Calster, María Óskarsdóttir, Bart Baesens, Wilfried
Lemahieu Fuzzy Sets Theory in MCDA
Churn prediction in telecommunication is a well-researched applica-
tion in machine learning, as the saturated telco market gains a great
Stream: Fuzzy Optimization
deal more from customer retention than from the recruitment of new Chair: Kurt Nielsen
clients. Being able to identify which behavioural patterns and which
social network features eventually lead to churn has therefore been re- 1 - Techniques to model uncertain input data of multi-
searched extensively. The faster these potential churners are identified,
the sooner the telco company can intervene. However, a client’s so- criteria decision making problems: a literature review
cial circle is constantly changing, which creates the challenge of in- Sarah Ben Amor, Renata Pelissari, Maria Celia de Oliveira,
corporating this dynamic aspect into essentially static models. In this Alvaro Abackerli
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There are few studies in the literature regarding possible types of un- We consider a multi-attribute procurement auction that combines the
certainty in input data of Multi-Criteria Decision Making (MCDM) standard second price auction and MCDM fuzzy decision support sys-
or Multi-Criteria Decision Analysis (MCDA) problems and the tech- tems to include imprecise measures in the selection phase.
niques employed to deal with each of them. Therefore, the aim of this
study is to identify the different types of uncertainty that occur in in- The principal announces the attributes that enter the auction and a pri-
put data of MCDM/A problems and the most appropriate techniques to ori weights on price and other attributes. The bids are extended to
deal with each one of these uncertainty types. In this paper, a compre- describe the inherent uncertainty and an adjusted version of the so-
hensive literature review is presented in order to meet this objective. called Fuzzy Weighted Overlap Dominance (FWOD) is used to pro-
We selected and summarized 134 international journal articles. They duce equivalence classes by complete pairwise comparison of bids.
were analyzed based on the type of data with uncertainty, the type of The resulting top ranking equivalent class enters an auction that selects
uncertainty and the technique used to model it. We identified three dis- a winner following a standard second price auction.
tinct types of uncertainty in input data of MCDM/A problems, namely The auction mechanism provides no incentives for the bidders’ to bid
(i) uncertainty due to ambiguity, (ii) uncertainty due to randomness and above true cost. However, a runner-up to the top equivalence class may
(iii) uncertainty due to partial information. We identified a new gen- potentially win the auction by bidding below true cost at the risk of
eration of fuzzy approaches including Type-2, intuitionistic and hesi- winner’s curse. The properties of the auction are analyzed analytically
tant fuzzy sets, used to model these types of uncertainty besides other and quantitative by simulations.
approaches such as traditional Fuzzy Sets theory, Probability theory,
Evidential Reasoning (ER) theory, Rough Set theory and Grey Num-
bers. Finally, a framework to help choose the most adequate technique
to deal with each type of uncertainty is proposed.
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3 - Application of novelty search to the particle swarm op- for solving the lower-order regularization problem under a simple as-
timization algorithm sumption. Finally, in the aspect of application, we apply the lower-
Juan Carlos Cortés, David Martínez-Rodríguez, Clara order group sparse regularization method to solve two important prob-
lems in systems biology: gene transcriptional regulation and cell fate
Burgos-Simon, José-Ignacio Hidalgo, Rafael-J. Villanueva conversion.
Evolutionary algorithms are based on the exchange of information be- 3 - On the binary Eisenberg-Noe model and its extension
tween different particles which evolve during the process of finding a Yu-Hong Dai
minimum or maximum in a function. Novelty Search is raising up as In a financial network, the failure of a key institution can spill over
a new field to investigate evolutionary algorithms. The main idea of to other institutions and even to the whole network. It is an impor-
Novelty Search is to reward those evolutions that evaluates the func- tant problem how to identify these key institutions. In this paper, we
tion in a search space that has not been explored yet. It allows us to analyze the binary case of the linear optimization model introduced by
avoid the stuck of the particles in a local minimum or maximum by Eisenberg and Noe(2001). We develop a conservative bankruptcy strat-
looking for areas that would not be attractive in common evolutionary egy assuming that banks in the network only have two status: bankrupt
algorithms. The idea of this work is to implement this philosophy in or totally solvent. Key institutions can efficiently be found out with
the evolutionary algorithm Particle Swarm Optimization (PSO). In this bailout fund invested in a network under this assumption. Then the
contribution we present some modifications in the original algorithm system risk management problem can be formulated into a mixed in-
in order to achieve better results in functions optimization. Two dif- teger linear programming (MILP). In order to maximize the number
ferent families of particles are deployed: the first ones are the same as of totally solvent banks, an $L_0$ term is added to the objective func-
the PSO algorithm, and the second ones, instead of following the best tion, thus leading to a sparse MILP. We prove that this obtained sparse
function evaluation, are repelled by it at the same time as follows its MILP is an NP-hard problem. We also give a series of greedy algo-
best individual evaluation. As Novelty measure, the centroid of the his- rithms based on the contagious property of the market shock. Numeri-
toric registration of function evaluations is calculated. This centroid is cal results are presented to show the efficiency of the algorithms. This
used as simplification to minimize the computational cost of knowing is a joint work with Zhilong Dong, Fengmin Xu and Jiming Peng.
which are the unexplored areas. To prove the validity of the modifica-
tion, the CEC 2005 benchmark is performed and the results attached 4 - Balance analysis of sparsity and robustness for portfo-
to this study. lio adjustment problem
Fengmin Xu
Financial institutions manage portfolios that take less risk when
volatility is too high, and produce large utility gains through making
adjustments. But the adjustment methods may make investors fall into
TB-14 distressful circumstances because some of them seem to be full of in-
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S202 congruity. The goal of our study is to investigate how sparsity and
robustness interact to optimal portfolio positions to portfolio adjust-
ment problems. We formulate a sparse and robust portfolio adjustment
Sparse Optimisation with Applications (SRPA) optimization problem, and generate a high-quality solution via
an efficient ADMM. Through balance analysis, we are able to identify
Stream: Nonlinear Programming: Methods two key contributors to portfolio adjustment, the changes of optimal
Chair: Xiaoqi Yang portfolio positions and the move of the transaction critical point, quan-
tifying the market uncertainty effect for various portfolio strategies.
We illustrate the above financial phenomena in numerical examples
1 - Restricted eigenvalue conditions and recovery bounds and verify the good performance of the proposed method in actual data
of l_q regularization problems sets from China stock market. Our results contribute to a better un-
Xiaoqi Yang derstanding of sparsity and robustness effects for portfolio adjustment
problem.
Recovery bounds are important in the theoretical study of sparse so-
lutions in compressed sensing and machine learning etc. Recovery
bounds of convex l_1 regularization problems with and without noises
have been extensively studied. We will present their extensions to re-
covery bounds of nonconvex l_q (0 < q < 1) regularization problems.
TB-15
In the case without noise, we establish a global recovery bound for Tuesday, 10:30-12:00 - SOUTH BUILDING UV S203
any point in a level set of the unconstrained l_q regularization prob-
lem, and we also provide a local analysis of recovery bound for a path Real-Life Vehicle Routing I
of local minima. In the case of noise we investigate stable recovery
bounds of l_q (0 < q < 1) optimization model, which is an inequality Stream: Vehicle Routing and Logistics Optimization II
constrained l_q minimization problem due to the noise in a linear sys- Chair: Kemal Kaya
tem. We present the results in the deterministic and probability cases
respectively. 1 - Integrated vehicle and pollster routing
Sandra Gutierrez, Luis Torres, Diego Recalde, Ramiro Torres,
2 - Lower-order regularization method for group sparse op- Pablo Zuleta, Andrés Miniguano
timization with applications in systems biology The National Statistics Bureau of Ecuador carries out monthly polls
Yaohua Hu, Chong Li, Kaiwen Meng, Jing Qin, Xiaoqi Yang to monitor the evolution of consumer prices of basic commodities. In
this work we present a Mixed Integer Programming model for the inte-
The lower-order regularization problem has been widely studied for grated task of scheduling visits of pollsters to selected stores in the city
finding sparse solutions of linear inverse problems and gained success- of Guayaquil, as well as routing the vehicle fleet used to transport them.
ful applications in various mathematics and applied science fields. In Due to the complexity of the problem (NP-hard), the approach used to
this talk, we will present the lower-order regularization method for solve it has taken into consideration three separated stages: first, a bal-
(group) sparse optimization problem in three aspects: theory, algo- anced partition of nodes has been performed; second, we have found
rithm and application. In the theoretical aspect, by introducing a notion using heuristics methods walking paths for pollsters and finally, the
of restricted eigenvalue condition, we will establish an oracle property routes for vehicles have been determined. This problem has particular
and a global recovery bound for the lower-order regularization prob- conditions that, to the best of our knowledge, have not been treated to-
lem. In the algorithmic aspect, we will apply the well-known proximal gether previously in the literature. Results obtained in this paper seem
gradient method to solve the lower-order regularization problem, and a promising contribution for Pick-up-and-Delivery problems.
establish the linear convergence rate of the proximal gradient method
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A nuclear disaster can cause wide-spread and long-lasting damages Maritime logistics
to many people and environments over a prolonged horizon. The ra-
dioactive materials are dispersed unexpectedly according to winds, ge- Stream: Green Logistics
ographical features and so on. Many casualties are developed at the Chair: Harilaos Psaraftis
disparate severity by the radiation exposure over the impacted area.
The government or relief agency needs to plan how to pick up and
take the patients from different locations in the impacted area to the 1 - Optimal choice of speed reduction ports for shipping
radiotherapy-ready hospitals quickly. A routing problem for ambu- liners
lances in nuclear disasters which considers the distances between the Shuaian Wang
patient locations and the concentration of radioactive materials over
the impacted area to assign the patients to ambulances is studied. The Increasing ship transportation contributes greatly to air pollution. Slow
objective is to minimize the maximum amount of the accumulated ra- steaming can be used by vessel operators to mitigate gas and particu-
diation exposure dose for each patient. A mixed integer nonlinear pro- lates emissions. A designed speed reduction zone may reduce SOx,
gramming formulation has been proposed and the computational ex- NOx and PM by one third. In order to reduce ship emissions near
periences of this time-critical planning is provided. The computational coastal areas, Port of Los Angeles proposed a voluntary Vessel Speed
results are proposed by using Tabu search algorithm to find good solu- Reduction Program (VSRP) in 2001. The program designs a speed
tions within a reasonable time. limit for ocean-going vessels to slow their speeds as they approach
or depart Port of Los Angeles, generally at 20 n miles from the port.
3 - Vehicle routing with an endogenous learning effect: an A mixed-integer non-linear mathematical model on minimizing total
costs is presented considering three determinants, i.e., the compliance
application to offshore plug and abandonment cam- of Vessel Speed Reduction Incentive Programs, the maximum phys-
paign planning ical speed of ships and the limited number of ships. Then an exact
Steffen Bakker algorithm and a piecewise-linear approximation algorithm are put for-
ward to solve the model. The proposed model can be applied to other
shipping companies for schedule design.
At the end of the lifetime of an oil and or gas field, the individual wells
have to be plugged and abandoned(P&A), to prevent leakages from or 2 - A game theoretic approach to improve compliance to
into the reservoir. When considering subsea wells, rigs and vessels
with high day rates have to be rented to perform these plugging op-
sulphur regulations
erations. This leads to incentives for operators to perform large scale Thalis Zis
plugging campaigns.
The purpose of this paper is to develop a game theoretic modelling
In this work we present an application of the uncapacitated vehicle framework that improves the effectiveness of sulphur regulations en-
routing problem with time-windows to the planning of an offshore plug forcement. The existing legislative framework poses several chal-
and abandonment campaign. The execution times of the individual lenges, stemming (mainly) from a highly non-homogeneous and spa-
plugging operations are dependent on the number of times a similar tially differentiated system, with cases where the penalty fines are as
operation has been performed before. We therefore take a logic-based low as the benefit that the violator enjoyed from not complying. This
approach to account for this endogenous learning effect. paper presents the status quo of enforcement in different countries,
where the regulation applies, and develops a game theoretic approach
We test the model on a stylized case study consisting of wells on for a uniform violation fine system. A mixed strategy game with two
the Norwegian Continental Shelf, and show that there is considerable players is proposed, representing the ship operator (who can choose to
value in potential collaboration between operators. We investigate the comply or not comply to the regulation), and an enforcement agency
use of a branch-and-cut algorithm that adds subtour elimination con- (that can opt to inspect or not inspect the ship) respectively. The equi-
straints to solve larger instances of the problem. librium results in an improved penalty system (for both violators and
enforcing agencies). Such a system can ensure a level playing field
for ship operators that currently have invested heavily in an abatement
4 - A rich vehicle routing problem involving split deliveries, of options to comply with the sulphur regulations, by promoting good
heterogeneous fleet, and outsourcing option practices among ship operators, while at the same time improve com-
Kemal Kaya, Gultekin Kuyzu, Salih Tekin pliance rates and maximize societal environmental benefits. A discus-
sion on the implications of the global sulphur cap of 2020 is concluding
the paper, and recommendations for transferability of this framework
We study a rich vehicle routing problem motivated by a real-life prob- to other regulations are provided.
lem, in which by the customer deliveries is done by a heterogeneous
fleet with possible split deliveries. The routes can be performed by 3 - Real-time schedule recovery in liner shipping service
owned vehicles or outsourced vehicles, the routes of which can be
closed or open, respectively. The routes of each hired vehicle ends with regular uncertainties and disruption events
at the last visited customer while the owned vehicles must return to the Chen Li
depot. Both the owned and the hired vehicles are of types that differ
from each other in terms of capacity and cost per unit distance, ex- This paper studies real-time schedule recovery policies for liner ship-
hibiting economies of scale. A fixed number of owned vehicles are ping under various regular uncertainties and the emerging disruption
available for use, while an unlimited number of hired vehicles can be event that may delay a vessel from its planned schedule. The aim is
used, albeit at a higher cost per unit distance than an owned vehicle of to recover the affected schedule in the most efficient way. One impor-
the same type. Our aim is to construct a set of routes with minimum to- tant contribution of this work is to explicitly distinguish two types of
tal cost. We firstly develop a mixed integer linear programming model, uncertainties in liner shipping, and propose different strategies to han-
and demonstrate the value of allowing flexible splits in deliveries with dle them. The problem can be formulated as a multi-stage stochastic
the help of this model on small instances. Because of the complex- control problem that minimizes the total expected fuel cost and delay
ity of the problem, the model fails to find optimal solutions for larger penalty. For regular uncertainties that can be characterized by appro-
instances in a reasonable time. In order to obtain high quality solu- priate probabilistic models, we develop the properties of the optimal
tions efficiently, we propose an Adaptive Large Neighborhood Search control policy; then we show how an emerging disruption may change
(ALNS) algorithm with novel operators. the control policies. Numerical studies demonstrate the advantages of
real-time schedule recovery policies against some typical alternatives.
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4 - The profit maximizing liner shipping problem with flex- In the Capacitated Supplier Selection problem with Total Quantity Dis-
ible frequencies: balancing economic and environmen- count policy and Activation Costs (CTQD-AC), a company needs to
purchase a certain quantity of different products from a set of potential
tal performance suppliers offering discounts based on the total quantity purchased. The
Harilaos Psaraftis, Massimo Giovannini buyer company wants to minimize the total expenditure that satisfies
its products demand, also considering the fixed costs needed to activate
The literature on liner shipping includes many models on container- the business activities with the selected suppliers. We study the prob-
ship speed optimization, fleet deployment, fleet size and mix, network lem from a long-term perspective and thus consider the products de-
design and other problem variants and combinations. Many of these mand as non-deterministic. Recent works have shown the importance
models, and in fact most models at the tactical planning level, assume of explicitly incorporate demand uncertainty in this economic setting,
a fixed revenue for the ship operator and as a result they typically min- along with the evidence about the computational burden of solving the
imize costs. This treatment does not capture a fundamental character- relative Stochastic Programming models for a sufficiently large num-
istic of shipping market behavior, that ships tend to speed up in periods ber of scenarios. In this work, we propose different solution strategies
of high freight rates and slown down in depressed market conditions. to efficiently cope with these models by taking advantage of the spe-
This paper develops a simple model for a fixed route scenario which, cific structure of the stochastic problem. More precisely, we propose
among other things, incorporates the influence of freight rates, along and test several variants of a Progressive Hedging (PH)-based heuris-
with that of fuel prices and cargo inventory costs into the overall deci- tic approach as well as a more classical Benders algorithm. The results
sion process. The objective to be maximized is the line’s average daily obtained on benchmark instances show how the proposed methods out-
profit. Departing from convention, the model is also able to consider perform the existing ones and the state-of-the-art solvers in terms of ef-
flexible service frequencies, to be selected from a broader set than the ficiency and solution quality. The PH, especially, achieves optimal (or
standard assumption of one call per week. It is shown that this may very near-optimal) solutions for all the previously non-closed instances
lead to better solutions and that the cost of forcing a fixed frequency in a reasonable amount of time.
can be significant. Such cost is attributed either to additional fuel cost
if the fleet is forced to sail faster to accommodate a frequency that is
higher than the optimal one, or to lost income if the opposite is the 3 - A stochastic optimization model for healthcare facility
case. The impact of the line’s decisions on CO2 emissions is also ex- network design in a disaster environment
amined and illustrative runs of the model are made on three existing
services. Muge Acar, Onur Kaya
2 - The capacitated supplier selection problem with total Computational experiments have been carried out on a real case study.
The analysis of the numerical results clearly shows the effectiveness of
quantity discount and activation costs under demand
the proposed approach as support tool in a real-setting.
uncertainty: exact and approximate approaches
Daniele Manerba, Guido Perboli
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TB-18 difficult to predict whether the choices pay off or not. Ambiguity is a
type of uncertainty that indicates confusion among actors in a group
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S206 regarding what the possible issues or solutions might be. It reflects
the multiplicity of interpretations that different actors bring to a col-
Theoretical Developments in Problem lective decision-making process. This work describes a methodology
Structuring Methods based on integration between Problem Structuring Methods (PSM) and
Concept-Knowledge theory (CKT) based tools, as means to transform
ambiguity from a barrier to an enabling factor of collective decision-
Stream: Soft OR, Problem Structuring Methods making processes. PSMs, and specifically Fuzzy Cognitive Mapping,
Chair: Leroy White are implemented to elicit and structure individual problem understand-
ings, to detect and analyze differences among different stakeholders’
1 - Constructing problems and choosing methodologies concerns and interests. CKT framework is then meant to facilitate
for complex decision contexts the alignment of the different problem understandings and available
knowledge and to enable the creative process for developing innova-
John Mingers tion
Ever since the development of a range of soft OR methodologies in
the 1970’s and 1980’s, there have been efforts to provide analysts and 4 - Strong RLT1 bounds from decomposable Lagrangean
decision makers with tools or frameworks to help them choose which relaxation for some quadratic 0-1 optimization problems
methods to use within a particular decision context. For example, Jack- with linear constraints
son’s system of systems methodologies, Mingers’ methodology maps
or White’s behavioural OR framework. The main weakness so far is
Monique Guignard-Spielberg, Jongwoo Park
that these tend to be too abstract - they identify very general dimen- The RLT method of Sherali and Adams (1986) constructs a hierar-
sions of the context such as the degree of complexity, or the relation- chy of models of increasing sizes providing monotonically improv-
ships between stakeholders in the situation - but do not get down to the ing continuous bounds on the optimum of quadratic 0-1 optimiza-
level of the specific issue(s) that need addressing. On the one hand, tion problems. To our knowledge, only results for bounds of levels
within a problematic situation there may be a range of tasks to per- 1, 2, and 3 have been reported in the literature. We are proposing,
form; on the other, methodologies have specific affordances and liabil- for certain quadratic 0-1 problem types, a way of producing stronger
ities, some being quite general, others very specific. In this paper we bounds than standard RLT1 bounds in a fraction of the time it takes to
aim to provide a framework or template for helping to choose meth- compute RLT2 bounds. The approach constructs a decomposable La-
ods more appropriately. What we shall seek to do is to articulate a grangean relaxation or decomposition of a specially constructed RLT1-
range of functions or tasks that may be necessary throughout a partic- type model. This two-step procedure, reformulation plus decompos-
ular intervention and which (generally soft) OR methods may be able able Lagrangean relaxation, produces linear Lagrangean subproblems
to perform. Our theory-led framework lies between the two domains with a dimension no larger than that of the original model. If the over-
acting as a linking mechanism between them. all Lagrangean problem does not have the integrality property, and if
one can afford to solve it as a 0-1 rather than a continuous problem, one
2 - Systemic risk analysis: analytical support to identify
may be able to obtain 0-1 RLT1 bounds of roughly the same quality as
priorities from causal risk maps standard continuous RLT2 bounds in a fraction of the time. We present
Susan Howick, Colin Eden, Igor Pyrko numerical results for several types of quadratic 0-1 optimization prob-
lems. This approach may make it computationally feasible to compute
Recent research has shown that when assessing risk, taking account strong 0-1 RLT1 bounds for problem instances too large for computing
of the interaction between risks - risk systemicity - is important. This standard continuous RLT2 bounds.
presentation reports on the development of a novel risk systemicity
tool for use by cities across Europe. When developing the tool, one
possible approach was to pay attention to risk systemicity through de-
tailed research of past risk outcomes. However, such an approach can
be expensive and data was not available, so there was a need to draw
together judgment from a range of ’experts’. In this case the experts TB-19
came from a number of European cities, who participated in a series Tuesday, 10:30-12:00 - SOUTH BUILDING UV S207
of one-day workshops. This resulted in the development of a causal
risk map that represented a risk systemicity network which was then Vector and Set-Valued Optimization VI
broken down into risk scenarios (sub-systems of risks) to create the
tool. When using the tool managers are required to make judgments
about the likelihood of these scenarios occurring. However, after ex- Stream: Vector- and Set-Valued Optimization
perts have judged that a range of risk scenarios are likely to occur, how Chair: Elena Molho
should analysis of the network inform the prioritisation of mitigation
planning? This presentation focuses on the different plausible analy- 1 - Metric subregularity of the diagonal subdifferential op-
ses that could provide robust analytical support to help identify these
erator and applications
priorities
Rita Pini, Monica Bianchi, Gabor Kassay
3 - Integrating problem structuring methods and concept-
We shed some light on the relationship between metric subregularity
knowledge theory for enabling collective decision- of the diagonal subdifferential operator associated to a bifunction, and
making process for policy design: some hints from some properties of the solutions of the related equilibrium problem. As
Cyprus case study applications, we prove first a calmness result for the solution map of
Irene Pluchinotta, Raffaele Giordano, Dimitrios Zicos, Tobias a parametric equilibrium problem. Furthermore, we provide sufficient
Krueger, Alexis Tsoukias conditions entailing the existence of weak sharp efficient points of a
multiobjective optimization problem.
Evidence suggests that policies aiming to manage environmental re-
sources largely failed to achieve a sustainable use, mainly due to 2 - Limit vector variational inequality problems
an over simplification, or in some cases even neglect, of the uncer- Monica Bianchi, Igor Konnov, Rita Pini
tainty and complexity associated with stakeholders’ behavioral as-
pects. Complexity is due to the densely interconnected networks in We solve a general vector variational inequality problem in a finite-
which several decision-makers with conflicting objectives and differ- dimensional setting, where only approximation sequences are known
ent values systems operate. Uncertainty is caused by the unknown instead of the exact values of the cost mapping and feasible set. We
actions of other decision-makers involved in the network, making it establish a new equivalence property, which enables us to replace each
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vector variational inequality with a scalar set-valued variational in- basis of decision support. Currently, the 5th generation aircrafts are the
equality. Then, we approximate the scalar set-valued variational in- whole of the limited budgets that combine the autonomy, technology
equality with a sequence of penalized problems, and we study the con- and art of warfare. Limited budgets consist of limited energy, lim-
vergence of their solutions to solutions of the original one. ited fuel, limited space, limited time and especially limited monetary
budget. Furthermore, the operarational side of the analysis to allo-
3 - Some duality results in set optimization with applica- cate these constrained budgets has to be given the first priority. In this
tions study, we have concentrated on the two main operational concepts of
Elena Molho, Elisa Caprari, Lorenzo Cerboni Baiardi the 5th generation aircraft to be developed: survivability and lethality.
We did operational analysis to find the most efficient mixture of this
We prove an extension to set optimization of some classical strong main concepts while not exceeding the budgets mentioned above.
duality results for scalar programs. For our results to be valid we
require the cone-convexity of the set-valued objective and constraint 2 - When is information sufficient for action? Search with
functions. Moreover, each single image set of a given set-valued map unreliable yet informative intelligence
should have an ideal maximizer. We aim at applying such a methodol- Moshe Kress
ogy to uncertain convex vector programs where both the objective and
the constraint depend on uncertain parameters. The resulting analysis We analyze a variant of the whereabouts search problem, in which a
is limited to those uncertain problems where, at each given value of searcher looks for a target hiding in one of n possible locations. Un-
the decision variable, a single worst case exists and is comparable with like in the classic version, our searcher does not pursue the target by
all the other occurences of the parameters. Despite this restriction, the actively moving from one location to the next. Instead, the searcher
result can be applied to a wide variety of practical instances such as, receives a stream of intelligence about the location of the target. At
for example, the case of interval-wise uncertainties, that includes mul- any time, the searcher can engage the location he thinks contains the
tiobjective linear programs with interval coefficients. An application target or wait for more intelligence. The searcher incurs costs when he
to a multiobjective supplier selection model is provided. engages the wrong location, based on insufficient intelligence, or waits
too long in the hopes of gaining better situational awareness, which al-
4 - Primal worst and dual best in robust vector optimization lows the target to either execute his plot or disappear. We formulate the
Elisa Caprari, Elena Molho, Lorenzo Cerboni Baiardi searcher’s decision as an optimal stopping problem and establish con-
ditions for optimally executing this search-and-interdict mission. The
We consider a convex vector optimization problems where the objec- search for, and capture of, Osama Bin-Laden motivated the model in
tive and the constraint depend on uncertain parameters. We study this paper.
the relationship between the robust counterpart of the uncertain pri-
mal problem and its uncertain dual problem. The relation involves the 3 - Multi-criteria ABC inventory classification using AHP
notion of optimistic counterpart where, in contrast with the robust ap- method
proach, the decision maker faces the indeterminacy by assuming that Makram Ben Jeddou
the occurrence of the uncertain parameters are the most favorable ones.
Beck and Ben-Tal (2009) proved that, for an uncertain scalar convex The classical ABC classification is set according to the criterion of
program, operating with a pessimistic view in the primal is the same value in stock. It can also be set according to other criteria but con-
as operating with an optimistic view in the dual (primal worst equals sidering only one criterion at a time, which is a limitation. The need
dual best). However, in the framework of uncertain vector optimiza- to consider simultaneously several criteria pushed us in this article,
tion problems, the values of the uncertain objective at each choice of to provide a multidimensional ABC classification based on the AHP
the decision variable individuate a set and the optimization of worst method presented by Thomas L. Saaty. This method determines the
(and best) scenarios have an intrinsic set-valued nature. Following a weights for each criterion. Then they will be used to calculate a score
set optimization approach, the set-valued images of the robust counter- for each item. These scores will be used to divide articles into three
part and those of the optimistic dual problem are compared according classes ABC. This approach was applied to a family of one hundred ten
to a partial quasiorder among sets. Moreover, the analysis here con- articles belonging to a company selling vehicle spare parts. In fact, the
sidered is limited to those uncertain convex problems where, at each inventory manager used the ABC classification according to the only
given value of the decision variable, a single worst case exists that can criterion of annual use value. This approach remains not sufficient for a
be compared with all the other scenarios. more efficient inventory tracking. Thus, four criteria were considered
during the ABC multidimensional classification, namely: the annual
use value, the margin profit, the annual number of orders related to the
item and the number of customers who bought the item. Some arti-
cles which appeared in the class A, in a unique-criterion classification,
TB-20 were demoted in class B or even C. Thus, rises the need to apply dif-
ferent rules for managing inventory tracking. In contrast, some items
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S301 have been promoted in the upper classes, hence the need to grant them
better monitoring and control.
Decision Analysis Applications II
4 - Communities of interest and the districting problem
Stream: Decision Analysis and Decision Support Systems Miguel Martínez-Panero, Verónica Arredondo, Teresa Peña,
Chair: Miguel Martínez-Panero Federica Ricca
Political districting consists of dividing a territory into small areas
1 - The effects of operations analysis on the 5th generation called districts (or constituencies) in order to elect political represen-
aircraft design tatives. Such division is intended to be neutral, in the sense that the
Muharrem Tasyurek, Nurdinç Şenay district map does not favor any political party. To solve the political
districting problem many authors have suggested models mainly tak-
Today, space and aviation industry have become one of the locomo- ing into account criteria of population balance, spatial contiguity and
tives of rapid progress in technology. Although it is anticipated that compactness. In addition to these considerations, the "Erice Decalog"
every new generation aircraft will be the last manned-aircraft in the (unanimously signed by relevant researchers in this area in 2005) es-
sky, the fact that the evolution of artificial intelligence is not enough tablished in its eighth point that: "A system using electoral districts
and that the system still needs to be man-in-the-loop can not realize should respect existing communities of interest". To this aim, this con-
this prediction in the near future. When it comes to designing a new tribution is concerned with optimization models to solve the political
generation aircraft, we face with the most expected problem: the re- districting problem with a particular attention to such collectives shar-
quirement of meeting infinite needs with limited resources. Analysis ing some kind of bond. In particular, we are interested in margining
are needed to make efficient use of these constrained resources. The regions and minority groups whose strong presence should be consid-
realities of operation that will participate in the analysis will form the ered in districting approaches. In practical terms, we will focus on
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the mixed-member electoral system of Mexico. Concretely, we are in- 4 - Implicit function and tangent cone theorems for singu-
terested in the state of Chiapas, with a high proportion of indigenous lar inclusions. Applications to nonlinear programming
population. A new districting model taking into account this issue will Agnieszka Prusińska, Ewa Bednarczuk, Alexey Tretyakov
be presented and tested on these data.
The contribution is devoted to the implicit function theorem involving
singular mappings. We also discuss the form of the tangent cone to the
solution set of the generalized equations in singular case and give some
applications to nonlinear programming problems and complementarity
TB-21 problems.
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S303
Convex Optimization
Stream: Convex, Semi-Infinite and Semidefinite Optimiza- TB-22
tion Tuesday, 10:30-12:00 - SOUTH BUILDING UV S304
Chair: Agnieszka Prusińska
Many-Objective Optimization
1 - Copositive approach to adjustable robust optimization
Markus Gabl Stream: Multiobjective Optimization
Chair: Joao Duro
Adjustable robust optimization aims at solving problems under uncer- Chair: Robin Purshouse
tainty in a first stage; the second stage decisions can be adjusted after
uncertainty is removed. Hence, the objective is to identify the best so-
lution among those which in any case allow for feasible adjustment of 1 - Extreme point guided PICEA-g for nadir point estima-
the second stage variables. Obviously there is greater flexibility than tion in many-objective optimization
in a general uncertainty setting and thus less conservative strategies are Rui Wang, Jianmai Shi
viable. However, the computational cost rises, also for problems where
the constraint-coefficients of the second stage variables are affected by
uncertainty as well (uncertain recourse). This talk reports on resarch Nadir point which is constructed by the worst Pareto optimal objective
efforts (in progress) to approach these issues by applying copositive values plays an important role in multi-objective optimization. For ex-
optimization techniques. ample, the nadir point is often a pre-requisite many multi-criterion de-
cision making approaches. Along with the ideal point, the nadir point
can be applied to normalize solutions so as to facilitate a comparison
2 - A new fuzzy programming approach to solve bi-level
and agglomeration of the objectives. Moreover, nadir point is useful in
decentralized multi-objective linear fractional program- visualization software catered for multi-objective optimization. How-
ming problem ever, the computation of nadir point is still a challenging and unsolved
Tunjo Perić, Tihomir Hunjak open question, particularly, for optimization and/or decision-making
problems with many objectives. In this paper, we propose an extreme
This paper presents a new approach to solve bi-level decentralized point guided PICEA-g (e-PICEA-g) to estimate the nadir point. As
multi-objective linear fractional programming problem. Investigation the name says, in the e-PICEA-g the fitness assignment scheme in
of the possibility to find a simple algorithm with the high confidence PICEA-g is modified by further considering the impact of extreme
of the decision makers into the results that the methodology gives, was points. Loosely speaking, the closer the individuals to the extreme
the main goal of this paper. First we separately solve all the linear frac- points, the higher the fitness of the individuals. Experimental results
tional programming models on the given set of constraints. Then we on many-objective optimization benchmarks with up to 30 objectives
linearize and normalize all the linear fractional objective functions and demonstrate the efficiency and effectiveness of the e-PICEA-g.
form fuzzy multi-objective linear programming model that is solved
as linear goal programming problem by using simplex algorithm. The 2 - Machine learning analysis of solutions generated by
efficiency of the proposed algorithm is investigated using an economic many-objective Pareto local search
example, and the obtained results are compared with the ones obtained
by some existing methods. Andrzej Jaszkiewicz
3 - Separable cubic model for solving smooth large-scale Many-Objective Pareto Local Search (MPLS) is a relatively recently
proposed extension of the standard Pareto Local Search (PLS) for
unconstrained minimization problems
problems with more than two objectives. The standard PLS proved
Carmo Bras, José Mario Martínez, Marcos Raydan to be very efficient tool for bi-objective combinatorial optimization.
However, the standard PLS becomes very inefficient for a higher num-
Trust-region methods based in Taylor series is a class of methods that ber of objectives because the size of Pareto archive composed of poten-
presents second-order convergence properties and has been modified tially Pareto-optimal solutions grows very fast with the growing num-
in the last years with the addition of a cubic regularization term that ber of objectives. MPLS overcomes the weak points of PLS with the
penalizes the cubic power of the step length. Recently, the replace- use of three new mechanisms. The first mechanism is the use of a
ment of the cubic regularization term by a separable cubic term, af- new ND-Tree data structure for an efficient update of even large Pareto
ter a suitable change of variables defined by the spectral decomposi- archives. The second mechanism is the selection of promising solu-
tion of the Hessian, has proven to converge quite frequently to lower- tions for neighborhood exploration based on randomly selected scalar-
function-value local minimizers. In this work, we extend the separable izing functions. The third mechanisms is the partial exploration of the
cubic modeling strategies in optimization to solve large-scale prob- neighborhoods. In this piece of work we apply MPLS to a many objec-
lems. As the employment of Newton-type ideas is prohibitive when tive routing problem in a real road network. We generate a set of po-
the number of variables is large, we propose and analyze a specialized tentially Pareto-optimal solutions and use machine learning techniques
trust region strategy to minimize the cubic model on a properly cho- to explore some valuable knowledge about characteristic properties of
sen low-dimensional subspace, which is built at each iteration using such solutions.
the Lanczos process. The convergence analysis to second-order sta-
tionary points is established. Some preliminary numerical results are
presented to illustrate the performance of the proposed scheme when 3 - Multi-objective optimization for distributed design of
solving medium and large-scale problems. complex systems
Joao Duro
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Multidisciplinary design optimization problems with competing objec- The cognitive abilities of the agents differ severely in the four scenar-
tives that involve several interacting components, can be called com- ios. In principle, agents have a memory of the played history and are
plex systems. Nowadays it is common to partition the optimization non-myopic which indicates how far ahead in time the agents look for
problem of a complex system into smaller subsystems, each with a rewards.
subproblem, in part because it is too difficult to deal with the prob- The reward function in the Q-learning algorithm is the profit which re-
lem all-at-once. Such an approach is suitable for large organisations sults from the Cournot oligopoly model. The agents’ memory is deter-
where each subsystem can have its own specialised design team. How- mined by the agents’ played action as well as the competitors’ actions
ever, this requires a design process that facilitates collaboration, and in the previous period. The action space consists of integer values and
decision making, in an environment where teams may exchange lim- the choice of an action is made according to the Boltzmann distribu-
ited information about their own designs, and also where the design tion. The probability of action choice is set in such a way that the
teams work at different rates, have different time schedules, and are agents have enough time to explore for good strategies, but also time
normally not co-located. Each design team is also expected to sat- for exploitation strategies. In addition, the agents can communicate
isfy multiple design criteria. The existence of dependencies, relation- with each other during the simulation and they may form coalitions to
ships or interactions between the subsystems thus makes it difficult to jointly seek a better strategy.
predict the behaviour of the entire system. In addition, the design of
such systems is frustrated by conflicting demands when attempts are The simulation results suggest that Q-learning agents generally learn
made to satisfy the multiple criteria of all of the subsystems simulta- to cooperate in an infinite Cournot oligopoly game, but they do not
neously. This talk discusses the concepts of Pareto-optimality for sys- learn to yield the highest feasible joint profit.
tems that have been decomposed into multiple subsystems, each with a
multi-objective subproblem. The promise, pitfalls, and the applicabil- 2 - Analyzing the supplier structure in a buyer-supplier
ity of the existing distributed multi-objective optimization approaches model over time: an agent-based model
are discussed in scenarios where collaboration is critical. Kristian Strmenik
4 - Toolkit for benchmarking multiobjective robust opti- Besides selecting suitable suppliers, the allocation of buyer‘s procure-
mization algorithms ment volumes is one of the key issues in supply chain management
when following a multiple sourcing strategy. In order to allocate the
Shaul Salomon, Robin Purshouse procurement volume different parameters, like price, quality, on-time
delivery, etc. are employed in research. In this model the emphasis
Nothing is certain in this world, except for death and taxes. Since
is put on the parameters quality and price which are weighted by the
this reality has not been changed since the days of Benjamin Franklin,
buyer to allocate the procurement volume to the suppliers. Further the
optimization of real-world applications should not only consider peak
model captures a supplier quantity-quality trade-off, which reflects the
performance at nominal conditions, but also the robustness to various
responsiveness of quality to changes in volume.
uncertainties. Optimization problems that consider the stochastic na-
ture of the objective and constraint functions are tackled in the field of When varying the quality-price weighting within the simulation study
robust optimization. Several algorithms exist for solving robust opti- from a highly homogeneous to a highly heterogeneous quality supplier
mization problems, but a framework for benchmarking them still needs setting the question arises, what impacts this has on the supplier market
to be established. This study presents a novel toolkit for generating structure in a pre-defined observation period.
scalable, stochastic multiobjective optimization problems. It enables To answer this research question an agent-based simulation is con-
to transform a deterministic benchmark problem into a stochastic one ducted, which is an appropriate approach to study systems of heteroge-
by replacing the objective vector with a random vector. The distribu- neous and interacting agents (e.g., buyer and suppliers, interactions be-
tion function is described parametrically in a radial coordinates system, tween suppliers, mutual effects of parameters). The first research find-
allowing to control the level of uncertainty based on the proximity to ings suggest, that the allocation of procurement volume reacts more
the true Pareto front, and to change it at different regions across the sensitively when more emphasis is put on price and that quality lead-
Pareto front. This can be achieved regardless of the number of objec- ing suppliers might be able to identify situations, when it pays off to
tives. Additionally, the uncertainty can be changed according to spe- submit an offer.
cific variables and objectives. Through direct control over the stochas-
tic features, in addition to the ‘conventional’ challenges determined by 3 - Utility maximization under model uncertainty
the deterministic problem, the toolkit can be used to analyse algorithms
for robust optimization in order to match them to real-world applica-
Ariel Neufeld
tions. We present a tractable framework for model uncertainty, the so-called
nonlinear Lévy processes, and use it to formulate and solve prob-
lems of robust utility maximization for an investor with logarithmic
or power utility. The uncertainty is specified by a set of possible Lévy
triplets; that is, possible instantaneous drift, volatility and jump char-
TB-23 acteristics of the price process. Thus, our setup describes uncertainty
about drift, volatility and jumps over a class of fairly general models.
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S305 We show that an optimal investment strategy exists and compute it in
semi-closed form. Moreover, we provide a saddle point analysis de-
Simulation in Management Accounting and scribing a worst-case model.
Control This talk is based on joint works with Marcel Nutz.
Stream: Agent-Based Simulation in Business and Eco- 4 - An agent-based variant of the hidden-action problem:
nomics on the economics of reciprocity
Chair: Stephan Leitner Stephan Leitner, Friederike Wall
We transfer the standard (one-period) hidden-action model into a
1 - Cooperative behavior of Q-learning agents in a repeated multi-period agent-based model variant of the hidden-action problem.
Cournot oligopoly game The principal and the agent are modeled to be self-interest seeking,
Christian Mitsch and both parties are endowed with (limited) memory and learning ca-
pabilities. At the same time, we limit the principal’s and the agent’s
Q-learning is a reinforcement learning technique, which comes from information on exogenous factors as well as their information on the
the field of artificial intelligence. In this paper, the agents learn op- action-space, which contains the set of possible effort-levels. The prin-
timal strategies by Q-learning in a repeated Cournot oligopoly game. cipal as well as the agent are, however, modeled to learn the limited
Based on an agent-based computer simulation, four different scenarios pieces of information over time. In each timestep, the principal is
are evaluated for a possible cooperative behavior among the agents. modeled to be able to adapt the configuration of the contract which is
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offered to the agent. We put special emphasis on the analysis of the dis- We analyze a W-configuration assemble-to-order system with random
tance between the configuration of the optimal contract derived from lead times, random arrival of demand, and lost sales, in continuous
the standard hidden-action model and the contract ’discovered’ by the time. Specifically, we assume exponentially distributed production and
principal as well as on the resulting incentive effect for the agent. We demand inter-arrival times. We formulate the problem as an infinite-
find that, even though we model the principal and the agent to be self- horizon Markov decision process. We deviate from the standard ap-
interest seeking, there is a relatively large proportion of exerted effort proach by first characterizing a region (the recurrent region) of the state
which is higher than what can be considered optimal from the agent’s space where all properties of the cost function hold. We then charac-
point of view. For an external observer, it might appear as if the agent terize the optimal policy within this region. In particular, we show that
behaves reciprocally - we, however, show that this type of behavior is within the recurrent region components are always produced. We also
not motivated by reciprocity but is driven by the principal’s and the characterize the optimal component allocation policy which specifies
agent’s information deficiencies. whether an arriving product demand should be fulfilled. Our analysis
reveals that the optimal allocation policy is counter-intuitive. For in-
stance, even when one product dominates the other, in terms of lost sale
cost and lost sale cost rate (i.e., demand rate times the lost sale cost),
its demand may not have absolute priority over the other product’s de-
mand. We also show that the structure of the optimal policy remains
TB-24 the same for systems with batch production, Erlang distributed pro-
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S306 duction times, and non-unitary product demand. Finally, we propose
efficient heuristics that can be either used as an approximation to the
Optimal Control optimal policy or can be used as a starting policy for the common algo-
rithms that are used to obtain the optimal policy in an effort to reduce
Stream: Optimal Control their computational time.
Chair: Stefan Wrzaczek 4 - Using vintage structure for a multi-stage optimal control
model with random switching time
1 - Gradient methods on strongly convex feasible sets and Stefan Wrzaczek, Ivan Frankovic, Michael Kuhn
optimal control of affine systems The paper presents a transformation of a multi-stage optimal control
Vladimir Veliov model with random switching time to a vintage optimal control model.
Following the mathematical transformation the advantages compared
The talk will be based on a joint paper with Phan Voung that presents to a standard backward approach are discussed. The paper closes with
new results about convergence of the gradient projection and the a simple example on a climate shock. The model is used to highlight
conditional gradient methods for abstract minimization problems on the advantages of the approach, which are numerical solution, analyti-
strongly convex sets. In particular, linear convergence is proved, al- cal insights and illustration of variables.
though the objective functional does not need to be convex. Such
problems arise, in particular, when a recently developed discretization
technique is applied to optimal control problems which are affine with
respect to the control. This discretization technique has the advantage
to provide higher accuracy of discretization (compared with the known
discretization schemes) and involves strongly convex constraints and
TB-25
possibly non-convex objective functional. The applicability of the ab- Tuesday, 10:30-12:00 - SOUTH BUILDING UV S307
stract results is proved in the case of linear-quadratic affine optimal
control problems, and error estimates are obtained. A numerical ex- Districting Problems: Models and
ample is given, confirming the theoretical findings. Applications
2 - A sequential decision process with stochastic action Stream: Combinatorial Optimization II
sets Chair: Ozgur Ozpeynirci
Adam Narkiewicz
1 - Mathematical model and grasp for the districting prob-
The article proposes a normative model of dynamic choice in which lem in home health care services in a rapid-growing
an agent must sequentially choose actions in order to maximize her
performance. Unlike in traditional models, the action sets are random. Colombian city
That is, for a given state history, instead of a known action set, there is Juan G. Villegas, Sebastian Cortes Zapata, Elena Valentina
a known probability distribution over action sets. For example, given Gutierrez Gutierrez, Juan D. Palacio
the asset prices and portfolio history up to n-th period, the specific dis-
tributions of returns for the assets in the n+1-th period are known only Home health care (HHC) comprises a range of medical services pro-
after the n-th period. I prove that an optimal decision policy requires vided at patient’s home, and it is a growing segment in the global
and agent to follow the maximum expected performance principle and healthcare industry. HHC implementation offers several benefits in-
that an optimal decision policy can be expressed as a function over cluding increased coverage of health services, improved patient’s re-
state space, whose expected value the agent ought to maximize. I find covery and reduced overall hospitalization costs. In the HHC con-
necessary conditions for optimality in the general case, in a Markovian text, districting problems (DPs) arise at the planning phase when ser-
environment, and in a stationary environment. I also prove existence, vice providers seek to group small geographic basic units-BUs (i.e.,
uniqueness, and sufficient conditions for optimality under certain cir- city quarters) into districts with balanced workloads. In this work, we
cumstances. I then apply these results to solve three problems. The present a mixed integer-programming model that uses a flow formula-
first is a portfolio allocation problem in which a future pensioner tries tion to ensure the contiguity of the resulting districts. Using this formu-
to maximize probability of having a certain portfolio value at the time lation, we solve small DP instances with up to 44 BUs. To solve large-
of retirement or tries to obtain this value as quickly as possible. The scale instances with more than 50 basic units, we propose a greedy
second is an optimal-foraging problem. The third is a problem in which randomized adaptive search procedure (GRASP). In this metaheuris-
an artificial agent is trying to find the quickest route in a dynamically tic, the greedy randomized phase expands in parallel a set of districts
changing graph. initialized from random seed UBs. Whereas the improvement phase
relies on a variable neighborhood descend with two neighborhoods.
The first one removes BUs from the district with the maximum work-
3 - Optimal control of a continuous-time W-configuration load, whereas the second one adds BUs to the district with the smallest
assemble-to-order system workload. Using the proposed GRASP we solve a large-scale DP in-
Mohsen Elhafsi, Jianxin Fang, Herve Camus stance with 484 BUs faced by a HHC provider in Medellín-Colombia.
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EURO 2018 - Valencia TB-26
The comparison of the GRASP solution with the districting currently The real-time Railway Traffic Management Problem (rtRTMP) faces
used by the service provider revealed a 46% reduction in the workload the disruptions and incidents in railway networks. The unexpected
imbalance events perturb railway operations and generate conflicts in tracks and
deadlocks. The rtRTMP obtains a new working timetable through rout-
2 - Political districting in Turkey: a proposal for more fair ing, ordering and timing decisions.
representation The rtRTMP is formulated as a mixed integer linear problem. The main
Ozgur Ozpeynirci, Hayri Onal, Enver Yakın difficulty to solve it is the real time context that imposes a maximum
computation time in the solution process. The rtRTMP considers a set
We present an optimization model for the political districting problem of feasible routes for each train and optimizes (in this set) the route and
in Turkey to improve fairness of the regional political representation. the departure time for each train. The number of routes grows expo-
In the current system, each of Turkey’s 81 provinces serves a district nentially with the size of the network, for this reason, the number of
which all together elect 550 representatives. The districting rules re- routes to be used is restricted.
quire that each province must elect a minimum number of represen- In this work we explore a heuristic algorithm based on routes for the
tatives regardless of its size. This results in an unfair distribution of rtRTMP. The key issues of this algorithm are: i) in an off-line context,
representation among districts where many small provinces are over- a pre-processing stage of the set of feasible routes and ii) after that, a
represented while several provinces, especially those including large greedy interchange heuristic to optimize the departure times and rout-
metropolitan areas, are highly under-represented. We propose a new ing decisions. The heuristic simulates what happens in real-time traffic
districting scheme using a lower administrative level with more than management. In this procedure, the routing and scheduling decisions
900 geographical units. In the proposed scheme, unity of provinces are assessed in the temporal order and they are possibly modified if the
is kept to the extent possible, but administrative units in some small actual traffic conditions change from the planned ones.
provinces can be combined with units in adjacent provinces when con-
figuring district boundaries. Each of the 550 districts is comprised by 2 - Energy consumption and passenger compensation pol-
a compact and contiguous subset of the 900 units and elects one repre-
sentative in such a way that the sum of discrepancies from the average
icy in disruption management from a microscopic point
voter population across all districts is minimized. We evaluate the cur- of view
rent and proposed systems with respect to different performance met- Luis Cadarso, Ricardo Garcia-Rodenas
rics including the fairness of representation. Our computational results
show that the proposed system provides a considerable improvement In a railway network, incidents may cause traffic to deviate from the
in representation fairness across regions. planned operations making impossible to operate the schedule as it was
planned. In such a situation the operator needs to adjust the schedule
3 - Mathematical model for a taxi-carsharing service in order to get back to the original schedules.
Aleksandra Panyukova, Valentina Dudareva A train operator may have the policy of economically compensat-
ing (e.g., refunding ticket fare) passengers when they incur in delays.
The phenomenon of uberisation is characterised by the elimination or Compensation levels usually depend in the amount of delay. There-
quasi-elimination of middle man roles. Disruption is seen as a threat fore, it is important to have a smart way of deciding whether to speed
to businesses due to the emergence of unlikely competitors. Many up trains in order to absorb delays, i.e., increasing energy consumption,
businesses and enterprises fail, as they cannot keep up with evolv- or to compensate passengers.
ing market demands that being better met by continuous technological In this paper a mathematical model which decides on the speed pro-
disruptions. Uberisation leads to significant drop of the prices, thus file while considering passenger use is presented. The model decides
even businesses that adopted to new operation scheme using service on the optimal sequence of operating regimes and the switching points
providers become almost unprofitable while operating legally. Trying between them for a range of different circumstances and train types
to gain minimally profitable result leads to overuse of actor’s and com- all while considering delays and passenger compensation policies ap-
pany’s resources that leads to loose in quality and safety. Such systems plied by the train operator. The objective of this paper is to minimize
work now on rotation of employees/partner organizations that works both energy consumed and incurred compensation to passengers. Con-
only on amount of people and not scaliable at all. Thus there’s idea to straints on traction and braking forces, on train velocity, on forces
make a profit for service executors not from end users, but from opti- caused by vertical and horizontal track profile, and on passenger com-
mization of associate processes. For example, make being a taxi driver pensation policy are considered.
useless as a profession (moreover it will come true with autopilot inte-
gration), but the way to spend time or optimize expences, or to gain ex- Computational tests on realistic problem instances of the Spanish rail
clusive benefits. Make taxi pools a way for utilizing suppresses of car operator RENFE are reported. The proposed approach is able to find
production. Make the idea of a man driving the car maximum reusable solutions with a very good balance between various managerial goals.
in city infrastructure. There’s an attempt to make such optimization
real as a taxi-carsharing service in Russia. This work contains testing 3 - Effects of introducing a control delay in real-time rail-
of ideas that could be a part of this service or could lead to deployment way traffic management
of such a service. Sofie Van Thielen, Francesco Corman, Pieter Vansteenwegen
Train timetables are built such that trains can drive without any delay.
However, in real-time, unexpected events can cause conflicts, i.e. two
trains requiring the same part of the infrastructure at the same time.
TB-26 Such conflicts are resolved by dispatchers that have to take the im-
pact on the rest of the network into account. Conflict detection and
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S308 prevention tools can help them in making informed decisions. Real-
time railway traffic management seeks for good, feasible solutions af-
Recovery and Congestion in Public ter unexpected events have caused trains to deviate from their original
schedule. It includes train movement prediction, conflict detection and
Transportation Systems prevention. Very advanced techniques are already implemented in a
decision support system (DSS) to perform train movement prediction
Stream: Public Transportation I and conflict detection. Therefore, some fast conflict prevention tech-
Chair: Esteve Codina niques need to be introduced that can easily be integrated in a DSS.
Previous research has already introduced a very fast heuristic for con-
flict prevention that is capable of delivering solutions in less than 30
1 - A routes-based heuristic for real-time railway traffic seconds. However, due to the real-time application, the introduction of
management problem a control delay is required, accounting for the fact that all trains con-
Ricardo Garcia-Rodenas, Maria Luz Lopez, Luis Cadarso tinue driving while the heuristic is calculating. This research focuses
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on the introduction of such control delay that should make conflict studies the same. They find that under the presence of flexible capacity
prevention measures feasible in real-time and give dispatchers time to the difference between the optimal prices of the products (2 product
make a decision based on the proposed prevention measures. setting) remain constant when both the products are critically under-
stocked. The result is of important consideration from the marketing
4 - A transit network planning model integrating reliability perspective. Product prices are often used as a signal mechanism by
and recoverability aspects firms to differentiate two products (quality difference) in their product
Esteve Codina, Francisca Rosell, Luis Cadarso line. Therefore, maintaining constant price gap over time is of great
importance. This paper examines the dynamic pricing in the presence
A network design model (RRND) is proposed at the strategic level al- of flexible capacity and product architecture (SS strategy for reducing
though interactions between recoverability aspects at the tactical level SDM). Unlike Ceryan et al. (2013) where they consider products as
are taken into account. It is formulated under a stochastic program- integrated in nature, we consider the products to be modular in nature.
ming approach which include disruption scenarios of various levels We also incorporate the notion of partial production postponement to
(from complete breakdowns or segment blockings to delays of some make our analysis closer to the real world. We prove that in the pres-
relevance). To this end, a submodel for estimating the capacities/delays ence of modular product architecture the price difference between the
is integrated in a lower level. The influence of the level of disruptions products remains constant for a larger state space region as compared
and the reliability of the service is taken into account as a factor of the to integrated product architecture.
modal choice by users of the railway system. As a support, model-
ing of possible disruption scenarios will be carried out and probability
models associated with the disruptions developed in previous works of 3 - An integrated production scheduling and workforce ca-
the authors will be used. Disruptions will be treated in the following pacity planning model and analyses for maintenance re-
cases: a) partial duration disruptions, including a simplified modeling pair operations in the airline industry
of the propagation of delays in the network and b) disruptions that en- Fatma Sedanur Ozturk, Kadir Ertogral
tail a blocking of part of the network (segments or stations). Both in
the case of partial or complete disruptions it will be assumed that the
basic infrastructure of the network already exists. In this sense, the Maintenance, repair, and overhaul (MRO) activities for the airline sec-
models will take into account the cases of single or double track and tor are generally subject to regulations to ensure the safety and continu-
a simplified modeling of the types of blocking that can be applied will ity of flights and the strict deadlines constraint overhaul activities. Sev-
be carried out. eral systems on aircraft are of so-called rotable inventory type. These
expensive rotable modules are overhauled and used again. MRO com-
panies usually perform exchange programs with customer airlines re-
garding the expensive rotable inventories. When an airplane comes
for an MRO service involving rotable module, a ready-to-use from the
TB-27 inventory of MRO company is exchanged with the rotable module ex-
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S309 tracted from the airplane so that the service time for the aircraft is min-
imized. The extracted module is overhauled in the MRO shop with a
limited workforce capacity and the overhauled module is rotated back
Capacity Planning to the inventory for a future exchange. We tackle the overhaul and
exchange scheduling problem together with the workforce planning in
Stream: Production, Service and Supply Chain Manage- this setting with the expedited overhaul option. We propose a mixed
ment integer programming as a finite horizon planning model where we as-
Chair: Justus Arne Schwarz sume that there are multiple type rotables handled by the MRO com-
pany and we minimize the sum of inventory holding and workforce-
related costs. Both the problem and its model are new in the litera-
1 - Optimal supply contract for new product development ture. We show that this planning problem is strongly NP-Hard. We
with risk consideration carried our extensive numerical tests on randomly generated problems
Guoqing Zhang, Shiping Zhu and proposed some managerial insights based on the results obtained.
Automotive supply chain is complex due to the large number of parts
assembled into an automobile, the multiple layers of suppliers to sup- 4 - Analyzing the impact of finite capacity on sales and op-
ply those parts, and the coordination of the material, information, and erations planning for product rollovers
finance flows across the supply chains. As a common ex-ante strategy Justus Arne Schwarz, Baris Tan
in risk management, supply chain contracts play an important role for
auto supply chain members. This research is motivated by one real-
world challenging problem from an auto manufacturer. The objective A product rollover takes place if a product generation is replaced by
of this research is to design a supply contract when developing new a successor version. This occurs frequently in industries which are
product in order to reduce the risks and maximize their profits under characterized by short product life cycles such as semiconductor, con-
uncertainty demands. Based on the newsvendor model and Stackel- sumer electronics, and fashion. We focus on the questions whether and
berg game theory, we develop a supply chain model consisting of a how the presence of limited production capacities drives the selection
supplier and a manufacturer with demand uncertainty for a product of rollover strategies and the underlying optimal decisions on produc-
development contract. The analytical solution for the situation the de- tion, sales, and price. We propose a deterministic two-period model
mand follows an uniform distribution is developed, and computational of a profit-maximizing company. A vertical demand model is used to
tests are also reported. The proposed solution provides an effective tool capture assortment based substitution and stock-out based substitution.
for supplier-manufacturer contracts when the manufacturer faces high The problem is formalized as a non-linear integer program. We pro-
uncertain demand. vide explicit solutions for the unlimited capacity case and closed-form
solutions for given rollover strategies for the finite capacity case with
2 - Combined effects of price, process flexibility and mod- customers that are unwilling to substitute in case of stock outs. Nu-
ularity for reducing supply-demand mismatch merical results are obtained for the general setting. We show that the
Nishant K Verma selected limited production capacity drives the firm to offer the old and
new product generations simultaneously. Moreover, a decreasing will-
One of the fundamental goals of any manufacturing firm irrespective of ingness to substitute in case of stock-outs can cause the postponement
the industry is to minimize the supply-demand mismatches (SDM). To of the introduction of the new products. Finally limited production
control SDM and the associated cost, firms use both the demand side capacity can lead to increased discounts for the older product, i.e., a
(DS) and the supply side (SS) strategies. Considering that many firms lower price.
use flexible capacity (SS strategy) and dynamic pricing (DS strategy)
together to tackle SDM, one of the recent works (Ceryan et al., 2013)
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3 - A panting rule in minimum cost spanning tree problems 2 - The effect of regulation and uncertainty on the invest-
with multiple sources ment incentives in the broadband market
Adriana Navarro Ramos, Gustavo Bergantinos Soumaya Amassaghrou
We study situations when a group of agents is interested in some ser-
vice which is provided by several suppliers, also called sources. The In this paper we investigate investment decisions in NGA (next gener-
connections have associated a cost and agents do not care whether they ation access) where access ADSL and Fiber networks coexist and are
are connected directly or indirectly to such sources, but they want to substitutes each other. An incumbent firm competes with an entrant
be connected to all of them. This situation is a generalization of the firm. It is assumed that the entrant has access to the local loop (copper
classical minimum cost spanning tree problem where there is a unique infrastructure). Overall, it is found that the level of the access fee fixed
source. Given a cost spanning tree problem with multiple sources, the by the regulatory authorities determines investment decisions. More-
first issue to solve is to look for the least costly connection (a tree) that over, the grade of substitution between the two networks also influence
provides all the agents with the resource. Such tree can be obtained, investment decisions by altering the effect of the access price on the in-
in polynomial time, using the same algorithms as in the classical prob- vestment incentives.It is also shown that the duplication of investment
lem. These algorithms have been extensively studied in the operational does not constitute a Nash equilibrium and the duopoly model only
research literature. The second question we must answer is how to al- provides two possible asymmetric equilibrium.
locate the cost of the obtained tree among the agents. To address this
issue, we extend the painting rule, a cost distribution rule of connection 3 - Dynamic pricing, local and national advertising deci-
problems involving a single source, to this context. We prove that this
rule coincides with the generalized folk rule and provide a characteri- sions in a supply chain under different leadership roles
zation of the rule based on meaningful properties. Anshuman Chutani, Suresh Sethi
4 - One-way and two-way cost allocation in hub network We study dynamic pricing and advertising decisions in a one-
problems manufacturer one-retailer supply chain. We consider two types of
Juan Vidal-Puga, Gustavo Bergantinos advertising efforts, a national advertising effort carried by the manu-
facturer, and a local advertising effort by the retailer since the retailer
We consider a cost allocation problem arising from a hub network might be better aware of local advertising media and customer prefer-
problem design. Finding an optimal hub network is NP-hard, so we ences. The sales at any time depends upon the retail price and both
start with a hub network h that could be optimal or not. Our main ob- types of advertising. We model differential games with different sup-
jective is to divide the cost of such network h among the nodes. We ply chain leadership roles, such as: a Stackelberg game with man-
consider two cases. In the one-way flow case, we assume that the cost ufacturer as the leader, Stackelberg game with retailer as the leader,
paid by a set of nodes S depends only on the flow they send to other and mixed leadership game where one player is leader in pricing de-
nodes (including nodes outside S), but not on the flow they receive cisions whereas the other player is the leader in advertising decisions.
from nodes outside S. In the two-way flow case, we assume that the In addition to their respective advertising decisions, the manufacturer
cost paid by a set of nodes S depends on the flow they send to other decides wholesale price and the retailer decides either the retail price
nodes (including nodes outside S) and also on the flow they receive or its retail margin depending upon the leadership structure. We obtain
from nodes outside S. In both cases, we study the core and the Shapley feedback equilibrium in all the games and obtain insights on the opti-
value of the corresponding cost game. mal policies of the two players under different supply chain leadership
roles.
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EURO 2018 - Valencia TB-32
A range of decision support interventions are claimed to aid managers Judit Lienert, Jun Zheng
in solving complex problems. Due to a lack of systematic evaluation,
Often, to elicit preferences in Multi-Attribute Value Theory MAVT, an
it is difficult to say whether and why a certain intervention works in a
aggregation philosophy is chosen: preference parameters are elicited
given context. Claimed benefits often cannot be substantiated, hinder-
separately (eg. weights) and then included in MCDA models to get
ing their uptake and impeding learning for more targeted intervention
a global preference. The disaggregation philosophy (eg. UTA-GMS)
design. Building on theories of persuasion, Rouwette et al (2003, 2009,
elicits global preferences on some reference alternatives and then infers
2011) developed and tested a framework to evaluate the performance of
MAVT model parameters. Applications of both are found in the liter-
facilitated group model building. Although conditions for persuasion
ature. Practitioners of MCDA in real decisions need to know which
were given, the variable combinations could not predict the observed
to choose. We aim at empirically learning about the pro’s and con’s
changes. I adapted the framework aiming to improve operationaliza-
of the two paradigms using a very complex, real, and typical environ-
tion for problem structuring and MCDA interventions. I added vari-
mental wastewater decision. We carried out two interview sets with the
ables to capture behavioral and social aspects known to affect group
same ten stakeholders. We elicited weights (SMART/SWING-variant)
collaboration and decision outcomes. When testing the resulting pre-
and value functions. Later, we used an interactive UTA-GMS design
/post assessment in a problem structuring intervention with 13 Dutch
with pairwise comparisons of hypothetical reference alternatives. We
sewer managers, a surprise happened. Despite their prior agreement,
selected a limited number of questions and inferred preference param-
the intervention was met with resistance and social dynamics unfolded
eters with linear programming. We discussed the process and out-
that hindered its completion. In hindsight, the pre-assessment revealed
comes of both methods with stakeholders. Similar best-performing
issues that if considered for designing rather than evaluating the inter-
alternatives indicate method convergence and demonstrate that UTA-
vention might have avoided failure. I will present the approach and
GMS is applicable to a very complex decision. However, claims that
the insights gained as well as how these might be adapted for better
UTA-GMS is cognitively less demanding were not fully supported. We
diagnosis of the situation to inform intervention design and evaluation.
present insights regarding the required effort and the perception of the
2 - Effects of or applications and characteristics of or prac- two methods by respondents and analysts. We also found strong sup-
port for the constructive nature of preference formation.
titioners: an empirical study
Violeta Cvetkoska
Management as scientific discipline allows people to work together
and accomplish something they could not do as individuals. Those
who lead the organizations are responsible for the results they achieve TB-32
today, but they are responsible for this in the long run as well. Good Tuesday, 10:30-12:00 - SOUTH BUILDING UV S314
measurement allows for seeing the real situation about where the orga-
nization is in relation to what it wants to achieve, but here it is always Multimodal Transportation
necessary to ask the question of how it can work better. The discipline
of OR, through the application of models and methods helps managers Stream: Routing, Logistics, Location and Transportation
in making better decisions, but it is not only about models and meth-
ods, but also about the people - the OR actors. The aim of the study Chair: Kris Braekers
is to investigate the effects of the application of OR in organizations
in Macedonia and to determine the characteristics that OR actors, i.e. 1 - Dynamic multimodal freight routing using a co-
practitioners should have in order to be engaged by the organizations’ simulation optimization approach
management in solving OR problems. The empirical research has been Maged Dessouky
conducted by a questionnaire for the top managements of state and pri-
vate organizations in Macedonia, and the obtained results are presented One of the challenges for freight transport efficiency arises from the
and interpreted. fact that both freight and passenger traffic share the same infrastruc-
ture for moving people in addition to freight goods which leads to
3 - How does literacy, decision style and loss aversion in- non-homogeneous traffic. This non-homogeneity has a detrimental
fluence end-users’ choice of electricity dynamic tariffs impact on urban transport performance because of the differences of
vehicle sizes and dynamics between passenger and freight vehicles.
in a smart grid context? Without efficient management of the freight transport, the whole trans-
Marta Lopes, Inês Reis, Carlos Henggeler Antunes portation network will face severe capacity shortages, inefficiencies,
End-users are acknowledged as a key agent in smart grids as energy and load imbalances. However, route decision-making in a dynami-
co-providers, actively managing energy resources (appliances, storage, cal and complex urban multi-modal transportation environment aims
microgeneration) and participating in emerging markets (energy, ca- to minimize a certain objective cost relying on the accurate predic-
pacity ancillary services). In this context, end-users face complex de- tion of traffic network states and estimation of route costs that are not
cisions such as choosing suppliers and electricity tariffs, continuously readily available. We introduce a hierarchical routing system to solve
deciding to buy, sell, store and managing loads based on prices, com- the formulated freight routing problem when hard vehicle availability
fort requirements and generation through renewable energy sources. and capacity constraints exist. The simulation layer provides the state
Therefore, understanding how they make decisions about energy has and cost estimation and prediction for the upper optimization layer in
become a key area of research. Although supported by automated en- which we use a COSMO (CO-Simulation Optimization) approach to
abling technologies and feedback systems, in this setting end-users are solve the formulated freight routing problem based on iteratively re-
exposed to vast amounts of complex information provided by energy balancing the freight loads. A simulation testbed consisting of a road
stakeholders. The way this information is presented and framed di- traffic simulation model and a rail simulation model for the Los Ange-
rectly influences end-users’ decision-making process and therefore be- les/Long Beach Port regional area has been developed and applied to
havioural failures and heuristic decision making must be considered. demonstrate the efficiency of the proposed approach.
This work presents the preliminary results of an exploratory study per-
2 - Integrating local drayage and network flow planning in
formed in Portugal using BOR to explore the influence of end-users’
literacy (energy, numeracy and graphical), decision style (intuitive, ra- intermodal transport
tional) and loss aversion on the choice of electricity dynamic tariffs. Hilde Heggen, An Caris, Kris Braekers
These results are paramount shape policy guidelines on how to com- Decisions with respect to the network flow planning for long-haul
municate energy related information thus promoting better decisions transport and routing trucks in a terminal service area are usually con-
contributing to a more efficient energy system in which end-users gain sidered independently in intermodal transport. The integration of vehi-
a proactive role. cle routing problems into the intermodal terminal selection and long-
haul routing decision throughout the network may provide important
4 - To aggregate or disaggregate? Experience from
cost savings and a better utilization of the available transport capac-
stakeholder interviews with two preference elicitation ity. Within the context of intermodal transport, vehicle routing prob-
philosophies (SWING-weighting, UTA-GMS) lems for drayage are often solved after long-haul decisions have been
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TB-33 EURO 2018 - Valencia
made. We introduce a new, integrated problem and investigate the ad- 1 - Spatio-temporal clustering and sampling with continu-
vantages of simultaneously considering drayage (VRP) and long-haul ous density-based distance weights
rail planning (network flow planning) decisions. Pick-up and delivery Antonia Gieschen, Jake Ansell, Belen Martin-Barragan,
locations of inbound and outbound load units at customer locations are
known while containers can be flexibly routed throughout the rail net- Raffaella Calabrese
work. The problem considers full-truckload orders, time windows at Analysing data over both space and time is an issue in various ar-
customers and intermodal terminals, and detailed operational capacity eas of application including health, marketing and public services.
considerations for the available rail services. Both forward and back- Based on the spatio-temporal clustering algorithm ST-DBSCAN, we
ward flows are included between two large-volume regions, which im- describe a method of clustering spatial time series while taking into
plies that the truck routing in each region includes both pick-ups of account varying data point densities across space in a continuous man-
containers at customers to deliver at terminals and deliveries of con- ner via density-based distance weighting. The resulting clusters can
tainers picked up at terminals to customer locations. The aim is to not only inform decision-making through a deeper understanding of
provide insights in how to best utilize the current intermodal network spatio-temporal data, but also be used for representative sampling of
in order to reduce the total transport cost. data and the generation of synthetic data sets. Our method is developed
3 - Revenue-driven operational planning: sea-rail multi- using data from National Health Service (NHS) Scotland Open Data
on drug prescriptions. Possible applications reach further, e.g., for re-
modal freight transportation vs road transportation tailers and public services striving for an increased understanding of
Aysun Mutlu, Yaşanur Kayıkçı, Bülent Çatay their customers while, at the same time, being concerned about retain-
Multimodal freight transport developed in the transportation sector as ing anonymity of identifiable single-person data. Our results demon-
an alternative to unimodal transport faced with the challenges brought strate how, and offer a solution for, the necessity of methods adaptive to
by the growing global demand for transporting goods. Sea-rail mul- varying densities when performing spatio-temporal clustering of data
timodal freight transportation is an environmentally sustainable trans- points over large spatial areas. Further research is planned to develop
port chain against road transportation; however, this environmental im- an approach that allows for changes in the size of considered spatial
pact should be considered together with economic aspects in order to areas (’zooming’), as well as for changes in cluster composition and
make multimodality more competitive in the sector. This study first memberships over time.
provides an extensive comparison between sea-rail multimodal trans-
portation and unimodal road transportation in terms of their advan- 2 - Probabilistic inference and evidence-based decision
tages and disadvantages with respect to capacity, time, CO2 emissions, making with incomplete data
monetary and external costs, reliability and governmental paperwork Jian-Bo Yang, Dong-Ling Xu
issues. Next, it proposes a dynamic pricing approach to increase rev-
enue considering different type of pre-defined customer classes and In this paper, we introduce a new Maximum Likelihood Evidential
booking system. We develop a time-space diagram and formulate the Reasoning (MAKER) framework as an integrated process of statisti-
sea-rail multimodal freight transportation problem as a linear network cal data analysis, probabilistic inference and decision making. Data
flow model. We present a case study of operational planning from mul- routinely generated from different sources is incomplete in nature and
timodal transport provider’s perspective to provide managerial insights is characterised by various types of uncertainty including randomness,
about the advantages of multimodality and dynamic pricing strategy. ambiguity, inaccuracy and inconsistency. This paper is focused on the
analysis of incomplete data and how to use extended probability distri-
4 - Intermodal terminal selection and its effect on pre- and bution to model evidence acquired from incomplete data and ambigu-
end-haulage costs ous judgement with the various types of uncertainty. The main com-
Kris Braekers, Hilde Heggen, Noah Crauwels ponents of the MAKER framework will be discussed in detail, includ-
Intermodal freight transportation consists of combining different ing its main concepts, key features, evidence space model, state space
modes to transport freight without handling the goods during tranship- model, conjunctive evidence combination algorithm, qualitative and
ments at intermodal terminals. Typically, the main leg is performed by quantitative prediction, and decision making processes. The MAKER
train or barge, while pre- and end-haulage are performed by truck. framework can be used to support probabilistic modelling of complex
systems, maximum likelihood prediction via probabilistic or transpar-
At a tactical decision level, intermodal transportation companies are ent machine learning and evidence based decision making under uncer-
facing an intermodal terminal selection problem. In each region in tainty. A numerical example in medical diagnosis is used to demon-
which they wish to operate, they should carefully select the terminals strate the main components of the MAKER framework. A number of
from which to offer long haul connections. One the one hand, offer- cases in the areas of healthcare and engineering system maintenance
ing services from many terminals in a region will result in fragmented decision making will be discussed to show its wide potential applica-
transport flows and less economies of scale on the main leg, and a need tions.
to reposition empty load units within the region. On the other hand, of-
fering services from one or a few terminals may restrict the number of 3 - Pattern analysis methods based on sorting algorithms
long haul connections that can be offered and will result in increased Alexey Myachin
trucking costs as the distance between customer locations and termi-
nals increases. The methodology of research of heterogeneity of economic, educa-
In this work, we focus on the effect of the terminal selection decision tional and innovative systems is proposed on the methods of pattern
on the resulting pre- and end-haulage costs, i.e. the trucking costs for analysis basing on a pair comparison of the parameters of the initial
transporting load units between terminals and final customer locations. sample of objects. The algorithmic realization is given and the com-
Two approaches are considered and compared: a straightforward anal- plexity of the proposed methods is studied. The main advantage of the
ysis of direct distances, and a more complex vehicle routing approach. approach under consideration is the possibility of dividing the objects
Both loaded as well as empty container repositioning movements are under study into similar subsets at a chosen measure of proximity, re-
accounted for. Results of a real-life case study are presented. gardless of the indicators order in initial selected sequence. As other
advantages, we point out the possibility of determining such a parti-
tion without determining the number and composition of finite groups
of objects, the consolidation of similar in internal structure, but dif-
ferent in absolute values of the objects indicators (for example, if you
TB-33 need to combine objects A (100; 200; 300) and B (10, 20, 30)), as well
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S315 as a low complexity that allows to work with relatively large amounts
of data. Three different indices are proposed that characterize the het-
erogeneity of the systems under study. Some of their properties have
Data Mining and Statistics V been studied. The calculations of the proposed indices are made us-
ing the Global Innovation Index data, as well as the Russian regional
Stream: Data Mining and Statistics innovation index.
Chair: Emilio Carrizosa
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4 - Evidential reasoning rule for sequential machine learn- We study a two-period monopolistic setting where a manufacturer sells
ing - an application to fault detection environmental-friendly products to strategic consumers under govern-
Dong-Ling Xu, Jian-Bo Yang ment’s consumption subsidy provided for consumers. We model the
interaction among government, manufacturer and consumers incorpo-
Many machine learning algorithms normally assume that data are col- rating with uncertain production cost reduction. The goal of this paper
lected independently and identically from a system. In practice, how- is to investigate the government’s two subsidy adjustment policies: (1)
ever, data may be collected in sequence and the outputs of the system committing the subsidy adjustment beforehand (commitment policy);
may be related to patterns embedded in the sequence. For example, (2) dynamically announcing the subsidy policy before each period (dy-
when a fault happens in a system, it may not disappear until it is re- namic policy). Then the manufacturer dynamically decides the corre-
paired. How to utilise such information in the sequence to improve the sponding optimal price in each period and strategic consumers choose
accuracy of a fault detection classifier? This paper explores how to ap- when to purchase. Our results show that from the social welfare per-
ply the Evidential Reasoning (ER) rule to combine evidence provided spective, the dynamic policy is better-off. The manufacturer can be
by both feature variables and the sequential patterns in data to improve better-off or worse-off under the dynamic policy. If the variance of
classification accuracy. The sequential patters cannot be utilised by cost reduction is very small and the cost-learning effect is higher than
many popular machine learning methods such as neural network. Due a certain level, then the commitment policy is better for the manufac-
to instrument inaccuracy and malfunction, process and measurement turer. Note that the expected effective sales price (original price minus
noise, and absence of prior distribution, traditional Bayes rule based subsidy) is the same under both policies. Thus, for the consumers,
approaches are not applicable either. The ER rule extends Bayes rule’s which policy is implemented makes no much difference. In addition,
capability in three ways. It can handle missing elements in data, pro- we further analyze the impacts of consumer’s network effect and the
cess imperfect data which is not fully reliable and constitute a likeli- government’s sales target.
hood inference process independent of prior.A data set collected from
a real world pipeline operation is used as an example to illustrate the 3 - Exploring pricing and incentivisation policies in the
application process and the performance of the ER rule in sequential
machine learning and classification.False and missed alarm rates are management of a closed loop supply chain
compared with those in previous studies of the data set that do not Brian Dangerfield
consider the sequential patters of the data.
Interest in the creation of closed loop supply chains in manufacturing
has grown considerably over the past decade. The notion that used
products (particularly in consumer electronics) can be either canni-
balised or remanufactured and re-sold, alongside equivalent new prod-
TB-34 ucts, has been underpinned by elements of corporate social responsi-
Tuesday, 10:30-12:00 - SOUTH BUILDING UV S113 bility together with regulations imposed by national or super-national
bodies. Many manufacturing companies have come to appreciate that,
Advances in Sustainable Supply Chain far from being a drain on their resources, introducing a closed loop
supply chain policy can be beneficial financially. However, in manag-
Dynamics ing such a process, certain issues, which link with consumer behaviour,
need to be confronted. Examples here are, for instance, to decide on
Stream: Sustainable Supply Chains the price of the remanufactured product vis-à-vis the equivalent new
Chair: Uğurcan Özden product; and to explore incentives which induce users with a product
they wish to replace to prefer to return it rather than dispose of it in an
uncontrollable fashion. It is shown how the management of these (and
1 - Cyber-physical system application for sustainable sup- other) policy issues can be assisted by use of a system dynamics model
ply chain management of a generic closed loop supply chain.
Valentas Gruzauskas, Edita Gimzauskienė
Sustainable supply chain management has gained even more attention 4 - A blockchain platform for raw material stock optimiza-
for the past few decades due to rapidly growing world population, tion
increasing urbanization level and social responsibility trend. These Uğurcan Özden, Y. Ilker Topcu
trends require new approaches to minimize the length of the supply
chain in order to reduce lead-time and maintain high quality and min-
imal management costs. However, the current supply chain manage- Blockchain technology is the most attracted topic nowadays,mainly
ment approaches require making trade-offs while making business de- the usage cases in finance sector.However, the real value lies in supply
cisions. The conducted scientific literature analysis identified that sus- chain usage cases to create a sustainable, customer oriented and most
tainable supply chain can be achieved through integration of organi- importantly environment friendly business infrastructure.A global con-
zational dimension and technological approaches. However, empirical sumer goods company deals with 1327 types of raw material and aims
evidence identified that supply chain collaboration mainly fails due to to lower inventory levels supplied by 17 companies.A decision sup-
lack of strategies and collaborative technologies. Moreover, the ma- port system (DSS) is proposed to develop raw material stock optimiza-
jority of research analysis supply chain as separate elements and not tion model and it is implemented on Microsoft Excel to minimize raw
as a whole system. Therefore, the authors of this research proposed material inventory levels considering perishability probabilities and
a sustainable supply chain framework, which can reduce the neces- component commonality indexes.Upon introducing demand forecast,
sity to make trade-offs in supply chain management. The framework bill of materials, finished goods’ customer service level, minimum or-
proposes a supply chain strategy, which suggests how to use cyber- der quantity and supplier lead times;the DSS calculates raw material
physical systems for complete automation of tactical and operational safety,cycle stock levels and the related supplier service levels.By im-
levels, while the automation is controlled through strategic level. The plementing this DSS, as a Blockchain platform, to all levels of multi-
understatement of the novel supply chain management approach has echelon supply chain; the excess inventory resulting from bullwhip ef-
been grounded through complexity theory, more specifically computer fect can be minimized due to the fast flow of information,the fast ap-
simulations have been used to provide validity to the proposed frame- proval process and the security obtained by distributed ledger.Impact
work. of the order penetration point (OPP) determination using ANP can be
observed in the reduction of production lead times.OPP makes it pos-
2 - Government’s optimal inter-temporal subsidy in the sible to assess the critical production process, which enables produc-
tion method to change from make-to-stock to make-to-order.Simulated
presence of uncertain cost reduction and strategic con-
2017 raw material inventory cost is 5 Million Dollars less.
sumers
Weichun Chen, Benny Mantin, Bo Li
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TB-48 time. These attributes rely on the following needs raised in the real
context: (i) small and medium size vehicles (heterogeneous fleet) are
Tuesday, 10:30-12:00 - 4D UPV B.3 used instead of trucks to allow accessing strongly affected regions by
different organisations (NGO, humanitarians, Government, etc); (ii)
Post-Disaster Relief Problems multi-trips and multi-depot are required since on emergencies, vehi-
cles are used in rotation to ensure continuity of the service; (iii) ac-
Stream: Humanitarian Operations cessibility contraints are focused due to the different levels of routes’
Chair: Andréa Cynthia Santos blockages after a quake. LMDP consists in determining multi-trips for
each vehicle such that vehicles capacity, time window on the depots
1 - An overview of the supply chain logistics with a limited and demands are satisfied, such that the total costs (fixed and variable)
autonomy vehicle problem are minimized. A heuristic framework is proposed, tested over past
earthquakes and compared to the best methods for VRP with multi-
Ana Flavia Macambira, Pedro Henrique González, Hugo attributes found in the literature. High quality results were obtained
Barbalho, Luidi Simonetti and validated by humanitarians, providing several insights for LMDP
Humanitarian aid has been increasingly decisive in disaster situations. in practice.
Operational Research has a lot to contribute in order to improve logis-
tic operations in humanitarian disasters, especially in dealing with very
limited resources and finances. In this context, the Supply Chain Lo-
gistics with a Limited Autonomy Vehicle Problem (SCLAVP), which
deals with the decentralization of operationalization of the distribution TB-49
of supplies, is presented. This problem can be described as: a vehicle Tuesday, 10:30-12:00 - 4D UPV B.4
leaves a base of operations, visits distribution centers and returns to the
point of origin. Each existent direct path connecting origin and distri- OR in Agriculture III
bution center or pair of distribution centers is associated to a distance
and a cost. The limited autonomy of the vehicle is related to the maxi-
mum distance that it can travel. Possibly not all distribution centers are
Stream: OR in Agriculture, Forestry and Fisheries
visited by the vehicle. In this case, the distribution centers are attended Chair: LluisM Pla
by the closest distribution centers in distance and supplies are spread
among them. Between pairs of distribution centers there are attendance 1 - Improving harvesting operations in an oil palm planta-
costs associated. Being that defined, the SCLAVP aims at minimizing tion
the total costs, composed by the costs associated to the distance trav- Daniel Castillo-Gómez, Mariana Escallon, Jorge Leal, Andres
eled by the vehicle and by the costs related to the attendance occurred Medaglia, Carlos Montenegro
among distribution centers. In this work we define this new problem,
that can be classified in the disaster relief problem category and present Oil palm agricultural systems involve large extensions of land that need
a mathematical formulation and a branch and cut algorithm. to be harvested at the right time to maximize oil production in lat-
ter stages of the value chain. When the crops are ripe, each field of
2 - Models and algorithms for emergency road accessibil- palms must be visited every ten days. This short cycle time puts the oil
ity after major earthquakes plantation under a lot of stress. To optimize harvest operations, the op-
Celso Satoshi Sakuraba, Andréa Cynthia Santos, Christian erations manager must synchronize multiple activities through a care-
Prins ful schedule of tasks involving human and animal resources, machin-
ery, and transportation systems (tractors and cableway). To tackle this
Road accessibility is very relevant after large-scale earthquakes, when problem, we propose an end-to-end analytics solution involving data
support is provided by rescue teams departing from source points as collection, predictive, and prescriptive models (optimization and sim-
airports and harbors to population gathering areas. Several roads are ulation) in this complex and uncertain agricultural system. We present
damaged or blocked, and finding the best available paths becomes a a case study in a 2,000-hectare oil palm plantation in the Colombian
complex task. In this work, this issue was separated into two prob- Orinoquia.
lems, for which mathematical models are presented: The Road Net-
work Accessibility Problem, that is to find the fastest repairable path 2 - Postharvest quality characteristics according to har-
(or an available one) from any source point to all destination areas; vest time of strawberry ’Seolhyang’ grown in Korea
and the Work-troops Scheduling Problem, which consists of planning SaeJin Hong, YoungRog Yeoung, Seong-Jun Kim, Jeong Hee
the operation of road repairing teams to create shorter paths for res- Choi
cue teams to reach the population. Whilst the former can be solved by
shortest path (SP) algorithms, we proposed heuristics to deal with the Strawberry ’Seolhyang’, which is cultivated about 80% or more in Ko-
latter, which were compared to optimal solutions for small simulated rea, has excellent characteristics such as taste, texture, color and shape,
instances. Using as criteria the number of time periods necessary to but its flesh firmness is very weak and this makes storage and distri-
make all gathering areas accessible from some source point, the Lex- bution of strawberry very hard. In order to overcome this problem,
icographic Classification Heuristic (LCH) obtained optimal solutions an early harvesting with postharvest ripening has been applied. The
for 78 of 80 instances. The models and algorithms can be applied to purpose of this paper is to study postharvest quality of strawberry ac-
provide solutions for large-scale graphs of urban areas. In experiments cording to the harvesting time. In the study, the harvesting time is
using the graph of Port-au-Prince generated from satellite images after examined with three levels. We harvest strawberries at the 70%, 80%,
the 2010 earthquake, LCH was able to find a work-troop allocation that and 90% maturing levels and, after the postharvest ripening treatment,
decreased the total distance of the weighted sum of the SP to one third measure their quality characteristics in which firmness, soluble solids
of its initial value. *Research funded by CNPq content (SSC), and color are included. The firmness ranges from 2.2
to 2.5 N which are corresponding to 122% and 139% of the firmness
3 - Heuristics for last-mile distribution in case of large- of fully matured strawberries. SSC is distributed from 8.0 to 8.2 oBrix
scale earthquake and there is no significant difference. The color of strawberries is mea-
Andréa Cynthia Santos, Puca Huachi Penna, Christian Prins sured by Hunter L, a, b, and hue angles. Among them, Hunter a values
of postharvest ripening strawberry are from 32.4 to 33.8 which corre-
The chaotic last-mile distribution after major earthquakes is studied spond to 91.2% and 96.3% of the fully matured one. Our experimental
here due to its scientific and practical relevance. The Last Mile Distri- results suggest that the proposed postharvest technique can satisfy mar-
bution Problem (LMDP) was modeled in collaboration with partners ket standards well and thus increase the shelf life of strawberries. In
of the International Charter on Space and Major Disasters. LMDP is a future, as the postharvest quality varied with temperature, statistical
multi-attribute vehicle routing problem, including heterogeneous fleet, modeling and optimization for harvesting time should be conducted
multiple trips, multiple depots, accessibility constraints, a time win- further.
dow on the depots working time, fixed and variable costs, and service
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3 - Design of silicon pads in the forced-air cooling treat- electricity flows within the European system. In this context, intercon-
ment for harvested strawberries nections facilitate integration and permits to build a spatial aggrega-
Seong-Jun Kim, SaeJin Hong, Jeong Hee Choi tion. They constitute the perfect outlet for the surplus of energy gen-
erated within a country (inversely the perfect way to satisfy a lacking
Several postharvest treatments have been applied to maintain the qual- generation) but a question is still pending on their usage and the re-
ity of strawberries harvested at high temperature and to improve the quired capacities in the future with regard to the upcoming renewable
shelf life. Among them, forced air cooling (FAC) is widespread in the penetration.
field of postharvest quality control. Harvested strawberries are quick The aim of our work is to provide, through prospective modelling up
to be decayed and their tissues are very soft. FAC is a technique to dry to 2050, comparisions between possible production mixes in Europe,
skin by forcing both temperature and pressure lower and it is useful for their implication on energy exchanges between countries and therefore
increasing the firmness and lowering the respiration rate. The purpose give elements for reflexions on the cost effective way to achieve energy
of this paper is to develop a new floor pad for improving FAC perfor- transition at the European level.
mance as well as to verify its effect on the postharvest quality of straw-
berry. In our experiment, the pad is made of silicon and three pads 2 - Benefits of energy storage and transmission switching
having the properties of 40N, 50N, and 60N are considered respec- in power systems with high renewable energy penetra-
tively. Each pad is tested at 5-6oC for 4-10hr. The quality is measured tion
by firmness, color, and soluble solids content (SSC). Experimental re-
sults show that 50N pad provides the most stable quality and the lowest Meltem Peker, Ayse Selin Kocaman, Bahar Yetis Kara
epidermal tissue damage. Conducting FAC improves the firmness by Increasing the share of renewable energy sources in electricity genera-
1.33 times. In particular, by the padding, the firmness is increased by tion helps address the concerns about global warming and dependence
1.41 times. However, in terms of the color and SSC, the effect of FAC on fossil fuels. However, high penetration of renewable energy sources
and padding is relatively insignificant. Interestingly, it is found that into the power systems may affect the power system reliability and
the treatment of silicon pads is helpful in uniformly drying the skin stability. To use these clean sources without endangering the power
of strawberries. Statistical interactions between the padding and FAC system, various control mechanisms such as energy storage systems,
parameters should be explored for future design. demand side management, renewable energy curtailment and trans-
mission switching are utilized. In this study, we analyze the effect of
4 - Supporting fresh fruit purchase and storage decisions transmission switching on the total investment and operational costs,
through a system based on a mixed integer program- sizing and sitting decisions of energy storage systems, and changes in
ming model the load-shedding and renewable energy curtailment amounts. An ex-
tensive computational study on the IEEE 24-bus power system with
Wladimir E. Soto-Silva, Marcela C. Gonzalez-Araya, LluisM wind and solar as available sources demonstrates that total cost and to-
Pla tal storage capacity can be decreased up to 17% and 50%, respectively,
when transmission switching is used in the system.
A decision support system (DSS) to optimize purchasing operations,
cold storage selection and fresh fruit freight trips is proposed. The de- 3 - An optimization model for carbon capture & stor-
veloped DSS incorporates a mixed integer programming model and it age/utilization vs. carbon trading and its application
seeks to facilitate fresh fruit supply chain decisions. Currently, these
decisions are carried out independently and are not automatized. For Semra Agrali, F. Gorkem Uctug, Burcin Atilgan Turkmen
this reason, the proposed DSS aims to support tactical planning of a We consider fossil-fired power plants that operate in an environment
fresh fruit company during a processing season. This DSS was imple- where a cap and trade system is in operation. These plants need to
mented in a real case, showing that it is possible to reduce approxi- choose between carbon capture and storage (CCS), carbon capture and
mately 10% in costs per season and to make decisions with less time utilization (CCU), or carbon trading in order to obey emissions limits
and effort. enforced by the government. We develop a mixed-integer program-
ming model that decides on the capacities of carbon capture units, the
transportation network that needs to be built for transporting the carbon
captured, and the locations of storage sites, if they are decided to be
built. Main restrictions on the system are the minimum and maximum
TB-50 capacities of the different parts of the pipeline network, the amount of
carbon that can be sold to companies for utilization, and the capaci-
Tuesday, 10:30-12:00 - 4D UPV 1.1 ties on the storage sites. Under these restrictions, the model aims to
minimize the net present value of the sum of the costs associated with
Modeling Tools for Energy and Sustainable installation and operation of the carbon capture unit and the transporta-
Policy I tion of carbon, the storage cost in case of CCS, the cost (or revenue)
that results from the emissions trading system, and finally the negative
revenue of selling the carbon to other entities for utilization. We im-
Stream: Long-term Planning in Energy, Environment and plement the model by using data associated with two coal-fired power
Climate plants located in different regions of Turkey. We choose enhanced oil
Chair: Sandrine Selosse recovery (EOR) as the process for carbon utilization. The results show
that CCU is preferable to CCS if there is sufficient demand in the EOR
market.
1 - In decarbonizing the European electric sector - the role
of interconnections 4 - The influence of carbon storage and biomass potentials
Seyram Siggini, Jerôme Gutierrez, Sophie Demassey, Edi in the future development of bioenergy with carbone
Assoumou capture and storage
During the recent years, renewable energy clearly appeared as an ef-
Sandrine Selosse
fective way to decarbonize the European production mix and then in- The challenges of climate change involve rethinking the world’s en-
creasing levels of penetration of renewables are expected. High share ergy system. In particular, carbon capture and storage technologies are
of renewable then raise many questions over the behavior of electric still presented as a solution to reach ambitious decarbonization targets,
systems. The intermittent production of solar and wind capacities af- and particularly when associated with bioenergy resources. However,
fects the flexibility of the system i.e. its ability to respond to changes avoiding the required Gt of CO2 emissions by investing in CCS tech-
in power demand and generation. This also brings more concern on the nologies supposes the development of carbon storage capacities and,
system’s adequacy. Differentiate programs at countries level towards when associated with bioenergy, an adequate and sustainable potential
CO2 reduction in the electric system noticeably increase the disparity of biomass resources. This analysis, conducted with the optimization
between the production mixes and therefore bring up concern to the model TIAM-FR (TIMES Integrated Assessment Model, a bottom-up,
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TB-51 EURO 2018 - Valencia
long-term and multiregional model), highlights the role of these el- with such model. The dynamic flow formulation allows the injection
ements in the future development of the BECCS option. More pre- and off-take in a pipeline to be different, and to vary through time.
cisely, based, on the one hand, on a specific methodology of biomass However, to calculate the flow thourgh a pipeline resulting from a cer-
potential assessment, and, on the other hand, detailed data on storage tain pressure difference between inlet and outlet, a steady state flow is
potential, including onshore and offshore classification, this study aims assumed. Since inlet and outlet flow are allowed to be different, the
to discuss whether such potentials may be a limit to the development of pressure drop over the pipeline is linked to the average of inlet and
(bioenergy with) carbon capture and storage technologies. And at what outlet flow. Given an imposed, time varying, flow and pressure at in-
extend. We thus investigate various scenarios with different levels of let or outlet, the resulting flows and pressures from this dynamic flow
potentials and different climate targets on the long-term. formulation can be verified using a second detailed model which cap-
tures all transient effects. Using the transient model, it is shown that
the dynamic flow formulation is able to accurately model the pressures
in and flows through a give pipeline in most situations. Only when
large instantaneous changes in injection or off-take flow occur, the dy-
TB-51 namic model underestimates slightly the resulting pressure swings in
the pipeline, with diviations up to 1% of the pressure calculated using
Tuesday, 10:30-12:00 - 4D UPV 1.2 a transient model
Modelling Challenges in Energy Systems 4 - Modelling the impact of demand response on different
Analysis electricity markets: results and issues
Mel Devine, Valentin Bertsch
Stream: Environmental Sustainability in Supply Chains
Chair: Mel Devine Energy systems based on renewables have an increasing demand for
flexibility. In this work, we consider the role of demand response (DR)
as a source of flexibility. The majority of research on DR to date has
1 - Solving problems with equilibrium constraints with an focussed on the operation of power systems in energy only markets,
application to energy markets mostly using deterministic models. In contrast, we explore the impact
Sauleh Siddiqui of DR on generator investments and profits from different markets, on
costs for different consumers from different markets, and on CO2 emis-
We provide a new set of complementarity-based algorithms for solving sions whilst also considering the stochasticity associated with RES
mathematical programs with equilibrium constraints and extend them generation. We present a stochastic mixed complementarity problem
to solve equilibrium problems with equilibrium constraints. We apply that considers both operational and investment decisions and considers
these algorithms to provide insights into energy markets with hierarchi- interactions between an energy market, a capacity market and a feed-
cal structures. We conclude with policy insights and recommendations in premium. We use a Benders decomposition algorithm to reduce the
on how this approach can be extended. computational burden of the model and apply the model to the Irish
power system. Both a perfect competition (PC) and an oligopoly with
2 - An augmented Lagrangian approach for solving the op- competitive fringe framework are considered. However, modelling the
timal generator placement problem in a transmission latter, in the presence of both an energy and capacity market, leads to
grid with a high share of renewable energies modelling issues which we detail in this talk. Under a PC framework,
we find that DR increases renewable generator profits. While DR may
Viktor Slednev, Manuel Ruppert, Valentin Bertsch, Wolf reduce consumer costs from the energy market, these savings may be
Fichtner (over)compensated by increasing costs from the capacity market and
the feed-in premium. This result highlights the importance of consid-
With an increasing integration of fluctuating renewable generation into
ering such interactions between different markets.
power grids, the challenge to ensuring the security of supply with con-
trollable generators increases. In this context, the necessity to consider
grid restrictions for the generator placement decision is gaining in im-
portance. For an adequate decision support, models are needed which
are able to provide an N-1 secure optimal placement of generators un-
der different grid load situations. In large-scale power system mod- TB-52
els the solution of such a problem requires new approaches as time- Tuesday, 10:30-12:00 - 4D UPV 1.3
coupling constraints imposed by power storages increase the size of
an already hard to solve N-1 secure optimal power flow (OPF) prob-
lem with binary special ordered set type restrictions for the generator Healthy Diets
placement. Based on a hierarchical augmented Lagrangian approach
we are able to decompose the time coupling restrictions and solve the Stream: OR for Health and Care I
generator placement problem for smaller subsets of coupled hours. We Chair: J.c. Gerdessen
demonstrate our approach for the German transmission in 2030 based
on a DC-approach for the dynamic OPF. The increasing importance
of an integrated European electrical network for the security of supply 1 - A mathematical model to establish an optimal diet in
is addressed by embedding the problem within a European transport Spain following Mediterranean standards
problem. Our results indicate a high sensitivity of the optimal gener- Monica Hernandez, Trinidad Gomez, Laura Delgado
ator placement depending on the grid load scenario, while the lack of Antequera, Rafael Caballero
dominating solutions for the entire time horizon emphasis the need for
an advanced time-coupled optimisation technique. Latest data shows how the Spanish consumption habits are differing
from the traditional Mediterranean diet, which is widely supported by
3 - Justification for the use of a dynamic gas flow formula- different nutritional experts. So, this research proposes a model to de-
tion sign diets which fulfill the minimum nutritional requirements estab-
Andreas Belderbos, Erik Delarue lished by the WHO, and conform the Mediterranean standards, while
considering a basic budget and, at the same time, staying as close as
To investigate increasingly volatile gas flows, a novel dynamic gas flow possible to the current Spanish consumption habits. In particular, an
formulation is presented in the literature which is less computational Extended Goal Programming model is developed, which is solved us-
intensive than transient flow calculations. This dynamic gas flow for- ing MatLab software, obtaining different proposals. These proposals
mulation combines elements from both transient and steady state flows. represent alternative food baskets corresponding to the daily intake that
The aim of the current study is to justify the use of such dynamic flow an adult in Spain should consume, obeying the nutritional recommen-
formulation by verifying the physical feasibility of the results obtained dations and the Mediterranean patterns, with minimum changes on the
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EURO 2018 - Valencia TB-53
food habits and an affordable budget. The used database has been ob- advice, specifically for designing food frequency questionnaires and
tained from Panel de Hogares, Spanish Ministry of Agriculture, Food for modelling various ways in which multiple nutritional characteris-
and Environment. tics of a diet can be aggregated into an overall indicator for diet quality.
We also show how the interaction with Nutrition Research contributes
2 - Diet optimization for vulnerable groups in Ecuador to model building and solving in OR. Considering the added value for
Fernanda Salazar, Sandra Gutierrez Nutrition Research and the new models and solutions generated, we
conclude that the combination of both fields has resulted in synergy
In this study, we consider the nutrition of two important vulnerable between Nutrition Research and Operations Research.
groups in Quito: elderly and children up to 3 years. Even though the
concept of a good diet is clear, the process of getting such diet via op-
timization models is different for both groups. We have constructed
linear integer models with the aim of generate diets of minimum cost
that not only fulfill lower and upper bounds of nutrients but also ensure TB-53
that the intake of nutrients is balanced and appropriate for each group.
For the elderly, the daily nutritional requirements depend on the in-
Tuesday, 10:30-12:00 - 4D UPV 1.4
dividual’s basal metabolic rate and it’s health condition. Since it is
usual that they have several diseases at the same time and that, in turn, Big Data, Social Media, and Personal Data
changes the nutritional recommendations, the parameters in the model
vary for every patient. The health scenarios considered here are: No Stream: Operations/Marketing Interface
Diabetes, Only Diabetes, Diabetes and obesity and Diabetes and hy- Chair: José P. Garcia-Sabater
pertension. Currently, the model is being used as a first approximation
of the recommended diet for outpatients at an specialized hospital. For 1 - Big data vs small data: consumer profiling with data re-
the second case, the study was carried out in the government day-care
centers, in Quito. Conceptually, the model is the same as the previous quirements
one. Here, the nutritional recommendations are standard, however we Jiahua Wu
consider no restrictions on the type of food that children can consume We consider a model where a monopolist can profile consumers in or-
which makes the problem hard to solve. We have obtained an heuristic der to price discriminate among them, and consumers can take costly
for the problem. We present computational results for both groups and actions to protect their identities and make the profiling technology
conclusions. less effective. A novel aspect of the model consists in the profiling
technology: the signal that the monopolist gets about a consumer’s
3 - Recommending healthy meal plans using a many- willingness-to-pay can be made more accurate either by having more
objective optimization approach consumers revealing their identities, or by spending larger amounts of
Cumali Türkmenoğlu, A. Sima Etaner-Uyar, Berna Kiraz money on third-party complementary data or data analytics capabili-
ties. We show that the optimal investment level of the monopolist is
In today’s world, healthy eating is a very important issue affecting a closely related to the flexibility of consumers to conceal their identi-
large proportion of the population. In this study, we propose to extend ties as well as to data requirements. In particular, a higher (lower) data
the classical diet problem formulated by Stigler in 1945 and model it requirement is an instance when more (less) consumers are required to
as a many-objective optimization problem. In our model, the objec- achieve the same signal precision. For a given data requirement, we
tives are inspired from the foraging behavior of animals and take into show that a smaller investment is required to achieve the same level
account user preferences as well as cost, while satisfying the recom- of accuracy when it gets more difficult for consumers to conceal their
mended daily nutrient intake constraints for a user’s gender and age identities, leading to a higher profit for the firm. Consumer surplus and
group as defined by the USDA. Inspired by the animal foraging theory, social welfare are instead non-monotone in the ability of consumers
the proposed many-objective diet problem has several objectives, such to conceal their identities. Surprisingly, the firm’s investment is not
as: minimize cost, maximize user’s liked foods, maximize availabil- monotone in the level of data requirement, where investment is the
ity of ingredients, minimize meal preparation times, maximize variety greatest when data requirement is moderate. We also show that the
in meal plans. For making meal plan recommendations, a database monopolist has a tendency to invest excessively.
containing complete recipes (like "cream of mushroom soup"), as op-
posed to individual food items (like mushroom), is used. Therefore, 2 - Economics of free mobile applications: personal data
the recommendations become more realistic meal plans, which in turn Vincent Lefrere
make them more applicable by the users. As far as the authors know,
this is the first study that models the diet problem as a many-objective In the market for smartphone applications, the majority of apps are zero
and multi-constraint optimization problem and solves it using modern priced. To generate revenue, developers have to monetize theirs apps,
meta-heuristics such as many-objective evolutionary or ant-colony al- however little is known about their monetization strategies. The theo-
gorithms to make healthy meal recommendations. Thus, the study can retical literature underlines the importance of personal data for Internet
have an academic impact as well as a social one by helping people stay companies’ strategies but the importance of personal data in the smart-
healthy through eating healthy meals. phone applications market remains relatively unexplored. We provide
empirical evidence of the monetization strategies related to free apps
4 - Synergy between OR and nutrition research: decision- by studying how the collection of personal data is combined with more
traditional revenue sources such as advertising and in-app purchase.
making in dietary assessment and advice
We have unique data to measure how apps are monetized based on in-
J.c. Gerdessen, G.D.H. (Frits) Claassen, Jack van der Vorst, formation related to 475,867 free applications available on the Google
Pieter van ’t Veer Play platform combined with data on applications’ privacy-related be-
haviors provided by PrivacyGrade. Among the apps in our dataset, 9%
Unhealthy diets contribute substantially to the worldwide burden of collect personal data and use no other monetization strategy. Social
non-communicable diseases, such as cardiovascular diseases, cancers, networking and utility third parties are used largely by apps that rely
and diabetes. Globally, non-communicable diseases are the leading on personal data as a monetization strategy. Apps with more than 1
cause of death, and numbers are still rising, which makes healthy di- million downloads rely more on personal data.
ets a global priority. In Nutrition Research, two fields are particularly
relevant for formulating healthier diets: dietary assessment, which as- 3 - STEM and teens: an algorithm bias on a social media
sesses food and nutrient intake in order to investigate the relation be- Clara Jean
tween diet and disease, and dietary advice, which translates food and
nutrient recommendations into realistic food choices. Both fields face We study whether online platforms might reproduce offline stereotypes
complex decision problems: which foods to include in dietary assess- of girls in the STEM disciplines. The article contributes to work that
ment or advice in order to pursue the multiple objectives of the re- aims to shed light on the possible biases generated by algorithms. We
searcher or fulfil the requirements of the consumer? We demonstrate estimate the effect of ad distribution via a field experiment. We set up
the use of OR to improve decision-making for dietary assessment and a randomized online ad campaign on a popular social media platform
245
TB-54 EURO 2018 - Valencia
on behalf of a French computer science engineering school. The treat- 2 - Optimizing strategic substitution in soccer
ment aims to estimate whether a message aimed at prompting girls is Jörg Rambau, Rónán Rian Carl Richter
displayed to girls more than to boys. The ad campaign targeted stu-
dents in high schools in France. Our results show that on average, girls Consider yourself as the coach of a soccer team. You are in the lead,
saw 25 fewer impressions than boys; this difference in the number of and the final 15 minutes of the match are about to start. Should you
impressions is not attributable to the less expensive cost for girls. The take out a striker and send a fresh defensive player onto the field? In
treatment ad which was aimed to display to more girls had a crowding- this talk, a two-scale Markov Decision Process model (2MDP) is pre-
out effect, since overall, it was displayed less to both boys and girls. sented that captures the most basic aspects of this strategic question. In
contrast to pure statistical methods to validate the historic success of
various decision rules, the 2MDP approach strives to provide a-priori
4 - Distributed programming production planning with a
decision support for a particular situation depending on the individual
shared capacity coordinated by a Lagrangian relaxation skills of the players involved. Such an approach was first applied to
model on a rolling horizon beach volleyball by Hoffmeister and Rambau. A formal generalization
Gregorio Rius-sorolla, Julien Maheut, José P. Garcia-Sabater of the 2MDP concept is explained in the subseding talk by Hoffmeister
in this session. In this talk on research in progress, based on Richter’s
Master’s thesis, the first 2MDP modeling a strategic question in a team
A challenge of operations management is to align activities within their
game with time-based duration is explained. Moreover, preliminary
product or service value chain. Such a supply chain can include both
numerical results on artificial data are presented.
inter-organizational and intra-organizational members and each mem-
ber generally has its own objectives and limitations. Management must 3 - Decision-making in sport’s annual planning
establish adequate coordination mechanisms, despite the asymmetry of
information, so that the chain as a whole can be competitive in the Sarka Krizkova, Martin Gavalec
face of possible market situations. In addition, in situations where The domain of sports offers an excellent opportunity for studying de-
its members may be competing in different supply chains and have cision making, for many reasons. Within the topical scope of sports
available capabilities. This document analyzes the proposal of sharing decision-making, there are many different decision agents (coaches,
a resource among these organizations in their behaviour in different players), tasks (training plan, in-game decisions) and contexts (during
situations of demand, uncertainty, product complexity, etc. It identi- play or breaks). This provides the chance to examine a variety of inter-
fies a competitive improvement for all members, both in the use of esting designs. Although there is no standard type of decision in sports
excess capacity and in their production planning. For this, we have and badminton is a great example because it is one of the most com-
applied a distributed coordination mechanism for mathematical pro- plex sport in the world. Based on investigations, this paper suggests
gramming models with independent objectives, based on Lagrangian the use of fuzzy theory to increase the impact of decision making. It is
relaxation on a Generic Material and Operation Planning formulation generally accepted that sports performance is governed by a complex
on a rolling horizon which only share their available capacity, to a suf- interaction of variables, such a psychological fitness, psychological
ficiently broad repertoire of instances of multiple situations that allows preparedness, physical development, biomechanical proficiency, and
the presentation of conclusions. tactical awareness, amongst other (nutrition, genetics, general health
and wellbeing, sociocultural factors, etc.). One of the most important
problems the sportsman faces is the training plan. The purpose of a
training plan is to identify the work to be carried out to achieve agreed
objectives. Goal setting is a simple, yet often misused motivational
TB-54 technique that can provide some structure and give focus. This article
provides benefits of using fuzzy theory while decision making within
Tuesday, 10:30-12:00 - 4D UPV 1.6 sports. Support of the Czech Science Foundation GAČR 18-01246S is
gratefully acknowledged.
Sport Strategy Optimization
4 - Markov decision processes for sport strategy optimiza-
Stream: OR in Sports tion
Chair: Susanne Hoffmeister Susanne Hoffmeister, Jörg Rambau
We introduce a generalized framework of Markov Decision Processes
1 - Optimizing a golfer’s strategy with MDPs suitable for sports games. The objective of these so called Sport-
Matthieu Guillot, Gautier Stauffer Strategy Optimization Markov Decision Processes (SSOMDPs) is to
maximize the probability of winning a match. We investigate proper-
The goal of a golfer is to put a ball in a hole in a minimum number of ties of SSOMDPs that help to determine an optimal strategy. However,
shots. Each time the golfer hits the ball, he has to decide upon which there remains always the question on which level of detail a match
club to play and which target to aim at. As the player does not al- should be modeled by an SSOMDP. We show how the same sports
ways play perfectly, the ball does not necessarily ends exactly where game can be modeled on different scales and how the advantages of
it was expected. Weather conditions and obstacles on the field can different scales can be combined. This talk focuses on the generalized
also disturb the theoretical trajectory of the ball. The golfer is facing concept of the two scale approach and includes example models for
a decision problem which can be modelled as a special type of total the sport games Beachvolleyball and Tennis which were components
cost undiscounted MDP, called the stochastic shortest path problem. of previous talks.
This is a natural extension of the deterministic shortest path problem
whereby traversing an ‘arc’ may now lead to several destinations with
different probabilities. In this setting, vertices are called states and
arcs are called actions. The goal is to decide in each time step and
each state which action to take in order to converge to a predefined tar- TB-55
get with probability one over an infinite time horizon. Taking an action Tuesday, 10:30-12:00 - 4D UPV 2.1
has a cost and we wish to find a policy that minimizes the average cost
over all possible realizations. We implement the standard algorithms to Lost in Translation
solve exactly the problem, and a new algorithm inspired by Dijkstra’s
algorithm from deterministic case of the problem. We ran tests on elite Stream: Making an Impact I
worldwide golfers by modeling their statistics with a database of shots Chair: Joaquim Gromicho
they made in professional tournaments over the past thirty years. We
compare the computational performances of our differents methods on
these real datas. 1 - Lost in translation: expectations and misconceptions
Joaquim Gromicho
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EURO 2018 - Valencia TB-57
Probably we can all relate to this: while discussing we seem to agree, burden of water treatment. The paper describes a variant of multi-
but we each have a slightly different thing in mind. This is fine if we facility location allocation problem occurring in many industrial areas
are just having a cheerful chat at the bar; or even for a research endeav- in India. The problem deals with designing a network of CETPs to
our: the starting vision may differ from the end results but all involved serve a cluster of manufacturing facilities. The fixed cost of instal-
parties still be happy and proud of the achievements. But what if we lation and maintenance and variable cost of running is shared by the
are to deliver a product that is going to be used? What if the expecta- members served, based on their individual usage levels. The aim is to
tions lead to deceptions? If a deliverable is a physical device one can minimize the fixed and variable cost of installation of CETPs among
be sure about the way to interpret the specifications; and if one is de- a subset of given locations, where the type of CETP, members con-
livering a well known type like a building, a bridge or a vehicle then nected, inter-CETP flows and level of treated water return to factories
there are many examples to relate to, so all parties probably expect the are to be determined. We propose a MILP model for the problem and
same outcome. However, OR consultancy shares the glory of being present the solution results for a given case.
innovative with the curse of laying the first step. The chance that the
involved parties share the same vision is much smaller. 3 - Short-term wind speed prediction using multivariable
To make things worse, the actors involved bring to the table different dense data for optimum micro-grid operations
knowledge. Those involved in the business take rules for granted and Tansu Filik, Ümmühan Başaran Filik
those developing the solution produce models where rules are either The amount of renewable energy sources in energy portfolio of devel-
present or not, they cannot be just assumed. We may therefore produce oping countries are steadily increasing. In order to use these renewable
the optimal solution to the wrong model: neither feasible nor attractive energy sources reliably in the future’s optimum economic power sys-
to the customer. tem operations (smart grid), it is critically important to accurately fore-
This workshop aims at exchanging experiences and lessons learned cast the short-term power generation capacity. Recently, isolated micro
to help each other manage expectations and avoid misconceptions. A grid systems and their optimal operations have become widespread. In
good solution to the right problem seems much harder to find than we this study, we investigate our experimental renewable energy plant in
might expect! Anadolu University, which is a small micro grid system with a personal
wind turbine (with 3 kW capacity), solar panels, batteries, weather
station measurement sensors and controllable loads. In this study, a
new multivariable autoregressive moving average (MARMA) model
for short-term wind speed prediction for optimal grid operation is pro-
TB-56 posed. The proposed model uses very dense (5 seconds interval) wind
speed, direction, temperature, pressure, solar radiation and the cor-
Tuesday, 10:30-12:00 - 4D UPV 2.2 responding wind power generation values of the wind turbine. It is
shown that the proposed multivariable mathematical model gives more
Optimization in Renewable and Energy accurate results when compared to other benchmark methods.
Systems I 4 - Electromagnetic field optimization for Turkey’s trans-
portation energy demand estimation
Stream: Optimization in Renewable Energy Systems Alkin Yurtkuran, Ilker Kucukoglu
Chair: Ayşe Mutlu Derya
Transportation energy consumption is on the rise especially in develop-
ing economies. Accurate estimation of transportation energy demand
1 - Cost effective electrical public transport network design is essential to analyze the present demand, to improve future energy
Jeroen Vester, Shadi Sharif Azadeh supplies and to develop energy policies effectively. In this study, lin-
ear, exponential, mix and quadratic models are analyzed to predict the
Recent innovations in battery technology allow for public transport transportation energy demand of Turkey. Electromagnetic field opti-
buses to be battery-driven and recharged at distinguished stops, rather mization (EFO) algorithm is employed to optimize the model parame-
than powered by catenaries. Various trial-projects have proven its fea- ters efficiently and effectively. EFO is a relatively new physics-inspired
sibility for operation and its significant role in gas emission control meta-heuristic algorithm, which simulates the behavior of electromag-
in urban areas. Creating a network of electrical catenary free public nets with different polarities. In the prediction models, different in-
transport system is very costly due to their battery usage and installing put parameters as population, gross domestic product, transportation
high tech charging stations. In recent years, several papers have ad- modes statistics, e.g., air, vehicle, marine and rail were considered.
dressed designing such networks from technological as well as oper- The data from 1970 to 2015 were utilized to train and test the models.
ational aspects. For such systems, battery degradation is impacted by Models were compared using different prediction performance mea-
the operational decisions. Maximization of battery life is crucial. In sures and the transportation energy demand of Turkey is estimated un-
this paper, we introduce a linearized battery degradation incorporated til 2030.
inside an MILP for such electrical public transport systems. Two com-
monly used approaches are applied for designing a Multicriteria Opti-
mization Problem, weighted sum and epsilon-constraint. Charging and
discharging show a non-linear behavior, but in current models are as-
sumed to be linear. A more accurate representation of this behavior is
proposed and incorporated in the model. A case study is carried out on
TB-57
semi-real data, based on real-life situations, to compare the impact of Tuesday, 10:30-12:00 - 4D UPV 2.3
incorporating battery aging on the costs with results of a model without
battery degradation minimization. Also the impact of a more accurate Software for Mixed-Integer Optimization I
representation of (dis)charging behavior is evaluated.
Stream: Software for Optimization
2 - Common effluent treatment plants locations allocation Chair: Gregor Hendel
modelling in an industrial cluster
Saurabh Chandra, Manish Sarkhel 1 - On signed symmetries in MILP
Imre Polik, Philipp Christophel
Factories need to treat their effluent water before discharging out in the
open, to minimize the level of environmental damage caused. Govern- Using signed permutations in detecting symmetry for MILP was sug-
ments have regulations limiting the types and amount of effluents being gested before, but in a somewhat limited way. In this talk we extend
discharged from any manufacturing or processing facility. Large firms the previous concepts and investigate what we can gain by using signed
may install expensive in-house effluent treatment facilities to treat their row permutations and complemented variables in symmetry detection.
discharge water before release, although small and medium scale firms Experiments are implemented using the SAS/OR MILP solver.
may prefer a common effluent treatment plant (CETP) to share the cost
247
TB-58 EURO 2018 - Valencia
2 - How to fold a linear program 2 - Predicting job selection based on departmental courses
Timo Berthold, Qi Huangfu, Michael Perregaard by using clustering and adaptive regression methodolo-
We present LP Folding which is a way to exploit symmetries in linear gies
programming problems. It uses a structure called equitable partitions, Ayşe Kuyrukçu, Fatma Yerlikaya Özkurt
which can be seen as a generalization of model symmetry in MIP solv-
ing. An equitable partition subdivides the problem such that for each Increasing variety of professions and rapid increase of alternatives that
block in the partitioned problem, all the bounds and costs are the same, offer this diversity rendered the decision of job selection more diffi-
and all row and column coefficients add up to the same value. cult and more important. It seems that the course selections are highly
influential on the choice of profession. Especially, for industrial engi-
LP Folding can significantly reduce the size of the problem to be solved
neer candidates, this decision is becoming more difficult as they have
and thereby speed up the solution process. It can be used with all three
been educated with an interdisciplinary notion. Their curriculum has
major LP algorithms: primal simplex, dual simplex and barrier. We
a wide range of courses in engineering and business fields; such as
discuss the implementation of LP Folding within the FICO Xpress Op-
production, modeling and optimization, database, economics, project
timizer and present computational results on public benchmarks.
management, etc. In addition, industrial engineers do not have a spe-
3 - Gurobi 8.0 - what’s new cific job area definition as other engineers. These are the reasons of
Michael Winkler selecting industrial engineering students and graduates as a sample of
this study.
We will give an overview on new features and improvements in the
current Gurobi release. In particular, we focus on the new Cloud and In this research, the departmental courses (compulsory courses with
Compute Server enhancements and present our newest performance IE code) and the grades of students of these courses are gathered. A
improvements. group of graduated students working in different fields are selected as
the sample set. The aim of this study is to obtain a relationship/model
4 - More performance with the new generic callback in between the students’ courses and their current jobs by using clustering
CPLEX 12.8 and adaptive regression methodologies.
Xavier Nodet 3 - Training schools and supply chain stakeholders for
Version 12.8 of IBM CPLEX Optimization Studio is available to cus- medicines shortages (cost action CA15105)
tomers, teachers and students since December 2017. Among other fea-
tures, it offers a new callback framework in CPLEX, the Generic Call- Joao Miranda, Sarah Ben Amor
back. The CPLEX Generic Callback was designed from the ground The engagement of stakeholders, data management issues, decision
up with a significant goal in mind: providing a simple framework that making on conflicting framework, and researchers inclusiveness are
keeps all CPLEX performance. By making sure that callbacks don’t crucial for the international cooperation programs, such as the COST
introduce any change in the solution path, the Generic Callback allows actions. Namely, a pair of Training Schools focusing disruptions of
users to monitor CPLEX behavior without interfering with it, and to pharmaceutical supply chains (SC) and drugs shortages was developed
drive CPLEX without incurring any undue cost. By not disabling Dy- on behalf of the COST Action "Medicines Shortages" (CA15105),
namic Search or any other feature, performance improves by 25% on treating specific computational issues, integrating SC optimization,
difficult models. We will introduce this new feature and present some and experimenting data science tools within IBM Watson/Bluemix.
use cases to show how it can be used. Recent developments, a pilot-application and its updated functionali-
ties, and the current situation on SC stakeholders are discussed, as well
as other training actions and scientific missions for young researchers
are outlined.
TB-58 4 - Study on optimization of charge of quarters scheduling
Tuesday, 10:30-12:00 - 4D UPV 2.4 in military academy
Minsu Kim
Topics on Education
The faculty members of the military academy are in a special position
Stream: OR Education that serves as an officer of the military and a professor at the university.
Because of that, each professor lectures for a fixed period of time, but
Chair: Joao Miranda also serves Charge of Quarters (CQ) as an officer. Usually, CQ service
members are typically excused from duties the following day, except
1 - Evaluating the potential trade-off between students’ sat- lectures. So that, faculty members are hopes that the next day of the
isfaction and school performance using multiobjective CQ will not overlap with the lectures. In general, however, the sched-
programming ule of the CQ is operated on an orderly basis. Therefore, each month
Sandra González Gallardo, Oscar David Marcenaro Gutierrez, after the schedule is announced, each faculty members are repeats re-
Mariano Luque placing CQ schedule that are timely. In this research, I developed IP
model for CQ scheduling and analyzed the efficacy of the model using
In this article, we carry out a combined econometric and multiobjec- real data. I also developed a heuristic model that can solve problems
tive analysis using data from a representative sample of Andalusian quickly. Through this study, it can be seen that effective CQ schedul-
schools. In particular, four econometric models are estimated in which ing can be made for people in special positions of military academy
the students’ academic performance (scores in math and reading, and professors
percentage of students reaching a certain threshold in both subjects,
respectively) are regressed against the satisfaction of students with dif-
ferent aspects of the teaching-learning process. From these estimates,
four objective functions are defined which must simultaneously maxi-
mized. A set of constraints is obtained by analyzing dependencies be-
tween explanatory variables. This multiobjective programming model
TB-59
is intended to measure the students’ academic performance as a func- Tuesday, 10:30-12:00 - 4D UPV 2.5
tion of the students’ satisfaction. To solve the this problem, we use the
reference point methodology together with the compromise program- Integrating Renewable Energy Resources
ming, which allows generating several Pareto optimal solutions repre- into Power Systems
sentative from the Pareto optimal front. In general, the results show
the importance of promoting respect and closer interaction between
students and teachers, as a way to increase the average performance of Stream: Technical and Financial Aspects of Energy Prob-
the students and the proportion above a certain threshold. lems
Chair: Raquel García-Bertrand
248
EURO 2018 - Valencia TB-60
1 - Inertia changes in power systems with high wind power only had substantial effects on a free-flowing network but produced
plant integration. An overview of frequency analysis marginal changes in allocation in congested ones. The conclusion of
the investment trials revealed two things: 1) Storage investment is not
challenges significantly affected by transmission constraints so long as renewable
Ana Fernandez-Guillamon, Angel Molina-Garcia, Antonio generation stays constant and relatively low; 2) More flexible tech-
Vigueras-Rodriguez nologies like Fly Wheels are favored at lower volumes of renewable
penetration for their load balancing abilities while cheaper technolo-
Traditionally, inertia in power systems has been determined by consid- gies are best as the volume of renewable power generated increase and
ering the rotating masses directly connected to the grid. During the last become the majority of grid power.
decade, the integration of Renewable Energy Sources, mainly PV in-
stallations and wind power plants, has led to important generation rates
from these sources, changing considerably the stability and reliability 4 - Robust transmission network expansion planning un-
analysis of power systems. As an example of this relevance, renew- der correlated uncertainty
ables overtake coal and nuclear in EU for the first time during 2017. Raquel García-Bertrand, Cristina Roldán, Roberto Mínguez,
A new generation scenario for power systems thus emerges from the José Manuel Arroyo
supply-side, replacing traditional generation by renewables and affect-
ing parameters such as inertia and subsequently frequency regulation. This paper addresses the transmission network expansion planning
Actually, renewable generation units are decoupled from the grid by problem under uncertain demand and generation capacity. A two-
electronic converters, decreasing the inertia of the grid and then be- stage adaptive robust optimization framework is adopted whereby the
coming more vulnerable power systems. In this way, ’Hidden inertia’, worst-case operating cost is accounted for under a given user-defined
’Synthetic inertia’ or ’Virtual inertia’ are terms currently under discus- uncertainty set. This paper differs from previously reported robust so-
sion. Alternative spinning reserves are then necessary to be provided in lutions in two respects. First, the typically disregarded correlation of
a new framework where the lack of rotating masses directly connected uncertainty sources is explicitly considered through an ellipsoidal un-
to the grid must be emulated by maintaining a suitable power system certainty set relying on their variance-covariance matrix. In addition,
performance. With this aim, a detailed analysis to estimate the effect we describe the analogy between the corresponding second-stage prob-
of low inertia parameter for frequency control purposes is discussed in lem and a certain class of stochastic programs arising in structural reli-
detail. Different scenarios are simulated and analysed, taking into ac- ability. This analogy gives rise to a relevant probabilistic interpretation
count high wind energy integration, demand variations and frequency of the second stage, thereby revealing the undisclosed relationship be-
oscillations. tween stochastic programming and the worst-case setting characteriz-
ing robust optimization with ellipsoidal uncertainty sets. More impor-
2 - Spot market, futures and risk management in the inte- tantly, a novel nested decomposition approach based on results from
gration of renewable resources structural reliability is devised to solve the proposed robust counter-
Carlos Ruiz, Paolo Falbo part, which is cast as an instance of mixed-integer trilevel program-
ming. Numerical results from several case studies demonstrate that
This work aims to evaluate how the integration of distributed genera- the effect of correlated uncertainty can be effectively captured by the
tion (prosumers) and demand response policies may impact the rela- proposed robust approach.
tionship between futures and spot electricity markets.
We consider a risk averse electricity producer that trades her energy
in a two-stage setting: first in a futures market and then by participat-
ing in a spot market. In the first stage the producer aims to derive the
optimal total sales in the futures accounting for uncertain spot market
outcomes. In the second stage, when uncertainty is resolved, the pro-
TB-60
ducers decides the optimal total sales in the spot market together with Tuesday, 10:30-12:00 - 4D UPV B.5
the appropriate energy mix to supply the energy committed in both
markets. EURO Excellence in Practice Award II
The model is formulated as a stochastic bilevel program. The upper- Stream: EURO Special Sessions
level problem represents a linear trade-off between producer’s expected
profit and conditional value at risk (CVaR). The lower-level problem Chair: Ulrich Dorndorf
reproduces the spot market clearing for a set of scenarios that differ
in the availability of renewable sources (solar and wind), direct gen- 1 - The OR revolution in Vattenfall BA Wind
eration costs (gas and coal), and demand level. In particular, a copula Martina Fischetti, Jesper Runge Kristoffersen, Michele
method is used to generate demand and renewable generation scenar-
ios at different levels of correlations. To easy its computational per- Monaci, David Pisinger
formance, the bilevel problem is reformulated into a single level MILP
which can be solved with standard branch-and-cut solvers. Several Wind energy is a fast evolving field, that has attracted a lot of attention
numerical simulations are carried out to show the performance of the and investments in the last decades. Being an increasingly competi-
proposed model. tive market, it is very important to minimize establishment costs and
to increase production profits already in the design phase of new wind
3 - Optimizing storage allocation and investment for trans- parks. Our project uses state-of-the art Operational Research (OR)
mission constrained networks considering losses and techniques in the design phase of a new offshore park. This work is
based on 4 years of close collaboration between the academic world
high renewable penetration and Vattenfall, a leading wind energy developer and wind power opera-
Sonja Wogrin, Diego Tejada, Dean Yacar tor. In particular, Vattenfall defined the problem, tested the models and
nowadays routinely uses our software for turbine allocation and cable
This work investigates the effects of transmission losses, constraints routing. Our project was the first (and very successful) attempt for Vat-
and increased renewable energy penetration on planning energy stor- tenfall to use OR in the wind farm sector. OR techniques are, indeed,
age allocation and investment. By modifying a DC Optimal Power not yet common in this new market. Our project proved that millions
Flow model using a linearized approximation for ohmic losses we were of Euros can be saved in practice, by a smarter use of resources (i.e.,
able to understand which network characteristic or inhibitor drives the using sound optimization techniques) compared to the traditional and
most change in expanding utility scale storage. Four different stor- more manual approach.
age technologies were explored—Compressed Air Energy Storage,
Pumped Hydro Storage, Lithium-Ion Battery and Fly Wheel—each
having different charging, capacity and cost characteristics. The re- 2 - Blending systems thinking approaches for organisa-
sults of the storage allocation trials revealed that network congestion tional analysis: reviewing child protection in England
was a more influential network inhibitor than were line losses. Losses David Lane, Eileen Munro, Elke Husemann
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programs. This paper aims to propose an analytical approach for aca- total amount of CO2 emission, is proposed. A Mixed Integer Lin-
demic program quality assessment utilizing the Bologna declarations ear Programming (MILP) model is developed to determine the loca-
of the programs. First, we propose a methodology on data organiza- tion of distribution centres (DCs) and recycling centres (RCs), their
tion. Second, the organized data are used for assessments at program respective numbers, the transportation mode (vehicle) assigned to each
and subdivision levels via Data Envelopment Analysis. We illustrate facility, and the flows of products within the CLSC network. An op-
our proposed methodology in an application to Business bachelor de- timal method and a matheuristic using compromise programming are
gree programs in Turkish universities. We discuss the implications to proposed. The latter incorporates an aggregation technique, an MILP
various stakeholders of higher education from policy makers to stu- model and a local search. A practical example using a UK map is
dents. given to demonstrate the usefulness of the compromise solutions. The
performance of the proposed approaches is assessed using a newly
3 - Measuring academic research efficiency: a comparison constructed datasets. The computational experiments show that the
of results from parametric and nonparametric methods proposed matheuristic outperforms the exact method while requiring a
Nabil Amara, Nizar Souiden, Mehdi Rhaiem relatively smaller amount of computing time.
Using metrics on outputs from the Thompson ISI Web of Sciences, 2 - Solving a bi-objective facility location problem in the
augmented by a survey data on factors explaining the productivity and presence of uncertainty
impact performances of university researchers funded by the Natural Najmesadat Nazemi, Sophie Parragh
Sciences and Engineering Research Council of Canada (NSERC), this
article attempts to shed new light on the efficiency of academic re- To cope with uncertainty in optimization problems, many different ap-
search production as measured, at the researcher’s level, by the peer- proaches have been presented in the literature. The most widely used
reviewed article counts. This is done by developing a formal con- ones are stochastic optimization, including concepts such as expected
ceptual framework to assess the academic production efficiency and value, chance constraints or risk measures, and robust optimization.
by performing an empirical investigation of the determinants of re- However, the intersection of uncertainty and multi-objective optimiza-
searchers’ efficiency using the Distance Frontier Production Function tion has not received as much attention. In this paper, we consider a
Approach and the Two-stage Bootstrap DEA Approach. Results reveal bi-objective facility location model for designing last mile networks
that there is substantial room for improvements of technical efficiency, in a disaster relief setting, where the demand of beneficiaries is con-
both across the six fields considered in this study, and within each field. sidered to be uncertain. We use two different approaches for deal-
Furthermore, we obtained evidence showing that three determinants ing with uncertainty: (i) scenario based stochastic programming (op-
explain differences in academic efficiency across the six research fields timizing the expected value) and (ii) the concept of minmax robust-
considered in this study. These determinants were: university research ness (optimizing the worst case value). Both approaches are then inte-
size, experience and seniority. Moreover, social capital, and prestige grated into two criterion space search methods, namely the well-known
and reputation of university of affiliation were found significant to ex- epsilon-constraint method and the more recently introduced balanced
plain the efficiency gap between researchers in four and three fields, box method. Finally, we evaluate and compare the different approaches
respectively. by applying them to data sets derived from a real world case study, in
order to gain insights into structural differences of the obtained Pareto
4 - Evaluation of disaster management system: a case frontiers and the underlying solutions.
study of earthquake performance in Turkey
Erdem Aksakal, Ufuk Altınsoy 3 - Ambulance simulation package
Samuel Ridler, Andrew J Mason, Andrea Raith
Due to the technological and industrial developments, natural and
human-sourced disasters have become riskier and hazardous for hu- Emergency medical services aim to provide timely medical care and
mans with the increase in population density. This makes people more transport of patients. The provision of these services requires many
sensitive to disasters and leads governments to design a disaster man- decisions to be made, such as where to locate ambulances and their sta-
agement system in order to prevent and mitigate possible disasters. As tions, ambulance dispatching behaviour, dynamic redeployment, etc.
being an important part of the disaster management system, earthquake We have developed an open source ambulance simulation package to
and the occurrence of an earthquake in a populated area threatened the allow for performance evaluation of such decisions. The package is im-
countries with numerous casualties and injuries. Turkey’s geographical plemented in Julia, a high-level programming language which executes
location makes Turkey as a risky country. Turkey is exposed to vari- quickly (comparable to C) and has the JuMP package for mathemati-
ous types of natural disasters such as earthquakes, floods, landslides cal optimisation. Details of the simulation package will be presented,
which causes losses of life and property. In this study, three major along with examples of how it may be used, such as for simulation
earthquakes sampling considered to get an idea of the performance of based optimisation.
disaster management system with using Data Envelopment Analysis.
The purpose of the study is to elaborately analyze the performance of 4 - Literature review of facility location and environmental
disaster management system and what kind of precautions are needed issues
to be developed while faced up with an earthquake in Turkey. Vanessa de Almeida Guimarães, Glaydston Ribeiro
This paper presents a literature review of articles about facility loca-
tion published in the Web of Science database until the year 2016.
A scientometric analysis was performed to identify if the papers are
TC-03 dealing with the environmental issues in their mathematical models.
Among almost 6,000 papers reported, 2% deal with environmental as-
Tuesday, 12:30-14:00 - SOUTH BUILDING UV S103 pects and only 30 articles are directly related to some kind of facil-
ity location problem. Among these 30 papers, most investigate the
Facility Location and Sustainability closed-loop supply chain, aiming to identify the optimal location of
(re)manufacture facilities and distribution centers. There is not a con-
Stream: Location Analysis and Optimization sensual approach to deal with the environmental impacts, but the most
Chair: Glaydston Ribeiro evaluated criterion is carbon emission. Some papers also apply life cy-
cle assessment while others just consider emission polices especially
carbon cap (limitation of the amount of carbon that firms can emit) and
1 - Compromise programming for closed loop supply chain carbon trade (considering the possibility of buying and selling the car-
networks bon credit). Moreover, the mathematical formulation of the problems
Said Salhi, Chandra Irawan, Muhammad Abdulrahman varies, since some papers consider the cost of carbon in the objective
function (taxes related to the amount of carbon emitted or the value
A sustainable closed loop supply chain (CLSC) network with two con- paid for additional carbon credits), others propose bi-objective models
flicting objectives, namely the minimisation of the total cost and the aiming to minimize the amount of carbon emitted, while other ones
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treat the environmental issue as a constraint of the main model. The time dependent, risk-adjusted discount rate for calculating the present
results also showed that there are gaps to fulfill, especially models fo- value of operations.
cusing in governmental strategic planning. Our analysis is based on cash flows being mean reverting according
to the exponential Ornstein-Uhlenbeck process. It shows that the risk
premium changes from the standard form of being multiplied with the
time to maturity to instead being multiplied with one minus an expo-
nentially decaying function of time to maturity. In other words, the risk
TC-04 premium is a function of time but not a multiplication with time, and
Tuesday, 12:30-14:00 - SOUTH BUILDING UV S104 asymptotically constant as the risk is asymptotically constant. Mean
reversion normally leads to an increase in value and differences are
accentuated in a low interest rate environment even with a constant
Dynamic Asset allocation market risk premium simply because future payments are more worth.
It is therefore even more important than historically to get the cash flow
Stream: New Challenges in Investment Strategies, Risk process and discounting right.
and Financial Modelling
4 - A beta decomposition to set up a low beA asset alloca-
Chair: Roy Cerqueti
Chair: Mario Maggi tion strategy
Mario Maggi, Antonio Amendola, Dennis Montagna
This paper presents the so called "Beta anomaly" regarding the risk-
1 - Networks and market-based measures of systemic risk: reward relationship in financial markets. There is evidence that a "Low
the global banking system in the aftermath of the finan- Beta" strategies generate good performances. To use this fact in port-
cial crisis folio management, we decompose the beta formula into correlation
Chiara Pederzoli, Gian Paolo Clemente, Rosanna Grassi and standard deviation, in order to assess the different drivers and con-
tributions. We run an extensive analysis focusing on S&P500 Index
In this paper we investigate how the global banking system reacted to and relative components, covering the last 10 years. We analyze the
the financial crises occurred in the last decade, which highlighted the impact of the two components on the overall beta and we set up a port-
urgency of addressing systemic risk within financial regulation. Aca- folio strategy based on the betas and their components. We extend our
demics have proposed a wide range of different approaches to measure research in different sectors and finally we develop a new proposal in
systemic risk. Broadly speaking, we refer to two different approaches, order to show the beta evolution respect to the market and the reference
which have gained great relevance in the last years. One refers to sector, the "Walking Beta".
market-based measures of systemic risk such as Marginal Expected
Shortfall (MES) and CoVaR. The other approach deals with network
analysis, which describes the architecture of the financial system by
using either real financial flows among institutions or simulations in
order to assess the resilience of the system to shocks. We follow al-
TC-05
ternatively both approaches to describe the evolution of systemic risk Tuesday, 12:30-14:00 - SOUTH BUILDING UV S105
during the last few years, as a reaction to the financial crisis and to the
regulatory innovations induced by the same. In particular, we study Pickup and Delivery Problems
the network of the banking system using country-level data provided
by the BIS on cross-border banking claims during 2005-2017. Be- Stream: Vehicle Routing and Logistics Optimization I
sides this analysis, we apply MES and CoVaR at the aggregate level. Chair: Cristiam Gil
In other words, we measure potential losses suffered by banks in any
country when the banks in the other countries face difficulties. The 1 - An exact formulation for the one-to-one pickup and de-
two approaches are different in spirit but they share the common aim
of measuring global systemic risk and therefore the comparison of the livery problem with divisible split ups
results can give deep insights into the issue. Bolor Jargalsaikhan, Ward Romeijnders, Kees Jan
Roodbergen
2 - Optimal investment strategies with stochastic interest In vehicle routing problems, it is well known that splitting up the loads
rate and minimum performance constraint of a delivery may lead to significant cost benefits. We consider a pickup
Daniele Marazzina and delivery problem with divisible split-ups: In offshore helicopter
routing problems, several teams may be located at the same platform
We consider the optimal strategy problem of a fund manager in the and need to be transported to different platforms. Teams at the same
presence of a minimum guarantee. The manager, in fact, receives a origin platform with different destinations may split up. Such split-ups
fee which is proportional to the liquidation value of the portfolio, re- can be addressed in a mathematical model by duplicating the platforms
duced through the application of a penalty if the liquidation value is into fictitious nodes for each arriving and leaving team. Then the ex-
below a specified-in-advance threshold (minimum guarantee). We deal tended network can be solved as if it is a standard pickup and delivery
with two different settings: a continuous time economy with constant problem without split-ups. However, the number of nodes increases
instantaneous interest rate and the case where the short-term interest significantly and it becomes numerically inefficient. In this paper, we
rate is described by the Vasicek model. Explicit formulas for the op- provide a linear integer programming formulation on the original graph
timal investment are presented; moreover, we analyze the sensitivity of the platforms without any duplications.
of the optimal investment strategy with respect to the different model’s
2 - Order first cluster second algorithm for pick up and de-
parameters. We then compare our portfolio strategies with the Mer-
ton portfolio and with the Option Based Insurance strategy (El Karoui, livery problem
2005). Tejas Ghorpade, Narayan Rangaraj
Freight carriers who face uncertain demand and travel times assign the
3 - Discounting of mean reverting cash flows vehicles dynamically and have no planned trips. When demands are
Henrik Andersson known with some reasonable probability, defining fixed paths which
can be modified using simple methods is desirable. We consider vari-
If we believe in the dynamics of a competitive market economy, cash ation of the Pickup and Delivery Problem where the origin and des-
flows stemming from sales of standardised goods should be mean re- tination of the load are specified by the customer and demand is in
verting. This is not congruent with the use of a constant risk-adjusted terms of the number of vehicles. This is an arc routing problem where
discount rate as the risk of a mean reverting cash flow is asymptotically demands need to be satisfied by multiple trips. Such situations arise
constant. Nevertheless, option theory can handle mean revering price during freight movement by rail or truck where the customer requests
processes and be applied to indirectly determine an appropriate, but multiple vehicles to move the commodities. We solve the deterministic
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EURO 2018 - Valencia TC-06
version of this problem using average demand by Order First Cluster 1 - Solving the integrated order picking and vehicle routing
Second method. A two-step algorithm is developed, where the first problem with order batching and delivery time windows
step generates a single path by determining the next location as the Daniel Schubert, Heinrich Kuhn, Andreas Holzapfel
node having the maximum value, obtained from a greedy path from
that node. In second step, we split this single path to form multiple Picking customer orders in the warehouse and scheduling the deliver-
paths around a particular node so as to form complete cycles. The pro- ies of those orders to the customers are commonly considered as two
posed heuristic is compared with two methods, one where the initial independent planning problems, i.e., order picking and vehicle rout-
path is obtained by ILP and splitting algorithm remains same and an- ing. An integration of these problems yields significant advantages
other ILP that gives an exact solution. Lastly, we develop an adaptive regarding costs and/or delivery reliability. These advantages are espe-
algorithm that modifies the cycles according to the difference between cially noticeable if independent customer orders are combined to one
average and actual demand. We simulate such demands over a period joint picking batch. Joint picking of customer orders reduces the total
of time to check the efficiency of this adaptive algorithm. picking time of all orders in the warehouse. However, a favored order
batch may be in conflict with a preferred delivery tour. Therefore, an
3 - A two-compartment single vehicle routing problem with integration of both problems is required. We present a model and a so-
simultaneous pickups and deliveries, stochastic de- lution approach that integrate the order batching and a vehicle routing
problem assuming delivery time windows with a hard lower and a soft
mands and predefined customer order
upper bound in order to minimize the total tardiness of all orders. We
Constantinos Karamatsoukis, Roza Zakar, Epaminondas compare the results of the integrated solution approach with those of a
Kyriakidis, Theodosis Dimitrakos sequential one.
We consider the problem of finding the optimal routing of a vehi- 2 - Collaborative load plan design in the retail market: the
cle with finite capacity that delivers new/fresh products and picks up
old/expired items of the same product. The new/fresh products are pickup hub and delivery problem
stored in compartment 1 and the old/expired products are stored in Axel Grimault, Yun He, Fabien Lehuédé, Juliette Medina,
compartment 2. The vehicle must deliver and pick up products accord- Olivier Péton
ing to a predefined customer order. For each customer the quantity of
In this paper, we present a service network design and routing problem
the products that is delivered and the quantity of the products that is
that integrates long-haul and local transportation decisions. Consolida-
collected are discrete random variables with known distributions. The
tions between carriers with heterogeneous operating costs is important
actual demands for new/fresh products and for old/expired products
when fast and frequent deliveries are required in a dense network of
are revealed upon the arrival to customer’s site and cannot exceed the
retailers. A set of logistic hubs allows the consolidation of backlog
capacity of compartment 1 and 2, respectively. The vehicle is allowed
orders between the inbound network (suppliers) and the outbound net-
to return to the depot to restock with new/fresh products and to un-
work (retailers). Direct deliveries are keys to reduce transfer operations
load the old/expired products. It is possible to find the optimal routing
and customer assignment to several hubs reduces transportation costs.
strategy by implementing a suitable dynamic programming algorithm.
Numerical results are also presented for the problem we study. To solve the problem, we present a route based formulation that embed
a large set of routing constraints. To tackle the variety of route costs
4 - A column-generation based model to pickup and deliv- and constraints, inbound network routes are enumerated based with a
ery problem with transfers generator including specific carriers constraints. Generating outbound
routes means solving a rich vehicle routing problem. This is performed
Cristiam Gil
by heuristic column generation. Once routes are generated, the master
Exact methods in the PDP-T literature were only employed for solving problem is solved with a MIP solver. Numerical experiments illustrate
small instances with larges computational times: the best is no more the leverage of consolidation on a real case.
than 75 requests and 4 transfer points running up to 1 CPU time hours
(an imposed limit) with average gaps of 33.84% (Masson et al., 2014), 3 - Integrating consumer preferences and shelf life data in
showing an existing gap in real applications. Some recent promising urban e-grocery logistics planning
works have improved gaps in reasonable computational times. Cortes Christian Fikar, Andreas Mild, Martin Waitz
et al. (2010) proved the computational benefits of implementing a
branch-and-cut algorithm (based on Benders decomposition) to solve This work presents a decision support system to assist in the distri-
PDP-T problems. They reported savings of around 90% in CPU time bution of perishables in an urban e-grocery setting by incorporating
when compared to standard MIP solvers. Ghilas et al. (2017) solves product shelf life data and customer preferences in logistics planning
the PDPTW-T, through a Branch-and-Price methodology mainly con- procedures. An agent-based simulation estimates demand and further
sider for the PDPTW with scheduled lines, with up to 40 requests on models customer perception of the delivered services over time based
the considered instances. Gschwind (2015) evidenced the effective- on results of a conjoint analysis surveying 432 urban consumers. The
ness of column generation approaches for the PDP (with no transfer), focus is set on the impact of varying remaining shelf lives at delivery of
solving 91% small and medium size instances and 66% of large size in- highly perishable fresh fruits and vegetables such as fresh berries. In-
stances to optimality. It could be worth to explore this approach for the corporated food quality models and dynamic optimization procedures
problem for the problem with transfers. Currently, we are developing estimate shelf lives at delivery and optimize vehicle routes. Compu-
of cutting-edge solution methods to PDP with transfers, specifically tational experiments investigate the impact of offering customers one
based in Column Generation. The purpose of this work is to show our or more competing service offers (e.g., varying time window widths,
ongoing progress in this problem: to propose a three and a two index guaranteed product qualities at arrival or delivery fees). Therefore,
formulations including precedence, route synchronization and capacity store-based home deliveries of strawberries throughout Vienna, Aus-
constraints, which present difficulties to deal. tria, and a simulation horizon of four weeks are considered. Results
highlight the importance of jointly investigating logistics performance
and customer perception when designing service offers for e-grocery
systems to facilitate efficient operations.
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TC-07 EURO 2018 - Valencia
and how much inventory to transship between the locations. This re- 3 - A mathematical model for timetabling problem in rail-
search proposes a model that can be used to plan proactive transship- way transportation
ments in a general setting. A heuristic transshipment policy is proposed Fatih Bahar, Lale Ozbakir, Pınar Tapkan, Sinem Kulluk, M.
that is shown to perform well compared to commonly used policies on
a wide range of test problems. Burak Telcioglu
In railway timetabling problem, the main issue is the determination of
headways, the time between two consecutive train trips. This headway
should meet the structural and operational constraints while satisfying
the demand of passengers. Train timetabling problem is proven to be
TC-07 NP-hard. For this time consuming and complex problem, dispatchers
must spend lots of time and effort. In this study a mathematical model
Tuesday, 12:30-14:00 - SOUTH BUILDING UV S107 is proposed to solve the timetabling problem of a real-world light rail-
way public transportation system. In this study a cyclic timetable is
Timetabling under Capacity Constraints optimized so as to determine the best headway in hourly time frames
for satisfying the passenger demands without violating any constrains.
Stream: Public Transportation II Due to ease of usage and learning by the passengers, preferred head-
Chair: Nikola Besinovic ways are determined by the railway planners. Meeting the passenger
demands is the most important factor that effecting the customer satis-
faction. The ratio of passengers waiting at the station is taken into ac-
1 - Integrated micro-macro railway timetable count while providing an efficient headway for the current time zone.
Miguel Angel Ruiz Sanchez, Ángel Marín, Luis Cadarso, By considering the comfort coefficient, train capacities can also be ad-
Esteve Codina justed. The solution obtained by the proposed mathematical model is
evaluated and compared with the current timetable. This study was
The railway timetable problem consists in selecting the optimal train supported by Research Fund of the TUBITAK 1011 (Project number:
routes and schedules to minimize the rail traffic time. The growth in 117M590).
the rail demand encourages infrastructure managers to improve the ef-
fective use of the infrastructure occupations, but keeping the passenger 4 - A new flexible headway model for designing opera-
service quality (travel time). The design of effective timetables help to tionally feasible railway timetables
improve running times to use the infrastructure. The timetable prob- Nikola Besinovic
lem is studied with two approaches, micro and macro. The macro ap-
proach simplifies the representation of the railway infrastructure con- In this paper, we describe how minimum headway times in a peri-
sidering railway segments linking consecutive control areas as a single odic railway timetable can be modelled in a flexible way. Usually,
network node. This approach is suitable for tackling problems from timetabling models assume that the constraints for minimum headways
the passengers’ point of view. The micro approach makes a detailed are defined as fixed and are expected to hold for all train behaviours.
description of the railway infrastructure and allows taking into account Operational feasibility of a timetable is an ability to satisfy all micro-
the constraints on the conflict on the control areas. Both approaches scopic constraints imposed by infrastructure layout, signalling and pro-
micro-macro are integrated. Some computational tests have been stud- tection system, and rolling stock driving characteristics. We propose
ied with concrete rail applications. The macro model try to minimize a new flexible headway time model for railway timetabling problems.
the passenger travel time, considering the less generalized travel time, The model is based on Periodic Event Scheduling Problem (PESP)
and delays at destination. The macro does not consider the conflicts at formulation and integrates microscopic details to maintain operational
the control zones, so the solution will be not feasible considering the feasibility of solutions. We define a functional relation between the
conflicts between trains at micro level. The micro model is defined in minimum headway times and trains’ running times. In particular, two
terms of track-circuits, they are track segments on which the presence variants of flexible headways are determined: a linear and piecewise
of a train is automatically detected. linear. Flexible minimum headway times are introduced in a PESP-
based mixed integer linear model for periodic timetabling. A flexible
2 - Periodic timetabling with limited infrastructure capacity headway time model is tested on a part of the Dutch railway network
Sebastian Albert, Soumya Dutta, Julius Pätzold, Narayan and compared to an existing model with fixed minimum headways.
The proposed model generates timetables with a significantly smaller
Rangaraj number of conflicts and creates operationally feasible solutions for a
number of instances. The proposed model contributes toward reducing
The Periodic Event Scheduling Problem (PESP) has been widely re- time for designing railway timetables that are (almost) operationally
searched and applied to the macroscopic planning of public transporta- feasible and can be implemented directly in operations.
tion systems in order to find cyclic timetables. Optimisation tradition-
ally focuses on the minimisation of rolling stock used or passengers’
travel time, or both, while obeying several types of constraints. Some
of these are soft in nature, such as equidistant spacing of parallel ser-
vices within the cyclic time period, which can be relaxed in case of
infeasibility. Other constraints are hard and cannot be changed due TC-08
to physics, such as minimum driving times or the impossibility to use Tuesday, 12:30-14:00 - SOUTH BUILDING UV S108
the same pieces of infrastructure simultaneously, especially in railway
applications. Applications in Industry and Services I
While the constraint of not driving along the same piece of track at the
same time has been successfully modelled on the macroscopic level by Stream: Combinatorial Optimization I
minimum headway times, which can be expressed as standard PESP Chair: José Fernando Oliveira
constraints, other situations are more intricate. Busy terminal stations
may pose additional constraints on the number of concurrently present
vehicles, and the interlocking around larger stations may restrict the
1 - A dynamic IRP approach for the smart waste collection
simultaneous entrance and exit, often even depending on the platform problem
allocation. If such constraints are numerous, especially in dense traffic Tania Ramos, Carolina Soares de Morais, Ana Barbosa-Povoa
on very limited infrastructure, even feasible solutions can become hard
to find. Information and Communication Technologies’ advances are today an
important breakthrough for organizations allowing to deal with uncer-
We formulate such additional capacity constraints on top of the PESP tainty and improving their operational decision-making process. This
and employ Constraint Propagation to find feasible solutions. is the case of the waste management sector where the accumulation
of municipal solid waste is difficult to forecast causing frequently an
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EURO 2018 - Valencia TC-09
inefficient use of resources. The installation of sensors to transmit The car rental business has interesting and different characteristics,
real-time information on the waste bins’ fill-level can be explored to such as the flexibility and the mobility of the fleet, associated with a
better plan and operate waste collection. The available real-time data competitive market, pushed by a price-sensitive and uncertain demand.
should be used to optimize collection routes, where the amount of These characteristics facilitate the integration of fleet- and revenue-
waste collected is maximized while transportation costs are minimized. oriented issues, traditionally tackled separately. Capacity decisions are
A "smart collection" operation is explored as opposed to the traditional made when a company is planning a selling season and must decide on
"blind collection" operation, in which all bins are visited through pre- the number (and type) of vehicles it will have to meet demand, which
defined and static routes. To guarantee a profit maximization for the is uncertain and highly price-sensitive. Thus, the decisions regard-
entire planning horizon, Inventory Routing Problem (IRP) models are ing prices are connected with the capacity decisions. Throughout the
studied, coupled with dynamic solution approaches. This allows a con- season, the company must also decide on fleet deployment, by empty
tinuous data updating, in contrast to traditional IRP models that only transfers or by rentals fulfilled, and on possibly leasing cars to face
consider the use of real-time information in the first period of time and peeks of demand.
estimates for the days ahead. Additionally, the present work proposes
a Rolling Horizon solution approach to solve the IRP dynamically, us- We model this problem as a two-stage stochastic program. The goal is
ing every day the data transmitted by the sensors. The approach is to provide decision-makers with profitable solutions to the first stage
applied to instances derived from real data provided by a Portuguese decisions, describing their ability to deal with the different realizations
waste collection company. of uncertainty, represented by scenarios.
The methodology developed is based on a co-evolutionary genetic
2 - A heuristic approach to dispatch and conflict-free rout- algorithm, where parallel populations of solutions and scenarios co-
ing problem of capacitated vehicles for container trans- evolve, depending on each other for the fitness evaluations. On the
fers and relocations in a warehouse setting one hand, this method obtains a representative and diverse population
Emmanouil Thanos, Tony Wauters, Greet Vanden Berghe of scenarios, in relation to the impact they have on solutions. On the
other hand, solutions converge to well-performing decisions, based on
The present work proposes a heuristic approach for the integrated prob- different risk profiles.
lem of scheduling container boxes’ transportation with capacitated ve-
hicles through conflict-free trajectories in a random warehouse setting.
In addition to vehicles’ dispatching, scheduling and routing decisions,
the problem involves storage location selection for the boxes which
must be relocated. The setting’s traffic network is modeled as a graph
including stacks of boxes. Single-type vehicles are incorporated along- TC-09
side their loading, unloading and transfer operations, permitting split Tuesday, 12:30-14:00 - SOUTH BUILDING UV S109
deliveries with Last-in-First-Out policy. Various real-world movement
restrictions and conflict rules are considered. In the proposed Local
Search (LS) framework, each LS solution indirectly represents a rout-
Matheuristics
ing schedule. All assigned vehicles are gradually routed and waiting
times are imposed to resolve conflicts and maintain safety distances,
Stream: Matheuristics
while satisfying all capacity and precedence restrictions. Numerous Chair: Tony Wauters
possible local moves are addressed for reducing the total makespan
of an existing schedule, incorporated within both a Simulated Anneal- 1 - A matheuristic improvement procedure for the Eu-
ing and a Late Acceptance meta-heuristic. The integrated approach is
applied to the real container yard layout and transport requests of a clidean travelling salesman problem
Belgian terminal and experimental evaluation shows that the proposed Peter Greistorfer, Moritz Kettele, Rostislav Staněk
algorithm significantly reduces the operations’ execution time for in-
stances of different input sizes. Given an edge-weighted graph, the travelling salesman problem (TSP)
asks for the determination of a shortest Hamiltonian cycle. The TSP
3 - Cruise itineraries optimal scheduling is an NP-hard important real-world and graph-theoretical problem and
Gianni Di Pillo, Stefano Lucidi, Renato Mari, Massimo Roma has been prominently treated in literature for many decades.
A cruise company faces three decision problems: at a strategic level in Exact algorithms usually employ integer linear programming (ILP), of-
which maritime area and in which season window to locate each ship ten utilizing a branch-and-bound- or branch-and-cut-scheme with cut-
of its fleet; at a tactical level, given a ship in a maritime area and in a ting plane constraints. Besides, classical construction heuristics (e.g.
season window, which cruises to offer, where a cruise is characterized nearest neighbour (NN) or farthest insertion (FI)), improvement meth-
by the embark and debark ports and the days length; at an operational ods (e.g. k-opt or Lin-Kernighan (LK) procedures) and metaheuristics
level, to determine the day-by-day itinerary, in terms of transit ports, play a meaningful role. Recently, with the rise of commercial solvers
arrival and departure times and so on. This talk concerns the tacti- and the growing availability of more capable hardware, incomplete or
cal level: more precisely to determine a scheduling of cruises with the partially exact linear optimization methods, so-called matheuristics,
objective to maximize the expected revenue provided by a ship in a have been established. We propose such a matheuristic, an improve-
maritime area and in a season window, taking into account a number ment procedure for the Euclidean TSP.
of constraints: 1.for any port there is a minimum and a maximum num-
ber of visits 2.a port cannot be visited again unless a minimum number Our magnifying glass heuristic (MGH) removes sub-paths, defined by
of days is elapsed 3.for any cruise length there is a minimum and a the current position of a magnifying glass, and rebuilds these destroyed
maximum number of cruises 4.some cruise must depart (arrive) in a regions by means of an ILP. This is iteratively repeated for the whole
given port in a given day of the season 5.charter cruises, specified by two-dimensional space of vertices, while usually improving the overall
departure port and day - arrival port and day must be included. The tour.
problem is modelled as a MILP coded using AMPL and solved using Starting with NN and FI, variants of MGH were tested on a set of DI-
GUROBI. The solution gives the sequence of cruises which satisfies all MACS instances with sizes ranging up to several hundred thousand
constraints and maximizes the expected revenue attained in the season vertices. All results, compared to those of 2- and 3-opt and to LK,
window. As far as we are aware, this problem appears to be tackled for illustrate that MGH on average provides better results in shorter cpu-
the first time, and no references on the subject seem to be available in times.
the literature.
4 - Integrating capacity and pricing under uncertainty in 2 - A matheuristic approach for forming, scheduling and
the car rental business routing field service teams with prioritized multi-skill
José Fernando Oliveira, Beatriz Brito Oliveira, Maria Antónia tasks
Carravilla, Alysson Costa Seray Çakırgil, Eda Yücel, Gultekin Kuyzu
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with decision makers’ preferences. Thus, a comprehensive method is The trade-off between ensuring trade facilitation and imposing regu-
proposed, namely SMAA-hCAT-SD, which allows the decision maker latory control is a major concern for customs administrations world-
to analyse the assignment of the actions at different nodes of the criteria wide. The growing levels of international trade and the limited re-
hierarchy. A numerical example is presented with the aim of illustrat- sources of customs have led governments to invest in data mining tech-
ing the application of the proposed method. niques to target specifically the high risk cases. In this fraud detection
application, we analyse a unique dataset of 9.624.124 records result-
4 - Robust ordinal regression and stochastic multicriteria ing from a collaboration with the Belgian customs administration. We
focus on two gaps in the customs fraud detection literature: (1) the
acceptability analysis for the level dependent Choquet class imbalance problem is rarely addressed, yet this poses a major
integral challenge for many classifiers. We propose a new implementation of
Salvatore Greco, Sally Giuseppe Arcidiacono, Salvatore the EasyEnsemble algorithm that integrates a confidence rated support
Corrente vector machine in the boosting process to overcome the class skew
problem. (2) Fine-grained features (e.g. supplier, importer, commod-
ity codes, country of origin) are often neglected or included through
We discuss a multiple criteria decision aiding methodology that adopts creating artificial low-dimensional derived attributes. We show that
the level dependent Choquet integral to take into account importance such fine-grained information available at identifier level is very pre-
and interaction of criteria which depend on the level of the evaluations dictive for customs fraud detection (in terms of AUC and lift) and that
attained by alternatives on the considered criteria. The level dependent applying imbalanced learning solutions provides significant improve-
Choquet integral is based on a level dependent capacity, which assigns ments to the baseline. Our results have an immediate impact on the
a standard capacity to each level of evaluation for considered criteria. customs fraud detection domain through an improved retrieval of tax
Since, in general, there is not only one but many level dependent ca- losses and an enhanced deterrence.
pacities compatible with the preference information provided by the
Decision Maker, we propose to take into account all of them by using
the Robust Ordinal Regression (ROR) and the Stochastic Multicriteria 3 - From one-class to two-class classification by incorpo-
Acceptability Analysis (SMAA). On one hand, ROR defines a neces- rating expert knowledge
sary preference relation (if an alternative is at least as good as another Dieter Oosterlinck, Dries Benoit, Philippe Baecke
for all compatible level dependent capacities), and a possible prefer-
ence relation (if an alternative is at least as good as another for at least
one compatible level dependent capacity). On the other hand, con- In certain business cases the aim is to identify observations that devi-
sidering a random sampling of compatible level dependent capacities, ate from an identified normal behaviour. It is often the case that only
SMAA gives information in terms of probability that each alternative instances of the normal class are known, whereas so called novelties
reaches a certain position in the ranking of the alternatives as well as are undiscovered. Novelty detection or anomaly detection approaches
in terms of probability that an alternative is preferred to another. A usually apply methods from the field of outlier detection. However,
didactic example will illustrate the proposed methodology anomalies are not always outliers and outliers are not always anoma-
lies. The standard one-class classification approaches therefore under-
perform in many real business cases. Drawing upon literature about in-
corporating expert knowledge, we come up with a new method that sig-
nificantly improves the predictive performance of a one-class model.
Combining the available data and expert knowledge about potential
TC-11 anomalies enables us to create synthetic novelties. The latter are incor-
porated into a standard two-class predictive model. Based on a telco
Tuesday, 12:30-14:00 - SOUTH BUILDING UV S111 dataset, we prove that our synthetic two-class model clearly outper-
forms a standard one-class model on the synthetic dataset. In a next
Fraud Analytics step the model was applied to real data. Top identified novelties were
manually checked by experts. The results indicate that incorporating
Stream: Business Analytics expert knowledge to transform a one-class problem into a two-class
Chair: Cristian Bravo problem is a valuable method.
1 - Accounting fraud analytics for effective corporate regu- 4 - A text analytics-based decision support system for de-
lation tecting fraudulent car insurance claims
Maria Jofre Cristian Bravo, Andres Medina, Rodrigo Joannon, Richard
Weber
Accounting Fraud is one of the most harmful financial crimes as it
often results in massive corporate collapses, commonly silenced by Car insurance is a highly competitive business line in the insurance
powerful high-status executives and managers. Accounting fraud rep- industry. Companies face a very large number of claims year-on-year
resents a significant threat to the financial system stability due to the and must decide carefully when to doubt a given claim, or when to sim-
resulting diminishing of the market confidence and trust of regulatory ply cover the accident without question. In this presentation, we will
authorities. Its catastrophic consequences expose how vulnerable and show the results of a decision support system that ranks claims by their
unprotected the community is in regards to this matter, since most dam- level of risk, suggesting which claims should be checked by an expert
age is inflicted to investors, employees, customers and government. agent from the insurance agency. The decision support system analyses
both common structured data, such as claim times and claimant infor-
This study aims to identify signs of accounting fraud occurrence to mation, and the report made by the claimant in free-text format. We
be used to, first, identify corporations that are more likely to be ma- show different strategies to deal with the text information, from using
nipulating financial statement reports, and second, assist the task of simple bag-of-words models, to much more complex embeddings us-
examination within the riskier firms by evaluating relevant financial ing transforms such as Latent Semantic Analysis and fastText embed-
red-flags. To achieve this, a thorough data analytic approach is pro- dings. Both sources of data, text-based and structured, are then used
posed that includes all pertinent steps of a data-driven methodology, to create different predictive models estimating the probability that any
including the implementation of several machine learning methods for given claim is fraudulent. Results indicate that there are clear gains in
modelling fraudulent and non-fraudulent instances and further extrac- using more sophisticated models, but that data quality, specially having
tion of financial fraud-risk indicators. reliable fraud labels, might force the use of simpler models. We also
will discuss how these models change business practices, by stream-
2 - Including fine-grained features in customs fraud detec- lining fraud detection as part of the day-to-day operation of insurance
companies.
tion
Jellis Vanhoeyveld, David Martens, Bruno Peeters
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is evidence that many individuals lacks the knowledge to make sound 1 - A two-phase proximal-like algorithm in domains of pos-
financial decisions. As such, this paper conducts a comprehensive lit- itivity
erature review on Financial Literacy (FL) in order to identify current Paulo Oliveira
state of the art and research trends and to outline a future research
agenda on this topic, given FL implications has on individuals, com- This paper improves and extends a proximal-like algorithm, developed
munities or society as a whole. for computing minimums for convex functions within the framework
of symmetric positive semidefinite matrices, to domains of positivity
3 - The explanatory power of financial literacy on con- of reducible type, in a nonlinear sense and in a Riemannian setting.
sumer financial behaviors: new evidences from Europe 2 - Some tools in geometric optimization
Gianni Nicolini, Marlene Haupt Genaro Lopez
The development of the financial markets with sophisticated invest- In recent years considerable efforts have been done to extend concepts
ment products, as well as the evolution of the welfare systems in sev- and results from the Euclidean/Hilbert context to settings with no vec-
eral countries with a shift of responsibility to individuals about pen- tor space structure. We analyze the problems which appear when we
sion planning and retirement needs are two examples of the increased consider some of these concepts, as the metric projection, the normal
relevance of financial literacy in people life: the need to take a finan- cone or the subdifferential, in the setting of geodesic spaces. Special
cial decision and the relevance of these decision on consumer financial attention is dedicated to Riemannian manifolds.
wellbeing are today much more serious than just few years ago. If sev-
eral studies tried to investigate the role of financial literacy in avoiding 3 - Newton’s method for semismooth vector field on Rie-
financial mistakes and finding a relationship with good financial prac- mannian manifolds
tices, results about the key role of financial literacy in explaining con- Orizon P Ferreira, Fabiana R. de Oliveira
sumer financial behaviors are not always clear. This study uses new
data from a consumer research project collected in different European The goal of this paper is twofold. First, we generalize some results
countries (Italy, Germany, Sweden, the UK) to investigate how alterna- of nonsmooth analysis, from Euclidean context to the Riemannian set-
tive measures of financial literacy can help to explain the relationship ting. Next, we present Newton’s method for finding a singularity of a
between financial literacy and financial behaviors. Results seems to locally Lipschitz continuous vector field and its convergence proper-
confirm the hypothesis that when financial literacy is assessed using ties. Under the assumptions of semismoothness and regularity at the
items that are not limited to general financial principles and are related singularity we establish the well-definedness of generated sequence by
to specific areas of knowledge, the relevance of financial literacy on the method in a neighborhood of this singularity. We also show that
consumer financial decisions is more evident than previous studies. this sequence converge for the solution with superlinear or quadratic
rate, under suitable conditions.
4 - What if versus probabilistic financial investment sce- 4 - Proximal point method for locally Lipschitz functions in
narios: a behavioural and physiological investigation multiobjective optimization on Hadamard manifolds
Rosella Castellano, Gaetano Tieri, Giorgia Ponsi, Marco Glaydston Bento, João Xavier da Cruz Neto, Lucas Vidal
Mancinelli
In this talk, will be presented a proximal point method for nonsmooth
multiobjective program in the Riemannian context. In our approach
In this paper we propose a study aimed at objectively measuring the it is explored an optimality condition, for multiobjective problems,
impact of Probabilistic and What If scenarios related with financial which does not use scalarization and, consequently, allowed us to con-
decisions through a close look inside consumers’ nervous system. In sider the method without any assumption of convexity over the con-
particular, we aim to investigate the behavioural and physiological in- straint sets that determine the vectorial improvement steps. Our main
dexes elicited in the decision-making process of consumers facing the result of convergence assures that each cluster point (if any) of any se-
two above mentioned types of scenario. The sample of investors will quence generated from the method is a Pareto critical point. Moreover,
be stratified according to ISTAT data. The study will be conducted in when the problem is convex on Hadamard manifold it follows the full
laboratory and the tasks will be implemented by means of customized convergence of the method for a weak Pareto optimal.
software. Participants will complete the tasks by using a standard PC
monitor. In particular, they will be asked to (1) fulfill a financial edu-
cation questionnaire and (2) to complete the financial investment task.
The task comprises twenty-two trials including Probabilistic and What-
If scenarios. Each trial consists of two financial products where one of
them stochastically dominates the other. Participants will be asked to
TC-15
make 22 financial choices during which behavioural and physiologi- Tuesday, 12:30-14:00 - SOUTH BUILDING UV S203
cal indexes will be recorded. In particular, the behavioural measures
will include the (1) accuracy of the financial decision and the (2) reac- Real-Life Vehicle Routing II
tion time (RT) associated to each decision (i.e. the time spent to make
the decision). The physiological measures will include Galvanic Skin Stream: Vehicle Routing and Logistics Optimization II
Responses (GSRs) and Heart Rate (HR), both considered as reliable Chair: Ramin Raeesi
indexes of stress level and cognitive load during the decision-making
process.
1 - The 3L-VRPTW with advanced real-world loading con-
straints
Corinna Krebs, Henriette Koch, Andreas Bortfeldt
In the three-dimensional loading vehicle routing problem with time
TC-14 windows (3L-VRPTW), three-dimensional cuboid items have to be
transported from a central depot to a given set of customers using a
Tuesday, 12:30-14:00 - SOUTH BUILDING UV S202 homogeneous fleet of vehicles. Each route must be provided with a
feasible packing plan taking different packing constraints into account.
Optimization Algorithms on Riemannian In addition, time windows are considered here. The objective is to
manifolds minimize the number of vehicles and the total routing costs.
This problem is a combination of two well-studied combinatorial prob-
Stream: Nonlinear Programming: Methods lems: the vehicle routing problem and container loading problem.
Chair: Orizon P Ferreira In the proposed hybrid approach, an Adaptive Large Neighborhood
Chair: Chong Li Search is used for solving the routing subproblem. The procedure is
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combined with a Deepest-Bottom-Left-Fill algorithm to ensure the fea- it is not possible to determine a priori a single road-path for travel-
sibility of the obtained solutions with respect to the loading subprob- ling between each pair of customers, an exact Path Elimination Pro-
lem. cedure (PEP) is proposed. A MILP based on the proposed PEP is de-
veloped and embedded within an efficient mathematical programming
The focus of this paper is on the examination of loading constraints technique for the identification of the full set of the non-dominated so-
currently considered in the literature regarding their purpose and is- lutions to the problem. We report results from the performance of the
sues. As a result, new improved definitions and implementation vari- proposed PEP, and the comparison of the robust and the deterministic
ants such as of stacking and stability constraints are introduced in order versions of the model on test networks.
to provide a more realistic formulation. Their impact on the objective
function value is tested by using well-known instances.
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3 - A competitive multiperiod supply chain network model we have estimated the distance between the distribution of the sum of
with freight carriers and green technology investment these independent uniform random variable and normal distribution.
Obtained the deterministic form of the probabilistic constraints via Es-
option sen inequality. After obtaining the deterministic model, any standard
Jose Cruz, Sara Saberi, Joseph Sarkis, Anna Nagurney mathematical programming technique is applied to solve the problem.
Finally, a numerical example is presented to illustrate the model and
This paper presents a multiperiod supply chain with the freight carri-
methodology.
ers network model. In this model manufacturers, retailers, and carriers
maximize the net present value (NPV) of their investments in ecolog- 2 - Robust stochastic network flow interdiction
ically friendly technology. Future production, inventory, transaction,
and transportation costs savings are used to help fund investments.
Joe Naoum-Sawaya
The environmental impact of production, inventory, transportation, and We present a decomposition approach for the Robust Stochastic Op-
consumption of products in the supply chain network are all integrated. timization of the Maximum Network Flow Interdiction Problem. The
The tradeoff between the initial technology investment and its ecologi- proposed approach considers fairly general uncertainty sets. Computa-
cal footprint effect are considered for the supply chain planning period. tional results are presented to compare the performance of the proposed
We provide variational inequality formulations of the equilibrium con- approach over the solution of the full problem in standard optimization
ditions and then propose the modified projection method, along with solvers.
conditions for convergence. Numerical examples are examined with an
analysis of the effects of ecologically friendly technology investments 3 - Robust scheduling with common due-date and interval
on supply chain network production, transportation, and sales. processing times uncertainty
Maciej Drwal
4 - Design of intermodal sustainable supply chains using
inland waterways We consider the robust version of scheduling problem on a single ma-
chine, where a set of jobs with uncertain processing times is given
Panagiotis Angeloudis, Pablo Achurra-Gonzalez along with a common due-date. The objective is to sequence the jobs
Freight transport in Latin America has been characterized for its high so that the total weight of on-time jobs is maximized. In order to hedge
dependency on freight truck transport, which in return generates high against interval uncertainty, the maximum regret of solutions is consid-
levels of greenhouse gases (GHG), tailpipe emissions of nitrogen ox- ered. The problem is related to the knapsack problem with uncertain
ides (NOx) and particulate matter (PM) that negatively impact the item sizes. We present computational complexity results for weighted
health of the population. This reliance on road freight increases total and unweighted variants of the problem, and present exact and heuris-
logistic costs for exporting and importing goods while noxious emis- tic solution algorithms. Mixed-integer programs are given for com-
sions impact national health costs and increase mortality, which af- puting worst-case scenarios, and bilevel formulations are used to de-
fects the productivity and competitiveness. We present a mathemat- velop solution methods. The robust optimization algorithms are based
ical model for intermodal network design, developed and applied to on specialized branch and bound schemes. The solution methods are
case study in Colombia. The model designs a new intermodal network examined in a series of computational experiments on randomly gen-
of zero-emission barges along the Magdalena River to reduce freight erated data sets using different distributions of uncertain data. The
truck emissions and increase the logistics transport competitiveness. results are compared with solutions obtained using mid-point scenario
The proposed model seeks to address the disadvantages of the current heuristic.
facility location models by representing in a more holistic and realistic
way the impact on society by splitting the costs paid by shippers, termi- 4 - A bi-label programming approach for robust transit-line
nal operators and the community (represented by the negative impact planning problem
of freight emissions and high logistics costs). In this way, the model Chungmok Lee, Rahul Nair
has a bi-level structure with a network design on the upper level and
The line-planning problem seeks to determine the set of fixed routes
a container assignment on the lower level. The lower level is based
(or lines) a transit operator should run, along with associated opera-
on a linear model that takes into consideration important logistical ele-
tion frequencies. We propose an optimization algorithm for the transit-
ments of the assignment of containers based on the recently cost-based
line-planning problem based on bi-level programming and a robust op-
maritime container assignment model.
timization approach that exploits the structure of the problem in con-
junction with the range estimation of demands. The validity of the
proposed algorithm is demonstrated by using real-world data derived
from 2.5 billion call data records from Abidjan, Cote dIvoire.
TC-17
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they have and which can be combined, it is not surprising the ques- Moreover, exploiting suitable Slater-type constraints qualifications in-
tion persists. Studies that have applied problem structuring methods to volving the notion of quasi-relative interior, we obtain several results
practice usually apply some form of evaluation, but these evaluations concerning the existence of a saddle point, which allow us to obtain
primarily focus on the methods themselves, and how successful they optimality conditions for a weak and a proper efficient solution of a
have been in tackling the problem situation. This work draws on a vector optimizaton problem. Such results generalize to the nonconvex
management studies framework that looks at the context, content, and vector case existing conditions in the literature. Particular attention is
process of strategic change, and applies it to two case studies in or- devoted to bicriteria problems where optimality conditions are stated,
der to understand the practice of using problem structuring methods. both in a geometric form and by means of the level sets of the objective
The framework is used to look at the domain holistically, as the prob- functions.
lem structuring methods literature has identified that interventions are
not sequential, orderly, or linear in nature as well as having to take 2 - On the existence of solutions to quasiequilibrium prob-
stakeholders, socio-political, and organizational routines and norms lems
into account. By drawing on this framework and tracing the interac- Massimiliano Giuli
tions between the context, content, and process, it is proposed that a Several results concerning existence of solutions of a quasiequilibrium
better understanding can be obtained of problem structuring methods problem defined on a finite dimensional space are established. The
in practice. proof of the first result, which holds when the feasible region is a com-
pact set, is based on a Michael selection theorem for lower semicontin-
2 - Examining the case for the routine use of problem struc- uous set-valued maps. Furthermore this result allows one to locate the
turing methods as a stimulus for anticipatory organisa- position of a solution. Sufficient conditions, which are easier to verify,
tional change may be obtained by imposing restrictions either on the domain or on
David Lowe, Karen Clark, Gerald Midgley, Mike Yearworth the bifunction. These facts make it possible to yield various existence
results which reduce to the well known Ky Fan minimax inequality
The vast majority of organisational change is triggered in reaction to when the constraint map is constant and the quasiequilibrium problem
performance issues that threaten the viability of the organisation. The coincides with an equilibrium problem. Lastly if the feasible region is
use of Problem Structuring Methods (PSMs) has proven to be very ef- not bounded, a coercivity condition is assumed for the bifunction.
fective in guiding the interventions that follow by helping stakeholders
to define the problem (problematisation) and to recognise that they will 3 - Stability of convex feasibility problem: the finite dimen-
be affected by it and/or could have a role in resolving it (interessment). sional case
This reactionary use of PSMs is typically facilitated by external con- Enrico Miglierina, Carlo Alberto De Bernardi, Elena Molho
sultants operating under time pressures that limit their ability to fully The convex feasibility problem is the classical problem of finding the
access the organisation. This presentation examines the case for the intersection of a finite collection of closed and convex sets. Many con-
routine internal use of PSMs to guide interventions in anticipation of crete problems in applications can be formulated as a convex feasi-
performance issues. In particular it considers how PSMs could bring bility problem. As a typical example we mention the problem of im-
enhanced levels of ’mindful organising’ through integration within ex- age reconstruction. The aim of this talk is to investigate the stability
isting business processes, with reference to a longitudinal case study properties of a 2-sets convex feasibility problem. In particular we con-
drawn from the United Kingdom Ministry of Defence. sider two sequences of sets, each of them converging, with respect to a
suitable notion of set convergence, to a given set. We present some as-
3 - Quantifying the value of problem structuring interven- sumptions on the original problems that are sufficient to ensure that the
tions? solutions of the perturbed problems converge to a solution of the orig-
Mike Yearworth, Patrick Tully, Leroy White, Katharina inal problem. In this talk we focus on the case of a convex feasibility
Burger problem settled in a finite dimensional normed space.
We review the current work on measuring and evaluating PSM inter- 4 - Stability for the convex feasibility problem: the infinite-
ventions and return to the paradox of trying to determine a specific dimensional case
monetary value. In an attempt to resolve the paradox, we have bor- Carlo Alberto De Bernardi, Enrico Miglierina, Elena Molho
rowed freely from economic theory and constructed a scenario where Given two closed convex sets A and B in a normed space, the convex
the question of value can be investigated through the effect that a prob- feasibility problem asks to find a point in the intersection of A and
lem structuring intervention will have on information asymmetry in B. More generally, we can consider the problem of finding (if possi-
contract formation. This suggests an avenue of research where the ble) two points in A and B, respectively, which minimize the distance
value of problem structuring interventions can be investigated empiri- between A and B.
cally. We discuss the difficulties of research design to investigate this
question but also the potential benefits. During the talk we present some results concerning stability proper-
ties of the convex feasibility problem in infinite-dimensional Banach
spaces. Let us consider two sequences of sets converging to A and
B, respectively (with respect to a suitable notion of set convergence).
Easy examples show that, even in the case A and B are subsets of a
TC-19 Hilbert space and the intersection of A and B reduces to a point, the
solutions of the perturbed problem do not converge, in general, to a
Tuesday, 12:30-14:00 - SOUTH BUILDING UV S207 solution of the problem for the sets A and B. In this context, we obtain
stability results under an additional geometric assumption on the limit
Vector and Set-Valued Optimization VII sets (namely, locally uniformly rotundity). We also provide some ex-
amples that point out the necessity of our assumption even in a Hilbert
Stream: Vector- and Set-Valued Optimization space framework.
Chair: Enrico Miglierina
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Chair: Ilkka Leppanen SEA campaign management. The DSS determines the negative key-
words (which should be eliminated from the keyword set in order to
1 - On rationality conditions for multi-attribute choice be- improve the performance) based on the data obtained from the earlier
campaigns. Current metrics used to determine the negative keywords
havior are not sufficient/adequate, since they don’t incorporate other impor-
Pekka Korhonen, Jyrki Wallenius, Tolga Genc, Peng Xu tant aspects such as bounce rate, quality score etc. which are often
used by the advertisers in order to evaluate the traffic but rely mostly
This paper deals with rationality conditions for choice behavior. It
to conversion rate. In our research first we analyze the keywords at
bears similarity to Samuelson’s Revealed Preference Theory, although
unigram level (similar to some of the existing approaches available
it deviates from it in significant ways. However, like Samuelson, we
in the literature) in order to identify the set of unigrams which are
are interested in rationality conditions for consumers (decision mak-
negatively and/or positively effecting the campaign by using various
ers in general). We explore two different types of choice settings: (1)
machine learning techniques (either as is or used the core concepts
Win-Win setting, where consumers consider which goods they want to
associated with them) such as Naïve Bayes, Decision Trees, Logistic
add to their basket, (2) Tradeoff setting, where consumers make pair-
Regression and Association Rule Mining. We also introduced novel
wise choices between different (efficient) baskets, where they have to
metrics which incorporate more aspects used in real life SEA cam-
give up in some goods to gain in other goods. We study the decision-
paigns by the advertisers as part of this process. The performance of
maker’s rationality conditions in both settings. We do this by introduc-
our approach is evaluated with an experimental analysis conducted on
ing conditions, which an outside observer can use to judge, whether
real life data obtained from a major FMCG producer.
the choices are rational or not. The basket is filled either with differ-
ent or identical goods. The key underlying theoretical assumptions in
our paper are increasing and concave single dimensional utility (value)
functions with decreasing marginal values and the Kahneman-Tversky
Prospect Theory model of choice with loss aversion. We use an empir-
ical experiment to illustrate our considerations. TC-21
2 - A bilateral negotiation model using a Bayesian process Tuesday, 12:30-14:00 - SOUTH BUILDING UV S303
of beliefs updating Games and Networks
María Jesús Rufo Bazaga, Jacinto Martín, Carlos Javier Pérez
Sánchez Stream: Convex, Semi-Infinite and Semidefinite Optimiza-
Because of huge competition in industrial and commercial issues, man- tion
ufacturers are interested in offering products with suitable reliability Chair: Laura Rosa Maria Scrimali
characteristics such as the lifetime. This work presents a Bayesian se-
quential negotiation model between two agents (a manufacturer and a
1 - Myerson value and position value in network games
consumer) based on product lifetime. The main goal for the manufac-
turer is the sale of the product batch. In order to convince the consumer, Ayşe Mutlu Derya
a product sample for making life testing will be considered. A media-
tor’s presence is not required. Thus, the manufacturer interacts with the We provide an axiomatic characterization of the Myerson value with
consumer directly. In addition, the manufacturer does not have knowl- two axioms. Our first axiom considers a situation where there is a
edge about the judgments of the consumer. The decision problem is change of the value function at a network g and at each network con-
solved under the manufacturer viewpoint. Then, a simulation-based taining g. It requires that at such a situation, this change must be di-
approach is implemented. It allows to update the manufacturer’s be- vided equally between all the players in g that has at least one link at
liefs about the consumer’s judgments and, thus, to obtain the optimal g. Our second axiom is a condition on the value function where the
sample size that the manufacturer should offer the consumer. Finally, value of each network is zero. It requires that if the value is zero at
an application is presented and discussed in order to show that the pro- each of the possible networks, then each player must get zero payoff
posed technique is easily applied in practice. at each network. By changing our first axiom slightly, we also give
a characterization for the position value. A natural comparison of the
3 - Bayesian factorization machines for risk management two value operators arises by our results.
and robust decision making
Pablo Angulo, Víctor Gallego, David Gómez-Ullate, Pablo 2 - Bridging effect, simple games, and an importance mea-
Súarez-García sure for edges
Jia-Ping Huang
When considering different allocations of the marketing budget of a
firm, some predictions, that correspond to scenarios similar to others A bridge of a network is an edge whose removal increases the number
observed in the past, can be made with more confidence than others, of components of the network. Though this concept captures the im-
that correspond to more innovative strategies. Selecting a few rele- portance of edges through the effect of bridging, it is too restrictive as
vant features of the predicted probability distribution leads to a multi- an importance measure function because of its binary value. We pro-
objective optimization problem, and the Pareto front contains the most pose a new importance measure for edges capturing the bridging effect
interesting media plans. Using expected return and standard devia- by focusing on cutsets, which are groups of edges whose removal to-
tion we get the familiar two moment decision model, but other prob- gether increases the number of components. We consider a random re-
lem specific additional objectives can be incorporated. Factorization moval process of edges of a given network where in each step an edge
Machines, initially introduced for recommendation systems, but later is removed until there is no edges remained. Each realization of this
used also for regression, are a good choice for incorporating interac- process results in a series of growing cutsets. We define our measure
tion terms into the model, since they can effectively exploit the sparse as the probability that the edge under consideration becomes the one
nature of typical datasets found in econometrics. who completes the first (minimal) cutset in this process. We provide
another equivalent definition by considering spanning subnetworks in
4 - Decision support system for search engine advertising a random reconstruction process of the original network. We then link
campaign management by determining negative key- our measure to the Shapley values of two simple games defined on the
words edge set of networks. Structural as well as game theoretical proper-
Başak Tavşanoğlu, Kemal Kilic ties of the proposed measure are discovered, such as the normalization
property, the bridge-get-the-most property, the auto-invariance prop-
Search engine advertisers need to determine the best keyword set for erty, etc. By utilizing the transfer property of the Shapley value of sim-
their campaigns. Every company has particular constraints and ex- ple games, we also provide an alternative formulation of the proposed
pectations from the Search Engine Advertising (SEA). In this research measure which in many cases leads to a great efficiency in evaluation.
we developed a Decision Support System (DSS) that can be used in
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3 - Types of nodes and centrality measures in networks 2 - An algorithm for solving bi-objective integer program-
Vladimir Matveenko, Alexei Korolev ming problems
Equilibrium behaviors in games on network are often explained by Firdevs Ulus, Ozlem Karsu, Saliha Ferda Dogan
centralities of players. We show that several centrality measures (CM)
(degree, eigenvalue centrality; Katz-Bonacich centrality; diffusion cen- We propose an objective-space based algorithm to solve bi-objective
trality; alpha centrality) do characterize not just separate nodes but integer programming problems, where we assume that the set of all
types of nodes. Networks of different size but the same typology have nondominated points are included within a bounded set. In each it-
common properties in economic models,; in particular, game equilib- eration of the algorithm a single Benson-type (weighted Chebyshev)
ria may be transplanted among them. The concept of typology is based scalarization is solved. The computational experiments demonstrate
on the fact that the nodes in any undirected graph may be colored in the satisfactory performance of the algorithm.
a minimal number of colors in such way that each node of a color is
characterized by numbers of neighbors of different colors. A typol- 3 - Vector optimization models on combinatorial configura-
ogy is described by a matrix T, which for any type shows numbers of tion sets and approaches to their solution
neighbors of different types. For any typology, if i an j are nodes of
the same type (may be even belonging different networks of the same
Liudmyla Koliechkina, Oksana Pichugina
typology), then (i)=c(j), where c is any of the abovementioned CM.
For calculation of these CM, the matrix T may be used instead of the Two models of real-world problems as vector optimization prob-
adjacency matrix. Bloch et al., 2017 formulate a problem: for which lems (VOP)over combinatorial configuration sets (CCS) are presented.
classes of networks each of a set of several CM defines the same order They combine two aspects that make their solving complicated: a so-
on the set of nodes of network? As such a class of networks, they find lution must be a feasible combinatorial configuration and satisfy a
a class of trees - regular monotonous hierarchies. We show that such multi-objective criterion. The first problem is an unconstraint quadratic
classes are not limited by trees: any network typology with two types multi-objective problem over a composition image of the permutation
of nodes has this property for the abovementioned CM set. and Boolean sets. The second is a multi-objective model with addi-
tional functional constraints over a vertex-located CCS. To solve them,
4 - Coalitional games in evolutionary supply chain net- structural properties of the CCS, their convex hulls, as well as Pareto
works optimal (efficient), strictly and weakly efficient solution sets are in-
vestigated. A super-criterion is built, and the VOP continuous refor-
Laura Rosa Maria Scrimali mulations are found based on applying the continuous representation
We present a supply chain network that consists of three layers of method to the CCS. After a transformation into a mixed integer opti-
decision-makers, namely, suppliers, manufacturers and retailers, with mization, several standard optimization techniques become applicable
prices and shipments that evolve in time. We focus on the vertical in- to the problems, such as Branch and Bound, cutting methods, semidef-
tegration of the levels of the supply chain and propose that the retailer inite and other relaxations, penalty algorithms, Lagrange multipliers,
is the dominant player of the coalition. We give the equilibrium con- etc. Also, original methods are proposed to these problems and the
ditions governing the model and provide an equivalent evolutionary whole VOP class over vertex- and spherically- located CCS such as the
variational inequality formulation. Our research then applies results of convex extension method that transforms VOP into convex Euclidean
infinite-dimensional duality theory to study the stability of coalitions. combinatorial optimization problems, the combinatorial-surface cut-
ting method, the polyhedral-spherical method and the directed struc-
turing method presenting SSC as a graph.
Multiobjective Integer and Mixed Integer We consider multi-objective optimization problems (MOP) where the
decision maker (DM) has equity concerns. We assume that the prefer-
Programming Problems: Methods and ence model of the DM satisfies properties related to inequity-aversion,
Applications I hence we focus on finding nondominated solutions in line with the
properties of inequity-averse preferences, namely the equitably effi-
Stream: Multiobjective Optimization cient solutions. We discuss two algorithms for finding good subsets of
Chair: Ozlem Karsu equitably efficient solutions. In the first approach, we propose an algo-
rithm that generates an evenly distributed subset of the set of equitably
Chair: Firdevs Ulus efficient solutions to be considered further by the DM. The second ap-
proach is an extension of an interactive approach developed for finding
1 - A novel multi-objective approach for sustainable aggre- nondominated solutions in the rational dominance sense and finds eq-
gate production planning: a case study uitably efficient solutions in the preferred region of the DM. We show
Seyyed Amir Babak Rasmi, Metin Turkay, Cem Kazan the computational feasibility of the two algorithms on equitable multi-
objective knapsack problems that fund projects in different categories
Supply chain management is a concept that uses a wide range of tools subject to a limited budget. We perform experiments to show and dis-
to be improved. Aggregate production planning (APP) is one of the ap- cuss the performances of the algorithms for three and five criteria set-
proaches that determines production rates, inventory levels, and work- tings.
force requirements for fulfilling customer demands in multiple periods
of time. Traditional APP models focus on a single objective func-
tion to optimize monetary issues. However, we present a novel multi-
objective APP model to consider economic, social, environmental, and
cultural issues simultaneously. This multi-objective APP with mixed-
integer variables is connected to the sustainability considerations. We TC-23
approach this problem by an exact solution method for multi-objective Tuesday, 12:30-14:00 - SOUTH BUILDING UV S305
mixed-integer linear programs to represent a large number of the non-
dominated points which associate with different integer solutions. This
approach provides a comprehensive analysis of the problem and trade-
Agent-Based Modeling and Simulation
offs among four objective functions for decision makers. Finally, we
analyze our models and their solutions with an industrial real case Stream: Agent-Based Simulation in Business and Eco-
study. nomics
Chair: Loretta Mastroeni
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1 - Agent-based models for opinion dynamics: a survey 4 - Agent-based models for personal finance decisions
Maurizio Naldi, Loretta Mastroeni, Pierluigi Vellucci Pierluigi Vellucci, Loretta Mastroeni, Maurizio Naldi
Opinions in a group of individuals are influenced by the interactions Decisions concerning personal finance are taken by individuals on the
between individuals and in many cases lead to a consensus about a basis of a variety of factors.
given topic. The evolution of those opinions and the conditions un- Though classical wealth-maximization criteria are important to in-
der which aggregates of individuals with similar opinions exist are of vestors, the literature shows that investment decision process appears
interest in many fields. Agent-based models, where the behavior of to incorporate a broader range of items than previously assumed. How-
individuals is described by a set of rules are an established approach to ever, investors can benefit from financial advice to improve their in-
study such dynamics and have been investigated in a number of papers, vestment process until the point of complete delegation on investment
with a fast growth in the past few years. In this paper we propose an decisions. Researchers have shown that financial advice is potentially
exhaustive survey of the literature on the subject, considering the rep- a correcting factor in investment decisions.
resentation of opinions, the rules chosen for the agents, the classifica-
tion of agents prior to and during their interaction, and the description In all cases individual investors can be considered to follow an edu-
of special relationships among them (e.g., trust, skill-based hierarchy, cation process, starting from the initial stage as uninformed and unso-
segregation). phisticated traders. The idea is that, with proper financial education,
one could exert a real bearing on his/her personal finance outcomes.
The dynamics of the learning process are therefore relevant to under-
2 - An agent-based methodology to quantify relations be- stand how people take their choices and relate to fellow investors.
tween security and efficiency in air transport systems We consider the case in which the individual decisions in personal fi-
Stef Janssen, Alexei Sharpanskykh, Ricky Curran nance are taken not just on the basis of factual information but con-
sidering also the opinions of other individuals. A typical case of such
Both security and efficiency are important performance areas of air an influence is the activity of financial forums on the Internet, where
transport systems. Several methods have been proposed in literature to the influence exerted on the financial decisions taken by participants
assess security risks, like the risk of an Improvised Explosive Device may be unrelated to the actual level of financial expertise of the people
(IED) attack, and estimate efficiency indicators, like average queuing exerting that influence.
time of passengers, independently. However, only few of these meth- We explore these issues by proposing an agents-based model.
ods identify relationships between security risk sand efficiency indica-
tors. We investigate the use of agent-based modelling to both identify
and quantify these relationships between security and efficiency within
air transport systems. To this end, a methodology is proposed that can
be used to quantify these relationships using agent-based modelling.
The first step of the methodology determines the scope of the analysis. TC-24
Then, an agent-based model is defined to represent the standard oper- Tuesday, 12:30-14:00 - SOUTH BUILDING UV S306
ations in the selected scope as well as the operations under attack. In
step three, efficiency indicators and security risks are estimated using Dynamical Models in Sustainable
Monte Carlo simulations. Finally, relationships are quantified using
analytical approaches like uncertainty or causal analysis. The method- Development I
ology is applied to two scenarios in the airport terminal. First, a case
study that identifies relationships between security regarding an IED Stream: Dynamical Models in Sustainable Development
attack and different efficiency indicators in the aviation domain is dis- Chair: Stein Ivar Steinshamn
cussed. Second, a case study that investigates the relationship between Chair: Pierre Kunsch
the processing speed and security performance of checkpoint employ-
ees is discussed.
1 - Social efficiency of road transportation system in EU
3 - Analytic modelling of the dynamics of multi-agent sys- member states: a dynamic eco-inefficiency approach
tems Agnieszka Lejkowska, Seyedkeyvan Hosseini
Stefania Monica, Federico Bergenti The current evaluation research on sustainable transportation concen-
trate mainly on environmental and economic aspects, leaving behind
Multi-agents systems have been introduced in the field of artificial in- the social dimension of sustainability. This study applies the eco-
telligence to denote a set of entities which act and interact in intelli- inefficiency model to estimate the road transport performance of 28
gent ways. Even though the nomenclature derives from artificial in- European Union (EU) member states in terms of social sustainability.
telligence, the application of results concerning multi-agent systems The proposed dynamic version of the eco-inefficiency model, apart
involves various disciplines, such as biology, sociology, finance, and from incorporating both desirable and undesirable outputs, also pro-
economics. vides a complete representation of reference technology over a period
from 2005 to 2015. Due to the model properties, DMUs are allowed
In the literature, a large number of models have been proposed to de- for a flexible choice of improvement directions, without necessity of
scribe the dynamics of multi-agent systems. Most of such models are weak or strong disposability assumption of undesirable outputs. The
based on simulations and, hence, their validity is related to consid- conducted empirical study suggests that the EU’s older members (EU-
ered scenarios and to the specific choice of parameters used to perform 15) averagely outperform newer entrants (EU-13) in social efficiency
simulations. In order to derive more robust results, it is of interest to of road transportation system. However, the efficiency growth within
identify analytic approaches to study the dynamics of multi-agent sys- the EU-13 cluster is higher than average in the sample, indicating dy-
tems. namic changes in EU members admitted since 2004.
In recent years, a framework inspired from mathematical kinetic the-
ories has been investigated to obtain analytic results on the dynamics 2 - The dynamic network DEA model with future perfor-
of multi-agent systems based on the description of the effects of single mance for eco-efficiency analysis in OECD countries
interactions among agents. The framework can incorporate different Wendi Ouyang
types of interactions, and it can be used to describe the dynamics of
different features associated with multi-agent systems. The discussed Decision-making for selecting a set of sound sustainable policies has
research can be considered in the scope of new disciplines known as become a top issue. In the recent years, eco-efficiency analysis has
econophysics, which can be used to model wealth evolution, and so- been regarded as an important way to assist policymakers to address
ciophysics, which can be adopted to characterise opinion evolution. this issue. However, policymakers are no longer satisfied with only
understanding the roughly sectional eco-efficiency of a region. The
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arc routing problem (MO-P-NEARP). This covers a mix of patrolling indicators of practical interest, including the minimization of aircraft
streets with intermittent stationary guard duties. The two objectives delays, travel times and fuel consumption. This work presents alterna-
that we study are costs and route inconsistency. Route inconsistency tive approaches to integrate the various modeling features and to opti-
measures how often arcs or edges are used within given periods (not mize the various performance indicators. The approaches are based on
counting service), and whether the sequences, in which the services the resolution of mixed-integer linear programs via dedicated solvers.
take place, have similar subsequences. Multi-directional local search Computational experiments are performed on realistic data from Mi-
(MDLS) with adaptive large neighborhood search (ALNS) as a local lano Malpensa in case of multiple delayed aircraft. The results ob-
search component is used. This method is compared to an -constraint tained for the proposed approaches show different trade-off solutions
method (-CM) based on the same ALNS method. The solution repre- when prioritizing different indicators.
sentation we use includes only assignment and sequencing decisions.
We solve the corresponding mode and path decisions optimally. Tests 2 - Optimal multi-line bus dispatching at terminals with
for single-objective version of the ALNS with respect to costs have electric charging scheduling constraints
been run on several benchmark sets (CBMix, BHW, MGGDB, DI- Marco Rinaldi, Federico Parisi, Andrea D’Ariano, Francesco
NEARP) and the results are close to optimal on many instances. Pre- Viti, Georgios Laskaris
liminary comparisons with two objectives on the MGGDB instances
indicate that the -CM finds better non-dominated sets than MDLS. We consider the problem of optimally determining the sequence of
electric and conventional internal combustion buses departing from a
multi-line bus terminal, considering both service constraints (sched-
4 - Fast and stochastic optimal resource planning for elec-
ule adherence) and energy constraints (electric bus charging status,
tric grids in emergencies bus recharging scheduling in capacitated facilities). The problem is
Sumanta Mukherjee, Krishnasuri Narayanam, Amith Singhee, formulated as a Mixed Integer Linear Program, with the objective of
Francisco Barahona, Joao Goncalves minimizing the total operational cost for the bus lines in question. Sys-
tem dynamics are captured by twenty sets of constraints, ranging from
Emergency preparedness and response is a common business process scheduling adherence to discharge-recharge dynamics. Individual op-
in power distribution utilities, and optimal resource position planning erational costs at the bus level (cost of running an electric / non electric
for uncertain damage scenarios is a key component of the process. In bus per km, cost of recharging) and at the trip level (penalty due to
this paper, we propose a mathematical optimization model for very failed schedule adherence) are fully parametrised, allowing for exten-
fast and optimal resource planning under multiple uncertain damage sive sensitivity analysis. We investigate a real-life case study based
scenarios. The model employs a network flow representation of the in the city of Luxembourg, where two charging stations have been in-
resource positioning and transfer problem, at the granularity of oper- stalled in the central station’s bus terminal. Through the model we
ational shifts and service centers. The model lets the planner specify investigate: i) the minimum amount of electric buses necessary to per-
the resource constraints (e.g., maximum available and minimum re- form a day’s schedule for two currently partially electrified lines, with-
quired resources at a location, resource work hours per shift, task type out resorting to conventional internal combustion alternatives; ii) the
to resource type mapping, resource organizations [internal, contractor, impact of electrifying two additional lines, specifically considering the
mutual assistance], resource deployment policies [e.g., use contractor trade-offs related to either adding new buses or new charging stations
resources only if all internal resources are used], etc.). It formulates at the bus terminal.
the optimization problem as a mixed integer linear program (MILP),
where stochastic scenarios are considered simultaneously to generate 3 - Determining the most vulnearable components in trans-
a single optimal resource positioning plan that achieves good restora- portation networks
tion outcomes in any of the possible scenarios. The model uses an Necati Aras, Hande Kucukaydin, Aylin Oncu
aggregate demand modeling technique to enable very fast generation The glitches in the transportation networks in the big cities can cause
of resource plan, allowing the planner to optimize multiple what-if sce- serious problems. As an example of these problems, we can show the
narios in time critical situations to arrive at the best possible decision. closure of a subway station and the lack of service between two sta-
We demonstrate the application of the model to real-world emergency tions on a tram line. These types of interventions can have two causes:
scenarios from a large power distribution grid. human or nature-based random causes and human-induced intentional
causes. Since the attacks in the second category are carried out by
an intelligent agent, there is a potential to cause the most disruption.
For this reason, when measuring the fragility of any transportation net-
work, it is necessary to develop a model in which there is an intelli-
TC-26 gent attacker who wants to harm the infrastructure. The purpose of
Tuesday, 12:30-14:00 - SOUTH BUILDING UV S308 this work is to establish a bilevel mathematical programming model
to identify the most vulnerable components (stations/stops or connec-
tions) in a transportation network. In this model, the leader of the so-
Optimization in Public Transport and Shared called Stackelberg game is the intelligent virtual attacker who wants to
Mobility cause the most disruption in the transportation network by minimizing
the amount of the flow on the network. The follower is the system op-
Stream: Public Transportation I erator who is trying to rearrange the transportation network so that the
Chair: M. Grazia Speranza maximum amount of flow on the network is attained given the leader’s
interdiction decisions. We develop two models which differ in the deci-
sion of the attacker: complete interdiction and partial interdiction. The
1 - Integration methods for aircraft scheduling and trajec- solution method is based on reformulating the problem as a single-level
tory optimization at a busy terminal manoeuvring area optimization problem.
Marcella Samà, Andrea DAriano, Konstantin Palagachev, 4 - The shared customer collaboration vehicle routing
Matthias Gerdts
problem
This talk deals with the problem of efficiently scheduling take-off and M. Grazia Speranza, Elena Fernandez, Mireia Roca-Riu
landing operations at a busy Terminal Manoeuvring Area (TMA). This This paper introduces a new vehicle routing problem that arises in
problem is particularly challenging, since the TMAs are becoming sat- an urban area where several carriers operate and some of their cus-
urated due to the continuous growth of traffic demand and the limited tomers have demand of service for more than one carrier. The problem,
available infrastructure capacity. The mathematical formulation of the called Shared Customer Collaboration Vehicle Routing Problem, aims
problem requires taking into account several features simultaneously: at reducing the overall operational cost in a collaboration framework
the trajectory of each aircraft should be accurately predicted in each among the carriers for the service of the shared customers. Alternative
TMA resource, the safety rules between consecutive aircraft need to mathematical programming formulations are proposed for the prob-
be modelled with high precision, the aircraft timing and ordering de- lem that are solved with a branch-and-cut algorithm. Computational
cisions have to be taken in a short time by optimizing performance experiments on dierent sets of benchmark instances are run to assess
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the efectiveness of the formulations. Moreover, in order to estimate the the optimal smoothing policy, its parameter and the service times such
savings coming from the collaboration, the optimal solutions are com- that networkwide costs of holding work in process, safety stocks, and
pared with the solutions obtained when carriers work independently of using overtime are minimized. Our analysis suggests that the ES
from each other. policy is optimal for all cases when the outgoing service time minus
the incoming service time at a stage is less than or equal to 1, while
the EWMA policy is optimal for stages that do not hold safety stocks.
Further, we show that a lower bound on optimal smoothing parameters
also depend on service times. Taking these results into account, an ef-
TC-27 fective dynamic program is proposed to solve the integrated problem.
Numerical experiments highlight the value of optimizing the smooth-
Tuesday, 12:30-14:00 - SOUTH BUILDING UV S309 ing policy and the value of integration.
Inventory Models 4 - An internal financing approach in the FMCG supply
chain planning companies: a direct inventory improve-
Stream: Production, Service and Supply Chain Manage- ment procedure with a case study
ment Gholam Reza Nasiri
Chair: Gholam Reza Nasiri
Inventory management under stagflation economics environment is a
widely investigated issue in supply chain management. Therefore,
1 - A simulation-based optimal inventory management many different types of inventory policies have been developed to ad-
model considering dynamic demand in IoT environment dress tradeoff between two major situations including lower inventory
Doo-hwan Kim, Sangha Sung, Kangbae Lee, Hyeon Jo levels and related stock out costs in comparing to excessive inven-
tory levels to avoid the probability stock out costs. In this situation,
Under circumstances where customer demand changes rapidly and un- considering inflation rate higher than the average and growth of good
predictable situation continues, companies are making great efforts in prices, the monetary costs are higher than the other economic condi-
internal and external cooperation and supply chain management in or- tions. Therefore, creating optimum/good position between various key
der to meet customers’ dynamic demands. Inventory management is components of an inventory system is one of the main concerns for
crucial in supply chain management to respond to dynamically chang- decision makers. In this article an internal financing approach based
ing demand and to provide the best logistics services while minimizing on the inventory management principles, comprehensive review on ex-
logistics costs. However, many companies have a structure to produce ecutive procedures, and consequently better supply chain coordination
and sell products according to their own demand forecasts. In recent between all parties have been developed. The real historical data of a
years, the Internet of Things (IoT) technology, which can connect a va- leadership company in Iran is used for the purpose of illustration and
riety of devices, makes it possible to trace the location and status of the the reliability of the suggested approaches and procedures. The re-
product from production to sales point. The aim of this study is to find sults of inventory improvement and inventories turnover rate without
out an optimal inventory management model in supply chain based on significant side effect on sales volume, indicated that the benefit and ef-
dynamic demand in IoT environment by using simulation optimization fectiveness of the proposed conceptual model is very phenomenal and
method. For the purpose, this study compares two inventory models considerable.
- probabilistic and definite models and propose an optimal inventory
management model considering dynamic demand in IoT environment.
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profit and lead-time policies, and evaluate the value of substitution characterized by single-valuedness (SIVA), translation and scale co-
flexibility and dynamic lead time quotation strategy through an exten- variance (COV), and equal "adjusted" surplus division (EASD), a prop-
sive numerical study. We observe that dynamic quotation and substi- erty that is comparable but stronger than ESD. These properties to-
tution have synergistic effects and that higher differences in revenues gether with ESD characterize the per capita prenucleolus on larger sets
or arrival rates, higher traffic intensity, lead-time sensitivity or cross of TU games. EASD and ESD can be transformed to "independence
lead-time elasticity results in higher profit improvements by dynamic of (adjusted) proportional shifting" and these properties may be gen-
quotation and substitution. eralized for arbitrary weight systems p to I(A)S(p). We show that the
p-weighted prenucleolus on the set of balanced TU games is charac-
3 - A price-responsive occupant-aware thermostat terized by SIVA, COV, and IAS(p); and on larger sets by additionally
Canan Uckun, Dan Adelman requiring IS(p).
Appliance manufacturers have been developing new lines of smart ap- 3 - Axiomatic foundations of a unifying concept of core for
pliances with internet connectivity, and thus the potential to automat- games in effectiveness form
ically adjust behavior in response to price signals. We formulate a Stéphane Gonzalez, Aymeric Lardon
dynamic programming model for an occupant-aware, price-responsive
thermostat that takes the thermodynamic/heat transfer properties of the This paper provides axiomatic characterizations of a concept of core
home into account in controlling the indoor temperature through time. for games in effectiveness form (Rosenthal, 1972) that unifies a wide
We calibrate the parameters of the dynamic program using real-world variety of solution concepts prominent in the literature on social choice
data for occupancy, home energy characteristics, and thermal utility. theory and game theory. Both of the main characterizations we propose
use the standard non-emptiness axiom on the class of games with a
4 - Dynamic matching of workers to jobs with learning non-empty core. Besides, the first characterization relies on coalitional
curves unanimity and Maskin monotonicity properties together with a first
independence principle with respect to leaving players. Alternatively,
Dan Adelman, Adam Mersereau the second characterization invokes a strict dominant set property and a
We consider the dynamic assignment of multiple workers to multiple second independence principle with respect to irrelevant states. These
classes of jobs. Workers are heterogeneous and become more effec- results give new insights on characterization of well-known solution
tive at a job class with experience, and therefore the scheduler faces concepts such as the Condorcet winner or the Nash Equilibrium.
a tradeoff between matching workers with familiar jobs to minimize
4 - Values, nullifiers and dummifiers
short-term cost versus matching workers with unfamiliar jobs to build
expertise. A deterministic version of the problem has distinct structure Ignacio García-Jurado, Julian Costa, José María
that we leverage to derive price-directed approximations to stochastic Alonso-Meijide
versions featuring randomly arriving workers and jobs.
In this lecture we provide new axiomatic characterizations of the Shap-
ley and Banzhaf values for TU-games using properties involving nul-
lifying players or dummifying players. These new characterizations
prompt the introduction of two new values for TU-games: the e-
Banzhaf value and the ie-Banzhaf value. Both are efficient variations
TC-29 of the Banzhaf value. Unlike the e-Banzhaf value, the ie-Banzhaf value
Tuesday, 12:30-14:00 - SOUTH BUILDING UV S311 is invariant to S-equivalence.
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assumed that a resource covers all players located within a certain ra- to acknowledge that such conjunctions or relations could be built by
dius from the resource. Coverage of a player by (at least) one resource considering different modes of systems methodology use, in particu-
results into a player-specific profit. Aim of the players is to position lar soft systems methodology or SSM (Checkland and Scholes, 1990).
the resources in such a way that the joint profit (i.e., the sum of the The aim of this paper is to extend current understanding of method-
profits of the covered players) is maximized. It is known that these ology modes of use by considering their use by introvert facilitators
games are superadditive, monotonic, and, under some conditions may or researchers (Cain, 2012). Introversion can be seen as a personality
have non-empty cores. We discuss a new sufficient condition for core dimension that is not only influenced by character but also by cultural
non-emptiness of maximal covering location games, which also a has factors. We use a case vignette of online distance education in Saudi
practical interpretation when dealing with a real-life application of our Arabia where one of us ’S’, an introvert individual, had to deal with
studied game, namely pooling of coast guard boats. cultural and organisational issues of access. ’S’ used SSM in mode
two (Checkland and Scholes) as a way to learn and act in a context
3 - Vaccine allocation: a cooperative game theoretic ap- without having to explicitly use the SSM as a facilitation device. In-
proach sights prior to, during and after the intervention lead us to consider a
Marieke Musegaas, Loe Schlicher, Evelot Duijzer number of ways in which SSM mode 2 could be enriched together with
a more explicit inclusion of introvert features.
Vaccine allocation is the problem of allocating scarce resources, the
vaccines, to fight outbreaks of infectious diseases. We consider the sit- 2 - Framing strategies and their impact on client/consultant
uation where every agent has its own initial set of vaccines. Moreover, meetings
there is a global decision maker who determines the optimal allocation Ashley Carreras, L. Alberto Franco
of the total number of initial vaccines among the agents with respect In this talk we examine the how the use of frames, and re-framing,
to a given global objective function. As the global objective function influence the trajectory of client and consultant meetings. A conversa-
is derived from the local objective functions of the different agents in- tion analytic approach is used to examine two audio recorded client-
volved in the underlying system, additionally a cooperative problem consultant meetings that took place in the interval between a series of
has to be addressed. For example, in the optimal allocation, an agent facilitated workshops. The analysis draws upon an interactional un-
might need to give away some of its initial set of vaccines. In order to derstanding of framing where role, process, identities and issues are
make this transaction favorable for this agent, he would need to receive co-constructed. Registering divergences in frames, together with un-
a fair compensation for it. An adequately defined associated coopera- derstanding the potential strategies for overcoming these divergences,
tive game can help to analyze the problem of finding a fair compensa- are shown to be helpful in ensuring a more fruitful progression to suc-
tion. cessful outcomes to client/consultant interactions.
This cooperative problem can be addressed in several ways. One ap- 3 - Learning multi-criteria decision aiding workshop facili-
proach is by considering a cooperative game induced by a connectivity
graph (which is based on the geographical location of the country). tation: experience from student case studies
Another approach is by assuming that every country has its own S- Francis Marleau Donais, Irene Abi-Zeid
shaped return function. We discuss both approaches and we relate it to Group workshop settings are widely accepted and used in multi-criteria
the relevant literature in cooperative game theory (for example, Böhm- decision aiding (MCDA) to facilitate problem structuring and model
Bawerk horse market games and market games). building in a sharing preference procedure. Nonetheless, decision fa-
cilitation is more often referred to as an "art" rather than a "science";
4 - On the core of m-attribute games it cannot be easily taught in a classic lecture course environment. In
Ulas Ozen, Marco Slikker addition to acquiring knowledge regarding the facilitation process and
the types of questions to ask, students must learn how to deal with
In this paper, we study a special class of cooperative games with trans- group interactions such as conflicts and how to think proactively about
ferable utility, called m-attribute games, and their core. In this class, ill-defined knowledge and elicited information during the workshops.
every player is endowed with a vector of m-attributes and every coali- Students must therefore get hands-on experience, which poses a chal-
tion is characterised by the vector that is the sum of the attribute vec- lenge for teachers and students alike. At Laval University, Canada,
tors of its members. Moreover, the characteristic function is given by we teach, every year, a graduate level course on the topic of MCDA
an m dimensional function of attribute vectors. We derive the suffi- where the final team project consists of finding and aiding a real-world
cient and necessary conditions for every m-attribute game embedded multi-criteria decision with multiple decision makers. In order to sup-
in this function to have a non-empty Core (and hence, being totally port the students and to better understand their learning process, we
balanced), and convex, separately. Afterwards, we present several suf- attended and observed the workshops led by the different teams. These
ficient conditions, which are easier to check, for m-attribute games to observations have allowed us to identify some of their good moves and
have non-empty cores. We demonstrate in several examples that how their errors. We subsequently interviewed the students that acted as
our results can be used to study the cores of OM-games that can be facilitators during the workshops to get their impressions and to gather
naturally formulated as m-attribute games. suggestions on how to improve their in-class preparation. In this talk,
we present and discuss our experience with this exercise that we plan
to repeat on a yearly basis.
4 - Formulations in facilitation practice: an exploratory
TC-31 video-based investigation of their use in situ
Tuesday, 12:30-14:00 - SOUTH BUILDING UV S313 L. Alberto Franco, Mie Nielsen
In this presentation we examine how the talk of the facilitator shapes
Behavioural Processes in OR practice group workshop interactions by using the conversational object ’for-
mulation’. The data consist of video recordings of a corpus of four
facilitated workshops held with management and development teams.
Stream: Behavioural OR By adopting an exploratory video-based investigation using conver-
Chair: L. Alberto Franco sational analysis to examine our data, we highlight the significance
of three distinct set of formulations used by facilitators in workshops.
1 - In praise of the introverted: an extended use of soft sys- Specifically, our findings show how formulations that encourage reflec-
tems methodology mode 2 tion or facilitate action, together with those collaboratively produced,
enable sense making and the achievement of a temporal conversational
Jose-Rodrigo Cordoba-Pachon, Sulafah Basahel order among participants. This research contributes to the study of
Recent developments and rediscovering of human aspects in opera- facilitated workshops by offering a more nuanced approach to the un-
tional research (Franco and Hamalainen, 2015) have highlighted the derstanding of the craftsmanship of doing facilitation, its effects on the
importance of studying psychological aspects of OR actors in con- workshop process and, ultimately, workshop outcomes.
junction with the use of OR methodologies. It becomes important
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This paper is dedicated to the cafeteria problem: Given a single waiter 1 - Remaining useful life estimation based on deep learn-
operating multiple counters for different dishes arranged along a line ing approach
and a set of customers with given subsets of dishes they desire, find a Youngji Yoo, Jun-Geol Baek
sequence of customers, which may not overtake each other, and a ser- In recent years, interest in prognostics and health management has
vice schedule for the waiter, such that the makespan is minimized. This rapidly increased across the industry. Unexpected machine breakdown
generic problem is shown to have different real-world applications in can cause production downtime, higher repair cost. Therefore, remain-
order picking with blocking restrictions. We present different heuristic ing useful lifetime (RUL) estimation is crucial to avoid sudden break-
and exact solution procedures for both problem parts, i.e., customer downs and establish a maintenance strategy. During the manufacturing
sequencing and waiter scheduling, and systematically compare these process, massive data, such as vibration signals and temperature, are
approaches. Our computational results reveal that the largest perfor- collected in real time from sensors attached to the machine. In general,
mance gains are enabled by not strictly processing order after order. deep learning techniques are widely known to be effective in useful
Instead, the waiter should be allowed to flexibly swap between cus- features extraction from the massive data. In addition, it is possible
tomers waiting along the line. to compress the processes of feature extraction, selection and fusion,
which are widely used in existing RUL prediction, by using a single
3 - Local search based strategies to solve the order batch- deep learning architecture, and it is superior to capture high-quality
ing problem degradation trends of the machine compared to the shallow architec-
Çağla Cergibozan, A. Serdar Tasan tures, such as support vector regression and linear discriminant analy-
sis. In this study, we propose advanced health indicator based on deep
In warehouse management, order picking is a critical process among learning approach for RUL prediction. Our method extracts features
warehouse operations. Total operating cost of a warehouse depends by considering characteristics of multi-sensory signals and inputs the
on the efficiency of the operations inside; and an order picking pro- extracted features into a deep learning architecture to monitor degrada-
cess is commonly recognized to be the most cost intensive operation tion trends of machine or parts and to predict RUL. The algorithm will
because of the time needed to collect the ordered items from their stor- be helpful to maximize machine availability and improve the reliability
age locations. The picking facility in manual order picking systems and safety of the manufacturing process.
usually has a limited capacity, and picking of the ordered items is a
time-consuming operation especially when a high number of different 2 - Analyzing business conditions by quantitative text anal-
items are ordered. The order batching problem (OBP) is a combinato- ysis -time series analysis using appearance rate and
rial optimization problem that is encountered in order picking process.
In the OBP, the aim is to find the groups of the orders and related pick- principal component
ing tours to minimize the distance travelled by the order picker. The Nariyasu Yamasawa
problem includes batching and routing decisions, therefore, finding an We present a procedure for analyzing the current business conditions
effective algorithm to solve the problem is significant to reduce the and forecasting GDP growth rate by quantitative text analysis. We
overall picking costs related with this process. In our study, we pro- use text data of Japanese Economy Watcher Survey. Cabinet Office in
pose a local search based solution technique for the OBP. Proposed Japan has been releasing this statistics since January 2000. We extract
algorithm utilizes several permutation-based local search heuristics to words from 190 thousands sentences and construct time series data by
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of allowed content replacements in the SCBS. These simplifications managers to ensure that the goods in the inventory are proper for con-
permit to maintain large gains over the comparison schemes and com- sumption without necessarily keeping track of individual expiration
parable performance to the offline scheme. dates for each item in the inventory. To illustrate the approach, we
propose experiments to demonstrate how different shelf lives can af-
4 - On non-deterministic sequential decision processes fect the optimal ordering policies of critical perishable goods, such as
and its applications blood packs or medicine, in humanitarian operations.
Yukihiro Maruyama 3 - Forecasting material requirements in ERP-based hu-
In this paper, the relation between a given non-deterministic discrete manitarian logistics
decision process (nd-ddp) and a subclass of non-deterministic mono- Jose Gavidia
tone sequential decision process (nd-msdp) is made clear; the func- Recent failures in response to humanitarian crises highlight the need
tional equation of non-deterministic dynamic programming is obtain- for an integrated and responsive humanitarian logistics system. The
able for the nd-msdp. The strong representation by the subclass of nd- response to humanitarian crises is very complex and requires the coor-
msdp provides a necessary and sufficient condition for the existence dination and collaboration of organizations with varied fields of exper-
of it with the same set of feasible policies and the same cost value for tise, such as logistics, establishing medical facilities, providing med-
every feasible policy as the given process nd-ddp. Further, the strong ical care, providing food and shelter, and so on. At the same time,
representation is applied to some discrete non-deterministic optimiza- business and non-profit organizations must respond to the demand for
tion problems. materials without warning. Inter-agency collaboration requires coor-
dination and visibility. Enterprise Resource Planning (ERP) systems
commonly used in multinational enterprises provide data integration;
supply chain configuration and coordination, as well as tools for ma-
terial forecasting and optimization of logistical resources. This pa-
TC-48 per explores the nature of material requirements in humanitarian crises
within a global, integrated humanitarian enterprise system. Conclu-
Tuesday, 12:30-14:00 - 4D UPV B.3 sions are drawn regarding alternative forecasting methods, and the use
of material requirement forecasts in the optimization of the global hu-
Humanitarian Problems under Uncertain manitarian logistics system.
Parameters 4 - Modeling the field hospitals location problem after nat-
Stream: Humanitarian Operations ural disasters
Chair: Christophe Duhamel Christophe Duhamel, Andréa Cynthia Santos
Chair: Andréa Cynthia Santos In the aftermath of disasters, like earthquakes, medical services quickly
become saturate due to the sudden raise of inhabitants looking for help.
Thus, installing field hospitals allows handling simpler medical cases
1 - Optimization of pre- and post-disaster decisions in in- in order to keep the hardest cases for hospitals. In the literature, most
frastructure risk management models for local emergencies (fire, floods, local accidents, etc.) rely on
Camilo Gomez p facilities location: "p-medians" (minimize the total distance from de-
mands to facilities), "p-center" (minimize the maximum distance from
A key problem in infrastructure risk management is that of evaluating a demand point to its nearest facility), "covering" (minimize p while
the impact of pre-disaster decisions in relation to post-disaster conse- covering all demands), and "maximum covering" (cover the maximum
quences (e.g., human and economic losses, as well as repair costs), number of demands points subject to limited resources). Another key
considering systems with many components and intricate interdepen- element is the number of inhabitants needing assistance in each sec-
dencies. Operations research tools have been increasingly adopted in tor, both due to approximate need assessment and to population move-
these problems, particularly because of the potential of decomposition ment. Few works have investigated the impact of such uncertainties,
techniques and stochastic programming approaches for the combinato- especially on the location decisions for the field hospitals. Given a set
rial optimization problems that result from analyzing large-scale sys- of secured locations and a limited number of field hospitals, the loca-
tems under many scenarios. tion problem addressed here, consists in determining where to install
field hospitals subject to uncertainties associated with the number of
This research addresses the problem of pre-disaster investments in inhabitants requiring medical care. We model this problem and test
crew training, resource allocation, and physical protection, and eval- our approach on real data from the Nepal 2015 earthquake.
uates their effect on post-disaster decisions regarding the period-by-
period planning of recovery actions to provide immediate relief and
restore basic services (e.g., water, electricity, gas). We propose a two-
stage stochastic programming methodology, with allocation decisions
on the first stage and a time-dependent MIP formulation for recovery TC-49
on the second stage. Our methodology, as exposed in illustrative exam- Tuesday, 12:30-14:00 - 4D UPV B.4
ples, enables decision makers to evaluate trade-offs between pre- and
post-disaster investments, as well as account for the impact on different
stakeholders. OR in Agriculture and Fisheries
2 - Inventory management of perishable items in long-term Stream: OR in Agriculture, Forestry and Fisheries
humanitarian operations using Markov decision pro- Chair: Pall Jensson
cesses 1 - Multi-diet formulation model under activity-based cost-
Guilherme Ferreira, Edilson Arruda ing for animal feed production
Humanitarian organizations often rely on donations of goods to keep Adela Pages Bernaus, Virna Ortiz-araya, LluisM Pla, Jordi
their operations running for a long period. However, the donation of Mateo, Francesc Solsona, Dídac Florensa
perishable goods, such as food and medicine, is a great challenge for Raw materials constitute the major cost in animal feed production. Due
logistic managers of such organizations, since deteriorated items may to price variation of the commodities used for feed production, the
impose a threat to the population, if used incorrectly, and a huge cost composition of the formulation changes frequently. Commercial soft-
for humanitarian operations, due the difficulties underlying their dis- ware offers the possibility to formulate the least-cost diet while meet-
posal policies. This paper aims at developing a decision making model ing a desired nutritive composition. The multi-diet formulation mini-
for inventory management of perishable goods for long term humani- mizes the cost of purchasing raw materials but disregards the changes
tarian operations, using Markov Decision Process. Our model allows that may bring in the production line, which may incur in higher cost
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due to, for example, a higher energy consumption in the grinding or model that can be used as a decision aid for one-day production plan-
the requirement of extra conditioning. We propose a mixed-integer ning. The Net Profit Contribution is maximized subject to raw material
programming model to solve the multi-diet formulation which takes requirements, machine time requirements, orders, and contracts. The
into account the whole cost structure, from the raw materials adquisi- model was tested and validated using real data from a typical process-
tion to the complete feed-mill processing. In determining the cost, an ing day at a vertically integrated fishery in Iceland.
Activity-Based Costing scheme is employed. The model is applied to
different cases within the pig production sector.
3 - An extended approach allowing endogeneity in Canada committed to reduce its greenhouse gas (GHG) emissions by
stochastic frontier models: an application to agricul- 30% below 2005 levels, by 2030, and by 70% to 90% below 2005 lev-
els, by 2050. These challenging commitments require special consider-
tural Brazilian municipal data ation of the energy sector in Canada. The main objective of this presen-
Geraldo Souza, Eliane Gomes tation is to identify different decarbonization pathways that would al-
low Canada to participate in global mitigation efforts to prevent climate
Market imperfections occur when farmers are subjected to different changes. We analyse four GHG mitigation scenarios with increasing
market conditions depending on their income. Relatively, large scale levels of mitigation efforts for 2050 using the NATEM regional op-
farmers access lower input prices and may sell their production at timization model. NATEM belongs to the TIMES family of models
lower prices making competition harder for small farmers. Potential developed within the Energy Technology Systems Analysis Program
factors associated with market imperfections are related to infrastruc- of the International Energy Agency. It relies on the concept of a Refer-
ture, environment control requirements and the presence of technical ence Energy System that describes energy value chains from primary
assistance. In this article, at municipal level and using Brazilian agri- energy to useful energy. NATEM is cast as a dynamic linear program-
cultural census data, we estimate the effects of these factors on pro- ming model, where the objective is to minimize the net present worth
duction by maximum likelihood methods. We consider technical as- cost of the energy system. The main transformations in the energy sys-
sistance as potentially endogenous and fit stochastic frontier models tem include significant energy conservation and efficiency improve-
under this assumption. We generalize known approaches, allowing ments, greater penetration of electricity in all end-use sectors (up to
for nonlinear instrumental variable regressions. We explore the use 64% of total consumption in 2050), as well as an important increased
of fractional regressions and the Murphy-Topel two-stage variance ap- use of bioenergy in 2050. On the supply side, this translates into a
proach for maximum likelihood estimation. The best specification is a rapid decarbonization of electricity production and a shift away from
normal-half normal frontier model with variance effects. We conclude fossil fuel production and imports.
that technical assistance is not endogenous. All market imperfection
covariates, with the exception of environment control, are statistically
significant and show nonnegative rank correlation with technical effi-
3 - Combining spatial analysis and choice experiments for
ciency. the evaluation of sustainable neighbourhood strategies
Caterina Caprioli, Marta Bottero, Marina Bravi, Chiara
4 - Linear optimization model for fish processing produc- D’Alpaos, Federico Dell’Anna, Giulio Mondini
tion planning
Pall Jensson Urban and territorial management processes must deal with new ur-
gent questions, summarised into the meaning of urban regeneration.
The fishing industry feature a fast paced and ever-changing environ- This term refers not only to the redevelopment of the existing build-
ment wherein recent years’ major developments of high-tech equip- ings but also to other important issues, such as social hardship, in-
ment’s have occurred in the processing sector resulting in a wider range habitants’ quality of life and active involvement, tangible and intangi-
of product possibilities as well as increasing production capacity. This ble elements, cultural and natural resources, economic processes. The
study attempts to show that optimization model and sensitivity analysis transition from the analysis of the single building to smart districts and
can be beneficial as a decision-making tool for production manager in sustainable neighbourhoods inevitably requires ad hoc tools and ap-
this fast-paced environment. The paper proposes a linear optimization proaches for utilising urban data. The research examines an innovate
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hybrid model in which the systematic nature of the evaluation is com- 2 - Targeted multi-criteria optimization in imrt planning us-
bined with the spatial dimension for the management of urban trans- ing knowledge based model creation
formations. Starting from a real case study in the city of Torino, the Katrin Teichert, Philipp Süss
project investigates the use of a Choice Experiment model integrated
with Geographic Information System (GIS) for exploring the Willing- In radiotherapy treatment planning it often happens that an initial op-
ness To Pay for alternatives land-use strategies. timization model fails to generate expected trade-offs and a planner
is thus forced to refine the model and repeat the calculations. This
4 - Multi-objective multi-item fixed-charge solid transporta- shortcoming stems from a drawback to conventional multi-criteria op-
tion problem with green supply chain network in an in- timization that the optimization model cannot be changed once the
tuitionistic fuzzy environment Pareto front has been approximated. This implies that the planner
Sankar Kumar Roy has to guess an appropriate model a priori. However, only after the
Pareto frontier is approximated can the planner assess the goodness of
The main objective of this paper is to analyze an innovative study of the model by exploring the inherent trade-offs. To counter this, we
multi-objective multi-item fixed-charge solid transportation problem propose a local multi-criteria workflow (L-MCW) that enables local
(MMFSTP) with green supply chain network in an intuitionistic fuzzy exploration around an initial, promising plan automatically inferred by
environment. Nowadays, it is the most controversial factor that green- a knowledge-based algorithm. The generation of Pareto-alternatives
house gas emission such as carbon dioxide, methane, etc., cause air is done by varying the objective functions themselves, thus allowing
pollution and global warming, which inspired me for designing the the decision-maker to evaluate trade-offs in the most interesting re-
proposed study. In real-world practical situations, the parameters of gion surrounding the initial plan. Clinical results of the combination
MMFSTP with green supply chain network are usually of imprecise of knowledge-based planning and L-MCW demonstrate substantially
nature. Due to this reason, we include trapezoidal intuitionistic fuzzy reduced planning time and improved organ-at-risk sparing compared
number to deal with the imprecise parameters in the proposed study. to manual planning. The L-MCW provides an intuitive and flexible
Expected value operator is used to reduce intuitionistic fuzzy MMF- mechanism to adapt knowledge-based-planning models to similar, but
STP to deterministic MMFSTP. Then, we propose the methodologies not identical clinical situations and allows the practitioner to quickly
for solving the deterministic MMFSTP by two programming, namely, determine and realize the most beneficial trade-offs in a treatment plan.
weighted Tchebycheff metrics programming and min-max goal pro-
gramming which give the Pareto-optimal solutions. Comparison study 3 - Scheduling radiotherapy treatments considering
is presented between the optimal solutions, extracted from the con- stochastic appointment durations, patient unavailability
sidered programming. The procedure and efficiency of the study are and machine breakdowns
shown by considering an application example which is closely related Petra Vogl, Roland Braune, Walter Gutjahr, Karl Doerner
with real-life industrial problem. Finally, conclusions about the find-
ings and future study are described. The Radiotherapy Patient Scheduling Problem (RPSP) deals with the
assignment of treatment appointments to patients suffering from var-
ious types of cancer. While photons are used to irradiate patients in
classical radiotherapy, specialized centers all over the world use ion
beam therapy in order to less harm healthy tissue surrounding the tu-
TC-51 morous region. Due to the high demand and large costs of the accel-
erators used in these centers, optimizing radiotherapy appointments is
Tuesday, 12:30-14:00 - 4D UPV 1.2 crucial.
Radiotherapy Optimization The described problem is highly stochastic: On the one hand actual ap-
pointment durations might deviate from the planned durations due to
the patient’s condition and mobility. On the other hand patients might
Stream: OR for Health and Care II feel too sick to be treated at the planned treatment time and need to
Chair: Matthias Ehrgott be assigned a postponed appointment or machines might break down
causing a serious delay.
1 - Beam angle optimization in IMRT: are we really optimiz- In order to account for the stochasticity during the optimization pro-
ing what matters? cess, we analyze real-world data on appointment durations from the
Joana Matos Dias, Humberto Rocha, Tiago Ventura, Brígida past and use these data to develop individual probability distributions.
da Costa Ferreira, Maria do Carmo Lopes We then develop an optimization approach for the RPSP that hopefully
contains patient-specific buffer times. We apply a variant of a genetic
Intensity-modulated radiation therapy(IMRT)is a modern radiotherapy algorithm approach that has proven to be successful in the determinis-
modality that enables the irradiation of the patient with non-uniform tic version of the problem. The objective is to find a schedule that is
maps of radiation from a set of distinct beam irradiation directions. as tight as possible while simultaneously minimizing patient waiting
The aim of IMRT is to eradicate all cancerous cells by irradiating the time.
tumor with a prescribed dose while simultaneously sparing, as much
as possible, the neighboring tissues and organs. The optimal choice 4 - Evaluating the quality of radiotherapy treatment plans
of beam irradiation directions - beam angle optimization (BAO) - can for prostate cancer
play an important role in IMRT treatment planning by improving or- Emma Stubington, Matthias Ehrgott, Omid Nohadani
gan sparing and tumor coverage, increasing the treatment plan quality.
Typically, the BAO search is guided by the optimal value of the fluence External beam radiation therapy is a common treatment method for
map optimization (FMO) - the problem of obtaining the most appro- cancer. Radiotherapy treatment is planned with the aim to achieve con-
priate radiation intensities for each beam direction. In this paper, a flicting goals: while a sufficiently high dose of radiation is necessary
new score to guide the BAO search is introduced and embedded in a for tumour control, a low dose of radiation is desirable to avoid compli-
multistart derivative-free optimization framework that is detailed for cations in normal, healthy, tissue. Each hospital has a clinical protocol
the extremely challenging multi-modal BAO problem. For the set of that defines a number of criteria that a plan must meet before it can
ten clinical nasopharyngeal tumor cases considered, treatment plans be approved for delivery. If these targets are not met, the plan will
obtained for optimized beam directions clearly outperform the bench- be re-optimised using a trial and error process. To support the plan-
mark treatment plans obtained considering equidistant beam directions ning process, we seek plans that would benefit from re-optimisation by
typically used in clinical practice. Furthermore, treatment plans ob- proposing a method to evaluate the quality of the treatment plans. First,
tained considering the proposed score clearly improve the quality of the clinical protocol is translated into a set of measurable variables
the plans resulting from the use of the optimal value of the FMO prob- and Principal Component Analysis (PCA) is used for dimension re-
lem to guide the BAO search. duction to select the most relevant variables. Data Envelopment Anal-
ysis (DEA) is then applied to assess the quality of individual treatment
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plans and simulation techniques are used to account for the uncertainty a demand distribution then optimizing for the optimal order quantity,
in the data. This allows us to make recommendations to the clinicians we propose solving the “Big Data” newsvendor problem via single
as to which plans we believe could potentially be improved. In this step machine learning algorithms. Specifically, we propose algorithms
talk, we present a case study based on 51 prostate cancer treatment based on the Empirical Risk Minimization (ERM) principle, with and
plans from the Royal Preston Hospital, UK. Clinicians at Preston then without regularization, and an algorithm based on Kernel-weights Op-
re-plan the identified plans and our findings are presented here. timization (KO). We analytically justify the use of features by show-
ing that their omission yields inconsistent decisions. We then derive
finite-sample performance bounds on the out-of-sample costs of the
feature-based algorithms, which quantify the effects of dimensionality
and cost parameters. Our bounds, based on algorithmic stability the-
TC-52 ory, generalize known analyses for the newsvendor problem without
feature information. Finally, we apply the feature-based algorithms
Tuesday, 12:30-14:00 - 4D UPV 1.3 for nurse staffing in a hospital emergency room using a data set from
a large UK teaching hospital and find that (i) the best KO and ERM
Workforce Planning algorithms beat the best practice benchmark by 23% and 24% respec-
tively in the out-of-sample cost, and (ii) the best KO algorithm is faster
Stream: OR for Health and Care I than the best ERM algorithm by three orders of magnitude and the best
Chair: Inês Marques practice benchmark by two orders of magnitude.
4 - A graph-based formulation for the shift rostering prob-
1 - Workforce planning for palliative care specialists in lem
Nova Scotia: an operational research approach David Lai, Janny Leung, Wout Dullaert, Inês Marques
Majid Taghavi, Grace Johnston, Robin Urquhart, David This paper investigates a shift rostering problem - the assignment of
Henderson, Cheryl Tschupruk, Beth Tupala staff to shifts over a planning horizon such that work rules are ob-
Palliative care deals with patients with life-limiting diseases by helping served. Traditional integer-programming models are not able to solve
them to achieve the best possible quality of life up to the end of life. shift rostering problems effectively for large number of staff and feasi-
Our population is ageing, and this means that an increasing number of ble shift patterns. We formulate work rules in terms of newly-proposed
adults will need a palliative approach at the end of their lives. In the prohibited meta-sequences and resource constraints. We propose a
past, palliative care was considered mainly for persons dying of cancer graph-based formulation where the set of feasible shift patterns is rep-
and very close to the end of life, but increasingly a palliative approach resented by paths of a graph. The formulation size depends on the
is being advised for persons with organ failure (congestive heart fail- structure of the work-rule constraints and is independent of the number
ure, chronic obstructive pulmonary disease, etc.) and frailty (dementia, of staff. This approach results in smaller networks allowing large-scale
etc.) earlier in the trajectory of their illness. There are specialist pal- rostering problems with hard constraints to be solved efficiently using
liative care teams across Nova Scotia, but access to specialist palliative standard commercial solvers. Results show that for the cases where the
care teams varies and human resource planning is lacking. Our lit- standard formulation could not be solved in two hours, our approach
erature review showed that operations research has not been used for obtains optimal solutions in less than one minute. Moreover, it allows
palliative care workforce planning so far. Therefore, in this research, finding multiple optimal solutions which are beneficial for managerial
we develop a linear programming model to plan for the number and decisions makers.
distribution of specialist palliative care physicians, nurses, and social
workers for Nova Scotia over next 20 years. This model enables com-
prehensive palliative care workforce planning and can be adapted for
similar workforce planning problems in healthcare. Several Palliative
care practitioners and health system managers reviewed and critiqued
TC-53
our mathematical model, and they were also consulted for estimating Tuesday, 12:30-14:00 - 4D UPV 1.4
the parameters of the model.
International Aspects of OR I
2 - Improving shift schedule of non-urgent patient trans-
portation ambulances while maximizing emergency Stream: International Aspects of OR
coverage Chair: Ulrike Reisach
Theresia van Essen, Pieter van den Berg
1 - Determining the parliament size: an OR approach
Many ambulance providers operate both advanced life support (ALS) Ahmet Yükseltürk, Ahmet Cinar
and basic life support (BLS) ambulances. Typically, only an ALS am-
bulance can respond to an emergency call, whereas non-urgent patient Constitution designers determine the size of the parliaments. Lack of
transportation requests can either be served by an ALS or a BLS ambu- a standard methodology leads to decisions based on rules of thumb.
lance. The total capacity of BLS ambulances is usually not enough to In this study, we review the related theoretical work done by the
fulfill all non-urgent transportation requests. The remaining transporta- economists in game theory and mechanism design. We propose a
tion requests then have to be performed by ALS ambulances, which mixed-integer programming (MIP) approach for determining the size
reduces the coverage for emergency calls. In a recent paper, we pre- of a single parliament representing a population. The MIP model also
sented methods that determine the routes for BLS ambulances while outputs the assignment of the representatives to political regions. We
maximizing the remaining coverage by ALS ambulances. However, test the model using publicly available data. We conclude with the
this remaining coverage for emergency calls can be further improved discussion and further extensions of the model.
by better fitting the shift schedule of BLS ambulances to the demand 2 - Liberated social entrepreneur using business metrics:
of transportation requests. In this presentation, we will present sev-
eral (stochastic programming) methods to achieve this and test these QZenobia refugee/migrant big data analytics startup
methods on data of a Dutch ambulance provider. Berat Kjamili, Gerhard-Wilhelm Weber
LiBerated Social Entrepreneurship in Developing and Emerging Coun-
3 - The big data newsvendor: practical insights from ma- tries consists of a social entrepreneur using business metrics, to sustain
chine learning social impact. We study differences between developing and developed
Gah-Yi Ban, Cynthia Rudin countries, introducing a new OR approach to development. Commer-
cial entrepreneurs are generally oriented to business metrics like profit,
We investigate the data-driven newsvendor problem when one has $n$ revenues and return. Instead, social entrepreneurs are non-profits or a
observations of $p$ features related to the demand as well as histor- blend with for-profit goals, generating Return to Society. In DCs, a so-
ical demand data. Rather than a two-step process of first estimating cial entrepreneurship has been uncommon. We introduce a mid-way as
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LiBerated Social Entrepreneur, where social businesses should be sus- yellow card). We also found no impact for the new captain in the first
tainable. We apply Game and Max-Flow - Min-Cut Theories, Schum- five games. A new captain also did not affect the behavior of his team-
peter’s creative destruction and Adam Smith’s diversification model for mates significantly.
our business plan. As a result, Berat started QZenobia: a mobile appli-
cation that runs as a "refugee portal", supported by "Refugee Big-Data 2 - Regression based ratings for individual football players
Analytics": refugees submit data to the application via "questionnaire" Lars Magnus Hvattum
and search for opportunities, verified news privatized based on their
answers. The last years have witnessed an increased focus on evaluating individ-
Multivariate Adaptive Regression Splines (MARS), Conic MARS ual players in team sports. This work considers whether meaningful
(CMARS) and its robust version RCMARS have shown their poten- player ratings in football can be derived from data that only considers
tial for Big-Data and, recently, Small-Data. With that toolbox, we aim the observed goal differences when different players are on the pitch.
to further support our project. To derive ratings, a multiple linear regression model is solved using
ridge regression. By considering additional co-variates, effects of the
3 - Artificial intelligence and ethics - an international com- home field advantage, red cards, and the age of players are identified.
parison of perceptions and policies 3 - Serial correlation in DEA applied to soccer teams and
Ulrike Reisach interpretation of weights
Artificial Intelligence (AI) uses unprecedented capabilities in the field Lucia Isabel Garcia-Cebrian
of data collection, storage and analysis. The amounts of accessible per-
sonal data, combined with their analysis through AI, enable forecasting Data Envelopment Analysis has been often used as a tool for efficiency
and profiling with greater accuracy than ever before. Private and public calculation in soccer teams context and the variety of focus in spe-
actors use the technology for their purposes, with more or less privacy cialized literature is huge concerning sample, input and output vari-
protection and transparency. Legal regulations are under discussion ables. In its original version, DEA offers recommendations for inef-
in different political frameworks. The ethical legitimacy of different ficient DMUs assuming independence respect the other DMUs in the
AI endeavors in their respective contexts needs to be discussed. The sample. Nevertheless, in a sport context and using sport result as out-
power concentration resulting from big data and AI has consequences put variable, this independence doesn’t exist: if an inefficient team
for societies across borders. Tracking, facial recognition, mass per- needs to add a win in order to become efficient, another team in the
sonal profiling and targeted provision of information can be achieved, sample would worsen its sport result and, consequently, its efficiency
resulting in targeted but hidden influence, surveillance or social scor- ratio (Collier, Johnson and Ruggiero, 2011). From a more general and
ing models. They may be used for safety and crime prevention as well theoretical point of view, Førsund (2013) criticizes the imposition of
as for control of citizens and potential political opponents. Cultures restrictions in the input and output weights in DEA formulation be-
and systems have diverging ethical standards and perceptions of the cause these weights enter in the formulation and right interpretation
benefits and risks related with such types of AI. This presentation cov- of shadow prices, marginal productivity of inputs, marginal rate of
ers different perspectives and legitimation of the societal purposes and transformation between outputs and marginal rate of substitution be-
outcomes of AI. It compares different approaches regarding privacy, tween inputs, all of them well established concepts in organizations
data ownership and sovereignty as well as potential governance mea- management. The aim of the present paper is to combine the ideas of
sures to safeguard values such as cohesion, pluralism, mutual learning both papers verifying if the new efficiency ratio proposed by Collier et
and cooperation within and among the different societies of this world. al. (2011) for taking into account the serial correlation among soccer
teams results in a championship maintains the interpretations provided
by Førsund (2013). An application to Spanish soccer teams playing in
the First Division will be presented.
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1 - Optimization R Us: using R for data-driven optimization 3 - Electromagnetic field optimization algorithm for the
Joaquim Gromicho photovoltaic solar cell parameter estimation problem
Ilker Kucukoglu, Alkin Yurtkuran
When it comes to modern and widely accessible programming lan-
Recently, the researches on renewable energy have been increasing
guages two camps seem to attract comparable amounts of attention
rapidly due to the considerable attention on environmental concerns.
and collectively dominate: R and Python. R seems to be preferred by
In this context, solar energy is one of the promising technology with
the statistic and data science communities, while Python seems to be
its low maintenance cost and zero pollution. This study considers the
the language of choice of the artificial intelligence and mathematical
parameter estimation problem of the photovoltaic cells to optimize the
optimization communities. This classification is by no means limita-
efficiency of the solar cell technology. The photovoltaic solar cell pa-
tive, since there are many other good choices such as Julia, Jump, Java,
rameter estimation problem (PSCPEP) is described as extracting the
C, C++, C#, Matlab, Octave, etc. Nevertheless, the perception that R
electrical parameters of the photovoltaic cells from measured Current
is not for optimization may interfere with the possibility to merge great
vs. Voltage curves with minimum prediction error. In order to ob-
libraries and tooling for (big) data analysis with optimization. This tu-
tain efficient results for the problem, a recent physics-inspired meta-
torial gives data scientists familiar with R a glimpse on how to use it for
heuristic algorithm, called Electromagnetic Field Optimization (EFO),
optimization and other scientists familiar with optimization a glimpse
is employed. The performance of the EFO is tested on a well-known
of the power of R. The tutorial includes examples of data driven opti-
benchmark problem set which is formed by real life experiments of
mization using R both as a platform to develop heuristic methods and
a commercial silicon solar cell. Moreover, the proposed algorithm is
as an interface to mathematical optimization solvers. To get the most
compared with a set of powerful meta-heuristic algorithms. Results
from it, please bring your own laptop with an internet connection.
of the computational studies show that the EFO outperforms the other
considered meta-heuristic algorithms by estimating the solar cell pa-
rameters with lower root mean square error values.
TC-56
Tuesday, 12:30-14:00 - 4D UPV 2.2 TC-57
Optimization in Renewable and Energy Tuesday, 12:30-14:00 - 4D UPV 2.3
Systems II Software for Mixed-Integer Optimization II
Stream: Optimization in Renewable Energy Systems Stream: Software for Optimization
Chair: Andreas Bley Chair: Timo Berthold
1 - Capacity payments, price cap, and the missing money 1 - Benchmarks of commercial and noncommercial opti-
problem mization software
Irena Milstein, Asher Tishler Hans Mittelmann
Based on our benchmarking service we will provide an overview of the
This paper analyzes the consequences of introducing capacity pay- state-of-the-art in various areas of optimization.
ments in competitive electricity markets. We develop and present a
two-stage model with one type of electricity generation technology. 2 - Adaptive algorithmic behavior for solving mixed integer
Independent power producers (IPPs) choose capacity investment in the programs using bandit algorithms
first stage and decide on their optimal outputs, via the Cournot model, Gregor Hendel, Matthias Miltenberger, Jakob Witzig
in the second stage. We show analytically that the use of capacity State-of-the-art solvers for mixed integer programs (MIP) govern a va-
payments can (a) dramatically reduce or fully eliminate outage costs riety of algorithmic components. Ideally, the solver adaptively learns
due to price capping, (b) increase consumer surplus, and (c) increase to concentrate its computational budget on those components that per-
or decrease IPP’s profits. We use stylized data from Texas ERCOT form well on a particular problem, especially if they are time consum-
to demonstrate our analytical results and show that capacity payments ing. In this work, we focus on three examples of such expensive al-
have little or no effect on social welfare (consumer surplus plus IPP’s gorithms, namely the classes of large neighborhood search and diving
profits minus the cost of using capacity payments), and that the intro- heuristics as well as the available pricing strategies to the Simplex al-
duction of capacity payments reduces the electricity price and price gorithm for solving LP relaxations. Typically, only one algorithm is
volatility, and is likely to increases system reliability. run and evaluated at a time to update the overall selection strategy. We
review several common strategies for such a selection scenario under
2 - Bilevel linear programming investment problems with uncertainty, also known as Multi Armed Bandit Problem. In order to
lower-level primal and dual variables apply those bandit strategies, we carefully design deterministic reward
Henrik Bylling, Steven Gabriel, Trine Krogh Boomsma functions to rank and compare each individual heuristic or pricing al-
gorithm within its respective group. We use simulations on publicly
This paper examines bilevel linear programming investment problems available MIP problems to calibrate the bandit strategies and show their
in which the upper-level objective function depends on both the lower- individual learning curves. Finally, we discuss the computational ben-
level primal and dual variables. We show that the upper-level objec- efits of using the proposed adaptive selection within the MIP solver
tive function is non-convex and even discontinuous but piece-wise lin- SCIP.
ear with regard to the upper-level variables. We exploit this piece-
wise linearity to design a global solution method based on paramet- 3 - Learning to tune parameters of NUOPT MILP solver
ric programming and with the advantage that it allows for decompo- Koichi Fujii
sition of separable lower-level problems. If the upper-level objective MILP solvers implement branch and bound with several features such
function is a bilinear function of the lower-level primal and dual vari- as presolving, cutting planes and primal heuristics to tackle difficult
ables, we also provide an exact linearization method that produces a problems. Since changing parameters and configuring such features
mixed-integer linear programming formulation of the bilevel problem. have a huge impact in solving times, it is an important task to find a
Numerical experiments demonstrate that our decomposed method has best set for a specific problem or a certain class of problems. Recently
significant computational advantages for bilevel investment problems many techniques are found in machine learning to learn an algorithm
with a high number of lower-level market clearing problems. Further- behavior or find a good set of parameters of an algorithm. In this talk,
more, the parametric programming approach automatically allows for we will present how to use those techniques effectively to automate
post-optimal sensitivity analysis of the bilevel programming problem. parameter tuning of a NUOPT MILP solver.
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4 - To use or not to use an algebraic modeling language 3 - A system-dynamics approach to assess the factors
(such as OPL)? which influence the quality of primary education in de-
Alex Fleischer veloping countries
We discuss pros and cons of using an Algebraic Modeling Language Gerhard-Wilhelm Weber, Pedamallu Chandra Sekhar, Linet
(AML) for optimization, with examples from transport, finance and Ozdamar, Herman Mawengkang, Hanife Akar
energy in the IBM CPLEX Optimization Studio OPL language. We
show in particular how an AML helps do more with less, in relation to System-dynamics approach is a holistic way of investigating and treat-
real-life resources as well as expert brain-power. With the same mental ing problems in real-time scenarios. It is a powerful methodology and
effort, the OR expert can take advantage of an AML to solve the same computer simulation modeling technique for framing, analyzing, and
problem faster and to tackle harder problems. discussing complex issues and challenges. System-dynamics model-
ing and simulation is often the background of a systemic thinking ap-
Using an AML does add to the heterogeneity of the modeling envi- proach and has become a management and organizational development
ronment, and can increase the time and memory overhead of model paradigm. In this presentation, we reflect our experiences and thoughts
processing; additionally there is some risk for IP loss since the alge- on developing system thinking models to understand the important fac-
braic model is by design easily readable. However the advantages are tors such as Facilities (includes infrastructure), Local and national po-
many. Modeling gets fun; asking for help gets easy and prototyping is litical stability, Family migration from rural to urban localities, and
a game. Different lifecycles for models and applications reduce devel- socio-economic status of the families on the quality of primary educa-
opment cost. There’s less need for OR and programming skills; instead tion system in developing nations. This study provides a refined view
one can focus on his/her expertise, and business users can have a say. onto the factors which need to be addressed for providing sustainable
Plus models tend to survive applications. Model inertia gets low and education experience to children living in developing nations. In this
that is key when we remember that good modeling may be crucial to talk, we discuss the situations in India, making an application of our
performance. method on data from the state of Gujarat, in Turkey and in Indonesia.
TC-58 TC-59
Tuesday, 12:30-14:00 - 4D UPV 2.4 Tuesday, 12:30-14:00 - 4D UPV 2.5
OR Promotion among Academia, OR Models for the Operation and Planning
Businesses, Governments of Integrated Energy Systems
Stream: OR Education Stream: Technical and Financial Aspects of Energy Prob-
Chair: Gerhard-Wilhelm Weber lems
Chair: Juan Miguel Morales
1 - The contest approach for funding research in academic
units 1 - A three-stage stochastic optimization model for the de-
Baruch Keren, Yossi Hadad, Yizhaq Minchuk sign of smart energy districts under uncertainty
This research presents a unique model that based on game the- Matteo Zatti, Emanuele Martelli, Juan Miguel Morales
ory. The model can help decision-makers in higher education
(HE) institutions determine an optimal research budget, and then Multi-energy systems (MES) and district-energy systems (DES) have
to decide how to allocate that budget among academic units (re- been identified as promising solutions to increase energy efficiency and
searchers/institutes/departments). The model considers the manage- to maximize the share of intermittent renewable sources in urban ar-
ment of the institution as a contest organizer and the academic units eas. A critical result of the analysis of MES and DES is that, when
as contestants that compete with each other to win the contest. The optimizing their design, the operation strategy and the part load behav-
prize of this contest is a desired research budget. The proposed model ior of the units must be considered. In addition, the key design data
includes a form of two contestants with different abilities, as well as a (i.e energy demand profiles, energy prices, weather conditions and in-
form with unlimited (N) contestants with the same abilities. The model termittent renewable energy sources production) may be highly uncer-
enables decision-makers to determine the size of the prize (the optimal tain as they are results of forecasts. We formulate the optimal design
research budget) and the optimal distribution mechanism (a contest or of MES as a three-stage stochastic mixed integer linear programming
a fair division) of that prize among the contestants. The study includes model (SMILP) with integer recourse. The peculiarity of the model is
a real case study that demonstrates the model and its applicability. to account for the uncertainty in the short-term weather and energy de-
mand forecasts, the day-ahead electricity bidding, the day-ahead com-
2 - OR/MS education and international cooperation for em- mitment of large power plants and the possibility of real-time schedul-
ployability ing adjustments of flexible generation units. Due to the large number
Joao Miranda, Ana Paula Teixeira of variables and constraints, the problem calls for the development of
an efficient ad hoc decomposition approach. We propose a heuristic
While international cooperation and societal challenges are framing algorithm which solves a sequence of design (first and second stage)
the "knowledge triangle" education-research-innovation, the effective- and operation (third stage) problems with progressively increasing in-
ness and performance of higher education institutions are also appre- tegrality restrictions and number of scenarios.
ciated from the impact of teaching/learning on the labor market, on ca-
reer, on practice. In a recent work, the authors presented an overview 2 - Operational detail in long-term energy-system planning
of good practices in OR/MS Education and of EACEA projects, in a models: assessment of the impact and moving forward
way to reinforce the insight on the OR/MS education trends. At now, Kris Poncelet, Erik Delarue
additional experiments and data analysis are performed and prelimi-
nary results are presented, in particular, the enrolment of students and To limit computational complexity, long-term energy-system planning
the transition of graduates onto the labor market are re-visited. These models, such as TIMES models, typically use a low level of operational
recent results are motivating further studies, namely, the comparative detail to model the power system. More specifically, these models have
analysis between institutions or countries, the impact of new digital historically used a low level of temporal and technical detail to repre-
phenomena and the evolving ICT tools in OR/MS education, the grad- sent the operation of the power system, i.e., intra-annual variations in
uates employability, being these topics discussed and next steps out- demand and renewable electricity generation are typically represented
lined. by 4-48 so-called time slices and the technical constraints faced by
thermal power plants when changing their power output, starting up or
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Chair: Natalia Kuosmanen is obtained using the data envelopment analysis (DEA). The empiri-
cal data for this research is obtained from the AMADEUS database
for the period from 2011 to 2015. By applying DEA, we are able to
1 - The techical efficiency of Turkish crop production: a detect countries that have relatively the highest percentage of efficient
comparison of data envelopment analysis and stochas- small producers as well as to recognize general strengths of efficient
tic frontier analysis producers and detect areas of inefficiency of inefficient producers. The
Bulent Cekic, Cem Menten, Kazim Baris Atici final purpose of this analysis is to provide policy makers valuable in-
formation for developing policies which could lessen the weaknesses
The growing dependence on agricultural production, the concerns and improve their strengths on a country level.
about this dependency and the growing consciousness between the
manufacturing industry as well as the public and legislator have cre- 4 - How creative destruction of farms affects total factor
ated the concept of sustainable agricultural production. The objec- productivity of Finnish agricultural sector?
tive of sustainable agricultural production is to be able to process raw Natalia Kuosmanen, Timo Kuosmanen
materials in balance with environmental, social and financial systems. Total factor productivity figures of the Finnish agricultural sector, es-
In terms of geographical and climate indicators, Turkey is one of the timated at sector level and at farm level, reveal a large gap. To ex-
countries suitable for growing a wide range of agricultural products. plain this gap, we develop a new decomposition technique of the sector
The purpose of this study is to investigate the country-level technical productivity change, as an extension to Olley and Pakes (1996). Our
efficiency scores in the 2009-2015 year of crop production in the Turk- decomposition brakes down total productivity change of a sector into
ish agricultural sector with utilising both Data Envelopment Analysis following components: 1) growth effect, 2) entry and exit effect, and 3)
(DEA) and Stochastic Frontier Analysis (SFA). In both analysis, 61 product switching effect. Specifically, we use balanced and unbalance
agricultural products were selected as decision making units and the data of Finnish farms since 1995 to present. Product switching and exit
data covers the 6 years period. The agriculture sector has been se- of farms are identified as the main drivers of productivity growth of the
lected as the field of application in terms of both the application of the sector.
DEA and SFA studies and the interpretability of the results to be ob-
tained from the measurements. Given the strengths and weaknesses of
these two approaches as DEA and SFA, efficiency measures and scale
characteristics derived from these analysis are not always persuasive.
In this study, we apply both approaches and compare the results ob- TD-03
tained with using data from the balance tables of crop production at Tuesday, 14:30-16:00 - SOUTH BUILDING UV S103
the Turkey-level technical efficiency scores.
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literature, there is a lack of studies developing congestion considera- In this paper we analyze the numerical stability of classical asset al-
tions in a scenario of supply reduction. To fill this gap, our study tack- location models. We discriminate two sources of numerical instability
les the problem by developing a multi-period model for a multi-facility in asset selection models. The first source is well known in the lit-
network, focusing on the possibility of having demand transfer across erature and relates to the features of the input data and the inversion
facilities with financial limitations in a congested environment. The of the covariance matrix. We recognize and study a second source of
model is able to identify possible users’ flow and movement through- instability that strictly depends on the mathematical structure of the op-
out the system. The risks from reorganisation can be highlighted and timization problem and its restrictions. The main result of the paper is
suitable decisions can be made. The model is tailored according to a the decomposition of the total numerical instability of the model in the
real-world case (the optimisation of recycling centres in a large city in two sources previously described. Moreover, we propose a theoretical
the UK). The results suggest that two of the facilities could be closed. approach in order to minimize the structural component of instability
through an equivalent formulation of the original optimization prob-
3 - Benefit maximizing network design in the public sector lem. We also show, both theoretically and empirically, that the pro-
Robert Aboolian, Oded Berman posed formulation of the optimization problem is numerically stable.
The results, obtained for the classical mean-variance model developed
Governments around the globe are actively involved in providing es- by Markowitz, are general and apply to a wide class of portfolio selec-
sential services, such as healthcare, transportation, education and util- tion models.
ities. Their mandate is to maximize the societal benefit by acting as
agents of the public in contrast with the private firms’ mission to max- 2 - The l1-regularization for dynamic-portfolio selection
imize profit. Many models in this area focus on maximizing accessi- Stefania Corsaro, Valentina De Simone, Zelda Marino,
bility to public services. The idea is to (re-)design the public service Francesca Perla
so as to maximize the number of people who will benefit from the
program given a limited budget. These models do not consider the In this work we focus on dynamic portfolio selection problem. This
marginal benefit (savings in costs to tax payers by adding an extra unit problem arises in medium- and long-term investments, in which one
of service capacity) provided. In this work, we determine the opti- allows decisions to change over time by the end of the investment,
mal number, locations and capacities of a network of facilities so as taking into account the time evolution of available information. We
to maximize the overall benefit to the public. The overall benefit here introduce a dynamic model, based on a separable expected conditional
is the difference in savings for the public by participating in services mapping, obtained by summing single-period terms in which the vari-
and the cost of service capacity that are provided. We introduce exact ance is taken as risk measure; we fix a final target expected wealth.
and approximate methodologies and demonstrate that his problem can We introduce l1-regularization techniques to stabilize the solution pro-
simply be extended to private sector as well. cess, which is typically ill-conditioned because of assets correlation.
This also promotes sparsity in the solution; since solutions establish
4 - A multi-type facility location problem to support terri- the amount of capital to be invested in each available security, sparsity
torial re-organization decisions in non-competitive con- means that money are invested in a few securities. This allows investor
texts to reduce both the number of positions to be monitored and the transac-
Giuseppe Bruno, Antonio Diglio, Carmela Piccolo tion costs. We develop iterative algorithms based on Bregman iteration
method, that converts the constrained problem into a short sequence of
Facility Location Models have been widely applied in the context of unconstrained ones. The presence of the l1-term makes the solution
both private and public sector, to decide the best configuration of new of the involved optimization sub-problem not trivial, thus we apply ad
facilities to be located in a given area. In the last years, due to the hoc methods to deal with non-smoothness.
general interest to reduce costs and improve efficiency, several works
started to analyze problems aimed at modifying the territorial config- 3 - On the stability of portfolio selection models
uration of existing facilities, by closing, relocating, merging some of Francesco Cesarone, Fabio Tardella, Carlo Mottura, Mustafa
them and/or by downsizing or redistributing their operating capacities. Cagri Gurbuz, Jacopo Maria Ricci
In this work, we propose a new mathematical model to support terri-
torial re-organization decisions in non-competitive contexts. Starting One of the main issues in portfolio selection models consists in assess-
from a set of multi-type facilities (able to provide different kind of ser- ing the effect of the estimation errors of the parameters required by the
vices), the model explores the possibility to improve the efficiency of models on the quality of the selected portfolios. Several studies have
the system by implementing different rationalization actions; i.e., fa- been devoted to this topic for the minimum variance and for several
cility closure, service closure, capacity reallocation among services at others minimum risk models. However, no sensitivity analysis seems
a given facility. The re-allocation of the demand after such rationaliza- to have been reported for the recent popular Risk Parity diversification
tion decisions is performed according different rules (closest or proba- approach, nor for other portfolio selection models requiring maximum
bilistic re-assignment). The model aims at finding a trade-off solution gain-risk ratios. Based on a simulation approach, we provide here em-
between the service efficiency and the need of ensuring a given acces- pirical evidence showing that the Risk Parity model is always the most
sibility level to users. The model has been tested on a set of randomly stable one in all the cases analyzed. Furthermore, the minimum risk
generated instances in order to show that a good range of problems models are typically more stable than the maximum gain-risk models,
can be solved to optimality through the use of a commercially avail- with the minimum variance model being often the preferable one.
able solver (CPLEX). Results are presented and direction for future
research are drawn. 4 - Robustness via noncooperative games
Giancarlo Bigi, Simone Sagratella
One way to deal with uncertainty in optimization problems relies on
the introduction of uncertainty sets for the data. This allows consid-
TD-04 ering solutions that are feasible for any realization of the data while
taking into account the worst-case for the objective as well. A prob-
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S104 lem of production planning under price uncertainty is exploited to ad-
dress how to formulate robust counterparts of optimization problems
Portfolio Modelling as semi-infinite programs (shortly SIPs), i.e., optimization problems
with infinitely many constraints. In turn, SIPs share some similarities
Stream: New Challenges in Investment Strategies, Risk with Generalized Nash games (shortly GNEPs) that lead to meaning-
and Financial Modelling ful connections. Indeed, SIPs can be reformulated as GNEPs with a
Chair: Francesco Cesarone peculiar structure under some mild assumptions. Pairing this struc-
ture with a suitable partial penalization scheme for GNEPs leads to
a class of solution methods for SIPs that are based on a sequence of
1 - On the numerical stability of asset allocation models saddlepoint problems. Any converging algorithm for the saddlepoint
Pierpaolo Uberti, Maria Laura Torrente problem provides the basic iterations to perform the penalty updating
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scheme. In particular, a projected subgradient method for nonsmooth Program (MILP) and, consequently, be solved by any standard MILP
optimization and a subgradient method for saddlepoints are adapted solver, e.g., Gurobi. Due to limited performance of the solvers in solv-
to our framework and the convergence of the resulting algorithms is ing large-scale VRPD instances, we propose an algorithm based on the
shown. A comparison between the two algorithms is outlined as well. well-known Variable Neighborhood Search. In order to evaluate the
performance of the proposed algorithm as well as the MILP solver, we
carried out extensive computational experiments. According to the nu-
merical results, our algorithm provides high-quality solutions in short
computation time. Furthermore, we observe that the use of drones can
TD-05 significantly reduce the mission time.
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S105
4 - A multi-modal truck and drone delivery system
Routing Problems with Drones Ahmad Hemmati, Mohammad Moshref-Javadi, Matthias
Winkenbach
Stream: Vehicle Routing and Logistics Optimization I
Chair: Ahmad Hemmati The last mile delivery is one of the major and costly parts of supply
chain, which consider the delivery of products to their final destina-
tions. The planning of last mile delivery is significantly challenging
1 - Formulations and algorithms for multi-trip drone rout- with respect to the dimensions of the problem with deliveries of hun-
ing problem with time windows dreds of packages to demand locations per day considering all the fleet
Yossiri Adulyasak, Chun Cheng, Louis-Martin Rousseau limitations, customer constraints and preferences, traffic and road con-
straints, and several other transportation issues. This study addresses a
This study focuses on a multi-trip drone routing problem with time multi-modal truck and drone delivery system in which multiple drones
windows, where drones’ energy consumption is influenced by payload are scheduled to deliver packages to the customers from a single truck
and travel distance. To tackle the nonlinear energy function, we pro- with the objective of minimizing the total waiting time at demand loca-
pose two types of cuts to calculate it exactly. Two formulations are tions. The multi-modal truck and drone delivery systems assume that
presented and branch-and-cut algorithms are proposed. Computational drones pick packages up from the truck, dispatched to the customers,
experiments are used to evaluate the effectiveness of the valid inequali- delivering one package in each trip, and return to the truck. While
ties and user cuts, compare the performance of the two formulations as the truck serves as a moving hub for the drones, it can also deliver
well as the solutions generated by the exact and approximate methods packages to the customers. It is assumed that the truck and drones
for energy calculation. can move simultaneously, serving customers concurrently to achieve
the minimum waiting time of the system. We propose a mathematical
2 - Traveling salesman problem with multi-drone formulation of the problem with extensive numerical computation on
Emine Es Yurek, H. Cenk Özmutlu small-scale problem instances. An efficient heuristic is also designed
to solve the larger problem instances adopted from the literature. Fi-
A new delivery problem has recently been introduced as a new vari- nally, a case study is presented and analyzed to illustrate the use of this
ant of classical TSP. In this problem, which is commonly referred as system in the real world.
traveling salesman problem with drone (TSP-D), a specially designed
truck and a drone simultaneously serve customers. These two vehicles
have complementary features. The classical delivery truck is relatively
slow but has huge load capacity whereas the drone is faster but has a
load capacity of exactly one. Also, the life of the drone battery is lim-
ited. These restrictions force the drone to change its battery with a full TD-06
one and load the next customer’s package after each customer visit. To Tuesday, 14:30-16:00 - SOUTH BUILDING UV S106
achieve these, the drone is assumed to return to the truck after each
flight. Since the truck is modified in order to carry the drone on its Stochastic Modeling and Simulation in
top, the vehicles are allowed to travel both individually and in tandem.
Therefore, in this new delivery problem, a customer package can be Engineering, Management and Science I
delivered by either the drone, the truck alone or the truck carrying the
drone on its top. This study investigates TSP-mD (traveling salesman Stream: Stochastic Modeling and Simulation in Engineer-
problem with multi-drone) in which the truck is allowed to carry mul- ing, Management and Science
tiple drones. We propose a two-stage iterative solution approach. In
the first stage, we determine the truck route. Then, in the second stage, Chair: Christopher Kirkbride
we optimally determine the drone tours by solving a mixed integer lin-
ear programming formulation. A computational study is conducted to 1 - Analysis of lot priority rules in semiconductor produc-
analyze the impact of employing multiple drones in truck and drone
coordinated delivery system. tion systems by queuing networks
Bernhard Oberegger, Boualem Rabta, Gerald Reiner
3 - Vehicle routing problem with drones: a computational
study Production processes in the semiconductor industry (e.g., wafer pro-
Daniel Schermer, Mahdi Moeini, Oliver Wendt duction) are very complex. They are characterized by high product va-
riety, low-volume production, high cycle time variability and diversity
Drones have started to play an increasing role in logistic systems in in lot priorities. Low prices and low profit margins lead to huge com-
both, academic research and practical context. In particular, drones petitive pressure and manufacturers in the semiconductor sector must
have already been successfully applied in related industries including introduce their products to the market with short leadtimes according
energy, agriculture, and emergency response. Recently, the Vehicle to their contractual agreements. In order to satisfy customer demand
Routing Problem with Drones (VRPD) has been introduced as a vari- in terms of quantity, cost and leadtime, high priority lots are pushed
ant of the Vehicle Routing Problem. In the case of the VRPD, a fleet of through the factory as quickly as possible. This prioritization of cer-
trucks, each truck equipped with a set of drones, is tasked with deliver- tain lots has an influence on other lots in the line. This leads to longer
ing parcels to customers. The objective is to find a feasible routing that cycle times for the other lots and may require additional setup proce-
minimizes the time required to complete the mission. The drones may dures. We build a queuing network model for the semiconductor plant
be launched from and recovered by the truck at the depot or any cus- under study and develop hybrid decomposition method to analyse lot
tomer location, and move at a velocity that might differ from the truck’s priority rules. We explore diverse configurations of the system under
speed. Furthermore, drones possess a limited flight endurance and car- different contractual agreements regarding leadtimes/penalty costs.
rying capacity. The VRPD can be formulated as a Mixed Integer Linear
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system which is operated by Kayseri Ulaşım Inc. The optimal crew propose a Relaxation Adaptive Memory Programming (RAMP) ap-
schedules are obtained and compared with the current schedules of the proach for the UMAHLP. The RAMP framework already proved to
railway system. This study was supported by Research Fund of the be very effective in finding optimal and near-optimal solutions for a
TUBITAK 1011 (Project number: 117M590). variety of combinatorial optimization problems. Its underlying fea-
ture is the exploration of primal-dual relationships together with the
4 - Line planning and train timetabling using passenger de- creation of memory structures to help the algorithm search process.
mand data The RAMP algorithm for UMAHLP combines a Dual Ascent proce-
Valentina Cacchiani, Gert-Jaap Polinder, Marie Schmidt, dure with an Improvement Method in the exploration of the primal
and dual sides of the problem. The algorithm was tested on AP (Aus-
Dennis Huisman tralian Post) and CAB (Civil Aeronautics Boarding) standard dataset
Line planning and train timetabling are typically solved in sequence. producing extremely competitive results. Comparisons with currently
In a first phase, line planning determines the optimal train lines, with best-performing algorithms for the UMAHLP show that our RAMP
the corresponding stopping pattern and frequency, by taking into ac- algorithm achieved excellent results.
count passenger demand data. In a second phase, train timetabling
starts from the given line plan and determines the optimal train timeta- 3 - Using mobile electric platforms for droid or drone-
bles, while satisfying railway infrastructure constraints (e.g. headway
constraints). This sequential approach can lead to timetables that are based last mile deliveries
not satisfactory from the passengers point of view, since railway infras- Hagen Salewski, Dominik Goeke
tructure constraints may require to significantly change the line plan.
In this work, we propose an iterative framework to determine timeta-
bles that are good from a passenger perspective. In particular, we iter- Quicker deliveries, less traffic, and independence from roads are the
atively combine two modules: the first one consists of a PESP-based advantages of drone (or UAV) shipments. Compared to UAVs au-
timetabling model that minimizes the weighted sum of waiting time tonomous transport vehicles (ATVs or droids) have lower flexibility
at the departure station and travel time of all passengers, but neglects and are usually slower, but also consume less energy per distance. Re-
railway infrastructure constraints. The second module is a Lagrangian- gardless if delivery vehicles are UAVs or ATVs, they are limited by
based heuristic algorithm that aims at modifying as little as possible the their range and available battery capacity. Possible remedies: Plat-
timetables obtained by the first module, while guaranteeing railway in- forms which carry multiple delivery vehicles. Amazon proposed UAV-
frastructure constraints satisfaction. The output of the second module dispatching flying platforms; Daimler presented prototypes of electric
is then used, in a feedback loop, as input to the first module, when vans serving as road-based platforms for UAVs or ATVs. Electric
significant changes to the timetables turn out to be necessary. vans offer reduced noise and local greenhouse gas emissions. Inte-
grating ATVs or UAVs with platforms increase their range while po-
tentially lowering costs and total energy consumption. In the last year,
the amount of research utilizing combined truck-drone systems grew
fast. However, most approaches consider only UAV (not ATVs) and
trucks. To our knowledge none allow delivery vehicles to change their
TD-08 assigned platform. We propose a general model for the routing of elec-
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S108 tric platforms, applicable to all three use cases. It considers a fleet of
platforms and integrates delivery vehicle scheduling. Each platform’s
Applications in Industry and Services II range is restricted, and it shares its energy with the delivery vehicles.
The model minimizes the energy consumption of the entire system.
We solve example instances using the model and heuristic methods.
Stream: Combinatorial Optimization I We derive first hints when ATVs are more advantageous than UAVs.
Chair: Helena Ramalhinho Lourenco
1 - A branch-price-and-cut algorithm for optimal decoding 4 - Optimizing factory logistics in an automotive industry
in LDPC-based communications Helena Ramalhinho Lourenco, Marcelus Lima
Banu Kabakulak, Z. Caner Taşkın, Ali Emre Pusane
Logistics chains do not end at the entrance of a Factory. Optimizing
In a digital communication system, information is sent from one place the processes of provision and disposal of the materials and the compo-
to another over a noisy communication channel using binary sym- nents for production lines are becoming key way to increase efficiency
bols (bits). Original information is encoded by adding redundant bits, and decrease costs in manufacturing. This research mainly focuses
which are then used by low-density parity-check (LDPC) codes to de- on studying and modeling the Warehouse Shipping Routing Problem
tect and correct errors that may have been introduced during transmis- at the internal Warehouse at SEAT S.A. We propose a mathematical
sion. In practice, heuristic iterative decoding algorithms are used to de- model and an Iterated Local Search metaheuristic combined with Sim-
code the received vector. However, these algorithms may fail to decode ulation to solve this problem. We present computational results with
if the received vector contains multiple errors. We consider decoding real data and conclude that our proposed approach improves the actual
the received vector with minimum error as an integer programming solution and provides a tool to be used in scenarios of production on
problem and propose a branch-price-and-cut method for its solution. new car models.
We improve the performance of our method by introducing heuristic
feasible solutions. Our proposed algorithm can find higher quality so-
lutions than commonly used iterative decoding heuristics. Computa-
tional results reveal that our method significantly improves solvability
of the problem compared to a commercial solver in high error rates.
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1 - Optil.io: platform supporting evaluation as a service ar- Furthermore, we proposed the formal definition of online judge sys-
chitecture tem and summarized commonly used evaluation methodologies. Dur-
Szymon Wasik, Maciej Antczak, Jan Badura, Artur ing this short presentation, we would like to inspire everybody who is
dealing with evaluation of algorithms to consider using online judge
Laskowski platforms.
Reliable and trustworthy evaluation of algorithms is a challenging pro- 4 - Brilliant challenges: lessons learned while collecting
cess. Firstly, each algorithm has its strengths and weaknesses, and the
selection of test instances can significantly influence the assessment evaluation data for optimization problems
process. Secondly, the measured performance of the algorithm highly Maciej Antczak, Jan Badura, Artur Laskowski, Jacek
depends on the test environment architecture, i.e., CPU model, avail- Blazewicz, Szymon Wasik
able memory, cache configuration, operating system’s kernel, and even Brilliant Challenges contest aimed to collect interesting, applicable,
compilation flags. Finally, it is often difficult to compare algorithm optimization problems that could have been published at the Optil.io
with software prepared by other researchers, because their algorithms platform and addressed by its users. Participants submitted problems
are not available as open source, do not compile or do not work cor- related to classic areas of combinatorial optimization (i.e., knapsack
rectly for all test cases. problem, Steiner tree) but also to its modern applications such as In-
Evaluation as a Service (EaaS) is a cloud computing architecture that ternet shopping optimization and even problems that require computa-
tries to make assessment process more reliable by providing online tionally complex simulation to calculate the objective function’s value
tools and test instances dedicated to the evaluation of algorithms. One (i.e., simulation of cellular automaton). During this presentation, we
of such platforms is Optil.io which gives the possibility to define prob- will shortly describe these problems and the winners of the competi-
lems, store evaluation data and evaluate solutions submitted by re- tion. Moreover, we will present the main shortcomings observed in
searchers in almost real time. Researchers can upload their algorithms evaluation data submitted by our participants demonstrating how diffi-
in the form of binaries or the source code that is compiled online. Then cult it is to prepare data and scripts allowing for reliable evaluation of
the solution is executed and evaluated at the server, in the homogenous algorithms.
runtime environment and the live ranking of all submitted algorithms
is presented. Optil.io is dedicated, but not limited, to optimization al-
gorithms and allows for organization of programming challenges.
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method of the logarithmic least squares used to estimate the weight 2 - Gaussian processes for daily demand prediction in the
vector. Then, we consider the orthogonal complement of the subspace hospitality industry
of consistent matrices and we propose a basis for this subspace too. We Wai Kit Tsang, Dries Benoit
discuss our results by stressing the interesting coexistence of algebraic
formalization with intuitive understandability.
In tourism forecasting literature, the majority of the studies relies
3 - Effectiveness-equity tradeoffs in the aggregation of on econometric models. While econometric models are effective for
preferences monthly or yearly data, many machine learning techniques are yet to
Srinivas Prasad, Luis Novoa, Atilla Ay be explored in the demand literature and it can be beneficial to do so
on daily data. This study fills the research gap by predicting daily
We consider the problem of aggregating preferences of a group of indi-
hotel occupancy rates on a city level in Brussels using booking.com
viduals over a set of discrete alternatives. We develop models for ana-
data. A forecasting methodology is proposed with feature extraction
lyzing effectiveness equity tradeoffs using a number of different equity
and selection, processing steps that are missing in most approaches.
measures, and study how well the models conform to actual choices
Special attention is given to Gaussian Processes to make predictions
made by individuals in empirical studies.
with credible intervals, an uncertainty measure that is helpful for man-
4 - Interactive evolutionary multiobjective optimization agers during decision-making. The novel approach uses online data to
create a proxy measure for occupancy rate. The new methodology is
through dominance-based rough set approach: the
verified with internal occupancy data from hotels in Brussels and can
knapsack problem be extrapolated to cities for which no internal hotel data is available.
Salvatore Corrente, Salvatore Greco, Benedetto Matarazzo,
Roman Slowinski 3 - Container dwell time prediction via analytics techniques
In interactive Evolutionary Multiobjective Optimization (EMO) one is Rosa G. González-Ramírez, Sebastian Maldonado
looking for solutions that fit the best Decision Maker’s (DM) prefer-
ences expressed in some way during the search process. In the pro-
cedure we are going to present, the DM is simply asked to indicate Maritime ports have a key role as part of the international transport
in a sample of solutions selected from a current population those ones chain to guarantee efficient cargo handling. During the transfer ser-
that she considers relatively good. By application of the Dominance- vices of a port terminal, containers require to be temporarily stored at
based Rough Set Approach (DRSA) this information is represented in the yard (stacking). The time spent by a container in the port termi-
terms of "if ..., then ..." decision rules, and then used within EMO with nal is defined as the "dwell time". For import containers, dwell times
the aim of generating at each step a new population of solutions getting can present high uncertainty and variability. Hence, the stacking of
closer to the most preferred part of the Pareto front for this DM. The de- containers may result very inefficient, requiring rehandles to retrieve
cision rules induced through DRSA are also useful as arguments for ex- containers from the yard during the dispatching process.
plaining the solutions recommended to the DM and to support her for
Motivated by this situation, we propose a methodology to support
future decisions. An experimental analysis on the multi-dimensional
stacking decisions based on a dwell time prediction mechanism. The
knapsack problem demonstrates the effectiveness of the procedure.
prediction values are used to segregate cargo into classes of contain-
ers with same range of dwell times. The dwell time prediction model
considers as variables the container’s weight, size, type, port of origin
and the corresponding consignee. Three models were implemented
TD-11 with a subset of 20,000 observations: Multiple Linear Regression, De-
cision Trees and Random Forest. With the predictions obtained, three
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S111 classes were generated: "Less than 7 days", "Between 7 and 14 days"
and "Over 14 days" and results were evaluated using the Balanced Ac-
Sales Forecasting curacy as a performance measure. With the prediction values and the
classes, we propose a container stacking algorithm to locate containers
Stream: Business Analytics in the yard and performed numerical results comparing with respect to
Chair: Kristof Coussement current practices of a container terminal.
1 - Comparing the ability of Twitter and Facebook data to 4 - Design and development of a business diagnostico tool
predict box office sales Jairo César Gómez Acero, Stefany Murillo, Eduardo
Matthias Bogaert, Michel Ballings, Dirk Van den Poel, Asil Rodriguez Araque
Oztekin
This paper aims to (1) determine which social media platform (Face- In the business context, there are several factors that contribute to the
book or Twitter) is most predictive of box office sale, (2) which algo- sustainability and competitiveness of a company. The best known are
rithm performs best, and (3) which variables are important. To do so, related to productivity, profitability and the quality of its products or
we introduce a social media analytical approach that consists of two services. In these as in other organizational aspects take part variables
stages. In the first stage, we compare several models based on Face- that are necessary to know the condition of a company. Our Diagnos-
book and Twitter data. We benchmark these model comparisons over tic Model developed allows the entrepreneur to obtain an analysis of
seven algorithms (i.e., linear regression, k-nearest neighbors, decision the state of the different elements that make up his organization. It is
trees, bagged trees, random forest, gradient boosting and neural net- based on the application of an Integral Diagnostic Tool that collects
works). In the second stage, we apply information-fusion sensitivity essential information of the company, from which it is possible to ana-
analysis to evaluate which variables from which platform (i.e., Face- lyze the condition of the different elements that make it up. The model
book or Twitter) and from which data type are driving predictive per- consists of a web tool, agile and easy to understand, as well as inter-
formance. The analysis shows that Facebook data outperform Twitter views and visits by experts to the organization. The application of the
data at predicting box office sales by more than 11% in RMSE, 13% Diagnostic Tool allows entrepreneurs to identify strengths, difficulties
in MAE, 14% in MAPE, and 47% in R’. In terms of best algorithm, and improvement opportunities in the areas of: Production and Tech-
we find that random forest is the top performer across all performance nology, Logistics, TIC, Commercial, Finance, Management Systems,
measures. We also find that including user-generated content (UGC) Human Talent and Innovation. Based on the results of this Diagnosis,
does not significantly increase the predictive power for both Twitter it is possible to determine the critical aspects and establish the action
and Facebook data. Our sensitivity analysis reveals that the number of plans to optimize the processes associated with these areas. Addition-
Facebook page likes (i.e., a page popularity variable) is the most im- ally, implement continuous improvement plans in the corresponding
portant variable, followed by the hype factor of Facebook comments area, in order to correct a specific aspects or to implement a manage-
(i.e., a UGC variable). The results also show that volume is a better ment system, among other actions.
predictor than valence.
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Aside from a few years of financial crisis, the liner shipping indus- Credit Risk Modeling
try has had a continuous growth. The growing demand has resulted
in a fierce competition to deliver the best product with respect to ef- Stream: Financial Modeling, Risk Management and Man-
ficiency, reliability, but most important cost. As a result, the shipping agerial Accounting
rates are historically low, making it crucial for the carriers to utilise
their vessels as efficiently as possible. In this presentation, we sum- Chair: Cristian Bravo
marize the results of a doctoral study aimed at analysing optimal cargo
composition for specific service rotations. Differently, than other stud- 1 - A relabelling approach to handling the class imbalance
ies, this work incorporates vessels’ seaworthiness conditions such as problem in consumer credit risk modelling
hydrostatic stability, draft and trim restrictions. Those, alongside the Yazhe Li, Tony Bellotti, Niall Adams
expected cargo demands, are shown to have a significant impact on the
utilisation of the vessel. We will show results on a deterministic prob- In consumer credit, it is common to encounter classification tasks with
lem when a complete cyclic service is analysed, and on a stochastic highly imbalanced data sets where one class is very rare compared to
version of this problem where the out of region utilisation is studies the other. Owen (2007) demonstrated, asymptotically, that logistic re-
taking into account container bookings, no-shows and stochastic de- gression only uses the rare class data points via the rare class mean
mands. Finally, we will briefly discuss how such the results of such vector, which results in information loss in highly imbalanced logis-
computational model might be used for more operational decisions. tic regression. We propose a novel relabelling procedure combining
multinomial logistic regression, clustering algorithms, and genetic al-
3 - A decomposed Fourier-Motzkin framework to derive ca- gorithms when modelling consumer credit risk for highly imbalanced
pacity models of container vessels data sets. We illustrate applications of this method using simulated and
Mai Ajspur, Rune Jensen real credit data sets to demonstrate its effectiveness. Our results show
that relabelling can enhance the predictive performance of logistic re-
In the liner shipping industry, utilizing the capacity of the vessels is gression when the minority class data points are clustered into several
essential. However, the free capacity depends heavily on the types well-separated clusters.
of containers stowed, since e.g. stacking and stability rules interact
to restrict the allowed cargo. However, in uptake, capacity, network 2 - OR and sovereign contingent debt instruments
and fleet management, vessel capacity is usually seen only as a maxi- Andrea Consiglio, Stavros Zenios
mum volume, weight and number of reefer containers, leading to sub-
optimal decisions. Previous work on stowage planning by e.g. Delgado After the Eurozone crisis and the record-breaking Greek sovereign de-
et al. has contributed linear stowage models that, in principle, can be fault, governments and international organizations realized the need
used as capacity models. However, they are usually very large, which for appropriate mechanisms to deal with sovereign defaults. Sovereign
is problematic since thousands of these models need to be embedded contingent convertible bonds (an automatic debt payment reschedul-
in a single model to be solved. In this work, we reduce the size of ing) and GDP-linked bonds (make debt payments contingent on a
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country’s GDP) have been suggested in academic and policy papers equilibrium problem to a suitable variational inequality problem on
as a potential solution. We will show how OR methods can be applied Riemannian manifolds, and is completely different from previous ones
to design and evaluate such innovative instruments. From scenarios on this topic in the literature. As applications, the corresponding re-
generation to pricing models, the whole spectrum of OR models (from sults for the mixed variational inequality and the Nash equilibrium are
non-linear programming to large scale linear models) can be exploited obtained. Moreover, we formulate and analyze the convergence of the
to make their use concrete. We will provide extensive numerical results proximal point algorithm for the equilibrium problem. In particular,
for advanced and emergent economies, and to eurozone crisis country correct proofs are provided for the results claimed in J. Math. Anal.
(Greece). Appl. 388, 61-77, 2012 (i.e., Theorems 3.5 and 4.9 there) regarding
the existence of the mixed variational inequality and the domain of the
3 - Deep learning for text-based credit scoring for micro, resolvent for the equilibrium problem on Hadamard manifolds.
small and medium enterprises
3 - A variational equilibrium formulation for humanitarian
Matthew Stevenson, Cristian Bravo
organizations under competition
Personal credit risk models are built upon a wealth of structured so- Patrizia Daniele, Anna Nagurney, Emilio Alvarez-Flores,
ciodemographic and behavioural data. It tends to be high in volume Valeria Caruso
and low in cost and as a result, personal lending is a highly automated We consider a new Generalized Nash Equilibrium (GNE) model for
process. This, however, is not true for micro, medium and small busi- post-disaster humanitarian relief by introducing novel financial fund-
ness credit processing which is cumbersome and expensive for lenders. ing functions and altruism functions, and by also capturing competition
Often, a lack of sufficient structured data and the bespoke nature a on the logistics side among humanitarian organizations. The shared
credit request requires expert judgement on the creditworthiness of an constraints associated with the relief item deliveries at points of need
organisation. This occurs in the first instance by a financial analyst are imposed by an upper level humanitarian organization or regulatory
who generates a written report, which is then usually passed onto a body and consist of lower and upper bounds to ensure the effective
further assessor who makes the final decision based on the written re- delivery of the estimated volumes of supplies to the victims of the dis-
port combined with other sources of available data. aster. We identify the network structure of the problem, with logistical
The purpose of this research is to eliminate the requirement for a sec- and financial flows, and propose a variational equilibrium framework,
ond stage of assessment - where both the traditional variables and text- which allows us to then formulate, analyze, and solve the model us-
based evaluation by the credit agent are considered - by developing ing the theory of variational inequalities (rather than quasivariational
Deep Learning models that can capture the rich and dynamic infor- inequality theory). We then utilize Lagrange analysis and investigate
mation available from the written financial analyst reports, outputting qualitatively the humanitarian organizations’ marginal utilities if and
a probability score that can then be used alongside other structured when the equilibrium relief item flows are (or are not) at the imposed
sources of information. demand point bounds.
The results suggest that the implementation of a semi-automated pro- 4 - A continuous optimisation approach for aiming strate-
cess would allow for both a more accurate and cost-effective approach gies in solar power tower plants
assessing credit risk for micro, small and medium enterprises.
Thomas Ashley, Emilio Carrizosa, Enrique Fernández-Cara
Research into renewable energy sources has continued to increase in
recent years, in particular, the research and application of solar en-
ergy systems. Concentrated Solar Power (CSP) used by a Solar Power
TD-14 Tower (SPT) plant is one technology that continues to be a promising
research topic for advancement.
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S202 The distribution of temperature on an SPT plant receiver directly af-
fects the lifespan of the structure and energy generated by the plant.
Optimization and Equilibrium Problems Temperature peaks and uneven distributions can be caused by the aim-
ing strategy enforced on the heliostat field.
Stream: Nonlinear Programming: Methods A non-optimised aiming strategy can lead to suboptimal energy gener-
Chair: Genaro Lopez ation and, more importantly, to risk of permanent damage to receiver
components from thermal overloading due to sharp flux gradients.
1 - Linear convergence of gradient algorithm on Rieman- In this work, an optimised aiming strategy is found using a continuous
nian manifolds optimisation approach, which maximises energy gained whilst main-
Xiangmei Wang, Chong Li taining a homogeneous flux distribution on the receiver.
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some flexibility and provide the sender with more than one delivery present several families of valid inequalities as well as separation pro-
location, it is possible to perform the delivery task in lower costs and cedures for the families of constraints of exponential size. A branch-
shorter time. Our solution methods are based on the ideas of the saving and-cut solution algorithm is proposed and the results of computational
heuristic, petal method and tabu search with large neighborhood. An experiments are presented and analyzed.
extensive numerical study is conducted in order to evaluate our solu-
tion methods and demonstrate the benefit of our model, compared to
the traditional, non-flexible, one. We also present a simulation study to
demonstrate that our model can be adapted to a stochastic and dynamic
environment. TD-16
2 - Interday scheduling and routing of multi-skilled teams Tuesday, 14:30-16:00 - SOUTH BUILDING UV S115
with consistency consideration and rescheduling op-
Discrete and Global Optimization I
tion
Yulia Anoshkina, Frank Meisel Stream: Discrete and Global Optimization
In this paper we consider a combined manpower scheduling and rout- Chair: Dorit Hochbaum
ing problem that was initially addressed as the subject of ROADEF
challenge 2007. Over the last decade, various extensions of the prob- 1 - An overview and comparison of metaheuristics for the
lem have been proposed in the literature. However, there has been two-dimensional strip packing problem
only limited discussion about how the staffing needs can be updated
according to daily and weekly changes in demand. This study ad-
Georgina Rakotonirainy, Jan van Vuuren
dresses this gap by approaching the problem from a multi-period per- The two-dimensional strip packing problem consists of packing a set
spective. More precisely, we propose a rolling horizon approach with of rectangular items into a single object of fixed width in a non-
different rescheduling strategies and team consistency consideration. overlapping manner, with the objective of minimising its height. This
On this basis we develop linked mathematical optimization models for problem has a wide range of applications, and is typically encountered
the interday and intraday replanning. For the solution of larger prob- in the wood, glass and paper industries.
lem instances, we propose a fix-and-optimize heuristic. Finally, the
experimental results are presented to analyse the effectiveness of the In this presentation, an overview is provided with respect to a number
proposed approach and to show the impact of integrating the team con- of metaheuristic solution approaches for this problem from the litera-
sistency into manpower scheduling. ture. The focus is particularly on the application of hybrid genetic al-
gorithms and the method of simulated annealing. Two improved strip
3 - A ride-sharing problem with meeting points and return packing metaheuristics are also presented.
restrictions The relative performances of these metaheuristic algorithms in respect
Wenyi Chen, Martijn Mes, Marco Schutten of a large set of strip packing benchmark instances from the litera-
ture are compared in terms of both the solution quality and execution
This paper considers the ridesharing problem of the scheduled com- time. The benchmark data sets are clustered into different classes of
muter and business traffic within a closed community of companies test problems based on their underlying features, and the effectiveness
that agree to share the calendars of their employees. We propose a of the designs of the metaheuristic algorithms under investigation are
general ILP formulation for the aforementioned ridesharing problem, contrasted for each of the data categories.
which incorporates return restrictions in order to satisfy the business
needs, as well as meeting points and the option for riders to transfer be- 2 - The solid assignment problem
tween drivers. All the instances with 40 and 60 participants, and most Mohamed Mehbali, Dhia Kadhem, Abdellah Salhi, Xinan
of the instances with 80 participants can be solved to optimality within Yang
a time limit of 2 hours. Using instances of up to 100 participants, the
ILP can be solved with a gap of no more than 1.8% within the time The Solid Assignment Problem (SAP) also known as the 3-
limit. Due to the high computational complexity, we develop a con- dimensional assignment problem, consists in allocating n jobs to n
structive heuristic that is based on the saving concepts. This heuristic machines in n factories such that exactly one job is allocated to one
is also able to combine ridesharing with the use of an external mobil- machine in one factory. The objective function is to minimise the to-
ity service provider. Our numerical study shows that ridesharing can tal cost of the allocation. SAP is an extended version of the standard
be an effective way of reducing the number of trips and vehicle-miles. 2-dimensional assignment problem, which aims to assign n tasks to
Particularly, ridesharing creates more benefits when the participation n operators at minimum total cost. This Combinatorial Optimisation
is high, and when the origins and the destinations of the trips are more problem appears in many applications and has stimulated intensive re-
spatially concentrated. The results show that ridesharing can create up search works for decades. In this paper, we suggest a new heuristic al-
to 31.3% mileage savings and up to 28.7% reduction in the number gorithm Diagonal Method (DM) to solve SAP. The largest SAP solved
of cars needed to fulfill employees’ travel schedules. We also illustrate with an exact solution to this day is of size n=26. As it is intractable,
our model using a real-life ridesharing problem of a Dutch consultancy only approximate solutions are found in reasonable time for larger in-
and research firm. stances. Here, we suggest an approximate solution approach the DM,
which relies on the Kuhn-Tucker Munkres algorithm, also known as
4 - Target visitation arc routing with clustered demand the Hungarian method. The approach is discussed, hybridised, pre-
Elena Fernandez, Gilbert Laporte, Gerhard Reinelt, Jessica sented and compared with the Branch-and-Bound method (B&B). Tie
Rodríguez-Pereira cases are discussed with examples. Our numerical experiments show
that DM finds an optimal or near-optimal solution in competitive com-
Target Visitation problems combine features from Linear Ordering and putational times.
Vehicle Routing. There exist profits (targets) associated with the rel-
ative order in which demand requests are served, as well as costs in- 3 - Distributed integral simplex using decomposition for
curred by the routes defined to provide service. set partitioning problems
We study a Target Visitation problem where demand is located at some Omar Foutlane
edges of a given graph and targets correspond to the components in-
The aim of this work is to propose a distributed version DISUD of the
duced by demand edges. Furthermore, it is imposed that, once a com-
integral simplex using decomposition algorithm ISUD using multiple
ponent is visited, all demand edges in the component are served before
agents. We have been motivated by computer science trend to use net-
leaving it.
work of computers. To do so, we implement a team of agents where
The problem is formally introduced and a mathematical programming each agent dynamically splits the overall set partitioning problem into
formulation that exploits some optimality conditions is given. We also sub-problems and solve them in parallel on a single machine. The new
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algorithm DISUD improves at each iteration the current integer solu- 3 - Robust optimization approach for multivariate stratified
tion until (near) optimality. It works better on set partitioning instances sample surveys
from the airline industry than the distributed version of CPLEX (DC- Mohammad Asim Nomani, Jan Pablo Burgard, Mirjam Duer,
PLEX).
Ralf Münnich
4 - Multi-period probabilistic set covering problem A central problem in survey sampling is the optimal allocation of sam-
Konstantin Pavlikov ples to entities of the population. The primary goal of the allocation
is to minimize the variances of estimated totals of the population un-
This study extends the classical probabilistic set coverage problem to der the given cost. The optimal solution in stratified sampling, where
a multi-period setting. The classical problem focuses on finding a least the strata are the entities, relies on the stratum specific variances of the
cost facility locations to cover random demand over one period of time (multiple) variables of interest. Usually, these stratum specific vari-
with a specified probability. If facility engagement lasts more than ances are assumed to be known, however, this assumption is often not
one period of time, then little is known about how well the remain- realistic. Also, the stratum specific cost is not known precisely and
ing operational facilities can satisfy demand in period two. Hence, the can vary within a given interval. In order to account for these uncer-
two-period model maximizes the probability of satisfying demand in tainties, we formulate a robust optimization model for this multivariate
period two by facilities not engaged in satisfying demand from period stratified allocation problem. Using robust optimization, we seek an
one. We demonstrate how solving multi-period version of the problem optimal allocation which is feasible for any realization of the uncertain
can be reduced to solution of a sequence of one-period probabilistic set variances and costs. A sample problem is considered and solved in
coverage problems. order to validate the applicability of the model.
4 - Guaranteed bounds for general non-discrete multistage
risk-averse stochastic optimization programs
Francesca Maggioni, Georg Pflug
TD-17 In general, multistage stochastic optimization problems are formulated
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S205 on the basis of continuous distributions describing the uncertainty.
Such "infinite" problems are practically impossible to solve as they are
Advances in Stochastic and Robust formulated and finite tree approximations of the underlying stochas-
Optimization tic processes are used as proxies. In this talk, we demonstrate how
one can find guaranteed bounds, i.e. finite tree models, for which the
optimal values give upper and lower bounds for the optimal values of
Stream: Stochastic and Robust Optimization the original infinite problem. Typically, there is a gap between the two
Chair: Francesca Maggioni bounds. However, this gap can be made arbitrarily small by making the
approximating trees bushier. We consider approximations in the first
1 - Optimization under uncertainty: a comparison of ap- order stochastic sense, in the convex order sense and based on subgra-
proaches based on dominance dient approximations. Their use is shown in a multistage risk-averse
Marie Schmidt production problem.
Stochastic, robust, and online optimization create frameworks on how
to incorporate uncertainty into optimization. Various ways to incorpo-
rate uncertainty into the objective function (like, e.g., expected value,
regret, or competitive ratio) have been proposed in these areas to define TD-18
what is ’optimal’ in the presence of uncertainty. However, even for Tuesday, 14:30-16:00 - SOUTH BUILDING UV S206
optimization problems which are simple under deterministic circum-
stances, different ways of incorporating uncertainty into the objective
may lead to very different ’optimal’ solutions. We describe different
Different Perspectives on Problem
ways of incorporating uncertainty into objective functions as a combi- Structuring Methods
nation of a transformation of the original objective value for a given
scenario, and an aggregation over all scenarios. We use and introduce Stream: Soft OR, Problem Structuring Methods
various dominance concepts to describe which solutions are candidates Chair: Isabella Lami
for being optimal depending on properties of transformation and aggre-
gation and of the uncertain set. We illustrate our approach on a simple 1 - Aesthetic perspectives in OR interventions
optimization problem under uncertainty.
Edoardo Fregonese, Isabella Lami, Elena Todella
2 - Robust optimization with mixed-integer uncertainty In this paper we explore the role of aesthetic perspective in OR in-
sets terventions, specifically in the construction of knowledge within deci-
Juan Borrero, Leonardo Lozano sional processes related to urban transformations. We investigate the
aesthetic perspective through the wicked transformation problem of an
We consider linear optimization problems where the cost vector is sub- important building in the centre of Turin, (i) by merging the Strate-
ject to uncertainty. Following the robust optimization paradigm, we gic Choice Approach with architectural design and (ii) by comparing
assume that the decision-maker knows that the cost vector belongs to it with Storytelling, as a method for problem-based instruction. The
an uncertainty set. However, in contrast with the usual framework, possibility to compare those two methods is given by the fact that both
we assume that this set is non-convex, specifically; we assume that of them are oriented in the construction of a unique general will (or
the uncertainty set is given by a mixed-integer linear feasibility region. one "plural subject") between stakeholders. Also, we choose Story-
Such a larger class of sets allows modeling complex uncertain phe- telling - despite the fact that it cannot be fully defined a PSM - because
nomena where there are logical, combinatorial, or disjunctive relation- narratives hold an intrinsic aesthetic value. We intend aesthetics as
ships between the uncertain events that generate the uncertain data. "scientia cognitionis sensitivæ" (Baumgarten 1750, ’ 1), a particular
We show that optimizing over mixed-integer uncertainty sets greatly process and way of knowing and experiencing the problem through
reduce the conservativeness of the optimal solutions when compared the senses and/or empathy. We argue that (i) aesthetics and aesthet-
with a convex counterpart which cannot capture all the information of ical features can (and do) convey knowledge about the problem and
the problem at hand. However, such a reduction comes at the price (ii) we can distinguish between two kinds of aesthetics: the aesthetics
of increasing the computational complexity of the problem. In particu- of the process (highlighted by SCA combined with architectural draw-
lar, the problem is NP-complete and we develop exact iterative solution ings), and the aesthetics of the product (made visible by Storytelling
methods based on cutting plane and decomposition techniques that can outcomes). The paper debates how these methods can help workshop
solve many instances of the problem in a reasonable time. participants articulate and negotiate their perspective and values.
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2 - Design and integration of methodologies for the man- 1 - Where to exert carbon abatement efforts in a supply
agement of organizations chain?
Maria Alejandra Castellini, Alberto Paucar-Caceres, Jose Luis Yann Bouchery, Astrid Koomen, Tarkan Tan
Zanazzi
The paper reports on the combined use of Hard Operational Research Consider a supply chain leader committed to carbon emissions reduc-
(OR) methods, Problem Structured Methods (PSM) and Operation tion within the supply chain. In this context, the company is facing
Management (OM) techniques, in a multi-methodological framework a list of complex and intermingled questions. In this article, we first
for studying organizational and operational complexity. We advance propose a methodology to decide on boundaries for carbon emissions,
a modified version of the multi-methodological framework proposed boundaries for the carbon abatement actions, and optimization strategy
by Mingers and Brocklesby in which we anchor these methodologies to follow. Then, we propose a modeling framework to determine the
to enhance and nurture collaborative knowledge generation and par- optimal portfolio of actions to implement and the level of effort on each
ticipative work in problematic situations. Following Rosenhead and action selected. We characterize the conditions under which internal,
Mingers and to enhance the intervention design, we make use of the upstream, or downstream actions should be favored. We consider three
three notional systems that are present in any systemic intervention: key features: First, a carbon abatement action often influences sev-
Problem Content System, Intellectual Resources System and Interven- eral supply chain processes at different supply chain stages. Second,
tion System. We use these three notional systems to design and shape some actions enable to reduce carbon emissions for a given process
the intervention and to assess the portfolio of OR methods deployed while increasing the emissions of another process. Third, the relation-
in bringing some improvement to a Small and Medium Enterprise ship between the level of effort exerted and the resulting carbon emis-
(SME). We report on the application of the proposed framework to sions abatement is often non-linear and sometimes non-monotonic. We
help the management of a SME operating in the textile industry in the make use of convex optimization to derive key structural properties of
Northwest of Argentina. The paper contributes to the current debate an optimal solution and we derive managerial insights.
on multi-paradigm and multi-methodology practice in OR to combine
hard methods with well-known UK-developed Soft OR methodologies 2 - Joint carbon abatement efforts in supply chains
with some less known ones from "outside" the traditional OR portfo- Tarkan Tan, Mohsen Reisi Ardali, Behnam Fahimnia, Charles
lio. It also advances a modified framework in which the different OR Corbett
methods can be positioned to better guide a multi-methodological /
multi-paradigmatic OR practice. We consider carbon emission abatement decisions taking
manufacturer-supplier interactions into account. We present a set
3 - A refreshed pedagogical agenda for problem structur- of models to identify the situations where cooperation can help invest
ing methods in joint emissions abatement projects. Various approaches are used to
Stephen Harwood, Maurizio Tomasella allocate project costs based on the role and bargaining power of each
Problem Structuring Methods (PSM) offer an approach to systemically project participant.
handle complex social situations. Within a learning context this invites
the question of how PSMs can be used. Two situations are presented. 3 - A dual sourcing inventory model for modal split trans-
The first relates to the explicit embedding of PSMs into a postgradu- port
ate Business Analytics course, whereby student are given an apprecia- Sandra Transchel, Chuanwen Dong, Stefan Minner
tion of how PSMs can contextualise any analysis. The second relates
to the tacit use of a PMS to guide the design of a postgraduate Re- Shifting freight volumes from road to rail transport increases the eco-
search Methods course, focusing attention upon the difficult challenge nomic and environmental performances of freight logistics. Compared
of how to establish a research question as well as how to close off the to road, rail transport, in general, incurs a lower unit transport cost, but
research. Both applications highlight the important contribution they at the same time it is less responsive due to longer lead time and inflexi-
make in dealing with messy situations. This calls for more attention to ble in delivery quantity and frequency. To capture the classical cost and
PSMs, their embedding into university courses and the development of responsiveness trade-off of transport services, a simultaneous usage of
student capabilities for dealing with real world complex organisational both transport modes in certain corridors is encouraged. We extend
situations. the classical tailored base-surge policy (TBS) policy of dual sourcing
4 - Exploring idea development in tool-supported group literature to support firms’ modal split optimization. In TBS policies,
firms receive a constant quantity from a distant but cheap supplier ev-
development ery period, and simultaneously, the firm can order from a nearby (fast)
Isabella Lami, L. Alberto Franco, Elena Tavella but expensive supplier. While TBS assumes that both supply modes
In this talk we report initial findings of an on-going research study that have the same delivery frequency, in our modal split transport (MST)
builds on group time studies. Our study aims to investigate whether policy, we allow the slow transport mode to be used less frequently
and how patterns of idea development emerge and vary before and af- driven by a fixed cost occurring in rail transport. We show that under
ter what is known as the ’mid-point transition’ in group development an MST policy, the base stock policy for the fast mode is still opti-
(Gersick 1988; 1989),within the content of a model-supported environ- mal. A stochastic dynamic programming (SDP) model is developed
ment. Specifically, we conducted an examination of a wide range of to obtain the base stock levels during a slow-mode cycle, i.e., the pe-
data generated throughout the life-span of a postgraduate taught mod- riods between two consecutive slow mode shipments. We find that
ule, in which students addressed an urban decision problem. Students these base stock levels do not converge to the same value in a steady
were tasked with exploring options for the reuse of an industrial build- state. Simulation-based optimization is used to determine the optimal
ing in Turin, Italy, following three different stages: (i) a market analy- rail transport policy.
sis ; (ii) a Strategic Choice Approach workshop; and (ii) a discounted
cash flow analysis. We offer some reflections on our initial findings, its 4 - An assessment of the potential carbon emission sav-
practical implications, and possible avenues for further research.
ings from lot sizing decisions
Marcel Turkensteen, Wilco van den Heuvel
Logistics decisions can have a significant impact on carbon emissions,
TD-19 a driver of global warming. As of 2016, road freight transportation
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S207 contributes to 4.95% of greenhouse gas emissions in the European
Union and warehouses 0.55%. One possible way to reduce emissions
is by adapting a lower delivery frequency, which can make that one can
Sustainable Supply Chain Operations utilize vehicles well or one can use relatively efficient large vehicles.
In our study, we use so-called lot-sizing problems, where we can order
Stream: Supply Chain Management I items in each period and/or keep items on inventory. Existing lot siz-
Chair: Peter Berling ing approaches lack realistic emission values. Therefore, we conduct a
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survey of empirical studies in order to establish the possible marginal aiding could be promising and effective solutions to problem structur-
emissions from holding inventory and performing a shipment with a ing and spatial decision making. This research discusses using op-
truck. We consider a case study based on real-life considerations and erational research for the purpose of urban management and presents
on the findings of the survey study, and introduce a novel bi-objective new solutions which could provide a support for coordinated, rational,
lot sizing model to find the Pareto optimal solutions with respect to and transparent decision making under conditions of risk and uncer-
costs and emissions. In our initial experiments, we consider various tainty. Combination of DEMATEL method and selected MCDA meth-
demand scenarios over 12 months and various relevant factors, such as ods (such as PROMETHEE or TOPSIS) is presented in order to offer
product properties and driven distances. We find that it is often costly an original model of parametric city governance and spatial decision
to reduce carbon emissions from the cost optimal solution (compared making. The model, consisting of innovative, OR-based solutions im-
to carbon prices in the market), unless different vehicle types are avail- mersed into spatial procedures, could serve as a tool supporting prob-
able and demand fluctuates. We will investigate whether this is more lem structuring and strategy making at city level in order to make it
strongly so for instances with many periods. more rational and inclusive. So far, it seems that bringing together op-
erational research and the field of urban studies, could improve city
policy making and urban management; therefore, the research encour-
ages a discussion on whether methods derived from operational re-
search could be used to support spatial decision making processes.
TD-20 4 - Cognitive biases in spatial decision-making processes
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S301 Valentina Ferretti
Behavioural Aspects in Spatial Decisions The need and interest to consider cognitive and motivational biases
has been recognized in different disciplines (e.g. economics, deci-
sion theory, finance, risk analysis, to name the most relevant ones)
Stream: Decision Analysis and Decision Support Systems and has recently reached environmental decision making. Within this
Chair: Valentina Ferretti domain, the intrinsic presence of a spatial dimension of both alterna-
tives and criteria calls for the use of maps throughout the decision-
1 - Several models for the comparison of decision maps making processes in order to properly represent the spatial distribution
Valérie Brison, Marc Pirlot of the features under analysis. This makes Spatial Multicriteria Deci-
sion Aiding a particularly interesting domain to explore new dimen-
Our focus concerns decision problems that occur in a geographic con- sions of behavioural and cognitive biases. This talk will present in-
text. More precisely, we are dealing with the following question: how sights from a literature review on cognitive biases in spatial decisions,
to help a decision maker to express his/her preferences over maps rep- as well as some preliminary results from a first behavioural experiment
resenting, for example, the state of a region at different stages of an on the spatial dimension of biases developed in the Behavioural Lab of
evolution? As an answer, we provide models that rely on an inter- the London School of Economics and Political Science. The aim of
pretable axiomatic characterization of the decision maker’s preference. the experiment is to understand whether or not and to which extent
Such a characterization entails an interactive elicitation procedure to the use of spatial information (maps) can bias the preference elicita-
determine all the parameters of the models developed. Algorithms for tion phase of a Multicriteria Decision Aiding process. The results of
learning preferences over maps can also be based on such models. the experiment are expected to have implications for spatial planning
and decision making procedures, by generating better awareness on the
2 - Multicriteria and multi-stakeholder negotiation related meta-choices available to decision analysts and planners when design-
ing Spatial Multicriteria Decision Aiding processes, as well as on the
to strategic environmental assessment of ore ports de- consequences of these meta-choices.
velopment in maritime Guinea
Jean-Philippe Waaub, Mariama Diallo, Dan Lansana
Kourouma
Maritime Guinea region has 300 km of coastal zones open over the At- TD-21
lantic Ocean, characterized by the presence of mangrove swamps and Tuesday, 14:30-16:00 - SOUTH BUILDING UV S303
a rich biodiversity. In addition to the five existing ports, eight projects
of ore port facilities are at the planning stage without consultation be- Optimization and Variational Analysis
tween the different promoters involved. Each company plans its own
port with a complete lack of global strategy. In this context, the use
of strategic environmental assessment (SEA) is required upstream to Stream: Nonlinear Programming: Theory
take into account the ecological, economic, sociocultural and political Chair: Rafael Correa
issues of the decision-making process. An innovative approach cou- Chair: Marco A. López-Cerdá
pling multicriteria and multi-stakeholder deliberative process for de-
cision aid, spatial analysis using geographic information system (Ar- 1 - Nonconvex integration using epsilon-subdifferentials
cGIS), and contributive participatory approach is implemented. Thir- Rafael Correa
teen stakeholders from government, civil society, private sector and
experts met during field work in Guinea. Eight regional scenarios are We provide an integration criterion for nonconvex functions defined
assessed against eleven impact criteria and related indicators of per- in locally convex spaces. We prove that an inclusion-type relation-
formance, using Visual PROMETHEE software. The following main ship between the epsilon-subdifferentials for small epsilon, of two any
elements are computed to support the stakeholder negotiations: sce- functions, is sufficient for the equality of the associated closed con-
nario strengths and weaknesses, individual and multi-stakeholder sce- vex envelopes, up to an additive constant, and to a recession term re-
nario rankings and visual analysis of conflicts and synergies between lying on the asymptotic behavior of the functions. Another criterion
criteria, and between stakeholders, sensitivity and robustness analysis. of integration is proposed for convex functions, giving rise to weaker
conditions using epsilon-varying subdifferentials, and to strong conclu-
3 - How to support spatial decision making? sions involving only the closed convex envelopes. We use these results
Magdalena Wagner to represent both the values of convex envelopes and their epsilon-
subdifferentials by means of epsilon-subdifferentials of the original
The aim of the research is to examine possible applications of opera- function. This theory also applies in the standard integration theory
tional research in spatial planning in general and in city governance framework of proper and lower semi-continuous convex functions de-
in particular. The need to develop new methods supporting spatial fined on Banach spaces, leading to a unifying and alternative proofs
planning is nowadays one of the major challenges of modern urban for the classical integration result of Rockafellar.
planning. Reportedly, operational research and multi-criteria decision
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2 - Lyapunov pairs for perturbed sweeping processes treat; that can be considered to jointly represent many relevant con-
Emilio Vilches cerns. . We develop interactive algorithms that find the most preferred
solutions of route planners. for the cases where the underlying pref-
The sweeping process is a first-order differential inclusion involving erence function to be minimizedis linear and quasiconvex. We use
the normal cone to a moving set depending on time. Roughly speak- approximated nondominated frontiers of the trajectories between tar-
ing, a point is swept by a moving closed set. The sweeping process gets since there exist infinitely many efficient trajectories when routing
was introduced and deeply studied by J.J. Moreau to model an elasto- UAVs in a continuous terrain. We illustrate the algorithms on a number
plastic mechanical system. Since then, many other applications have of example problems.
been given, namely in, electrical circuits, crowd motion, hysteresis in
elasto-plastic models, etc. In this talk, we present a full characteriza- 3 - Interactive multi response surface optimization under
tion of nonsmooth Lyapunov pairs for per- turbed sweeping processes
under very general assumptions. As a consequence, we provide a cri- uncertainty for robust parameter design
terion for weak invariance for perturbed sweeping process. Melis Özates Gürbüz, Gülser Köksal, Murat Koksalan
3 - Hiriart-Urruty’-Phelps-like formula for the subdifferen- We develop an interactive approach for two-response robust parame-
tial of integral sums ter design problem considering preferences of a decision maker (DM)
Abderrahim Hantoute under model uncertainty associated with the parameters of response
surface models assuming that the model structure is appropriate. It is
We provide subdifferential calculus rules for continuous sums desired to minimize the joint variation in the responses and the dis-
parametrized in measurable spaces, that use the approximate subdif- tances of response means from their target values by deciding on the
ferentials of the data functions. As in (J. Funct. Anal. 118: 154-166, parameter settings of the product. To provide relevant information on
1993) given for finite sums, the resulting formulas hold without any the consequences of solutions to the DM, we produce visual aids on
conditions of continuity type on the involved functions. All this analy- performance measures such as joint response confidence and predic-
sis is done in the setting of locally convex Suslin spaces. tion regions of solutions under consideration. We show that prediction
error of the response surface models affects the quality of the solutions
4 - Moreau-Rockafellar type for the subdifferential of the and should be considered in evaluating them. We involve the prob-
lem analyst (PA) in the search for reaching the preferred solutions of
supremum function
the DM. At each iteration, the PA interprets and converts DM’s verbal
Marco A. López-Cerdá, Rafael Correa, Abderrahim Hantoute preferences into mathematical expressions and continues searching the
solution space systematically to identify and present solutions that are
We present some characterizations of the subdifferential of the supre- in line with the DM’s expressed preferences. The procedure continues
mum function of a family of convex functions. They are similar to the until the DM finds a satisfactory solution.
Moreau-Rockafellar’s sum rule, and involve either the relative interior
of the domains in the finite-dimensional setting, or the continuity of
the data functions in infinite dimensions. The resulting formulas are 4 - An efficient implementation for searching optimal paths
given in terms of the exact subdifferential of the data functions at the in multi-objective networks
reference point, and not at nearby points. We also derive new Fritz- Natsumi Takahashi, Shao-Chin Sung
John and KKT-type optimality conditions for (semi-infinite) convex
optimization, dropping the standard continuity assumptions.
Network systems have been applied extensively in the real world,
namely the Internet, traffic networks, production and distribution man-
agement system, etc.. Each path in such networks may evaluated by
more than one criteria, such that distances, costs, speeds, etc., and
hence, such networks are multi-objective networks. In this paper, we
TD-22 consider the optimal path problem for multi-objective networks, which
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S304 aims to obtain the particular paths each of which has a minimum value
of criteria. In general, multiple criteria are hardly optimized simultane-
Multiobjective Integer and Mixed Integer ously, and thus, it is worth obtaining Pareto solutions as optimal paths.
The extended Dijkstra’s algorithm was proposed by Akiba et al (2012)
Programming Problems: Methods and for searching all Pareto solutions of multi-objective networks. How-
Applications II ever, during the searching process, this algorithm generates and stores
many non-Pareto solutions, and thus a large memory area is required.
Stream: Multiobjective Optimization We focus on the advantage of an Dijkstra’s algorithm in one-objective
Chair: Ozlem Karsu network. Based on this advantage, we implement the searching for
Chair: Firdevs Ulus optimal path efficiently in multi-objective networks and restrict gener-
ations of non-Pareto solutions. Numerical experiments suggest our al-
gorithm can significantly reduce the number of searching paths which
1 - Multiple stock size two dimensional cutting stock prob- are not Pareto solutions to each node, compared with the extended Di-
lem - an application to a marble company jkstra’s algorithm. Moreover, we consider a standard tree to further
Umutcan Ayasandir, Meral Azizoglu, Murat Koksalan reduce search space and analyze the efficiency of our algorithm.
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1 - Multi-echelon multi-product capacitated lot-sizing prob- optimization provides a reliable trade-off between performance and ro-
lem with lead time and uncertain demand bustness and; 2) the solution method proposed is adequate to tackle the
Simon Thevenin, Yossiri Adulyasak, Jean-François Cordeau problem.
Motivated by its application in Material Requirements Planning (MRP) 4 - An efficient heuristic for joint replenishment problems
systems, we study the multi-echelon multi-product capacitated lot- Mengyuan Xiang, Roberto Rossi, Belen Martin-Barragan
sizing problem with lead time and uncertain demand. A two-stage We consider joint replenishment problems with stochastic demands. A
(resp. multi-stage) stochastic program models the static-static (resp. major setup cost is incurred for every order, and a minor, item specific
static-dynamic) execution of the MRP. In the static-static execution, setup cost is incurred for every item. Proportional holding cost is in-
the production quantities are decided in period 0 for the entire hori- curred for every item carried from one period to the next period, and
zon. On the contrary, in the static-dynamic execution, the quantities proportional shortage cost is incurred for every item unable to be filled
to produce in period t+1 are decided in period t, after having observed immediately on demand. In this paper, we present a mixed integer lin-
the demands of period t. In both environments, the setup decisions are ear programming (MILP) formulation, which employs the piecewise
made in period 0 for the entire planning horizon. To address the scal- linearization technique, for computing the near-optimal policies. In
ability issues arising with stochastic optimization approaches, a fix- contrast to other approaches in the literature, our heuristic can be eas-
and-optimize heuristic and advanced sampling methods are proposed. ily implemented and solved by using off-the-shelf mathematical pro-
In addition, to ease the execution, a S-policy is derived from the solu- gramming packages. Computational experiments demonstrate that the
tion of the multi-stage model. The execution of the resulting methods optimality gap of the MILP model is tighter and the computational
is also simulated in a multi-stage simulation environment, where the time is reasonable.
plan is completely re-optimized in each period. Extensive simulations
show that stochastic optimization methods lead to significantly lower
costs than classical approaches. In addition, the multi-stage model
slightly outperforms the two-stage model, whereas the latter one could
be solved much more efficiently. TD-24
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S306
2 - Safety stock allocation under capacity constraints and
customer-specific service-times in multi-echelon inven- Dynamical Models in Sustainable
tory routing
Sebastian Malicki, Stefan Minner
Development II
The stochastic inventory routing problem merges vehicle routing and Stream: Dynamical Models in Sustainable Development
inventory management under uncertainty. It simultaneously accounts Chair: Penka Petrova
for the quantity of goods, time of delivery, and delivery routes instead
of solving the inventory and routing problems sequentially. This re- 1 - Optimal pest control through geometric catastrophes
sembles the concept of vendor managed inventory and allows to re- Theodosis Dimitrakos, Epaminondas Kyriakidis
duce costs and shortages across supply chains. When optimizing such
a supply chain, safety stocks have to be allocated across its different Optimal pest control through geometric catastrophes
stages to meet the target end-item customer service levels. However, it Theodosis D. Dimitrakos*, Epaminondas G. Kyriakidis**
is not obvious at which stages safety stocks need to be placed in order * Department of Mathematics, University of the Aegean, Karlovassi
to meet the target service levels, at the same time minimizing over- 83200 Samos, Greece (e-mail: dimitheo@aegean.gr) ** Department
all supply chain costs. For this reason, we consider a multi-echelon of Statistics, Athens University of Economics and Business, Patission
inventory routing problem in which we address the problem of strate- 76, 10434 Athens, Greece (e-mail: ekyriak@aueb.gr)
gic safety stock allocation. We propose a mixed integer linear pro-
gram with dynamic lot-sizing and safety stock planning and include Abstract. The problem of controlling the stochastic growth of a pest
the guaranteed service model for the underlying distribution system. population by the introduction of geometric catastrophes is studied.
We investigate the problem under non-stationary demands. Therefore, The damage done by the pests is represented by a cost and another
we also incorporate capacity constraints because it has been shown that cost is also incurred when the controlling action of introducing geo-
they lead to solutions with lower overall holding costs in this context. metric catastrophes to the population is chosen. It is assumed that the
Moreover, we include customer-specific service times by means of a catastrophe rate is constant. We aim to find a stationary policy which
customer-segmentation into different priority classes. We show under minimizes the long-run expected average cost per unit time. A semi-
which circumstances stocks are kept either centrally or locally. Markov decision formulation of the problem is given. It seems intu-
itively reasonable that the optimal policy is of control-limit type, i.e.
3 - Solving the integrated lot-sizing and cutting stock prob- it introduces geometric catastrophes if and only if the pest population
is greater than or equal to a critical size. Although a rigorous proof of
lem under demand uncertainty
this assertion is difficult, a computational treatment of the problem is
Eduardo Curcio, Vinícius Loti de Lima, Flávio Keidi possible. Various Markov decision algorithms are implemented for the
Miyazawa, Elsa Silva, Pedro Amorim computation of the optimal policy. From a great number of numerical
examples that we have tested, there is strong evidence that the optimal
The interest in the integration of lot-sizing with cutting stock problems policy is of control-limit type.
has been increasing over the years, however the acknowledgement of
uncertainty sources in these problems has been scarcely approached 2 - System dynamics modeling for sustainable develop-
by the scientific community. Hence, this work addresses the inte- ment in agricultural value chains
grated lot-sizing and cutting stock problem under demand uncertainty,
while considering a finite planning horizon, limited production capac- Busra Atamer Balkan, Sedef Meral
ity, and inventory and backlog adjustments for each period. For the cut- Agricultural Value Chains refer to the set of processes which transform
ting stock side, it addresses the two-dimensional non-staged guillotine the raw agricultural crop in the farm to the final agricultural product
problem. The study explores several instances with different values of on the consumer’s table and add value to the product along the chain.
demand, production capacity, inventory, shortage and plate costs. A ro- In recent decades, remarkable increases in prices of agricultural prod-
bust optimization based on polyhedral uncertainty sets is developed to ucts reveal the importance of understanding agricultural value chain
incorporate demand uncertainty and maintain the computational com- dynamics and making policy recommendations for sustainable devel-
plexity of the problem. In addition, a column-generation, built on dy- opment. In this study, we build a System Dynamics model which in-
namic programming, is proposed to efficiently solve the problem. Two cludes both the agricultural supply chain, i.e. the physical flow and
computational experiments are proposed. The first focuses on the study transformation of the product from seed to table, and the agricultural
of the (actual) price of robustness. The second aims to evaluate the value chain, i.e. the formation of the value added to the product dur-
column generation method. Initial results indicate that: 1) the robust ing the flow and transformation. We aim to (1) understand and explain
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how the values of intermediary and final agricultural products emerge Chair: Alberto Santini
along the chain, and (2) investigate the risks and discuss the precau- Chair: Martina Fischetti
tions to ensure the economic sustainability of an agricultural industry
in a developing country. To illustrate the analytical and mathemati- 1 - Branch-and-cut-and-price strategy for the port-
cal structure of the model, we select one strategically very important
agricultural product of Turkey, olive oil, and its raw material, olive scheduling problem
fruit. Initial model validation and calibration results are found to com- David Sacramento Lechado
ply with real world observations based on the data sets from 2007 to Port operations are essential logistics problems within Liner Shipping.
2017. Policy analyses with strategic decision variables (financial sub- Among them, we can find problems such as Stowage Planning, Quay
sidies, export regulations, consumption tax etc.) are accomplished in Crane Scheduling or Berth Allocation. Normally, these problems are
the following phase of the study. solved independently after the services in Liner Shipping have been
3 - Developing a water sustainable development index determined. In this talk we present a less studied problem that we will
denote the Port-Scheduling Problem.
(WSDI)
Jonathan Morris The motivation of this problem arises from large ports, such as the Port
of Rotterdam, which are divided into several terminals. Vessels and in
The pressures of rapid economic growth, population increase and particular feeder vessels need to move between the terminals to pick-
global warming pose a threat to the availability of natural freshwater up and deliver containers while respecting capacity constraints in each
resources which has implications for continued economic prosperity terminal. In this paper, we propose a mathematical model, inspired by
and social development (UN, 1987; IPCC, 2014). Water resource con- the Job-Shop Scheduling Problems, to design the routing and schedul-
sumption is entwined in a complex socio-economic system and em- ing of vessels in the port during a given time horizon.
beds many manufacturing and logistical processes (Hoekstra, 2014;
Hoekstra et al., 2015; CDP, 2016). The ability to measure the produc- The solution method is based on column-generation, where the vessel
tive use of water resources can ensure such scarce resources generate routes are handled in the Sub-Problem, and the master problem selects
economic and social benefits. As water stresses become more pro- the routes respecting the precedence constraints in terminals. Overlap
nounced worldwide the ability to demonstrate water sustainability is of vessels in terminals is controlled afterwards, by adding valid cuts (as
crucial for satisfying corporate social responsibility objectives and reg- new precedence parameters) imposing an ordering in which the vessels
ulatory compliance. Research highlighted in this paper uses statistics should visit the (previously overlapped) terminals.
on freshwater productivity (volume required to generate $1) from the
World Bank, as well as economic and social measures underpinning
2 - A tabu-search algorithm for the routing open shop prob-
the Human Development Index to calculate the WSDI, revealing that lem with time windows and precedence constraints
the highest WSDI in Northern and lowest in Eastern Europe and the Erik Hellsten
Americas. Improving the quality and scope of freshwater productiv-
ity data has implications for practitioners and policy makers. This has Large ports, such as Rotterdam, have several terminals which are
the potential to provide a framework for policy makers to measure and spread out over a wide area. Each visiting vessel has cargo to pick up
monitor compliance against regulations, whilst supply chain managers and deliver at several different terminals, and must be routed to visit
will able to integrate sustainable water practices into supplier selection each of them. The objective is to minimise the departure times, of the
decisions and assess water sustainability of supplier locations. vessels, from the port, not seldom under precedence constraints and
strict time windows. When one adds capacity constraints to the termi-
4 - Explaining the link between the sustainable economic nals, such that a terminal can only serve one vessel simultaneously, the
problem becomes a generalisation of the m-machine routing open shop
system and the efficient education system: the oppo- scheduling problem with time windows and precedence constraints for
site example of Bulgaria both vessels and terminals. The problem is strongly NP-hard, as it
Penka Petrova, Ross Kazakov has the travelling salesman problem, as well as the m-machine open
Key for the sustainability of the economic system is the sustainable ed- shop problem, as special cases. Approximation algorithms for the rout-
ucation system, which ensures the qualified individuals are genuinely ing open shop problem without additional constraints, have previously
educated in order to support long term economic productivity. The pa- been developed, but the problem with time windows and/or precedence
per reports the findings from a system dynamics modelling analysis constraints is, to our knowledge, not yet studied.
of the Bulgarian economy, related to its dependence on the inefficient We present the problem, discuss its structure and properties and present
national education system. Due to its corrupted regulatory framework a TABU-search and a branch-and-cut algorithm for solving it. We then
and institutional budgeting defined by the principle of "quantity" rather compare computational results for the methods on a set of instances,
than "quality", and the lack of efficient control, the system produces developed in cooperation with industry, with up to 25 vessels and 25
larger proportion of "fake" professionals than the proportion of the terminals. Lastly, we explore additional constraints, such as opening
"genuine" experts, eroding the overall economic efficiency. The mod- hours for the terminals, as well as the possibility to let multiple vessels
elling analysis illustrates the paradox of having large number of "quali- be served simultaneously at certain terminals.
fied" specialists in the country that maintains the lowest GDP in the EU
in the last decades. Other important factors like favouritism, plagiarism 3 - The energy collection problem in offshore wind parks
and corrupted knowledge evaluation system, resulting in equalization Martina Fischetti
between the industrious and the lazy, the clever and the stupid, fur-
ther contribute to the above inefficiency and undermine the economic Wind energy is the fastest growing source of renewable energy, and a
sustainability. Both, the inefficient educational and unsustainable eco- lot of attention is now on offshore solutions. As offshore wind farms
nomic systems lead to higher rate of demotivation among the genuinely are getting larger and more remotely located, installation and infras-
skilled experts, higher demand for quality education abroad and higher tructure costs are rising. In this work we focus on the energy-collection
level of professional immigration,leaving higher number of "fake" spe- optimization: all the energy production from the turbines should be
cialists and higher level of economic unsustainability in the future. collected and moved to the onshore grid connection point. This task
is achieved by connecting turbines with the usage of different kinds
of cables. In the traditional version of the problem, turbines are con-
nected through low voltage cables (the so-called inter-array cables) to
an offshore collection point (called substation) and then through a high
TD-25 voltage cable (the export cable) the energy is moved to shore. In the last
years Siemens proposed a new concept, called Offshore Transformer
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S307 Module (OTM): these OTMs are voltage transformers to be attached
to a turbine directly, removing the need for substations. In this work
EURO Young O.R. Researchers we formulate the two versions of the collection problem using Mixed
Integer Programming Models, that are solved on real-size instances us-
Stream: Combinatorial Optimization II ing a matheuristic approach. Computational results on real world data
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EURO 2018 - Valencia TD-27
from Vattenfall show the large savings obtained by optimizing cable YM System (YMS) developed by IBM which: (i) provides the fore-
selection, substation position, and OTMs number/position for this real- cast of the unconstrained demand - based on an additive method with
world problem. The developed optimization tool is extremely valuable multiplicative correction - at each point of the booking horizon, (ii) op-
from a company perspective, as it allows Vattenfall to take informed timizes the capacity allocation per O&D and fare cluster, (iii) simulates
decisions when designing parks. the effects of the new set of inventory controls, resilient with distinct
orders of arrival, (iv) monitors spill, spoilage, stifling and results based
4 - A hybrid machine learning and ALNS approach to the on a revenue opportunity estimation. The two-stage, scenario-based
orienteering problem stochastic optimization model is represented as a linear program, con-
Alberto Santini sidering O&D, fares, scenarios, legs. Protection levels are set against
dilution, with a partial nesting technique. The YMS has been capable
The Orienteering Problem (OP) is defined on a complete undirected to manage dynamically more than 220 Frecce trains average/day, car-
graph equipped with a travel time function (on the edges) and a prize rying more than 45 million passengers on yearly basis and since 2005
function (on the vertices). A special vertex is denoted as the depot, it has optimized approximately 4 Million model instances, leading to
while the others are called customers. Given a closed tour, its travel nearly 120 Billion train-date-class-O&D-fare-quantity decisions. On-
time is the sum of the travel times of the edges traversed; its prize is going developments aim to include the price sensitivity and willingness
the sum of the prizes collected at the vertices visited. The OP asks to pay of customers in the models.
to find a closed tour maximising the prize, while visiting the depot
and exceeding a given travel time budget. We propose a heuristic al- 3 - Modelling train movements for time-tabling
gorithm which uses the ALNS paradigm, and exploits a clustering of Per Olov Lindberg, Disa Asplund, Martin Aronsson, Jan-Eric
the customer set, i.e. a collection of mutually disjoint subsets of cus- Nilsson
tomers. Each subset represents points which are at a short travel time 30 years ago we suggested solving the Train Time-Tabling Problem
from each other, so that points in the same cluster have a higher prob- (TTP) by lagrangean relaxing capacity and safety (C&S) constraints,
ability of ending up in the same solution. Once a point is visited, in generating train paths in space-time, and updating multipliers by dual
fact, visiting other points might provide a good prize with a smaller optimization. This approach has been criticized, on the one hand for
travel time investment. Clustering is a typical unsupervised Machine not being able handle said C&S constraints, on the other hand for that
Learning task, and we will use a parameterless implementation of the the introduction of binary variables for said train paths leads to ineffi-
DBSCAN algorithm. We will reduce the graph collapsing clusters into ciencies. In this talk we will disprove said critique. Concerning the cri-
their centre of mass and provide an initial solution by solving the OP tique of not being able to model C&S constraints, we disprove that by
exactly on this reduced graph. Furthermore, the clustering will be used showing how the Swedish (quite complicated) C&S constraints may be
when destroying and repairing tours at each ALNS iteration. Extensive modelled within our setting. We believe that C&S constraints in other
computational experiments on a standard benchmark prove the effec- countries may be modelled in a similar way. Concerning the critique of
tiveness of this approach. inefficiency, we will "disprove" that by pointing at how the rich struc-
ture of our model may be utilized in many ways, to get considerable
speedups. The versatility of our model also allows for treating more
"global" problems, such as constraints on the turnaround of trains.
TD-26 4 - Optimizing the shunting yards
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S308 Samuel Deleplanque, Paola Pellegrini, Joaquin Rodriguez
The efficiency of rail good transportation is dependent on the processes
Railway Optimization implemented in shunting yards. Specifically, from the network, trains
arrive and depart through the receiving and the departure bowl, respec-
Stream: Public Transportation I tively. The railcars of the inbound trains are recombined to form the
Chair: Samuel Deleplanque desired outbound trains with the use of a hump from where they slide
downhill to the classification bowl. If necessary, railcars may have to
be pulled back and made slide again to achieve specific sortings. It is
1 - Real-time train rescheduling this going back and forth between the hump and the classification bowl
Andrea Bettinelli, Matteo Pozzi, Luigi Marzio, Daniele Vigo, that the optimization is most critical. Today, the recombination of the
Massimo Rosti, Rosalba Suffritti, Davide Nucci, Antonio Di freight trains in yards can represent up to 50% of total transportation
Carmine time. This large value can be explained by the weak automation and
the lack of optimization.
Given a planned timetable for a set of trains and a set of modifica-
tions caused by delays or resources unavailability, train rescheduling As part of the European project, OptiYard we will present an optimiza-
aims at determining a feasible timetable with the goal of minimizing tion tool designed to fit shunting yards in Europe. For assessing this
train delays. A set of actions can be applied to avoid potential conflicts tool, we will exploit microscopic simulation in a closed-loop frame-
such as train collisions or headway violations, and restore feasibility. work.
We consider a real-world application of train rescheduling, in which In this work, we realize a state of the art on the optimization of yard
the required actions must be determined in few seconds. To this aim, processes. We study different types of train sorting: simultaneous sort-
we propose a fast and effective parallel algorithm based on an iterated ing, triangular sorting or geometric sorting. Recently quite complex
greedy scheduling of trains on a time-space network. The algorithm methods have been published, many of them being based on integer
is enhanced by graph sparsification techniques and time aggregation programming. However, rather few papers exist on the real-time opti-
strategies to reduce computing time. The proposed heuristic is tested mization of shunting yards, which could explain why, today, problems
on instances involving up to 130 trains and two hours of planning time are solved "by hand" with empirically designed methods.
horizon. The obtained computational results show that good solutions
can be derived within the very short computing time limit.
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1 - Balancing and sequencing assembly lines for stochas- 4 - Effects of buffer allocations in a mixed-models flow
tic demand product mixes lines considering designated workers
Celso Gustavo Stall Sikora Dug Hee Moon, Lee Younghoon, Yang Woo Shin, Chang
In several industries, differentiation is used to fulfil the increasing de- Seong Ko
mand for customized products. The combinations of features can pro-
duce an exponential number of final products, although they may be The production of multi-products in a same line is popular in manufac-
produced in a single manufacturing system. Thus, assembly lines turing industries and we call this system as the mixed-models produc-
must be able to handle such product variety. In the context of mass tion system when the lot sizes are very small. In general the number
customization, the potential product mixes has to be considered al- of operations and their production cycle times are not equal for mixed-
ready in the planning of such production systems. In this work, the models. Thus, the imbalance of cycle times among mixed models exist
balancing problem of an assembly line is extended to consider fore- and it results in the blocking and starving in manufacturing lines. There
casts on demand mixture. The balancing of workload is solved along have been many articles dealing the general mixed-models as-sembly
with sequencing in a stochastic framework. By explicitly considering a line balancing problems and mixed model scheduling problems. In this
stochastic demand, assembly line projects are expected to be more reli- research we will consider a special mixed-models flow lines in which n
able and robust. A Mixed-Integer Linear Programming formulation is workers are assigned to m physical stations (working spaces). The re-
presented to optimize assembly lines for given demand scenarios. The quired number of workers can be varied following to the model types,
model is solved with a decomposition method based on decomposi- and the cycle times are not constant. Furthermore, since some workers
tion strategies and specific and general cuts. Due to the complexity of are designated (or certificated) workers, their operations and working
the aggregation of already difficult problems, only small instances are stations should be fixed. This means that other workers can’t process
expected to be solvable with exact procedures. Moreover, numerical the special operations and the designated workers should move from
results for test instances are discussed. one station to another station when the production sequence of mod-
els are changed following to the routings of products. It is known that
2 - Simultaneous line balancing and buffer allocation for the throughput would be equal or be increased, when additional buffer
single model assembly line with stochastic task times spaces are allowed in flow lines. However, this fact is not always true
Elif Gizem Göçer, Salih Tekin in the mixed-models flow lines considered in this study. This exception
Assembly lines are important part of many production systems. The is proven by various simulation experiments, and we will discuss the
most basic problem about design of assembly lines is assembly line reasons of this paradox.
balancing problem. Assembly line balancing problem is to determine
the number of work stations (workers) for a given throughput and to as-
sign the tasks to stations considering the precedence relations of tasks.
The most common goal in this problem is to reduce the number of
work stations. Different versions of this problem have been studied TD-28
in the literature. In our thesis we will consider the assembly line bal- Tuesday, 14:30-16:00 - SOUTH BUILDING UV S310
ancing problem for a real-life assembly line of a dishwasher manu-
facturing plant. In the problem we will deal with, task times will be
considered stochastic. Our thesis distinguishes from classical assem-
Incentives and customers in services
bly line problems is that the number of inter-station buffers is limited
and the assignment of buffers to inter-station is a factor that affects the
Stream: Service Operations Management
throughput of production. Because buffer assignment affects blockage Chair: Kenan Arifoglu
probability of the station due to stochastic tasks that assigned to sta-
tions. Thereby assembly line balancing and buffer allocation problem 1 - Service systems with rationally inattentive customers
should be considered simultaneously for the finding best solution. The Caner Canyakmaz, Tamer Boyaci
aim of our thesis is to develop an approach that assigning task and
allocating buffer simultaneously. Additionally, with a fixed probabil- Many service systems in practice are arguably opaque or only "par-
ity this approach helps us to capture the given production throughput tially visible" in the sense that customers are not always able to discern
with minimum number of stations. Finally developed approach will be precise queue lengths upon arrival. This stems mainly from potential
implemented on a dishwasher assembly line. information frictions due to the physical environment and/or cognitive
capabilities of customers. Determining the exact queue size requires
3 - Collision-free multi-robot collaboration in assembly line attention and cognitive capacity (and time), which are all limited in
balancing quantity. We capture the salient features of rational queueing behavior
Erdal Emel, İsmail Enes Parlak under limited customer attention through rational inattention frame-
Many applications exist where multiple robotic arms must work in a work. Customers optimally select the type and quantity of informa-
crowded workspace and avoid colliding with each other and the work- tion they need and ignore the information that is not worth obtaining
piece. Those collaborative robotic applications in assembly of vehicle in a completely endogenized information acquisition process, trading-
body parts is of our main concern here. In this work, we study on the off the benefits of better information against the cost associated to it
optimal assignment of spot-welding tasks to the collaborative robots (measured as the reduction in Shannon entropy). In a service system
so as not to exceed the station cycle times while avoiding any colli- with inattentive customers, beliefs about the queue size distribution are
sion on uninterrupted motion trajectories. To detect collision, global shaped by both endogenously optimized information processing strate-
cartesian projections of manipulator links, joints and end-effectors are gies and resulting joining decisions of other inattentive customers in
compared in global time scale at each time unit for sharing at least equilibrium. We show that such an equilibrium exists and that it is
one digitized vectoral position. At each time unit, for each task to be unique. We also investigate the impact of information cost and char-
executed by the end-effectors, the coordinates of joints and links are acterize its implications regarding information provisioning strategies
calculated by using the forward and inverse kinematics of the robotic of firms. Our unifying framework retrieves existing results for visible
arms. One of the collision avoidance strategies is the pure randomized and invisible queues in extant literature as special cases.
reassignment of spot welding tasks under precedence and station space
constraints. Balancing the station loads on an assembly line based on 2 - Spatio-temporal service performance of two car-sharing
such a strategy must also satisfy the maximum utilization of collabo- operators under customer substitution
rative robots for a given cycle time. The robotic manipulators that are Szymon Albinski, Stefan Minner
used in the study are non-redundant manipulators with 6-DOF. Inverse
kinematics, trajectory collision detection algorithms and assembly sta- In this work, we determine the booking behaviour and the
tion balancing heuristics are all coded and run for sets with various customer-oriented service performances of two free-floating car-
complexity yielding promising results for improving the productivity sharing providers in Munich: car2go and DriveNow. To do so, we
of future industrial applications. leverage 1.2 million records on car bookings and idle vehicles. To
specify the demand and service-levels correctly, we consider censored
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EURO 2018 - Valencia TD-29
demand. Thus, we use a data-driven approach that imputes missing de- In this paper we consider an assignment market where a powerful
mand observations. Since a study showed that many customers are reg- player conditions the trade and has a double role as both seller and
istered with both providers, we introduce two substitution-responsive buyer. We can think on a social bank of flats where customers can
measures: the capacity-oriented fill rate and the customer-oriented fill sell and buy houses with reasonable prices under the supervision of the
rate. The first one describes the provider’s ability to cover all de- bank which is the informed player who can also sell and buy. We study
mand streams with his available vehicles. The latter one assesses the some solutions for the corresponding cooperative game as the core and
ability to satisfy demand by any of the two providers’ vehicles. Fur- its stability. Further, the tau value and its belonging to the core is stud-
thermore, we compare the performances of both service providers in ied. Finally, we allow for the two-sided informed player to sell and buy
terms of competitive behavior. In addition, a Mobility-as-a-Service more than one item.
scenario is analyzed where customers can switch seamlessly between
both providers’ vehicles. Our results show that substitution improves 2 - Characterization of allocation rules for set covering sit-
the customer-oriented service level while it may increase competition uations
among the car-sharing providers. Furthermore, we provide insights Manuel A. Pulido Cayuela, Gustavo Bergantinos, Gómez-Rúa
into the performance of a joint system of car2go and DriveNow, which María, Natividad Llorca, Joaquin Sánchez-Soriano
notably improves the service level. These insights might be also useful
for urban policy makers who can negotiate with the providers based on In a set covering problem, a set of customers need a service that can
the obtained results and build effective service-level agreements. be provided by a set of facilities. In operations research literature, a
key question is to decide which facilities to open, from a given set of
3 - Outsourcing and reservation: tools to manage blended possible locations, in order to connect every customer to at least one fa-
sales and services operations in call centers cility. In this paper we address the question of how to allocate the total
Benjamin Legros, Oualid Jouini, Ger Koole cost in a set covering situation through a game theoretic approach. We
focus on set covering situations where the optimal covering is given
We consider a call center with inbound and outbound calls in a cross- in advance, i.e., the related set covering problem has been solved by
selling environment. The willingness of inbound callers to buy is re- means of an exact or by an heuristic algorithm. We take only into ac-
lated to their waiting experience. An outsourcing strategy based on ei- count the opened facilities and we will look for rules distributing the
ther the expected or the experienced waiting time is proposed to avoid cost of the given coverage. Associated with each set covering situation
congestion in combination with a reservation strategy. The optimiza- a cooperative game can be defined. We characterize the core of this
tion of these strategies is done in order to maximize the call center game which is always non empty. In the second part of the work, we
revenue under classical contracts with an outsourcer. The first novelty consider some suitable properties that an allocation rule for set cov-
of our model stands in the possibility of initiating outbound calls to- ering situations could satisfy. Three allocation rules for set covering
gether with the outsourcing of some inbound calls. The second novelty situations are introduced and characterized by means of some of these
is the possibility of outsourcing calls after letting them wait in-house. properties.
To the best of our knowledge, these opportunities haven’t been studied
in the academic literature in a single framework. We apply a Markov 3 - Construction of contractually stable partitions for addi-
decision process approach to find the optimal routing for agent reser- tive hedonic games
vation and call outsourcing. The particularity of our approach is that Masaya Tanaka, Shao-Chin Sung
we use the experienced waiting time as a decision variable. We prove
that the optimal policy for reservation and outsourcing is of threshold We are concerned with the problems of constructing stable partitions
type when the expected waiting time is involved in the optimization for additive hedonic games w.r.t. contractually stability concepts, in-
problem. We demonstrate the economic value of combining partial cluding contractually individual (CI) stability, contractually core (CC)
reservation together with partial outsourcing. In addition, we prove stability, and contractually strict core (CSC) stability. The problem
that outsourcing customers after letting them wait in-house generates w.r.t. CI stability is claimed to be polynomial time solvable by Aziz et
higher revenue than outsourcing calls at arrival. al. (2013). However their algorithm fails for some instances. More-
over, polynomial time solvabilities of the problems w.r.t. CC stability
4 - Hospital readmission reduction program: the roles of and CSC stability were remained open.
yardstick competition and limited capacity Here, we propose algorithms for solving the problem w.r.t. CI stability
Kenan Arifoglu, Hang Ren, Tolga Tezcan and CC stability, each of which has linear running time in terms of the
instance size. It follows that our proposed algorithms are asymptoti-
We study the effectiveness of Hospital Readmission Reduction Pro- cally optimal w.r.t. running time. For CSC stability, we show that the
gram (HRRP), which is being implemented in US, in reducing the so- problem is again linear time solvable when instances are restricted to
cial cost of health care. Using a game-theoretical model, we find that be strictly additive.
HRRP may induce excess healthcare cost, and we propose a new com-
pensation scheme that coordinates the healthcare system. On the other hand, we consider the situation that individual rational-
ity (IR) is imposed. Even each of the above stabilities does not imply
IR, the existences of corresponding stable partitions are guaranteed,
but the polynomial time solvabilities become unclear. Here, we pro-
pose a fast heuristic for constructing CI stable partitions, and based on
TD-29 numerical experiments, we show that the heuristic terminates after a
linear number of deviations.
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S311
4 - Algorithms in the court: the CREA project
Game Theory, Solutions and Structures III Marco Dall’Aglio
We introduce the CREA (Conflict Resolution through Equitative Al-
Stream: Game Theory, Solutions and Structures gorithms) project.
Chair: Marco Dall’Aglio
This is a two-year project funded by the European Union. It aims at
introducing procedures for dispute resolution as a helping tool in le-
1 - Assignment games with an informed player gal procedures for lawyers, mediators and judges with the objective to
Saadia El Obadi, Silvia Miquel, Marina Nunez reach an agreement between the parties.
Assignment markets and their games (Shapley and Shubik, 1972) have The primary objectives of the project are the following: 1. to apply
been widely studied.In the markets they consider, there is a partition of game-theoretical algorithmic mechanisms to the solution of certain na-
agents into two sectors (usually named as sellers and buyers) and the tional and cross-border civil matters, including matrimonial regimes,
model assumes that the objects of trade are indivisible. A central fea- successions and trusts, commercial law and consumer law, facilitating
ture of these markets is that each seller has exactly one item and each the agreement process among the parties; 2. to demonstrate the effi-
buyer desires exactly one item. cacy of an algorithmic approach, applying it to the allocation of goods
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TD-30 EURO 2018 - Valencia
or the resolution of issues in disputes, leading the parties to a friendly business is conducted using performance-based contracts, whereby
solution before or during the trial; 3. to analyse new areas in which fair payment terms depend on the energy savings achieved. Despite their
division procedures could be tried out. 4. to develop new algorithms - success in public, commercial, and industrial sectors, ESCOs in the
in order to help the parties to reach a settlement that mirrors the most residential sector are involved in fewer projects and face several chal-
salient concern of each side; 5. to develop a software accessible on the lenges. First, an energy efficiency project often leads to changed con-
EU ODR platform and/or the e-justice portal. sumption behavior; hence it is more difficult to evaluate the energy sav-
ings that are due to the project itself. The second challenge is that res-
This presentation is funded by the European Union’s Justice Pro-
idential clients are more risk-averse and, thus, less willing to contract
gramme (2014-2020). The content of this presentation represents the
for projects whose outcomes are uncertain. Third, a lack of monitoring
views of the author only and is his sole responsibility. The European
protocols leads to ESCO’s moral hazard problems. This paper stud-
Commission does not accept any responsibility for use that may be
ies ESCO contract design issues, focusing primarily on the residential
made of the information it con
market for energy efficiency. As opposed to other sectors, coordinating
contracts do not exist. We show, however, that simple piecewise linear
contracts work reasonably well. To improve their profitability, ESCOs
can reduce uncertainty about the technology employed and/or develop
ways of verifying post-project energy efficiency. Since policymakers
TD-30 are understandably keen to promote energy efficiency, we show also
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S312 how regulations and monetary incentives can reduce inefficiencies in
ESCOs’ relationships and thereby maximize environmental benefits.
Game Theoretic Models in Sustainable 4 - Competition in carbon-offset markets
Operations Gokce Esenduran
Stream: Game Theory and Operations Management Individuals who want to counteract their carbon emission may pur-
Chair: Sam Aflaki chase voluntary carbon offsets from providers. Due to increasing con-
sumer awareness in environmental issues, globally-traded carbon mar-
ket has been expanding quickly over the past years. One of the most
1 - Hedging and strategic forward trading with renewable fundamental issues with carbon offsetting is additionality, i.e., whether
energy in electricity supply chains the project would have happened even if it were not financed through
Derck Koolen, Wolfgang Ketter, Liangfei Qiu, Alok Gupta carbon offset market. One way for providers in carbon markets to en-
sure additionality of their projects is through the choice of delivery
Electricity markets are currently in a state of flux and uncertainty under terms, specifically through "forward crediting of ex-ante offsets." Al-
the increasing share of intermittent renewable production sources. We ternatively, providers can choose "prompt delivery of existing offsets"
propose a multi-stage competitive equilibrium model to analyze the as their delivery terms and ensure risk-free deliveries. We analyze
notion of hedging and strategic trading in sequential electricity mar- the competition between offset providers and identify their equilibrium
kets. This allows us to evaluate the effects of the production technol- choice of delivery terms. We identify when a provider chooses prompt
ogy mix on forward price formation and risk related hedging pressure delivery over forward crediting and under what conditions prompt de-
of all market participants. Via a set of simulations, we evaluate the livery achieves higher expected emission reduction than forward cred-
model in a heterogeneous agent-based setting and find evidence for a iting.
tipping point in market efficiency along an increasing market share of
intermittent production sources. The result shows a convenience yield
for implementing flexible assets and indicates a first mover advantage
to do so. Thereby, the study raises awareness on how to achieve a sus-
tainable integration of renewable energy in electricity supply chains. TD-31
2 - Retail location competition under carbon penalty Tuesday, 14:30-16:00 - SOUTH BUILDING UV S313
Ozgen Karaer, Emre Nadar, Hande Dilek
Behavioural Impacts in OR-Supported
We study the retail location problem in a competitive linear market in Processes II
which two retailers simultaneously choose their locations. Both re-
tailers procure identical products from a common supplier and each Stream: Behavioural OR
consumer purchases from the closest retailer. Each retailer incurs
transportation costs for inventory replenishment from the warehouse
Chair: Raimo P. Hämäläinen
and consumer travels to the store. We consider two carbon tax
schemes imposed on retailers: for supply-chain-related transportation 1 - Can we learn from wrong simulation models? An exper-
and for consumer-related transportation. Our analysis indicates that imental study exploring simple models
intense competition between retailers leads to a "minimal differentia- Naoum Tsioptsias, Antuela Tako, Stewart Robinson
tion"equilibrium, which substantially increases the total system emis-
sions. According to our numerical experiments with realistic parame- Do oversimplified simulation models support users’ learning and are
ter values, carbon tax on supply-chain-related transportation does not they useful? This paper presents an experimental study that aims to
affect retail location decisions. Carbon tax on consumer transporta- understand whether the level of model complexity affects the users’
tion, however, may effectively induce the retailers to approach the mid- learning and perceived usefulness. We investigate differences in learn-
dle of their respective markets, reducing the total system emissions. ing and perceived usefulness by using an oversimplified and a more
Our analysis also indicates that a low carbon price, relative to market complex model. Ninety undergraduate business school students are
profitability, only reduces the total system profit without any effect on asked to solve a resource utilization task for an ambulance service
emissions. Our findings suggest that the central policymaker avoid a problem. The treatment conditions are defined based on the type of
uniform carbon price across different sources of emission and sectors model used: adequate (more complex model), oversimplified model,
with different characteristics. and no model. Two questionnaires are administered: pre- and post-
questionnaires, which capture participants’ attitudes towards the so-
3 - Performance-based contracts for energy efficiency lution to the problem before and after using the treatment condition
projects (model). The second questionnaire evaluates also the users’ perceived
Sam Aflaki usefulness of the models used. The results of the experiment are pre-
sented. We compare the results in terms of learning and model useful-
Energy efficiency projects are often executed by specialized entities, ness as perceived by the participants in the three treatment groups in
namely energy service companies (ESCOs). A typical ESCO’s core order to establish the influence of model complexity. This study aims
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to gather insights about how the level of model complexity can affect systemic nature of the problems. We report results of an experiment
learning and decision making. using an interactive decision tool to study behavioral effects in a port-
folio generation task related to climate change mitigation. The case is
2 - Impact of dashboards visualizing causal and stock-flow based on the Climate Wedges Game originally developed in Princeton
structure on operations management performance University.
Michael Leyer, Jürgen Strohhecker
Decision making in dynamic operations management systems charac-
terized by stocks, flows, and feedback poses considerable challenges
for operations managers. Dynamic decision making (DDM) theory, TD-32
specifically instance-based learning theory, predicts improvements in Tuesday, 14:30-16:00 - SOUTH BUILDING UV S314
DDM performance if decision-supporting dashboards not only present
the system’s performance indicators, but integrate them in a visualiza- Evacuation and Route Planning
tion of its causal and stock-flow structure. However, cognitive load
theory points towards a potential counter-effect by introducing an un-
familiar notation of stocks and flows and causal link symbols. Us-
Stream: Routing, Logistics, Location and Transportation
ing a computer simulator, we conduct laboratory experiments in which Chair: Pedro M. Casas
participants make repeated decisions on staff scheduling in a finan-
cial service environment in which service quality influences demand. 1 - A mesoscopic framework to model evacuation dynam-
The results indicate that visualizing stocks and flows and causal links ics: a case study on a university campus
between decision variables and performance indicators leads to better Jorge Huertas, Jony Zambrano, Andres Medaglia
decisions, which outweigh the proposed adverse effects. Participants In this work, we present a mesoscopic framework to model and eval-
following an analytic reasoning style benefit more than participants re- uate evacuation dynamics. Our framework is comprised of a macro-
lying on intuitive reasoning. Even more interestingly, we find some ev- scopic model that determines the optimal flow of evacuees during an
idence that a dashboard visualizing the system’s stock and flow struc- evacuation; and a microscopic model that incorporates the attributes of
ture prompts decision makers to analytic reasoning instead of relying the evacuees and their interaction during the evacuation. To do so, the
on intuitive approaches. As a practical implication, we recommend in- macroscopic model is derived from an LP with an underlying network
tegrating visual representations of the structure of operations systems structure, while the microscopic model is based on a discrete event
in dashboards and reports to support decision making. simulation. In this way, we propose an iterative process, in which
the output from one model is the input of the other one: the move-
3 - A drop in the bucket? Evaluating decision aiding tools ment of the evacuees through the network paths are simulated, result-
in wastewater infrastructure planning cases ing in new information about the transit times during the evacuation,
Fridolin Haag, Judit Lienert which is used to execute the optimization model again. This process
is iterated until the convergence of the optimization flows, producing
Strategic decisions regarding public infrastructure are often multi- a mesoscopic framework that considers bottlenecks, flows direction,
organizational group decision processes over years. Many tools and pedestrian speed variations, and congestion. The model performance
procedures to aid decision-making may be employed at different time is evaluated in real evacuation scenarios in a university campus in Bo-
points and with varying degrees of (in-)formality. To improve practices gotá, Colombia, resulting on a model that considers pedestrian interac-
and processes we would like to evaluate the impacts of these interven- tions and more realistic evacuation dynamics in the studied network.
tions. Such an evaluation is fraught with challenges in conception, data
collection, analysis, interpretation, and generalization. Due to the in- 2 - Bi-level sustainable random regret minimization prob-
herent complexity of the decision processes, rigorous experimental or lem
survey research designs are hardly viable. We developed a framework
for structuring and understanding these research challenges. On this
Shabnam Najafi
basis, we discuss evaluative lenses which might nevertheless be use- In this work we develop a bi-level sustainable optimization model.
ful for providing insights. We argue for complementing instrumental An important feature of bi-level programs is the hierarchical relation-
perspectives (were methods useful for, e.g., faster decision-making, ship between two autonomous, and possibly conflictual, decision mak-
consensus building, legitimization) by normative ones (contribution ers. In upper level problem network managers try to minimize emis-
of tools to, e.g., actor inclusion, breadth of objectives or alternatives sion amount by deciding about toll pricing and capacity enhancement
considered, process fairness). Evaluative lenses such as learning may strategies. In upper level problem decision variables are toll values,
be used to investigate both perspectives at once, e.g., when assessing capacity enhancement values and link flows. The objective function
changes in knowledge, viewpoints, or relationships. The questions are value for network managers’ problem cannot be computed until flows
explored along case studies on regional mergers of wastewater treat- are known. These flows are not in the direct control of the manager.
ment plants in Switzerland. By mergers, the wastewater would be The hierarchical relationship results from the fact that the mathemat-
routed to one or few - possibly newly built - treatment plants instead ical program related to the users’ behavior is part of the manager’s
of operating several small facilities. problem. Lower level problem is drivers’ problems. Once the network
managers have set tolls and route capacities, travelers react to these
4 - Behavioural effects in two procedures for creating a values and select their itinerary in order to minimize total random re-
strategy portfolio for climate change mitigation gret value of their route choices. Regret is postulated to be anticipated
with respect to all foregone routes that perform better than a consid-
Raimo P. Hämäläinen, Tuomas Lahtinen ered one in terms of one or more attributes. These attributes are toll
In environmental problems we often need to find a set of actions, i.e. and travel time values in our model. Decision variables of lower level
a portfolio, in order to meet the diverse goals of the stakeholders in an problem are travel time and link flows. In this work it is for the first
acceptable way. In practice, it is common that the portfolios are gen- time that sustainable network based bi-level random regret minimiza-
erated in a step-by-step manner without using modeling support. Such tion optimization program is modeled and solved.
processes can lead to suboptimal results and path dependence can eas-
ily emerge . The outcome of the process can depend on the order in
3 - The free route flight planning problem
which different actions are considered and added into the portfolio. Adam Schienle, Ralf Borndörfer, Marco Blanco
The drivers of this phenomenon can be, e.g. biases and cognitive lim- The Flight Planning Problem (FPP) deals with finding a minimum cost
itations . It can also be very challenging to evaluate how each action flight trajectory subject to initial conditions such as departure and des-
contributes to the overall effect when there already is a set of other ac- tination airports, fuel cost and weather conditions. Traditionally, an
tions whose effects can be interdependent. This can lead, e.g. to double aircraft’s horizontal route is restricted to the Airway Network, a di-
counting of the benefits, or to not seeing that different actions can com- rected graph. Time dependent weather conditions allow us to model
plement each other. Behavioral research on environmental portfolio the FPP as a Time-Dependent Shortest Path Problem. Since the Air-
problems is important as there can be unanticipated risks related to the way Network is prevalent almost everywhere on earth, combinatorial
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shortest path algorithms, such as Dijkstra’s algorithm and its derivates, Support vector machines were originally developed for binary classi-
are a natural choice for solving the FPP. To deal with the ever-growing fication and then it is also extended for solving regression problems.
air traffic, the concept of "free route airspaces" has seen significant Recently, numerous approaches have been proposed based on the pop-
increase in the last few years (e.g., in Germany since March 2018). ular sequential minimal optimization (SMO). This paper focuses on
In such airspaces, an aircraft may, within certain limits, fly directly combining fuzzy logic with support vector machines in financial time
between any two nodes of the graph, and need not adhere to the pre- series forecasting. For this purpose, based on the data with time prop-
defined arcs. Mathematically, this corresponds to a locally complete erty, SMO is reformulated in order to forecast a sample of stock prices
graph. The introduction of free route airspaces leads to the Free Route from Borsa Istanbul.
Flight Planning Problem, whose altered network structure renders clas-
sical combinatorial shortest path algorithms ineffective. In the talk, 3 - Study of the European Parliament votes through the
we will discuss algorithmic approaches to solve the Free Route Flight multiple partitioning of signed multiplex networks
Planning Problem. Nejat Arinik, Rosa Figueiredo, Vincent Labatut
4 - Airspace evacuation strategies For more than a decade, graphs have been used to model the voting
Pedro M. Casas behavior taking place in parliaments. However, the methods described
in the literature suffer from several limitations. The two main ones are
In air traffic, safety and security (SaS) are two non-negotiable opera- that 1) they rely on some temporal integration of the raw data, which
tional aspects. Hence, Air Navigation Service Providers have to be able causes some information loss; and/or 2) they identify groups of antag-
to properly advice flying aircraft in almost any situation. Sometimes, onistic voters, but not the context associated to their occurrence. In
after a sudden nature catastrophe or damage to the infrastructure, SaS this article, we propose a novel method taking advantage of multiplex
can only be guaranteed by evacuating an airspace. signed graphs to solve both these issues. It consists in first partitioning
separately each layer, before grouping these partitions by similarity.
In this talk we will model a scenario in which a part of the Airway We show the interest of our approach by applying it to a European
Network (AN) has to be evacuated as fast as possible. To do so, the Parliament dataset.
AN is modeled as a digraph on which we run different time-dependent
flow algorithms. In this setting, flying aircraft are considered to be the By comparison to existing approaches, our method has the following
source nodes and the sinks are nearby airports. The Quickest Trans- advantages. First, it undergoes much less of the information loss ap-
shipment and Earliest Arrival Transshipment problems capture the core pearing when integrating the raw voting data to extract the voting sim-
of the discussed scenario but additional constraints have to be consid- ilarity networks. Second, in addition to antagonistic groups of voters,
ered to get a realistic model. For example, there is an upper bound on it allows identifying sets of legislative propositions causing the same
the number of aircraft that may reach an airport during the whole evac- polarization among these groups. Third, it does not require to filter out
uation. To capture this behavior, we need to reformulate the problem (quasi-)unanimous propositions, or to discard week links appearing in
such that we can use the notion of bridge capacities at sink nodes. the model for interpretation or computational purposes. Fourth, it ex-
plicitly represents abstention in each roll-call vote layer, which allows
We will give a combinatorial formulation of the Airspace Evacuation detecting relevant groups of abstentionists.
Problem (AEP), place it within the landscape of existing evacuation
problems, and discuss its complexity. Moreover, using real world in- 4 - A numerical approach for statistical inference of nonlin-
stances, we will discuss what max-flow and min-cost-flow algorithms ear regression model parameters
should be used in an AEP solver. At the end of the talk we will visual- Özlem Türkşen, Müjgan Tez
ize the computed results.
Regression analysis is one of the commonly used statistical tool to de-
fine the functional relationship between a response variable and one
or more input variables through unknown model parameters. If the
functional form can not be written as linear in the model parameters,
TD-33 the model is called nonlinear regression model. There have been quite
useful nonlinear regression functions in the literature, e.g., Michaelis-
Tuesday, 14:30-16:00 - SOUTH BUILDING UV S315 Menten function, Mitscherlisch function, Cobb-Douglas production
function, Compartment model function. The main aim of the analy-
Recent Perspectives and Advances in sis of these nonlinear regression models can be considered as obtain-
Statistics ing point and interval estimates of model parameters. Generally, the
least squares principle, which is based on minimization of sum of the
Stream: Data Mining and Statistics squared deviations, is applied for point estimates of nonlinear model
parameters. The interval estimation is achieved by using linearization
Chair: Müjgan Tez or Bootstrap approach in many of the studies. Besides point and inter-
val estimations of the nonlinear regression model parameters, asymp-
1 - A simulation study comparing the performances of totic properties of the estimators should be defined. In this study, the
GAM, GAM with B-spline(GAMB) and GLM in classifi- asymptotic properties of the estimators are derived from the nonlin-
ear functional form of the model. The distribution of the estimated
cation parameters is approximately determined by using previously proposed
Pakize Taylan hybrid of derivative-free optimization algorithms. For application pur-
pose, data set is chosen from the literature and proposed approximate
Classification is a statistical technique that provides prediction mod- statistical inference approach is applied.
els by set up decision function for separating data points into different
groups or classes, given a dataset related to any science and applica-
tion area. There are many classification methods for classifying data
points. The generalized Additive Model (GAM) and the generalized
linear model (GLM) are very well known and used classification meth-
ods. In this research, a contribution will be given to the generalized
TD-34
Additive Model, by using B-Splines as smooth functions in it, and the Tuesday, 14:30-16:00 - SOUTH BUILDING UV S113
performances of these three methods are compared based on a number
of simulations studies that is performed. Game Theory and its Applications
2 - Financial time series forecasting using a fuzzy support Stream: Dynamical Systems and Mathematical Modelling
vector machine in OR
Engin Tas, Ayca H. Turkan Chair: Ryusuke Hohzaki
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1 - Rationalizability in multicriteria games This report deals with a security game with multiple types of in-
Yasuo Sasaki vaders/attackers and several types of security/defender teams in a fa-
cility represented by a network. The invaders desire to give as much
We define rationalizability for multicriteria games and examine its damage as possible to the facility and the defenders want to minimize
properties. In a multicriteria game, each agent (decision maker) can it. We already have proposed a security game with players’ attrition by
have multiple decision criteria and has a vector-valued utility function. a conflict between the invaders and the defenders, in which the defend-
An agent’s rationalizable action is defined as such an action that can ers deploy some security staffs on arcs to intercept the invaders as an
survive iterated elimination of never-Pareto optimal actions. Thus, it interception strategy. Acquiring some invader’s information via secu-
is a natural extension of the standard notion of rationalizability. Our rity cameras or CCTVs, however, the security teams could take more
rationalizability captures in a sense common knowledge of Pareto ra- flexible defense such as a dispatch strategy to dispatch some staffs on
tionality, that is, it supposes that an agent will never play non-Pareto the route the invaders will go through to intercept them if the staffs ar-
optimal action under given conjecture about the opponents’ choices. rive there earlier than the invaders. But the dispatch strategy requires
We first generalize some properties of standard rationalizability such us to model a dynamic game considering invaders’ passage time on
as existence to the multicriteria case. We then compare rationalizable the network. In this report, we propose a two-person zero-sum dy-
actions in a multicriteria game and its weighted games, as Shapley did namic security game, in which the invaders take a movement strategy
for Pareto equilibria. It will be shown that a rationalizable action in on the network and the defenders have the interception strategy and the
some weighted game is also rationalizable in the original multicrite- dispatch strategy. The game has the damage of the facility as payoff.
ria game, though the converse may not hold. This implies that non- We also develop a solution method to derive an equilibrium point of
rationalizable actions are robust in any utility aggregation procedure, optimal invasion and defense strategies.
while the prediction may be redundant in some situations. We also
show a sufficient condition that the converse of the above statement
holds true.
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proposed that considers explicitly the scenario requirements such as solution among a set of possible alternatives is chosen. The analytical
the time between successive observations of the same target (revisit procedure is based upon the extended goal programming method that
time) as well as the latest possible moment that the collected imagery has been applied in an emblematic forest in Central Spain. The results
is available at the ground station (due time). The application of the show how the methodology proposed yields acceptable solutions for
developed approach for different Brazilian scenarios and for randomly the decision-maker and the opportunity cost of leaving stands uncut
generated scenarios will also be presented. has been estimated in physical (timber volume) and economic (euros)
terms in order to fulfil conservation measures.
3 - Forecasting for disaster relief
Nezih Altay 2 - Integrated management of forest ecosystem services:
an optimisation model based on multicriteria analysis
In this paper we present the results of a systematic literature review of
forecasting approaches to disasters and disaster relief operations. Our and methaeuristic approach
findings have significant implications on disaster management deci- Sandro Sacchelli, Iacopo Bernetti
sions. Results will be presented and future research directions identi-
fied. Sustainable forest management has to evaluate the effect of potential
intervention on the level of provided ecosystem services (ES). This
4 - Interactive what-if oriented PDDL planning for collabo- effect - for example due to presence of thinning, rotation age etc. -
should consider the dynamic trend of goods and services from tem-
rative crisis management poral point of view. Literature review as well as empirical evidences
Yann Semet, Bruno Marcon, Mario Fiorentino, Marcello highlight a lack in trade-off quantification among forest ES related to
Cinque varied management strategies of stands. Within this framework the
goal of the research is to implemented an optimisation model allowing
Leveraging optimization algorithms or artificial intelligence in a first for definition of best management strategies in forest sector. The case
response, cross-border, cross-agency crisis context can only work if study is depicted in a coniferous stand of central Italy. Four ecosystem
good data is available for situation, risk and resource assessment. services are quantified from biophysical viewpoint (timber produced,
We describe the application of temporal PDDL AI Planning to two carbon stored, ecosystem diversity, recreational function) and one from
real-world flooding scenarios where the best possible action plans are economic perspective (total economic value of the above indicators).
sought to maximize crisis mitigation speed while taking all available The indicators are aggregated through a multicriteria approach (com-
aspects of the Common Operational Picture into account such as het- promise programming). Results of multicriteria analysis are optimised
erogeneous legal evacuation procedures, dynamically increasing water with genetic algorithm; in other terms the Differential Evolution and
levels or geographical dispersion of victims and rescue units. The Sec- Particle Swarm algorithm is applied to minimize the distance from
plan system builds on the Common Information Space concept pro- ideal point. Best value of decision variable (rotation period) is de-
posed by the Sector FP7 project which addresses international crisis fined for different scenario based on compensatory level of criteria,
management with an agile, field-proof, event-driven interoperability constraints, presence/absence of thinning and discount rate. Strengths
platform. By optimizing temporal rescue operations, several optimiza- and weaknesses of the model as well as potential future improvement
tion problems are actually solved in parallel: on top of the Vehicle are finally discussed.
Routing Problem basis formed by the issue of matching localized vic-
tims to rescue vehicles and route them through fastest paths, solutions 3 - Robust optimization vs. simulation-based approach in
are found to temporal tactical decisions such as bridge closing or dyke
management and to advanced medical posts placement determination. timber harvest scheduling
Experiments and discussions with actual end-users suggest that signif- Robert Hlavatý, Jan Kaspar
icant tactical dilemmas can thus be tackled for the decision maker’s
benefit, in the crisis room, to help her make the most of all available In our contribution, we focus on advantages of robust optimization ap-
information. proach in timber harvest scheduling. There are many aspects of uncer-
tainty in the harvest scheduling that a decision-maker should take into
consideration. We are specifically concerned with the uncertainty aris-
ing from the growth prediction errors of stand volume as well as for-
est inventory errors. We assume a classical harvest-scheduling model
with harvest-flow constraints formulated as a deterministic integer lin-
TD-49 ear program based on the real data under the conditions of Central Eu-
Tuesday, 14:30-16:00 - 4D UPV B.4 rope. The deterministic program is consequently transformed into its
robust counterpart whereas it was shown how to overcome difficulties
OR in Forestry I in this particular model formulation. The results of the robust opti-
mization model were then compared with randomly simulated errors
occurring in stand volumes. The comparison confirmed that the usage
Stream: OR in Agriculture, Forestry and Fisheries of the robust approach ensures significantly better solutions in terms of
Chair: Lidija Zadnik Stirn achieving given objective than the worst-case scenarios based on the
simulations performed. As a secondary outcome, we address the com-
1 - Integrating biodiversity conservation in forest manage- putational complexity of the robust modelling being carried out on the
ment planning through multicriteria decision making large-scale level.
techniques 4 - Analysis of public’s perception of forest management
Marta Ezquerro, Marta Pardos, Luis Diaz-Balteiro (FM) alternatives using multivariate and multi-objective
It is widely accepted that there is a change in forest goods demanded methodology
by society, thus, forest management must adapt to this new concern Lidija Zadnik Stirn, Petra Groselj
for different ecosystem services. The current planning is no longer fo-
cused on timber production, so alternative strategies must be addressed Forests contribute to society benefits, such as human health, recre-
to other aspects such as biodiversity conservation. In this paper, sev- ation, tourism, non-wood forest products; they offer home for plants
eral criteria, considering productive, technical and environmental is- and animals protect water and soil, and reduce climate changes. With
sues have been integrated into a strategic forest planning over a long- the aim to achieve these challenges and the targets given in strategic
term horizon and different silvicultural treatments are included. In a documents, like FTP Vision 2030 and Europe 2020 strategy, the pol-
first step, to analyze the degree of conflict between objectives, a pay- icymakers, stakeholders, citizens, i.e., public as a whole, have to de-
off matrix has been generated. In view of the results, multicriteria tech- velop through cooperation, research and innovation such FM alterna-
niques are used to handle conflicting objectives and decision maker’s tives which preserve sustainable FM and respond to multiple demands
interactions are introduced. These interactions span from the criteria on forests. Consequently, we are faced with decision process in which
selection, the allocation of preferential weights to them until the best the decisions have to be determined and evaluated according to the
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preferences of the public. Incorporation of local actors in the decision With the recent deployment of the smart meters in a French context,
process is one of the most important objectives when measuring so- energy efficiency improvement in residential sector can be approach
cial consequences of the alternatives. To provide public’s assessment by the households load curve analysis completed by a detailed survey
of viable FM alternatives within selected alternatives, public formu- of the household’s characteristics and habits.
lates the preferences, measured by objective and subjective indicators,
by fulfilling the questionnaire which addresses goals of the alterna- As buildings are becoming more and more efficient, the energy con-
tives and local characteristics. The surveys’ data are then analyzed by sumption tends to be more and more behaviorally influenced. It is
statistical and optimization methods. The combination of multivariate important to be able to quantify this part to give the pertinent advices
analysis (factor analysis) and multi-criteria methods (group AHP) has to the users to improve their relationship to energy consumption.
proven to be effective in evaluating FM alternatives. This methodol- We present the first result obtained by machine learning technique ap-
ogy is illustrated by an urban forest where three possible alternatives plication on the coupled information given by their load curve and their
are considered. status and habits. This exploration gives some patterns that can be cou-
pled with some population categories that may help an energy provider
having a new customer similar to a category to advise him in improving
its energy consumption performance.
TD-50
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3 - A new logistic approach for a health care supply chain Probabilistic selling is an innovative business practice of selling a
Sylvain Bertel random product that mixes several alternatives with some hidden at-
tributes. Consumers are likely to regret purchasing random products,
This article discusses a new approach to logistics in the hospital sup- because less desirable alternative might be obtained due to the hidden
ply chain. The hospital environment is seen as an organization cen- features at the time of purchase, and return is prohibited by the "no
tered on the practice of medical care. As a result, most professions return" policy after purchase. When consumers can anticipate this po-
in hospital staff are focused on the reception and care of the patient. tential post-purchase regret, the attractiveness of random products is
However, logistics is a very important part of the support function. lowered, which, intuitively, challenges the merits of probabilistic sell-
The purpose of logistical support is to ensure the smooth running of ing strategy. However, we show that, rather than being a curse, the an-
the hospital’s services. It implements a set of processes and resources ticipated regret is actually a blessing to the random product provider.
(refueling, procurement and management of consumables, packaging, We identify a new mechanism associated with anticipated regret and
storage, transport and handling in the care services to supply each ser- probabilistic selling, reverse quality discrimination, in which the antic-
vice according to its specific needs (Central Operating Room, Surgery, ipated regret deteriorates the perceived quality of the random product
Pediatrics ...) We can imagine the consequences of a service like re- to a greater extent for higher taste consumers. By increasing the prod-
ception and the treatment of emergencies in case of malfunction of the uct differentiation, this effect may soften competition or soften canni-
logistic system. This is one of the reasons for the direction of the hos- balization, making probabilistic selling more profitable and more likely
pital decided to pass of a monthly supply to a weekly supply (supple- to arise.
mentation) This new system allows for periodic monitoring of stocks
of non-sterile medical supplies, consumables, etc., in each service, to 3 - Standardized cargo network revenue management with
avoid stockouts. dual channels and time dependent stochastic demand
Maya Jalloul, Lama Moussawi-Haidar, Walid Nasr
4 - Decision-support tools for influenza pandemic pre- We consider the resource allocation problem for standardized cargo
paredness transportation networks faced by sea freight operators, managing a net-
Bismark Singh, Hsin-Chan Huang, David Morton, Gregory work of legs to transport cargo between a particular origin to destina-
Johnson, Bruce Clements, Lauren Meyers tion pair. The capacity is sold in terms of slots of standard cargo units
(20ft and 40 ft containers). The standardized cargo capacity is sold
To prepare for future influenza pandemics, the Texas Department of through allotment contracts and on the spot market. The objective is to
State Health Services collaborated with academic researchers to build simultaneously decide on the allotment contracts to select at the begin-
the Texas Pandemic Flu Toolkit (TPFT). These optimization-based ning of the booking horizon, and devise a booking control policy based
decision-support tools have user-friendly interfaces, and are freely on which spot market requests are accepted/rejected over the booking
available at http://flu.tacc.utexas.edu/. We describe three TPFT tools horizon before departure, that maximizes the total profit from allot-
to guide medical resource stockpiling, allocation, and distribution. ments and spot market over the entire network. The demand process
is time dependent, and assumed to follow a non-homogeneous Poisson
Process. This problem is formulated and solved in two stages: In the
first stage, the allotment selection problem is formulated as an inte-
ger program. The optimal solution to the allotment selection problem
TD-52 becomes the input to the spot booking control problem of the second
stage. We formulate the spot booking problem as a dynamic program,
Tuesday, 14:30-16:00 - 4D UPV 1.3 for which we provide several computationally efficient heuristics. The
performance of the heuristics is tested via simulation, and based on
Pricing and Revenue Management I which, recommendations to be used in practice are provided. Exten-
sive sensitivity analysis is carried out to gain managerial insights and
Stream: Analytics and Pricing provide further recommendations.
Chair: Fredrik Odegaard
4 - Stacking the house - revenue management in live enter-
tainment
1 - Exploration and exploitation for decision making
Fredrik Odegaard, Kyle Maclean
Andria Ellina, Christine Currie, Christophe Mues
A persistent problem within live entertainment is lost revenue due to
Finding the revenue-maximising option in a set of pricing policies, ver- unsold seats. This problem stems partially from venues permitting cus-
sions of a website or lists of products to display is a common problem tomers, of varying group size, to freely choose seats, causing a sub-
in revenue management. It is made more difficult when little is known optimal seating allocation. To solve this operational problem we for-
about the performance of different options before selling begins, es- mulate and study a capacity based revenue management control prob-
pecially given the uncertain environment that the majority of retailers lem that explicitly accounts for group size and customer choice. We
work in. Since there is very limited information at the beginning of formulate the problem as a discrete-time Markov Decision Process
the selling period, the retailer needs to simultaneously learn about the with the objective to maximize total expected profit. Each period, and
different policies and earn money from the transactions made. This for a given group size, the manager decides on the sub-set of remaining
introduces a trade-off between "exploration", the phase where new in- seats to make available. Given the offered set, customers select partic-
formation is being acquired, and "exploitation", where the retailer is ular seats or choose not to purchase any. We provide an algorithm to
maximising revenue. In this talk we describe a methodology based determine the optimal solution and obtain insights into structural prop-
on Thompson Sampling, a Bayesian exploration algorithm from the erties. Due to the curse of dimensionality we provide and analyze via
area of Multi-Armed Bandits. The algorithm aims to minimise total simulation various heuristics. Based on transactional sales data from a
regret over the selling period where regret is defined as the difference large annual North American sporting event we empirically illustrate
between the reward of an oracle strategy that selects the best option at how the MDP parameters can be estimated.
each time step and the reward of the option chosen. A common compli-
cation in Revenue Management problems is regular patterns and sea-
sonal changes that have an impact on the performance of the different
options and consequently affect our decisions. Extensions of the ba-
sic methodology to handle seasonality, along with a discussion of how
TD-53
robust the developed methodology is in different environments will be Tuesday, 14:30-16:00 - 4D UPV 1.4
included in this talk.
International Aspects of OR II
2 - Vertical probabilistic selling under competition: the role
of consumer anticipated regret Stream: International Aspects of OR
Dongyuan Zhan Chair: Ulrike Reisach
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1 - Gender diversity in the upper echelons and firm sus- of OFDI impact on carbon emissions and conducts a test analysis in
tainability performance: an examination of Istanbul the whole country, east, middle and west regions respectively. The
results show that: (1) OFDI has dual threshold effect based on urban-
stock exchange companies ization rate both in the whole country and in the East, Middle and West
F. Pinar Acar, Gözde Gözüm regions. There are differences in thresholds in different regions, with
the highest threshold in the Eastern region being 59.2% and 85%, fol-
Sustainability has become an important determinant of competitive ad-
lowed by 38.71% and 53.21% in the Central region, and the lowest
vantage. Firms are expected to demonstrate environmental and social
being 28.24% and 35.60% in the Western region. (2) Below the first
outcomes. Boards of directors and top management teams (TMTs) are
threshold, an increase in OFDI will cause an increase in regional car-
the ultimate decision-making units responsible for meeting the needs
bon emissions; an increase in OFDI will inhibit regional carbon emis-
of stakeholders. This paper investigates female representation and gen-
sions when it lies between the first and second thresholds. After the
der diversity on boards and TMTs and firm sustainability performance.
second threshold value, this inhibitory effect will be more obvious.
The main issue addressed is whether female representation and gender
diversity on boards and TMTs impacts the firm’s ability to meet sus-
tainability index requirements. Group diversity and critical mass lit-
erature provide the theoretical background. Group diversity literature
suggests that diversity in attributes such as gender results in greater
variety of ideas, perspectives, knowledge, creativity and innovation
TD-54
in turn competitive advantage. Research on critical mass argues that Tuesday, 14:30-16:00 - 4D UPV 1.6
women representation on boards needs to reach a critical mass level be-
fore it can affect decision-making process and firm performance.This Sports Analytics I
study hypothesizes that 1)as gender diversity on the board and TMT
increases so too does the firm’s sustainability performance and 2)the Stream: OR in Sports
number of females on the upper echelons (board and TMT) has a pos- Chair: Tomi Seppala
itive relationship with sustainability performance. To test the hypothe-
ses, binary regression was conducted. The sample consists of top 100 1 - Application of a hybrid optimization model to improve
best performing companies in the Istanbul stock exchange. The results
provide support for the hypotheses. the performance of the NBA lineups
Rodrigo Infante-Escudero, Roman Rodriguez-Aguilar
2 - Supply chain modelling for Indian railways catering ser- The present work deals with a hybrid model of optimization applied
vices to sports. A linear optimization model was made using different align-
Narasimhan Ravichandran ments of each team of the NBA to select the optimal alignments for
each team according to the time of each alignment on the court and the
Indian Railways, being one of the largest rail networks in the world, is score obtained. Using these optimal alignments, an index of technical
constantly attempting to improve the passenger amenities. One such efficiency was constructed using stochastic frontiers.
initiative is to provide clean food to passengers. The volumes are very NBA information was used for the last season to use information from
large. The Network distribution is also wide. There are several chal- active players; in the same way only a minimum playing time was
lenges related to sourcing distribution and delivery of this service. In considered for each player to not take into account outliers in score
this explanatory study, we present the possible modelling options in and game time. It is necessary to take into account that if atypical
the overall context of this service. values are not eliminated, the alignment with the highest score would
be maintained throughout the game, which due to strategic and health
3 - A comparison of the operational efficiencies between considerations is not feasible in reality.
national and public museums in South Korea The optimal alignments generated by the optimization model are an
Sukran Kim, Jaewoo Chung input for the stochastic frontier model that will be the indicator that
will allow the performance of the different alignments to be measured
As the number of tourists increases due to fast economic growth, the over time according to their performance. The developed model can
cultural demands as well as the social expectations on the roles of mu- be a precedent for the evaluation and monitoring of the performance
seums and art galleries have increased in South Korea. When evaluat- of the different line-ups in the NBA and as a reference for an indicator
ing performance of museum management, the rate of returning visitors of technical efficiency that can be used by the coaches to improve the
out of the total visitors is one of the key indices, which represents the performance of the team during the season.
competitiveness of a museum because the higher returning rate guar-
antees additional profits with lower costs for attracting new visitors. 2 - Ranking the solutions of the models in literature on
However, many existing studies overlook the importance of the return- forming the best team for sports clubs by using TOP-
ing rate and use absolute measures only such as number of visitors or
exhibitions. The purpose of this paper is to evaluate the operational SIS method
efficiency of national museums in Korea using both absolute measures Gercek Budak, Imdat Kara
and relative measurement of visitor’s return ratios. The authors of this Forming the best team for sports clubs is one of the greatest challenges
paper analyze the operational efficiency of 13 museums in total based for the team coach at before the match stage. This decision is ex-
on a DEA (data envelopment analysis) model. The results of the study tremely important as it affects the competence of the sport club and
show that four sites operate efficiently whereas 9 others sites are ineffi- accordingly it determines the financial income and sportive success
cient. The results are compared with those without the returning ratio of the sport club. Academic researches on team forming are tremen-
in the final portion of this paper. It is expected that this study will help dously increased in the last decade due to the technological improve-
museums and art galleries to make better decisions on input resources ments on data collection in sports games, increase of the popularity of
for achieving better outputs as well as better establishment of opera- the sports and reachability to the relevant data. In literature, there are
tional strategy to accelerate the qualitative growth of the museums. many proposed mathematical models or applications of methodologies
on forming the team which give solution for the best team by consid-
4 - Regional impact analysis of Chinese OFDI on carbon ering the different aspects of the problem player performance, team
emission harmony and deviations from the coach’s strategy. In this study, we
Wenju Tian handled the final decision on choosing the best team among the solu-
tions obtained by conducting different approaches. We propose to use
Given the background of new urbanization in China, it is of great prac- TOPSIS methodology to support the team coach on the final decision.
tical significance to analyze how to achieve the goal of carbon emission TOPSIS parameters are obtained according to the team coach’s judge-
reduction and green development through the "going global" strategy. ments and a real-life application is established on a volleyball team
Therefore, based on the panel data of 30 provinces in China from 2003 which competes in the first division of Turkish Volleyball League.
to 2014, this paper builds a threshold model based on urbanization rate
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3 - Scheduling youth divisions in Argentinian football but are the stakeholders just not used to the solution which is presented
Agustina Lopez, Guillermo Durán, Mario Guajardo, Gonzalo to them? Or did we not optimize the actual problem that needed to
Zamorano be solved? Maybe there are conflicts in requirements: the stakeholders
may not be aligned on what they find the best solution to their problem.
This presentation will discuss the mathematical models used to design The challenge in practice is how to tackle the problems mentioned
the 2018 schedules of the six youth divisions of the Argentine foot- above. This means first of all finding which problem we actually have
ball league. There are three older divisions (Under-20, Under-18 and to solve. It also means that stakeholders have to accept that the solution
Under-17) and three younger ones (U-16, U-15 and U-14). Each divi- presented to them could be different than they expect, but could still be
sion has 28 teams split into two zones of 14, and each team plays just of high quality when looking at the goals. Therefore it is essential to
once against every other team in its zone in a single round-robin plus this process to define the success criteria. When multiple success crite-
one interzonal match. The two top teams in each zone play semi-final ria are defined, it needs to be identified what the prioritization is, espe-
matches and the two winners meet in the final. The three older divi- cially when there are conflicting requirements. Quantifying the results
sions use the same schedule while the three younger ones follow the and comparing them to a baseline is how we can show the stakeholders
same sequence of games but with the home/away pattern reversed. To that the presented solution solves their problem.
create the two schedules, an ILP model was developed that minimizes
the number of breaks and incorporated special restrictions requested During this session we will open the discussion with some example
by the teams. An additional restriction is added to eliminate the major use cases. We are looking forward to your experience and input.
differences in distance travelled over the season between the younger
and older division teams of each club. This condition was implemented 2 - No walk in the park! Skills for developing routing opti-
in the model by first partitioning the teams into geographical clusters mization software in practice
and then adding a constraint imposing that each team play the same Gerben Groenendijk, Vera van den Dool
number of home and away matches against teams in each cluster. The
resulting schedules achieved a drastic reduction in the travel mileage "Due to a sudden increase in the number of customers, parcel delivery
differences from levels exceeding 100% in the final year of manual company X realizes the time has come to apply optimization software
scheduling to less than 30% in all cases. Our schedules are being used for automatically creating efficient delivery routes. To prepare the shift
for the 2018 season. from manual to automated planning, a team of OR specialists working
for company X get together to compile a complete and unambiguous
4 - The playing styles of the soccer teams in the 2014 FIFA list of requirements, a clear definition of the problem that needs to be
World Cup Brazil based on game data and factor analy- solved, and a desired outcome, supported by some insightful, illustra-
sis tive examples. A full problem definition is presented to the optimiza-
tion software consultancy.
Tomi Seppala, Tai Nguyen, Tai Nguyen
If the situation described above was at all realistic, our job at ORTEC
This study analyzes the soccer team’s playing styles in the 2014 FIFA would be a lot simpler than it is. In practice, developing supportive
World Cup based on gameplay data. Exploratory factor analysis is used optimization software for a wide range of customers operating in a
to study performance related variables with the objective is to reveal fast-moving, competitive, and unpredictable market is no walk in the
the underlying playing styles through latent factors. Factor analysis is park. Most steps leading to the problem definition have gaps and dif-
employed to examine the patterns not directly measured by diminish- ficulties that ORTEC first needs to resolve. This workshop is aimed
ing a large number of variables into a few underlying factors that allow at anyone interested in applying OR in practice. In an interactive way
for better understanding and interpretation of the data. By analyzing we will share our best practices, address challenges faced, and skills
a large data set collected for the 32 teams and more than 600 play- required when bringing OR into practice with help of real-life vehicle
ers competing during the 2014 FIFA World Cup in Brazil, the results routing problems. "
assert that there are three underlying playing styles among the teams
participating in the World Cup: possession-based, individualistic, and
practical style. An additional analysis provides further insights into
the impact that the background attributes of the players in the team can
have on the underlying styles. The results stemming from the research
contribute to the current literature by providing a fresh approach in TD-56
studying the styles of play adopted by soccer teams. As the players Tuesday, 14:30-16:00 - 4D UPV 2.2
are a critical part of the overall team performance that eventually im-
pact the financial and business performance of a sporting club the team Advances in Renewable and Energy
managers can use the approach as a starting point in making decisions
related to the team. The extracted playing styles could, for example, Systems
be used to make an assessment whether a player fits into the team’s
current playing style. Stream: Optimization in Renewable Energy Systems
Chair: Gordon Dash
Chair: Nina Kajiji
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the damage caused by the pollution. The pollution quantities the com- attacked area and it is not noticed by the control center of the system.
panies yield in each country are distributed in direct proportion to the Consequently, the compromised line could eventually trip and there-
quantities produced of the good for local consumption and the export after cause cascading failures. We have been able to construct these
market. From the results of the model we can mention the following: attacks on large networks in the MATPOWER case library, formulat-
1) if the marginal cost of polluting is high or if imports are very high, ing it as an non-linear optimization program (given the physics behind
a positive tax is imposed, and 2) if the marginal cost of reducing pollu- the AC power flow model). Thanks to IPOPT, we can describe real and
tion is greater than the marginal cost to pollute, then companies do not reported status of the grid, hiding overloaded lines by more than 20%
reduce their emissions. of its capacity.
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REST API’s which can be quite useful for deploying optimization ap- problems associated with poor data availability. One-Class Support
plications. On the server side, optimization models can easily access Vector Machine (OCSVM) is one of the most popular OCC methods.
online data using for example the Google Sheets API and Amazon Dy- Though high-performing, this predictive technique can hardly satisfy
namoDB. On the client side, libraries such as the Google Maps API some specific needs which are required in diagnosis aid for example.
and the Google Visualization API can be used to provide rich user ex- Indeed, in this context, predictions should be explained and justified,
perience. We will be demonstrating mobile web applications which thus interpretability constitutes an important modeling goal. In the
utilize the MPL REST Server and the Google/Amazon REST API’s present work, we propose a one-class learning algorithm to implement
for deploying optimization models. decision trees. These models are originally dedicated to multi-class
prediction; we propose an adaptation to the one-class mode. The orig-
4 - Developing optimization applications through algebraic inal aspect of our proposal is related to the division mechanism, which
modeling in AMPL: featuring Python and R APIs for a is here based on the information of density, without the necessity of
generating physically outliers as the representatives of a second class.
quick and easy integration with other applications.
It appears that our proposal, which is readable and interpretable, per-
FIlipe Brandão, Robert Fourer forms favorably in comparison to the most common OCC methods
Using a high-level algebraic representation that describes optimization (e.g. OCSVM) and shows robustness towards high dimensional data.
models in the same ways that people think about them, AMPL can pro-
vide the head start you need to successfully implement large-scale op- 3 - Content-based image retrieval and analysis with use of
timization projects. AMPL API is an interface that allows developers scalable morphological models
to access the features of AMPL from within a programming language; Ivan Reyer, Ksenia Aminova
Methods for directly assigning data to AMPL parameters and sets are
provided, which can be used instead of the normal AMPL data read- An approach to content-based image retrieval and analysis is consid-
ing procedures. AMPL API has been written with usability in mind, ered. A continuous model of a segmented image consisting of a set of
and it is easy to access its functionalities from C++, Java, C#, MAT- nonoverlapping polygonal figures is constructed. Each polygon from
LAB, Python, and R. In this talk, we feature the Python and R APIs the set approximates a homogeneous raster region within the image,
for AMPL, which allow a quick and easy integration with other appli- with polygons of two neighbour regions having common fragments
cations. of boundary. To obtain the set of polygons a modified algorithm for
approximation of a binary image with polygons of minimal perimeter
is used. The model also includes marked skeletons of polygons de-
scribing changes of skeletal representation at increase of the approx-
imation accuracy value. Thus, a polygonal figure generates a family
TD-58 of variously detailed boundary-skeleton shape models. Obtained im-
age models are compared by shape and color of polygons. To esti-
Tuesday, 14:30-16:00 - 4D UPV 2.4 mate the shape similarity, integral morphological features (the change
of boundary convexities’ number at increase of the approximation ac-
Machine Learning and Data Analysis I curacy value, medial width function, approximated Maragos spectrum
etc.) are compared. The applications of the presented approach to re-
Stream: Emerging Applications of Data Analysis trieval and analysis of images and video sequences are described.
Chair: Alexander Aduenko
4 - Model generation for machine intelligence
1 - LSTM network time series predicts high-risk tenants Vadim Strijov, Oleg Bakhteev
Wolfgang Garn, Yin Hu, Paul Nicholson, Bevan Jones, To solve an applied problem, a data scientist constructs a model, opti-
Hongying Tang mises its parameters and puts the model into operation. After a while,
In the United Kingdom, local councils and housing associations pro- the model looses quality due to changes of environment. We propose to
vide social housing at secure, low-rent housing options to those most dismiss the data scientist from this procedure, and to replace him with a
in need. Occasionally tenants have difficulties in paying their rent on mechanism of model reproduction. This mechanism is called learning
time and fall into arrears. The lost revenue can cause financial burden to learn, or meta-learning. It defines a strategy for automatic genera-
and stress to tenants. An efficient arrear management scheme is to tar- tion of local and universal models. This talk discusses the principles
get those who are more at risk of falling into long-term arrears so that of model generation and selection. It gives an overview of deep neural
interventions can avoid lost revenue. In our research, a Long Short- networks, which construct models. It proposes a routine to forecast the
Term Memory Network (LSTM) based time series prediction model structure of models. It is illustrated by problems of human behaviour
is implemented to differentiate the high-risk tenants from temporary analysis using sensors of wearable devices.
ones. The model measures the arrear risk for each individual tenant
and differentiates between short-term and long-term arrears risk. Fur-
thermore it predicts the trajectory of arrears for each individual tenant.
The arrears analysis investigates factors that provide assistance to ten-
ants to trigger preventions before their debt becomes unmanageable. TD-59
A five-years rent arrears dataset is used to train and evaluate the pro- Tuesday, 14:30-16:00 - 4D UPV 2.5
posed model. The root mean squared error (RMSE) punishes large er-
rors by measuring differences between actually observed and predicted
arrears. The novel model benefits the sector by allowing a decrease in Operation and Planning Problems in Electric
lost revenue; an increase in efficiency; and protects tenants from un- Energy Systems with Renewable Resources
manageable debt.
Stream: Technical and Financial Aspects of Energy Prob-
2 - A novel training algorithm to build decision trees for
lems
anomaly detection
Chair: Luis Baringo
Sarah Itani, Fabian Lecron, Philippe Fortemps
Anomaly detection is a widespread problem in the sphere of data sci- 1 - Risk-based operational model of a distribution com-
ence. One-Class Classification (OCC) is an approach that addresses pany in the presence of electric vehicles and renewable
this issue for various applications, e.g. fraud detection, medical diag-
nosis, monitoring. Actually, OCC training algorithms are run on a set energy resources
of training instances included in the same class, with potentially some Miadreza Shafie-khah, S. M. Bagher Sadati, Jamal Moshtagh,
additional few outliers. Thus a OCC methodology allows to handle João P. S. Catalão
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non stationarity effect due to the width of windows, investigating what 3 - A heuristic approach based on biased randomization
is going on from small to large windows. Thus, we are looking for for location routing problem
some "convergence", - somewhat washing out outliers. We have also Abdullah Almouhanna, Banafsheh Khosravi, Djamila
examined whether statistical characteristics measured and simulated
values depend on the time origin. The various forecasting values are Ouelhadj, Angel A. Juan
discussed. A biased randomization of the classical heuristics for Vehicle Routing
Problem has been shown to have successful results in the literature.
4 - Systemic risk assessment through adjacency cluster- We propose a Multi-Level Biased Randomized (MLBRH) heuristic for
ing coefficient the capacitated LRP. This approach consists of three levels; the initial
Roy Cerqueti, Rosanna Grassi, Gian Paolo Clemente level, the global level, and the local level. In the initial level, an iter-
ative approach is employed to choose the best solution with regard to
This paper proposes a novel measure of systemic risk in the context the minimum location and routing costs for different combinations of
of financial networks. At this aim, we provide a definition of systemic depots. In the global level, a Biased Randomized Extended Clark and
risk based on the community structure around the nodes of the net- Wright Heuristic (BRECWH) is developed to improve the result of the
work. Specifically, we introduce the concept of adjacency clustering Multi Depot Vehicle Routing Problem from the initial level. Finally,
coefficient of a node i as an opportunely weighted mean of the cluster- in the local level, we adapt a Biased Randomized Clark and Wright
ing coefficients of the nodes which are adjacent to i. Then, we define Heuristic (BRCWH) from the literature to solve the VRP for each de-
the adjacency clustering coefficient of a network as the mean of the ad- pot which is resulted from the global level. In both global and local
jacency clustering coefficients of its nodes and explore its properties in levels, the biased randomization is employed by a pseudo-geometric
terms of systemic risk assessment. Empirical experiments on the time- distribution which generates a probability of selection for each pair of
varying global banking network provide insights on how systemic risk routes in the savings lists of the devised classical and extended Clark
has changed over the last years, also in the light of the recent financial and Wright heuristics. The computational results, implemented on 46
crisis. instances from two well-known benchmark data sets, show that the
proposed approach is promising for further developments in terms of
quality and computation time.
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4 - Numerical instability in average reward Markov decision 3 - Synchronizing transfers through integrated timetabling
processes and vehicle scheduling - an iterative matheuristic ap-
José Niño-Mora proach with public transit traffic assignment
Joao Fonseca, Tobias Zündorf, Evelien van der Hurk, Allan
When tackling a large-scale not analytically solvable Markov decision Larsen
process model, standard approaches aim to obtain a heuristic or op-
timal policy from the approximate or exact numerical solution of the Transfer times add inconvenience to journeys and thus synchronizing
model’s dynamic programming optimality equations. Yet, we show departures and arrival times of relevant lines improves the service for
that, in a wide range of relevant long-run average reward discrete (finite passengers. As the timetable changes passengers may also change their
or countably infinite) state unichain models, where such equations are travel itineraries. Additionally, introducing small timetable modifica-
formulated in terms of the average gain and bias, their numerical solu- tions may also affect the operational costs, as the timetable defines a set
tion is fundamentally hindered by an inherent instability phenomenon of feasible vehicle schedules. We address the Integrated Timetabling
preventing accurate computation of the bias for large states. We illus- and Vehicle Scheduling Problem (IT-VSP) with Public Transit Traffic
trate the phenomenon through examples, elucidate its root cause, out- Assignment (PTTA). The IT-VSP is formulated as a MILP that mini-
line its implications, including for the one-step policy iteration method mizes transfer costs with a budget on operational costs. Given an initial
and for assessing the accuracy of simulation estimates, and discuss non-cyclical timetable, time-dependent service times and passenger
possible approaches to partially overcome such an instability difficulty. demands, the transfer time cost is minimized by allowing modifications
to the timetable that respect a set of headway constraints. Timetable
modifications consist of shifts in departure time and addition of dwell
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time at intermediate stops. We propose to solve the problem iterating networks special methods have to be developed to solve this kind of
between solving a matheuristic for the IT-VSP and re-computing the complex problems. One already known approach to solve such a task,
PTTA. The matheuristic solves the IT-VSP MILP allowing timetable is simulation-based optimization. Simulation-based optimization com-
modifications for a subset of timetabled trips only, while solving the bines the two phase’s optimization and simulation with each other,
full vehicle scheduling problem. Results for the Greater Copenhagen whereas the optimization is used to generate valid solution candidates,
area indicate that our approach finds better solutions faster than a com- which are evaluated through the simulation. Due to the intricacy of the
mercial solver and that allowing the addition of dwell time creates a networks, metaheuristics are used for the optimization process. Based
larger potential for reducing transfer costs. We also show that the inte- on the already known problem representation a new problem repre-
gration with the PTTA model generat sentation of vehicle routing for PI-networks containing a new date en-
coding was developed. For the creation of solution candidates, a ge-
4 - Timetabling with integrated passenger distribution netic algorithm is used and therefore some new manipulation methods,
Johann Hartleb, Marie Schmidt, Markus Friedrich, Dennis which are suitable for the new data-encoding, have been implemented.
Huisman Since a PI-network is a complex system with many nodes of differ-
ent types, the simulation has to evaluate the candidates from the op-
We present two models to integrate passengers’ behavior into the op- timization step in a reasonable time. Therefore, a new algorithm for
timization process for finding timetables. For fixed timetables, traffic the simulation step was developed. This new approach lacks a bit of
assignment models usually distribute travel demand on a set of con- intelligence, but is more time efficient than a conventional simulation.
nections. However, state-of-the art timetabling formulations assume a
pre-fixed routing for each passenger, independent of the offered con-
nections. Since these two procedures highly depend on each other, 3 - Physical internet: a study of the containers layer in the
two integrated formulations are proposed. The first integrated formu- NOLI reference model
lation is based on a linearized multinomial logit distribution, a com- Moustafa Nakechbandi, Jean-Yves Colin, Hervé Mathieu
monly used traffic assignment model, and the second formulation is
based on a linear simulation framework for choice models, which can
be used to model the passenger distribution in the network. Given The goal of a Physical Internet is to be a sharable, more efficient, lo-
a choice set of routes in a public transportation network with fixed gistics network. The NOLI Reference Model for a Physical Internet is
lines, a timetable and passenger distribution are computed simultane- a Reference Model, inspired by the OSI Reference Model for data net-
ously, ensuring good connections for the passengers on multiple routes works and Internet. A reference model divides the complexity of the
with each model. We compare timetables generated by these two ap- whole problem into easier sub-problems. As the OSI model, the NOLI
proaches and a state-of-the art timetabling method with respect to dif- model includes 7 layers (Colin 2017). These layers are, from layer 1 at
ferent evaluation methods for timetables, among them travel time on the bottom, to layer 7 at the top: the Physical Handling Layer, the Link
shortest paths and travel time according to a logit distribution. Further- Layer, the Network Layer, the Transport Layer, the Order Layer, the
more, we evaluate the resulting timetables also by more comprehensive Container Layer and the Product Layer. A first model, named OLI, was
evaluation functions considering other factors than travel time only. proposed in 2009 by Montreuil et al (Montreuil 2009). It also included
7 layers. Its Layers are somewhat different from the ones in the NOLI
model. In this presentation, we study more precisely some functional-
ities of Layer 6, the Container Layer. We present its goal and location
in the NOLI model, some of the software and material services it must
WA-08 provide, and the relationship it has with Layer 7 above, and Layer 5
below it. It also includes some algorithms to manage the handling of
Wednesday, 8:30-10:00 - SOUTH BUILDING UV S108 the imbalance in specific containers (Colin 2015). We compare it with
the TCP/IP, the OSI and the OLI Reference Models.
OR in the Physical Internet
References 1. Colin et al. IPIC 2017, A Proposal for an Open Logistics
Stream: OR in the Physical Internet Interconnection Reference Model for a Physical Internet. 2. Montreuil
et al. 2009, Physical Internet Manifesto. 3. Colin et al. ICALT 2015,
Chair: António Ramos Management of mobiles resources.
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2 - Dominance-based rough set analysis for understanding II method (Ishizaka et al. 2012) which is a new classification method
the drivers of urban development agreements based on AHP that requires less pairwise comparisons with respect to
Marta DellOvo, Alessandra Oppio, Francesca Torrieri, Milosz the traditional AHP sorting method. In particular, the present work
proposes a further extension of the AHP Sort II method, namely the
Kadzinski, Grzegorz Miebs GAHP II Sorting method, which allows the opinion of different experts
The rise of neoliberalism in the context of urban development has en- to be included in the evaluation, thus providing a multi-stakeholders
couraged the cooperation between public and private parties. This co- view of the decision problem.
operation is structured by contracts, generally called Urban Develop-
ment Agreements (DAs). Being part of the urban regeneration strate-
gies, these projects aim at achieving a durable improvement of an area
according to sustainability principles. Thus, within the negotiation be-
tween private and public, multiple and conflicting instances have to be
faced case by case. Despite the uniqueness of each DA, it is possi-
WA-11
ble to define a set of pertinent characteristics that play a crucial role in Wednesday, 8:30-10:00 - SOUTH BUILDING UV S111
determining the fairness and appropriateness of the public-private part-
nership. Given this context, the work proposes the Dominance Rough Novel Applications of Analytics
Set Approach (DRSA) for exploring the relationship between condi-
tion attributes or criteria and decision with the aim of supporting ne- Stream: Business Analytics
gotiations on the basis of specific features of the DA under evaluation. Chair: Wouter Verbeke
Specifically, DRSA has been applied on a sample of DAs recently con-
cluded in the Lombardy Region, and tested on the other sample of DAs
under the negotiation phase. The analysis has accounted for the char- 1 - The beneficial effect of ensemble learning in predicting
acteristics referring to the following five contexts: urban, institutional, student drop-out in online learning environment
negotiation, development, and economic. The inferred decision rules Trung Hoai Minh Phan, Kristof Coussement, Dries Benoit,
provide useful knowledge for supporting complex decision processes Arno De Caigny, Annelies Raes
such as DAs.
Online learning has been an educational revolution in the recent years
3 - A multicriteria framework based on the Choquet inte- especially after the successful introduction of the Massive Open On-
gral and the analytic hierarchy process for evaluating line Course (MOOC). Despite having many advantages of high flexi-
scenarios of adaptive reuse bility, unlimited participation and low access fee, online learning has
Francesca Abastante, Salvatore Corrente, Salvatore Greco, been suffered from student retention. Therefore, to maximize online
Isabella Lami, Elena Sezenna learning experience, it is crucial to build a student drop-out prediction
model as accurate as possible. This study focuses on one special type
The research aims to test an assessment framework based on the Cho- of online learning data: the MOOCs with monthly subscription plan,
quet integral and Analytic Hierarchy Process (AHP). The Choquet in- where the student decides to pay the subscription fee at the beginning
tegral is a well-known MCDA method taking into account interactions of each month to be able to access to unlimited MOOCs on the learn-
between criteria but it shows two main problems: the need to deter- ing platform. In order to predict the student drop-out (subscription plan
mine a capacity that assigns a weight not only to single criteria but cancellation), 6 groups of features have been constructed to capture the
also to subsets of criteria; the need to express on the same scale eval- student’s learning activities, i.e. student’s information, learning mo-
uations of different criteria. To handle the first problem we adopt the tivation, learning difficulty, student interaction, goal orientation and
Non Additive Robust Ordinal Regression (NAROR) that simultane- student cluster. Moreover, a benchmarking section between standard
ously considers the capacities compatible with the indirect preference statistical models and the most recent Logit Leaf Model (LLM) has
information provided by the Decision Maker (DM). With respect to the been implemented to select the best accuracy model. Finally, insights
second problem, we apply the AHP. The proposed methodology is here into the impact of each feature group on the student drop-out is given
applied to a current topic: the adaptive reuse of the abandoned thermo- as a suggestion for student retention strategy for this online learning
electric power plants due to inefficiency. According to this problem, platform.
the main Italian distributor of electricity (ENEL) launched the "Futur-e
Project" in order to provide new sustainable activities. In the context of 2 - Higher order mining for incremental root cause analysis
this project, the case study here presented concerns the simulation of a Eduardo e Oliveira, Vera Miguéis, José Borges
process aimed at selecting the most appropriate development scenario
for the former thermoelectric power plant of Bari (Italy) considering Root Cause Analysis (RCA) aims at identifying the true origin of a
different point of views. In this perspective, the framework proposed problem. It is an intricate problem, especially in complex manufactur-
can result very useful, in particular because of the presence of a num- ing systems, which produce large amounts of data. Data Mining (DM)
ber of interacting criteria and alternatives, as the situation of several techniques have been proposed as a solution for tackling RCA in com-
urban and territorial problems. plex systems. However, these techniques usually focus on the analysis
of data from discrete periods of time. The analysis of the datasets cor-
4 - GAHP II Sorting method: an application to the vineyard responding to each period is usually developed separately, and there is
landscape of Langhe, Roero and Monferrato (Italy) not a concern for managing the root causes knowledge in the long term.
Vanessa Assumma, Marta Bottero, Alessio Ishizaka We propose an approach that focuses on this concern, by developing
a technique for incremental RCA using Higher Order Mining (HOM).
The economic assessment of landscape represents a complex task In the proposed solution, we mine the rules extracted using C5.0 al-
where different monetary and non-monetary aspects and values have to gorithm from several samples. These rules describe the possible root
be considered. Integrated approaches are therefore needed in order to causes of certain problems. By mining the rules, the proposed ap-
properly take into account all the relevant dimensions for the evaluation proach is able to identify the most prevalent variables and propositions
and to provide a framework able to support decision-making processes related to those problems, therefore identifying the true root causes.
in the context of landscape planning and management. The present This solution allows rules to be analyzed incrementally, actively man-
contribution illustrates the development of a multicriteria evaluation aging the knowledge on root causes, and providing continuous learning
model to sort different municipalities in the Piedmont Region (Italy) of the problems analyzed. The proposed solution is validated through
with reference to their attractiveness in terms of Landscape Economic a case study developed in the context of semiconductor manufacturing.
Value. This evaluation considers the case of the vineyard landscape of
Langhe, Roero and Monferrato, that has been recently included in the 3 - Motivating creativity with a carrot and a stick -
World Heritage List of UNESCO (2014). The evaluation model has
been based on a system of landscape economic indicators that repre- creativity-weighted productivity, relative performance
sents the main economic characteristics of the 101 municipalities be- information, and perceived competition
longing to the UNESCO site. Municipalities are sorted with the AHP Peter Rötzel, Burkhard Pedell
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Creativity remains one of the key success factors for many organiza- Shipping channels are often a constraint to port capacity due to the
tions, but firms struggle to use adequate controls to motivate creativity- signicant capital cost and environmental impact of channel dredg-
weighted productivity of employees. While prior literature presents ing. Capacity impacts of channel operations are most significant in
competing perspectives regarding the effect of rewards on individual tidally restricted ports, where deep draft vessels are only able to move
creativity, the grand challenge of motivating creativity-weighted pro- through the channel during narrow windows around high-tide in order
ductivity is still unsolved. This study links the competing perspective to maintain sufficient under-keel clearance. Channels are often narrow
of whether creativity can be increased by monetary incentives and in- which constrains the capability of vessels passing in opposing direc-
vestigates how relative performance information (RPI) and creativity- tions. There has been much research to-date around berth allocation
weighted pay scheme affect employee creative productivity. Our re- and sequencing, but in channel constrained ports the value of exist-
sults show that a combination of RPI and creativity-weighted pay in- ing approaches can be limited. In this paper we present an approach
creases employee creative productivity and prevents a "crowding-out to optimise the scheduling of channel movements and furthermore, to
effect". The current study presents and tests a general model for un- integrate the channel scheduling and berth allocation/sequencing prob-
derstanding the advantages and disadvantages of RPI and creativity- lems. A MIP formulation is presented for this problem, based on a no-
weighted pay on the quality and quantity of employee creative produc- wait bidirectional flow-shop with parallel machines and time window
tivity. Our findings implicate that RPI induces motivation, but we find constraints. Benchmark problems from the literature for berth alloca-
that the effect regarding total productivity is magnified when the RPI tion/sequencing have been modified to incorporate a range of channel
is public rather than private. However, it is also shown that creativity- configurations and used as test cases for the proposed model.
weighted pay interacts with the use of RPI and leads to a significant
increase of both quantity and quality of creative productivity. By iso- 2 - A new branch and benders cut scheme and heuris-
lating the RPI and creativity-weighted pay effects, our study provides tic column generation for the discrete berth allocation
insights into the costs and benefits of RPI in a creative productivity problem minimizing the makespan
environment. Giorgi Tadumadze, Simon Emde, Heiko Diefenbach
4 - Towards accurate and scalable metrics for predicting The berth allocation problem aims to optimally schedule arriving ships
at seaport container terminals by assigning them to time slots and
user engagement on tablets by combining multimodal berthing areas along the quay. The present work addresses the dis-
biosensor data with behavioral interaction patterns crete berth allocation problem with given time windows for the ships
Klaas Nelissen, Seppe vanden Broucke, Bart Baesens, with the goal of minimizing the makespan. We propose a novel ex-
Monique Snoeck act algorithm based on Benders decomposition as well as a heuristic
based on column generation. In a series of computational tests both
The goal of this work is to investigate to what extent biosensors (eye on benchmark instances from the literature as well as on newly gener-
tracker, heart rate sensor, and skin conductance wrist monitor) can be ated ones, our exact method is shown to solve most problems within
used to predict whether a user was engaged while reading a news arti- a few minutes to optimality, while our heuristic can solve particularly
cle on a tablet. tricky instances with tight time windows well in acceptable time. We
also derive some insight into how resources like quay cranes should be
This is useful because while biosensors offer the most accurate mea- distributed among berths.
surements, they are not scalable as they require a lab setting. Swipe
interaction patterns are usable on a large scale, but offer no possibility 3 - Optimization of daily berth allocation planning
of objectively knowing if a user is engaged. Ozge Kubilay, Serap Akcan
Making the link between biosensors and behavioral interaction pat- In this study, ships were examined at the port. The purpose of this
terns enables bridging the gap between accuracy and scalability when study was to schedule the ships to maximize the total profit based on
measuring user engagement. four main constraints. First, landing places of the port have different
sizes and according to these sizes, they can be suitable for a ship or
We report on the specific swipe interaction patterns which correlate
not. Suitability constraint controls the ships’ suitability and provides
most with the physiological signals that indicate engagement.
to match the arriving ships with suitable landing places. The second
We have done qualitative experiments where about 60 subscribers of 2 constraint is that of time scheduling which considers arrival times, due
different newspaper brands wear sensors and indicate engagement with times, starting times and also over-times. The other two costraints are
articles in a newspaper tablet app, while we also logged every (swipe) precedence relation and over-time constraints. A mathematical model
interaction with the tablet. is proposed for finding the optimal solution and has been validated with
a numerical case.
With one of the newspapers, we also modified a section of the regular
newspaper so it contained shocking articles, which allows us to inves- 4 - A mixed integer linear formulation for the berth alloca-
tigate the physiological reaction and corresponding swipe interactions
that occur with unexpected content.
tion problem in terminals with irregular layouts
Juan Correcher, Ramon Alvarez-Valdes, Thomas Van den
The contribution of this work lies in the fact that it is the first to com- Bossche, Greet Vanden Berghe
bine multimodal biosensor data with behavioral interaction patterns for
measuring user engagement in the application domain of digital news The Berth Allocation Problem (BAP) is the optimization problem in
reading. which port terminal planners are required to assign a berth and a
berthing time to all the vessels whose arrival at the terminal is ex-
pected in the near future, with the objective of minimizing the total
assignment cost. The BAP was first addressed by the end of the 1990s
and since then academic researchers have increasingly considered new
constraints and real-word characteristics. Until now, however, scien-
WA-12 tific studies have lacked in taking into account many spatial safety rules
Wednesday, 8:30-10:00 - SOUTH BUILDING UV S112 that berth planners usually apply in practice.
In this work we study the novel BAP faced in terminals with irreg-
Operational Problems in Maritime Terminals ular layouts which give rise to adjacency, oppositional and blocking
relations between berths. These relations may prevent vessels from
Stream: Maritime Transportation berthing or departing under given conditions and thus require a new
Chair: Juan Correcher problem formulation in which all these constraints are included.
We propose a mixed integer linear program (MILP) and evaluate its im-
plementation through extensive computational experiments on realis-
1 - A machine scheduling approach to the berth allocation tic instance sets. We also perform a comprehensive study to determine
problem under channel restrictions how various factors influence the difficulty of the problem. The re-
Christian Bierwirth sults show that the proposed MILP is able to solve optimally instances
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with up to 40 vessels arriving at the terminal within a week. The num- issues rank among the top technology challenges organizations face to-
ber of instances solved optimally decreases with increasing number of day. Cyber risk has become increasingly important as the severity and
vessels or safety restrictions, and increases with increasing number of frequency of cyber incidents is steadily on the rise. Cyber risk man-
berths. agement is thus a necessity for businesses to ensure firms’ stability and
operability. In this paper, we develop a model using cyber insurance
to manage potential loss when safeguards are breached and the system
fails. We utilize stochastic modeling techniques and adapt actuarial
mathematics from life insurance analytics to aid the cyber risk profes-
WA-13 sional in visualizing the current as well as future security state of their
cyber network and provide the necessary steps to enhance the security
Wednesday, 8:30-10:00 - SOUTH BUILDING UV S201 of their enterprise network from external threats. Our model takes into
consideration the attacker skill level, number of attacks and the level
Operational and Cyber Risk Modeling of security defense. Our analysis provides an explicit mechanism to
evaluate the actuarial present value of expected losses and variance of
Stream: Financial Modeling, Risk Management and Man- losses from malicious attacks, and to evaluate changes in those losses
agerial Accounting that would result from enhancing system’s security. We develop a suit-
able insurance premium to cover cyber risk and provide a basis for
Chair: Pilar Gargallo evaluating the benefits of improving system security.
1 - A new methodology for modelling operational risk us- 4 - Measuring the leadership relationships between Span-
ing skew t-copulas and Bayesian inference ish mutual funds: a dynamic Bayesian approach
Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Pilar Gargallo, Laura Andreu, Manuel Salvador, José Luis
Moreira Sarto
We present a general methodology based on skew t-copulas and
Bayesian inference for modelling extreme multivariate dependent This paper proposes a dynamic Bayesian framework to analyze the
losses and the regulatory capital for operational risk. Current ap- leadership relationships between Spanish mutual funds. To this end, a
proaches fail to model both asymmetric dependence and accurate ex- state-space model based on the Capital Asset Pricing Model (CAPM)
treme upper tail dependence (e.g. 99.9% percentile), which is critical is used to estimate the evolution of mutual funds’ market exposure
information for risk managers. This paper addresses this gap. The over time. From these estimations a dynamic exploration of the net-
method is applied to SAS’ Operational Risk Global Data to model op- work topology of leadership relationships is carried out by using sev-
erational risk at big U.S. banks. We compare the impact of established eral measures of connectedness and systemic risk proposed in the lit-
multivariate copulas and the multivariate skew t-copula for estimating erature.
total regulatory capital. We show that the skew t-copula can be used
effectively in high dimensions and yields asymmetric and in principle
more accurate measures of tail dependence in the very extreme tails
(i.e. 99.9% percentile). Our methodology suggests a smaller capital
charge, a reduction of up to 56% with respect to the standard Basel
model compared with less flexible methods.
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2 - Semi-closed simulated stock market: the impact of the
traders’ backgrounds ETHOR I Ethics and Societal Complexity I
Valerio Ficcadenti, Gurjeet Dhesi, Mohammad Emambocus,
Muhammad Bilal Shakeel, Babar Syed Stream: OR and Ethics
Chair: Dorien DeTombe
This project aims to investigate the impact of cultural and academic
backgrounds on the trading and investment strategies implemented by
the traders. It is done by designing an on-line trading room that takes
1 - Big data driven government policy a complex societal
into consideration the components of a semi-closed simulated stock problem
market (pricing mechanism, stock allocation and news generation) and Antoinette Muntjewerff
the financial literacy of the users. The trading room is designed such as
to register and capture the interactions of the different aspects within a The Dutch government designs policy on the basis of large quantities
’semi-closed’ system with respect to different users’ backgrounds in an of data. The Central Bureau of Statistics (CBS) is the main govern-
experimental environment. It also consents to explore the realm of ran- ment agency that takes care of collecting, storing and analyzing data
domly generated news to the responses of participants for determining for government policy. New data techniques make it possible to collect
rationality of behaviours in according with user markets’ understand- increasingly large amounts of data, to link datasets in different ways
ing. The time can be compressed within the experiments and it permits and to analyze data faster and more varied. Based on these analyzes
to run multiple simulation in one day, increasing the data availability. the design of more effective and more efficient government policy is
The users’ information about their studies or social condition (i.e. ac- possible. The government is increasingly aware of the possibilities of-
tual jobs) are provided at the on-line registration. Indeed, when the fered by big data for government policy . A new division has been
simulations start, the user will provide their field of his studies and / set up within the CBS that focuses on big data statistics, the Center
or his jobs position. Through this experimental environment, we study for Big Data Statistics (CBDS). The government also asked the Sci-
the traders’ behaviours taking into consideration different samples that entific Council for Government Policy (WRR) for a report on big data
compares and contrasts different users’ backgrounds and social condi- and security . The WRR notes that big data can provide an important
tions. Secondly, we explore how the modified pricing equation jointly contribution to designing effective government policy, however large-
with different news generation dynamics affect the users’ responses. scale collection, re-use of data and automated data analysis with pro-
files also entails risks related to privacy, discrimination and "chilling"
3 - A novel approach for determining cybersecurity insur- effects. Therefor it is important to identify both the advantages and the
ance pricing disadvantages of using big data for government policy. In this paper
Thomas Lee we state that Big Data driven government policy is a complex societal
problem. We handle the problem of Big Data driven government policy
In the contemporary world, we are surrounded by a complex network following the methodological requirements from the field of Societal
of interconnected sensors. These allow us to share, collate, transmit, Complexity using COMPRAM .
and store vast amounts of data. It is no surprised that Cyber security
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2 - The essence of ethics and societal complexity 2 - Periodic vehicle routing problem with flexible visit fre-
Cathal Brugha quencies
Ahmet Camcı, Ozgur Ozpeynirci, Arya Sevgen
Ethics is associated with ethos, and contains the concepts of ’right’
and ’community’. The essence of decision-making asks two questions: We study an extension of periodic vehicle routing problem in which
The first is what should we do? Is it sufficient to plan, or should we customer visit frequencies is a decision variable. We define a demand
actually get things done? The second is on where should we focus? function increasing with respect to the frequency. Therefore, the new
Should we relate to people? Or is it sufficient to deal with things, problem becomes revenue maximization where a high frequency in-
power, and rules? Together these form many sets of four fundamental creases sales and therefore revenue on the other hand increasing the
constructs. Getting things and bringing people into a decision are about transportation costs as well. We develop a heuristic algorithm based
planning. Making things and giving to people is about getting things on variable neighborhood search and simulated annealing for the prob-
done. Rule, care, respond and serve is another. Also faith, hope, love lem. We conduct computational tests on the modified versions of the
and right / righteousness, which are antidotes to fear, anxiety, resent- widely used test instances of periodic vehicle routing problem.
ment, and guilt. Also capacity, capability, contribution and community.
Ethics theory generally incorrectly confines itself to the subjective as-
3 - The r-interdiction multi-depot vehicle routing problem
pects, such as rule, care and respond; also to faith, hope and love; and Mir Ehsan Hesam Sadati, Deniz Aksen, Necati Aras
to capacity, capability, contribution. Ethics should be about giving, be- The protection of critical facilities in the last 15 years has attracted
ing right, not taking on guilt; but instead serving community, according much attention from the OR community. Critical facilities involve
to its own objective norms. physical assets such as bridges, railways, terminals, power plants,
hospitals, police stations, and transportation hubs among others. In
3 - Earthquake preparedness: optimal deployment of this study, a bilevel optimization problem for the determination of the
emergency treatment sites most critical depots in a multi-depot vehicle routing problem is intro-
Simona Cohen Kadosh, Zilla Sinuany-Stern, Yuval Bitan duced for the first time. We refer to this problem as the r-interdiction
multi-depot vehicle routing problem (RI-MDVRP) with customer se-
The official framework of the earthquake preparation policy in Israel lection. This problem is modelled as attacker-defender game (Stack-
presumes that care for all casualties is of main interest and as so de- elberg game) where the attacker is decision maker for the upper level
fines the necessity of deploying Emergency Treatment Site (ETS) as problem (ULP) and the defender is decision maker for the lower level
part of disaster logistics preparedness. These ETS’s will provide med- problem (LLP). In ULP, attacker decides to interdict r-depots with cer-
ical first aid during the first 72 hours to moderate and light condition tainty to cause maximize disruption in the network and in the LLP,
casualties. Modeling the ETS’s deployment and finding their optimal the defender has to re-optimize the vehicle routes and satisfy all cus-
locations and quantities by minimizing distance, is our main interest. tomers’ demand after the attack either using the operational depots
While authorities define only one kind of ETS, equipped and located or through outsourcing to a third party service provider. The ULP is
in advance, defined here as static ETS, our optimization model sug- solved through exhaustive enumeration, which is viable when the car-
gests adding new mobile ETS that operates under command of static dinality of interdictions does not exceed five among nine depots. For
ETS. These mobile ETS’s will be equipped only after an event oc- the LLP we implement a Tabu Search heuristic adapted to the selec-
curs. The model is based on network hierarchical location problem tive multi-depot VRP. Finally, computational results on RI-MDVRP
with "soft" constraints, where a set of destruction points and sets of instances are obtained by constructing the instances from standard 33
candidate static and mobile points are given. The destruction sites are MDVRP test ins
based on prediction at specific area, while the candidate points are ac-
cording to the relevant authorities’ instructions. The research scenario 4 - A mathematical model for time-dependent hierarchical
assumes that a mobile ETS will be connected only to one destruction Chinese postman problem
site and one static ETS within defined maximal distance and capac- Mustafa Yilmaz, Merve Kayacı Çodur
ity constraints while static ETS can serve several sites. The planned The Hierarchical Chinese Postman Problem (HCPP), a variant of the
facilities can help minimize uncertainty of policy makers at disaster Chinese Postman Problem (CPP), is an arc routing problem. HCPP is
logistics during the first hours, saving more lives. A small numerical NP-hard problem and several methods have been developed to solve
example is presented. this problem. Many studies in literature have taken the minimum
distance covered between nodes into consideration. Clearly, all of
these studies ignore time-dependent travel speeds between two loca-
tions. Travel speeds (and time) in almost all metropolitan areas change
drastically during the day due to a variety of different factors, such
WA-15 as weather condition, peak traffic hours and accidents, along with the
Wednesday, 8:30-10:00 - SOUTH BUILDING UV S203 distance. Spending minimum time to travel streets is of great impor-
tance to ensure traffic flow and road safety, particularly in many practi-
cal implementation areas of HCPP, such as snow ploughing in winter,
New Applications in Vehicle Routing II garbage collection and routing security patrol vehicles. This study in-
troduces a new problem called the Time-Dependent Hierarchical Chi-
Stream: Vehicle Routing and Logistics Optimization II nese Postman Problem (TD-HCPP) that aims to minimize the total
Chair: Mustafa Yilmaz traveled time, while obeying precedence relationships between edges.
This problem differs from most arc routing problems because the du-
ration of traversing a street changes depending on the time of day. The
1 - A vehicle routing problem with periodic replanning
problem is formulated as a mixed integer linear programming. The
M’ Luisa Carpente, Julian Costa, Manuel Fontenla, Ignacio proposed model was tested on modified benchmark instances and ran-
García-Jurado, Silvia Lorenzo-Freire, Guido Novoa-Flores domly generated problem instances.
In this work we focus on the problem of managing the fleet of trucks
of the company GESUGA (located in Galicia, Spain). One of the daily
problems encountered by this company is that of effectively design-
ing the next day’s collection routes, taking into account the requests WA-16
that have remained unmet during this day. The other problem is that
these routes are replanted properly during the next day, trying to incor- Wednesday, 8:30-10:00 - SOUTH BUILDING UV S115
porate some of the new demands into the previously designed routes.
Linear programming models, simulation techniques, and metaheuris- Discrete and Global Optimization II
tics associated with the VRPTW (Vehicle Routing Problem with Time
Windows) have been combined to solve this problem. Stream: Discrete and Global Optimization
Chair: Jan van Vuuren
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We consider the single source capacitated facility location problem, we develop a greedy heuristic and an algorithm based on decomposi-
where there exists uncertainty in customer demands. We propose a tion and column generation. Both solution approaches perform very
Dantzig-Wolfe decomposition of the problem in which demand uncer- well with average optimality gaps of 1.56 and 0.23 percent, respec-
tainty is isolated from the master problem, and treated separately in the tively, across a large test bed of industrial size.
subproblem. The problem is solved by a branch-and-price algorithm.
The computational experiments show that our approach outperforms 2 - Operational level planning of a multi-item two-echelon
the branch-and-cut algorithm applied to the ordinary robust formula- spare parts inventory system
tion of the problem. We also present the results of simulation studies Engin Topan, Matthieu van der Heijden
which show the trade-off between the robustness of the solutions and In this paper, we study operational planning of spare parts supply in
additional costs incurred. a multi-item two-echelon distribution network. We consider decision
problems concerning a broad range of reactive and proactive opera-
tional interventions commonly observed in practice. These particu-
larly include demand fulfillment, emergency supply, stock allocation
and rebalancing in the supply network. Our objective is to integrate
WA-18 these decisions and to determine the optimal interventions to minimize
Wednesday, 8:30-10:00 - SOUTH BUILDING UV S206 the total downtime and ordering costs. A case data of a leading manu-
facturer of photolithography systems is used to test the performance of
our integrated approach. We demonstrate that by using our integrated
The Founders of OR and the Development approach, the manufacturer can reduce total downtime considerably.
of Soft OR & Problem Structuring Methods - We also show that our approach is efficient enough to solve practical
size problems.
Special Discussion Session
3 - Practical repair shop priorities
Stream: Soft OR, Problem Structuring Methods Ece Zeliha Demirci, Joachim Arts, Geert-Jan van Houtum
Chair: Robert Dyson We consider a single location with one repair shop and one warehouse,
where several repairable spare parts are kept to maintain service of
1 - The founders of OR and the development of Soft OR & an installed base of machines. We investigate the dynamic scheduling
problem of a repair shop that needs to choose which type of component
PSMs to repair next in order to minimize the sum of backorders over all com-
Frances O’Brien, Robert Dyson ponent types. We derive a closed-form formulation for Whittle’s index
as a function of steady state probabilities. We test the performance
Soft OR and PSMs (SORPS) have, particularly in recent years, been of Whittle’s index policy and heuristic developed based on fluid opti-
associated mainly with OR in the UK and Europe. There have been mization formulation of the problem through numerical simulations.
attempts to break into the US market and in particular into the presti-
gious US OR-related journals, with little success. This paper identifies 4 - Spare parts provisioning for manufacturing systems
six characteristics of SORPS and explores the extent to which the work Gudrun Kiesmuller, Florian Sachs
of the Founders of OR relates to the characteristics. It also explores the Manufacturing systems consist of several machines often connected
influences of the Founders on some of the classic SORPS methods and with material flow systems. If machines are subject to failures and
suggests lessons for the OR community. breakdowns, then often buffers are installed to decouple the machines
and to avoid a production stop of the whole system. In this paper, we
additionally allow stock keeping of spare parts in order to enable fast
repairs. As a consequence machine availability as well as the isolated
production rate is increased, which results in a larger throughput. We
WA-19 model the system as a Markov Chain to enable the computation of the
Wednesday, 8:30-10:00 - SOUTH BUILDING UV S207 steady state probabilities and all relevant performance measures. Fur-
ther, we investigate the interrelation between spare parts provisioning
and buffer size and we show how the optimal system design can be
Spare Parts and Maintenance Management determined. The optimal system design depends on the cost for spare
parts and the cost for buffer places, which requires the joint optimiza-
Stream: Supply Chain Management I tion of buffer places and spare parts stock. If the same parts are re-
Chair: Joachim Arts sponsible for the failures in all machines, then spare part provisioning
is getting more attractive due to the pooling effect.
1 - Stocking and expediting in two-echelon spare parts in-
ventory systems under system availability constraints
Melvin Drent, Joachim Arts
WA-20
We consider a two-echelon spare parts inventory system consisting of Wednesday, 8:30-10:00 - SOUTH BUILDING UV S301
one central warehouse and multiple local warehouses. Each warehouse
keeps multiple types of repairable parts to maintain several types of Decision Support Systems: AI Techniques
capital goods. The local warehouses face Poisson demand and are re-
plenished by the central warehouse. We assume that unsatisfied de-
mand is backordered at all warehouses. Furthermore, we assume de- Stream: Decision Analysis and Decision Support Systems
terministic lead times for the replenishments of the local warehouses. Chair: Pascale Zaraté
The repair shop at the central warehouse has two repair options for
each repairable part: a regular and an expedited repair option. Both 1 - Sketching for near-real time process mining
repair options have stochastic lead times. Irrespective of the repair op- Vasco Santos, Bruno Oliveira, Orlando Belo
tion, each repairable part uses a certain resource for its repair. Assum- Process Mining is an active field of research that has developed im-
ing a dual-index policy at the central warehouse and base stock control mensely in the last years. The primary focus is the correct analysis of
at the local warehouses, an exact evaluation procedure for a given con- transaction or processing logs to better represent or understand an or-
trol policy is formulated. To find an optimal control policy, we look ganizations’ process flows. Most process mining techniques have been
at the minimization of total investment costs under constraints on both developed for well-defined workflows thus making the results easier
the aggregate mean number of backorders per capital good type and to analyze. Adding to this complexity the necessity for near real time
the aggregate mean fraction of repairs that are expedited per repair re- analysis and process mining becomes an questionable approach. Ana-
source. For this non-linear non-convex integer programming problem, lyzing huge data logs for real time decisions is impractical with current
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methodologies and techniques. Whenever a result is attained it is prob- students and decision support tool that includes multicriteria decision-
ably outdated or no longer valid, specially taking into consideration making methods integrated with empirical data and it can be used as
that during the process mining analysis, many other events were al- an alternative decision support tool in the decision-making process.
ready registered and not taken into consideration. This challenge is the
basis for this work. Several approaches can be tested, like distributed
process mining, obtained through partitioning logs and merging the
process mining results, or differential and incremental process min-
ing, taking advantage of previous process mining results, or sketching,
searching and analyzing the most relevant log patterns since there is
WA-21
no real time computational power to analyze the entire log. In this Wednesday, 8:30-10:00 - SOUTH BUILDING UV S303
work we will focus primarily in the last approach, sketching, without
disregarding the other alternatives. (Semi-)Infinite Programming
2 - OLAP signatures elicitation Stream: Nonlinear Programming: Theory
Orlando Belo, Ricardo Silva Chair: Maria Dolores Fajardo
Discovering usage patterns in analytical processing systems (OLAP) is Chair: Margarita Rodríguez Álvarez
something we must take into account every time we are involved with
the optimization of an OLAP system, in particular with regard to the 1 - Stability of the duality gap in linear semi-infinite pro-
computational resource involved - time and memory. In most of these
systems, querying actions are recorded in event files, which hold per- gramming
tinent information about what users are exploring. This information Miguel Goberna
is quite valuable for optimizing OLAP system services, since it allows
for establishing usage patterns and knowing users’ behavior and the re- We present recent stability results on the duality gap function g that
sources they use in OLAP sessions. Obtaining these patterns allows for measures the difference between the optimal values of the dual prob-
a very effective characterization of OLAP users, which can be materi- lem and of the primal problem in linear semi-infinite programming. In
alized using OLAP signatures - a mechanism capable of characterizing [1] we analyze the behavior of g when the data defining these problems
OLAP users based on their past behavior. The knowledge of an OLAP may be perturbed, considering seven different scenarios. In particular
signature is quite sufficient to recognize automatically an OLAP user, we show that, under mild conditions, the duality gap of the perturbed
as well as the type of queries and features that he can use. In this paper, problems is zero around the given data. We also give conditions guar-
we present an innovative method for defining OLAP signatures and anteeing that those data providing a finite duality gap are limits of se-
making a priori the selection and materialization of multidimensional quences of data providing zero duality gap for sufficiently small per-
data views for supporting future OLAP sessions. The application of turbations, which is a generic result. [1] Goberna, M.A., Ridolfi. A.,
the method allows for reducing the computational resources involved Vera de Serio, V.N., Stability of the duality gap in linear optimization,
with, maximizing system performance and reducing storage of multi- Set-Valued and Variational Analysis 25, 617-636, 2017.
dimensional data structures.
2 - A new data qualification in convex multiobjective semi-
3 - Service-oriented approach for ETL development using infinite programming
patterns Margarita Rodríguez Álvarez
Bruno Oliveira, Vasco Santos, Orlando Belo
Given a semi-infinite multiobjective convex problem, we introduce a
The ETL workflows are currently developed using frameworks that data qualification that enables to characterize optimality in terms of La-
provides a set of useful tools and orientations to develop complete ETL grange multipliers. We show that this condition characterizes the weak
packages based on a monolithic approach. In the last few years, we efficient solutions through the weak Karush-Kuhn-Tucker (KKT) con-
have been working with the pattern concept for ETL development: a dition, and identifies the proper efficient solutions through the strong
set of reusable composite tasks that can be configured for the gener- KKT condition. We also address the question in relation to a gap func-
ation of specific instances that can be executed in existing ETL com- tion.
mercial tools. These components are described as independent tasks
that can be changed without affecting the ETL structure, enhancing 3 - Exact stable relaxations in robust SOS-convex polyno-
ETL reusability and simplicity. We are basically designing a single mial optimization
application with a set of individual components. The microservices ar-
chitectural style is based on the development of applications as a suite José Vicente-Pérez, Vaithilingam Jeyakumar
of small independent services that can be replaced, upgraded and de-
In this talk we examine necessary and sufficient conditions for exact
veloped to enhance reusability and improve systems implementation
stable relaxations of a class of convex polynomial optimization prob-
and maintenance. Considering these principles fit well the purpose of
lems in the face of data uncertainty in the constraints. We consider a
the approach we are developing, we aim to study the use of microser-
robust SOS-convex polynomial optimization problem where the con-
vices architectural style for ETL development using the ETL patterns
straint data is affinely parameterized and the uncertainty sets are as-
we developed so far.
sumed to be bounded spectrahedra. The class of SOS-convex polyno-
mials is a numerically tractable subclass of convex polynomials and,
4 - A proposed multicriteria analysis decision support tool
in particular, contains convex quadratic functions and convex separa-
for university students healthy life index: a pilot appli- ble polynomials. We also show that the relaxation problem can equiv-
cation for a faculty performance comparison alently be reformulated as a semidefinite linear program.
Aslı Özmen
4 - Converse and total duality for evenly convex optimiza-
Sustaining a healthy life, eating habits and regular physical activity tion problems
plays an important role. However nowadays, unbalanced diet and still
adopt a lifestyle has prepared ground many important diseases includ- Maria Dolores Fajardo
ing obesity. In this concept it is important prevent young people in their
By means of a conjugation scheme based on generalized convex conju-
early time. The aim of the study is to developed a decision support tool
gation theory, instead of Fenchel conjugation, we build an alternative
to figure out the healthy living conditions of the students who study at
dual problem for a general optimization one defined on a separated
AIBU (Abant Izzet Baysal University). Tool includes four main cri-
locally convex topological space, using the perturbational approach.
teria set; education life, physical activity levels, nutritional habits and
Sufficient conditions for converse and total duality involving the evenly
social life opportunities also the sub-criteria. Criteria set developed
convexity of the perturbation function are stablished.
using literature and expert opinions. The contribution of the study is
to show the findings on the physical activity and nutrition habits of
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that addresses one of the shortcomings of the base model is also pro- 1 - Dynamic modeling of the impact of energy transition on
posed. Additionally, we develop a procedure to determine safety stock economy and environment
levels and use Monte Carlo simulation to assess the risk associated Chun-Cheng Chen, Chung-Shu Liu, Chih-Tung Hsiao, Chang
with inventory shortages due to the uncertainty in the production rates.
Dong-Shang
2 - Sandwich approximation algorithms for lot-sizing prob- Kyoto Protocol and Paris Climate Agreement illustrate that many
lems countries in the world have reached a consensus to curb greenhouse
Wilco van den Heuvel, Guillaume Goisque, Christophe gas emissions in order to reduce the impact of economic activity on
Rapine, Albert Wagelmans the environment and natural resources. Although Taiwan is not a par-
ticipant in the Kyoto Protocol and Paris Climate Agreement, it still ac-
We consider single-item lot-sizing problems which are (NP-)hard be- tively promotes various greenhouse gas reduction measures. Taiwan’s
cause of the shape of the objective function, typically non-concave. thermal power accounted for about seventy percent of total electricity.
Examples are lot-sizing problems with (i) batch procurement, (ii) cer- Most of it is generated from fossil fuels, which are imported from for-
tain types of quantity discounts, and (iii) transportation by multiple eign countries. As a result, the power generation sector is one of the
vehicle types. We propose polynomial-time approximation algorithms major sources of greenhouse gases. Presently on the electricity supply,
based on a ‘sandwich’ technique, in which the objective function of the a revision of power generation portfolio is taking place across Taiwan,
original problem is bounded from below by an easier objective func- underscored by the long-term power source development schemes of
tion and from above by the same easier function but multiplied with a Taiwan Power Company which was released in June 2017. However,
constant. In fact, finding the tightest sandwich function is an optimiza- electricity is the basis for industrial development and one of the major
tion problem on its own, of which the result determines the obtained energy sources to contribute to the economic growth. The soaring price
approximation ratio, typically depending on the problem parameters. of energy and price volatility would hurt the development of industry
One of the strengths of the approach is that we can obtain multiple so- and economic growth in Taiwan. This study uses the system dynamics
lutions within the performance bound by an approach based on para- methodology to explore the process of construction and renovation of
metric analysis. Finally, we have implemented such a sandwich ap- electric power sources, analyze its structure, and simulate the impact of
proximation algorithm for a multi-level lot-sizing problem with batch energy policy on the economy and environment under different power
procurement. We are able to find solutions within a few percent from generation portfolio scenarios for Taiwan’s power supply.
optimality in a fraction of a second for reasonably sized instances.
2 - Evaluation and optimization of photovoltaic panel re-
3 - Fast heuristic for creating (online) production plans for sources via a novel radiation - to - electrical power
the capacitated lot-sizing problem model
Christian Almeder Omer Nezih Gerek, Ümmühan Başaran Filik, Tansu Filik
Fast construction heuristics for the capacitated lot-sizing problem, like Solar power remains to be a major input for renewable energy sys-
the Dixon-Silver heuristic or the ABC-heuristic, creating production tems. In a typical energy plant, electricity is generated by installing
plans stepwise period by period. This is not suitable in a dynamic certain amount of photovoltaic (PV) panels with interconnections, in-
environment where customer orders arrive not necessarily in a chrono- verters and battery units. The classical way of determining the amount
logical order. To respond fast to customer requests according demands of PV panels is through solar potential analysis of the region, analysis
have to be included in the plan immediately. We propose a rule-based of the panel conversion factor, and the energy demand profile. Nor-
construction heuristic for adding new demands to an existing plan. The mally, the solar potential is evaluated and the radiation-to-electricity
rules are designed to obtain cost-minimal plans while minimized the conversion factor is applied for determining the necessary number of
necessary changes to the existing plan. This heuristic can be used as PV panels for a given demand profile. In modern approaches, the am-
an online planning tool as well as to generate high quality production bient temperature is also considered to better model the conversion. In
plans by applying a suitable ordering of the customer demand requests. this study, it was observed that PV panels show an I/O lag with an in-
Although its flexibility the heuristic generates plans with same or better put of solar radiation and an output of electricity. Typically, morning
quality than the above mentioned well-known heuristics. hours have lower energy yield than afternoon hours at the same so-
lar radiation intensity, implying an overall hysteresis behavior. This is
4 - Matheuristcs for capacity planning at the glass con- attributed to the temperature dependency of solar cells. Using actual
tainer industry solar radiation readings and real electricity conversion values from our
Bernardo Almada-Lobo, Flaviana Moreira de Souza, Márcio experimental renewable energy plant in Anadolu University, the above
Silva Arantes, Cláudio Fabiano Motta Toledo effects are observed and mathematically modelled. By instantaneous
matching of energy demand to our new model output, optimal number
A mathematical model and two mathematical programming-based ge- of PV panels are determined for fixed and sun-tracking systems. It was
netic algorithms are developed for a capacity planning problem appear- observed that the above optimization is necessary for minimal loss of
ing at the two-stage glass container industry. The first continuous stage energy load at lowest installation cost.
melts down different raw materials to produce the molten glass, which
is then molded into final products in the second discrete stage. The 3 - Evaluation of photovoltaic storage systems under un-
solution approaches determine the best configuration of the molding certainty applying stochastic dynamic programming
machines when a new furnace must be installed, while dealing with a Dogan Keles, Joris Dehler
lotsizing and scheduling problem that appears at the first stage.
The rising share of intermittent renewable energy production in Eu-
ropean and international energy systems increasingly pose a threat to
system stability and the price level in energy markets. However, the
effects of renewable energy production onto electricity markets also
WA-24 give rise to new business opportunities. The expected increase in price
difference over the course of a day increases the market potential for
Wednesday, 8:30-10:00 - SOUTH BUILDING UV S306 storage applications and combinations with renewable energy produc-
tion. The value of storage depends critically on the operation of the
Dynamical Models in Sustainable storage system. We evaluate photovoltaic (PV) storage systems under
Development III uncertainty, as renewable production and electricity prices are funda-
mentally uncertain. The operation problem is formulated as a Markov
decision process (MDP). Uncertainties of renewable energy production
Stream: Dynamical Models in Sustainable Development are integrated into an electricity price model using ARIMA-type ap-
Chair: Ingunn Gunnarsdottir proaches and regime switching. Due to stationarity and heteroskedas-
Chair: Pierre Kunsch ticity of the underlying processes, an appropriate stochastic modeling
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procedure is developed. The MDP is solved using stochastic dynamic points to the main hospital in Bologna, Italy. During morning hours,
programming (SDP) and recombining trees (RT) to reduce complex- blood and other biological samples are collected in different centers
ity. We evaluate the sensitivity of the SDP towards price cluster choice and have to be transported to the main hospital, within a certain amount
in the RT. The program is applied in the German electricity and bal- of time, for their analysis. Samples are transported by a fleet of vehi-
ancing energy market to show the potential increase in storage value cles, located in geographically distributed depots. Each sample has
with higher price differences and evaluate a possible imposition of the a limited lifetime (i.e., a deadline). If a sample cannot arrive to the
feed-in levy onto energy directly stored from the grid. hospital before the deadline either is discarded or can be stabilized to
get some extra lifetime in geographically distributed dedicated centers
4 - Sustainable energy future in Iceland called Spoke Centers. From a modeling point of view, the Spoke Cen-
Ingunn Gunnarsdottir, Brynhildur Davidsdottir ters can be considered as transfer points, where the sample may be
"transferred" from one vehicle to another, after the stabilization pro-
In an increasingly energy intensive world with depleting fossil fuels cess is finished. The objective is of minimizing the total traveled dis-
and raised environmental awareness, it is important to strive towards tance while fulfilling the ride time requirements. An Adaptive Large
sustainable energy development. Nonetheless, there is no universally Neighborhood Search Algorithm is proposed for the problem. Compu-
accepted definition of what a sustainable energy future is. Without a tational experiments on different set of instances lead to improvements
clear idea of what a sustainable energy future should entail, it is diffi- on the current practice and improve the vehicle distribution arrival to
cult to determine how it can be reached. Through stakeholder engage- the hospital.
ment, the elements of and actions towards a sustainable energy future
in Iceland are identified and the decision-making structure is analyzed. 3 - Synchronization of unmanned vehicles and vans for
Iceland is presented as a case study and its energy system is analyzed. parcel delivery
Informed stakeholders of the system were engaged through individual Olivier Gallay, Marc-Antoine Coindreau, Nicolas Zufferey
semi-structured interviews, the public’s voice was captured through
focus groups, and results were verified through a Delphi survey. The The potential use of light unmanned vehicles (typically drones or
common thread from all stakeholders was a lack of a comprehensive robots) to transport goods is currently gaining larger interest in both
long-term energy policy. This even further adds value and immedi- the industrial and academic communities. Directly inspired by an in-
acy to this research. The creation of such an energy policy can be a dustrial application currently under development at a large European
complex decision-making problem that requires the consideration of mobility provider, we evaluate in this contribution how vans and un-
different objectives. With a comprehensive strategy, it is possible to manned vehicles can be combined in the context of parcel delivery. In
optimize actions such as electrifying transportation and increasing en- particular, we consider the situation where drones or robots are em-
ergy security. The importance of stakeholder engagement has become bedded into the delivery vans themselves. When it is efficient to do so,
increasingly apparent. An emphasis was placed on developing a robust these light unmanned ressources can leave the vehicle with parcels to
way of involving stakeholders and analyzing their input to ensure the be delivered at customer locations, and thereafter come back to the van
re-applicability of methods being developed. to be refilled and recharged. While drones and robots are cost efficient
and more agile but suffer from low range as well as room space for
parcel storage, vans are relatively more expensive and induce a larger
ecological footprint but offer on the other hand larger autonomy and
capacity. In a static day-ahead context, our dedicated metaheuristic
WA-25 generates solutions that allow to take advantage of the specific char-
acterisitics of each of these transport modes. As a result, we show
Wednesday, 8:30-10:00 - SOUTH BUILDING UV S307 that, while autonomy and capacity issues prevent from implementing
a delivery fleet consisting only of unmanned vehicles, synchronizing
Vehicle Routing Problems them efficiently with vans offers room for substantial cost savings in
comparison to a classical fleet including vans only.
Stream: Combinatorial Optimization II
Chair: Luciana Buriol 4 - Using relax-and-fix algorithm for solving an improved
formulation of a maritime inventory routing problem
1 - Spontaneous postman problems Luciana Buriol, Marcelo Friske
Peter Recht
In this work, we propose a Relax-and-Fix algorithm for solving a class
In this lecture we address "’Spontaneous Postman Problems"’. In this of Maritime Inventory Routing Problem. The problem consists of rout-
type of routing problems the postman selects subsequent streets of his ing and scheduling a heterogeneous fleet of vessels to supply a set of
tour by a willy-nilly strategy. In such a way it differs from well known ports, keeping inventory at production and consumption ports between
"’classical"’ postman-problems, where the postman’s transversal of lower and upper limits. Instead of using a conventional time-space
streets is performed according to some routing plan. This problem ap- network formulation that can be very weak, a fixed-charge network
pears in real world tour planning, if the selection of subsequent traver- flow is used for modeling the problem to provide better bounds. Also,
sals is done careless. Such a choice can be observed in the display of valid inequalities are incorporated into the model in order to enable the
tours in a museum or tours in trade fair. The spontaneous character of Relax-and-Fix algorithm to obtain solutions in short processing times.
such a choice leads to the basic question how to partition a street net- Three MIP-based local search procedures were developed for improv-
work into different districts in such a way, that one can guarantee, that ing the solutions obtained by the Relax-and-Fix. Tests were performed
each district is served if the postman is "’spontaneous"’. The structural on instances of the literature, showing that the solution approach, al-
problems of the network that arise within this framework are closely though simple, can be useful for solving the problem.
related to the investigation of local traces and maximum edge-disjoint
cycle packings in graphs.
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1 - Railway delay management with passenger rerouting in achieve a given level of punctuality. The ideas are explored in different
face of train capacity constraints environments in Indian Railways, including commuter services.
Eva König, Cornelia Schoen 4 - Integrated timetable rescheduling and passenger rout-
Delay management for railways is concerned with the question if a ing by dynamic event-activity networks
train should wait for a delayed feeder train or depart on time. The an- Yongqiu Zhu, Rob Goverde
swer should not only depend of the delay, but there are other factors
to consider, for example capacity restrictions. We present an optimiza- Railway disruptions occur on a daily basis and usually last for hours.
tion model for delay management in railway networks that accounts To mitigate the resulting passenger inconvenience, we propose a
for capacity constraints on the number of passengers that a train can Mixed Integer Linear Programming model to generate the rescheduling
effectively carry. While limited capacities of tracks and stations have timetable during railway disruptions, with the objective of minimizing
been considered in delay management models, passenger train capac- the travel times perceived by passengers. The model consists of three
ity has been neglected in the literature so far, implicitly assuming an modules: 1) the timetable rescheduling that adjusts the time-distance
infinite train capacity. However, even in open systems where no seat train paths by delaying, re-ordering, cancelling, flexible stopping and
reservation is required and passengers may stand during the journey if flexible short-turning trains; 2) the passenger assignment that is for-
all seats are occupied, physical space is naturally limited and the num- mulated as a multi-commodity problem to assign passengers to the ap-
ber of standing seats constrained for passenger safety reasons. Our propriate trains; 3) the dynamic event-activity network to handle the in-
model allows the rerouting of passengers missing their connection due teractions between the rescheduled timetable and passengers. This net-
to delays or capacity constraints which means instead of waiting one work is dynamically constructed from the rescheduled timetable, based
cycle time passengers may reach their destination on alternative trains on which passengers make their route choices. The basic idea of the
and routes. In this talk, we present the model formulation, solution model is dynamically building an event-activity network by reschedul-
procedures for MINLPs and results from a numerical experiment an- ing the timetable until all passengers are assigned to trains and the
alyzing the impact of train capacity restrictions on delay management minimal passenger perceived travel times are achieved. The model has
decisions. been implemented and tested in part of the Dutch railway network.
An optimal passenger-oriented disruption timetable can be generated
2 - Train delay prediction and its perspective for railway op- within 10 minutes, considering a one-hour open track blockage and
erations thousands of passengers. In the future, a heuristic algorithm can be
adopted for the problem to speed up the computation.
Marie Milliet de Faverges
We present in this study a methodology to improve robustness of rail-
way operations with long-term delay prediction. Delay risks are es-
timated a few days before operations and these predictions could be
used to make tactical decision. In this case, predictions will be used to WA-27
reduce delay propagation and online rescheduling in main train station. Wednesday, 8:30-10:00 - SOUTH BUILDING UV S309
Many studies have shown that arrival delays follow an exponential law,
in particular the Weibull distribution. We have verified the hypothesis Extensions of the Newsvendor Problem
on our data and we choose to model them with the Weibull distribution
and to estimate the punctuality risk with generalized linear models. Stream: Production, Service and Supply Chain Manage-
They model data with any exponential distribution, and an individual ment
delay probability distribution is obtained for each train as outcome. Chair: Yasemin Merzifonluoglu
The platforming problem consists in affecting platform to arriving
trains and routing these trains through station with arrival and depar- 1 - Robust multi-market newsvendor problem with market
ture paths. It can be implemented with mixed integer programs. Since selection and uncertain demand data
most of secondary delays are accumulated at station due to shared in-
frastructure or bad synchronization, it is of an utmost importance to Mohammad Abdel-Aal, Shokri Selim
find an efficient and robust solution to this routing issue. Knowing the Traditional approaches to supply chain planning consider planning
actual delay probability of each train enable to identify potential con- problems under the assumption that all demand sources should be sat-
flicts in paths or tracks allocations. From an Operations research per- isfied. However, in the real world, firms have limited resources, there-
spective, it is possible to adjust penalty corresponding to these risky fore, planning approaches must take the capacity of these resources
allocations or change constraints. into consideration and select the optimal set of demands to satisfy.
This study investigates the impact of the lack of demand information
3 - Multi-objective timetable design for rail transport ser- on the performance of inventory and demand selection problems. We
vices study the Selective Newsvendor Problem (SNVP) where the decision
Narayan Rangaraj, Aayush Aggarwal maker selects the optimal set of markets to serve and decides on the
optimal order quantity to procure. We focus on the case when the
While constructing a rail timetable, slack and buffer headway are two demand distribution at some markets is only partially specified. The
major decision parameters which affect the robustness of the timetable. demand uncertainty is characterized by an uncertainty set. We study
Slack increases the planned traversal time of the trains which degrades robust SNVP under box uncertainty set. The robust counterpart model
the quality of service. Large headway reduces the capacity utiliza- under this uncertainty set is obtained and efficient solution algorithm
tion of the system, which hurts the demand carrying capacity of the is proposed. The computational results and discussion are provided
system. To construct a robust timetable that can absorb stochastic dis- and useful insights for the SNVP robust counterpart reformulation are
turbances, one needs to give either slack or buffer headway or both in extracted.
the timetable. We have analyzed the effect of adding slack and buffer
headway on other parameters like throughput, capacity and punctual- 2 - Newsvendor models with supply uncertainty and a
ity in a homogeneous railway system. We have proposed a relation- backup supplier
ship between slack, buffer headway and punctuality. It is seen that a Dimitrios Pandelis, Ioannis Papachristos
given level of punctuality can be achieved by different combinations
of slack and buffer and hence, we have introduced a new term called We analyze newsvendor models with a primary unreliable supplier and
Equi-punctuality curves. These curves establish the trade-off between a backup reliable and more expensive supplier. At first the retailer
slack and buffer headway to achieve a given level of punctuality against places an order to the primary supplier and reserves capacity from the
stochastic delays. These Equi-punctuality curves may be used to find backup supplier. After the delivered quantity from the primary sup-
the optimum value of buffer headway and slack, for example, if there is plier becomes known, the retailer may exercise the option to buy any
a limit on minimum timetabled speed, then the required headway and amount up to the reserved capacity. We assume that the primary sup-
corresponding capacity of the railway network can be determined to plier is subject to random capacity and we consider the cases when the
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EURO 2018 - Valencia WA-28
option to buy from the backup supplier is exercised before or after the 2 - Heuristic approaches to makespan and flowtime min-
demand becomes known. For both cases we obtain the optimal order imization in a two-level hybrid flow shop with no-wait
and reservation quantities.
constraint
3 - Analyzing supply chain contracts for behavioral Andreas Hipp, Caroline Raue, Rainer Leisten
newsvendor under information asymmetry Hybrid flow shop (HFS) problems have become popular to represent
Abhishek Chakraborty, Sumit Sarkar real world applications. A lot of different types of HFS with several
constraints have been examined, but the ways of solving these models
In the past decade there is growing body of literature in the domain of are often very complicated and cannot be used in real cases. For this
newsvendor problems analyzed through Prospect Theory. A newsven- reason, we deal with a two-level permutation HFS which is known to
dor who is behavioral tends to deviate in terms of placing an order with be np-hard. We include no-wait constraint which is common for sev-
respect to the optimal order being placed by an expected profit maxi- eral production systems e.g. in steel industry. Finally, according to the
mizer newsvendor. If the supplier is aware about the behavioral nature classification of Graham et al. (1979) we apply HF2((P2(1))1(2))|no-
of the newsvendor, she can choose an appropriate contract. However, wait, prmu| with makespan and flowtime objectives. Due to the impor-
if there is information asymmetry on the part of assessing the type of tance of efficient solutions in practical production applications, we pro-
newsvendor (profit maximizer, loss averse etc.), then contracting gets pose a computational study including several heuristic approaches for
affected. In our work we would like to capture the contract design issue problem sizes up to 200 jobs. Suitable dispatching rules (e.g. Shortest
from the supplier’s perspective when there is information asymmetry Processing Time) are compared with constructive heuristics. We di-
regarding the type of newsvendor. vide our procedure into two parts. First, we combine two sequencing
approaches with machine assignment strategies. In the second step, a
4 - Integrated demand and procurement portfolio manage- computational test using benchmarks provided by SOA research group
ment with spot market volatility and option contracts is conducted. All heuristics in use are ranked based on different per-
formance criteria followed by a one sided hypothesis test of paired
Yasemin Merzifonluoglu samples. We can show that dispatching rules can achieve equivalent or
The newsvendor problem aims to optimally choose a level of order even better results compared to constructive heuristics.
quantity to respond to a known demand distribution with the objective 3 - Iterated local search algorithm for the quadratic assign-
of maximizing expected return. In practice, the decision maker is often
challenged with more complex settings involving multiple decisions ment problem
and uncertainties. For instance, firms may benefit from choosing the İslam Altın, Aydin Sipahioglu
set of customer orders to satisfy. It may also be worthwhile for many Quadratic Assignment Problem (QAP) is one of the best known com-
firms to select a supply portfolio instead of relying on a single pro- binatorial optimization problem. The objective of QAP is assigning of
curement mode. This paper provides novel optimization models and each facility to a location so as to minimize total cost. Since QAP is an
solution techniques that can help businesses to achieve the maximum NP-Hard problem, it is hard to obtain optimal solution in a reasonable
performance from a given production system by optimally selecting computation time. Therefore, heuristic methods are used to solve QAP,
customer demands, procurement quantity, spot market purchase and generally. In this study, a solution approach combining Iterated Local
option contract usage. We specifically focus on the special case of Search (ILS) algorithm and simulated annealing is applied to solve
normally distributed random variables, and provide an exact solution QAP. In this approach, ILS algorithm prevents getting stuck into local
method. When the primary procurement quantity is not a decision vari- optimal solution by perturbing current solution as well as Simulated
able, the problem becomes a version of a Stochastic Knapsack Prob- Annealing algorithm is used as a local search method. Besides, it is
lem. For this case, we present an efficient heuristic solution algorithm offered different neighborhood search methods.In order to test perfor-
based on properties of an optimal solution and empirically show that mance of the proposed approach, test instances taken from QAPLIB
it provides high-quality solutions. We also provide a broad numerical are used. It is shown that the proposed algorithm can obtain really
study to examine the sensitivity of integrated procurement and demand good solutions which maximum deviation from the optimal solution
selection strategies to key problem parameters. is less than 1% for medium and large scale problems, in a reasonable
computation time.
4 - Keep it simple, stupid. Iterated greedy methods for
scheduling problems
WA-28 Ruben Ruiz
Wednesday, 8:30-10:00 - SOUTH BUILDING UV S310 There is a certainly worrying trend in the scheduling literature of
proposing complex bio-inspired metaheuristics to solve different ma-
Iterated Greedy chine scheduling problems. One can basically find from fireflies and
leaping frogs to harmonies, galaxies, soccer players, zombies and fly-
ing elephants (this is not an exaggeration). In this talk, we point out
Stream: Memory-based Heuristics at the many fallacies and biased experiments that are misleading au-
Chair: Ruben Ruiz thors and readers towards more and more complex methods. Basically,
"new" methods are tested in newer and faster computers, with faster
1 - Bicriteria M-machine no-wait flowshop scheduling compilers and in more efficient platforms. Obviously, the new results
problem are often better than the old results. This better performance is of-
ten wrongly attributed to the proposed wild operators and intricated
Harun Aydilek, Asiye Aydilek, Ali Allahverdi methods while in reality is just the effect of testing well-known ideas
We consider the m-machine no-wait flowshop scheduling problem to in newer hardware. We will show that simple destructive-constructive
minimize total tardiness with a constraint on makespan such that setup greedy methods and local search are all one needs to obtain state-of-
times are considered as separate. We establish dominance relations and the-art results in several flowshop scheduling problems.
propose an algorithm which is a hybrid of an insertion algorithm and
simulated annealing algorithm. We adapt several well performing ex-
isting algorithms in the literature. We compare the performance of the
proposed algorithm with those of the adapted algorithms. We conduct
extensive computational experiments to compare the performances of
WA-29
the algorithms. The computational experiments indicate that the error Wednesday, 8:30-10:00 - SOUTH BUILDING UV S311
of the best existing algorithm is at least twice of that of the proposed
algorithm. Therefore, the proposed algorithm is suggested for the con- Cutting and Packing I
sidered problem.
Stream: Cutting and Packing
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WA-29 EURO 2018 - Valencia
Chair: Julia Bennell Abstract. The paper explores the use of cutting and packing method-
ologies in a new and innovative way to support archaeological re-
search. Pre-hispanic cultures in Mexico used codices to register differ-
1 - Research gaps and future research directions in cutting ent aspects of their everyday life including their lands and crops. Each
and packing family register the number of pieces of land that they owned together
Julia Bennell, José Fernando Oliveira, Gerhard Wäscher with some measures of its dimension in a codex. These codices have
been deciphered and using the methodologies presented by Williams
Cutting and packing is an established research topic in OR and has et al (2008) we have accurate information about the length of each side
an active research community within EURO. The typology of cutting of the pieces of land and the area they covered. Using the given di-
and packing problems published in EJOR in 2007 has provided a clear mensions, each terrain can be reconstructed as polygons. In addition,
framework to describe and categorise problems. While some problem the dimensions and location of the settlements are known. This de-
types may be considered well solved, there are still many opportunities scription equates to a two dimensional pack-ing problem with an irreg-
for further research in cutting and packing. The paper will describe the ular bin and irregular pieces that can be rotated. While irregular shape
research opportunities in terms of gaps in the literature, new avenues to packing has been an active research area for many years, the work fo-
improve the research in active problem types and problem extensions cuses on pack-ing a single strip for cutting material for manufacturing.
that look at extending the scope of cutting and packing research into However, while the problem at hand is quite different, we draw on the
connecting domains. The authors will set out a research agenda that techniques arising from this research area in both geometry and algo-
includes challenges in developing theoretical models and application rithm design; see Bennell and Oliveira (2008, 2009) for reviews. In the
focused solutions. presentation we will present the problem and some specific complexi-
ties that lead to the so-lution methodology needing to generate a range
of different solutions. We present a formu-lation of the problem and
2 - Challenge ROADEF / EURO 2018 - cutting optimization use some simple heuristics to find a set of so
Quentin Viaud, Eric Bourreau
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and Braun (2007), we propose a convex reformulation of network con- 2 - Analysis of the hockey stick phenomenon using game
straints that take into account active and reactive power, voltage mag- theory and economical experiments
nitude and angles, and a model for the inverters connecting PV gen- Natalia Correa, Sergio Ramirez
erators to the grid. Furthermore, we consider the option of network
expansion. The resulting formulation is a mixed-integer linear prob- The rush of companies to achieve established goals entails the loss
lem. The convex problem structure ensures a unique market equilib- of regularization in deliveries during the sales cycle, which affects
rium and allows us to compare the impact of market designs on market the supply chain process synchronization, impacting service efficiency
outcomes. As an application, we study several policies for PV integra- and efficacy as reflected in the accumulation of orders at the end of
tion, i.e., from complete control over inverter investment and operation the month. This effect is known as The Hockey Stick Phenomenon
by the network operator to one based on incentives/penalties. In addi- (HSP). Two causes of this phenomenon are of particular interest to this
tion, we calculate the optimal system setup. Previous contributions al- study: information asymmetry and discounts at the end of the month
ready have analyzed incentives of market participants in the presence to achieve goals. Our study aims to understand the HSP in a theo-
of network constraints, however, based on more simplified network retical and practical way by using game theory and economic experi-
representations, mainly suited to proxy power flows in high-voltage ments. Based on Singer’s investigation (2008), we developed a model
networks. In this work, we explicitly analyze interaction of market to simulate the negotiation relationship between the supplier and the
participants in low-voltage networks, where voltage and current levels, retailer. Using he Z-Tree platform and undergraduate and postgradu-
reactive power flows and losses are of central importance. ate students, we carried out an experiment with three treatments twice.
Our findings indicated that increase discounts at the beginning of the
4 - Nash equilibrium uniqueness for two-player non- month and decrease discounts at the end of the month could be a strat-
cooperative continuous games egy to mitigate the HSP. A subsequent ongoing study has migrated to
Maria Carmela Ceparano, Francesco Caruso, Jacqueline an O-Tree platform, in which five different treatments will be applied
Morgan twice, in order to identify which factors produce a collaborative rela-
tionship between supplier and retailer.
We address the issue of uniqueness of Nash equilibrium of a two-player
non-cooperative game when the strategy spaces are (not necessarily fi- 3 - The curse of knowledge in decentralized supply chains
nite dimensional) Hilbert spaces. As well-known, a unique Nash equi- Daniel Sanchez-Loor, Wei-Shiun Chang
librium exists if the best replies correspondences are single-valued and
one of the two possible compositions of the best reply functions is a Companies in a supply chain face information asymmetries. Current
contraction. In this presentation sufficient conditions are given on the literature assumes that a leader with better information anticipates a
data of the game for the existence of one and only one Nash equilib- follower’s response only using the information available to the fol-
rium when no one of the two possible compositions of the best reply lower. However, the curse of knowledge suggests that the leader cannot
functions is a contraction. For weighted potential games these con- exclude her additional information and overestimates the follower’s in-
ditions do not necessarily require the strict concavity of the potential formation. We conduct a pilot experiment in which manufacturers have
function or the existence of a maximum point for such a function. precise information about demand and set a wholesale price, whereas
retailers observe an uncertain demand and order a quantity. Manu-
facturers show a tendency to move away from their optimal pricing
influenced by their additional information.
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Hence with probabilistic forecasts one only obtains the marginal pre- length. However, we should consider that an adding edge differ from
dictive density for each lead time but not the full joint multivariate those of complete K-ary tree in length. This study proposes a model
distribution for the whole period of interest. However, for any kind of adding an edge with short length between two nodes with different
multi-stage decision-making process it is precisely this latter informa- depths to a complete K-ary tree (K=2,3,...) of height H (H=2,3,...). The
tion which is of major importance (such as in optimal operation of con- length of an adding edge is L which is less than 1 while those of edges
ventional generation in the presence of wind power or optimal planning of complete K-ary tree are 1. When a new edge between a node with a
of distributed storage devices). depth M and its descendant with a depth N is added, an optimal pair of
Various methods were proposed allowing full scenario generation, depth (M,N)* is obtained by maximizing the total shortening distance
such as time series, copulas, or SDEs. In this talk we will investi- which is the sum of shortened lengths of shortest paths between every
gate Gaussian process state space models (GP-SSM) for the use case pair of all nodes by adding edges.
of a single wind farm where point forecast from an industry method
are used as the driving force (exogenous information). GP-SSM have 3 - Reinforcement learning in conjunction with au-
several features which make them particularly attractive for this kind of tonomous vehicles for the control of traffic flow on
task: (1) no prior constraints are put on the functional form of the tran- highways
sitions and complex nonlinear relationships are possible; (2) GP-SSM Thorsten Schmidt-Dumont, Jan van Vuuren
perform inference over both latent states and hyperparameters; (3) in-
ference in GP-SSM can be done efficiently by particle-based MCMC Ramp metering and variable speed limits are the best-known control
procedures. measures for effective traffic flow on highways. In most approaches to-
wards solving the control problems associated with these control mea-
4 - An AHP model for estimating student desertion in sures, optimal control methods or online feedback control theory have
higher education institutions been employed. Feedback control does not, however, guarantee opti-
Luis Quezada, Hernan Silva, Astrid Oddershede, Pedro mality with respect to the metering rate or the speed limit chosen, while
Palominos optimal control approaches are limited to small networks due to their
large computational burden. Reinforcement learning provides an al-
This paper presents a multi-criteria decision making method to predict ternative solution approach with a significantly reduced computational
students’ desertion in Educational Institutions. The Analytic Hierar- burden. Furthermore, the dawn of the autonomous vehicle promises
chy Process (AHP) is used to estimate the probability of desertion of further improvements in the traffic flow which may be achieved over
each individual. The probability is estimated by combining the prior- and above those of these established highway traffic control measures.
ities estimated for the factors affecting dropout with the actual values
for those factors for each individual. In order to evaluate the proposed In this presentation, a decentralised reinforcement learning approach
model, two methods were applied. First, the prediction of the model is adopted towards simultaneously solving both the ramp metering and
was compared with the actual desertion of the students in one academic variable speed limit control problems where these are enforced by giv-
year. Secondly, the results were compared with the dropout estimated ing direct instructions to varying percentages of autonomous vehicles
using a Logistic Regression (RL) method. It was concluded that the present in the traffic flow. A simple, microscopic traffic simulation
degree of predictability of the proposed method was high and similar model is employed as a test bed so as to be able to evaluate the effec-
to the degree of predictability obtained using RL. The advantage of us- tiveness of the control policies proposed by the reinforcement learning
ing AHP is that it is simple and that it only requires de judgment of agents.
experts from the main administration.
WA-48
WA-34 Wednesday, 8:30-10:00 - 4D UPV B.3
Wednesday, 8:30-10:00 - SOUTH BUILDING UV S113
Engineering Optimization
Networks and flows
Stream: Engineering Optimization
Stream: Discrete Optimization, MIP and MINLP Chair: Wolfgang Achtziger
Chair: Thorsten Schmidt-Dumont
1 - A contribution to general repair models and their appli-
1 - New partition inequalities for the unsplittable flow prob- cation
lem Frank Beichelt
Arnaud Knippel, Sonia Vanier
The majority of maintenance policies for technical systems considered
We study some polyhedral aspects of the polytope of the minimum so far are based on maintenance actions, called in what follows re-
cost unsplittable flow problem (MCUFP). We first extend the classi- pairs, which only comprise replacements (’good as new’-concept) and
cal cover and cut inequalities to introduce valid inequalities for the minimal repairs (’bad as old’-concept). By definition, a minimal re-
(MCUFP) polytope. Then we introduce new classes of valid inequali- pair enables the system to continue its work, but the system has after a
ties, and give separation algorithms for a branch-and-cut framework. minimal repair the same failure rate as immediately before the failure.
In many cases, this is a satisfactory approximation to real-life main-
2 - An optimal adding edge with short length between two tenance management. General repairs have an effect on the system to
levels of a complete k-ary tree be maintained, which is ’in between’ the effects of minimal repairs
Kiyoshi Sawada and replacements. This effect is measured by their respective degree
of repair. This talk gives the definition of a degree of repair suitable
This study considers addition of relation to a pyramid organization for application in maintenance engineering. Based on this concept, the
structure such that the communication of information between every talk analyzes a few new maintenance policies and compares them with
member in the organization becomes the most efficient. The pyramid regard to their cost efficiency.
organization structure can be expressed as a rooted tree, if we let nodes
and edges in the rooted tree correspond to members and relations be- 2 - A GRASP metaheuristic for generating optimal meshes
tween members in the organization respectively. We have proposed a
model of adding an edge between two nodes with different depths to a for fluid flow simulation
complete K-ary tree of height H for the purpose of revealing an optimal Víctor Hugo Martínez Reza, Mayra Elizondo, Rubén Ávila
additional relation. This model is expressed as all edges have the same Rodriguez
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WA-49 EURO 2018 - Valencia
In this paper, we address the problem of optimizing the network of 1 - Optimization models of floorboard toplayer assembly
nodes which defines a mesh inside the computational domain. Par- Matthias Kaltenbrunner, Maria Anna Huka, Manfred Gronalt
ticularly in the preprocessing stage, to simulate fluid flow, a network
of nodes is designed to form geometric configurations, these must be
coupled regular polygonal cells without overlap, however, optimizing a The goal of the study is to develop a production planning approach for
network with regular polygonal cells requires: to minimize the equian- assembling the top layer of floorboards in the parquet industry. The top
gular skewness of the cells and to avoid the overlaps. Given the nature layer of a floorboard, which has standardized dimensions, is built up
of problem of network generation, we treat it as a problem of packag- of lamellas with different lengths and grades that are aligned in three
ing articles inside a container for small instances, however, for large lanes. The used grades and the arrangement of the lamellas define the
instances we propose a metaheuristic to optimize the network. In this quality of the produced floorboard. This leads to a huge number of
article, we present the metaheuristic algorithm, GRASP, to optimize possible placement patterns that have to be considered in production
the network of nodes forming 161700 triangular cells without overlaps. planning. Hence, we define a MIP model to minimize the total produc-
We set the Lambda search parameter at 0.6, and the algorithm finds the tion costs, considering the available raw material, the needed amount
best coupled triangular cells and with the smallest average equiangular of different qualities of demanded top layers, and a minimal produc-
skewness. Thereby we achieve to optimize and to build a mesh with tion quantity per product. First, we want to present an approach to
coupled triangular cells and without overlap with the GRASP algo- reduce the number of patterns without constraining the feasible region
rithm. and second, numerical experiments where different pattern selection
strategies are investigated. Third, we develop a decision support sys-
3 - Optimization of an industrial aluminum parts casting tem to bring the research to a daily use in the industry.
process based on simulated annealing
Antonio Jiménez-Martín, Alfonso Mateos, Guillermo de Lima 2 - Stochastic and multicriteria decision making applied to
In this paper, we aim to optimize an aluminum casting process to create suppression of wildfires
parts for the automotive sector. The company has six aluminum injec- Javier León, Begoña Vitoriano, John Hearne
tion molding machines to produce different parts. There are a total of
81 injection molds for 160 different types of parts, including molds for Several operational research models can be found in the literature deal-
a single part, two or even three different parts. We must account for ing with prevention and preparedness to mitigate the effects of wild-
constraints regarding which molds can be used in each machine, mold fires. These models aim to help decision-makers with decisions such
changes (up to four a day, which may be non-simultaneous mold or not as where to perform prescribed burning or resource allocation among
coincide with worker shift changes), stock of parts, time set aside for others. Most of these models try to integrate different criteria, but of-
machine breakdowns and scheduled machine maintenance processes. ten they handle it by adding hard constraints (for instance, on budget or
The objectives for a two-week planning period are to maximize accu- on some environmental metric). However, it is difficult to find models
mulated demand satisfaction in the two weeks of the different pieces, dealing with the response phase, especially considering the inherent
minimize the delay in parts production with respect to the specified multicriteria aspect of the problem.
delivery date, minimize energy costs (electricity and gas consumption)
and minimize the total number of mold changes performed. A heuris- Once a wildfire has started decision-makers have to choose where and
tic is used to derive an initial feasible solution. Simulated annealing is when to attempt to contain it, attending to several criteria and a high
then applied to derive the optimal solution. To do this, different neigh- level of uncertainty. There are a great number of simulators widely
borhood definitions are created based on the total or partial elimination used by fire response services that provide them with an estimation of
or introduction of injections or on injection mold changes, whose use how will the fire front advance. With that estimation these decision-
dynamically varies throughout the search process. makers have to decide where and when to send their crews and re-
sources to contain the fire.
4 - On optimality conditions for classical formulations of
topology optimization problems for discrete/discretized In this work we develop a mixed integer linear programming model
that will attempt to help the decision-makers with such decisions, in-
engineering structures cluding multiple criteria and stochasticity.
Wolfgang Achtziger
We consider classical problem formulations in the field of topology 3 - Integrating strategic and tactical decision levels in
optimization of discrete or discretized engineering structures. In view forestry management under uncertainty
of an unperturbed treatment of the problem we work with SAND (si-
multaneous analysis and design) formulations. This means we con- Antonio Alonso-Ayuso, Laureano Fernando Escudero,
sider both, design variables as well as state variables (displacements) Monique Guignard-Spielberg, Andrés Weintraub
linked via elastic equilibrium. This allows a good modeling of stress
constraints among other constraints. Due to zero design variables, at In this work we present a model for the forestry planning problem with
an optimal structure the stiffness matrix typically is singular result- two levels of uncertainty and, therefore, two decision levels, namely,
ing in numerical difficulties. Even worse, standard first order optimal- strategic and tactical ones. The strategic level (a time horizon of several
ity conditions are violated due to missing constraint qualification, and years) considers uncertainty in the production of timber in the forests.
therefore standard solvers typically fail. Nevertheless, for standard ob- This uncertainty is represented by a multistage stochastic scenario tree,
jective functions (like weight or compliance) it can be proved that the where each time stage to be considered is divided into several periods
standard necessary conditions hold. The talk gives insight into the dif- (quarters, semesters ...). In addition, uncertainty on the timber price
ficulties and presents some background and new results on optimality and demand is considered at the tactical level whose horizon is given
conditions for this class of design problems. A part of the talk presents by the stage periods. The tactical uncertainty is represented in a mul-
joint results with Ch. Schürhoff. tiperiod two-stage tree rooted with the related strategic node in multi-
stage scenario tree. The strategic nodes have associated decisions on
the design of the logistic distribution network of the timber from the
forests to the markets, while each tactical node has associated decisions
about the amount to be extracted from each stand and the distribution
WA-49 routes to follow to satisfy the demand. Some experimental computa-
Wednesday, 8:30-10:00 - 4D UPV B.4 tional results on a large-sized stochastic mixed 0-1 model are presented
based on real data from a Chilean forestry company where, on one
OR in Forestry II hand, the tightness of the model is verified and, on the other hand, the
add-value of simultaneously modeling multistage strategic and multi-
period tactical decision making under uncertainty is analyzed.
Stream: OR in Agriculture, Forestry and Fisheries
Chair: Antonio Alonso-Ayuso
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EURO 2018 - Valencia WA-51
WA-50 be managed and planned optimally. This paper focuses on the planta-
tion sector. We develop an integer-programming model to tackle the
Wednesday, 8:30-10:00 - 4D UPV 1.1 planning problem based on information technology results. The large-
scale model is then solved using a direct-search approach.
OR for Developing Countries IV
Stream: OR for Developing Countries
Chair: Herman Mawengkang
Chair: Begoña Vitoriano WA-51
Wednesday, 8:30-10:00 - 4D UPV 1.2
1 - Factors that affect the user satisfaction of information
technology facility service Health Care Scheduling
Roslina Roslina, Devy Mathelinea, Herman Mawengkang
Stream: OR for Health and Care II
Most of the user satisfaction the research in Information Technology Chair: Eva Schmidt
(IT) focus on the result from the data processing of information sys-
tem . IT facilities service give the hardware and software service to
1 - Planning of out-of-hours service for pharmacies
produce information without considering the need of user’s specifica-
tion. This research focused on IT service provider to understand the Christina Büsing, Timo Gersing, Arie Koster
user’s needs before giving the service. The IT service fasility can be The supply of pharmaceuticals is one important factor in a functioning
considered from the aspect of hardware, software, staff, room and util- health care system. In the German health care system, the chambers
ity that can be gained from IT service fasility. Factor analize has been of pharmacists are legally obliged to ensure that every citizen can find
done to informations gained to know the factors that affect the level an open pharmacy at any day and night time within an appropriate dis-
of user’s satisfaction.from the result of the research it is known that : tance. To that end, the chambers of pharmacists create an out-of-hours
first, there are three factors that affect the level of user’s satisfaction plan for a whole year in which every pharmacy has to take over some
that is, staff service, the utiliy that is gained and the equipment system. 24 hours shifts. These shifts are important for a reliable supply of
second, has been developed a model to measure user’s satisfaction to pharmaceuticals in the case of an emergency but also unprofitable and
the IT service facility. stressful for the pharmacists.
2 - Integer programming model for tackling a variant of The out-of-hours service is typically organized locally within small
open vehicle routing problem in evacuation transporta- districts as cities or municipalities, leaving a high potential for opti-
mization. In this talk, we present models for a centralized planning in
tion planning system order to improve the coverage of the citizen and simultaneously reduce
Dedy Hartama, Herman Mawengkang the load of shifts on the pharmacies.
The research in evacuation planning has been very much motivated due An out-of-hours plan has to meet several constraints: in addition to
to the rapidly increased number of disasters world-wide, in Indonesia, the coverage of the whole population we have to consider rest peri-
particularly. It is the process of shifting the maximum number of evac- ods between two shifts, a minimum distance between open pharmacies
uees from the disastrous areas to the safe destinations as quickly and and a fair distribution of the shifts. As a combination of a set cover,
efficiently as possible. A number of mathematical models for flow scheduling and forbidden set problem, this problem is NP-hard.
maximization and time minimization has been studied in quite diver- To solve the problem, we present several heuristics. Finally, we ana-
sified research domains. This paper exploits the notion of a variant of lyze the obtained out-of-hours plan for the area Nordrhein and compare
open vehicle routing problem to model the evacuation transportation it with the current out-of-hours plan.
planning with the objective to minimize the evacuation time. We use a
neighborhood search approach for solving the mixed-integer program- 2 - Robust strategic planning for emergency doctors
ming model. Manuel Streicher, Sven Krumke, Eva Schmidt
3 - Optimization model for logistic planning problem of fish The medical treatment of emergencies is one of the most important
processed product considering location-routing problems in health care. A key issue is the problem of strategically
Intan Syahrini, Devy Mathelinea planning facilities for emergency doctors. This planning should be
done in a way that ensures good medical care for the population while
Nowadays in the global supply chain system there has been an in- keeping the costs to a minimum. Within the joint project HealthFaCT
creased interest in modeling the integration of logistic of production we model this problem using various concepts of discrete robust op-
and distribution planning, in order to get more economics advantages. timization. We present a robust model for the problem, the Robust
In a distribution network it is important to decide the locations of fa- Min-q-Multiset Multicover. The model aims to minimize the num-
cilities that impacts not only the profitability of an organization but the ber of emergency doctors needed to cover all scenarios of occurring
ability to serve customers. Generally the location-routing problem is emergencies, where discrete budgeted uncertainty is used to model the
to minimize the overall cost by simultaneously selecting a subset of demand. Robust Min-q-Multiset Multicover is NP-hard.
candidate facilities and constructing a set of delivery routes that sat- We present two solution strategies based on constraint generation and
isfy some restrictions. This paper considers a multi-plant and multi- discuss their advantages and disadvantages. Further we give computa-
product fish production-distribution planning which produces simulta- tional results based on real world data.
neously multi fish products from several classes of raw resources. The
research under investigation is located at Eastern coast of North Suma- 3 - Next-day operating room scheduling with time-
tra Province, Indonesia. We use mixed integer programming model to dependent stochastic surgery durations
describe the problem. A feasible neighborhood search is proposed to
solve the result model Enis Kayis, Tugce Karatas, Refik Gullu
Operating rooms are the most critical units of the hospitals responsible
4 - An integer programming model for resource manage- for 40% of the revenues and costs. We consider the next-day oper-
ment planning problem in Aceh province, Indonesia ating room scheduling problem for a given list of elective surgeries.
Taufiq Taufiq, Herman Mawengkang It is assumed that surgeries have uncertain durations and unlike exist-
ing works distributions of surgery durations are assumed to be time-
The main natural resources which can be exploited in order to enhance dependent as suggested by recent empirical work on surgery duration
the welfare of people in Aceh province, Indonesia, are from agricul- estimation. We aim to find the optimal OR sequence and schedule
ture, plantation and fisheries sectors. These natural resources need to when surgery durations are time-dependent to minimizes the weighted
335
WA-52 EURO 2018 - Valencia
sum of expected waiting time of patients, idle time of operating rooms, in order to avoid failure of delivery. In this talk, we re-consider the
and overtime of the hospital staff. We formulate the problem and use problem of integrated demand management and attended home deliv-
sample average approximation to solve the resulting stochastic opti- ery. In the considered business model, customers arrive dynamically
mization model. Using these results, we quantify the penalty of ig- and stochastically over a booking horizon and may book delivery for a
noring time-dependent surgery durations. Furthermore, we study how certain time window. Both the available time windows and the charged
the penalty is affected if commonly used heuristics are used in OR delivery fees may depend on the individual customer and may change
scheduling and sequencing. over time. All bookings must be feasibly delivered during a subsequent
delivery day. The goal of the online retailer is to optimize the overall
4 - Resource controlling in the health care sector expected profit. Even small instances of the underlying stochastic dy-
Eva Schmidt, Sven Krumke, Manuel Streicher namic program cannot be solved optimally due to the curses of dimen-
sionality and because demand management decisions have to be made
In the health care sector, the efficient supply of medical care in emer- in near real time. We develop a novel approximate dynamic program-
gency cases is a very important component and in steady need of op- ming approach. Thereby, we provide an innovative concept, which we
timization. Given a strategic plan for allocating emergency doctors to call time window budgets, that helps us to measure and assess the free
facilities, it is of great interest to evaluate the quality of such a plan a delivery time within the time windows and thus enables us to antici-
posteriori. pate the future value of demand management decisions. In a simula-
Every occurring emergency should be reached by an emergency doc- tion study, we compare our approach with state-of-the-art benchmarks,
tor in a reasonable amount of time. This aspect leads to the problem showing its profit potential.
of assigning doctors to emergencies while respecting this given time
window and the predefined capacity of each facility. Given the data of 3 - A bilevel model with a solution algorithm for the net-
emergencies of one shift, the task is to compute a feasible assignment
of doctors to emergencies. Then, we can rate the given strategic plan work design and pricing problem
and examine whether the number of doctors in each facility is sufficient Christine Tawfik, Sabine Limbourg
to guarantee the medical care of the population.
We analyze the problem and discuss its complexity depending on the This work is devoted to jointly examining the intertwined tactical prob-
total number of available doctors. Furthermore, we present a solution lems of designing freight carrying services and determining their as-
approach using a branch-and-price algorithm. sociated prices. We put forward a bilevel model, where a leader is
portrayed at the upper level, as a freight transport operator seeking
to maximize his profit by setting the services’ tariffs and selecting
their subsequent operating frequencies, dealing with continuous and
discrete variables respectively. At the lower level, the shippers (fol-
WA-52 lowers), faced with itineraries composed of the leader’s services and
an available competition’s alternative, react in a costs’ minimization
Wednesday, 8:30-10:00 - 4D UPV 1.3 fashion. We discuss a heuristic approach to solve the proposed model,
addressing its main points of difficulty: the network design and the
E-Fulfillment lower-level optimality. The algorithm is based on the idea of start-
ing with an initial service network that is able to accommodate all the
Stream: Analytics and Pricing market’s demands, then iteratively decrease the frequencies of those
Chair: Jan Fabian Ehmke services that do not considerably contribute to the leader’s revenues.
Each iteration is divided in two steps: generating the flows that are
1 - Simulation-based optimization of time window alloca- compatible with the updated services’ frequencies while maximizing
the leader’s profit, then solving for the services’ tariffs that guarantee
tion for attended deliveries the flows’ optimality for the lower level. Promising results are ob-
Magdalena Lang, Catherine Cleophas, Jan Fabian Ehmke tained on real-life data showing the ability of the algorithm of reaching
solutions within a small gap from the best reached by CPLEX in a
For attended deliveries and services, provider and customer have to
significantly less amount of time.
agree on a time window. While customers wish for both short time
windows and high punctualities, the allocation of time windows signif-
icantly affects delivery costs. Given a limited delivery capacity, accept- 4 - Flexible time window management for attended home
ing orders for certain time windows also limits the number of further deliveries
orders that can be accepted. When forecasting the number of potential
orders per time window, revenue management approaches enable effi-
Charlotte Köhler, Jan Fabian Ehmke, Ann Campbell,
ciently controlling the allocation of time windows to orders. To that Catherine Cleophas
end, planners need to assess the effect of an order on further delivery
capacity. However, the effect on delivery capacity cannot be deter- In the competitive world of online retail, many retailers offer a selec-
mined with certainty at the arrival of the individual order requests, as tion of time windows to fulfill customers’ expectations of on-time de-
the travel time per order depends on the overall routing. Vehicle rout- livery. Creating a set of suitable and cost-efficient time windows is
ing methods can approximate travel time and costs, but lack sufficient challenging, because customers have different preferences for certain
means to anticipate customer choice between time windows and to time windows, and customers prefer short time windows over long
control demand effectively. We present a simulation-based framework windows, which can increase delivery costs significantly. Since de-
to learn and approximate the opportunity costs of accepting orders for mand is not known in the beginning of the booking process, but be-
a time window given the set of accepted and expected orders. Based on comes available incrementally over time, the acceptance of an order
simulated order requests, the approach approximates the future effects request can restrict the ability of accommodating future requests sig-
of control decisions. The results inform the dynamic time window al- nificantly. In this presentation, we consider different ideas of flexible
location per arriving order request. We present computational results time window management that ensure allocation of short time windows
on empirical demand scenarios. to those customers that do not restrict the flexibility of evolving route
plans significantly. We include information about the current route
2 - On time window budgets for anticipation in attended plan (e.g. current utilization and structure) and combine this with real-
home delivery istic customer’ choice behavior for different time window options (e.g.
Sebastian Koch, Robert Klein place and length) to create customer-individual time window offer sets.
We analyze the effectiveness of our ideas in computational experiments
As business-to-consumer e-commerce grows, attended home delivery given demand structure of real order data from an e-grocer in Berlin,
becomes a crucial part of the business model of, e.g., e-grocers and Germany.
e-tailers. It describes the delivery of goods or services to a customer
at an appointed time, which is often called the service time window,
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EURO 2018 - Valencia WA-54
WA-53 The obtained results attest that the proposed methodologies can im-
prove forecast accuracy. In many cases the gains are noteworthy when
Wednesday, 8:30-10:00 - 4D UPV 1.4 compared with single forecasts on the real data, ie. more than 50% er-
ror reduction can be achieved. It is our belief that equally satisfactory
Probabilistic Forecasting results can be obtained on other occasions such as different countries
and time series.
Stream: Stochastic Assessment of Renewable Energy
Chair: Miguel Carrión 4 - Selling price determination of an electricity supplier for
electric vehicles
1 - Optimal switch-over time for non-repairable products Miguel Carrión, Ruth Dominguez, Rafael Zarate-Miñano
with short lifecycles This paper presents a risk-constrained stochastic programming ap-
Ruey Huei Yeh proach to formulate the decision-making problem faced by an electric-
ity retailer that supplies the energy demand of electric vehicles. The
This paper investigates the optimal switch-over time to a new product retailer participates as a price-taker agent in the day-ahead and bal-
with ever-faster technology innovation, which shortens the lifecycle of ancing markets to procure the energy demand of its clients. In the
products. Traditional replacement policies for non-repairable products proposed approach, the owners of the electric vehicles are considered
usually assume that the same product is available to replace the old to respond to the price offered by the retailer. Electric vehicles with
one whenever it fails. However, due to the rapid development of sci- similar charging profiles are grouped together. We consider that the re-
ence and technology, the lifecycle of a product is relatively shortened tailer can control the charging and discharging processes of those elec-
and the same product may not exist in the market shortly after it is in- tric vehicles that desire to purchase electricity at a competitive price.
troduced. Consider the case where there will be a new product released The uncertainty of pool prices and energy demand of electric vehicles
before the old one is phased out, and the new product is suitable to sub- is accounted for. The resulting stochastic programming model is for-
stitute the old one. In this case, before the new product is released, the mulated as a mixed-integer linear programming problem. A realistic
product can only be replaced by the old one whenever the product fails. case study based on the Iberian Peninsula Power System illustrates the
Similarly, after the old product is phased out, the product can only be proposed methodology.
replaced at failures by the new one. Between the time that the new
product is released and the time that the old product is phased out, a
failed product can be replaced either by the old one or switch over to
the new product. Assume that the new product with a new purchasing
cost and a new reliability function can compatibly substitute the old
one. Furthermore, the performance of the product is represented by its WA-54
life time distribution. Within a finite planning horizon, the objective of Wednesday, 8:30-10:00 - 4D UPV 1.6
this paper is to find the optimal switch-over time from the old product
to the new one, such that the total expected cost is minimized. Sports Analytics II
2 - Benefits in economic terms of short term forecasting of Stream: OR in Sports
renewable energy Chair: Jiun-Yu Yu
John Boland
I, in conjunction with co-workers, have developed simple mathemati- 1 - An accessible lactate threshold assessment tool to sup-
cal and statistical forecasting tools for solar and wind energy that per- port endurance athletes’ trainings
form at least as well as complicated machine learning techniques. Ad- Urtats Etxegarai, Eva Portillo, Jon Irazusta, Itziar Cabanes,
ditionally they are interpretable in physical terms. However, what I Jon Larruskain
will do in this presentation is discuss the economic benefits of these
tools, particularly on the five minute time scale that is important in the Lactate threshold is considered an essential physiological variable for
Australian National Electricity Market. I will compare my forecasting endurance sports as an aid for training prescription and performance
techniques with smart persistence forecasts. Smart persistence means estimation. However, nowadays there is no reliable way to asses it
that the best estimate of the value at time t+1 is the value at time t, without specialized equipment or without turning to expensive cen-
taking into consideration the climatology. I will also evaluate the per- tres, meaning that it is restricted to few people with access to these
formance of probabilistic forecasts on a half hour basis. To evaluate the resources. Actually, in the literature there is very little research about
economic benefit of each forecasting technique, the Over- and Under- this topic within the scope of Operational Research. Thus, this work
Mean Absolute Error (OMAE and UMAE respectively) can be evalu- proposes an alternative, cost-efficient, non-invasive and easily accessi-
ated. ble way to estimate the lactate threshold and so making it accessible to
a wider population. In particular, a new strategy based on feature stan-
3 - Forecasting gross inland natural gas consumption in dardization combined with Recurrent Neural Network was proposed
European countries through bagging methods to model the lactate threshold. This work presents a software proto-
Erick Meira de Oliveira, Fernando Luiz Cyrino Oliveira type to be used in cloud that implements this model, as well as its
validation against both new athletes and athletes who are at a different
Natural gas has received widespread consideration as a strategic fuel fitness level. A further applicability analysis has also been performed
source in almost every European country. Now increasingly deemed as to compare the estimated lactate threshold (considering different lac-
a low carbon and an environmentally friendly energy option, not only tate measurement techniques) with the blood measurement techniques.
is natural gas expected to remain an important fuel source for Europe, This analysis together with the validation, shows that our model is a
but its consumption is also expected to increase, at least in the next valid accessible tool for lactate threshold assessment.
few decades. In this context, there has been a long-standing interest
in forecasting natural gas demand across different European countries. 2 - Advanced voting systems for ranking of candidates
We contribute to this stream by proposing a combination of Bootstrap Petra Zýková
aggregating (Bagging) techniques and traditional time series methods
to obtain more accurate forecasts of natural gas demands. In addition, This paper deals with advanced voting systems for ranking of candi-
we introduce a different bagging procedure that involves generating dates. The aims are to find general winner and ranking of candidates.
new series via maximum entropy bootstrap, a novelty in the field of Every voter gives ranking of first p-candidates and also can give penal-
energy demand forecasting. The proposed methodologies are used to ties to candidates who he/she surely does not want to vote. There are
forecast 24-steps ahead monthly gross inland consumption data from used basic voting systems - plurality rules and Borda’s method. There
nine major gas-consuming countries in Europe. A comparative out-of- are used advanced voting systems based on the application of data en-
sample analysis is then conducted using different performance metrics. velopment analysis: DEA/AR model, DEA/AR exclusion model and
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Llamazares-Peňa model. These models are used for application with- In home healthcare services it is customary to visit the patients on a
out penalties. Models are illustrated by results of Grand Prix of For- schedule. A Turkish company that sells medical nutrition products
mula 1 in season 2016 and a final ranking of drivers in Formula 1 World provides follow up services to its patients that are fed by tube or orally.
Drivers’ Championship is discussed. Original contribution of the paper Each nurse either visits a set of patients for whom she is responsible at
consists in formulation of DEA/AR model with penalty and DEA/AR home or calls them by phone on a specific day. In the current system,
exclusion model with penalty. They are illustrated on Formula 1 World each nurse decides by herself how to follow the patients up in each
Constructors’ Championship data set and the winner is determined. month. Thus, the managers cannot control whether the nurses visit the
right patients in the right order. Patients can be prioritized depending
3 - Sports facility location planning with customers’ prefer- on factors such as the last visit time, next prescription date and the
severity of his/her condition. An important aspect of the priority pa-
ence rameter is that it is updated by time. As time progresses, the priority
Jiun-Yu Yu of an unvisited patient increases. We define an optimization problem
that determines which patients to visit on each day of a multi-period
Most facility location problems do not take customers’ preference into planning horizon and in which order to visit them to maximize the to-
account, which is not enough for service facilities. We construct a tal priority of visited patients and to minimize the total routing time.
model to capture the customer preferences with the objective of max- We also develop an Adaptive Large Neighborhood Search (ALNS) al-
imizing the number of customers served. Given the set of open facili- gorithm to generate near-optimal feasible solutions in short running
ties, each customer choose a facility by his/her preference to the facil- times. We measure the quality of the ALNS algorithm by computing
ity. As the problem is NP-hard, we design a heuristic algorithm based the optimality gaps using the upper bounds generated by Lagrangean
on maximum flow. The proposed algorithm possesses worst-case per- relaxation. The ALNS algorithm is tested using real-life data and the
formance guarantees for some special cases of our problem. Numerical results of the algorithm are quite promising in terms of solution quality
studies demonstrate the algorithm’s average performance and general and solution time.
applicability.
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WA-57 the Mosel language, in addition to the FICO Xpress Solvers. In this
contribution we show how other LP/MIP or NLP solvers can be con-
Wednesday, 8:30-10:00 - 4D UPV 2.3 nected to Mosel for use within the Mosel language. The benefits of
using high-level modelling languages for the implementation of real
Software for Optimization Modeling II world applications (such as speed to deployment and ease of mainte-
nance) are widely recognised by practitioners. The possibility of being
Stream: Software for Optimization able to freely choose from a large set of solvers comes in answer to a
Chair: Susanne Heipcke recurring request by Mosel users in academia and industry. After giv-
ing an overview of the different options how to connect solvers to the
Mosel language, namely (a) solver-specific low-level implementations
1 - New modeling options for SAS’ optimization as Mosel modules (examples provided on examples.xpress.fico.com
Jared Erickson and via Github: https://github.com/fico-xpress/mosel) (b) connecting
Mathematical Programming solvers that support the .nl file format via
In SAS’ software, optimization solvers have primarily been accessed
the new ’nlsolv’ module this talk will provide a hands-on demo of how
from the optimization modeling syntax of the OPTMODEL proce-
to use alternative solvers for an optimization problem formulated as a
dure. SAS’ Viya’, which provides cloud-enabled, in-memory ana-
Mosel model.
lytics, also creates new possibilities for optimization modeling. You
can now use the powerful algebraic modeling capabilities of the PROC
OPTMODEL language to build and solve optimization models in SAS
Viya. The runOptmodel action in SAS’ Optimization enables you to
directly access PROC OPTMODEL’s optimization modeling function- WA-58
ality when you program in any of the client languages that SAS Viya
supports: SAS, Python, Lua, R, and Java. In addition, you can solve Wednesday, 8:30-10:00 - 4D UPV 2.4
the formulated models in SAS Viya by using the extensive suite of
solvers in SAS Optimization for linear programming, mixed integer Machine Learning and Data Analysis II
linear programming, quadratic programming, nonlinear programming,
constraint programming, network optimization, and local search opti- Stream: Emerging Applications of Data Analysis
mization. You can use data that are stored in a cloud environment with Chair: Vadim Strijov
a model that is submitted from the client without having to move the
data. A new Python modeling package, sasoptpy, enables modelers to 1 - Cracking open the black box: a neural network based
manipulate data, write the model, and process the solution all within option valuation model
the local Python environment, but use SAS Optimization solvers on a
SAS Viya server.
Yi Cao, Jia Zhai
In this paper, we formulate a novel hybrid gated neural network
2 - Adding functions to AMPL (hGNN) based option valuation model. We start from the no-arbitrage
David M. Gay constraints in the option pricing theories, design a multiplicative struc-
ture for the hidden neurons to maintain the differentiability of the hid-
The AMPL modeling system for mathematical programming is den layer, and select the slope and weights in the input layer to satisfy
demonstrably useful for dealing with a wide variety of mathematical the no-arbitrage constraints. Finally, we build two small modules as
programming problems (e.g., optimization and complementarity prob- pre- and post-processing modules to improve the input-output map-
lems). While AMPL permits using imported functions, expressed in ping capability. A separate neural network is developed for predicting
another language, the AMPL modeling language itself only allows stat- option implied volatilities, which is one of the inputs needed for option
ing algebraic expressions that entail finitely many operations. In some pricing models.
situations, functions expressed directly in AMPL would be useful. In Hence our economically meaningful model extends and contributes
particular, for solvers that allow callback functions (provided by the to the traditional machine learning literature which predominantly fo-
user) to affect the solver’s algorithm, functions expressed directly in cuses on designing complex neural network algorithms to enhance the
AMPL should be useful. This talk presents AMPL extensions that al- learning capability for a better mapping performance. It also con-
low stating functions in AMPL, including functions that return tuples tributes to the literature on option pricing as it derives analytical ex-
of values. pressions for European option Greeks, usually considered the black
box in academia and the finance industry.
3 - Pyomo: extensible optimization modeling in Python
In the empirical analysis, we apply our hGNN model to daily put and
Carl Laird, Michael Bynum, William Hart, John Siirola, Anya call options written on major stock market indices including the S&P
Castillo 500, the Nasdaq, the FTSE 100, the DAX 30, and the Hong Kong Hang
Seng indices. Our empirical evidence shows that the hGNN model of-
Available commercial and open-source optimization modeling pack-
fers accurate option-implied volatility, risk-neutral probability distri-
ages support generic modeling by separating modeling constructs from
butions, and option prices.
instance data through concepts like sets, parameters, and parameter-
ized constraints. However, their model representations are limited to 2 - Narrow big data in streams: exact vs. approximate com-
constructs that directly correspond to established solver inputs. In
general, this implies that mathematical programs must be expressed
puting
as either linear or nonlinear algebraic models; that is, a list of vari- Michal Cerny
ables, an algebraic objective expression, and a list of algebraic con- A narrow dataset is formalized by an (n x p)-matrix A, where n stands
straints. In contrast, the Pyomo environment is designed to be an for the number of data points, p stands for dimension and n is signif-
open, Python-based environment for building complex, optimization- icantly larger than p. We assume the following computational model:
based strategies. This includes explicit support for expression interro- the data matrix A is accessed row-by-row in a one-way direction,
gation, extending the language with additional modeling components, meaning that once a data point is accessed, it is dropped and is avail-
and performing model transformations. In this presentation, we high- able never again. The memory is restricted to a polynomial in p (but
light some of the recent developments in the Pyomo project, including not n). This is a natural computational model for big narrow datasets,
problem decomposition and mixed-integer nonlinear programming. since the whole data matrix A cannot be stored in memory, the data
points (rows of A) are supplied in a stream and the memory is able
4 - Opening Xpress Mosel to store a single data point or a short sliding window (of polynomial
Susanne Heipcke, Yves Colombani length in p) and perform operations with objects of size polynomial
in p, such as (p x p)-matrices. The crucial question is whether usual
The modelling and solving environment Xpress Mosel has recently data-analytic procedures, such as linear regression, can be evaluated in
been turned into free software. At the same time it has become possi- this model exactly (i.e., producing exactly the same results as in the
ble to use alternative Mathematical Programming solvers from within usual all-data-in-hand model), or whether it is necessary to perform a
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data reduction step (which causes a certain loss of information) prior of the agents acts to maximize its own utility. However, this is contin-
to the data-analytic procedure of interest. Using Kolmogorov com- gent upon what other TPs are planning to do. Here, we first present
plexity arguments, we can show that e.g. L1-norm estimators in linear a game-theoretic approach to solve this problem, along with the sim-
regression are not computable exactly in the stream data model, while ulation results. Subsequently, we point out, that this approach might
L2-norm estimation is possible without any loss of information. We not always lead to maximizing the overall social surplus of the bigger
also focus on regression diagnostics in the stream data model. geographical region, and hence, we propose a mechanism design,that
needs to be implemented by the Market Overseer (MO). This mecha-
3 - Temporal clustering of time series via threshold autore- nism design, we propose, is based on distributed Stochastic Optimiza-
gressive models tion algorithm.
Cem Iyigün, Sipan Aslan, Ceylan Yozgatligil
2 - Trading strategies for continuous intraday markets
The primary aim in this study is grouping time series according to the Gilles Bertrand, Anthony Papavasiliou, Anthony Papavasiliou
similarity between their data generating mechanisms (DGMs) rather
than comparing pattern similarities in the time series trajectories. The The introduction of uncertain renewable energy in power systems has
approximation to the DGM of each series is accomplished by fitting increased the variability in electricity markets. This variability has in-
the linear autoregressive and the non-linear threshold autoregressive creased the need for correcting system dispatch closer to real time. An
models, and outputs of the estimates are used for feature extraction. interesting option for making these corrections is to trade in the contin-
Threshold autoregressive models are recognized for their ability to uous intraday market, which explains the increase of liquidity in this
represent nonlinear features in time series, such as abrupt changes, market recently. For instance the selling volume in the German con-
time-irreversibility and regime-shifting behavior. The proposed clus- tinuous intraday market has evolved from 1005 TWh in 2010 to 2461
tering approach is mainly based on feature vectors derived from above- TWh in 2013 and finally to 4070 TWh in 2016.
mentioned models estimates. Through the use of the proposed ap-
proach, one can determine and monitor the set of co-moving time series In this presentation, our contribution is threefold: - First, we model the
variables across the time. The efficiency of the proposed approach is problem of bidding in the continuous intraday market using Markov
demonstrated through a simulation study and the results are compared decision processes. - Second, we use policy function approximation
with other proposed time series clustering methods. in order to solve this Markov decision process. The idea is to define
a parametric policy. A simple example of parametric policy is to take
4 - Multimodel selection for classification problems as parameter a threshold price below wich we buy power and another
Alexander Aduenko, Vadim Strijov threshold above wich we sell. - Finally, we optimize the parameters of
this policy using reinforcement learning.
The problem of multimodel selection for classification problems is
considered. Multimodels are used when a sample cannot be described 3 - Stochastic-dynamic optimization of a joint strategy for
by a single model. This happens when features’ weights depend on the day-ahead bidding and intraday trading
features’ values. In such a case a single generalized linear model can-
not describe the relation between features and target variable. Though David Wozabal, Nils Löhndorf
a multimodel is an interpretable generalization of a single model case,
it can contain large number of similar models. This leads to a low fore- Power market participants with flexible capacity, such as pumped-
cast quality and lack of interpretability. Several pruning algorithms hydro storages, face a complex decision problem when trading on spot
are constructed based on the suggested method for statistical model markets for electricity. As electricity for the same delivery periods
comparison. The method is based on introduced similarity function trades in multiple markets, bidding decisions must be made jointly,
for posterior distributions of models’ parameters. Properties of this while at the same time open positions can be rebalanced as time moves
function are considered and asymptotic distribution of its values for on. Moreover, as the number of delivery periods is high, participants
coincident generalized linear models is obtained. The notion of an make multiple decisions simultaneously under uncertainty about future
adequate multimodel is introduced, for which all the constituting mod- electricity prices.
els are pairwise statistically distinguishable. Diagonal maximum evi- We consider a hydro storage operating on the German spot market and
dence estimate of features’ weights’ covariance matrix is used for fea- propose a Markov decision process to model the day-ahead intraday
ture selection. Asymptotic degeneracy of non-diagonal estimate of this trading problem. All open positions, storage content, as well as the dy-
matrix is proved. A method is suggested to detect and handle multi- namic factors that drive day-ahead and intraday prices are represented
collinear features. Several computational experiments show significant as state variables. The state space of the proposed MDP is continuous
improvement in classification quality for real datasets and substantial and high dimensional, so that the resulting optimization problem is
multimodel size reduction. computationally intractable and an optimal solution can only be found
by approximation. To obtain a quality approximation of the optimal
solution, we use approximate dual dynamic programming (ADDP).
Based on a case study of a fast pumped-hydro storage unit, we demon-
strate that ADDP provides near-optimal solutions for model instances
WA-59 with hourly time resolution and a planning horizon of one week. Our
Wednesday, 8:30-10:00 - 4D UPV 2.5 results indicate that the resultin strategy leads to allocation of flexible
capacity to the intraday market and that bidding decisions are non-
trivial.
Bidding in Power Markets
4 - Market clearing and best response bidding in the Italian
Stream: Technical and Financial Aspects of Energy Prob-
power market
lems Christoph Graf
Chair: Christoph Graf
The Italian day-ahead market for electricity is split into zonal markets
1 - Transmission expansion investment coordination: tran- when transmission congestion is present. If transmission constraints
sition from game-theoretic to mechanism design ap- are binding, the supply side receives zonal prices while the demand
side faces a uniform purchase price. Using actual generation unit level
proach bidding data, we derive a best response bidding model incorporating
Sambuddha Chakrabarti, Mohammad Reza Hesamzadeh, the Italian market design. i.e., the zonal structure as well as the uni-
Yaser Tohidi form purchase price. Preliminary results suggest that firms take the
probability of facing a congested market into account when bidding
In this paper, we will consider the long term transmission capacity ex- into the day-ahead market.
pansion and investment coordination problem in the situation, where
there are multiple Transmission Planners (TPs). In such a setting, each
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WB-02
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4 - Maintenance optimization for multi-component systems Population is usually considered an exogenous variable in standard
with a single sensor economic growth models. This aggregate is modeled by assuming a
Ayse Sena Eruguz, Rob Basten, Lisa Maillart constant rate of population growth. However, when population growth
decisions are endogenized connecting the fertility choice with eco-
nomic variables, the standard growth model changes abruptly its struc-
We consider a multi-component system in which a condition parame- ture. Here we study the optimal growth problem, in continuous time
ter (e.g., vibration or temperature) is monitored by a single sensor that and controlling for the rate of population growth. The involved ex-
gives a system level information. The outcome of monitoring indicates ponential population growth at an endogenous and probably variable
whether the system is functioning properly, is defective, or has failed. rate, transforms the standard optimal control problem with a constant
However, the condition signal does not reveal which component in the rate of time preference, into another dynamic optimization problem
system is defective or has failed. The decision maker needs to infer the where the Pontryagin’s maximum principle cannot be directly applied.
exact state of the system from the current condition signal and the past This is due to the "effective" non-constant discount rate, which makes
data, in order to decide when to intervene for maintenance. A main- preferences intertemporally dependent. In fact, depending on the de-
tenance intervention consists of a complete and perfect inspection fol- gree of intergenerational altruism the discount rate depends on past and
lowed by component replacement decisions. We model this problem current rates of population growth. This new perspective of the opti-
as a partially observable Markov decision process. mal population problem establishes a clear link with the literature on
endogenous discounting. Therefore, we adapt and apply the mathe-
matical methods developed there to solve our own problem. Finally,
we analyze the Hamiltonian dynamic system that emerges from the
first order conditions under different technological scenarios, and we
WB-04 characterize both the short- and long-run dynamics.
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S104 4 - Radicalization of terrorists: an optimal control ap-
proach
Optimal Control Applications I Gernot Tragler
Stream: Optimal Control Applications We consider an optimal control model based on the general idea that
Chair: Gernot Tragler one can use diffusion models to analyse the spreading of radical ideas
and the impact of corresponding counter-terror measures. The two
state variables describe the number of supporters of a terror organi-
1 - Optimal prevention and adaptation in a stochastic flood sation and the number of actual terrorists, respectively. The terrorists
model - an application of vintage-models in socio- are those who actually plan and perform the terror attacks, while sup-
hydrology porters provide financial or logistic support, hide terrorists, spread the
Michael Freiberger, Alexia Prskawetz ideas of the terror organisation, etc. We include three different con-
trol variables to account for the different impacts of measures directed
against the supporters and the terrorists, i.e., prevention, law enforce-
In economic models stochastic environmental shocks and their eco- ment, and the level of intelligence. The objective is to minimize the
nomic impacts are formulated fairly general. In contrast, e.g. flood discounted stream of total costs consisting of the costs arising from
damage in socio-hydrological flood risk models is more precisely de- terror attacks and those for the three control instruments. Model pa-
fined. However these models lack the aspect of economic decision rameters are partly derived from empirical observations. The analysis
making, as they use a priori defined decision rules. Recent literature covers results from the uncontrolled model, a version with optimal con-
managed to account for this discrepancy by introducing a hydrological stant controls, and finally the optimal control model with dynamically
system into a neoclassical economic growth model, but was still miss- optimal counter-terror measures.
ing the combination of stochastic flood events and optimal decisions.
Our aim is to incorporate the economic aspects as well as the stochas-
tic properties of floods into a socio-hydrological model. Therefore we
formulate a two-stage optimal control problem with random switching
time representing a neoclassical economy facing stochastic flood ap-
pearances. We apply a new technique to transform the arising problem WB-05
into a vintage-structured optimal control model and thereby obtain new Wednesday, 10:30-12:00 - SOUTH BUILDING UV S105
insight on the solution from an analytical and numerical point of view.
We are able to identify critical parameters incentivising investments in Orienteering and Traveling Salesman
flood protection.
Problems
2 - Optimal investments of a firm generating emissions: a Stream: Vehicle Routing and Logistics Optimization I
bi-objective approach Chair: Alejandro Montoya
Andrea Seidl, Richard Hartl, Peter M. Kort
1 - The competitive pickup and delivery orienteering prob-
We consider the problem of a firm which decides about investing into a
capital stock needed for production. On the one hand the firm wants to lem for balancing carsharing systems
maximize revenues, on the other hand it wants to minimize emissions Layla Martin, Stefan Minner
which are caused by production. To handle the conflicting objectives,
we apply the epsilon-constraint method. We sequentially solve the op- In one-way car sharing systems, vehicles become unevenly distributed
timal control problem for the first objective with the constraint that the over time, as customer movements in general are unbalanced. Thus,
second objective must be lower than its value from the previous step operators reposition their fleet periodically. A common approach to
minus a constant. In this manner we calculate the Pareto front for dif- rebalance car sharing systems is solving the corresponding pickup and
ferent initial state values. We analyze the impact of multiple objectives delivery TSP. With the rise of Mobility as a Service solutions, operators
on the optimal solution path and determine a threshold curve which find themselves in direct competition to each other, as customers (i.e.,
separates areas on the Pareto front differing with respect to the long- randomly) choose any available car. We formulate this as the com-
run steady state which is approached. petitive pickup and delivery orienteering problem (C-PDOP), in which
both operators maximize their individual profit taking the actions of
the competitor into consideration. The underlying routing problem, the
3 - Optimal control, endogenous population growth and pickup and delivery orienteering problem (PDOP), combines facets of
the dynamics of economic growth pickup and delivery TSPs with TSPs with profits, as locations are only
Jose-ramon Ruiz-tamarit visited if they are profitable. We prove that the C-PDOP possesses
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pure-strategy Nash equilibria and provide an iterated best response al- our approach assembles a TOP-TDP solution by solving a Set Par-
gorithm (IBR) to find these. The IBR requires at most four calcula- titioning formulation over the routes stored in the pool. We present
tions of the (NP-hard) PDOP. Playing the Nash equilibrium, operators computational experiments on both randomly generated instances and
are never worse off than by ignoring competition. In a numerical ex- real-world data from a company.
periment, we show that the improvement by playing is significant over
assuming to be the only market participant. We also compare the util-
ity of the C-PDOP to a monopolistic, a welfare-maximizing, and an
outsourcing solution.
We address the family traveling salesman problem (FTSP) which is Stochastic Modeling and Simulation in
a generalization of the known traveling salesman problem (TSP). In Engineering, Management and Science III
the FTSP the set of cities is partitioned into several subsets which are
called families. The costs of traveling between each pair of cities and
between the depot and each city are known. The objective is to de-
Stream: Stochastic Modeling and Simulation in Engineer-
termine a minimum cost route that: i) begins and ends at the depot; ing, Management and Science
and ii) visits a given number of cities in each family. We present a Chair: Christopher Kirkbride
non-compact integer linear programming model for the FTSP that was
able to efficiently solve benchmark instances, up to 280 cities, whose 1 - An integrated simulation-optimization framework for
optimal values were unknown. For the higher dimensioned instances,
the ones that the exact method is unable to solve, we propose a hybrid complex emergency medical services
heuristic designed to take advantage of the good characteristics of the David Olave, Stefan Nickel, Philipp Fath, Melanie
exact method. We start by using the exact algorithm to solve an FTSP Reuter-Oppermann
sub-problem which is induced by considering a subset of the families
and then we complete the solution using implicit variable generation Health Care is one of the most important activities to ensure life qual-
and a heuristic method. With this hybrid heuristic we were able to ity for human beings, specially in critical situations such as accidents,
improve the best known upper bounds from the literature which were natural disasters, terrorism or when acute ailments exist. In these
obtained using an iterated local search algorithm. cases, Emergency Medical Services (EMS) face big challenges due
the complex nature of pre-hospital events. Complementary, Agent-
3 - Optimization of the LPG distribution system for an oil based simulation is an excellent approach to find new strategies for
facing this complexity. In this presentation, we implement a agent-
company based and discrete-event simulation model which is integrated with an
Özlem Çağlayangil, Necati Aras optimization approach for deciding dispatch ambulance strategy. The
goal of this methodology is to improve response times, service level,
This study is conducted with the aim of optimizing the LPG distri- fairness and robustness in a real time framework. Furthermore, we
bution system of an oil/gas company in Turkey. The current system present some computational results related to our approach.
consists of different components such as suppliers, truck depots, gas
stations. The problem faced by the company is to determine which of 2 - Coordination in ride hailing platforms: an agent-based
54 suppliers to work with, how much to buy from chosen suppliers, and
when and how much to deliver to 810 stations. The distirbution takes approach
place by 2 different type of vehicles of different capacity. The com- Harit Joshi, Saral Mukherjee
pany has 11 different parking lots with a different fleet. We adopt a
solution framework that consists of two stages. The first stage involves Global taxi market is estimated to be worth more than 100 billion USD
the partitioning the stations into clusters, where the total cost of pur- in 2017. It has witnessed an evolution from a traditional decentralized
chasing and delivery is computed by approximating the delivery part. model in which taxis operated independently to organizations owning
In the second stage, an inventory routing problem is solved to find the and managing the fleet to multi-sided platforms matching supply and
detailed distribution plan. For both stages we formulate mixed-integer demand. Coordination is central to unlocking value through match-
mathematical programming models, which are solved by Cplex 12.8. ing demand and supply. The value of coordination has not received
The solutions obtained are promising in the sense that the total cost due importance in the literature on ride-hailing models. In this paper,
given by the solution is lower than the cost incurred by the company. we aim to understand the value of coordination for different stakehold-
ers like drivers and customers in various ride-hailing platforms. We
4 - The team orienteering problem with time-dependent evaluate the influence of situational contexts like spatial and tempo-
ral distribution of demand and supply, characteristics of customers and
profit taxi drivers and network characteristics like traffic congestion on the
Alejandro Montoya value of coordination and propose a network-based model to analyze
the ride-hailing phenomenon. We present analytical results for simple
This study introduces the Team Orienteering Problem with Time- cases and build an agent-based simulation (ABS) for more realistic sit-
Dependent Profit (TOP-TDP). In this problem, the profit value of each uations. We evaluate the impact of different decision-making rules for
customer changes during the planning period. Changes in the profit agents as well as the interaction between driver and customer agents
over time are represented as a discrete function. The objective of the on coordination using an ABS model.
TOP-TDP is to find a set of routes that maximize the total collected
profit, such that: each customer is visited at most once; the total du- 3 - Simulation of passenger flows at a constrained cruise
ration of each route is not greater than a maximum given time limit;
and the number of routes are less than a number of vehicles. The TOP-
port: evidence from the island of Santorini
TDP is inspired by freight distribution of some products to customers Michail Karpathiou, Fotios Katsigiannis
in emerging markets, where the total served demand at a customer de-
This paper implements a discrete event simulation model that depic-
pends on the arrival time of the vehicle. However, this problem can
tures the landside passenger flow of a popular cruise terminal located
arise in other contexts such as in the tourist industry, where the profit
in Santorini, Greece. The developed conceptual framework can be ap-
can depend on events or congestions during a day at a given place.
plied as a generic approach to other similar cruise ports. In brief, we
We propose a mixed-integer linear programming formulation of the propose a micro simulation model which represents in detail among
TOP-TDP that, running on a commercial optimizer, can solve small many other elements, passenger flows towards a nearby touristic set-
instances of the problem. For solving large-scale instances, we pro- tlement by considering three transport alternatives i.e. cable car, stair
pose a simple two-phase heuristic. Firstly, our heuristic generates a path and donkey guides . We identify that the bottleneck of the ex-
pool of routes through a randomized constructive heuristic. Secondly, amined system is the cable car which is the main tourist preference
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capturing more than 90% of the total traffic. This situation has also be- is different in every period. Capacity of each machine is limited and
ing reported by the local authorities and the port administration. Our non-stationary. Each machine has different, discrete and finite process-
work goes beyond the validation of the problematic situation by con- ing speeds.Access to machine is limited due to predictive maintenance
ducting a revenue loss analysis while also examining different capacity plan. Each machine produces a percentage of scrap and the rate of
and service rate scenarios examining the spilled demand as a function waste production depends directly on the speed. The considered prob-
of the average queue length. Finally, we conclude by evaluating po- lem is NP-Hard. Sample problems have been randomly generated to do
tential enhancements to the examined system that could increase its the experiments. The Solution time has been investigated, after solv-
profitability. ing instances.The solution time results evidence the efficiency of the
model. Also influence of a constraint instead of penalty in the objec-
4 - Diffusion and adoption of technological innovations in tive function has been studied, the computational results show that the
the Mar del Plata cooperative sector: the invisibility of constraint would decrease the CPU time by 30 percent.
their work 3 - Precedence theorems and dynamic programming so-
Alicia Zanfrillo lutions for the precedence-constrained single machine
The contagion of innovations originates in small groups of pioneers weighted tardiness problem
that influence a larger group known as imitators, developing a channel Salim Rostami, Stefan Creemers, Roel Leus
of great influence on the next ones interested in the incorporation of Schrage and Baker (1978) proposed a dynamic programming (DP) al-
a product or service. In the emerging Argentine market the adoption gorithm to tackle precedence-constrained sequencing on a single ma-
of technologies is explained by the imitation effect rather than by a chine. The performance of their DP, however, is limited due to mem-
few precursors. The advantage of knowing the potential market for a ory insufficiency, particularly when the precedence network is not very
new technology allows the definition of policies that facilitate its prop- dense. Emmons (1969) and Kanet (2007) described a set of prece-
agation in the target groups. The purpose of the work is to model the dence theorems for the problem of sequencing jobs on a single machine
behavior of Mar del Plata cooperative sector in the access to internet in order to minimize total weighted tardiness; these theorems distin-
resources in order to promote the dissemination of these technologies guish dominant precedence constraints for a job pool that is initially
on the market potential. From the marketing perspective, a quantita- without precedence relation. In this paper, we connect and extend the
tive research of a descriptive type with techniques of secondary source findings of the aforementioned articles to the problem of precedence-
analysis is undertaken to obtain, with the mathematical formulation of constrained single machine scheduling to minimize total weighted tar-
Bass (1968), the parameters of the speed of adoption of the presence of diness. We develop a framework for applying Kanet’s theorems to the
internet. Subsequently, an agent-based approach was used to simulate precedence-constrained problem. We also propose a DP algorithm that
the incorporation into the Information Society considering: a) the dy- utilizes a new efficient memory management technique for solving the
namic nature of the potential market given the permeability to the life problem to optimality. Combining these two, our procedure outper-
cycle of these entities and b) the presence of complementary products forms the state of the art for instances with medium to high network
such as social media. The resulting adoption curve resembles the orig- density.
inal one in a slow penetration of the market, constituting a challenge to
promote its inclusion in the new economy. 4 - A generic solution method for scheduling with inven-
tory constraints
Morteza Davari, Jeroen Belien, Patrick De Causmaecker, Roel
Leus
In this paper, we develop a generic solution method to solve a num-
WB-07 ber of scheduling problems with inventory constraints. Our proposed
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S107 method is an iterative dynamic programming approach that, in each it-
eration, produces lower and upper bounds that eventually converge to
Scheduling with Resource Constraints I optimality. We study the behavior of the method on parallel machines,
on a single machine and on problems with and without release dates
Stream: Scheduling with Resource Constraints and with different (regular) objective functions. Computational results
suggest that the method outperforms most of the approaches that are
Chair: Morteza Davari available in the literature for many of the specific problems studied.
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refinement, a better approximation of the set of feasible solutions is to compare the polarization of groups of nodes or entire networks, but
obtained. In previous approaches, the order of the applied refinements also to estimate the impacts of external interventions in terms of node
is predetermined. We consider a price-collecting sequencing problem polarization. The usefulness of the approach is illustrated on several
for which such a predefined strategy is not applicable. We propose for case studies associated with real-life networks from different sources.
this reason an incremental refinement algorithm that decides dynami- Two graph optimization problems arising in this context are formmu-
cally, based on the current best bound, what to refine next. The second lated and explored to deal with the reduction of polarization: (1) the
part of our work is dedicated on deriving good primal solutions from maximum number of treated nodes and (2) the minimum-cardinality
a relaxed DD. It is based on the observation that the refinement re- balanced edge addition problems.
moves many infeasible and in our case also suboptimal parts from the
search space and provides a promising starting point for primal heuris-
tics. Preliminary results show that strong primal and dual bounds can
be obtained quickly which are then improved over time.
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3 - Metaheuristics for the search for SAT heuristics The Study Area is a part of Toro river hydro-basin situated in the Lerma
Andrew Burnett, Andrew J. Parkes Valley, in the Province of Salta, in the Argentine Northwest. It is a fer-
tile small zone with loess soils and a temperate climate. It has around
For local search to be effective it often requires internal heuristics in 11.600 ha., with approximately 60.000 inhabitants, of which 350 are
order to decide which moves such be made. Designing such heuris- beneficiaries of the actual irrigation projects. At present, the main ac-
tics is often the task of an expert, and can require significant efforts tivity is tobacco production, but due to regressive commerce and low
and time. Hence, it is a natural goal to automate the creation of such prices, it is necessary to study a compressive plan to reorganize the
heuristics. This has previously been addressed by genetic program- land use and the "Modus Vivendi" of the population. That needs hy-
ming (and other evolutionary methods). In this talk, we will discuss draulic management actions, improving the irrigation systems. The
the potential for metaheuristics to create heuristics. The specific con- authors, from UCASAL and UPM, trained in agro studies, comple-
text is that of propositional satisfiability (SAT) and a set of local search mented with applied Decision Support Systems (DSS) including Dis-
methods known as ‘WalkSAT’. We will discuss the potential for ma- crete Multi-criteria Methods (MCDM), have applied them as an aid for
chine learning methods to enhance this search process. planning to transform the uses of soils in these areas. They have used
ELECTRE, AHP and Weighted PROMETHEE methods with a system
of criteria grouped as environmental, economic and social, to guide ac-
4 - Machine learning of the quality of machine-generated tions and policies for use and conservation of these lands. The paper
heuristics concentrates on these discrete MCDM, and on the alternatives indi-
Andrew J. Parkes, Ender Özcan, Asghar Neema Mohammad cated with them, and that could be used to propose recommendations
Beglou for farmers and to aid the decision makers to elaborate the policies
combining public and private actions, including conservation of soils
and hydraulic management measures, population training activities.
Previous work has shown that it is possible to automatically gener-
ate heuristics for the online bin packing problem. Furthermore, these
heuristics significantly outperform human generated heuristics. How- 3 - Assessing urban vulnerability: a hybrid multi-criteria
ever, there are two outstanding challenges: the search for heuristics decision-making process for East Naples (Italy)
can be slow as it is a form of simulation or expensive optimisation; Maria Cerreta, Giuliano Poli
the heuristics have no evident explanation, and this limits resulting sci-
entific insights and generalisations. In this work, we study potential Assessing the urban vulnerability is an open challenge for decision-
usages of machine learning to provide quickly computed surrogates making. According to the last report of the IPCC, the climate change
and also to provide explanations of the space of heuristics. influences natural and human systems by producing modification to
their sensitivity, exposure and response capacity. It is clear that an un-
derstanding of the drivers affecting the meaningful changes to the land-
scape’ Social-Ecological System (SES) is primary and it must be man-
aged when tackling sustainability issues. The approaches of spatial
evaluation and Hybrid-Multi-Criteria Decision-Making (H-MCDM)
WB-10 are able to support categorising, weighting and mapping of values with
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S110 the purpose to identify priorities and select preferable solutions. More-
over, the Group multi-criteria decision making (GMCDM) offers wide
MCDA and Environmental Management I opportunities for stakeholders if the Geographic Information System
(GIS) implements the spatial visualisation of vulnerability and sup-
Stream: Multiple Criteria Decision Aiding ports the experts to identify priorities clusters. This contribution fo-
cuses on two main questions for assessing urban vulnerability. The
Chair: Luisa Paolotti first concerns the uncertainty about the choice of a specific vulnera-
Chair: Filippo Fiume Fagioli bility model, and the need to share a common language for specialists
with a different background. The second concerns the hybridisation of
1 - Assessing the sustainability of different poultry produc- multi-criteria methods in order to lead a Spatial Decision Support Sys-
tem (SDSS) that detects critical urban vulnerability areas and localizes
tion systems: a multi-criteria approach the intervention priorities. The approach has been tested on the east
Luisa Paolotti, Lucia Rocchi, Antonio Boggia, Cesare part of the city of Naples (Italy).
Castellini, Adolfo Rosati
4 - Farm sustainability assessment: how to conciliate eco-
The aim of this study is to assess the sustainability of three different nomic and environmental objectives
poultry production systems, in order to evaluate their suitability to ad- Filippo Fiume Fagioli, Luisa Paolotti, Antonio Boggia
dress human food needs, as well as their environmental sustainability,
economic feasibility and animal welfare. The three systems compared
are: a conventional intensive indoor system, a free range system and The objective of this work is to present how Multiple Criteria Decision
a free range system combined with an orchard (where chickens graze Aiding (MCDA) can be efficiently applied in the agricultural sector,
in an orchard instead of in an area solely dedicated to the birds). A in order to evaluate the level of sustainability of farms production ac-
model based on multi-criteria decision analysis was developed, using tivities. Farm management, which has a multidimensional structure
PROMETHEE I and II. Environmental criteria were estimated using a and in which several different aspects have to be considered at the
life cycle assessment, while economic and social criteria were both col- same time, is central for a sustainable development. In farm manage-
lected on farms and from literature. The analysis took into account the ment, it is fundamental to take into account multiple criteria, consid-
preferences of different stakeholders involved in the production (farm- ering not only the economic aspects related to farmer profitability, but
ers, consumers, scientists). The combined system ranked at the top also those connected with environmental protection and sustainability,
position according to all three groups of stakeholders, followed by the maximizing economic benefit and maintaining the services and qual-
free range and then the intensive systems. To complete the assessment, ity of natural resources over time. The aim of this work is to develop
a sensitivity analysis was conducted, showing that this ranking was an MCDA tool for Decision Makers to implement sustainable plan-
quite stable, as only 4 of the 20 criteria considered had rank reversal. ning strategies within farms. Using the Italian FADN Database (Farm
Accountancy Data Network - RICA), farms with different cultivations
in Italy have been evaluated, considering both economic (e.g. gross
2 - Discrete multi-criteria methods for election of lands use production value, total costs, exc.) and environmental criteria (e.g.
alternatives in the Toro river hydro-basin (province of quantity of pesticides and fertilizers used), in order to assess the level
Salta, Argentina) of sustainability of each cultivation, and consequently to draw useful
Juan B Grau, Jose M Anton, Rocio C. López, José A. guidelines for sustainable planning and management.
Gualotuña, Diego Andina, Federico Colombo, Ana M. Tarquis
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4 - Going private transaction performance in emerging actual 100 years from the end of the WW1) at least the scientific com-
economies:a comparative study between Latin America munity would advance any alternative solution comparing to the war
oriented track of the 20 century - and no significant ideas/acts within
and Asia the started 21 century.
Alain Chevalier, Aurelie Sannajust
There is the projects oriented (re)search from the still
This paper is part of a worldwide research on private equity.We iden- open International Consortium Generosity_Creativity_Solidarity:
tify and explain the drivers of LBO operating performance in Latin LEARN TO LIVE TOGETHER (hypothetical) reality, model-
America and Asia.We consider a large set of candidate drivers (finan- ing/simulation/emulation and ideals generations - as a subtle turning
cial,governance,cultural, microeconomic macroeconomic) and study point into the possible Network of Networks on.
their effects on performance on short and long terms.To conduct our The co-organizers of the current OR and Ethics stream into Euro Con-
study,we use Capital IQ as a data base as well as a hand collected data ference 2018 Valencia have synergic and original contributions within
set covering LBOs Asian and Latin American countries.We use a large - i.e. Prof. dr. Dorien DeTombe’s COMPRAM Methodology, and
sample of transactions which occured between 2000 and 2015.To study Prof. dr. Cathal Brugha’s Decisional Nomology.
the performance after delisting,we use OLS regressions.We introduce So, the study proceeds on the open Ethics and OR new realm
dummy variables which represent the different geographical areas. Our onto the contemporary global (post-)crisis reverse as Inter/Trans/Co-
results show that GDP growth,industry growth and market return are disciplinary, Intercultural and Ecumenical approaches oriented within
important drivers that contribute to create value in LBOs.We also iden- the thesis: Knowledge Society toward Consciousness Society. A re-
tify the famlily ownership and the leverage effects in Asia,the short lated (f)act to tacit and explicit knowledge/innovation, and follow
term productivity and the tax effects in different countries,the long term up consequences would draw up and extend an implementation of a
return effect of public investors in some Asian countries.Among sev- ’Local’ Nucleus of an IN OVO inquiring "Science-NATURE-Culture-
eral contributions,this research allowed us to design a data basis which SPIRITUALITY-Religion Meta-Dialogue".
could be useful for other projects.
3 - Inhabitants take responsibility of their health position
Hans Derks
The Dutch society is in transition. The transition must culminate in
a society in which anyone who can take responsibility for his/her life
WB-14 and environment, where the government has only a facilitating role.
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S202 The transition is a long-term development in the social domain, which
has everything to do with individualization, emancipation and devel-
ETHOR II Ethics and Societal Complexity II opment in assertiveness. In Assen, they realized a new social institu-
tion which was meant to be the bridge between government and resi-
dents. Instead of improvement, the distance between government and
Stream: OR and Ethics residents enlarged. The domain where this issue focuses on is health,
Chair: Dorien DeTombe participation and sports.
We handle the issue with the COMPRAM-method (de Tombe 2015).
1 - Is the Compram method usable by handling intergener- The name of the process: Healty@Assen. The context is positive
ational poverty in Zodrenthe? health, the health concept in which health, as the absence of disease
Simon Henk Luimstra shifts to the possibilities of the human being.. In this new concept of
health it is about the individual, not about the disease. We use per-
Intergenerational poverty described through the Compram method- ceived health as assessment of health.
odogy The problem statement is: How do we develop policy in the field of
health, where the inhabitants take responsibility and do we get organi-
In ZO-Drenthe in the northern part of the Netherlands lives a rather
zations behind inhabitants and the municipality in a supporting role?
great group of poor people. 1 of 9 children are being raised in poverty.
How do inhabitants come in the role of client? We defined 3 target-
In this researchperiod I discovered as a administrator some problems:
groups: Club of objective experts, Club of 13 with the most involved
eg the absence of a clear definition of poverty and the lack of a inte-
organizations, Club of 100 residents in their new role. In my presenta-
grated policy.This journey is a theoretical session whereby I describe
tion I show surprising outcome and the creative work methods.
the elements of the Comprammethod and do some recommodations
for handling this problem. The Comprammethod is constructed for the 4 - Equal rights and opportunities for women
methodological field of social complexity. The goal is working towards Dorien DeTombe
a dynamic model with accepted interventions. In these methodology,
attention is paid to the level of knowledge and sharing of knowledge, The #MeToo reports in the media finally opened up the discussion of
clashing rationalities, mutual power relations and emotions. The pro- misbehavior of men towards women; a problem that is present over
cess is going after the last step in a programmatic approach with shared centuries in every country in every culture. With the #MeToo move-
ownership. At this moment there is in ZODrenthe a notion of making ment many people became aware that sexual abuse and humiliation in
policy based on the ideas of the methodology of handling the complex the family, on the workplace, in sports, in public areas and in religious
societal problem of intergenerational poverty. This issue is theoretical circles should no longer be accepted. These daily abuses ruin women’s
worked out to a basis conceptual model and will be enriched and will lives. These abuses are related to difference in social power between
be practical implemented in three different administrations, Borger- men and women. Women abuse is a complex societal problem often
Odoorn, Coevorden en Emmen. How is, in this process, handled with presented as a cultural or religious habit that should not be torn at,
the element of knowledge, the element of power and the element of however, human rights are women rights too. Now that there is an
emotions? And what can you ad on the presented basic conceptual awareness this problem can be placed on the political agendas all over
model? Is Compram an usufull tool in a local setting? the world in order to protect women and children for mistreating by
men. The problem can be analyzed, and changes can be suggested ac-
cording to the Compram methodology to support the problem handling
2 - Societal Complexity versus LEARN TO LIVE TO-
process. The Compram methodology, developed by Dorien DeTombe
GETHER: contemporaneous ’Science-Culture-Religion (2015), supports policy makers in finding, in a scientific based way,
Dialogue’. COMPRAM Methodology and ’Decisional sustainable changes in a democratic way. The Compram methodology
Nomology’ contributions starts with the problem owner and a facilitator. In a six step approach
Nicolae Bulz the problem will be analyzed, defined, changed and evaluated by teams
of experts and actors, including knowledge, power and emotion. With
There is the OR community’s related heritage, challenge, ten- this methodology the problem will be analyzed step by step who ben-
sions/perspectives within the possible Science-Culture-Religion Dia- efits and who suffers from this misbehavior and how to change this.
logue’. In order to acknowledge the tragedy of war (mostly within the
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WB-15 (which we will call diversity of processing times) can be controlled and
test beds with different levels of diversity can be generated. Depending
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S203 on these levels of processing time diversity, several simplifications and
methods for the 2-machine case can be used to generate optimal solu-
Scheduling Theory I tions. E.g. if no diversity exists on the first machine the flowtime can be
easily computed using the dispatching rule Shortest-Processing-Time
Stream: Scheduling Theory (SPT), even for a large number of jobs, instead of using heuristics or
Chair: Kathrin Maassen other solutions methods. An empirical study for the two-machine per-
mutation flow shop with different levels of processing time diversity
are shown.
1 - New approximate methods for the two-stage multi-
machine assembly scheduling problem
Carla Talens Fayos, Paz Perez Gonzalez, Victor
Fernandez-Viagas, Jose M Framinan
In this paper, we analyse the two-stage multi-machine assembly WB-16
scheduling problem with the objective of minimising total completion Wednesday, 10:30-12:00 - SOUTH BUILDING UV S115
time. A linear programming model and a new set of instances consid-
ering more than two machines at the second stage are presented. We Discrete and Global Optimization III
also analyse the existing heuristics and metaheuristics, propose new
ones and compare the corresponding solutions.
Stream: Discrete and Global Optimization
2 - Towards an effective column generation technique for Chair: Thorsten Schmidt-Dumont
solving large batch scheduling problems
Mendez Carlos, Mariana Cóccola, Rodolfo Dondo 1 - Piecewise linear function fitting via mixed-integer linear
programming
Column generation (CG) is a decomposition technique widely used to
efficiently solve a wide range of integer and integer-linear problem in- Steffen Rebennack, Vitaliy Krasko
volving set-partitioning constraints such as vehicle-routing problems
and crew-scheduling problems. Although CG became the leading op- Piecewise linear (PWL) functions are used in a variety of applications.
timization technique for solving many routing problems, just a few Computing such continuous PWL functions, however, is a challenging
applications have been focused on short-term scheduling problems in task. Software packages and the literature on PWL function fitting are
the literature. Most algorithms were designed to only consider a sin- dominated by heuristic methods. This is true for both fitting discrete
gle machine or multiple identical parallel lines and are poorly adapted data points and continuous univariate functions. The only exact meth-
to other configurations. Some of them are limited to solve identical ods rely on non-convex model formulations. Exact methods compute
parallel-machine scheduling problems by a CG approach. This paper continuous PWL function for a fixed number of breakpoints minimiz-
increases the challenge by developing a novel MILP-based CG algo- ing some distance function between the original function and the PWL
rithm that is able to handle with single-stage short-term scheduling function. An optimal PWL function can only be computed if the break-
problem with non-identical parallel machines. Each generated column points are allowed to be placed freely and are not fixed to a set of can-
represents a feasible schedule on one machine and each feasible sched- didate breakpoints. In this paper, we propose the first convex model for
ule is generated by solving a single machine sub-problem, which is optimal continuous univariate PWL function fitting. Dependent on the
based on a continuous time precedence-based MILP formulation. The metrics chosen, the resulting formulations are either mixed-integer lin-
best jobs allocation is chosen by the master problem. In order to gener- ear programming or mixed-integer quadratic programming problems.
ate the maximum number of feasible and profitable columns per itera- These models yield optimal continuous PWL functions for a set of dis-
tion, the solver-options of the branch-and-cut package used for solving crete data. Based on these convex formulations, we further develop an
the slave problem are properly tuned. The iterative CG algorithm was exact algorithm to fit continuous univariate functions. Computational
developed by using the GAMS software and the computational results results for benchmark instances from the literature demonstrate the su-
demonstrate the efficiency of this decomposition method. periority of the proposed convex models compared to state-of-the-art
non-convex models.
3 - Scheduling with step-improving processing times
Eun-Seok Kim 2 - Convex extensions in discrete optimization with their
applications
We study a single machine scheduling problem of minimizing to- Sergey Yakovlev, Oksana Pichugina
tal completion time with step-improving processing times. For step-
improving processing times, job processing times reduce by a job- There exists a wide class of finite sets in the arithmetic Euclidean space
dependent amount after a common critical date. We show that the that coincide with a set of vertices of their convex hull. Such sets will
problem is NP-hard in general. We formulate a Mixed Integer Pro- be called vertex-located sets (VLS). Properties of optimization prob-
gramming model and develop an LP-based heuristic for the problem. lems on VLS and special methods for their solution are presented. A
Finally, we perform computational experiments showing that the pro- convex function defined on a convex hull of a finite set will be called
posed heuristic provides effective solutions. a convex extension of the original function if their values coincide on
the set. This research is based on theorems on an existence of convex,
4 - Simplifications and optimal solutions for the two- strongly convex, and differentiable extensions for functions defined on
machine permutation flow shop regarding the diversity VLS. For an optimization problem on VLS with arbitrary objective
of processing times function and functional constraints an equivalent mathematical pro-
Paz Perez Gonzalez, Kathrin Maassen, Jose M Framinan gramming problem with the corresponding convex extensions is pro-
posed. Extremal properties of convex extensions for functions defined
In a two-machine permutation flow shop scheduling problem, the op- on VLS are studied. Sufficient conditions for a minimum of function
timal makespan can be found in polynomial time using Johnson algo- on VLS, as well as its lower bounds for different classes of VLS are
rithm, while the problem with total flowtime objective is known to be formulated. The research contains examples of VLS and algorithms
NP-hard. Normally, test beds with processing times referring to a uni- for constructing convex, strongly convex, and differentiable extensions
form distribution, U[1,99], are used since this distribution is known to for optimization functions defined on these sets. The results are used to
produce instances which are hard to solve. Only a few works in the improve an efficiency of existing discrete optimization methods and to
job-scheduling literature deal with other distributions, but using e.g. develop new approaches to optimization of special classes of functions
the normal or lognormal distribution might have advantages. Using on VLS.
these distributions, the coefficient of variation of the processing times
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3 - Black-box optimization for additive manufactured heat properties of the estimator provided are discussed. Also, a number of
exchangers simulations for different types of Lévy processes are performed and
Sebastien Cadalen their results are examined.
Additive manufacturing is a lever for efficiency improvement in the 2 - A branch and bound procedure for the stochastic as-
field of heat exchangers, as it enables a dramatic freedom in their de- sembly line balancing problem
sign. However, this freedom comes along with an increased complex- Johannes Schnitzler, Raik Stolletz
ity in optimizing the exchanger to a particular purpose. This study
deals with an air preheater with exhaust gas. To be competitive, the de- We analyze the assembly line balancing problem where tasks have to
vice must have a minimum weight and reach the desired performances be assigned to stations with the goal of minimizing the number of
in terms of pressure losses and heat duty. stations used. Task times are stochastic, leading to the possibility of
incomplete work pieces. Therefore, we consider a constraint on the
The study was decomposed as follows: i) we used a dedicated process probability of finishing a work piece within the given cycle time. A
tool based on standard heat exchangers correlations; ii) we introduced sampling model is developed to account for generally distributed task
additive manufactured designs. As correlations are not available, they times. We present a bidirectional branch and bound procedure in or-
were obtained thanks to Computational Fluid Dynamics (CFD). The der to solve the model to optimality. A numerical study compares the
process tool is then fed with theses correlations; iii) we fully auto- performance of the algorithm to the solution with standard solvers.
mated a numerical chain including CFD and process simulation. Then,
the constrained minimization problem was solved with various black 3 - Stochastic optimization on a graph with random deci-
box optimization algorithms.
sion points
The challenge comes from the CPU cost. Each design needs 8 simu- Petr Lachout
lations to build the correlations. The design space also shows infea-
sibility regions that could not be a priori determined. In average, 25 We introduce a graph with nodes activated in random times. The task
designs were tested per day and a total of 1,000 designs were tested. is to optimize gain from a random process dynamically developing in
time. The process is controlled at nodes of the given graph which
Finally, the black box optimization algorithm has to deal with: lots are active. We intent to give a description of the random process and
of local minima, infeasibility, limited number of iterations. The intro- presents some basic relations, results.
duction of new design and it optimization shows a gain of 20% on the
weight for the same performance. References: [1] Bonnans J.F., Shapiro A.: Perturbation Analysis of
Optimization Problems. Springer-Verlag, New York, 2000 [2] Rock-
4 - A real-world application of the travelling salesman prob- afellar R.T., Wets R. J.-B.: Variational Analysis. Springer-Verlag,
lem using non-deterministic data classification algo- Berlin, 1998. [3] Shapiro A., Dentcheva D., Ruszczynski A.: Lec-
tures on Stochastic Programming: Modeling and Theory. MPS-SIAM,
rithms Philadelphia, 2009.
Omer Celepcikay, Caner Okutkan, Egemen Berki Cimen,
Emine Çelepçıkay
The traveling salesman problem has an important place in terms of
public transportation. Today, Metro, Metrobus, Marmaray and Pri-
vate Public Buses are playing a very important role in transportation
WB-18
in Istanbul city, because traffic density has always been a problem in Wednesday, 10:30-12:00 - SOUTH BUILDING UV S206
the transition from the Anatolian side to the European side (and vice
versa). For this reason, considering the metropolitan city of Istanbul as E-commerce Related Problems in
a test case, Metrobus transition points will be assessed as an effective
tool as well as how to proceed in the case of future growth. In addi-
Transportation and Logistics
tion, the results of six different algorithms used in data analysis and
classification will be compared with each other. Therefore, Rome, one Stream: Transportation
of the largest cities in Europe, has been taken into account in order to Chair: Xuezhen Guo
measure the problem-based difference. This study aims to show the
use of modern techniques in urban planning. 1 - A last mile delivery paradigm using microhubs with
crowdshipping
Jane Lin
The rise of e-commerce and same-day delivery service has led to an in-
WB-17 creased freight movement in urban areas adding to the negative exter-
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S205 nalities, including traffic congestion, noise, pollution and greenhouse
gas emissions. This study proposes and evaluates the performance of a
microhub delivery paradigm in combination with crowdshipping. Per-
Stochastic Programming formance was evaluated by comparing with the traditional hub-and-
spoke delivery service paradigm. Evaluation measures included ve-
Stream: Stochastic and Robust Optimization hicle miles travelled, number of trucks and crowdshippers dispatched
Chair: Petr Lachout as well as fuel consumption and total daily operating cost. The pro-
posed Microhubs with Crowdshipping (M+C) delivery paradigm aim
1 - Quantization of Lévy measures to reduce the number of trucks and crowdshippers dispatched and their
Mark Anthony Caruana fuel usage as well as associated operating costs. The study also inves-
tigates the effect of key operational parameters such as network size,
In this paper we find the optimal approximation of the measure associ- customer demand, crowdshipper payment and penalty rate on the per-
ated to the Lévy-Khintchine representation via a convex combination formance of the proposed paradigm. It is found that the performance
of a finite number N of Dirac masses. The quality of such an approxi- of the proposed M+C delivery paradigm is mostly suited for high cus-
mation is measured in terms of the Monge-Kantorovich or the Wasser- tomer demand irrespective of the network size. Higher penalty rate
stein metric. In essence, this procedure is equivalent to the quantization increases the attractiveness of the proposed M+C delivery paradigm,
of measures. This procedure requires prior knowledge of the functional while higher crowdshipper compensation decreases the attractiveness
form of the measure. However, since this is in general not known, then of the proposed paradigm. The M+C delivery paradigm is also more
we shall have to estimate it. It will be shown that the objective function suited to the cities with medium to high customer density and less so
used to estimate the position of the Dirac masses and their associated for cities with low customer density.
weights (or masses) can be expressed as a stochastic program. The
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of an experience good. Partial demand fulfillment can thus be prof- its computational simplicity and geometrical easiness. The portfolio
itable for search goods under a greater number of imitators or a lower selection under mean-LPM framework becomes more complex when
backlogging rate. If partial demand fulfillment is profitable for both proportional wealth is invested in risky assets as well as a risk free as-
goods, the manufacturer of a search good sells more to enable a suffi- set. This is because an investment frontier, which represents all linear
cient returns volume for the larger future demand. combinations of a risk free asset and some arbitrary risky portfolio, is
not always linear in the mean-LPM space. The linearity is obtained
when the target is either risk free rate or mean return of overall invest-
ment portfolio. For other targets the linearity is not guaranteed.
In this paper, we study the shapes and behaviours of the investment
WB-20 frontiers regardless of any targets. Besides theoretically delineating
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S301 several properties of the frontiers, we present empirical evidence to
validate the analytical developments. We introduce three main three
Decision Analysis for Investment Portfolio properites: convexity, monotonicity and convergence. Beyond these,
we empirically observe a special behavior when mean return require-
Selection and Resource Allocation ment changes. Since, the properties are developed without imposing
any restrictions on the probability distribution of asset returns, they are
Stream: Decision Analysis and Decision Support Systems unaltered in all scenario.
Chair: Mohammad Mehdi Hosseinzadeh
4 - DEA to support decision-making in portfolio problems
1 - On various solutions of areas allocation problem Mohammad Mehdi Hosseinzadeh, Sergio Ortobelli, Farhad
Sergey Shvydun, Fuad Aleskerov Hosseinzadeh Lotfi
Over the last years, the problem of overlapping territorial claims be- A great deal of concern among investors and academic researchers in-
tween different countries have become more acute in many regions. vestigating modern portfolio problems is how to adopt the best fitting
Potential prospects of areas exploitation (e.g. natural resources) or performance criteria over different market conditions. They typically
their location (e.g. important sea routes) have led to some potential ten- use several criteria to reduce the dimensionality of the portfolio prob-
sions or even conflicts between interested parties which, in turn, create lems. In addition, adopting some asset selection criteria that select only
serious damage to the environment in the region, countries’ economies efficient assets as portfolio choices reduces portfolio selection com-
and their inhabitants. Thus, there is a strong need to find some fair plexity. This paper is carried out by developing a consistent approach
and peaceful resolution of these competing territorial claims. We con- to deal with portfolios’ asset selection problem with the Data Envelop-
sider the areas allocation problem from the mathematical point of view. ment Analysis (DEA) as a non-parametric efficiency evaluation tool.
Based on introduced model of utility values with respect to main re- DEA is a linear programming methodology to evaluate and assess the
sources and preferences of interested countries over disputed areas, we relative efficiency and to estimate the production frontier of Decision
proposed several models of areas allocation. Two main approaches are Making Units (DMUs) that employ multiple inputs and outputs. We
used - each territory is allocated to a single country, and each territory consider different input/output sets such as static and dynamic criteria
can be allocated to several countries - so called shared allocation. To to evaluate assets efficiency scores with a 10-year ex-post analysis that
test the proposed models, we have also applied them to the problem includes the recent financial crisis. Finally, we select efficient assets
of areas allocation in Barents Sea and other regions of the Arctic. As for the portfolio and compare the ex-post wealth of portfolios obtained
a result, we proposed several allocation scenarios and evaluated total based on DEA approaches, a uniform portfolio strategy, and several
dissatisfaction level of each interested party. We consider our work as risk-reward performance measures. The asset’s efficient comparison
an exercise to attract an attention of decision-making authorities since points under different criteria sets, can provide useful insights to de-
we strongly believe that such models and evaluations based on them cision makers. The ex-post empirical comparison results support the
can be helpful for the process of corresponding decision making. proposed approach as a good tool for assets performance measure and
portfolio problems.
2 - Portfolio optimization of international reserves: the
case of the central bank of Chile
Christian Ferrada, Jaime Miranda
The Central Bank of Chile uses international reserves to protect the WB-21
economy against credit defaults and against currency and speculative Wednesday, 10:30-12:00 - SOUTH BUILDING UV S303
attacks. They are also the counterpart of debt that finance the func-
tioning of the Bank, debt that commercial banks and financial insti- Applications of Optimal Control
tutions use as an investment option and as a collateral for liquidity
transactions. The investment of international reserves represents an Stream: Nonlinear Programming: Theory
important decision problem made every year that accounts for almost
15% of Chilean GDP. When managing reserves, the Central Bank first Chair: Hector Ramirez
chooses which countries to invest in and second how to allocate funds
among different financial instruments. In this work, we evaluate the 1 - Controlling recirculation rate in minimal-time bioreme-
current portfolio choice of the Central Bank of Chile and compare it diation of natural water resources
against three alternative approaches, which are variations of the classi- Victor Riquelme, Alain Rapaport
cal model of maximizing returns over volatility. The data we use con-
siders 11 countries, 4 types of financial instruments in each country We revisit the minimal time problem of in-situ decontamination of
and more than 10 years of history. The four approaches deliver differ- large water resources with a bioreactor, considering a recirculation
ent results in terms of the countries where to invest in and in terms of flow rate in the resource as an additional control. This new problem
the size of the relative investments. Particularly, the model of the Cen- has two manipulated inputs : 1. the flow rate of the treatment in the
tral Bank of Chile has a more diversified portfolio, explained in part by bioreactor (which enters nonlinearly in the dynamics because of the
ad-hoc restrictions driven by the performance of previous decisions. biological dependancy between the flow rate and the concentration at
the output of the bioreactor) 2. the flow rate of the recirculation in the
3 - Investment frontier in mean-lower partial moment port- resource between the pumping and reinjection locations (which en-
folio selection framework ters linearly the dynamics). Although the velocity set of the dynam-
Dipankar Mondal, Selvaraju Natarajan ics is non convex, we show that the optimal control is reached among
non-relaxed controls. The optimal strategy consists in three sequential
Despite several advantages of lower partial moment (LPM) as a mea- steps: 1. do not recirculate water and take the flow rate of treatment
sure of investment risk, the variance is widely used just because of that maximizes the concentration decay in the resource. 2. recirculate
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water at maximum rate and carry on with the flow rate that maximizes 1 - Thematic portfolio optimization
the concentration decay. 3. carry on with recirculation but do not treat Florian Methling, Rüdiger von Nitzsch
the water (i.e. bypass the bioreactor). Finally, we show on numerical
simulations that significant gains in processing time can be achieved In recent years, thematic exchange-traded funds (ETF) have increased
when controlling the recirculation flow rate. in economic significance. Investors in thematic ETFs have more than
just financial objectives and gain a non-monetary added value from a
2 - Characterizing the optimal profile of the open pit mine thematic portion in their portfolios. Therefore, traditional portfolio op-
planning problem in the continuous framework timization models which target only financial criteria cannot suit these
Emilio Molina, Jorge Amaya, Cristopher Hermosilla investors’ needs anymore. Nevertheless, to count in their thematic in-
terests, investors adapt a core satellite strategy in which conventional
In this work we address two problems: the final open pit problem core portfolios and thematic satellite portfolios are combined. Thus,
(FOP), in which the optimal profile must only satisfy the slope con- these portfolios are separately optimized without further considering
dition, and the capacitated final open pit (CFOP), in which we add inter-portfolio correlation effects. Since modern portfolio theory has
a capacity condition, imposing that the total mass to be extracted is originally been established to, inter alia, optimize these correlation
limited by a given upper bound; for this two cases, the criterion is to effects, portfolios can only be efficient by chance. Therefore, this
maximize the total benefit. study targets the correlation effects between conventional and thematic
Instead of using the well known block model approach through bi- portfolios and introduces a tri-criterion thematic portfolio optimiza-
nary decision variables, our approach is based on continuous functional tion model as an overall framework. Throughout a two-part analysis
analysis, giving rise to optimization problems in an appropriate func- with tradable ETFs and a simulation with 250,000 draws and 1,750,000
tional space (absolutely continuous functions), which allows for an im- portfolio optimizations performed, the status quo is compared to the
position of slope constraints associated with geotechnical stability. new model. Quantifying the suboptimality, simulation results show a
mean portfolio improvement of 6.23 % measured as relative yield en-
We derive existence results and investigate some qualitative properties
hancement. Further analysis concludes that the more narrowly a theme
of the solutions as, for example, the characterization of the border of
is being defined and the more particular it is relative yield enhance-
the final pit, in the two-dimensional case. We essentially prove that
ments can increase up to 46.88 %.
the value distribution along the lower border of the optimal pit must
be zero, when the slope and capacity constraint are not actives. This
2 - Granular-based interactive portfolio optimization model
result comes from the tools provided by the calculus of variations and
optimal control. Based on those properties, we propose an algorithm for investment decision aids
and present numerical results on some standard cases. Kao-Yi Shen, Gwo-Hshiung Tzeng
3 - Optimal control of biogas production for the chemostat Portfolio optimization has been an important research subject in both
Antoine Haddon financial and operational research (OR) societies, which leads to sig-
nificant impacts in the global mutual fund markets. The present study
In this work we deal with the optimal control problem of maximiz- attempts to propose a granule-based interactive approach to resolve
ing biogas production in a chemostat. The dilution rate is the con- the complicated portfolio optimization problem, which is based on the
trolled variable and we study the problem over a fixed finite horizon combination of decision-making methods and machine learning tech-
for positive initial conditions. We consider the single reaction model niques. The expected advantages are threefold: (1) select the candidate
and work with a large class of growth rate functions. With the Pon- stocks to form a portfolio with superior financial performance in the fu-
tryagin Maximum Principle, we construct a one parameter family of ture, (2) identify the relative weight of each attribute of an investor by
extremal controls of type bang-singular arc. The parameter of these a multiple attribute decision-making (MADM) method, and (3) lever-
extremal controls is the constant value of the hamiltonian. Using the age the adjustable information-granule to form a changeable multiple
Hamilton-Jacobi-Bellman equation, we identify the optimal control as objective decision-making (MODM) model for the portfolio optimiza-
the extremal associated with the value of the hamiltonian which satis- tion problem interactively. In here, the interactions reside among the
fies a fixed point equation. We then propose a numerical algorithm to investor’s given preferences and the MODM model. If the MODM
compute the optimal control by solving this fixed point equation. We model fails to yield a solvable solution, this approach will adjust the
illustrate this method with the two major types of growth functions of size of information-granule on the considered attributes sequentially
Monod and Haldane. according to its importance of the investor. This innovative idea is in-
spired the concept of changeable spaces, proposed by Prof. Tzeng in
4 - Bioremediation of water resources: an optimal control MODM, which extends the classical Pareto and DeNovo solution. A
approach conceptual research flow will be illustrated in the conference.
Hector Ramirez
This talk deals with the bioremediation, in minimal time, of a water 3 - Asset management optimization: a framework to re-
resource (such as lakes, reservoirs, etc.) using a single continuous duce costs and risk for utilities management
bioreactor. The bioreactor is connected to the reservoir through sev- Luis Dias, Luis Guimarães
eral pumps. Typically, one pump extracts polluted water and other on
injects back sufficiently clean water with the same flow rate. However, Efficient and robust maintenance policies are of vital importance in
we also analyse more complex pumps configurations. So, we state asset management because of their fall-backs into the safety and eco-
minimal-time optimal control problems where the control variables are nomics of companies and plants operation. A maintenance strategy
related to the inflow rates of the pumps. For those problems, we anal- that takes both risk and costs minimization at the same level is often
yse the existence of their solutions as well as their optimal synthesis difficult to obtain. When the condition of a system can be continu-
(via Pontryaguin’s principle). We also obtain, for some pumps con- ously monitored and the equipment risk can be assessed, it is possible
figurations, explicit expressions of their value functions via Hamilton- to combine Condition-based with Risk-based maintenance strategies
Jacobi-Bellman techniques. aiming to obtain a policy that trades off risk with maintenance costs.
In this work we aim to develop a framework capable of being gener-
alized to several kinds of assets in the utilities industry that combines
both Risk Based Maintenance (RBM) and Condition Based Mainte-
nance (CBM). The goal is to determine the optimal degradation state
WB-22 in which maintenance should be performed when we consider the De-
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S304 cision Maker (DM) risk profile. The problem studied in this work is
formulated as a multi-objective search aiming at simultaneously min-
imizing multiple objectives of interest such as risk and costs. For a
Multiobjective Portfolio Optimization closer approximation to real world problems, the model describing the
evolution of the degrading system is based on the use of the Markov
Stream: Multiobjective Optimization model and the Monte Carlo (MC) simulation. The maintenance poli-
Chair: Iryna Yevseyeva cies for the studied assets will be generated using a MOEAs (Multi
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Objective Evolutionary Algorithms) that determines which will be the The purpose of the paper is to investigate the financial and opera-
ideal condition maintenance strategy considering the company profile. tional benefits when deploying Six Sigma methodologies in airline
operations. Six Sigma statistical analysis is used to measure the cur-
4 - Cyber security portfolios selection under limited budget rent performance of each critical metric involving the operational pro-
cesses within international and U.S. domestic airline industry. Using
constraints six sigma level or the current sigma level (whichever is higher) as the
Iryna Yevseyeva, Michael Emmerich, Vitor Basto-Fernandes, benchmarking tool, this paper compares the compensation expenses
Stefan Parpurov, Helge Janicke caused by the variations in operational processes before and after the
sigma level is achieved. The aggregate annual savings obtained across
Nowadays cybersecurity becomes a concern for most of the organisa- all the critical metrics is in the order of billions of dollars.
tions. Hence, the decision should be made on how to allocate limited
cybersecurity budget to the available set of controls for protecting a 4 - The economic lot sizing problem with remanufacturing:
company in the best way. In this work, an approach for quantifying new structural properties and polynomial-time heuris-
and selecting the most efficient portfolios from possible permutations tics
of controls is provided. Several metrics are used to judge a portfolio’s Onur Kilic, Wilco van den Heuvel
strength. Pareto front of optimal portfolios can be selected, allowing
organisations to see different trade-off choices for different metrics and The economic lot sizing problem with remanufacturing considers a
allowing organisation to choose one portfolio depending on which of firm facing time-varying demands and returns over a finite number
the above metrics they value the most or using some well-known trade- planning horizon. The demand can be met by manufacturing new
off metrics. The approach is tested on a real breach data set and yielded products and remanufacturing returned products. It is assumed that
interesting insight with regards to control effectiveness and the severity new and remanufactured products are identical and regarded as ser-
of various vulnerability categories. viceables. The firm holds serviceable and return inventories. The ob-
jective is to minimize production and inventory costs while satisfying
demands on time. We provide structural results and develop a class
of polynomial-time heuristics for this problem. The main behind our
work is to decompose the problem into sub-problems which can be
handled in polynomial-time. We identify the network flow structure
WB-23 of the problem and derive properties of its optimal solution. Based
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S305 on these, we decompose the problem and show that sub-problems can
be solved in polynomial-time. The decomposition does not warrant a
polynomial-time algorithm as the number of sub-problems is not poly-
Lot Sizing III - Remanufacturing nomially bounded. We overcome this by evaluating a carefully chosen
set of sub-problems. This leads to a class of polynomial-time heuris-
Stream: Lot Sizing, Lot Scheduling and Production Plan- tics whose time-complexity is a function of how sub-problems are cho-
ning sen and solved. We demonstrate the effectiveness of our heuristics by
Chair: Onur Kilic means of a numerical study and show that they outperform earlier ones
and provide almost optimal solutions.
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exposure to air pollution. Particle Matter (PM) exposure caused res- 1 - A mechanism design for scheduling problems with
piratory and cardiovascular diseases. Controlling urban air pollution multi machine agents
will advance in building sustainable cities and communities as well as Alexander Herbst, Ulf Lorenz
to improve health in countries around the world as two of the sustain-
able development goals established by the United Nations. The aim Mechanism design theory has evolved from classical game theory and
of the present study is to analyse a set of strategies (policy, regula- provides many interesting applications in different mathematical areas.
tion and technology) that can control the emission of pollutants in the Beside its appreciation as a powerful tool to design sensible auction
atmosphere as well as to inform and mitigate health impacts for the formats there has already been conducted a wide range of research in
population in the city of Medellin Colombia. coherence with scheduling. The resulting settings with clashs of in-
terests between different participants (also called agents) often lead to
3 - A system dynamics model to evaluate the impacts of highly relevant scheduling problems, but so far, most publications in
overloaded vehicles transporting ornamental stones in this context only treat the existence of agents that control exactly one
Brazil machine resp. job. In this paper we investigate a setting in which each
Glaydston Ribeiro, Verônica Ghisolfi, Gisele Chaves, Romulo agent is owner of two similar machines that only differ in their pro-
duction speeds. These two individual speed values are supposed to be
Orrico, Ivone Hoffmann, Leonardo Perim private knowledge of the agents and by following a classical goal of
Vehicle overloading in road cargo transport contributes to the bad con- mechanism design we are interested in scheduling mechanisms which
ditions of Brazilian highways, to the reduction in the pavement’s lifes- influence the machine agents to report their private information truth-
pan and to the increased risk of road accidents. The state of Espírito fully. The aim of this investigation is a solid basis for future research
Santo, located in the southeast region of Brazil, stands out in the na- in the still unexploited multi machine agent environment.
tional production of ornamental stones. However, these stones are
transported to the port by road and the transporting vehicles are usually 2 - Conflict-free yard crane routing in an automated con-
overloaded, causing several accidents and contributing to the deterio- tainer terminal
ration of the pavement. The purpose of this work is to present a System Erwin Pesch, Jenny Nossack, Dirk Briskorn
Dynamics model to evaluate the relationship between vehicle loading
policies in road transport of ornamental stones and the variation in the We focus on a container dispatching and conflict-free yard crane rout-
percentage of overload and the costs associated with their negative ex- ing problem that arises at a storage yard in an automated, maritime
ternalities. Particular attention is given to operational costs, pavement container terminal. A storage yard serves as an intermediate buffer
maintenance and road accidents costs. The model also evaluates the for import/export containers and exchanges containers between water-
best vehicle loading policy to minimize total system costs, considering and landside of a maritime terminal. The considered storage yard is
the relative importance of each cost category. The results confirm the perpendicular to the waterside and employs two rail mounted gantry
advantages of the business strategy that favors the reduction of trans- cranes that have different sizes and have thus the possibility to cross
port operating costs by overloading vehicles. However, as the vehicle each other. The problem at hand evaluates in which order and by which
overloading increases, the social costs of pavement maintenance and crane the import/export containers are transported in order to minimize
road accidents also increase. Therefore, the best vehicle loading pol- the makespan and prevent crane interferences. We solve this problem
icy depends on the relative importance attributed to the operational and to optimality by a branch-and-cut approach that decomposes the prob-
social costs involved. lem into two problem classes and connects them via logic-based Ben-
ders constraints. We assess the quality of our solution method in a
4 - Effects of integration of renewable energy sources on computational study.
financial statements of electric conventional generation
plants. 3 - Planning and scheduling in open-pit mining
Alvin Henao Perez, Guisselle Garcia Chris Potts, Antonio Martinez-sykora
Integration of renewable energy sources (RES) to energy systems im- The profitability of an open-pit mining project is highly dependent on
poses great challenges over such systems mainly because of their in- a plan that specifies what material is to be extracted and when this will
termittency (variability and uncertainty). In particular, electricity con- occur. It is common practice to create a discrete version of the problem
ventional plants may be able to ensure the load-generation balance by partitioning the area to be mined into a set of blocks, where each
of an electric system based on RES, so they become a cost-efficient block has an estimated monetary value if it is mined. The problem
complement in that system, or may be displaced by renewable genera- is to decide which blocks are to be mined in each time period of the
tion plants, so the existence of conventional plants is threatened. The planning horizon so that the net present value is maximized. There is
purpose of this research is to analyze the effects of electricity gener- a complex system of precedence constraints that restrict the order in
ation from RES over financial statements of conventional generation which blocks are mined. Intuitively, a block cannot be mined until the
plants to provide information that helps conventional generators to de- blocks immediately above have already been extracted. More gener-
sign strategies to cope with those challenges. The methodology uses a ally, safety considerations prevent the slope created by the remaining
binodal system linked by a transmission line with limited capacity. We blocks in the mine from becoming too steep. As a further constraint,
allocated a renewable generator, a conventional plant and a load in one the amount of mining within any time period is limited by the speed
node. While in the other a load and aggregated conventional plants. at which blocks can be extracted and by the capacity of the plant that
The operation of the system is simulated and data is used to build a processes the blocks that are mined. This talk reviews the literature
Dynamic System model to analyze the effects on income statement of on models and algorithms for scheduling the extraction of blocks in
conventional generation plants. The results are used to compare the open-pit mining. Moreover, we describe our solution methods that
AS-IS (conventional plants only) system and TO-BE system (integra- have been developed for the Phase-X Mine Design Challenge that was
tion of RES). run by Unearthed in collaboration with BHB Billiton in 2016.
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with the FIFO strategy - in case of many stock keeping units (SKU), 3 - Rolling stock scheduling with maintenance require-
shuttle system can block picking process, because goods which have ments at the Chinese high-speed railway
been reserved for order are in the middle of racks. Before we get the Qingwei Zhong, Richard Lusby, Jesper Larsen, Qiyuan Peng
pallet which is reserved for the order, necessary is remove from the
racks several pallets, because system does not allocate goods accord- How to improve the efficiency of rolling stock planning has always
ing to the orders. The MIP (Mixed-Integer Programming) ensures that been the focus of railway companies. Presently at the Chinese high-
the goods are picked up from the shuttle location in the way of mini- speed railway, rolling stock planning is usually done by dispatchers.
mizing the number of lacks or completely eliminating them. The main Due to the dispatcher’s own experiences and some other factors, it
aims are to present an algorithm of shuttle racks system that will plan is often difficult to quickly obtain an optimal rolling stock schedule
storage location before goods are based on backorders. As a result of that matches the timetable and which also satisfies the maintenance re-
it, goods will be located lengthwise of the shuttle tunnel according to quirements. In this talk, we decompose the problem of rolling stock
the order. Algorithm will base on Mixed-Integer Programming model. planning with maintenance into two steps. First, we solve a flow based
The work presents the model and verifies the basic characteristics of model that ignores maintenance to obtain multiple rolling stock sched-
the problem and the solution. ules. In a second phase we then attempt to obtain a maintenance fea-
sible rolling stock schedule, starting from the solutions found in the
first phase. We present the results of testing the developed methodol-
ogy on railway networks from the Zhengzhou Group, one of the most
important railway transportation hubs in China.
WB-26 4 - Designing cost-minimal public transport systems
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S308 Alexander Schiewe, Anita Schöbel
Vehicle Scheduling and Rolling Stock In public transport planning, separate planning steps like line plan-
ning, timetabling or vehicle scheduling, are often considered consecu-
Stream: Public Transportation I tively. This leads to overall suboptimal solutions, since the objectives
Chair: Anita Schöbel of later planning steps cannot always be correctly computed in the ear-
lier stages or a solution of an earlier stage may even exclude overall
optimal solutions.
1 - Location planning of charging stations and vehicle
In this talk, we consider cost-minimal public transport systems, i.e.,
scheduling for electric buses in public transport we propose a method to find the overall best solution w.r.t. operational
Nils Olsen, Natalia Kliewer costs. Since these are determined by the vehicle schedule, which is
often considered last in the planning process, a new approach is neces-
For a cost-efficient use of electric busses in public transport, the charg- sary.
ing stations must be located within the route network in such a way that
required deadhead trips are as short as possible. To overcome range We present a model that finds the cost-minimal vehicle schedule for a
limitations of electric buses, detours to charging stations are necessary. given public transport system by finding a cost-minimal cover of the
With present state, there are solution approaches for scheduling electric transportation system with vehicles such that all passengers can still
vehicles in public transport which consider fixed locations of charging travel. We discuss theoretical properties of this approach and present
stations determined in advance. On the other hand, location planning first computational results on instances of different size. Furthermore,
problems for charging stations are being solved in order to provide an we compare our approach to the classical sequential approach and in-
operation of offered service trips by electric vehicles. Since locations vestigate the trade-off w.r.t. passenger convenience.
of charging stations directly influence resulting vehicle schedules, lo-
cation planning and vehicle scheduling have to be considered in a si-
multaneous manner in order to open up optimization potentials. For
this purpose, we present novel solution methods for the simultaneous
optimization of vehicle scheduling and location planning of charging WB-27
stations for electric vehicles in public transport. We show that a simul- Wednesday, 10:30-12:00 - SOUTH BUILDING UV S309
taneous consideration of these two problems lead to significant cost
savings regarding fixed costs of electric buses and charging stations Network Design
as well as operational costs for deadheading. Therefore, we present
heuristic and exact solution approaches.
Stream: Production, Service and Supply Chain Manage-
2 - Stochastic maintenance location routing for rolling ment
stock Chair: Roland Braune
Denise Tönissen, Joachim Arts, Max Shen
1 - Three-steps approach to design the distribution net-
Rolling stock needs regular maintenance in a maintenance facility. work
Rolling stock from different fleets are routed to maintenance facili- Imma Ribas, Amaia Lusa, Albert Corominas, Manuel Mateo
ties by interchanging the destinations of trains at common stations and
by using empty drives. We consider the problem of locating main- The distribution network is an important part of the Supply Chain and
tenance facilities in a railway network under uncertain or changing its design has to be consistent with the characteristics of the whole
line planning, fleet planning and other uncertain factors. These un- Supply Chain. The fast increase in the variety of ways to deliver prod-
certainties and changes are modeled by a discrete set of scenarios. We ucts to customers, parallel to the development of online sales, makes
show that this problem is NP-hard and provide a two-stage stochas- its design even more complicated. In this communication we present
tic programming formulation. We reformulate the two-stage problem an approach divided in three steps, which allow designing the distri-
to an efficient mixed integer programming (MIP)formulation, an ac- bution network from the general structure to the more detail options.
celerated Benders decomposition algorithm and a new column-and- In each step characteristics of the product as well as the market and
constraint generation algorithm. Our column-and-constraint genera- customers are considered. The first step consists of deciding the posi-
tion algorithm contains (partial) Benders decomposition and the MIP tion of the decoupling point, which determines the degree of product
formulation as special cases and can be used to trade-off computational customization (design characteristics), since it is the place where the
speed and memory requirements. Our column-and-constraint algo- assembly or final product takes place, and the total lead time to send
rithm outperforms (partial) Benders decomposition in computational the product to the market. The second step decides among centralized
time and the MIP formulation in memory requirements. or decentralized distribution network considering the value density of
the product and its life cycle, the market adaptation and the volume of
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demand by customer, among others and, finally, in the third step the well known shortest path relaxation and a time-based approach, allow-
delivery of the product to the customers is decided taking into account ing for a decomposition into single-period subproblems. Furthermore,
some factors as the volume of demand, uncertainty of demand, product we analyze aggregation techniques of different kinds. A time-based
volume and weight and how the customer can place the order, the cost aggregation concept is embedded into a multi-level refinement heuris-
and service level given. tic, while different commodity aggregation schemes try to "bundle"
material flows. The common goal of all the presented methods is a sig-
2 - Designing the distribution network of services nificant reduction of the complexity of the problem’s MIP formulation
Amaia Lusa, Imma Ribas, Albert Corominas, Manuel Mateo to accelerate the retrieval of lower bounds, upper bounds and ideally
optimal solutions.
The configuration of the distribution network is part of the Supply
Chain design. There are few works dealing with SC design from a
methodological point of view, and even less focusing on services dis-
tribution. Most authors focus just on the channel of service delivery
(the means of communication through which a service is delivered to
the customer), leaving aside decisions regarding the whole distribution WB-28
network. A two-step framework and the relevant factors for designing Wednesday, 10:30-12:00 - SOUTH BUILDING UV S310
an appropriate distribution network of services are presented: the first
step consists in deciding the position of the decoupling point (design Scatter Search and Path Relinking
to order; make to order; assemble, or finish, to order), which deter-
mines the point at which the distribution of the service starts; at the Stream: Memory-based Heuristics
second step, decisions regarding front office facilities (without, cen-
tralized or decentralized and near the market) and the service delivery Chair: Jesus Sanchez-Oro
are dealt with. To take the most appropriate decisions, several relevant
factors regarding the objectives of the company, the cost of the front 1 - A critical-path based evolutionary algorithm for the flex-
office facilities, the capacity for attracting customers, the separability ible job-shop scheduling problem
(the extent to which the service can be delivered without the physical
Grigoris Kasapidis, Dimitris Paraskevopoulos, Panagiotis
presence of the customer), the importance of the physical access, the
characteristics of the product and the market (demand and customers), Repoussis, Christos Tarantilis
the possibility of gaining economies of scale or the level of customer
The flexible job-shop scheduling problem (FJSSP) is a well-known
interaction, among others, are taken into account.
combinatorial optimization problem that has attracted the attention of
3 - Lagrangian heuristics for the location-allocation prob- both practitioners and researchers the last decades. State of the art so-
lution methodologies involve evolutionary algorithms combined with
lem with stochastic demand and congestion exact or local search methods, which aim at performing a good ex-
Pratibha Saini, Sachin Jayaswal, Navneet Vidyarthi ploration and intensification of the search of the solution space. We
propose two solution frameworks to solve the problem: a) A tabu
Location-allocation problems with stochastic demand and congestion
search algorithm which uses state of the art neighbourhood operators
(LAPSDC) arise in several planning contexts that require deciding the
proven to be very effective on the classical job-shop scheduling prob-
location of service facilities and their capacities; and the allocation of
lem (JSSP), as well as perturbation operators which enable diversifica-
the stochastic demand of the user zones to the located service facili-
tion. b) A scatter search algorithm, that uses a path relinking mech-
ties. Examples include location of emergency medical clinics; preven-
anism to produce offspring. We also introduce specific metrics for
tive healthcare centers; refuse collection and disposal centers; stores
measuring the seldomness of the solutions met throughout the search
and service centers; bank branches and automated banking machines;
history, as well as the solvency of parent solutions in the evolution
internet mirror sites; web service providers (servers); and distribution
process. The last two metrics are used to drive the recombination of
centers in supply chains. The problem seeks to simultaneously deter-
parent solutions as well as to guide the local search towards promis-
mine the location and capacities of service facilities, and allocate user’s
ing regions of the solution space. To assess the performance of the
stochastic demand to these facilities such that the total cost, which con-
proposed algorithms, we use FJSSP benchmarks of the literature. The
sists of the fixed cost of opening facilities with sufficient capacities,
proposed algorithms are compared to the state of the art of the litera-
the access cost of users’ travel to facilities, as well as the congestion
ture and computational results are presented and discussed. This work
cost at the facilities as a result of user’s waiting due to stochastic de-
is supported by the European Commission under the project DISRUPT
mand rate and service times, is minimized. We present two approaches,
(723541).
namely Lagrangian relaxation and Lagrangian decomposition, to ob-
tain lower bounds to the problem. While lower bounds are provided
by the Lagrangian sub-problems, two heuristics are proposed that uses
2 - GRASP with path relinking for a multi-objective waste
the solution of the sub-problems to construct an over-all feasible so- management problem
lution. Computational results to test the two approaches in terms of Laura Delgado Antequera, Jesus Sanchez-Oro, Rafael
lower bound and optimality gap are presented. Caballero, Rafael Marti
4 - Aggregation and relaxation approaches for a multi- It is nowadays a fact that basic services such as public transportation,
period network design problem or school and hospital locations require a good if not optimal design.
Roland Braune This is especially true in the context of waste management in which
different mathematical programming techniques have been applied in
The subject of this contribution is a multi-period network design prob- order to include several aspects such as labor conditions, environmen-
lem for strategic-tactical planning of material flows between plant lo- tal goals or equipment constraints, that might conflict. The simultane-
cations of a manufacturing company. The network’s nodes (locations) ous consideration of several factors usually implies considering multi-
provide limited storage capacity for goods and are able to handle only criteria models to provide a set of feasible solutions to tackle these real
predefined maximum levels of material flows. Transport capacities on problems.
edges can be allocated in integer multiples of a base capacity that cor- In this talk we provide a tool to generate a good approach to the Pareto
responds to a single truck load. The number of truck loads that can front for a multi-criteria waste collection problem. In particular, we
be moved between two nodes in the network depends on the driving propose a hybrid metaheuristic hybridizing GRASP and VNS. The re-
time and the vehicle’s temporal availability. A further peculiarity of sulting method is coupled with Path Relinking (PR) for improved out-
the problem arises from the fact that transport resources can be shared comes. PR is a metaheuristic originally proposed in connection with
among multiple connections. the tabu search methodology, but it has become very popular due to its
Long planning horizons and a huge number of commodities are major effectiveness, as a post-processing in GRASP. Additionally, we pro-
drivers of complexity for the problem at hand. We first present vari- pose an interactive method to guide the decision process to the most
ous Lagrangian relaxation approaches, including an adaptation of the preferred solution. This methodology is implemented within a Guide
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User Interface to visualize the process. We apply our method to a items that must be supported, items that must not be put on top of other
benchmark set of public domain instances together with a real instance items, and items that must be loaded before others. Together with our
for the waste collection problem in a southern Spanish region. company partner we defined a matrix with coefficients of friction and
calculated the required weight to fasten items in order to satisfy secur-
3 - An application of tabu search to a circular layout prob- ing of cargo. In the talk we will describe the heuristic, the packing
lem instances, show results and discuss further open issues.
Eduardo G. Pardo, Juan David Quintana Pérez, Abraham 2 - Open source simulation tool to evaluate dynamic stabil-
Duarte, Manuel Laguna ity metrics for the container loading problem
Many optimization problems are stated as layout problems, where the David Álvarez-Martínez, Juan Camilo Martínez, Daniel
purpose is to optimize an objective function when a graph, which rep- Cuellar-Usaquen
resents the input instance, is embedded into another particular graph, An open source application (PackageCargo) was developed to calcu-
named the host graph. Layout problems can be divided depending late, visualize, and save efficient packing patterns for instances of the
on the structure of the host graph. The most common structures for Container Loading Problem, and it has a dynamic simulation environ-
host graph include, among others: linear graphs, circular graphs, grid ment to obtain performance indicators related the dynamic stability
graphs, hypercube graphs, or tree graphs. In this work we tackle a of such patterns. The simulation tool is based on the physics engine
well-known optimization problem, where the objective function is de- Physx’ SDK 3.0. Physx is used mostly in the real-time simulation of
fined over the embedding of a graph into a circular graph. The prob- physics and is frequently implemented in videogames. This means that
lem tackled, named Circular Cutwidth Minimization Problem consist the engine is capable of trading accuracy for simulation speed and is
in minimizing the number of the edges of the input graph that crosses in most cases non-deterministic. However, a benchmark test compar-
the region among every pair of consecutive vertices in the circular lay- ing Physx with software designed for accuracy in dynamic simulations
out. In this work we illustrate a work-in-progress algorithmic proposal, (Autodesk Inventor’ and ANSYS’) shows that the developed applica-
based on Tabu Search. The method starts from a feasible solution ob- tion has adequate precision, while producing the results in a fraction of
tained with a greedy constructive procedure. Then, a Tabu Search is the time used by the standard simulation software. The application has
applied as a general method to intensify the search within the solution many available functions for the end user, but in this project, it will be
space. The method uses a short-term memory to avoid the exploration used mainly to evaluate the accuracy of new dynamic stability metrics.
of already evaluated solutions. The obtained results are very competi- These metrics are found using the kinetic parameters of the load such
tive with the current state of the art for the problem over the reference as mass distribution, coefficient of friction, and rigidity. Future works
sets of instances. may address the possibility of predicting loss of support, tipping, or
the reach of critical velocity that would damage the cargo, which can
4 - Improving the quality of hierarchical graph drawings
lead to a mechanical model that measures dynamic stability without
with hybrid VNS-SS the need to subject the packing pattern to a physics simulation.
Jesus Sanchez-Oro, Anna Martínez-Gavara, Manuel Laguna,
Rafael Marti, Abraham Duarte 3 - A GRASP algorithm for multi container loading prob-
lems with practical constraints
In automated graph-drawing systems it is interesting to locate vertices Francisco Parreño, Maria Teresa Alonso Martínez, Ramon
and arcs in positions that produce graphs with desired properties. Pro-
cedures that preserve key characteristics when updating an existing Alvarez-Valdes
drawing are usually name dynamic procedures. These methods are par- We present a GRASP algorithm for the multicontainer loading prob-
ticularly useful in areas such as planning and logistics, where updates lem of a company that has to serve its customers by putting first the
are frequent. This work presents an algorithm which hybridizes the products on pallets and then to load the pallets onto trucks. The solu-
scatter search methodology with variable neighborhood search for the tions consider five types of constraints: • geometric constraints, so that
incremental drawing problem in hierarchical graphs. These drawings pallets are completely inside the trucks and do not overlap; • weight
can be used to represent any acyclic graph. The extensive computa- constraints, limiting the total weight a truck can bear and the maximum
tional experiments show the performance of the proposed algorithms. weight supported by each axle, • the position of the centre of gravity
of the cargo; • dynamic stability constraints, to avoid cargo displace-
ment when the truck is moving; • as well as the delivery date for each
product.
The approach is based on a Greedy Randomized Adaptive Search Pro-
WB-29 cedure (GRASP) to solve the problem. The approach is able to find
high-quality realistic solutions in short computational times. Some
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S311 improvements methods tailored to the problem have been developed,
including an adaptation of ejection chains.
Cutting and Packing II
The computational results on a real set of test instances show that the
algorithm is very efficient for a wide range of multi container load-
Stream: Cutting and Packing ing problems and can be very easily adapted to other constraints of
Chair: Tony Wauters the problem. We also provide a comparison with an integer program-
ming formulation. The comparison justifies the use of a metaheuristic
1 - Solving the 3D bin packing problem: improved heuristic algorithm.
solutions for a case in the automotive industry 4 - A parallel tree based approach for the 3D cutting and
Andreas Beham, Roland Hanghofer, Stefan Wagner, Michael packing problem
Affenzeller Everton Fernandes da Silva, Tony Wauters
Solving the three dimensional bin packing problem is a very challeng- 3D Cutting and Packing Problems for regular pieces consist of allocat-
ing task. Several more or less elaborate algorithms exist to solve the ing a set of small items (boxes) inside a set of larger items (containers).
problem, among them the fast extreme point heuristic described by Within the subproblems originated, the 3D Single Knapsack Problem
Crainic et al. 2008. In a research project funded by the Austrian (SKP) and the 3D Single Large Object Placement Problem (SLOPP)
Research Promotion Agency we applied this heuristic to real-world consist of maximizing the value of placement of a set of boxes with
packing problems arising in the automotive industry for loading ship- different values into a single container. The former problem considers
ping containers and trucks. We developed several improvements to the a set of strongly heterogeneous boxes and the latter considers a weakly
heuristic and added additional constraints and decisions. In addition heterogeneous set of boxes. For these problems, the non-overlapping,
to the packing position, the heuristic decides on rotation and tilting an the bounding and the rotation constraints are considered. This study
item. The added constraints are to consider items that are not stackable proposes a parallel approach to solve the SKP and the SLOPP by ap-
and must be put on the ground, items that can only bear a certain load, plying a search procedure in a tree structure and solving combinations
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of subset of boxes. To reduce the search effort, a list of feasible and game-theoretical foundations for two focal rules: the equal-split rule
infeasible solutions already found is maintained and each node to be and concede-and-divide. The former allocates the revenues generated
investigated is first checked if no symmetrical or dominant solution from broadcasting each game equally among the participating players
is already in any of these lists. In the affirmative case, the node is in the game. The latter concedes players in each game the revenues
automatically pruned or branched according to which list its symmet- generated by their respective fans and divides equally the residual. We
rical or dominant solution is placed. Experimental tests were executed also provide an application studying the case of sharing the revenue
on classic benchmarks and instances generated by a generator from from broadcasting games in La Liga, the Spanish Football League.
the literature. The obtained results were compared to methods from We show that hybrid schemes, combining our rules with lower bounds
the literature that, in a previous comparison investigation, had the best and performance measures, yield close outcomes to the current alloca-
performance for the considered instance sets. tion being implemented by the Spanish National Professional Football
League Association.
4 - Strategic consumer behavior in premium-status loyalty
programs
WB-30 Anton Ovchinnikov
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S312 We propose a Stackelberg game model and provide empirical evidence
to study the impact of strategic consumer behavior on the firm’s profits
Strategic Customers in OM Games and consumer surplus in the context of premium-status loyalty pro-
grams.
Stream: Game Theory and Operations Management
Chair: Anton Ovchinnikov
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competition types. Furthermore, the individual-level analysis shows Part logistics is increasingly important to modern industrial activities
that all subjects do not behave similarly. We can identify three subject and becomes a hot topic in operational research. Due to complexity,
groups based on their learning behaviors: (1) "Randomizer learners", intelligent algorithms show great power to solve the logistics optimiza-
who learn, but their decisions are strongly affected by factors not in- tion problem related to the vehicle routing problem (VRP). However,
cluded in our model; (2) "Strong learners", who learn fast, and our most of the existing methods to VRP are either limited to single-depot
model is a good predictor of their decisions; and (3) "Non-learners", and multiple-customer case or non-practical constraints and assump-
who do not learn or make less rational decisions as the competition tions. In this work, we incorporate diverse intelligent algorithms to
proceeds. build up a systematic solution towards real-world parts logistics prob-
lems. This solution is mathematically a large-scale multiple-depot and
3 - Behavior of the agent when the information is distorted multiple-customer VRP with time-window and loading constraints.
by the principal First, a heuristic algorithm is generated to initialize feasible schemes
Andrei Matveenko by imitating manual planning. Second, parallel Simulated Annealing
algorithm is utilized to optimize, accelerated by a novel bundle tech-
In economics, the situation in which the manager (principal) provides nique, with heuristically algorithms for routing, packing and queuing
the informed agent with data based on which the agent makes her de- associated. Finally, we employ a process for post-optimization. Based
cision is widely considered. In the standard model, it is assumed that on these algorithms, the Shanghai Automotive Industry Corporation
their interests do not coincide, the agent has an opportunity to deceive (SAIC) has successfully established an intelligent management system
the principal, and the principal’s task is to compile a contract menu, to obtain a systematic solution for their large-scale parts logistics plan-
such that when choosing the optimal contract for himself, the agent ning. This system is proved to enable represent manual planning with
truthfully discloses information and acts in the interests of the prin- faster and more efficient performance, and can be easily evolved to
cipal. However, there is another possibility: the principal informs the meet the future growing requirements.
agent with the wrong information in order to encourage her to act prop-
erly. This possibility is almost not studied in the literature, although it 2 - Integrated maintenance tail assignment considering
is quite realistic. To model the situation, we study a problem of dis- heterogeneous fuel consumption
crete choice under uncertainty. The key feature of our model is costly Manuel Fuentes, Luis Cadarso
information acquisition by the decision maker (agent). The cost, as it
is traditional in Rational Inattention literature, is modelled as a reduc-
tion in entropy. In our formulation of the model, the information is The tail assignment problem is the stage where sequences of flights
acquired from a firm’s manager (principal); that is the manager, who are assigned to specific aircrafts in the planning process of an airline.
delegates the decision to the agent, faces the costs. In this framework, Maintenance tasks do have an impact in the planned operations, so
we analyze the optimal initial information setup which the manager integrating maintenance planning within the tail assignment problem
provides to an agent. We show that the manager, in some cases, might leads to better solutions. This way, the resulting assignments are more
find it optimal to report the underlying distribution of the states of the robust and the overall cost is lower.
nature not truthfully. Tail assignments are commonly determined separately for different
fleets. Moreover, it is also common that all aircrafts of a fleet are
4 - Building a hierarchical evaluation model by using inter- treated the same way, so the operational costs are dependent on the
pretive structural modeling: a case study of ERP imple- flight leg only. But in general, fuel consumption is not homogeneous,
mentation risks being usually different for different aircrafts flying the same flight leg.
Ilker Gölcük, Adil Baykasoğlu This is due to either, the age of the aircraft, or the fact that the same
aircraft model can mount different power plants, presenting differences
The role of information technologies on the business activities of the in fuel consumption.
firms is rapidly expanding. The compelling market pressures lead firms We present an integrated model for solving the tail assignment problem
to use sophisticated software to maintain their operations. ERP soft- and the maintenance planning, considering heterogeneous operational
ware is one of such solutions which help firms to integrate all the costs related to fuel consumption. We make use of historical data for
business functions for operational efficiency and effectiveness. Un- leg-tail pairs cost estimation.
fortunately, real life practice shows that neither all the firms have been
successful in implementing ERP systems nor the ERP systems have
been used effectively. Therefore, firms focus their attention to crit- 3 - A practical routing model in terms of reliability of arrival
ical success factors based evaluation frameworks in order to reduce time to destination
the chance of failure in ERP implementation. Because a vast amount Yoichi Shimakawa, Hiroyuki Goto, Yohei Kakimoto
of critical success factors has been reported in the literature, decision
makers face difficulties in dealing with large number of factors. Prob-
In this study, we propose a practical routing model to maximizing the
lem structuring methods provide decision makers with a systematic
deviation of arrival time to destination with the idea of truck transport.
help in identifying the most critical factors. In this study, interpretive
Many researchers assume that the vehicle take the shortest path to its
structural modeling has been used to build a manageable and under-
destination in routing distance and time. In case of a routing problem in
standable evaluation model. A real life case study is provided in order
a country area, the assumption causes no problem because the density
to demonstrate the applicability of the model.
of the road is sparse. Many drivers do not have any alternative route.
However, in urban area, drivers have many routes to their destinations.
They can find their route based on their own ideas. That is, if a driver
in an urban area can take a shortest path with high delay risk or touch
a long distance path with no delay risk, they would take the latter case.
WB-32 The rule of selecting a route by the driver in an urban area is based on
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S314 high reliability in driving time to destination points. In this study, we
try to calculate the route for the driver in an urban area from their prac-
Vehicle Routing tical standpoints. In numerical simulation, we use a high density road
network from Digital road network in GIS. The road link has distance,
average time to pass it and reliability that estimates the variance for
Stream: Routing, Logistics, Location and Transportation average time. We show the difference of routing between our model
Chair: Pedro Castellucci and an ordinary method in numerical simulations.
1 - A systematic intelligent solution for parts logistics op- 4 - A logic-benders decomposition algorithm for a network
timization scheduling problem with cross-docking
Wenlian Lu, Yaoting Huang, Boyu Chen, Zhongxiao Jin Pedro Castellucci, Alysson Costa, Franklina Toledo
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Cross-docking is a strategy that can be used to increase consolida- shared of social media users. The social media provider is outlined
tion rates in logistic distribution systems. Although there has been as capitalist-industrialist, who benefits from the information shared by
an increasing interest in methods and models to schedule the unload- social media users, or so-called consumer-workers, who share private
ing/loading of trucks in inbound and outbound doors within cross- information to interact with friends.
docks, there is not a comparable amount of research on distribution
networks which have cross-docks as some of its nodes. We propose a 3 - Discrete analogues of bivariate continuous distribu-
flexible mixed-integer linear model and a decomposition strategy for a tions
network scheduling problem with cross-docking. The model is flexible
in the sense that it can accommodate some practical extensions without Alessandro Barbiero
significant additional modeling effort. The decomposition strategy is
based on the Logic Benders framework and enables us to decompose Modeling correlated count data through some bivariate (or multivari-
the problem by cross-dock and by final destination. Therefore, it is ate) discrete distribution is essential in many real-world applications
possible to contemplate different cross-docks’ characteristics by adapt- in a wide range of fields, such as industrial quality control, healthcare,
ing the sub-problems, without changing the master problem or the gen- marketing, management science, and many others. Moreover, find-
eral structure of the decomposition algorithm. Our results show that the ing a discrete analogue to a continuous distribution can be useful in
decomposition strategy is more effective than solving the model with a those problems where dealing with a continuous model is computa-
well-established computational package, even for the basic problem. tionally cumbersome and substituting it with an appropriate discrete
model can produce an approximate but still acceptable solution with a
much smaller computational effort. In this work, two methods for de-
riving a bivariate discrete distribution from a bivariate continuous dis-
tribution are discussed, which retain the expression of either the joint
WB-33 density function or the joint survival function. These methods can be
regarded as the bivariate extension of two popular methods used for
Wednesday, 10:30-12:00 - SOUTH BUILDING UV S315 deriving a discrete counterpart of a continuous distribution; they can
be used as viable alternatives to existing techniques of construction of
New Applications and Perspectives I bivariate discrete random variables. Examples of application to sev-
eral continuous distributions are presented in order to illustrate how
Stream: Data Mining and Statistics the procedures work. A real dataset taken from the literature is even-
Chair: Pakize Taylan tually analyzed and fitted using two discrete analogues of a bivariate
exponential distribution.
1 - Do we need more advanced and complex model to pre- 4 - Modelling and managing dynamic pricing strategy for
dict micro-enterprises failures? an intensive competitive battle in the drugs industry, us-
Aneta Ptak-Chmielewska
ing "agile" system dynamics
Research analysis of micro-enterprises behavior are still rare, due to Kim Warren
lack of individual level data. Micro-enterprises failures are strongly
connected with the owner characteristics, because in such enterprise A leading drugs company with 100% of a EUR 50m/year medication
the owner is the only worker or working with 1-2 additional co- market faced entry by an aggressive new rival over just 10 weeks of the
workers. Owners abilities, competences and managerial skills deter- key sales season. With just a few days to plan a response, a fast but rig-
mine the success or failure of the enterprise. In recent research we orous process had to be adopted to build a working quantitative model
tend to apply more and more complex models to increase the predic- that would not only enable immediate strategy development but also
tive accuracy, the precision and effectiveness of our predictions. How- provide continuing tactical guidance as events progressed. The result-
ever it is not so obvious that increasing complexity increases the ef- ing strategy held loss of sales to just 15% and - crucially - sacrificed
fectiveness. In this paper the sample of 900 micro-enterprises were little of the product’s price and profitability. This episode illustrates an
analysed. The information on qualitative factors was available and uti- "agile" approach to building system dynamics models. Typical model-
lized in modelling. Two groups of models were estimated. First group ing starts with qualitative mapping of possible relationships to produce
of models - simple static parametric models like logistic regression or a causal diagram. Expert modelers then construct a matching software
nonparametric like decision tree. Second group of models - more com- model structure, and seek data to produce a working model. Finally,
plex models like survival models and random survival forests. Two re- the model is validated before being used to solve the problem. This
search hypothesis were verified: (i) Socio-demographic characteristics process takes too long, costs too much, and is unreliable. Fundamental
of the owner are the most important factor in determining the micro- system dynamics principles suggest a simpler, faster and more reliable
enterprises failures and (ii) predictive accuracy of the simple models process, which moves immediately - less than 1 hour - from the per-
are as good as of the more complex models. formance of concern to a simple, yet quantified and working model of
how changing asset-stocks are driving that performance. From there,
2 - Nudgital: critique of a behavioral political economy interdependencies are traced - extending the working model. Valida-
Julia Puaschunder tion is continual, through checking that the simulation matches reality.
Valuable insights emerge throughout the process
Behavioral Economics revolutionized mainstream neo-classical eco-
nomics. A wide range of psychological, economic and sociological
laboratory and field experiments proved human beings deviating from
rational choices as standard neo-classical profit maximization axioms
failed to explain how human actually behave. Human beings rather use
heuristics in their day-to-day decision making. These mental short cuts WB-34
enable to cope with a complex world yet also often leave individuals bi- Wednesday, 10:30-12:00 - SOUTH BUILDING UV S113
ased and falling astray to decision making failures. What followed was
the powerful extension of these behavioral insights for public adminis-
tration and public policy making. Behavioral economists proposed to Recent Advances in DC Programming
nudge and wink citizens to make better choices for them and the com-
munity. Many different applications of rational coordination followed Stream: DC Programming and DCA
ranging from improved organ donations, health, wealth and time man- Chair: Hoai An Le Thi
agement, to name a few. Yet completely undescribed remains that the
implicit hidden persuasion opens a gate to deception and is an unprece-
dented social class division means. Social media forces are captures as 1 - On DC decompositions of polynomials: from DSOS de-
unfolding a class dividing nudgital society, in which the provider of so- composition to DSOSC decomposition
cial communication tools can reap surplus value from the information Yi-Shuai Niu
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WB-49 EURO 2018 - Valencia
Polynomial optimization is a special case of DC (Difference of Convex Sandra Caçador, Pedro Godinho, Joana Matos Dias
functions) programming, however representing any multivariate poly-
nomial into a dc function is a hard mission. We propose in this paper
some new results on dc programming formulations of polynomial op- In this work a new minimax regret portfolio optimization model based
timization. We will focus on polynomial decomposition techniques. on a new measure of regret is presented. Regret is defined as the utility
Firstly, we propose four algorithms to formulate any multivariate poly- loss for the investor resulting from choosing a given portfolio instead
nomial into DSOS (Difference of Sums-Of-Squares) decompositions, of choosing the optimal portfolio of the realized scenario for the un-
and then extend these approaches to generate DSOSC (Difference of certain parameters. The proposed approach assumes that the investor
Sums-Of-Squares Convex) decompositions (i.e., dc decompositions). has constant relative risk aversion preferences. A genetic algorithm
Some numerical results of our proposed methods will be also reported. is applied for the computation of the relative-robust solution, allow-
ing the transformation of a 3-level optimization problem into a 2-level
2 - DCA based algorithms for solving a class of mathemat- optimization problem. In-sample and out-of-sample performances of
relative-robust and non-robust portfolios are analyzed and compared.
ical programs with equilibrium constraints The results suggest that the proposed model has more value for risk-
Thi Minh Tam Nguyen, Hoai An Le Thi taking investors, i.e. for those who can be more affected by the method-
ological weakness of the classical mean-variance model, standing out
We investigate a class of Mathematical Programs with Equilibrium as a valid alternative. The proposed model achieves better results than
Constraints (MPEC) in which the objective function is continuously non-robust models in many of the considered time windows, with the
differentiable with Lipschitz continuous gradient, and the constraint set exception of the global minimum variance portfolio. Its in-sample and
includes a parametric variational inequality. We replace this inequality out-of-sample robustness was confirmed concerning both deviations to
by a smooth equation and employ a penalty technique to reformulate its expected performance and utility loss for the investor, standing out
the resulting problem as a DC (Difference of Convex functions) pro- as one of the very few optimal portfolios with no poor performances.
gram. A variant of DCA (DC Algorithm) and its accelerated version The developed approach stands out as a valuable contribution for the
are proposed to solve this DC program. As an application, we tackle assertion of robust optimization within the field of portfolio selection
the second-best toll pricing problem with fixed demands. Numerical under uncertainty.
experiments on three networks with data taken from MacMPEC illus-
trate the efficiency of the proposed algorithms.
2 - A particle swarm optimization variant for the cardinality
3 - A DC programming approach for robust joint beamform- constraint portfolio selection problem
ing and artificial noise security scheme Ilaria Foroni, Alessandro Avellone
Phuong Anh Nguyen, Hoai An Le Thi
This paper is concerned with the problem of secure transmission for Since Markowitz’s seminal work on the mean variance model in mod-
amplify-and-forward multi-antenna relay systems in the presence of ern portfolio theory, many studies have been conducted on portfolio
multiple eavesdroppers. Specifically, spatial beamforming and arti- optimization problem. In the last decades, different models that in-
ficial noise broadcasting are chosen as the strategy for secure trans- clude constraints representing limitations faced by real-life investors
mission with robustness against imperfect channel state information at have been proposed. It is well-known that the more the model is ex-
the destination and the eavesdroppers. In such a scenario, the objec- tended to include practical constraints the more it becomes difficult
tive is to maximize the worst-case secrecy rate while guaranteeing the to solve. For instance, the cardinality constraint, that imposes a limit
transmit power constraint at the relay and the norm-bounded channel on the number of assets held in the portfolio, increases significantly the
uncertainty. We reformulate the problem as a general DC (Difference- computational complexity of the problem. In this case exact techniques
of-Convex functions) program (i.e. minimizing a DC function under may be inadequate to find an optimal solution in a reasonable time or
DC constraints) and develop a very inexpensive DCA based algorithm computationally ineffective when applied to large-scale problems and,
for solving it. Numerical results illustrate the effectiveness of the pro- thus, efficient algorithms need to be investigated. In this aim, we pro-
posed algorithm and its superiority versus the existing approach. pose a variant of the Particle Swarm Optimization for solving the car-
dinality constrained portfolio optimization problem. The performance
4 - A collaborative approach based on DCA and VNS for qualities of this modification are compared with the penalty function
method, which is a widespread approach to handle constrained prob-
solving mixed binary linear programs lems. The efficiency and robustness of the algorithm is illustrated by
Sara Samir, Hoai An Le Thi solving a collection of real world portfolio optimization problems us-
ing different risk functions.
To solve Mixed Binary Linear Programs, we propose a collaborative
approach based on DCA (Difference of Convex functions Algorithm)
and VNS, a metaheuristic approach. First, a constructive heuristic is 3 - Homogeneous subsets for portfolio selection
applied to get an initial solution. Then, we run the algorithms in par- John Lamb, Elmira Mynbayeva
allel. At the end of every cycle, the best found solution is ditributed
to each algorithm using MPI library. The next cycle uses the previ-
ous best found solution as initial solution. Our approach is tested on We call a set of data series homogeneous in a statistic such as mean or
instances of the Capacitated Facility Location Problem. variance if we find no significant differences in the value of the statis-
tic between any pair of series. Typically we might use a procedure
like Boneferroni or Tukey’s honestly significant differences to identify
homogeneous subsets of a small set of series. Here we consider large
sets of series and a develop a bootstrap version of Shaffer’s modified
sequentially rejective multiple test procedure together with the Šidák
WB-49 equation to identify significant differences. We then use antichains in
Wednesday, 10:30-12:00 - 4D UPV B.4 partially ordered sets to partition the set of series into maximal homo-
geneous subsets.
Emerging Applications in Portfolio Selection The application is to portfolio optimisation. By identifying homoge-
neous subsets of means and variances, we can apply different versions
Stream: Emerging Applications in Portfolio Selection and of Markowitz optimisation (or equal-weight allocation) to different
Management Science subsets to obtain portfolios that are more diversified than those ob-
Chair: John Lamb tained by standard Markowitz optimisation. This helps overcome the
issue that Markowitz optimisation tends to produce underdiversified
portfolios.
1 - A robust portfolio optimization model based on mini-
max regret
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many babies. Some interventions are suggested to improve neonatal 1 - Data science approach to value based pricing
services performance including changing the treatment resources mix David McCaffrey
and allowing doctors to use their clinical judgment to reduce treatment
pathways complexity. However, no evaluation of the impact of these
interventions has been done and it is not clear what improvement is For an airline or other vendor selling a set of related products (e.g.,
achieved if they are implemented. The aim of this research is to eval- tickets for the same origin-destination) differentiated by quality at-
uate the impact of interventions involving (i) changes to treatment re- tributes (e.g., booking conditions, bundled ancillaries, etc), price drives
sources mix and (ii) allowing doctors to use their clinical judgment, on value for both customer and vendor. According to value based pricing
the performance of neonatal services with a focus on the babies refused theory, the value to the customer of choosing a given product, from a
admission due to services saturation. A System Dynamics model was family of related products, is a trade-off between the perceived benefits
developed in a big and saturated neonatal unit in the United Kingdom. and price of the product. The vendor should strive to set the price of
The model was populated with data from the unit and validated suc- each product in proportion to the perceived benefits of the attributes
cessfully. The model was then used to simulate scenarios to evaluate of that product. If this objective is achieved, then the products should
the impact of the two interventions cited above on neonatal services lie on a so-called value equivalence line (VEL) where increasing price
performance. The results indicate that allowing doctors to use their optimally captures the increasing benefit to a customer of increasing
judgment is a better intervention than changing the treatment resources quality of product attributes. Traditionally, it has required expensive
mix in improving performance. Other scenarios combining the inter- market research to estimate the relationship between product price and
ventions was simulated and the results suggest a better performance the perceived benefit of product attributes. In this talk, we present a
compared to implementing the interventions individually. data science approach to identify the attributes which drive the cus-
tomer’s perception of value, to statistically model the value of each
3 - Markov process models in primary-care clinics
product in terms of the trade-off between perceived benefits and per-
Zhimin Huang, Susan Li ceived price, to build a value map and VEL representing the ideal price
Improvement of primary-care clinics has been a priority for many line-up, to define a set of ideal price changes required to achieve the
years. Various operations research models have been developed in ideal price line-up, and to develop practical strategies to move current
the literature to improve primary-care efficiency. Primary-care clinics prices towards the ideal line-up.
continue to survive and provide quality, indispensable services, only if
they recover and profitably reinvest the revenue generated by the wide
range of services they provide to a wide range of patients. As waiting 2 - Price list optimization for free-floating car sharing sys-
times for elective physicians are known to be increasing and waiting tems
queues are piling up, solutions are sought to decrease the waiting times
while maintaining an acceptable quality service. For a given clinic, if it Matthias Soppert, Claudius Steinhardt
schedules too many appointments in advance, capacity shortages prob-
lem will arise. If it schedules too few appointments, the patients’ wait
time will increase, patients and primary care physicians will be mis- Free-floating car sharing providers experience a strong growth of users
matched, and the possibility of unused clinic slots is increased. We but often struggle in generating a profitable fleet utilization. While
utilize Markov process and revenue management to develop an op- some concepts tackle this problem at the supply side by actively relo-
timization model deciding how to allocate the available slots between cating vehicles, demand side approaches are rather uncommon so far.
walk-ins (same-day appointments) and regular patients (advance book-
ing) who may have a preference for both the slot time and their primary A typical pricing model in car sharing consists of a fixed minute price,
care physicians in a given clinic. A numerical example is constructed generally depending on the type of vehicle. In contrast to such a fixed
to illustrate how to implement our model. minute pricing, we study a car sharing provider’s tactical problem of
finding a revenue-maximizing price list that differentiates prices lo-
4 - Combining soft or methods with simulation techniques cally and temporally, with a weekly periodicity. More precisely, while
for sustainability analysis prices may differ within one week depending on the day and daytime,
as well as depending on the zone of the vehicle pick-up, prices remain
Masoud Fakhimi, Anastasia Anagnostou, Navonil Mustafee, constant on a weekly time frame for each spatio-temporal combination
Lampros Stergioulas in our problem setting.
Hybrid simulation studies have been extensively applied in various in-
dustries to gain insights into existing or proposed complicated systems We formulate the car sharing system as a network flow model in which
of interest. However, it is rarely used to evaluate the often competing the area of operation is discretized into zones and car rentals between
social, environmental and economic (Triple Bottom Line) metrics as- different zones are modeled as flows within the network. We pro-
sociated with sustainable operations management despite its potential pose an infinite-horizon quadratically constrained quadratic program
advantages. In this research, we are investigating a new approach that (QCQP) and formulate a corresponding finite-horizon linear program
helps simulation practitioners to include the underlying sustainability by introducing a price set from which prices have to be chosen. First
metrics in their simulation models. This research argues that the com- numerical results are presented and the feasibility of the chosen ap-
bination of soft OR methods with simulation techniques could reduce proach for practice-relevant problem sizes is discussed.
the challenges of developing model for analysing such complex sys-
tems. In this regards, a combined Qualitative System Dynamics (QSD)
and Agent-Based Simulation (ABS) approach uses the ability of soft 3 - Pricing in the energy field
methods such as QSD to capture multiple perspectives on the underly- Luce Brotcorne, Sébastien Lepaul, Léonard von
ing sustainability system in long term and the detailed representation of Niederhäusern
ABS models satisfies the TBL modelling requirements. This research
shows the application of this approach for analysing a sustainable de-
velopment issue in healthcare context.
Pricing models for demand side management methods are tradition-
ally used to control electricity demand which became quite irregular
recently and resulted in inefficiency in supply. In this work, we pro-
pose bilevel pricing models to explore the relationship between energy
WB-52 suppliers and customers who are connected to a smart grid. The smart
grid technology allows customers to keep track of hourly prices and
Wednesday, 10:30-12:00 - 4D UPV 1.3 shift their demand accordingly, and allows the provider to observe the
actual demand response to its pricing strategy. Moreover, we assume
Network Revenue Management that the smart grid optimizes the usage of a renewable energy genera-
tion source and a storage capacity. Results over a rolling horizon are
Stream: Analytics and Pricing presented
Chair: Darius Walczak
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4 - Dynamic programming decomposition approaches to availability and operational performance of the ES are improved with
the network revenue management and pricing problems the proposed data-driven AGC models compared to traditional bench-
Darius Walczak, Ravi Kumar marks.
We consider a dynamic programming formulation of the network rev- 3 - A multi-stage stochastic generation capacity expansion
enue management problem. Due to the curse of dimensionality, vari-
planning model under energy policies
ous approximate dynamic programming methods based on the classi-
cal resource-based decomposition approach are used in practice. We Heejung Park, Ross Baldick
revisit our earlier alternative idea of the product-based network decom-
position and develop a novel dynamic model for the problem that relies We present a multi-stage stochastic optimization model for genera-
on simultaneous solving of subproblems. We present numerical anal- tion capacity expansion under energy policies affecting carbon dioxide
ysis to compare the revenue and computation performance of the new emissions, renewable portfolio standard (RPS) and carbon tax. The
method with the more classical ones. optimization model minimizes total costs including building and op-
erating costs of the generators in the test system. Uncertain parame-
ters, wind availability and system-wide load are modeled as random
variables, and scenarios are generated via Gaussian copula. A re-
duced multi-stage scenario tree was constructed, and a rolling-horizon
WB-53 method is applied to obtain one generation plan at each stage. The test
system includes 243 existing generators using conventional fossil fuels
Wednesday, 10:30-12:00 - 4D UPV 1.4 and wind energy. Effects on costs and carbon dioxide emissions with
different energy policy scenarios are examined.
Renewable Energy and Storage
4 - Stochastic battery valuation considering multiple value
Stream: Stochastic Assessment of Renewable Energy
Chair: Benjamin Böcker streams
Benjamin Böcker, Rudiger Kiesel, Christoph Weber
1 - Unit commitment under imperfect foresight - the impact
In future energy systems with a high share of renewables, matching
of stochastic photovoltaic generation electricity demand and supply becomes increasingly challenging. The
Jens Weibezahn, Jan Zepter resulting need for flexibility impacts both short-term scheduling and
real-time system balancing. While different storage technologies can
The deployment of RES, mainly wind and PV, has strongly increased
participate in the existing short-term markets, high technical require-
over the last years. These two technologies inherit an explicit de-
ments have to be met for system balancing, in particular regarding
pendency on weather conditions, making short-term system operations
ramping and response time behavior. Especially battery systems are
more challenging, as the final output is uncertain and volatile. If de-
able to meet these high requirements, which allows them not only to
viations in the production of RES are not comprehensively anticipated
provide there various system as well as grid services but also to gener-
in short-term scheduling decisions of conventional power plants, this
ate revenues on different markets. The developed model makes use of
might lead to an inefficient use of the power system. Hence, by antic-
the Least-Square Monte Carlo method, which allows to determine the
ipation of forecast errors, their scheduling must account for uncertain-
value of batteries under uncertainties. Thereby the basic approach is
ties in the system.
extended to consider the simultaneous provision of additional services
This paper uses the model stELMOD, incorporating the European and the corresponding multiple stochastic revenue streams.
multi-market regime (day-ahead, intraday, real-time balancing). An
approach to simulate a time-adaptive intraday forecast is presented.
Uncertainty of PV generation is incorporated by numerous multi-stage
scenario trees, accounting for a decreasing forecast error over time.
Thereby, a comprehensive assessment of scheduling costs, redispatch
costs and amounts, flexibility needs of the power system, as well as WB-54
power line usage can be carried out. To comprehensively assess the im- Wednesday, 10:30-12:00 - 4D UPV 1.6
pacts of fluctuating renewable generation, different cases of stochastic
RES infeed are considered. Logistics applications
The preliminary results show an increasing need for more flexibility of
the German power system in order to cover uncertain changes of both Stream: Applied OR
wind and PV generation. Chair: Geir Hasle
2 - Improving deployment availability of energy storage
with data-driven AGC signal models 1 - Modelling the acquisition plan of LPG cylinders with re-
Audun Botterud, Ying Wang, Can Wan, Zhi Zhou, Kaifeng verse logistics
Zhang Isabel Cristina Lopes, Eliana Costa e Silva, Aldina Correia,
Rui Borges Lopes, Magda Monteiro
Energy Storage (ES) provides great flexibility and large benefits to
power system operations and control. When providing ancillary ser-
vices (e.g. regulation, reserve, etc.), the real time deployment of ES is In the business of liquefied petroleum gas (LPG), the LPG cylinder is
uncertain, and it is important to manage state of charge (SoC) accord- the main asset and a correct planning of its needs is critical. This work
ingly. Aiming to improve the ES performance for providing energy and addresses an industrial challenge proposed by a Portuguese energy sec-
regulation service in the electricity market, we propose two data-driven tor company, where the objective was to define an assets acquisition
Automatic Generation Control (AGC) signal models. The first one is a plan, i.e., to determine the amount of LPG cylinders to acquire, and
historical-data-driven AGC signal model, which is based on the analy- when to acquire them, in order to optimize the investment. The used
sis of the historical AGC signals, and is designed for ES participation in approach to find the solution of this problem can be divided in three
the day-ahead (DA) market. The second one is a prediction-data-driven phases. First, it is necessary to forecast demand, sales and the return
AGC signal model, which is based on the prediction of the AGC sig- of LPG bottles. Subsequently, this data can be used in an Economic
nals, and is designed for ES participation in the real-time (RT) market. Order Quantity (EOQ) model for inventory management. At last, be-
We also develop a deployment availability check model and solution cause it is necessary to consider the return rate of LPG bottles, reverse
algorithm. The proposed framework is applied to an ES bidding prob- logistic models and closed loop supply chain models are explored.
lem in the DA and RT markets. The results indicate that deployment
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Physicians in an Emergency Department (ED) have their own portfolio output is a performance metric, such as the execution time. Derivative-
of patients that is updated at the times a new patient arrives. Patients free optimization algorithms (DFO) are attractive for this tuning prob-
have been assigned different severities after triage upon arrival and in lem since they do not require explicit functional representations of the
their process of treatment, they can be in one of the following stages: objective function. We perform a computational study over a set of
waiting for the first consultation, during the first consultation, carrying 126 problems from GLOBALLib and MINLPLib collections in order
out medical tests (blood tests, Rx. . . ), waiting for results, waiting for to identify optimal values for each one of the problems and also find
a second consultation, during the second consultation or waiting for a single set of options that can improve the performance of BARON
transfer to their destination (home, hospital). After these processes, across the entire test collection. A total of 27 DFO algorithms are
the patient is discharged (although some of them are discharged after used. We present extensive computational results.
first consultation). Furthermore there are "patient waiting time targets"
for the first consultation, which depends on the patient priority. The 2 - SUSPECT: MINLP special structure detector for Python
physicians need to apply a good queue discipline (meaning to decide Francesco Ceccon, Ruth Misener
who is the next patient to be seen in consultation) in order to accom-
plish several objectives: not to exceed the first consultation waiting We present SUSPECT, an open source toolkit that symbolically an-
time limit, minimize the length of stay of each patient and minimize alyzes optimization problems formulated using the Python algebraic
the number of patients in the ED (giving different importance to the modeling library Pyomo. We present the novel data structures and
patients according to their severity score). To address this problem, we algorithms used to implement SUSPECT. SUSPECT works on a di-
have built a very detailed simulation model that is able to assess differ- rected acyclic graph representation of the optimization problem to per-
ent patient flow management strategies regarding KPI aligned with the form: bounds tightening, bound propagation, monotonicity detection,
previous objectives. It is illustrated with a real case in the ED of the and convexity detection. We show how the tree-walking rules in SUS-
Hospital Compound of Navarre (Spain). PECT balance the need for lightweight computation with effective spe-
cial structure detection. SUSPECT can be used as a standalone tool or
3 - Hospital resource planning for mass casuality events: a as a Python library to be integrated in other tools or solvers. We high-
DES-based case study of a major Viennese hospital light the easy extensibility of SUSPECT with several recent convexity
Marion Rauner, Daniel Staribacher, Helmut Niessner detection tricks from the literature. We also report experimental results
on the MINLPLib 2 dataset. For each test problem, we read in the opti-
This paper presents a simulation-based policy analysis of the available mization problem and build a Pyomo model, then compute the special
resources for a major Viennese hospital in the case of a disaster with a structure information for all constraints and objectives.
mass casualty event. Using a Discrete Event Simulation (DES) model,
the current disaster plan is simulated and then compared to an adapted 3 - Optimizing large-scale linear energy problems with
version with additional changes in personnel and equipment. The re- block diagonal structure by using parallel interior-point
sults show that with the current resources of the hospital severely in- methods
jured patients may have to wait up to 168.4 minutes until a life-saving
operation can be performed. Assuming that the death from blood loss Daniel Rehfeldt
of severely injured patients has a peak at 2 to 2.5 hours after arrival in
The current shift of energy systems in several European countries to-
a hospital, this waiting time of nearly 3 hours is clearly not acceptable.
wards sustainable, renewable technologies comes with a massive de-
A theoretical increase in staff or equipment did not lead to a sufficient
centralization and a concomitant increase in the size of realistic en-
reduction of this timespan. Therefore, in the short term, it is recom-
ergy models. Against this backdrop the project BEAM-ME has been
mended that the current hospital disaster plan reduces the number of
launched to develop methods for solving currently intractable energy
severely injured patients that can be successfully accepted and treated.
optimization problems. These models are encoded as large-scale lin-
In the long term, this analysis recommends expanding structural re-
ear programs (LPs) and exhibit a block-diagonal structure with both
sources and improving regional disaster planning.
linking constraints and linking variables. For solving these problems
we have adapted and enhanced the parallel interior-point solver PIPS-
IPM. In this talk we will present the new extended version of PIPS-
IPM. Furthermore, (preliminary) results of solving several real-world
energy system problems on the supercomputers of JSC (Juelich) and
WB-57 HLRS (Stuttgart) will be shown.
Wednesday, 10:30-12:00 - 4D UPV 2.3
4 - ParaXpress - a massively parallel mixed integer linear
Software for Nonlinear & Parallel programing solver with the potential to harness over a
Optimization million CPU cores
Yuji Shinano, Timo Berthold, Stefan Heinz
Stream: Software for Optimization Mixed integer programming (MIP) is a general form to model com-
Chair: Imre Polik binatorial optimization problems and has many industrial applications.
The performance of MIP solvers, software packages to solve MIPs, has
1 - Tuning the global optimization solver BARON using improved tremendously in the last two decades and these solvers have
derivative-free optimization algorithms been used to solve many real-word problems. However, against the
backdrop of modern computer technology, parallelization is of pivotal
Nikolaos Ploskas, Jianfeng Liu, Nikolaos Sahinidis importance. In this way, ParaSCIP is the most successful parallel MIP
solver in terms of solving previously unsolvable instances from the
The global optimization solver BARON includes numerous options well-known benchmark instance set MIPLIB by using supercomput-
that allow users to control different algorithmic aspects. These options ers. In the same way, a new implementation of ParaXpress is realized.
can have a significant impact on BARON’s performance. Tuning these Both parallel MIP solvers have been developed by using the Ubiquity
options is often necessary and may lead to significant performance im- Generator (UG) framework, which is a general software package to
provements for specific problem classes. The aim of this work is to parallelize any state-of-the-art branch-and-bound based solvers. As for
develop a methodology for identifying option settings that result in the general MIP solver performance, Xpress is superior than SCIP. On top
best solver performance in terms of execution time and solution qual- of that, the computational results of ParaSCIP imply that ParaXpress
ity. Tuning options can be regarded as an optimization problem. This could harness over a million CPU cores. Indeed, ParaXpress solved
problem is hard to solve for two reasons. First, the relationship be- two previously unsolved instances from MIPLIB2010 in 2017. They
tween the parameters and solver performance is not explicit. Second, are the only instances which were solved in 2017. In this talk, the new
some of the options may take discrete values, so the objective function implementation of ParaXpress will be presented.
is complex and non-smooth. Hence, the solver must be treated as a
black-box system, whose input is values for the different options and
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4 - Arbitrage conditions on a market with electricity pro- 1 - Online Optimization for Dynamic Matching Markets
duction from fuel
Patrick Jaillet
Raimund Kovacevic There are many situations in which present actions must be made and
resources allocated with incomplete knowledge of the future. It is not
We consider a market at which electricity is produced from fuel. Sev- clear in this setting how to measure the quality of a proposed decision
eral generators and fuel storage (costs) are considered. In this situa- strategy. Online optimization compares the performance of a strategy
tion we derive no-arbitrage conditions. For a large class of statistical that operates with no knowledge of the future (on-line) with the per-
models, it is found that arbitrage can be achieved only under unreal- formance of an optimal strategy that has complete knowledge of the
istic assumptions. We analyze further the consequences for parameter future (off-line). In some cases, some probabilistic information about
estimation, contract valuation and tree construction for stochastic op- the future may be available. In this talk, we provide an overview of re-
timization. sults obtained from that perspective on problems arising from dynamic
matching markets such as (i) online auctions, (ii) display advertise-
ments, (iii) kidney exchange programs, and (iv) ride-hailing platforms.
WB-60
Wednesday, 10:30-12:00 - 4D UPV B.5
WC-02
Vendor Sessions Wednesday, 12:30-14:00 - SOUTH BUILDING UV S101
Stream: EURO Special Sessions
Innovative Applications I
Stream: DEA: Applications
Chair: José Dulá
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This paper studies the efficiency and productivity of Spanish chem- Chair: Çerkez Ağayeva
ical companies in the 2008-15 period. This sector is the second in
exportation and leads R+D+I in the Spanish industry. It applies DEA
and Malmquist index, using accounting data of 1,202 companies, 16
1 - Optimal harvesting policies to reduce the number of se-
sub-sectors, 3 sizes, and 15 regions. The relationship between effi- tups in biomanufacturing
ciency/productivity and some financial ratios and the economic cycle Yesim Koca, Tugce Martagan, Lisa Maillart, Ivo Adan
is investigated by Tobit regression and generalized least square regres-
sion with panel data. As main findings, Valencian large chemical firms Fermentation processes in biomanufacturing use viable cells, like bac-
are leaders in efficiency: the 71% of them reach the rate of 0.7, at least. teria, to produce proteins used in drug manufacturing. After the viable
In contrast, the 55% of Valencian small chemical companies record cells reach a specific growth rate during the fermentation process, the
rates equal or less than 0.5. Regarding productivity, most regions show batch is discharged and a new batch is set up. These change overs
a Malmquist index slightly below 1, being that of Valencian Commu- are time-consuming and expensive. Also, using viable cells causes the
nity slightly over 1. In Spain, the overall Malmquist index is 0.98, fermentation processes to proceed in a stochastic behavior. Therefore,
and the overall efficiency change increases the 4.7%. Tobit regres- the aim of this study is to develop a stochastic decision making model
sions reveal IGDP growth, ROA, TURNOVER, MEDIUM, LARGE, to reduce total number of change overs in the fermentation processes
and LEVERAGE as significant variables, but the last shows a negative and maximize the yield (desired proteins) obtained in a single setup.
coefficient. The regression analysis on technological change shows a To address this, we develop a Markov decision model to determine the
negative (positive) and significant effect of medium (large) companies. optimal harvesting policies and maximize the total revenue obtained
Additionally, ROA and TURNOVER exhibit a negative and significant from a batch. We analyze the structural characteristics of optimal poli-
coefficient. As general conclusion, within the Spanish industrial sec- cies, and illustrate the industry use of the model through a case study.
tor, chemical companies reveal as a strong industry, being able to face
2008-15 crisis with efficiency levels well above 0.8. 2 - Exploiting random lead times for significant inventory
cost savings
3 - Assessing performance in international mathematics
Qiong Wang, Alexander Stolyar
competitions
Stella Sofianopoulou We study the classical single-item inventory system with backlogs, ran-
The current study investigates the determinants of success in the dom replenishment lead times and order crossovers. We propose a new
performance of nations at the International Mathematical Olympiads inventory policy that exploits the lead time randomness. Deviating
(IMO). To measure the performance of nations in terms of their math- from conventional approaches, our policy does not keep the inventory
letes’ achievements, the data for year 2015, published by IMO.org position within a fixed range, but uses the net inventory level to set a
have been utilized to compare the relative performance via Data En- dynamic target for inventory in-transit, and places orders to follow that
velopment Analysis (DEA) approach. As measures for the inputs, two target. Our policy provides a potentially infinite inventory cost reduc-
macro-level determinants that are representative of the effort made by tion compared with Constant Base Stock (CBS) policy. In the case of
a country are considered: population size and Gross Domestic Prod- exponentially distributed lead times, we prove that, as the demand rate
uct (GDP) per capita. A nation’s success at the IMO is judged in becomes large, the expected (absolute) inventory level under our pol-
the present study by the number of gold, silver and bronze medals icy vanishes relatively to that under CBS policy. Simulations show that
awarded. As however all inputs and outputs may not be equally im- the advantage of our policy remains substantial under non-exponential
portant to the decision maker, this study reports an application where lead times as well.
weight restrictions are imposed on the outputs in the DEA model
utilised in order to overcome the above problem. The results from 3 - A production queueing system in which product quality
this study provide information concerning the technical efficiency of may deteriorates during processing.
the nations analysed and indicate that further training for targeting re-
alistic objectives for future events can become a plan to pursue.
Kuo-Hwa Chang
4 - Post-modern DEA: DEA knowledge and skills for novel A customer evaluates her perception quality of service by consider-
ing the quality of the service she receives, the way server treats her
and innovative applications and how long she waits. In production system, the quality of the semi-
José Dulá product is certainly affected by machine’ working condition and it may
DEA is about identifying and locating points in a polyhedral hull de- also deteriorate as it waits in the production process. We study a pro-
fined by a finite, multi-dimensional, non-parametric, point set. To duction queueing system considering quality of product that deterio-
know DEA is to know linear algebra, LP, duality, algorithms, com- rates as waiting time increases and it also depends on the service qual-
putations, and high-dimensional geometry. There are many ways to ity of the server, which degrades gradually as the accumulated service
understand and interpret DEA. One is as an application of computa- time increases. We define the framework of the corresponding queue-
tional geometry: the convex hull problem. Another is as a data mining ing system of single stage and implement the cumulative negative qual-
tool to extract information from massive data sets. This opens the door ity(CNQ) measure. By utilizing absorbing time analysis, we estimate
to many novel and innovative applications for DEA. DEA is a fac- the final quality of the current product given the state of the system and
torization of the data into two non-negative matrices. Non-negative we estimate the steady-state distribution of final quality and hence the
Matrix Factorization (NMF) under a "separability" assumption is a yield of the end products. To estimate the yield of a two-stage system,
rapidly evolving topic with a myriad of applications including facial we propose a bridging method to simplify the computation of absorb-
recognition, document clustering, signal processing, and feature selec- ing time on a multiple dimensional state space into the computation on
tion. DEA as a convex hull problem can be used in procedures for the a series of 2-dimensional space that it can be extended to the multiple-
recommender problem. DEA is closely linked with the L1 norm. This stage system. For the application in practice, our model based results
norm is the focus of recent work on robust data analysis. We talk about can be used to predict the final yield of a current semi-product and this
such applications and about how knowing DEA uniquely prepares a re- will help us to determine whether further action should be done or to
searcher to expand into new fields. design proper settings of the production line in order to achieve the
final quality goal.
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background and can be used to described many kinds of practical sys- planning the continuous descent approach of multiple aircraft in con-
tems, such as flight control systems, network control systems, power verging arrival routes in which the optimal sequencing and the optimal
electronics, and so on. It is well known that the first order necessary trajectories of each aircraft must be computed.
conditions of optimality are not always effective to research the op-
timal control problems in singular cases. To investigate the optimal 3 - Refining replenishment policies with the internet of
control problem in mentioned cases is required additional information. things: a control-theoretic approach
Present research is devoted to the stochastic optimal control problemof
switching system along singular controls. The concept of singularity Christos Papanagnou
for stochastic switching systems with restrictions in form of qualities at
right ends of intervals is introduced. Second order necessary condition Manufacturing companies are constantly looking ways to optimise
of optimality for singular stochastic control systems with uncontrolled their supply chain performance by improving their relationship with
diffusion coeffcients is proved. Finally, the transversality conditions the suppliers, investing on new data while minimising the bullwhip
for switching points corresponding to optimal control are obtained. effect. Internet of Things (IoT) provides a new platform where the
flow of information is reinforced by integrated systems throughout the
chain, which may improve order decision-making. In this research re-
plenishment policies are enhanced by IoT and are modelled with the
aid of a proportional controller. Then, a state space model is derived
WC-04 to capture the dynamics across all supply chain nodes as a function of
information (orders) and inventory levels. Customer demand is rep-
Wednesday, 12:30-14:00 - SOUTH BUILDING UV S104 resented by a stochastic sequence while the model is analysed under
stationarity conditions with the aid of a covariance matrix.
Optimal Control Applications II The main objective of the study - inspired by chemical manufacturing
companies - is not only to gain a comprehensive in-depth understand-
Stream: Optimal Control Applications ing of IoT and supply chain management but also to offer managers
Chair: Fabricio Oliveira an insightful model to tackle (1) inventory fluctuations and associated
management, which is currently predominantly manual with heavy re-
1 - Analysis of serial production lines with phase-type pro- liance on human input to update the inventory status, (2) lack of in-
cessing times transit visibility and logistics transparency when receiving orders from
customers, and (3) limited flow of information both internally and ex-
Özgün Öztürk, Onder Bulut ternally.
In this study, we consider serial production lines with intermediate
buffers between stations in a make-to-stock environment. Demand 4 - Revisiting inventory control using stochastic program-
arrives according to a Poisson process and unsatisfied demands are ming
backordered. In general, we assume independent two-phase Coxian Fabricio Oliveira
processing times at each station. Such a setting is also equivalent
to the settings having independent Exponential processing, time-to-
Traditional methods for solving inventory control problems have their
failure and repair times. We first characterize the optimal policy for
roots in tools such as queueing theory and dynamic programming. De-
a two-station line having one reliable and one unreliable station. The
spite being powerful tools in several contexts, particular characteristics
optimal control analysis of such a two-station with Exponential (a spe-
of real-world inventory control problem might render these techniques
cial form of Coxian) and Coxian processing times is missing in the
unsuitable to deal with aspects such as multiple products, perishability,
literature. We also discuss the effects of the position of the unreli-
variable lead times, or randomness of the input parameters. This talk
able machine (at the up or down stream) on the several performance
will present recent developments that show how optimal control poli-
measures. Furthermore, we evaluate the performance of the classical
cies can be obtained using stochastic programming (SP), which is a
policies (Kanban, CONWIP etc.). For such a setting, for the optimal
powerful framework that allows the consideration of uncertainty using
control approach, the state-action space grows exponentially with the
mathematical programming tools.
number of stations. Due to this, we also study the buffer size allocation
problem under given control policies. This approach would provide ap- Due to the discrete nature of the scenario-based representation used
proximate policies without finding the optimal policy but determining in SP, there is an inherent trade-off between the quality of the repre-
the buffer sizes for the lines having several stations and all have gen- sentation of the uncertainty and the size of deterministic equivalent
eral Coxian processing times. We also aim to extend our findings to problems. We show that, for benchmark cases to which a closed-form
the settings having multiple-parallel machines at each station. optimal solution can be calculated, the approximation using SP is often
very close to the optimal for an adequate number of scenarios.
2 - Managing logical constraints in 4D optimal trajectory
We present recent developments showing that several aspects of in-
planning for multiple aircraft ventory control problems can be easily modelled using SP and that
Dinesh Babu Seenivasan, Alberto Olivares, Ernesto Staffetti optimal solutions can be obtained very efficiently even for large-scale
In this talk an approach is described to numerically solve optimal con- problems. We illustrate these ideas showing applications related to the
trol problems with multiple aircraft with logical constraints in disjunc- management of blood unit inventories in a network of hospitals served
tive form. These constraints are enforcing separation between aircraft, by a central blood bank.
passage through waypoints, and obstacle avoidance and are especially
demanding in modelling efforts. Standard modelling techniques can
tackle constraints in disjunctive form using binary variables. The tra-
jectory planning problem for multiple aircraft with logical constraints
in disjunctive form can be solved as an optimal control problem for
a hybrid dynamical system and a common approach for solving this
WC-05
class of problems is to formulate them as a mixed-integer program- Wednesday, 12:30-14:00 - SOUTH BUILDING UV S105
ming problem. In this talk logical constraints in disjunctive form are
included in the model using continuous auxiliary variables. Moreover, Heuristics for Vehicle Routing Problems I
transition constraints through way-points are enforced by defining a
rectangular window in the airspace around the way-point avoiding the Stream: Vehicle Routing and Logistics Optimization I
multi-phase model of the hybrid optimal control problem. The result- Chair: Daniele Vigo
ing hybrid optimal control problem is converted to a smooth optimal
control problem which is solved using traditional nonlinear program-
ming methods, thereby reducing the computational complexity of find- 1 - Fleet composition for last-mile delivery service
ing the solution. The effectiveness of the approach is demonstrated Frédéric Semet, Ekaterina Alekseeva, Luce Brotcorne
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In this presentation, we address a fleet composition problem for last- solution approaches. The problem was first studied in a previous pa-
mile delivery service. This problem occurs at a tactical level when the per by the same authors where the maximum benefits with respect to
composition of the fleet has to be decided in advance. It is the case the PVRP were shown and a mathematical formulation of the prob-
for companies that offer last-mile delivery service. Most of them sub- lem was proposed. In addition, an exact algorithm, based on branch-
contract the transportation part to local carriers and have to decide the and-cut, was developed which is able to solve small to medium size
day before which vehicles will be needed to cover a partially known instances. In this work, an iterative two-phase matheuristic is devel-
demand. Here we assume that the distribution area is divided into a oped to solve medium and large instances of the problem. Computa-
limited number of delivery zones and the time horizon into time-slots. tional tests are made on benchmark instances and on newly generated
The demand is characterized by packages to be transported from pick- instances. The matheuristic is compared with optimal solutions, on
up zones to delivery zones given a delivery time slot. First, we intro- small-size instances, and with lower bounds on larger instances. Com-
duce an integer programming model which aims to minimize the total putational results show that good quality solutions are obtained in a
delivery cost while ensuring that the demand is covered, the capacity reasonable amount of time.
of each vehicle is not violated, the working time for each period is not
exceeded and the total working of each delivery respects the social reg-
ulations. Then we present a column-generation based approach, which
is able to solve real-life instances in reasonable CPU times.
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Break-ups in the scale-free network are studied. We study the basic In this study, we analyse the hybrid flow shop scheduling problem to
features such as the dynamics of the number of break-ups, and the size minimize makespan, where each stage in the shop is composed of iden-
of the fragments. We also discuss the extension of our toy model to tical machines. In the existing literature, several heuristics have been
M/M/ stochastic dynamic networks with joins and leaves. proposed to obtain good solutions in reasonable computational times.
Most of the current network models are focused on gen- erating con- We analyse and compare them in this study, by carrying out a com-
nected graphs, which is ideal for studying spread dynamics. However, putational evaluation. More specifically, a total of 18 heuristics have
the focus is shifting to the seg- regation or how closed communities been recoded and compared under the same conditions on a set of 360
arise in the network. We use a simple toy model of network with pref- instances. In addition, we propose two new heuristics to solve the
erential attachment to study the segregation phenomena. In scale-free problem. These heuristics use a memory approach to repeat in each
networks, nodes join the network and attach to the existing nodes pref- iteration the best moves of previous iterations. The computational re-
erentially with their degree, and the network evolves progressively. We sults show the efficiency of the proposed heuristics.
use a particular type of scale-free networks so that it may have break-
ups. 4 - Flow shop scheduling problem with additional re-
sources
Pedro Alfaro-Fernandez, Ruben Ruiz
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the operational level, as those must be solved often (generating a lot Olga Porro, Nuria Agell, Mónica Sánchez
of new performance data) and in a short time (if much time is avail- Social entrepreneurship (SE) is a multidimensional concept (including
able, all algorithms can simply be run in parallel). Simulations on the many aspects, such as economic sustainability, social impact, innova-
ASlib algorithm selection benchmark show that the proposed method tion or leadership vision) with an imprecise nature. We are concerned
consistently manages to learn over time. It performs especially well with how this phenomenon can be applied to the traditional small and
when starting from some initial training data (warm start), but can also medium enterprises (SMEs). Our goal is to compare SE initiatives and
outperform the single best algorithm without. devise an integrative overall indicator of the attractiveness, potential
and impact of its social entrepreneurial activity.
4 - Deep learning assisted heuristic tree search for the con-
Multi-criteria decision aid (MCDA) techniques are adequate tools for
tainer pre-marshalling problem this analysis. At a first stage, based on literature research and expert’s
André Hottung, Shunji Tanaka, Kevin Tierney knowledge gathering, we will identify key attributes affecting the deci-
sion process of social entrepreneurial opportunities in the SMEs. Sec-
One of the key challenges for operations researchers solving real- ondly, data from a wood pellet production plant, owned by a tradi-
world problems is designing and implementing high-quality heuris- tional family business, whose vision is to contribute to mitigate cli-
tics to guide their search procedures. In the past, machine learning mate change, will be analyzed. Different alternatives are considered
techniques have failed to play a major role in operations research ap- (i.e., implementing a district heating and cooling system, installing a
proaches, especially in terms of guiding branching and pruning deci- cogeneration plant or setting up a cooperative of biomass providers).
sions. We integrate deep neural networks into a heuristic tree search The analysis involves many criteria that may be intangible, and all the
procedure to decide which branch to choose next and to estimate a initiatives have an impact to the agro-forestry management and prac-
bound for pruning the search tree of an optimization problem. We call tice of the surrounding community. Many stakeholders are influenced
our approach Deep Learning assisted heuristic Tree Search (DLTS) and by this sector, such as public agents, private investors, forest landown-
apply it to a well-known problem from the container terminals litera- ers, biomass users, villagers or wood transformation industries
ture, the container pre-marshalling problem (CPMP). Our approach is
able to learn heuristics customized to the CPMP solely through ana- 3 - The Willingness to Pay for Sustainable Supplier Selec-
lyzing the solutions to CPMP instances, and applies this knowledge tion
within a heuristic tree search to produce the highest quality heuristic
solutions to the CPMP to date.
Mehrnoosh Enjelasi, Behnam Fahimnia, Andrew Collins
Sustainable Supplier Selection has not been broadly explored in the
literature from a behavioural viewpoint. This study aims to understand
how supply chain or procurement managers balance environmental and
economic goals when making supplier selection decisions under dif-
ferent scenarios. Several quantitative optimisation models have been
WC-10 developed to analytically and numerically explore possible trade off
Wednesday, 12:30-14:00 - SOUTH BUILDING UV S110 solutions. We aim to study this topic from a practical viewpoint and
understand the situations upon which a supply chain or procurement
MCDA and Environmental Management II manager choose one supplier over another. In particular, we analyse a
range of behavioural factors influencing sustainable supplier selection
in the Fast-Moving Consumer Goods (FMCG) industry. A discrete
Stream: Multiple Criteria Decision Aiding choice experiment was designed to investigate this topic. Data has
Chair: Luisa Paolotti been collected from supplier chain and procurement managers in the
Chair: Filippo Fiume Fagioli FMCG industry to address the following questions a) to what extent
supply chain/procurement professionals compromise costs to achieve
1 - A multi-criteria decision framework for the selection of better environmental performance when making supplier selection de-
cisions, b) which dimensions of environmental sustainability (waste
biomass separation equipment management, carbon equivalent emission efficiency, green product and
Pablo Brito-Parada, Junko Hutahaean, Jan Cilliers process design, and organisational support toward sustainability) play
more dominant roles in supplier selection decisions, and c) to what ex-
Bioseparations are essential in a wide range of industrial applications tent the environmental attitudes of individuals influence their supplier
and make use of a variety of techniques and unit operations for ef- selection decisions.
ficient processing. A typical bioseparation process include the re-
moval of biomass before further purification stages. The selection of a 4 - MCDA approach to the internal migration of regions:
biomass separation technique and the equipment required will depend case of Serbia
on a number of criteria that are often complex and challenging. Despite
its complexity, little attention has been paid to develop and implement Mladen Stamenković, Salvatore Corrente, Maja Jandric
decision analysis frameworks to support the selection of bioseparation Internal migration is one of the most fundamental responses to differ-
equipment. ent development dynamics of regions. In the most advanced societies,
inter-regional migration is a major mechanism through which labor re-
This paper presents a decision support system that has been devel- sources are redistributed geographically in response to changing eco-
oped to select equipment for the separation of biomass. The frame- nomic and demographic forces. A vast literature in economic develop-
work evaluates the requirements of the process and applies the Ana- ment sees internal migration as the central feature of future economic
lytic Hierarchy Process to perform the multi-criteria decision analysis growth. When it comes to migration, only around three percent of
to select among six different equipment alternatives. This approach the world’s population, about 210 million people, are international mi-
systematically considers the relative importance of those different al- grants and that most migratory flows happen within the country.
ternatives and selection criteria, based on separation performance and
energy consumption, to evaluate the weighting for each criterion and The aim of the paper is to apply sorting approach in order to deter-
alternative. mine internal migration potential for Serbian regions and provide pub-
lic policy recommendations how to mitigate the bad effects of such
The output of the framework is a ranking of equipment as well as a process. The classification will be conducted by using the extension of
sensitivity analysis of the results for different weighting of the criteria. the ELECTRE Tri method to the case of criteria structured in a hier-
These results can be used to equip practitioners and engineers in the archical way. The novelty of the approach will be within modeling of
field of bioseparations with a tool for making a more consistent and imprecise weight structure of such a problem. Imprecise SRF method
better-informed equipment selection decisions. will be used as the methodological support. Final classification will
not be unique, and it will depend on the choice of the weights of cri-
2 - Towards the generation of social entrepreneurial impact teria. Consequently, a frequency of classification will be obtained by
in the traditional wood and biomass sector: a multi- applying Stochastic Multicriteria Acceptability Analysis.
criteria decision aid perspective
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WC-11 Firm mergers usually provide cost savings, with full integration of the
participants (traditional merger). The creation of divisions within the
Wednesday, 12:30-14:00 - SOUTH BUILDING UV S111 firm that results from the merger is an alternative possibility, in which
the merger resulting firm obtains a strategic advantage over its ri-
Dynamic Games in Operations Research vals (multidivisional merger). This second possibility involves at least
some foregone cost savings or synergies, but provides a Stackelberg
Stream: Applications of Dynamical Models behavioural advantage. The owners of a merged firm may thus face
Chair: Margarida Lopes a trade-off between operating as a single firm, or operating with inde-
pendent divisions. Many industries present a vertically desintegrated
structure across a supply chain composed by several tiers, each one
1 - Price, time, and reliability competition for service deliv- with many competing firms. To what extent does a merger in one tier
ery impact on firms in other tiers and on final consumers? These questions
Ata Jalili Marand, Hongyan Li, Anders Thorstenson have been answered considering both upstream and downstream merg-
ers, in environments where mergers bring cost savings and firms com-
A firm’s delivery performance has significant impacts on satisfaction pete à la Cournot within each tier. The possibility of firms opting for
and purchase behavior of its customers. It has been shown that cus- a strategic behaviour advantage inducing merger, however, has not yet
tomers are willing to pay higher prices for a faster and more reliable been considered. In this paper, we make this decision across a multitier
service. In this study, we address the interactions between price, de- decentralized supply chain endogenous. We find under which condi-
livery time, and delivery-reliability level, in a competitive setting. We tions each structure (traditional or multidivisional) occurs in equilib-
model the problem as the competition among an arbitrary number of rium, and analyse the effects upon consumers (final price) and firms
profit-maximizing firms facing boundedly rational customers who can (profits), to find out parameter ranges for which consumer welfare is
choose to buy service from one of the firms or balk. We show the ex- not maximized by firms’ choices.
istence of a unique Nash equilibrium and propose a simple iterative
method that converges to this equilibrium. Furthermore, we compare
our results with those in the existing literature and show that, contrary
to the literature, a firm with a capacity advantage is not always better
off in a more reliability-sensitive market, and even a firm that is in a
capacity disadvantage may benefit from a more time-sensitive market.
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Wednesday, 12:30-14:00 - SOUTH BUILDING UV S112
2 - A bi-level optimization formulation of priority service
pricing Port Operations
Yuting Mou, Anthony Papavasiliou, Philippe Chevalier
Stream: Maritime Transportation
Priority service pricing is a promising approach for mobilizing residen- Chair: Eva Vallada
tial demand response, by offering electricity as a service with various
levels of reliability. Higher levels of reliability correspond to higher 1 - A new lower bound and an iterative deepening hash-
prices. The proper pricing guarantees that consumers self-select a level
of reliability that corresponds to the reliability that the system can of- based branch-and-bound algorithm for container pre-
fer. However, traditional theory for menu design is based on numerous marshalling
stringent assumptions, which may not be respected in practice, such Consuelo Parreño Torres, Shunji Tanaka, Kevin Tierney,
as a well-behaved (convex) cost functions. In addition, the objective of Ramon Alvarez-Valdes, Ruben Ruiz
the menu design is to maximize social welfare, while the profit require-
ment of the aggregator is not accounted for. Moreover, no guidelines Container terminals around the world strive to reduce the berthing
are provided regarding how to discretize the menu into finite options. times of the ships to improve their efficiency. A way of achieving
In this study, we design a priority service menu as the equilibrium so- this objective consists of re-sorting the containers according to their re-
lution to a Stackelberg game where an aggregator moves first with a trieval times before the arrival of the ship, when the workload at the ter-
menu offering, and residential consumers react by selecting menu op- minal is at a minimum. This is known as the container pre-marshalling
tions and revealing their valuation. The Stackelberg game is modelled problem. Academic work in this field has been intense in recent years,
as a bi-level optimization problem involving the aggregator and con- with algorithms nearing the goal of finding optimal solutions in low
sumers, and then reformulated as a mixed-integer problem. As a con- times even for real-world sized problems. To this end, we present an it-
sequence of this approach, the menu design problem can be integrated erative deepening branch and bound search that includes a novel lower
within a day-ahead unit commitment model, and profit requirements bound computation, new branching and symmetry breaking rules and
of the aggregator can be modeled explicitly. The approach is illus- a new greedy partial solution completion heuristic. Moreover, by using
trated on a toy numerical example as well as a large-scale model of the hash functions, we introduce an effective way to skip already visited
Belgian power market. configurations during the branching, effectively avoiding stack permu-
tations. Several computational experiments have been carried out over
3 - Optimization of lot size flow with linking cost and indi- difficult pre-marshalling datasets, obtaining a greater number of opti-
vidual profit of bargaining players of various tier wise mal solutions than the state-of-the-art algorithms and also obtaining
feasible solutions in instances not yet solved by these algorithms.
purchasing capacities in supply chain network
Prem Prakash Mishra 2 - A fast heuristic for the container pre-marshalling prob-
An attempt has been made to optimize the lot size flow passing through
lem
various nodes of successive tiers with sequentially decreasing stock Noemí Elizabeth Castañeda, Gerardo Minella, Ruben Ruiz
capacity and simultaneously increasing prices of commodity with re- In the Pre-Marshalling Problem the objective is to rearrange shipping
spect to time. The bilateral link of flow is formed from source to sink containers in a given bay of a block of containers placed in the port
through bargain. There exists linking cost between the nodes of dif- storage yard so that their retrieval is carried out without unproductive
ferent tiers for making cooperation. The cooperative lot size game moves. This way, containers can be swiftly retrieved without unwanted
theoretic approach has been employed to obtain the profit of individual waiting, resulting in higher throughout of the terminal. Ideally, the
player of different tiers and optimum cost of system under the cobweb pre-marshalling is carried out when the terminal is not at peak capac-
phenomenon of demand and supply. ity and/or when there is no ship waiting at the berthing line. The goal
is to find the sequence with minimal number of movements to arrange
4 - Post-merger internal organization in multitier decentral- the containers in the requested order. In this short presentation, we
ized supply chains show a fast heuristic that gives such a solution and that it compares
Margarida Lopes, Duarte Brito favorably against existing methods from the literature. The proposed
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heuristic consists of a greedy randomized adaptive search procedure to 2 - Predicting credit card debt recovery rates: an empirical
build solutions to problems and a subroutine to correctly locate con- study using generalised additive models
tainers saving movements. The computational experiments carried out Christophe Mues, Raffaella Calabrese, Mee Chi (Meko) So
so far are promising when compared to existing methods.
After the introduction of the Basel accords, and with the recent adop-
tion of the new accounting standard IFRS 9, which considers expected
3 - Yard crane scheduling in Valencia’s largest container credit losses, a growing body of work within the credit risk modelling
terminal literature considers the problem of estimating recovery rates in the
Gerardo Minella event of a loan default. The recovery rate is the proportion of the out-
standing balance at default that will be paid back by the creditor as part
This work presents a real-life yard crane scheduling problem solution of the recovery or collections process. However, relatively few studies
approach developed for the largest terminal operator in Valencia port. have thus far appeared on credit card data and they did not yet consider
In a first step, we study and characterize the actual real problem. More the extent to which the explanatory variables in these models may be
specifically, the container yard studied has a very specific and partic- non-linearly related to the dependent variable. We propose a gener-
ular layout. Blocks of containers are parallel to the quay similar to an alised additive model to produce recovery rate estimates for credit card
Asian layout but with some particularities. The terminal employs Rub- accounts in default. This model is capable of dealing with the bimodal
ber Tyred Gantry (RTG) cranes that can move from one set of blocks nature of the recovery rate distribution, allowing for different drivers
to another. We discuss the enormous challenges that we faced when for the probability of zero recovery, a full recovery, or the size of a
collecting, cleaning and organizing the gargantuan data sets needed to partial recovery. Furthermore, the model is able to capture any non-
model and solve the real problem. We briefly discuss the proposed linear relationships that may exist between those and the explanatory
methods in the form of simple heuristic and metaheuristic techniques variables. By fitting the model to an example dataset from a Hong
based on dispatching rules, genetic algorithms and simple local search- Kong lender, we find that the method compares well against other
based iterated greedy methods. All these methods are compared to the methods and it produces well-calibrated estimates. Moreover, several
real working conditions and algorithms employed at the terminal. Re- non-linearities are identified, many which are intuitive and would risk
sults, opportunities and future research directions are discussed. being overlooked or misinterpreted using a traditional parametric ap-
proach.
4 - Metaheuristics for the yard crane scheduling problem in 3 - Regulatory policy to mitigate potential risks arising
a port container terminal from contingent convertibles
Eva Vallada, Fulgencia Villa, Ramon Alvarez-Valdes, Jose M. Masaaki Kijima
Belenguer A contingent convertible (CoCo) bond is an instrument that converts
into equity when the issuing bank is in financial distress. In practice,
An iterated greedy method and a genetic algorithm are proposed to a trigger event of CoCo takes place when the capital ratio of the bank
schedule the movements of a yard crane in a port container termi- falls to a pre-defined level or when the national authority declares a
nal. An automated terminal is studied, with input/output points in each trigger at its discretion. The aims of this study are to model CoCos
block of the yard where the crane loads/unloads containers. Conges- having such triggers and to find effective regulatory policies to handle
tion in input/output points is considered. Therefore, four types of oper- them. A model for banks issuing CoCos is built within the frame-
ation requests related to containers are analysed: arrival of a container work of a structural-default approach. The trigger mechanisms are ex-
from a vessel to be stored in the yard, arrival of a container from land pressed both in a first-passage-time model and in a Merton type model.
to be stored in the yard, retrieval of a container from the yard to be CoCo investor is also included in our model as CoCos are designed to
loaded in a vessel, and retrieval of a container from the yard to be enhance the bank’s resilience while shifting their risks to investors.
loaded in a truck. The optimization objective is to minimize the total Through numerical examples, we study the impact of regulatory pol-
weighted delay with respect to a time parameter related to each con- icy, which is intended to mitigate both banks and investors’ default
tainer and to reduce the time each container stays at the input/output risks, on the price of CoCo and default probabilities of both bank and
point. A benchmark of problems is also proposed, with small, medium investor.
and large instances, varying the time parameter ranges. Computational
4 - Survival models for credit cards with time varying coef-
experiments are carried out together with a statistical analysis in order
to compare the performance of both methods. ficients
Jonathan Crook, Viani Djeundje
Survival models applied to credit loan data predict the probability that
an account will default in the next month given that she/he has not
defaulted before. Earlier work (Loew & Crook 2016) suggests that
the parameters survival models for credit card accounts changed after,
WC-13 compared with before, the financial crisis. In this paper, rather than
Wednesday, 12:30-14:00 - SOUTH BUILDING UV S201 having two sets of parameters we estimate survival models with pa-
rameters that are allowed to vary continuously over time, in addition to
Credit Card Risk Management time varying covariates. We use different specifications as to how the
parameters are related to time including a highly non-linear function
and cubic B-splines. We allow the parameters on a subset of covariates
Stream: Financial Modeling, Risk Management and Man- and then on all of the variables themselves to vary. Using a large sam-
agerial Accounting ple of credit card accounts, we compare the effects on the significance
Chair: Jonathan Crook of included covariates and the effects on predictive performance. We
find noticeable uplift in predictive performance when the parameters of
all of the variables are time varying and that the spline functions give
1 - Optimal model selection in credit risk modeling slightly better performance than the highly non-linear specification.
Marta Galvani, Silvia Figini
The aim of this paper is to present novel approaches for model selec-
tion and assessment in credit risk prediction models. More precisely
the idea is to derive the optimal model taking into account complexity, WC-14
predictive power and discriminatory ability. In this paper we introduce Wednesday, 12:30-14:00 - SOUTH BUILDING UV S202
a comparison for a wide range of supervised learning models intro-
ducing the concept of stochastic dominance and optimality. Empirical ETHOR III Ethics and OR
evidence are obtained using literature and real data sets.
Stream: OR and Ethics
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Chair: Pierre Kunsch find the proper answers for the disaster to save human life and prop-
Chair: Cathal Brugha erty. This talk discusses several optimization problems as follows: 1.
Chair: Dorien DeTombe Assignment of surgeons and anesthetists to operating rooms includ-
ing both static and dynamic version. The objective is to maximize the
number of working operating rooms. Only the expected value can be
1 - Modelling ethical level in financial entity performance maximized in the static case. 2. Finding shortest path for emergency
appraisal: assessment in a multi-dimensional frame- vehicles in a partially destroyed city; dynamic version. Computational
work using data envelopment analysis analysis of the existing methods is provided. 3. Emergency transporta-
tion of injured people to hospitals including mathematical analysis of
Don Galagedera the problem, models, and ethical considerations.
When appraising performance of financial entities such as ethical mu-
tual funds (MFs), it is important to recognise that MF portfolio con- 4 - Using soft systems methodology to incorporate ecolog-
struction and management may be conditional upon corporate pol- ical ethics and systems thinking in education
icy on ethical issues. Appraising performance incorporating multi- Lady Johanna Peñaloza-Farfán, Alberto Paucar-Caceres
ple financial and economic performance measures together with mea-
sures of commitment to ethical issues such as environment, sustain- Higher Education Institutions (HEI) are committed to promote sustain-
ability and governance (ESG) score is essentially an undertaking in a able development/regional development (SD/RD). Over the last years,
multi-dimensional framework. We develop data envelopment analy- HEIs have been involved in providing education for SD/RD. These in-
sis (DEA) models to assess MF performance recognising that (i) ESG clude critical thinking, creative thinking, systems thinking (ST), and
score reflects medium- to long-term corporate policy on ethical issues leadership. HEIs have embedded some of the above elements in the
and (ii) MF portfolio construction and management may be conditional curricula of its programmes. This paper argues that the principles and
upon such corporate policy. We model this issue by conceptualising practice of ecological ethics (EE) need to be incorporated. EE are
MF overall management process as a serially linked two-stage process moral principles governing the human attitude towards the environ-
(operational management and portfolio management) and treating ESG ment, and rules of conduct for environmental care and preservation. EE
score as a fixed output at the first stage. DEA models assess overall advances a way of life practicing a set of skills and abilities, based on
and stage-level performance and thereby reflect relative performance mutual acceptance and equal (horizontal) co-existence among human
from two different aspects of MF management. For MFs deemed in- beings. Furthermore, we also argue that ST skills need more promi-
efficient, we propose a procedure that provides information as to how nence in current HEIs programmes. The paper aims to explore strate-
inefficient MFs may reach the frontier of best performance. We high- gies among lecturers and students for incorporating ST and EE prin-
light our procedure as a methodological advancement in ethical MF ciples into current programs at the Universidad de Ibague (Colombia)
performance appraisal using DEA. We demonstrate application of the and Manchester Metropolitan University (UK). We regard educational
proposed models using a sample of large U.S. equity MFs as a case setting as problematic situations where improvements can be facili-
study. tated by the use of soft systems methodology (SSM). We report in the
use of SSM for analysing students and lecturers’ views on the specific
2 - Ethical investment performance: evidence from the benefits and systemic advantages of using ST and EE when promoting
portfolio theory perspective SD/RD. The paper proposes a re-designed course structure in which
Noureddine Kouaissah, Sergio Ortobelli ST skills and EE principles for SD/RD awareness are incorporated.
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a single machine. Lastly, we provide a pseudo-polynomial time algo- 1 - A dynamic programming approach for computing all-
rithm to solve the most general variation of the problem, where we terminal reliability of small networks with uniform prob-
need to construct the entire set of Pareto-optimal solutions. We also
show how this algorithm can be converted into FPTAS.
ability
Naoya Makiishi, Natsumi Takahashi, Shao-Chin Sung
2 - Relationship between common objective functions, idle We are concerned with the problem of computing all-terminal reliabil-
time and waiting time in permutation flowshop schedul- ity of networks with uniform probability. This problem is known to
ing be #P-complete. When all edges have the same reliability, all-terminal
Kathrin Maassen, Paz Perez Gonzalez, Jose M Framinan reliability of a given network can be obtained based on the number of
connected spanning subgraphs in terms of number of edges in those
The objectives of makespan and total flowtime have been often ad- subgraphs. Based on this fact, we propose a dynamic programming
dressed in permutation flow shop scheduling. Instead, core idle time based algorithm for computing all-terminal reliability. Moreover, we
and core waiting time are rarely studied as objectives. Core idle time have implemented the proposed algorithm, and obtained the number
occurs as soon as a machine has to wait for the processing of a job and of connected spanning subgraphs in terms of number of edges for all
can be interpreted as a capacity buffer. Since makespan is defined as networks with up to 9 vertices. According to this result, the networks
a utilization-oriented objective function, core idle time and makespan with the largest all-terminal reliability among all networks consists of
might be aligned. Core waiting time defines the time where a job has to given numbers of vertices and edges are identified.
wait for an occupied machine and refers to an inventory buffer. On the
other hand, flowtime is known to be a throughput-oriented indicator 2 - Models and algorithms for transmission line route plan-
and might be aligned to the minimization of core waiting time. A test ning
bed with small problem instances for optimization models (process- Bernhard Primas, Natalia Shakhlevich
ing times chosen from a uniform distribution U[1,99]) is used to show
the relationship between these four performance measures (makespan, Transmission line routing plays a crucial role in satisfying energy de-
flowtime, core idle time and core waiting time). The test instances mands. Given two locations in a geographic region and terrain charac-
are solved optimally for each objective function. Moreover, for each teristics, the problem consists in finding a path connecting both loca-
optimal sequence, the corresponding values for the other performance tions such that the cost of constructing a transmission line along that
measures are computed as well as its deviation with respect to the opti- path is minimized. In its most general setting, the problem does not
mal solution value. The results show that the alignment between flow- have a well-defined underlying graph due to the infinite possibilities
time and core waiting time is stronger compared to core idle time and for selecting tower locations. Another difficulty is related to the multi-
makespan. Furthermore, it seems that a strong goal conflict between ple components of the cost function such as (a) wires’ costs, (b) towers’
core idle time and core waiting time exists. costs dependent on the terrain, the spans between consecutive towers
and the angles between consecutive segments, and (c) environmental
3 - Spectrum allocation problem in OFDM networks costs.
Yash Aneja, R. Chandrasekaran, Xiangyong Li A widely accepted approach to planning transmission lines consists
in solving first a macro-level problem for identifying the transmis-
The spectrum allocation problem can be viewed as the following sion corridor, followed by solving a micro-level problem for fixing
generic scheduling problem. We are given a set K of jobs with their the precise route within the corridor. The presentation will focus on
processing times. Certain pairs of jobs cannot be done simultaneously modeling and algorithmic challenges of the macro-level problem. The
(arising out of spectrum clash constraints). The objective is to mini- main contributions are (1) the introduction of the network model for the
mize the makespan. First, we show that the problem is NP-complete. minimum-cost path analysis and (2) developing an efficient algorithm
Second, we present a Mixed Integer Programming formulation for the capable of handling large-scale instances. The results are evaluated on
problem. We study the facial structure of the projection polytope in the two case studies formulated for North England and Scotland.
space of binary variables. Making use of these results, we develop a
computationally effective approach based on Benders Decomposition. This research is carried out in collaboration with NM Group, a British
network company that optimizes the performance of electricity net-
4 - Antithetic sequences in flowshop scheduling: special works.
cases of monster cell dominance 3 - Distributed leader election in wireless and IoT networks
Rafael Moras, Gopalakrishnan Easwaran, Paul Uhlig Ahcene Bounceur, Madani Bezoui, Reinhardt Euler, Loic
We describe the effects of monster cell in flow shop scheduling with
Lagadec, Mohammad Hammoudeh
minimization of mean lateness. In the simplest case of this type of The Leader Election is a real challenge in Wireless Sensor and IoT net-
dominance, a job has a "monster cell" if its processing time on a given works since it depends on the nature of the application domain and the
machine is much larger than any other processing time in the system. energy consumption. In the case of real time applications, the choice
Other cases of monster cell dominance may include, among others, will be based on the speed of election, and in the case where the time
(1) having two monster cells of similar processing times that are much is not important, the choice will be based on the energy consumption.
larger than any other, and (2) having two monster cells, one having a The Minimum Finding Algorithm is one of the classical algorithms al-
time much larger than the other, and both times dominating the rest of lowing to elect such a node. In this algorithm, each node sends its value
the processing times by a considerable amount. A pair of sequences is in a broadcast mode each time a better value is received. This process
antithetic when the jobs of one are processed in the reverse order of the is very energy consuming and not reliable since it may be subject to
other. Insight into this type of dominance and its effect on antithetic an important number of collisions and lost messages. In this talk, we
sequences in flow shops is provided. propose four new algorithms: 1) LOGO (Local Minima to Global Min-
imum), 2) BROGO (Branch Optima to Global Optimum), 3) DoTRo
(Dominating Tree Routing) and 4) WBS (Wait-Before-Starting). These
algorithms are based on simple routing protocols and they are more re-
liable since they require a small number of broadcast messages and
WC-16 a reduced number of nodes that send broadcast messages at the same
time. The obtained results show that the proposed algorithms can re-
Wednesday, 12:30-14:00 - SOUTH BUILDING UV S115 duce the energy consumption with rates that can exceed 94% com-
pared with the classical Minimum Finding Algorithm. Finally, we will
Graphs and Networks demonstrate on the CupCarbon simulator how to use the proposed al-
gorithms to determine the starting node of a network required to run
Stream: Graphs and Networks the D-LPCN algorithm.
Chair: Reinhardt Euler
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4 - Boundary detection in wireless sensor networks by 3 - Heuristic room type allocation for nursing wards
means of linear programming Anders Reenberg Andersen, Wim Vancroonenburg, Greet
Reinhardt Euler, Mohand Bentobache, Ahcene Bounceur Vanden Berghe
We apply linear programming techniques to model and solve the prob- An increasing number of hospitals are governed by the number of pa-
lem of boundary detection in Euclidean graphs associated with Wire- tients they are able to attract and the corresponding services they pro-
less Sensor Networks and we compare our numerical results with those vide for patients. One such service, which is often of significant im-
obtained by applying the LPCN (Least Polar angle Connected Node) portance for patients, is the option to choose their room type.
algorithm as implemented on the simulator CupCarbon. In this study, we provide hospital decision makers with a strategic
method for optimizing the configuration of room types by distinguish-
ing between patients who prefer private rooms and those who have no
preference concerning whether they are assigned to a private or shared
room.
WC-17 Specifically, we employ a heuristic search procedure that sample from
Wednesday, 12:30-14:00 - SOUTH BUILDING UV S205 a gradually improved interpolation of the objective function, where
we evaluate the resulting patient flow using a continuous-time Markov
Simulations and Queueing Systems chain. Based on patient data the performance and robustness of
the proposed approach is validated through various numerical exper-
Stream: Stochastic and Robust Optimization iments, showing that solutions within a relative gap of 1% from the
Chair: Anders Reenberg Andersen optimum can be attained in most cases.
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and light rail transportation modes. Each record includes the smart realistic setting with uncertain deterioration. Furthermore, our numeri-
card number, the transport mode, the bus/rail line, the boarding loca- cal results show that the optimal condition-based production rate policy
tion, the boarding date and time, and the fare class of the passenger; but performs much better then simpler policies that fix the production rate
lacks the alighting location of the passenger. We first create a model or turn off the system when some deterioration threshold is reached.
to estimate the alighting location of each passenger. Then, we estimate
origin-destination flows and their breakdown by several dimensions 2 - Joint pricing and replenishment decisions for an inven-
such as fare class, day of week, and time of day. We propose possible tory system with a randomly fluctuating supply price
improvement strategies based on the results of our analyses. process
Fikri Karaesmen, Caner Canyakmaz, Suleyman Ozekici
3 - Unfairness constrained system optimal routing of traf-
We consider a joint inventory management and pricing problem of a
fic flows on road networks retailer selling an item that has purchase price uncertainties. We as-
Valentina Morandi, Enrico Angelelli, M. Grazia Speranza sume that the price uncertainty is governed by a stochastic price pro-
cess as is the case in commodity markets. The customer demand is
In static traffic assignment problems, the user experienced travel time price dependent and the retailer determines a markup to maximize the
in a system optimum solution can be much higher than the user expe- expected profit. The motivation for this problem comes from envi-
rienced travel time in a user equilibrium solution. On the other hand, ronments where fluctuating raw material prices can impact the overall
the total travel time in a user equilibrium solution can be significantly price of the product. For this setting, we characterize both the opti-
higher than the total travel time in a system optimum solution. A com- mal inventory replenishment and dynamic markup policy and present
promise solution between the two assignment seems to be the right monotonicity properties of the expected profit function with respect to
choice for traffic regulators aiming at improving the network perfor- each decision.
mance while satisfying users needs. In this paper, an MILP based ap-
proach is proposed to efficiently obtain a solution that balances system 3 - Performance analysis of the extended-two-critical-
and user objectives focusing on the unfairness experienced by each number policy in different make-to-stock systems
driver. Computational results show that the obtained total travel time
is very close to the system optimum one while guaranteeing a low level
Onder Bulut, Sinem Özkan
of experienced unfairness. The underlying idea is to bound the expe- This study considers a single-item make-to-stock production environ-
rienced travel time of each user to a fixed threshold, representing the ment with start-up costs. We conduct the performance analysis of
maximum level of unfairness the regulator decides to allow. The MILP the Extended-Two-Critical-Number Policy, which is a well-performing
formulation requires the enumeration of all feasible paths from each one proposed by the authors for multi-channel make-to-stock systems,
origin to each destination and, hence, it becomes computationally in- in different settings. The first contribution of this research is to calcu-
tractable even considering small road networks. To this aim an efficient late the average cost per unit time for M/G/1 make-to-stock queues in
and accurate heuristic algorithm will be also presented. lost sales environment. In this single-server setting the proposed policy
is the optimal one and the analysis for the backordering case is already
4 - Spatio-temporal characteristics of freeway traffic state available in the literature. We then extend the analysis to M/M/s make-
to-stock queues for both lost sales and backordering cases. To the best
transitions of our knowledge, such an analysis for multi-channel systems is miss-
Paulina Reina, George Saman ing in the literature. Our approach, providing the results in a very short
amount of time, borrows some results from Renewal and Queueing
Empirical data at two freeway sites were analyzed to investigate fea- theories. This study can be also extended to the systems with different
tures of traffic state transitions from free-flow to congested state. It service time distributions such as Erlangian and Phase-type. The most
was observed that transition durations range approximately from 15 to challenging extension would be developing such an analysis for M/G/s
35 minutes on average during congestion onset and clearance. Results make-to-stock systems.
also suggest that the rate of transition growth increases as the transition
zone travels upstream of the bottleneck and that merges and diverges 4 - Dynamic pricing and lead time quotation in a make-to-
have no effect on the transition mechanism. Findings from this re- stock queue
search can have significant implications on traffic operations and the
effectiveness of traffic control measures around transition zones. Barış Balcıoğlu
We study two make-to-stock queues for which we explore how profit
can be maximized by dynamic pricing and lead time quotation poli-
cies. In the first model, customers pay more if their demand is instan-
taneously satisfied. If they need to wait, the manufacturer announces
a dynamically quoted lead-time and lower prices to be jointly consid-
WC-19 ered by the customers to make their decision in placing the order. With
Wednesday, 12:30-14:00 - SOUTH BUILDING UV S207 this mechanism, the manufacturer aims at preventing demand loss. In
the second model, we assume customers can form two classes, namely,
Exploring Production/Inventory Systems via those who are willing to pay more for instantaneous delivery and those
who can opt to wait in return for being charged lower prices. We ex-
Probability Models tend the application of the multilevel inventory rationing policy for the
manufacturer to serve these different types of customer classes. For
Stream: Supply Chain Management I both systems, we obtain the steady-state system size distributions of
Chair: Barış Balcıoğlu the queues modeling the production line and via numerical examples,
we assess if elaborate dynamic policies determining which price and
lead-time to quote can increase the profit significantly when compared
1 - Condition-based production planning: adjusting pro- to simpler policies.
duction rates to balance output and failure risk
Ruud Teunter, Michiel uit het Broek, Bram de Jonge, Nicky
Van Foreest
Many production systems deteriorate over time and the deterioration WC-20
rate typically increases with the production rate. Although the system Wednesday, 12:30-14:00 - SOUTH BUILDING UV S301
condition may be monitored real-time, planning maintenance (person-
nel, parts and tools) takes considerable time. We analyze how to ad- Decision Support for Medical Applications
just the production rate, based on condition information, until planned
maintenance takes place. We first derive the optimal policy for any and Health Policy
possible condition state, if the system always deteriorates as expected.
We then show that key insights from that policy carry over to the more Stream: Decision Analysis and Decision Support Systems
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Chair: Aron Larsson we seek to understand the type of professionals and organizations that
can benefit most from using IBM Watson. To do so, we guide our
1 - A data-based decision analytic approach for designing efforts through the Technology Acceptance Model and investigate the
optimal testing and treatment strategies perceived usefulness, ease of use, and other variables regarding IBM
Watson. Our analysis and conclusion are based on qualitative data col-
Lauri Neuvonen lected from interviews with Dutch healthcare workers.
Diagnostic testing is most useful when the right test is carried out at
the right time, and the same applies for treatment actions. Unnecessary 4 - Decision appraisal framework for pandemic influenza
testing and treatment can cause discomfort to the patients, and con- interventions
sume resources that could be better used elsewhere. The probability of Tobias Fasth, Anton Talantsev, Aron Larsson, Lisa Brouwers
making correct testing and treatment decisions could be increased by
utilizing the large amounts of patient data stored in electronic health The pandemic potential of influenza is a major public health concern.
records. These data make it possible to predict the development of Choosing intervention in advance is impractical, as it is unknown when
a patient’s state of health, and thereby to design optimal testing and the next pandemic will occur, what characteristics the virus will have,
treatment plans for highly specific patient segments. and what impact it will impose on society. There are alternative inter-
We develop a data-based model for optimizing testing and treatment ventions, e.g., vaccination, antiviral drug treatment, prophylaxis, along
strategies that maximize the expected health outcome for a patient with a set of non-medical interventions. The interventions have to sat-
based on predictions about the patient’s development of health. Our isfy some constraints such as the general feasibility, cost-effectiveness,
model helps understand the value of designing patient-specific test- safety, and it is not obvious how to trade-offs must be made. As non-
ing and treatment strategies, and provides a tool for studying the cost- medical interventions affect multiple stakeholders, this also requires
effectiveness of such strategies over time. considering diverging perceptions and interests of public actors and
stakeholder groups. Herein we incorporate MCDA, scenario analy-
2 - A decision support system for Parkinson disease man- sis, pandemic influenza simulations, and multi-stakeholder preferences
agement: models for suggesting medication change modelling into an intervention appraisal framework.
Marko Bohanec, Dragana Miljković, Anita Valmarska,
Biljana Mileva-Boshkoska, Elisabetta Gasparoli, Giovanni
Gentile, Konstantinos Koutsikos, Andrea Marcante, Angelo
Antonini, Dimitrios Gatsios, George Rigas, Dimitrios WC-21
Fotiadis, Kostas Tsiouris, Spiros Konitsiotis Wednesday, 12:30-14:00 - SOUTH BUILDING UV S303
Parkinson’s disease (PD) is a degenerative disorder of the central ner-
vous system that causes numerous symptoms, such as tremor, rigidity, Applications of Smooth Nonconvex
impulsivity, and depression. PD requires a long-term, interdisciplinary
disease management. The EU Horizon2020 project PD_manager Programming
(http://www.parkinson-manager.eu/) was aimed at developing a deci-
sion support system for PD management. As part of this task, we have Stream: Nonlinear Programming: Theory
developed decision-support models that identify situations in which Chair: Hector Ramirez
the disease has progressed to the point which requires a change of
medical therapy. The assessment is based on data collected from a 1 - Feasibility and cost minimisation for a lithium extrac-
patient using unobtrusive devices: smartphone, sensor insole (Moti-
con), and wristband. The data includes motor symptoms (bradykine- tion problem
sia, tremor, gait, dyskinesia, on/off fluctuations), non-motor symptoms Paul Bosch, Juan Pablo Contreras, José Saavedra-Rosas
(daytime sleepiness, cognitive disorder, impulsivity, depression, hallu- In this work we address the problem of allocating extraction pumps in-
cinations) and epidemiologic data (patient’s age, employment status, volved on the exploitation of lithium rich brines as part of the process-
disease duration, living alone). The models are developed by combin- ing of lithium salts. The problem of choosing the location of extraction
ing data mining and expert modelling. For data mining, we employ wells is defined using a transportation network structure. Using this
parts of the data set PPMI (Parkinson’s Progression Markers Initiative, network, the lithium rich brines are extracted from each well and then
http://www.ppmi-info.org/about-ppmi/). For expert modelling, we use mixed. The quality of the blend will be based on the chemical con-
a qualitative multi-criteria method DEX. We will describe the devel- centrations of the different brines originating in different wells. The
oped models, assess their quality in terms of classification accuracy, objective of the problem is then to determine a pumping plan such that
transparency, correctness, and completenes, and demonstrate the use the final products have predetermined concentrations and the process
of models in the PD_manager decision support system. is operated in the cheapest possible way. The problem is modeled as
3 - Do healthcare workers need cognitive-computing tech- a combinatorial optimisation problem and a potential solution to it is
sought using a genetic algorithm. The evaluation function of the ge-
nologies? netic algorithm requires a method to determine feasible minimum cost
Arthur Carvalho flows, this leads to the formulation of a blending model in a flow net-
Cognitive-computing systems are be able to learn from structured and work for which an iterative nonconvex optimisation algorithm is pro-
unstructured data, discover important correlations, create hypotheses posed. The model was implemented and tested on a simulated instance
for those correlations, and suggest actions that produce better out- to measure the algorithms’ efficiency.
comes. Instead of replacing a subject-matter expert, those systems be-
have as decision support systems that can collaborate with humans by 2 - An interior algorithm for nonlinear conic programs: ap-
gathering huge amounts of data related to a specific topic and, eventu- plication to classification problems
ally, provide new insights on that topic. Julio López, Miguel Carrasco, Alfredo Canelas
Healthcare is one of the most promising domains one can apply We present a new feasible direction algorithm for solving smooth non-
cognitive-computing systems to. For example, a cognitive system can linear second-order cone programming problems. Given an interior
examine the existence of several relationships between symptoms and point to the feasible set defined by the conic constraints, the proposed
disorders and suggest the most promising ones to be further investi- approach computes a feasible and descent direction, for the objective
gated by a researcher, thus working in close collaboration with and function, by solving two linear systems which result of applying the
improving the productivity of the latter. Newton method to the Karush-Kuhn-Tucker conditions of the nonlin-
IBM has been at the forefront of the development of cognitive systems ear conic problem. Then, a line search along the search direction finds
with IBM Watson. Since IBM Watson is a relatively new technol- a new feasible point that has a lower value of the objective function.
ogy, it is important to understand whether there exists a natural ac- Repeating this process, the algorithm generates a feasible sequence
ceptance/demand for its services. Focusing on the healthcare domain, with monotone decreasing values of the objective function. Under
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mild assumptions, we prove the global convergence of the algorithm. 2 - An evolutionary approach to constrained many-
Numerical results are presented. Finally, we apply our approach for objective combinatorial optimization
solving new support vector classification formulations. Mert Sahinkoc, Ümit Bilge
3 - Double regularization methods for robust feature selec- Many real-world optimization problems include constraints and they
tion and SVM classification via DC programming attempt to optimize multiple objectives concurrently. When solving
Miguel Carrasco, Julio López, Sebastian Maldonado constrained multi-objective optimization problems, various constraint
handling techniques have been proposed and they have been integrated
with the most popular approach used for multi-objective problems:
In this work, two novel formulations for embedded feature selection multi-objective evolutionary algorithms. On the other hand, it has
are presented. A second-order cone programming approach for Sup- been shown in the literature that the conventional methods for multi-
port Vector Machines is extended by adding a second regularizer to objective optimization often suffer scalability issues when number of
encourage feature elimination. The one- and the zero-norm penal- objectives is high. This fact has lead into a new research area called
ties are used in combination with the Tikhonov regularization under many-objective optimization where number of objective functions are
a robust setting designed to correctly classify instances, up to a pre- higher than three. The associated studies try to characterize and over-
defined error rate, even for the worst data distribution. The use of the come the challenges posed by the high number of objectives. This
zero norm leads to a nonconvex formulation, which is solved by us- study proposes a successful many-objective evolutionary algorithm in
ing Difference of Convex (DC) functions, extending DC programming which different constraint handling techniques are implemented. Our
to second-order cones. Experiments on high-dimensional microarray algorithm also includes a combination of features that can contribute to
datasets were performed, and the best performance was obtained with the present methodologies. It uses elitist non-dominated sorting based
our approaches compared with well-known feature selection methods on reference points that are mapped onto a "fixed hyperplane" inte-
for Support Vector Machines. grated with path relinking recombination scheme and complementing
selection mechanisms. Numerical experiments are conducted through
4 - Subdifferential characterization of Gaussian probability some well-known constrained combinatorial optimization problems
functions and the comparison of the performance of different constraint handling
Pedro Perez-Aros, Abderrahim Hantoute, Rene Henrion techniques will be demonstrated.
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WC-23 EURO 2018 - Valencia
2 - Decomposition of sequence dependent setup times in 1 - Necessary optimality conditions for some nonconvex
simultaneous lot sizing, scheduling, workforce, over- facility location problems
time and shift planning Marcus Hillmann
Gorkem Yilmaz, Cevdet Utku Şafak The problem of locating a new facility with simultaneous considera-
tion of existing attraction and repulsion points is a problem with great
The operational level capacity planning concentrates on the short term practical relevance e.g. in the fields of economy, city planning or in-
decisions such as the lot-sizing, product scheduling and available dustrial design. Unfortunately, the consideration of negative weights
workforce planning. Operational level decisions cannot be taken with- makes this problem in general a nonconvex one, so that none of the
out considering capacity utilization decisions brought by the tactical established algorithms for location problems are able to solve it.
level capacity plans where the production levels of the facilities are
We will therefore present a new approach to derive necessary optimal-
decided. This study focuses on the extensions of the simultaneous lot
ity conditions for such problems using the nonconvex subdifferentials
sizing and scheduling MIP models in literature by the overtime, shift
by Ioffe and Kruger/Mordukhovich. After giving a brief review on def-
decisions and available workforce decisions including production en-
inition, properties and calculus of the mentioned subdifferentials we
vironments of parallel non identical sets of machines using multiple
will show, that for certain distance functions it is possible to precisely
sets of non-identical tools attached and sequence dependent setups be-
calculate the corresponding subdifferentials.
tween the tools. 2 types of setups are considered: major setups due
to the interchange of the tools and minor setups due to the minor revi- Thus, by taking advantage of their special structure we can derive nec-
sions on the tools to produce different versions of the products or the essary optimality conditions for some scalar semi-obnoxious facility
raw material changes. A MIP based decomposition technique will be location problems. Furthermore, we will present some new scalariza-
presented to solve industry size problems. The developed models are tion results and use them to establish necessary optimality conditions
tested in a TV manufacturer in Europe, Vestel Electronics’s produc- for multicriteria semi-obnoxious facility location problems.
tion planning of the plastic injection plant. The results show that the
developed heuristics solve the large size problems in a reasonable time. 2 - Conditions on optimality and non-optimality in global
optimiztaion
3 - A simple heuristic for the supply vehicle routing and lot Pál Burai
sizing problem enhanced by genetic programming In this talk some results are shown dealing with optimality and non-
Fanny Hein, Christian Almeder optimality conditions in global optimization using tools from convex
analysis.
The supply routing and production planning problem integrates the
collection of input materials from suppliers situated at different lo- 3 - A global minimization algorithm for concave quadratic
cations (vehicle routing) and the planning of the conversion of those
input materials into final products (capacitated lot sizing). Due to the
programming
complexity of the problem, an efficient algorithm is needed to be able Mohand Bentobache, Mohamed Telli, Abdelkader Mokhtari
to solve large instances which does not yet exist. For the counterpart, In this work, first we prove a new necessary and sufficient condition for
the production and distribution routing problem, various heuristic algo- local optimality of the minimization problem of a concave quadratic
rithms have been developed. However, so far no constructive heuristic function subject to linear equalities and nonnegativity constraints.
has been proposed though the benefits of such heuristics are manifold, Then, we suggest an algorithm which moves from one extreme point
e.g., the computation time is extremely low, no commercial solver is to an adjacent one, until finding a local minimal extreme point which
needed, it can be easily integrated into existing software, and it is usu- satisfies the suggested local optimality conditions. Using the global
ally better understood and accepted by practitioners. The aim of this optimality criterion suggested in [Strekalovsky, A. S. (1998). Global
work is to provide a constructive heuristic for this planning problem optimality conditions for nonconvex optimization. Journal of Global
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Optimization, 12(4), 415-434], the global optimization algorithm pre- 2 - An improved mathematical formulation for the produc-
sented in [Chinchuluun, A., Pardalos, P. M., and Enkhbat, R. (2005). tion planning problem in additive manufacturing and 3D
Global minimization algorithms for concave quadratic programming
problems. Optimization, 54(6), 627-639], and the suggested local op-
printing
timization algorithm, we propose an algorithm which finds a global F. Tevhide Altekin
optimal solution of the problem in a finite number of steps. Finally, Advances in material science as well as manufacturing technologies
we conduct numerical experiments on randomly generated test prob- have given rise to the use of additive manufacturing and 3D printing in
lems. The obtained numerical results are very encouraging. Indeed, not only production of prototypes but also for direct parts production
our algorithm finds the global optimal solution for all the generated in industries such as defense, aerospace and automotive. This paper
test problems with dimension up to 250 constraints and 400 variables deals with the production planning problem in such an environment.
in reasonable CPU time. In future work, we improve our implemen- The problem involves the assignment of parts to jobs and assignment
tation by using efficient matrix inverse updating techniques in order to of jobs to distributed additive machines in order to minimize the av-
reduce the CPU time of the suggested local optimization algorithm and erage production cost per volume of material. We improve the initial
solve large-scale concave quadratic programs. formulation of this problem by providing a linear mixed integer pro-
gramming formulation and employing a pre-processing step to fix vari-
4 - Packing general convex sets into polygons ables for dedicated assignments of parts to jobs and/or machines. The
Janos D. Pinter, Frank Kampas, Ignacio Castillo efficiency and effectiveness of the improved model is demonstrated for
The optimized packing of convex objects has a range of important small and medium sized problems.
industrial and scientific applications. We consider generalized "egg-
shaped" sets in R2 defined by boundary curves of the form (x/a)p + 3 - Task assignment in assembly lines with physical and
exp(t*x)*(y/b)p =1. Here a and b are the (generalized) semi-major and cognitive ergonomic constraints
semi-minor axes of the "egg", the exponent p>0 is an even number, Olga Battaïa, Dmitry Arkhipov
and t>=0 is a distortion factor. Such an "egg" can be further speci-
fied by (additional) orientation parameters: hence, this flexible model This research addresses the problem of work assignment to operators
subsumes a broad range of instances, including general circle and el- in paced manual aircraft assembly lines. In such assembly lines, in
lipse packings. Our objective is to pack collections of generalized contrast to the intensively studied automotive assembly lines, a rela-
"eggs" into convex polygons. The model development is based on our tively high number of operators can be assigned to the same worksta-
embedded Lagrange multiplier approach; this is followed by numeri- tion. Therefore, a Resource Constrained Project Scheduling Problem
cal (global-local) optimization. We present summary results based on (RCPSP) should be solved for each workstation in order to sched-
solving several hundred test problems, reporting optimized container ule the assembly tasks under the takt time constraint. In addition
sizes and packing fractions. Our numerical results support the devel- to precedence, resource and skill constraints, which are common for
opment of regression based optimum estimates for well-defined fami- the RCPSP formulations, this study considers ergonomic constraints.
lies of general "egg" packings. The visual representation of these re- We develop new mathematical models for physical and cognitive er-
sults consistently shows credible "tight" packings; the corresponding gonomic constraints for operators and show first results for several in-
run times vary from seconds to several hours, clearly depending on the dustrial applications.
"egg" model parameters.
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Wednesday, 12:30-14:00 - SOUTH BUILDING UV S307
Bike Sharing and Demand Prediction
Combinatorial Optimization in Assembly
Systems Stream: Public Transportation I
Chair: Dalila Fontes
Stream: Combinatorial Optimization II
Chair: Olga Battaïa 1 - Setting incentives for user based relocation in free float-
Chair: Erwin Pesch ing bike sharing systems
Christoph Heitz, Roman Etschmann, Thomas Bachmann,
1 - An exact approach for sequencing assembly lines to fa- Raoul Stoeckle
cilitate just-in-time part feeding
Relocation of bikes is a central operational problem for bike sharing
Simon Emde, Lukas Polten systems. It is necessary for ensuring a high service level, but extremely
The problem of sequencing assembly lines consists of determining the costly. In recent years, the question if and how users can be engaged
order in which a given set of products is launched down the line. Since for relocation has attracted much attention. We address this question
individual products may require different parts in different quantities, in a context of a free floating (stationless) bike sharing system. Free
the production sequence has a big influence on line-side inventory. floating systems lead to complex spatio-temporal distribution patterns.
Classically, sequences are often optimized with the goal of attaining We investigate some basic properties of the bike distribution under
level schedules, i.e., the part demand should be smooth during the plan- stochastic demand, and we study the relationship of number of bikes
ning horizon. However, this approach does not necessarily work well and service level under various demand and usage patterns. Setting
if parts are delivered at discrete points in time in bulk quantities. In incentives for dropping off bikes at, or picking up bikes from, specific
this paper, we consider a production system where bins of parts are de- locations changes the bike distribution and may increase the service
livered periodically by a tow train from a central depot at fixed times. level. We develop a general methodology for dynamical setting of in-
Due to the limited space at the assembly line, the maximum number of centives, based on the current bike distribution and a forecast of pick
bins in stock at any time at any station should be minimal. We propose up and drop off distribution. The methodology can be applied to pick
an exact solution method based on combinatorial Benders decompo- up as well as drop off incentives in various settings. Simulations stud-
sition as well as bounding procedures and heuristics for this problem. ies show that, under optimum user incentivization, the number of bikes
The algorithms are shown to perform well both on instances from the needed for achieving a service level of 95% can be reduced by about
literature and on new data sets. We also investigate whether classic 30%, resulting in substantial cost reduction for the operator. We show
level scheduling methods are effective at reducing line-side stock in an how the methodology has been implemented in the new e-bike sharing
assembly system supplied by tow train, and to what degree line-side system "smide" in Zurich, launched in 2016 by the insurance company
stock can be traded off for more frequent deliveries. Mobiliar.
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2 - A mathematical model to evaluate balancing strategies 1 - A robust mathematical model to optimize an electronic
of bicycle sharing systems reverse logistics network
Pablo Andrés Maya Duque, Diana Marcela Perez, Miguel Saman Hassanzadeh Amin, Babak Mohamadpour Tosarkani
Angel Arroyave Electronic reverse logistics activities are important due to both environ-
The Bicycle sharing systems offer a mobility service in which public mental and economic effects. In Canada, the province of Ontario has
bicycles are available for shared use. This talk addresses the prob- regulations regarding to recycling of electrical and electronic equip-
lem of balancing the operation of bicycle sharing systems in order to ment. The objective of this study is to develop a novel robust possi-
ensure bicycles and parking docks availability at the stations. Strate- bilistic approach to optimize and configure an electronic reverse lo-
gies and insights to face this problematic are identified from the liter- gistics network by considering the uncertainty in the parameters. The
ature and interviews with operators of five different systems in Latin proposed model is extended to the multi-objective one for the purpose
America. Six strategies are pointed out which involve not only opera- of minimizing the environmental impacts in addition to maximizing
tional decisions, but also tactical and strategical concerns. We propose the profit. A fuzzy TOPSIS is developed and applied to convert the
a mathematical model to evaluate the impact of some of the identified qualitative factors related to green practices of the third parties to the
strategies and point out challenges and gaps to be addressed in future quantitative parameters. The application of the mathematical model is
researches. shown in this research.
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Reverse Logistics / Remanufacturing Wednesday, 12:30-14:00 - SOUTH BUILDING UV S310
Stream: Production, Service and Supply Chain Manage- Tabu Search
ment
Chair: Sandeep Mondal Stream: Memory-based Heuristics
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containers or trucks using the WMS (Warehouse Management System 1 - Pricing strategy for ride-sourcing platforms
software and keep the items (pallets and packages) traceable during Luoyi Sun, Ruud Teunter, Guowei Hua
these warehouse activities and further in the logistic chain. Due to the
high variations in workload and tasks, we investigate the capability and
Online car hailing platforms are rapidly gaining popularity. Unlike
impact of having multi-functional Warehouse and Packaging - Condi-
most two-sided markets, these platforms have pricing power. The price
tioning operators in combination with reactive scheduling will result in
for a specific customer ride request affects the number of interested
a more fluid supply chain and a more enjoyable work organization for
drivers and the likelihood that a customer will accept a selected driver
the operators.
(and not opt for a regular taxi service). This paper is the first to take
3 - Beam search for the 2D-single knapsack problem ride details and driver locations into account, and assuming that drivers
Marta Cabo Nodar, Julia Bennell, Antonio Martinez Sykora, and customers maximize utility, studying the optimal pricing strategy
for ride-sourcing platforms. We consider two popular types of match-
Carlos Alegría ing: the platform selects either the first driver to respond or the one
The Two-Dimensional Single Knapsack Problem is a well-known closest to the customer. Under selection of the first driver to respond,
problem in the cutting and packing literature. It is an output maxi- we find that the platform price consists of a ride length based fare (set
mization problem, where the decision maker must choose between a relative to the competing regular taxi fare) and a rush hour congestion
finite set of rectangular pieces to be placed in a rectangular bin, so that fee, and increases with the customer waiting cost. Furthermore, the
the profit of the selected pieces is maximized. platform price if low relative to the regular taxi fare if traffic condi-
We present a beam search heuristic for this problem. Beam search is a tions are good, drivers have low profit expectations, and the platform
heuristic that acts as a tree search, where each node represents a par- commission is low. We also discuss the effects on price and profit if
tial solution to the problem. At each level, all partial solutions will the platform switches to selecting the closest driver. A numerical study
have the same number of pieces placed, and all nodes emanating from based on the Beijing market illustrates the findings.
the same parent will only differ in one piece. Beam search uses two
evaluation functions to prune branches. The first one is made locally 2 - Optimal rebalancing for bike sharing systems with
and help decide which children will remain from a given parent node. information-assisted riders
The rationale behind this evaluation is to allow the creation of multi- Mohammad Javad Feizollahi, Xinchang Wang
ple child nodes, and quickly evaluate which ones may be immediately
discarded. The second evaluation is made globally over all the child
nodes from each level. The goal of this evaluation is to perform a dras- We consider a bike sharing system with riders who are well informed
tic prune on the branches that will potentially lead to bad solutions at of the number of available bikes and dockers at each docking station
the end of the algorithm. This evaluation is needed due to the greed- through smartphone apps. Meanwhile, the released availability infor-
iness of the local evaluation, who does not take into account future mation affects the likelihood of riders choosing a station to pick up or
decisions to keep one child node over the others. drop off bikes. A fleet of homogeneous trucks is employed to reposi-
tion bikes between the stations. The objective is to minimize the sum
During this talk, we will explain in detail the two selected heuristic and of the bike rebalancing cost and the penalty cost caused by the lost de-
how they are embedded into the beam search framework. mand accounting for riders who give up visiting any station based on
the information released. We focus on the static version of the problem
4 - Solving the pallet-loading vehicle routing problem with
and formulate it as a mixed-integer nonlinear program. To solve the
stability constraints program, we develop solution approaches leveraging techniques from
Maria Teresa Alonso Martínez, Antonio Martinez-sykora, both dynamic programming and discrete optimization. Our solutions
Julia Bennell, Ramon Alvarez-Valdes, Francisco Parreño are tested with numerical studies.
We will present our mathematical model and results for a distribution
problem that includes both the packing and routing of customer orders. 3 - Locating take-off and landing sites for a VTOL-based
The model needs to determine the packing of products onto pallets, as- ridesharing network in urban areas
sign pallets to trucks, decide the position of the pallets on the trucks Nitin Ahuja, Melanie Reuter-Oppermann
so that a customer’s pallets are together and finally the route the trucks
will take. The demand of a customer can exceed the truck capacity
and, therefore, we allow solutions that split the delivery of a given cus- Demand for efficient mobility is increasing steadily in ever growing ur-
tomer across several trucks. Each truck can carry a maximum weight ban areas. Therefore, numerous initiatives have been launched recently
and there is also a weight limit on each axle. In addition, the load to develop innovative transportation solutions. One of them is based on
inside each truck must be stable when the truck is moving to avoid vertical take-off and landing aircrafts (VTOLs), capable of carrying up
displacement during the journey. All these routing and packing con- to four passengers. Lilium and Uber are two of the companies trying
straints are included into an integer linear model where the objective is to make this possible.
to minimize the total travel distance. We present an extensive computa- To create and operate a VTOL-based transport network, a few techno-
tional study, varying the number and locations of the customers and the logical, regulatory and logistical hurdles need to be taken. In this talk
number and weight of the demanded pallets, which shows the perfor- we present a solution for one of the logistical hurdles, namely, where
mance and the limits of the proposed model. Since the model becomes to place the take-off and landing sites in an urban area. One of the
intractable with even small instances, we propose a decomposition al- aims here is to minimize travel times of medium to long journeys. A
gorithm in which some of the packing constraints are relaxed in the customer would then travel to a take-off site nearby, fly to a site near
model and then considered by a heuristic packing algorithm. If the her destination, and then travel to her destination.
heuristic fails, an auxiliary model is then used to ensure the optimality
of the solution obtained. An operator of such a network also wants to keep an eye on fixed costs
for building or renting a site, flexible costs per trip, and its profitability.
Some other factors that play a key role are the underlying urban topol-
ogy and expected demand for rides. Our method takes these factors
into consideration and suggests a small or optimal number of locations
WC-30 at which the take-off and landing sites can be placed. We verify our
Wednesday, 12:30-14:00 - SOUTH BUILDING UV S312 method for New York with the help of openly available historic taxi
data.
Sharing in Transportation
4 - Multi-objective stochastic optimization models for man-
Stream: Transportation and Logistics aging a bike sharing system
Chair: Francesca Maggioni Rossana Cavagnini, Luca Bertazzi, Francesca Maggioni, Mike
Chair: Rossana Cavagnini Hewitt
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In this talk, we consider stochastic optimization-based approaches for (ITA) in São Paulo, will contribute to launch satellites in its territory
managing a bike sharing system. Specifically, we focus on determin- and the intellectual property of the products generated will overcome
ing the initial daily allocation of bikes to stations, while recognizing technological barriers. Due to scenario and existing dangers, the objec-
the opportunity to rebalance bikes amongst stations at a point in time tive of this study is to evaluate control and mitigation barriers in this
later in the day. We present both a stochastic programming model academic laboratory. For that, the Soft System Methodology (SSM)
and heuristics based on a Newsvendor model type analysis for mak- method was used to broaden the horizon and understanding of the
ing these decisions. We perform a computational study of these ap- problem in a holistic way, analysis of the academic segments involved
proaches with a simulation of the bike sharing system in San Francisco. and actors responsible for the process of teaching and research activity.
With this study, we assess the relative effectiveness of the stochastic Stands out the motivation to guarantee necessary safety, without peo-
programming (SP) and Newsvendor-based approaches. We show that ple, environment, assets and reputation‘s damages, besides the fulfill-
modeling uncertainty with a SP leads to much better solutions, since a ment of the legal requirements in force. Some of the results obtained
decision-maker can obtain a saving of the 41% than not doing so. Nev- in addition to the identification, analysis and evaluation of potential
ertheless, we show that the deterministic model solution can be used to risks in relation to the activities of the Laboratory were the suggestion
speed up the solution of the SP of the 10%. Moreover, we find out that of the adoption of barriers such as: emergency response plan, access
the plan prescribed by the SP out-performs the heuristics. On average, controls, laboratory technicians safety training, preventive equipment,
through the SP, the frequency of which stations are empty and the trav- safety signs and a virtual management program for laboratory opera-
elled miles reduce both by 14%, while the inventory quantities reduce tions.
by 2% with respect to the heuristics. These results can be attributed to
a better allocation of bikes at stations and to the recognition of rebal- 3 - Command and control (C2) enhancement in the man-
ancing. Finally, we prove the efficiency of our SP with respect to what agement of air force logistic projects using multi-
we estimate to be the plan implemented in practice. methodology
Thiago Dias, Daniel Pamplona, Tadeu Vale, Mischel Carmen
N. Belderrain
The purpose of a Command and Control (C’) system is to create the
WC-31 necessary conditions for success in accomplishing a mission or a task.
Wednesday, 12:30-14:00 - SOUTH BUILDING UV S313 The design of an efficient logistics system is a matter of survival for a
military organization. A C’ system must have the ability to plan and
Academic OR and Approaches predict situations that may affect the progress of operations, as well
as assist in the appropriate use of the resources in order to accomplish
the mission. The objective of this article is to support C’ in the man-
Stream: Soft OR, Problem Structuring Methods and Be- agement of logistic projects of the Brazilian Air Force (FAB) using
havioural OR Problem Structuring Methods (PSM). It is necessary a better under-
Chair: Cigdem Kadaifci standing of C’ used in the FAB and its logistics management problems
Chair: Ilker Gölcük using conceptual maps and Soft System Methodology (SSM) in order
to make clear the systemic deficiencies existing in the current manage-
ment. Finally, after structuring the problem, corrective measures are
1 - Analysis of factors affecting the choice of academic proposed to improve the current C’ system. The results show that the
conferences to participate use of Multimetodology facilitates the understanding of the problem-
Cigdem Kadaifci, Umut Asan, Y. Ilker Topcu atic situation and provide solutions not yet considered in the C’ system
in use by Air Force.
Academic conferences are preferable platforms for academicians to
share their research with colleagues, get feedback for improving their
research and stay up to date on recent academic studies. Besides the
contributions to academic research, these conferences also provide
opportunities for the participants to improve their qualifications, ex- WC-32
pand their network and become socialized. However, academicians
are forced to choose a limited number of conferences to participate Wednesday, 12:30-14:00 - SOUTH BUILDING UV S314
due to several different reasons such as time required for preparing a
research, conference fees, and other expenses. To address this issue, Dynamic Models in Game Theory I
this study suggests a Fuzzy Cognitive Mapping (FCM) approach to
analyze factors affecting the choice of academic conferences to par- Stream: Dynamic Models in Game Theory
ticipate. In order to decide which factors should be included in the Chair: Anton Bondarev
model, the Delphi technique is employed. After finalizing the list of
factors, the causal relationships between the factors are determined by
four experts. These assessments are aggregated to form the adjacency
1 - Repeated games for analysis of agreements on protec-
matrix. Then, with respect to the determined factors, 22 academicians tion of the environment
are asked for assessing two conferences, which one of them they par- Alexander Vasin, Anastasiia Divtsova
ticipated in and the other one they did not. By using FCM, simulations
are performed for each assessment separately and 44 individual results We consider repeated games with sliding planning horizons. The initial
are obtained. Finally, aggregating the individual results and comparing game includes two stages: the first is a game that generalizes the known
them provide a basis for determining the most influential factors on the model "The Tragedy of the Commons". At the second one the players
choice of academic conference to participate. redistribute the payoffs by means of side payments. Our purpose is to
find conditions for existence in the repeated game of a subgame perfect
2 - Problem-structuring method for safety analysis in the equilibrium (SPE) realizing some Pareto-optimal outcome. The prob-
lem is of interest in context of the study of international agreements on
laboratory of injection systems for liquid propellants limitation of environmental pollution. Existence of the SPE means the
Moacyr Machado Cardoso Junior, Marco Antonio possibility for a stable and efficient agreement of such sort. This con-
Albuquerque, Luís Eduardo Loures da Costa, Sarah Francisca cept takes into account a possibility of unexpected breaking the agree-
de Souza Borges, Mischel Carmen N. Belderrain ment by some country and assumes that only endogenous economic
mechanisms in frame of the agreement prevent such breaking. Note
Brazil has invested in projects that enable the development and launch that in the one-short game there is a "bad" Nash equilibrium in dom-
of satellites with different purposes, minimizing dependence on sup- inant strategies corresponding to a high pollution level. We examine
plier countries and increasing national knowledge. The studies and two types of SPE realizing some Pareto-optimal outcome: 1) after any
tests in the laboratories of the Technological Institute of Aeronautics deviation, all players start playing dominant strategies; 2) if one player
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participants who are working with ERP systems in manufacturing in- realistically calibrate our model and simulate stock returns. Our model
dustries and participants from an ERP software vendor. The qualitative mimics consumption data for homeowners well and qualitatively ex-
analysis have lead to the development of a new conceptual framework: plains retirees’ decreasing stock and bond holdings. We investigate
The Supply Chain Management, Planning, User Interaction and Data the interchangeability of intertemporal substitution and discount rate
Management (SPUD-Framework). Interviewees provided a significant parameters since they have similar effects on retiree decisions. We
amount of detailed insight into the use of ERP systems within man- show that those two parameters are not interchangeable analytically.
ufacturing operations, highlighting several key themes for further in- Exploring the interchangeability is important since interchangeability
vestigation. Participants have expert knowledge of their processes and will ease the estimation of parameters and simplify the solution. Pro-
identified areas that would benefit from optimisation through the use of viding the analytical solution is important to see the effects of different
ML. SPUD-Framework will help users finding out how ERP providers retiree related policies on household decisions.
can implement ML in a way that can allow their customers to gain
competitive advantage through strengthening user utilisation and offer 3 - Dominance in game theory: new concepts
small and medium enterprises (SMEs) enhanced data analysis capabil- Gabriel Solari Carbajal
ities. Game Theory is the formal study of conflicting situations between
rational agents through the use of mathematical models. The agents
4 - The refugee game: blame thy neighbor for terrorism or contenders have different strategies, among which they must select
Andreas Novak, Joao Faria, Aniruddha Bagchi, Timothy those that are more favorable. Game theory allows us to structure the
Mathews problem, determine the different strategies and select the best one for
each contenders.
This paper studies a three player hierarchical differential game (with a
The origin of the Theory of the game is uncertain, but it is consid-
Large country, a Small country, and terrorist organization), to analyze
ered that its study begins with the work of Cournot. Subsequently,
the actual European refugee situation. Terrorists may enter Europe as
the works of Borel, Neumann-Morgenstern and Nash contributed to its
refugees, taking advantage of the Open Doors Policy, to attack both
development. The Game Theory is used to solve conflict problems in
countries. There are two scenarios: myopia and full awareness. Coun-
Economic and Social Sciences.
tries are myopic when they ignore each other’s security efforts, and
the terrorist group only considers the weakest link’s security efforts. A Of the strategies available to a contender, not all offer the best benefit.
comparison between the scenarios shows that for an extremely impa- Using the dominance technique, it is possible to discard those strate-
tient Large country, full awareness yields a greater level of security ef- gies that offer the worst benefit, facilitating decision making.
fort for the Large country, a greater level of security effort for the Small In the present investigation, the domance is studied from another per-
country, and, because of backlash, more terrorist attacks. One predica- spective, expanding the concept. Now the interest is not to discard
ble result is that both countries will blame each other for their failures the worst strategies but to locate those strategies of greater benefit that
in curbing terrorist activities. Stability analysis, however, shows that will not be discarded, this diminishes the later search facilitating the
this is an unstable equilibrium. Continental safety is higher in the my- solution of the problem.
opic model than in the full awareness model.
The present investigation has been used to solve problems of different
schemes that come to the solution. The results obtained give us the
idea that the present proposal is very promising.
4 - Price zones and investment incentives in electricity
WC-34 markets: an application of multi-level optimization with
Wednesday, 12:30-14:00 - SOUTH BUILDING UV S113 graph partitioning
Mirjam Ambrosius, Veronika Grimm, Thomas Kleinert,
Game Theory and Mathematical Economics Frauke Liers, Martin Schmidt, Gregor Zöttl
With a growing share of renewables, regional price signals become
Stream: Game Theory and Mathematical Economics more important as a possible remedy for dealing with network con-
Chair: Alper Nakkas gestion. Additional bidding zones within the countries could enable
better signaling of scarcities induced by the transmission network and
1 - The impact of valuation heterogeneity on equilibrium are therefore under discussion. Still, it is not clear how many bidding
prices in supply chain networks zones would be beneficial and how exactly a market should be split in
order to maximize overall welfare. This paper addresses the problem
Alper Nakkas of determining the welfare-optimal bidding zone configuration for the
This paper studies bargaining in two-sided supply chain networks German electricity market, and its impact on investment incentives.
where heterogeneous manufacturers on the demand side can purchase We use a multilevel optimization model, which determines the opti-
an input from homogeneous suppliers on the supply side only if they mal configuration of price zones via graph partitioning. It incorporates
have a business relationship or "link" to bargain and trade with each the optimal determination of interzonal transmission capacities, gen-
other. We show that valuation heterogeneity among manufacturers can eration capacity investment, spot market trading, and redispatch. The
mitigate unfavorable supply and demand balance to protect some sur- model is solved to global optimality, using a Benders decomposition
plus for the manufacturers and leads to higher price dispersion in the approach that is specifically tailored for the effective solution of the
supply chain network. We also demonstrate that bargaining effectively resulting optimization problem. Our results show that market splitting
takes place in smaller subnetworks in a general supply chain network with the right zonal configuration can lead to high welfare gains when
and develop an algorithm to decompose the general network into these compared to the case of a single price zone. Here, 2 and 3 zones lead
smaller subnetworks, which simplifies the analysis of the general sup- to the highest marginal welfare gains as compared to 4 or more zones.
ply chain network significantly. Further, it can be beneficial to restrict inter-zonal transfer capacity in
order to increase price signals for spot market trading.
2 - Retiree decision making and parameter interchange-
ability under Epstein-Zin preferences
Asiye Aydilek, Harun Aydilek
We investigate the interchangeability of the two central elements of
WC-48
most macroeconomic models, the parameter of intertemporal substi- Wednesday, 12:30-14:00 - 4D UPV B.3
tution and discount rate. We use a recursive utility model during re-
tirement with housing, uncertain life time and risky stock prices since OR in Water Management
recursive utility is more general and includes expected utility as a spe-
cial case. We provide the analytical solution of retiree decisions. We Stream: OR in Water and Hydro Energy Management
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Chair: Corinna Hallmann realistic reflection of a water distribution system. To ensure the hy-
draulic properties in the network we use a hydraulic simulation tool in
1 - Optimization of booster disinfection stations in water our generator. Details about the generation process and the application
of different use cases will be shown in this talk.
distribution networks
Caglayan Sert, A. Burcu Altan-Sakarya
The main goal of this research is the investigation of the efficiency of
booster disinfection stations on minimizing the total disinfectant mass
applied to the water distribution networks while maintaining an ade-
quate amount of residual concentrations at all consumer demand nodes WC-49
as well as providing more uniform chlorine concentrations throughout Wednesday, 12:30-14:00 - 4D UPV B.4
the network. Existing initial concentration effects are also included in
the formulation. A C++ code interfacing with EPANET is developed
to find optimum scheduling and injection rates of the booster disinfec- Emerging Applications in Management
tion stations. Science
2 - A model for optimal water resources allocation: a spe- Stream: Emerging Applications in Portfolio Selection and
cial application to the Lake Chad Basin Management Science
Noe Careme Fouotsa Manfouo Chair: Juana-Maria Vivo-Molina
The transboundary Lake Chad basin, situated between Cameroon,
Chad, Nigeria and Niger, has experienced a decreasing trend of the sur-
face water resources, due to climate change and unsustainable irriga- 1 - Evaluating risks in agri-food value chain in developed
tion policies. Concerns are increasing about its future ability to sustain and developing economies: a multi-stakeholder per-
agricultural production, for both upstream and downstream users. This spective
situation may lead to conflicts on the usage of the remaining water. As Sonal Choudhary, Manish Shukla, Mike Simpson, Rakesh
a result, riparian countries have ratified a water charter agreement in Nayak
2014 that highlights the necessity to develop a water resources alloca-
tion model that can define precise and fair water rights allocation for
each user, and propose an optimal management of such water rights Identification and evaluation of risks impacting agri-food supply
over time. Results from a research study attempting to address the chains, from multi-stakeholder perspective, are the fundamental pre-
above-mentioned issue are presented. Firstly, a comparison between requisites for developing a resilient agri-food supply chain. In order to
stochastic approaches to predict future water availability is given. Sec- achieve a thorough identification of the risks occurring along a supply
ondly, the estimation of future water demand is discussed. This estima- chain, developing an in-depth understanding of the context in which
tion includes a combination of the regression based statistical down- they occur is crucial. To do so, going from a supply chain perspec-
scaling technique for climate variable forecasts, Cropwat8.0 to esti- tive to a value chain one is necessary, as it allows to assess relation-
mate the per hectare monthly crop water demand, a coupled Long- ships, level of collaboration and information exchange amongst sup-
Short-Term neural network and space competition model for future ply chain’s entities, developing an understanding of the way in which
crop land-use and livestock population patterns. Thirdly, a pre-emptive value-creating activities are conducted. To obtain an in-depth under-
goal programming model is developed for water right allocation. Fi- standing of the research context and differences between the developed
nally, a combined hydroeconomics, stochastic dynamic programming and developing country, this research focuses on a case study approach
and game theory, helps for water right management strategy. of onion value chain risk analysis in the UK and India, respectively.
Our results highlight the risk profile using Failure Mode Effect Analy-
3 - Sparse polynomial optimization for water networks sis (FMEA) within three different onion value chains (within UK, UK-
Bissan Ghaddar, Mathieu Claeys, Martin Mevissen, Bradley Europe and within India), from a multi-stakeholder perspective. We
Eck also discuss how variety of stakeholders in the value chain in different
economies are affected by some of the key vulnerabilities such as mar-
In this talk, we explore polynomial optimization techniques for the ket price uncertainty, cash flow, food quality standards, food safety,
valve setting problem in water networks. The sparse hierarchy of information uncertainty, regulations and customer demand fluctuation.
semidefinite programing relaxations is used to derive globally optimal Results are useful for practitioners for developing capabilities for risk
bounds for an existing cubic and a new quadratic problem formulation. mitigation strategies.
The formulations use an approximation for friction loss that has an ac-
curacy consistent with the experimental error of the classical equations.
Solutions using the proposed approach are reported on four water net- 2 - Attribution and timing for revenue growth in knowledge-
works ranging in size from 4 to 2000 nodes.
intensive organizations
4 - Generating models for water distribution systems A. D. Amar, Januj Juneja
Corinna Hallmann, Stefan Kuhlemann
In recent years, the optimization of water distribution systems has Taking growth as an outcome of the firm’s conscious resource alloca-
gained more and more attention. Different optimization problems were tion behavior, we study the outcomes of the firm’s major decisions,
explored in the literature, such as water network design, tank optimiza- R&D budget; capital expenses; budget for property, plant & equip-
tion, pipe optimization, energy minimization or pump scheduling. For ment; and selling, general & administrative. The outcomes of their de-
all these problems there exist many mathematical optimization mod- cisions are reflected in the variables of revenue growth, earnings before
els and a variety of different solution methods. The numerical experi- interest and taxes, gross profit margin, times interest earned, and cost
ments are performed either on realistic networks only available for the of sales. We analyze these outcomes to help guide management’s be-
corresponding use case or on those few test networks available in the havior for the firm’s better financial performance. Our analysis comes
literature. These networks are mostly very small and often lack in real- from a study of 18,000 cases of conscious behavior of S&P 500 firms
istic properties. To evaluate models and solution methods and compare covering a period of 36 years, from 1980-2016, wrapping periods of
them to other research work, it is inevitable to have many different wa- several economic cycles. We apply principal components analysis to
ter network models. These models require to be of realistic size and demonstrate the impact of conscious decision behavior on the firm’s
to have realistic properties. In this work, we present a model genera- performance. The management conscious decisions are implemented
tor for water distribution systems. With this generator it is possible to using a Monte Carlo simulation experiment to recommend a behavior
create network models with realistic properties and arbitrary size. The for achieving superior financial performance.
generator can also control the structure of the network to guarantee a
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3 - Estimation of a load-sharing model for two-component characteristics and the environment, many medical records have miss-
parallel systems ing data or incomplete information regarding patients’ vital signs. This
Juana-Maria Vivo-Molina, Manuel Franco prevents the application of prediction methods that cannot handle miss-
ing data, and affect patient care in the ED. Moreover, previous re-
Motivated by reliability parallel systems whose components share a searchers have studied the effect of differences in certain vital signs
common load, Freund introduced a bivariate exponential (FBE) model measured in the prehospital stage and in the ED, and have found that
based on the lifetime distributions of the two-component parallel re- the differences significantly affect outcomes. This research consists of
dundant systems. This stochastic model is a two-component load- two stages. Firstly, the missing vital signs data are represented using
sharing system which is repaired whenever a component fails, and then intervals; the evidence has been aggregated and the evidential reason-
its two-dimensional lifetime distributions is modified, being of interest ing rule applied to predict trauma patients’ outcomes. Secondly, it
in maintenance and stress-strength reliability modelling. A number of investigates different prediction models that have been proposed based
papers have been addressed to extend the FBE model, overcoming for on vital sign variables, and how they can improve prediction accuracy.
example its restrictive assumption of a constant failure rate, like the This would help in the early identification of trauma patients at risk
extension given by Lu 1989 through Weibull components. Recently, of mortality. At this stage, patients’ data have been recoded using the
the extended Freund’s bivariate (EFB) distribution has been provided National Early Warning System (NEWS) scoring criteria. Based on
by Asha et al. 2016 allowing components to have proportional fail- the changes in the scores for pulse rate, systolic blood pressure, and
ure rate models with a common underlying distribution. In this work, respiratory rate, a number of prediction models have been constructed
a generalization of the EFB (GFB) distribution is proposed deeming and compared.
how failure rates change after the first failure occurs. Furthermore, a
genetic algorithm is employed in order to estimate this GFB stochas- 2 - Screening for breast cancer: the role of supplemental
tic model, encouraging the usefulness of this emerging application of tests and breast density information
evolutionary techniques. Ref. Asha et al. 2016 An extension of the Burhaneddin Sandikci
Freund’s bivariate distribution to model load sharing systems. AJMMS
35:207-26 Freund 1961 A bivariate extension of the exponential distri- The imperfect nature of mammography led to increased consideration
bution. JASA 56:971-7 Lu 1989 Weibull extensions of the Freund and of supplemental ultrasound and Magnetic Resonance Imaging (MRI)
Marshall-Olkin exponential models. IEEE Tr Reliab 38:615-20 screening for timely detection of breast cancer, particularly for high-
risk women including those with dense breasts. Breast density not only
4 - Analyzing the effects of health policies on the public impairs screening accuracy, but also significantly increases risk of de-
benefit through simulation veloping breast cancer, resulting in disproportionate risk of death from
Aydin Teymourifar, Onur Kaya, Gurkan Ozturk breast cancer for millions of women with dense breasts. We formulate
the optimal breast cancer screening problem using a partially observ-
Authors: Aydin Teymourifar, Onur Kaya, Gurkan Ozturk Industrial able Markov decision process model. We compare its results to mass
Engineering, University of Anadolu screening guidelines and quantify the value of supplemental screening.
Public and private hospitals with different features generally co-exist 3 - Investigative study on using standardized implants for
in healthcare systems. It is observed that the price of healthcare service
at most of the public hospitals are low but the average waiting times
knee and hip joint replacement and its effect on lifestyle
of the patients are high and service quality is low. On the contrary, at post surgery in India
the private hospitals, the quality levels and prices are often high, while Rashmi Shahu
the average waiting times are low. These differences affect patients’
choice in hospital selection and therefore the satisfaction level of the : As per the latest news in Times of India estimates show that over
community and also the public expenditure. In this study, we analyze 1,20,000 knee replacement procedures, and about 70,000 hip proce-
the impact of different public policies and decisions of the governments dures, take place every year in India. It has been more than 50 years
on such systems. For this aim, a simulation model of a region in Turkey that the process of knee and hip joint replacement is carried out suc-
is designed, considering the public and private hospitals in that region cessfully. But is very lately understood that there are more complexi-
and the preferences of the patients depending on the prices and service ties post surgery specially in the routine lifestyle of the patients. Var-
qualities. Effects of various scenarios based on different policies and ious studies in the past have shown that there are differences in the
contract mechanisms are analyzed. The proposed scenarios are com- anthropometric data of the Indian population and the western world.
pared according to a multi-objective definition of the public benefit, In India most of the implants which are used for knee and hip joint re-
which consists of the public expenses, the average waiting times of the placement are standardized and imported from western countries. This
patients and the total service quality level obtained. The results ob- paper tries to study the anthropometric dimension difference between
tained through detailed numerical experiments propose that the public the implants used for the surgeries and the anthropometric data of pa-
benefit can be increased significantly through the efficient use of the tients. The paper also tries to analyze the effect of such implants on the
proposed policies. lifestyles of the patients post surgery. The methodology consists of em-
pirical data of patients undergone total knee and hip joint replacements
between 2010 to 2017. The study consists of data of around 250 pa-
tients. The result shows that there is a mismatch between the implants
used for surgeries and the anthropometric dimensions of patients. The
study also reveals that due to this mismatch there are routine problems
WC-51 which are caused in the lifestyles of patients which includes changes
Wednesday, 12:30-14:00 - 4D UPV 1.2 in their walking style and pain in the affected area.
Health Informatics and Modeling 4 - Modelling why and when Chinese citizens bypass pri-
mary care
Stream: OR for Health and Care II Joel Joris Van de Klundert, Qingxia Kong
Chair: Joel Joris Van de Klundert
Despite sustained policy efforts to improve access to primary care, Chi-
nese citizens increasingly bypass primary care and choose to access the
1 - Improving trauma outcome prediction models using pa- health system at the level of secondary and tertiary hospitals. Given the
tients’ vital signs difficulty to design effective policy measures, and the considerable in-
Fatima Almaghrabi, Dong-Ling Xu, Jian-Bo Yang vestments they require, it is important to better understand the choice
processes Chinese citizens adopt when selecting healthcare facilities.
Traditional vital signs are an essential part of triage assessment in We collected systematic evidence on the factors influencing the patient
emergency departments (ED), and have been widely used in trauma choice from the scientific literature, and validated these in in extensive
prediction models. Due to a number of factors related to patients’ focus group discussions. Based on these collected data we mapped
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the choice models, and conducted Discrete Choice Experiments to es- the risk-averse optimal price is constant over large parts of the sell-
timate the parameters of the descriptive choice models. We present the ing horizon, whereas the price continuously declines in the standard
model results, and preview future policy optimization problems. setting of risk-neutral dynamic pricing. This offers a completely new
explanation for the price-setting behavior often observed in practice.
For arbitrary capacity, we develop two algorithms to efficiently com-
pute the value function and evaluate them in a numerical study. Our
results show that applying a risk-averse policy, even a static one, often
WC-52 yields a higher CVaR than applying a dynamic, but risk-neutral, policy.
Wednesday, 12:30-14:00 - 4D UPV 1.3 4 - From revenue management to profit management: ca-
pacity control via dynamic stochastic programming
Pricing and Revenue Management II Giovanni Giallombardo, Francesca Guerriero, Giovanna
Stream: Analytics and Pricing Miglionico
Chair: Luce Brotcorne The quantity-based revenue management decision for multiple-
resource capacity-control problems is about accepting/rejecting the
1 - Choice of mixed opaque marketing strategy of OTA product request issued at the current period, given the residual capac-
Zhaofang Mao, Xiaomei Li ity of each resource and the random future demand of each product. A
relevant underlying assumption is that operational costs are essentially
More and more large Online Travel Agents (OTA) are adopting opaque fixed with respect to the resource consumption; hence, they do not
marketing strategies to achieve price discrimination. Using such a depend on the accept/reject decision. In several applications, service
strategy can not only increase profits from high-valuation consumers providers, upon acceptance of a product request, have to bear non-
but from low-valuation consumers. There are two kinds of opaque negligible additional operational costs, still having the chance of op-
marketing strategies: Posted Price (PP) and Name Your Own Price timally rearranging operations (i.e., resource-consumption). In order
(NYOP). Different opaque marketing strategies both influence con- to account also for variable costs we introduce a dynamic stochastic
sumers’ decisions and the profit of OTA. Therefore, it is particularly optimization framework for profit management, focusing in particular
important to study the effect of different opaque marketing strategies on multiple-resource capacity control problems. We propose a deter-
on the OTA’s profit. This paper analyzes the profit of OTA with a single ministic approximation formulation, whose solution allows to define
opaque marketing strategy (PP or NYOP) or a mixed opaque marketing primal and dual approximate control policies, and we explore the prac-
strategy (PP and NYOP) with the consideration of consumers’ valua- tical role of the framework by presenting a vehicle-routing based ap-
tion discounts, and concludes that the single opaque marketing strategy plication.
is not a special case of the mixed one. When consumers’NYOP val-
uation discount is smaller and their probability of winning the bid is
lower, PP strategy is better than the mixed strategy. With increasing
the probability of winning the bid or the NYOP valuation discount,
the advantages of the mixed strategy appear, OTA tends to adopt the
mixed strategy. The conclusions of this paper are useful to support
WC-53
OTA to select opaque marketing strategies. Wednesday, 12:30-14:00 - 4D UPV 1.4
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WC-55 EURO 2018 - Valencia
tasks to be carried out during the following days need to be scheduled Chair: Kris Braekers
in terms of hours/days, while later tasks might be scheduled in terms Chair: Yves Molenbruch
of days/weeks. In this presentation, we discuss a mathematical model
for this problem, along with a heuristic framework to solve it. We also 1 - Decomposition methods for the workforce scheduling
touch upon some of the practical details that need to be considered
when tackling a real-life maintenance scheduling problem. and routing problem
Matthieu Gondran, Philippe Lacomme, Tchernev Nikolai,
4 - Scheduling professional football leagues Thierry Garaix, Dario Landa-Silva
Lukas Bach, Oddvar Kloster, Celso Ribeiro
The research presented in this paper is an investigation of a decompo-
For professional sport federations, tournament schedules affect a va- sition method approach to tackle a Workforce Scheduling and Routing
riety of stakeholders (teams, television networks, fans, communities). Problem (WSRP). The WSRP tackled here involves the allocation of
The quality of such schedules affects the revenue of the teams (and fed- workers to tasks at different locations with several objectives: first is
erations themselves), as television networks are willing to pay higher to maximize the number of performed tasks, second is to maximize
broadcasting rights depending on whether the schedule meets certain the Quality of Service of the workers assignment (working time win-
requirements (e.g. games that draw larger audiences are scheduled on dow and geographical working regions), third is to maximize prefer-
attractive dates). Fans often also decide whether to buy tickets based on ence satisfaction between customers and workers and fourth is to min-
similar reasons. Improved scheduling boosts attendance and generates imize the cost (transport and cost of worker to perform a task). WSRP
a positive effect on the local economy. The Norwegian professional combine constraints from vehicle routing and scheduling problems in-
football league that we schedule is a double round robin tournament, cluding, but not limited to, time-windows, pairwise synchronization
i.e., a tournament where all teams meet each other once at home and and pairwise temporal precedence. We introduce a column based ap-
away. To satisfy the stakeholders and thereby create better schedules proach with a sub-problem resolution that take advantages of a multi-
we use a mixed integer programming model to schedule the top profes- threaded dynamic programming approach to compute route for work-
sional Norwegian football league. To solve this model, it is necessary ers. The approach efficiency is evaluated considering benchmarks in-
to decompose it into multiple parts. The approach applied is, at the first stances from real-world home healthcare scenarios [1]. The main con-
stage, assigning teams to a home / away pattern. In the second stage, tributions of this paper is a better of the understanding of the problem
we assign games to the individual rounds. All this subject to a set of and an improvement of results in some instances.
home / away wishes from the clubs, game specific requirements from
Ref. [1] Algethami, H., Landa-Silva, D., 2017. Diversity-based adap-
TV and the Norwegian football federation. By solving this problem,
tive genetic algorithm for a Workforce Scheduling and Routing Prob-
we are successfully able to get an optimised schedule. The work pre-
lem, in: Evolutionary Computation (CEC), 2017 IEEE Congress On.
sented has been used to develop the schedule currently in use for the
IEEE, pp. 1771-1778
2018 football season in Norway.
2 - Dial-a-ride with real-time disruptions
Célia Paquay, Yves Crama, Thierry Pironet
The problem considered in this work stems from a non-profit organi-
WC-55 zation in charge of transporting patients to medical appointment loca-
Wednesday, 12:30-14:00 - 4D UPV 2.1 tions. Some patients require to be transported from their home to a
given location and the other way around. This organization proposes
Agile SD: Hands On door-to-door transportation services for these requests. This problem
is called a dial-a-ride problem (DARP) in the scientific literature. The
DARP investigated in this application consists in determining a set of
Stream: Making an Impact I routes for a fleet of vehicles to satisfy the requests, taking into account
Chair: Kim Warren several constraints: e.g. time window constraints (the pickups and the
deliveries have to be achieved within given time intervals), maximum
1 - Living business models: fast, effective, reliable riding time constraints of patients, and vehicle capacity constraints.
Kim Warren, Giancarlo Bigi The objective function is composed of several aspects: minimizing the
route length but also maximizing patient satisfaction (reduced waiting
This session is aimed at analysts and consultants, and at teach- time or route duration). The planning is generated in the evening for
ers/trainers of business modeling. No prior experience is needed. Sim- the following day. Patients have a fixed appointment time but its du-
ulating business challenges and plans has until recently been difficult ration may vary due to unforeseen circumstances. Thus, even if all
and time-consuming - but things have changed! We will take you requests are known in advance, it may happen that some transportation
through an "agile" process that makes quantified, working simulations requests are modified, delayed or cancelled in real time. The aim of
practical for non-experts to build, quickly and reliably. And we need this work is to propose recourse actions to adapt the planning in order
these tools. Spreadsheet-based methods just cannot handle the interde- to manage these real-time disruptions. The planning should be modi-
pendencies, feedback, thresholds and intangible factors that infect all fied quickly, while trying to minimize the changes to avoid confusion
but the simplest cases. The resulting Living Business Models display for the drivers and patients.
with total transparency precisely the factors that management recog-
nises, and exactly the causality that drives the performance outcomes 3 - On-demand public transport planning
they are interested in. Since everyone sees the same rigorous picture, Evelien van der Hurk
they get that "joined-up" view that everyone says they want - fully ex-
plaining how everything has been changing, and allowing them to ex- This work considers the problem of a Scandinavian public transport
plore likely future outcomes under alternative assumptions, decisions provider that employs a set of minivans and taxis to provide transport
and strategies. to customers with special needs. Customers may make drop-off and
pick-up requests for specific times. The service provider guarantees a
maximum journey time between scheduled pick-up (drop-off) and the
specified deadline for drop-off (pick-up) by the customer. The opera-
tor aims to employ the minivans in such a way to maximize the num-
WC-56 ber of serviced trips per hour per vehicle, allowing the combination
Wednesday, 12:30-14:00 - 4D UPV 2.2 of customer requests. Schedules are generally made a day in advance.
One of the issues is the computational effort involved in calculating the
(full) distance matrix for all combinations of requests. While advanced
Routing for Dial-a-Ride and Home Health path search algorithms could provide a solution to smartly combine
Care Services these computations, they require the information of the road network.
Especially in large urban areas, keeping such a private map updated
Stream: Healthcare Logistics may provide to be a nuisance, as was expressed by the public transport
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WC-59 EURO 2018 - Valencia
the leader is searched via tabu search method with a candidate list strat- markets, it should thus be possible to model the quantity of natural gas
egy. For each solution generated, the optimal response of the follower demanded in a given day using two variables: the day-ahead price of
and the spread are estimated using the SAA procedure. natural gas (to model the reaction of both industrial users and house-
holds) and a spark ratio (i.e., the day-ahead price of electricity divided
4 - Network market engineering - connecting the dots by the day-ahead price of natural gas) reflecting the economics of gas-
Mariusz Kaleta based thermal generation. The ambition of this paper is two-fold as it:
(i) shows that the estimation of a simple specification can be sufficient
The network market design problem addresses designing the economic to challenge the performance of the TSOs’ forecasting models, and (ii)
mechanism that distributes goods or services with a use of some net- documents the short-run and long-run reaction of the daily consump-
work on the market rules. While classical market mechanism design tion of natural gas to both the natural gas and electricity day-ahead
problem has been studied deeply for more than 60 years, the networked prices by measuring the price elasticities.
version is an emerging problem. The Network Winner Determination
Problem (NWDP) is a part of mechanism design. We study the space 3 - Development of a cost forecasting model on aviation
of possible NWDPs. Since the space is vast we propose positional no- service delay by low visibility
tation that facilitates describing the problems and their classifications.
We summarize the current state of art in complexity of NWDPs. Even Hee Kyung Kim, Jae Ung Seok, Chang Won Lee
though some settings of NWDP makes it NP-hard in general, there Demand for aviation services is steadily growing in Korea and other
exists some network configurations that allows solving the problem counties, but service delays caused by the fog (low visibility) are caus-
in poly time. Designing the network market mechanism can be sup- ing economic losses as well as customer unsatisfaction. This study de-
ported by dedicated DSS. We draw the picture of general design of velops a forecasting model of the delay cost of aviation service caused
required DSS and we emphasize some emerging problems, including by aviation weather(fog). Developed are seasonal ARIMA model and
bidding language design, simulation and analytical models, structural a regression model to forecast the demand for air service and the num-
and parametric approach to mechanism design. The talk presents dif- ber of flights. Also, the delay reduction model is developed by MIT
ferent aspects of network market design that collects a set of challenges Lincoln Lab and EuroControl’s estimation criteria for delay cost three
into one holistic approach to market design. Within this design there is major airports in Korea. Study result shows that if the weather forecast
a wide variety of emerging problems that should be addressed by OR service about fog is not improved, the delay cost by fog (low visibility)
community in the nearest future. increase due to the increasing demand for aviation service. This study
differentiates others developing the forecasting model of the delay cost
in aviation service at airports due to the fog (low visibility) as well as
can be used in studies to quantitatively estimate the economic losses of
delays caused by various weather factors.
WC-59
Wednesday, 12:30-14:00 - 4D UPV 2.5 4 - Optimal management of combined-cycle gas units with
gas storage under uncertainty
Decision Making under Uncertainty in Gas Hernán Gómez-Villarreal, Miguel Carrión, Ruth Dominguez
and Electric Energy Systems We propose a problem of a power producer managing a combined-
cycle gas turbine (CCGT) in order to maximize its expected profit in
Stream: Technical and Financial Aspects of Energy Prob- a planning horizon of one year. The producer can participate in the
lems spot and over-the-counter markets for purchasing and selling natural
Chair: Miguel Carrión gas, as well as for selling electricity. We consider that the combined
cycle power plant has available a gas storage facility that can be used
for facing the uncertainty of gas price and availability. A stochastic
1 - A bi-objective multi-period optimization model for en- programming model is used to formulate this problem where the elec-
ergy planning tricity and gas prices are characterized as stochastic processes using a
Chandra Irawan, Peter Hofman set of scenarios. The problem includes the technical constraints mod-
eling both the operation of the combined cycle power plant and the gas
This paper proposes a bi-objective multi-period optimisation model for storage facility. The performance of the proposed model is tested in a
the power generation planning of electric systems. A mathematical realistic case study.
model using a Mixed Integer Linear Programming (MILP) model is
developed for this bi-objective problem. The model determines the
optimal mix of energy supply sources in the presence of two conflict-
ing objectives, namely minimising total cost and minimising total CO2
emissions. In this model, several constraints must be satisfied such as
a specified electricity demand and the proportion of electricity gener-
WC-60
ated by renewables energy. Compromise Programming (CP) technique Wednesday, 12:30-14:00 - 4D UPV B.5
is used where the MILP model is solved by the exact method using
CPLEX. The proposed model is applied using data from power plants Meet the editors TOP
in Indonesia.
Stream: EURO Special Sessions
2 - The economics of daily natural gas demand in France Chair: Gustavo Bergantinos
and in the UK
Arthur Thomas, Olivier Massol
Because of the rise of intermittent renewable energy sources of elec-
tricity, natural gas-based thermal generation is increasingly used as
a back-up technology. European regulators are increasingly requir-
ing TSOs to improve the performance of their load forecasting tech-
niques. In some countries (e.g., the UK), a dedicated incentive regu-
latory mechanism has even been implemented. TSOs have begun to
heavily invest in the development of modern forecasting tools. They
are reputed to have implemented advanced nonlinear forecasting tech-
niques. Building on the seminal work of Forbes & Zampelli (2014),
our approach to load forecasting begins by recognizing that the infor-
mational content of day-ahead prices. In case of efficient wholesale
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Wednesday, 14:30-16:00 on DEA. In the first case, the model concerned Poviat Labour Offices
on the example of one of the local labour markets in Poland. In the
second case, an attempt was made to assess the efficiency of the social
security system.
WD-01
Wednesday, 14:30-16:00 - UPV Nexus 2 - A frontier model for public bidding in government pro-
curement
The General Aggregation Property and its Marcos Estellita Lins, Nilson Trevisan, Angela Cristina
Application to Regime-Dependent Moreira da Silva, José Dulá
Determinants of Variance, Skew and Jump This work presents a model based on Data Envelopment Analysis
Risk Premia (DEA), as a decision tool to compare and assess bids for government
contracts. This tool complies with Brazilian procurement regulations
Stream: Keynotes and takes into account certain European Union requirements (Directive
Chair: Rita D’Ecclesia 18/2004). Unlike other methodologies, DEA does not require normal-
ized data, since the criteria weights are self-adjusted to reflect the mea-
surements’ units. DEA uses a piecewise linear, multi-faceted, frontier
1 - The hazards of trading volatility which allows for a variety of mixes of weights, each defining a different
Carol Alexander face of the frontier. The faces are based on observed benchmarks and
therefore do not require a functional form. The weights correspond-
Since trading volatility began more than 20 years ago it has grown in ing to each face specify trade-offs that reflect rewards and penalties
depth and scope to the point of major regulatory concern. Not only among the multiple criteria and can be used to establish ranges. We
is manipulation rife, many investment banks now have considerable propose a methodology to generate a set of vector weights based on
exposure to a market crash caused by their large-scale issuance of vari- efficient facets of the DEA frontier. Then we apply MOLP to allow the
ance swaps and volatility exchange-traded products. It is possible that search of the best combination of vectors that comply with the profile
volatility could become the new ?credit? in the next global banking of each proposal. All this can be made public as part of the bidding
crisis. It is therefore imperative to really understand the variance risk announcement, making DEA particularly well-suited as a tool in gov-
premium ? what drives it, and how it behaves in different market cir- ernment procurement. The bidding model consists of an exploratory
cumstances. However, previous estimates of this premium are subject phase where three-dimensional graphical representations are used to
to numerous biases and are based on low frequency data over a rela- understand proposals’ relative performance from the perspective of the
tively short time period. buyer, since government procurement is a particular kind of bipartite
This talk starts by surveying the potential hazards of trading volatil- negotiation.
ity and the growth in complexity of products which have become the
target of manipulative practices, just as they are being pushed out to 3 - Using a MCDEA model for proposing a new efficiency
the ordinary investor. Then we focus on a new and general aggrega- indicator to manufacturing processes
tion property which -for the first time- allows not only variance, but Carlos Ushizima, Fernando Marins, Aneirson Silva, Erica
higher moment risk premia to be estimated unbiasedly and efficiently
over a long period of time. Finally, we use daily data to examine the Dias, Marcelo Figueiredo, Raphaela Bueno
determinants of S&P 500 variance, third and fourth moment risk pre-
mia, showing that they depend on the market regime. They have also This work proposes an innovative approach, based on a Multi-
evolved over time as the market for trading volatility continues to ex- Criteria Data Envelopment Analysis Model, to calculate a new indi-
pand. cator, named by Value-Added Activities in Manufacturing Processes
(VAAMP), to evaluate the efficiency of productive processes, which
are the studied Decision-Making Units (DMUs), in a multinational
auto parts Company. The results of the VAAMP’s application were
validated by managers of the studied Company, who confirmed the
good results in the practice of this VAAMP indicator, when compared
WD-02 to the indicator traditionally adopted by the Company. The specialists
Wednesday, 14:30-16:00 - SOUTH BUILDING UV S101 also pointed out more VAAMP advantages, including, the establish-
ment of an DMUs’ efficiency ranking and the identification of feasible
Innovative Applications II targets to make efficient the DMUs identified as inefficient.
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of that same group. We develop a DEA-like methodologies to han- irrational due to various decision biases. There have been researches
dle such situations, and apply it to the problem of evaluating a set of to model the irrational decisions and design the supply chain contracts
departments or careers in a university setting where these careers are correspondingly. However, most of existing studies have been focused
grouped under various faculties. on the order quantity decisions under the newsvendor environment.
In this research, we focus on reorder point decisions of the retailers
with continuous-review (R,Q) policies. While demands occur exoge-
nously following Poisson process, retailers issue orders to the ware-
house when they expect the demand during fixed lead time may ex-
WD-03 ceed the current inventory level. Under this setting, the retailers’ re-
order decision biases are modeled by incorporating subjective utility
Wednesday, 14:30-16:00 - SOUTH BUILDING UV S103 functions such as minimizing ex-post inventories. Upon the real-time
stock information and the knowledge about the decision biases of the
Stochastic Inventory Control retailers, the warehouse can determine the optimal reorder timing. Al-
though the optimal decision of the warehouse is known in previous
Stream: Production and Operations Management researches, they do not consider the decision bias of the retailers. In
Chair: Taher Ahmadi this research, we model the ordering behavior of the retailers incor-
porating decision biases, and investigate the possibilities to optimize
1 - Capacity planning, resource utilization, and safety the reorder decisions of the warehouse using the knowledge about the
retailer’s irrationality levels.
stock placement in a supply network
Foad Ghadimi, Tarik Aouam
4 - Optimal control policies for an ATO system with com-
This work jointly optimizes capacity and safety stocks, while taking mitment lead time
into account the dependency between resource utilization and produc- Taher Ahmadi, Zumbul Atan, Ton de Kok, Ivo Adan
tion cycle times (PCTs). Setting capacity at production stages affects
mean and variability of PCTs, which in turn impact safety stocks and
work-in-process (WIP) inventories. We adopt the guaranteed service We study an ATO system consisting of two suppliers and one assem-
framework and model the integrated capacity planning and safety stock bler. Each supplier has a deterministic replenishment lead time and
placement problem to minimize WIP and safety stock holding costs, uses a base-stock policy. Customers place their order before their ac-
subject to satisfying a target service level and a capacity budget con- tual need and receive a bonus. The time from placing an order until
straint. The integrated problem is formulated as a mixed integer non- the time the product is needed called commitment lead time. The ATO
linear program (MINLP) and two solution methods are proposed: A manager aims to find a control policy such that a long-run average sys-
sequential approach solves the capacity planning problem followed by temwide cost is minimized. We show that the optimal commitment
the safety stock placement problem, and an integrated approach jointly lead time is either zero or equal to one of the supplier replenishment
optimizes the two decisions based on a Lagrangian relaxation algo- lead times and its corresponding optimal base-stock levels can be com-
rithm. The integrated approach relaxes the capacity budget constraint, puted by minimizing two nested convex functions, recursively.
decomposes network nodes based on a dynamic programming algo-
rithm, and employs greedy heuristics to find optimal or near-optimal
solutions. Numerical experiments on a small scale network show that
the integrated approach leads to more safety stock inventory pooling
downstream and higher WIP upstream. Our computational experi-
ments show that the integrated approach leads to significant savings WD-04
relative to the sequential one and finds optimal or near-optimal solu- Wednesday, 14:30-16:00 - SOUTH BUILDING UV S104
tions for medium to large scale networks in reasonable CPU times.
Optimal Control Applications III
2 - Controlling excess stock in (s, S) inventory systems
with uncertain returns Stream: Optimal Control Applications
Ben A. Chaouch Chair: Raúl de Celis
We consider a stochastic inventory system for a single item that ad-
dresses the following situation. A seller whose product is subject to 1 - Optimization techniques for robotic exploration
uncertain demand faces the additional problem of having to deal with
uncertain returns of this product. Demands and returns occur accord-
Christian Meerpohl, Kathrin Flaßkamp, Christof Büskens
ing to two independent compound Poisson processes. The potential
for excess inventory resulting from unexpected increases in returns is We present an optimization-based approach for robotic exploration.
of concern to the seller. The seller wants to know how many units of Autonomously operating robotic systems are an essential part for po-
the returning items should be kept in inventory for future use when in- tential space exploration missions. To ensure a mission’s success, a
ventory levels rise above current operating levels due to an influx of variety of conflicting objectives has to be considered, e.g. information
returns. He monitors the inventory level continuously and utilizes an gain, safety or energy efficiency. In highly unknown environments,
order-point, order-up-to-level, and keep-level policy to control its be- strategies to explore both, the environment as well as the resulting sys-
havior, where That is, (a) If, at any time, the inventory level is below tem dynamics when interacting with the environment, are demanded.
an order is placed to raise the inventory level to the order-up-to-level By using a highly efficient optimization routine we are able to incor-
; (b) if inventory is between and no action is taken; (c) if inventory is porate those objectives in our motion planning scheme. Trajectories
greater than the stock in excess of is returned to the supplying source are planned towards regions of high interest under the consideration
for a refund. The seller seeks to minimize the long-run expected to- of present obstacles. Solutions can be energy-optimal or time-optimal,
tal inventory costs per unit time of running the system. We develop a but also optimal with respect to the information gain. We use Fisher
solution procedure for finding the optimal policy parameters. Several information theory to recognize model uncertainties during a plan ex-
numerical examples are given to illustrate the trade-offs. ecution and are able to react towards perturbations. When large model
errors are detected, optimal control is used to plan trajectories in order
3 - Determining warehouse reorder point considering re- to identify certain model or environmental parameters in an optimal
tailers’ decision biases under (R,Q) policies way. The optimal control approach further allows us to implement a
model predictive controller that is capable of adjusting to changes re-
Samantha Seayoung Park, Yong Won Seo garding the model of the system dynamics or within the cost function.
In this talk, a distribution supply chain consisting of one warehouse and Results are shown considering the example of a skid-steering mobile
multiple retailers under the continuous-review (R,Q) policy is consid- robot in simulation and in practical experiments as well.
ered. It has been known that the retailers’ ordering decisions tend to be
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problem. Finally, in order to support the enhanced decison making, research on polyhedral structure and heuristic method have been con-
decison support system is developed. ducted. Computational results for some numerical examples also will
be reported.
4 - Cooperative conflict avoidance and path improvement
heuristics for humanitarian unmanned aerial vehicles 3 - IT project management: service operations’ supply
Jose Escribano, Panagiotis Angeloudis, Washington Ochieng chain optimization
Alexey Zalozhnev, Denis Peremezhko, Vasily Ginz
Battery- powered Unmanned Aerial Vehicles (UAVs) are increasingly
used to enhance humanitarian response. An ongoing initiative led by Both Project and Process Approaches can be applied to large-scale IT
the World Food Programme is exploring their integration in response Project Management. A large-scale IT Project life cycle, as a rule,
mechanisms, including last-mile relief distribution systems. The ap- consists of three Phases: Pre-Investment, Investment (Development
plication of this technology requires the development of fast method- and Implementation), and Operations and Maintenance Phases. The
ologies that determine optimal routes considering UAV endurance as third phase also includes the Service Processes.The initial stages of a
a function of payload and conflict avoidance requirements in terms of large-scale IT Project life cycle imply the investment of the signifi-
minimum safety distances. Building on this, we develop a non-linear cant amount of money. Therefore, it can be viewed as an Investment
trajectory optimisation model that provides the initial near-optimal Project. Thus, Project Management ideas and tools may be taken as
paths, and an improvement heuristic that alters the initial solution con- applicable for such projects’ successful implementation. Software de-
sidering kinematic and avoidance constraints. In addition, we use a velopment processes are implemented during the Investment Phase. It
cooperative avoidance heuristic to resolve conflict with other UAVs in is performed in accordance with the life cycle model selected, and stan-
the fleet. The heuristic is integrated into a vehicle routing algorithm dards that regulate the implementation processes. The cost and tempo-
that models humanitarian response operations. We analyse the effects ral characteristics of IT system’s Implementation, Maintenance, and
on the performance of the humanitarian response operation in terms of Service jobs depend on the program code size and software complex-
safety and mission times. ity. The Process Approach can be applied to these phases of large-scale
IT Project. Service Operations’ Supply Chain Optimization, in partic-
ular, can be effectively applied. The mathematical model is presented
in this paper. It relies on the calculation of the parameters for multi-
ple channel queuing model. This model is implemented in Microsoft
Excel.It allows us to make estimates (in the Pre-Investment phase) for
WD-06 the average duration of maintenance and service jobs, and allows us to
Wednesday, 14:30-16:00 - SOUTH BUILDING UV S106 find the optimal team size for IT Service support.
Scheduling and Project Management 4 - Modification of crucial earned value parameters for
modern project management
Stream: Scheduling, Timetabling and Project Manage- Tomas Subrt, Jan Bartoska, Petr Kucera
ment This paper summarizes and expands author’s four-year work in the
Chair: Tomas Subrt field of quantitative approaches to project management. Gradually, we
started with modification of basic Earned Value Management (EVM)
1 - Integrated smart history in project management parameters by work effort and Student Syndrome, supposing that ev-
ery existing activity in any project is determined by the effect of the
Banu Ozkeser, Cuneyt Karaarslan human agent, also very apparent in the work contours of the resources
Project performance evaluation is both an important database for the allocated to the project. Human resources tend to have different shape
future projects and the milestone of the success in project manage- and top of their work efforts. This influence was formalized by a com-
ment. While technical criteria have determined performance primarily plex parametric mathematical model of Student Syndrome. Most com-
in the world literature until today, there has not been a kind of study, in- monly mentioned EVM lack is a declining credibility of Earned Value
tegrated organizational performance and risk analysis. In the company (EV) index while approaching the end of the project. The assumption
that the application done, the carry out of project performance evalu- of linearity of Planned Value (PV) can lead to incorrect conclusions
ations have not been implemented due to time constraint, especially. about the development of project time and cost indicators. PV should
The main goal of this study is not only to create a history regarding to be as close as possible to the real work effort of allocated resources.
the performance data for the project team members but also to bring a Our contribution aims to precise these parameter estimates using ade-
new light for the future projects that members take part in. quate mathematical models. Also, costs in the phase of project tracking
progress vary depending on the internal and external factors. Actual
Owing to include of the historical data and assignment of every team Costs (AC) are usually not sufficiently known and so they are only
member to a new project has been done according to this history, the continuously estimated. Any incorrect estimate of the AC leads to dis-
system can be defined as smart. Besides, risk monitoring points make tortion of all EVM characteristics. Our proposal is based on the use
the algorithm structure integrated. With this aim, an infrastructure for of optimistic, neutral and pessimistic scenarios for the development of
the project management reports begins to create in the departments current costs during project implementation.
which implements this integrated smart system.
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Open-pit mine scheduling is a challenging large-scale optimisation 1 - Design and development of discrete optimization ap-
problem which tries to create the best possible mine plan in order to proach for agro product clustering: case study of TR72
maximise the net present value of a resource. We investigate mixed
integer programming based methods to tackle this problem, and in par-
region in Turkey
ticular, propose a novel method - merge search - which combines parts Giray Resat
of existing solutions to generate improvements. We find that merge
search is able to provide higher quality solutions than those available This paper presents the mixed-integer non-linear programming prob-
in the literature and that a parallel branch & bound search improve lem to create the basis for both regional and national agriculture strate-
upon the best known upper bounds known to date. Furthermore, we gies, and basin-based development plans for agro products in Turkey.
investigate parallel implementations of merge search and find that con- By using the regional resources more active and on-site, this study
vergence to (local) optimal solutions can be achieved in more quickly leads to a guiding document for the evaluation of resources and re-
by increasing the number of nodes. gional potential, and the transforming product groups into value-added
ones. The problem includes objective function to increase the total
agricultural production quantities and income, while optimizing the
2 - A MILP model for the unrelated parallel two-machine proposed network structure. Production efficiencies, land usage ra-
scheduling problem with a resource constraint tios and some geographical data are considered and computational re-
Krzysztof Fleszar, Khalil Hindi sults for different illustrative cases are presented with real data from
the TR72 Region of Turkey. Then, the sensitivity analysis of proposed
mathematical models with pre-processing constraints is summarized
We propose a very efficient mixed-integer linear programming (MILP) for decisions makers.
model for solving the unrelated parallel two-machine scheduling prob-
lem with a renewable resource constraint. The model is based on
the observation that when jobs are preassigned to machines, an opti- 2 - Optimal coordinated bidding of a profit maximizing risk-
mal schedule can be easily obtained if jobs on one machine are or- averse EV aggregator under uncertainty
dered by non-increasing resource consumption and on the other by Yelena Vardanyan, Henrik Madsen
non-decreasing resource consumption. Our MILP model implicitly
searches all possible job-machine assignments and for any chosen as- This paper proposes a stochastic and dynamic mixed-integer linear
signment, schedules jobs in the above-defined orders. Computational program (SD-MILP) for optimal coordinated bidding of a risk-averse
experiments show that our MILP model can solve large instances to profit-maximizing EV aggregator. Markov-based HW model with a
optimality in very modest computation times, greatly outperforming standard scenario generation-reduction technique is used to capture the
previously proposed methods. uncertainty in day-ahead, intra-day, and real-time prices. The concept
of CVaR on hourly basis (T-CVaR) is applied for controlling the risk
3 - Resource-constrained project scheduling with alterna- of hourly profit of an EV aggregator. The convex combination of the
expected profit and T-CVaR is used as the objective of SD-MILP. In
tive activity chains and time considerations for produc- order to benefit from the released information over time, the rolling
tion planning with multiple lots planning is employed to update the scenario trees of intra-day and real-
Viktoria Hauder, Andreas Beham, Sebastian Raggl, Sophie time prices within the day of planning. The main contributions of the
Parragh, Michael Affenzeller paper are: • The development of a SD-MILP for an aggregator who
manages big number of stationary storages and EVs to obtain the opti-
mal coordinated bidding in three-settlement markets. • The inclusion
The NP-hard Resource-Constrained Project Scheduling Problem of uncertainty in both market prices as well as EV mobility parameters.
(RCPSP) is a well-known optimization problem. One new extension • The incorporation of the time-dependent version of CVaR (T-CVaR)
is called RCPSP with alternative Activity Chains (RCPSP-AC) pre- to focus on the lower tails of the profits on hourly bases.
sented by Tao and Dong (2017), which they describe as a general-
ized form of the Multi-Mode RCPSP. It consists of two sub problems, The developed SD-MILP optimal bidding strategy is applied to derive
the resource-constrained project scheduling and the activity selection a bidding discharge/charge curves of an aggregator managing a fleet of
problem, which represents the real-world possibility of alternative pro- 1000 EVs. The coordinated bidding curves are derived and discussed.
duction ways where one way has to be selected. In this work, the The economic frontier curve is drawn to illustrate the trade-off between
RCPSP-AC is extended by multiple components, motivated by an ap- the expected profit and T-CVaR risk measure.
plication in the steel industry. A new activity type called "completion
activity" is introduced. Thus, the production completion of multiple 3 - Solving linearly-constrained mixed-integer nonlinear
lots within the total production time horizon is ensured, which is neces- (MINLP) global optimization using GRASP metaheuris-
sary to satisfy all required precedence relations. Moreover, real-world
tic
inherent time restrictions are proposed. A new minimum necessary
duration per activity replaces the fixed processing time per activity. João Lauro Faco’, Ricardo Silva, Mauricio Resende
Hence, it is possible to decide on the variable processing time per activ-
ity and therefore, also on the starting time of every activity. Moreover, We consider optimization problems with nonlinear objective-function
new objective functions for this extension are modeled. The through- submitted to m general linear constraints with a large number of n con-
put time and the tardiness of single production lots or the whole project tinuous variables and some integer variables. C-GRASP solves con-
are minimized. The developed MIP model is implemented in CPLEX tinuous optimization problems subject to box constraints by adapting
and solved to optimality for small instances. For larger, real-world GRASP metaheuristic for discrete optimization. Random search and
instances, an evolutionary solution approach is proposed. local improvement phases independently use a discrete and a contin-
uous set avoiding combinatorial difficulties. The constraints with dis-
crete variables are incorporated in the objective function by quadratic
penalty terms. We consider the box constraints as implicit and handle
the linear equality/inequality constraints explicitly. A Reduced Prob-
lem in (n-m) independent variables will be subject only to box con-
WD-08 straints. The m basic variables can be computed by solving a system
of linear equations. If all basic variables are inside the box, the algo-
Wednesday, 14:30-16:00 - SOUTH BUILDING UV S108 rithm stops. Otherwise a change-of-basis procedure is applied, and a
new Reduced Problem is solved.
Advances in Combinatorial Aspects of
Optimal Control 4 - An exact algorithm for tracking a mobile target using a
mobile sensors network
Stream: Combinatorial Optimization I Amani Lamine, Hichem Snoussi, Fethi Mguis, Khaled
Chair: Amani Lamine Ghedira
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Covering a mobile target on the ground using a mobile sensors network 3 - A novel optimization based algorithm for multi-class
(e.g. an Unmanned Aerial Vehicles (UAVs) network) is a common in- data classification problem
teresting task in military and civilian operations. A number of UAVs Fatih Rahim, Metin Turkay
are equipped with sensors and they are available on different base sta-
tions in which they are takeoff and landing. The mission of the UAVs Multi-class data classification is a supervised machine learning prob-
network is (i) to cover a mobile target, present on a bi-dimensional lem that involves assigning data to multiple groups. We present a novel
geographical area, and (ii) to maintain communication with the sink MILP-based algorithm that splits each class’s data set into subsets such
anytime and anywhere. Due to the energy and connectivity limit of that the subsets of different classes are linearly separable. At each itera-
UAVs, a set of intermediate UAVs will be used, between the mobile tar- tion, we form a subset of samples out of the set of unassigned samples
get and the base station in order to satisfy the connectivity constraint. by a MILP model that maximizes the cardinality of the new subset.
The problem consists in finding a minimal sequencing of UAVs while The generated subset which is linearly separable from the subsets of
keeping the target tracking. We define the problem as a specific case other classes is removed from the unassigned sample set. The rest
of Vehicle Routing Problem. To maintain communication, a dynamic of the samples are used for generating new subsets and the algorithm
path constraint is adopted to keep the connectivity between the UAV terminates when all the samples are assigned. There is a hyperplane
that covers the target and the sink through intermediate UAVs. The that separates each pair of subsets of different classes such that the hy-
problem is formulated and tested successfully, using the Commercial perplanes form a polyhedral region for each subset and the regions of
Solver CPLEX, as mixed integer linear programming model to solve it different classes are disjoint. We build classifiers based on the convex
to optimally. hulls of the subsets and the polyhedral regions for the testing phase. We
evaluate our approach on benchmark problems and compare it with the
methods from the literature. We conclude that our optimization-based
algorithm complemented with the proposed classifiers, provides com-
WD-09 petitive results in terms of prediction accuracy.
Wednesday, 14:30-16:00 - SOUTH BUILDING UV S109 4 - Combined structure and weight learning for neural net-
works
Optimization of Machine Learning Models Dimitri Papadimitriou
Stream: European Working Group: Data Science Meets Compelling arguments have emerged over time for using multi-layer
Optimization neural networks (NN) as general pattern for solving supervised ma-
Chair: Dimitri Papadimitriou chine learning problems. However, designing and training the right
NN for a given learning task remains subject to many theoretical gaps
1 - Fractional Euclidean distance matrices for Kriging sur- and practical concerns. Most algorithms focus on finding the weight
values that minimize the empirical loss given a NN structure provided
rogate model as input to the minimization problem, that is nonlinear, nonconvex and
Natalija Pozniak, Leonidas Sakalauskas high-dimensional. Common techniques to cope with efficiency (num-
The paper deals with the application of fractional distance matrices ber of layers/depth, units/size, etc.) still rely on handling the NN struc-
to construct the Kriging surrogate model. The objective is to discuss ture as hyperparameter that is tuned using a validation set or on the
and demonstrate the implementation of the Kriging surrogate mod- dropout method which samples from exponential number of different
elling technique and verify the computational efficiency of the method. thinned structures to reduce overfitting at the detriment of increasing
Some examples are tested by computer simulation to illustrate the ef- training time. Instead, combining structure and weight learning yields
fectiveness of the proposed model when compared to the Kriging and a multi-objective minimization problem, where the NN structure itself
Shepard extrapolator. The comparison results verify the computational becomes a variable of the problem (instead of a parameter). The pro-
efficiency. Once constructed, the Kriging surrogate model can be used posed method for solving the combined problem extends the General-
for data extrapolation and optimization. The surrogate model devel- ized Benders (variable decomposition) technique to non-convex objec-
oped has been applied for modeling of surface wastewater treatment tive functions. It proceeds by i) iteratively building/tuning the structure
filters. The effectiveness of filters filled with construction waste and of the NN over which the weight learning algorithm performs and ii)
biocarbon was analysed. adapting this structure according to the learning rate gain and to the
epsilon-accuracy of the solution produced.
2 - Recurrent parameter estimation algorithm in hidden
Markov models with application to multivariate data
analysis and signal recognition
Jūratė Vaičiulytė, Leonidas Sakalauskas
Hidden Markov Models (HMMs) have been extensively used in dy-
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namic systems modeling as well as applied to numerous practical ar- Wednesday, 14:30-16:00 - SOUTH BUILDING UV S110
eas. Thus, we present a recurrent algorithm for online hidden Markov
model parameter estimation and its application to multivariate data System Dynamics Modeling and Simulation
clustering and classification. In this work, we focus on continuous
HMMs and assume that model parameters have the multivariate nor- Stream: System Dynamics Modeling and Simulation
mal distribution with unknown mean vector and covariance matrix. We
aim to find optimal model parameter estimates. Therefore, the maxi-
Chair: Evgenia Ushakova
mum likelihood method was used to estimate the unknown parame-
ters of the model, and formulas for the adapted recurrent Expectation- 1 - Models of regulatory fit
Maximization (EM) algorithm of HMMs parameter estimation were Ann van Ackere, Erik Larsen
derived. The complexity of the adapted recurrent EM algorithm is lin-
ear in respect of a sample size. Hence, the parameters of the HMM We start from the assumption that industry regulation is a behavioural
model are updated with each new observation received, without re- adaptive process, influenced by both external and internal forces. Ex-
membering the previous observation set. The adapted recurrent EM ternal influences include, among others, technological evolution and
algorithm consists of two main parts — model training and recogni- policy changes, while internal influences result from, e.g., industry
tion. Therefore, we can continuously estimate model parameters and stakeholders, feedback and inertia. We build a system dynamics model
perform online recognition at the same time. In our experiment, the capturing these dynamics to gain a better understanding of the inter-
implemented algorithm was used for multivariate data clustering and action between an industry and its regulation. We explore the occur-
adapted for isolated word recognition. The results of the experiment rence and evolution of misfits, i.e., instances where the regulation is
are discussed in this work as well. not adapted to the state of the industry it regulates. We are particular
interested in the underlying behavioural reasons for these misfits, such
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as inertia, misperception of a rule’s consequences and unanticipated kinds of agents in a financial market, - Central Bank, commercial
responses to rules. Our objective is to gain insight into how to design banks, and investors. The purpose of the model is twofold: to sup-
regulatory frameworks that minimise both the creation and the persis- port decisions of monetary policy, and to enable comparisons of dif-
tence of such misfits. We use examples from the electricity industry ferent methods of describing and explaining financial markets. First,
to exemplify the type of misfits that occur, analyse their consequences the logic and the structure of the model will be presented. The con-
(typically a dysfunctional market and large costs) and explore how pre- crete system modeled is highly complex. Conclusively, the abstract
cursory signals of misfits could be detected early so as to potentially model system needs to feature complex structures as well. However,
prevent their occurrence, or at least limit their persistence, and thus the that complexity is limited, because the modeling focused on "essential
resulting damage. The insights from this research also apply to other variables" - according to Ashby, those variables, which have to be kept
regulated industries characterised by significant time lags. within "organic" bounds, for the system under study to be viable. Val-
idation tests will be demonstrated, and scenarios explored, which trig-
2 - A system dynamics model of emergency department ger counterintuitive insights and suggest implications for theory and
crowding in Singapore: ways to restore the balance be- practice.
tween demand for and supply of emergency medicine
Lukas Schoenenberger, John Ansah, Salman Ahmad, Lin Hui
Lee, Yuzeng Shen
Emergency Departments (EDs) worldwide are confronted with ris-
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Medicine and entire healthcare systems. As a consequence, many EDs
globally are in a situation where the demand for ED care by far out- Game Theory Models
strips its supply—a phenomenon called Emergency Department (ED)
crowding. Besides compromising overall ED performance, ED crowd- Stream: Applications of Dynamical Models
ing can impair the quality of care delivered to patients and lead to
longer patient waiting times. In Singapore, total ED attendance at pub-
Chair: Eleonora Fendekova
lic hospitals has grown significantly, that is, roughly 5.57 % per year
between 2005 and 2016 and, as a consequence, emergency physicians 1 - Study on the relationships between the agency charges
(EPs) have to cope with patient volumes way above the optimal work- of the public procurement and its corruption
load. The purpose of this study is to create a virtual world of a hospital- Huirong Jing, Wenxin Jing
based ED in Singapore using system dynamics in order to visualize and
This paper uses the normative research method of game theory, and
improve patient flows within the ED. The virtual world integrates both
establishes a simulate reality contract model of the purchaser’s and the
the demand side (patient flows) and the supply side (EPs and nurses)
purchasing agent’s as well as the bid supplier’s expected revenues, and
of the ED. This allows identifying bottlenecks, i.e., ED venues where
discusses the two kinds of behavior choices of the three parties partic-
patients accumulate, that put a strain on ED performance. Based on
ipating in public procurement auction, that is the independently action
the simulation model, we analyze how ED manpower needs to be ad-
and the cooperation with each other. It is found that the contracts of
justed in order to dissolve congestions and smooth ED patient flows.
the three parties’ expected revenues participating in public procure-
Besides optimal staffing, we test the impact of two additional policies
ment auction are non-incentive compatible. Further, the collaborative
on ED crowding: co-location of general practitioners in the ED and an
actions of the three parties in participating public procurement auction
increase in capacity of the associated hospital.
are studied. Under the conditions of the cooperation between the pur-
3 - Structural analysis of conceptual maps and simulation chaser and the purchasing agent as well as the successful supplier, and
they share the collusion gains equally, the expected revenues of the
Mathias Beck, Lukas Schoenenberger three are studied respectively. It is found that their expected revenues
We believe there is a significant leap between qualitative system dy- are all increased, and the increased revenues of the purchasing agent
namics, that is problem mapping, and quantitative system dynamics, are higher than that of the purchaser and the winning supplier. In the
where model relationships need to be mathematically formalized and case of collusion between the purchaser and the purchasing agent as
parameter values have to be estimated. While the former is quite intu- well as all the bid suppliers, the expected revenues of all the collusion
itive, accessible, and doable with limited monetary and temporal re- participants are studied. It is found that all the collusion participants’
sources the latter, in contrast, demands sophisticated analytical and revenues have improved. It is found that the revenues of all the collu-
modeling skills and necessitates an extensive budget of resources. As sion participants are improved. And the procurement price of collusion
a consequence, policy-makers as well as managerial decision makers, is no upper limit.
who are often poorly trained in mathematical modeling and have re-
stricted resources, refrain from using quantitative system dynamics 2 - A game theory approach to determine the optimal
and apply, if anything, qualitative system dynamics to their complex penalty of online copyright infringement
strategic problems. However, the sole application of qualitative sys- I-Hsuan Hong
tem dynamics to complex strategic problems bears the risk of generat- This research investigates the issues of punitive damages stated in the
ing weakly validated and potentially misleading results. Therefore, in copyright law. The punitive damages are typically determined by the
this study, we propose an intermediate phase in the system dynamics subjective judgement of legislators. In this study, the mechanism to
modeling process in order to fill the gap between qualitative and quan- determine the punitive damages is designed to optimize the total so-
titative system dynamics. In the intermediate phase, concept models cial welfare with consideration of human behaviors on the basis of
emerging from qualitative system dynamics, are comprehensively an- the Stackelberg game, where the government is the leader, and media
alyzed based exclusively on their structure. In particular, model struc- publishers and online video platforms are followers. We compare our
ture is examined for the existence of system archetypes, high leverage model with the model with the other objective function of the maxi-
points, and causal pathways referring to intended and unintended pol- mization of legal users.
icy consequences.
3 - Endogenous timing in a quantity duopoly with differen-
4 - Causal structures of financial markets: a dynamic sim-
tiated products
ulation model
Eduardo Zuñiga, Leonardo Basso, Pedro Jara
Evgenia Ushakova, Chaiporn Vithessonthi, Markus
Schwaninger We consider a linear quantity setting duopoly in which firms have dif-
ferent marginal costs and sell a differentiated product. In that con-
We aim to present a generic model of the financial market: the MBC text, we determine endogenously which of the players will emerge as
(Model of banks and companies), - a dynamic simulation model. It a leader and which one will be a follower. In order to do so, we extend
is of interest to both decision-makers in monetary policy and to re- the game using the models of Hamilton and Slutsky (1990) [Game with
searchers. The MBC is new in that it is generic and covers all three Observable Delay and Action Commitment Game]. In the case of the
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Game with Observable Delay, we provide conditions over the costs and this purpose yet the search for an efficient and generic solution method
the degree of differentiation that ensures the leadership of the low cost continues. This paper reports on an ongoing research on the effective-
firm. In the case of the Action Commitment Game, we find that there ness of evolutionary-algorithm based heuristics, meta-heuristics and
are three possible equilibria in pure strategies: simultaneous play and hyper-heuristics in solving multi-echelon integrated facility location
the two sequential configurations (with each firm being a leader and problems.
the other one being a follower). We perform a risk analysis based on
the Tracing Procedure of Harsanyi and Selten (1998) to conclude that 2 - A hyperheuristic framework to optimise the implemen-
the risk dominant equilibrium is with the low cost firm being a leader. tation of dual local search
This work generalizes the model in Van Damme and Hurkens (1999) Mona Hamid, Jamal Ouenniche
by adding product differentiation. The next step in the future work is to
consider symmetrical firms, add a previous stage where they can invest In this research, we propose a refined generic and parametrised dual lo-
in some variable that diminishes their marginal cost and analize how cal search (GPDLS) algorithm with application in routing. The novelty
will they behave if they know that this investment could give them the of this dual search framework lies in exploring the space of infeasible
best role in the market (due to the endogenous timing of movements). solutions in search for the optimal or near optimal feasible solution.
Furthermore, a hyperheuristic framework is proposed to optimise the
4 - Utilizing of microeconomic and optimization models in implementation of the GPDLS, referred to as HH-GPDLS. The pro-
protection and formation of competitive environment in posed HH-GPDLS aims to automate the choice of parameters, com-
Slovakia ponents or criteria of the GPDLS. Empirical results suggest that the
Eleonora Fendekova, Michal Fendek proposed HH-GPDLS delivers an outstanding performance.
Cartel as a market structure de facto represents a specific form of 3 - Automatically generated hybrid algorithms
oligopoly where an agreement is made between legally independent Víctor Parada, Carlos Contreras-Bolton, Carlos Rey
economic subjects in order to restrict the mechanism of economic com-
petition. Cartels which based on the agreed market strategies may fol- A way to yield a cooperation between heuristic and exact methods in
low common price strategy, set their production quotes or divide the the automatic generation of algorithms is to combine terminals of both
market, are forbidden in the EU countries as well as in many coun- types. The automatic generation of algorithms is a technique that auto-
tries outside the EU. Existence of the cartels is in sharp contrast with matically assembles the components that potentially make up an algo-
generally accepted principles and practices of economic competition rithm for a given combinatorial optimization problem. Thus, exact and
protection. In developed economies of the EU and the world the gov- heuristic terminals are combined to generate an algorithm for a partic-
ernmental institutions are established to control and guarantee the con- ular type of problem instances. Specifically, following a constructive
ditions of competition. In Slovakia these tasks are performed by the process based on genetic programming that combines heuristic compo-
Antimonopoly Office of the Slovak Republic. In this article we will nents with the exact terminal, new algorithms for the binary knapsack
present the mathematical formalization of the model of equilibrium problem are produced. A numerical experiment is conducted to study
price and supply of the cartel agreement participants and point out the the relevance of the exact terminal related to the heuristic terminals, to
social inefficiency of such decision-making scheme. In paper we study find the optimal solution for a large number of problem instances.
the properties of a cartel optimization problem and economically in-
terpretable implications of Kuhn-Tucker optimality conditions of this
model. We will study the properties of the cartel profit optimization
problem considering various marginal costs of homogeneous produc-
tion of the cartel participants and point out the interpretation possibili- WD-13
ties of solving this optimization problem.
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2 - The impact of collection actions on recovery rates us- extreme gradient boosting, random forests, and neural networks. Ex-
ing retail loan level panel data tensive out-of-sample results are reported based on bootstrap tests.
Angela Freitas de Moraes, Galina Andreeva, Jonathan Crook
Loss given default (LGD) models predict losses as a proportion of the
outstanding loan, in the event a debtor goes into default. The LGD
model is one of the components on the Expected Credit Loss (ECL) WD-14
calculation for the Basel II Accord for banks that have adopted the Wednesday, 14:30-16:00 - SOUTH BUILDING UV S202
advanced Internal-Rating-Based (IRB). The existing studies focused
on LGD mainly investigated different modelling algorithms in order to ETHOR IV Ethics and OR last part - Award
achieve the most accurate estimation of Recovery Rate (RR) =1 -LGD.
There is practically no literature that explores the impact of the lender’s Ceremony
collection actions on RR/LGD. For this reason, this work investigates
the role of different collection actions, at loan-level, for a retail credit Stream: OR and Ethics
product, and estimates LGD models using Panel Data which is built by Chair: Pierre Kunsch
combining borrowers’ personal information, loan finance details and Chair: Cathal Brugha
payments from the collection process. The analysis considers accounts Chair: Dorien DeTombe
opened in 2011 from a loan retail portfolio and tracks the customer
payment behaviour on a daily basis in order to measure the impact of
Chair: Ulrike Reisach
each collection action on the amount repaid. The data was provider by Chair: Gerhard-Wilhelm Weber
a finance company from Brazil. The findings suggest that there is a
strong relationship between the collection actions and recovery rates. 1 - Democracy unveiled by OR
This means that it would be advantageous for financial institutions to Cindy-Ricarda Roberts
take into consideration information about collection actions in models The aim of the research is to discuss possible applications of opera-
aimed at estimating LGD in line with the regulatory requirements. tional research in political science with respect to democracy. Politi-
cal science is a multidisciplinary field and comprises various aspects
3 - Risk management for sovereign debt of other disciplines, such as: economics, law, sociology, geography,
Stavros A. Zenios, Andrea Consiglio philosophy, and psychology. It seems fair to say that operational re-
search is an interesting, yet not thoroughly investigated, solution to
Debt sustainability analysis hinges upon two conditions: declining this discipline. This research offers a simple example of how to use
debt stock and bounded gross financing needs (both measured as a ratio and incorporate operational research into problem structuring within
to the country’s GDP). However, both debt stock and gross financing political science, namely by analysing the concept of democracy. In
are stochastic processes due to the volatility of (1) GDP growth, (2) the presented case study, DEMATEL method, which is used to capture
fiscal variables, (3) market rates at which a sovereign can finance its the causal relationships between factors or criteria, is examined as a
debt. We develop portfolio models for sovereign debt financing that solution for assessing interdependencies and linkages between princi-
jointly optimizing debt stock and gross financing flows for countries ples of democracy. The research presents an analysis of relationships
in distress. The models minimize or bound tail risk in both metrics of between key elements of democracy such as (among others): rule of
interest. There are trade-offs between the two metrics, and we discuss law, balance of power, free and fair elections, human rights, common
how the trade-offs can be quantified and each one restricted to remain good, or public opinion. The evaluation is based on an interview with
below a threshold of sustainability. In case of either metric denoting a selected expert in the field of political philosophy. The conclusions
unsustainable debt, the model identifies the hot spots and optimizes drawn from this research illustrate how operational research could be
debt restructuring strategies. Illustrative results will be presented and incorporated into the field of political science in order to make problem
discussed. structuring more transparent, reasonable, and efficient.
In this talk we extend the authors’ previous paper on debt restructur-
ing using risk CVaR optimization and the use of sovereign contingent
convertible debt.
Consiglio, A. and S.A. Zenios, Risk management optimization for WD-15
sovereign debt restructuring, Journal of Globalization and Develop-
ment, 6(2):181-213, special issue on sovereign debt restructuring, J.
Wednesday, 14:30-16:00 - SOUTH BUILDING UV S203
Stiglitz et al. (editors), 2016.
Scheduling Theory III
4 - Developing predictive models for US bank failures: an
empirical analysis using machine learning approaches Stream: Scheduling Theory
Michalis Doumpos, Georgios Manthoulis, Constantin Chair: Paz Perez Gonzalez
Zopounidis, Emilios Galariotis, George Baourakis
1 - Scheduling with additional resources in the setups
The banking system is the backbone of every economy. However, Juan Camilo Yepes Borrero, Federico Perea, Fulgencia Villa
banks are highly leveraged and face major risks at the local, country, In this talk, we address the unrelated parallel machine scheduling prob-
and global level. Thus, the development of accurate and transparent lem with sequence dependent setup times and additional resources re-
tools for micro-prudential purposes has become an unavoidable and quired for the setups. Due to the complexity of this problem, we pro-
urgent duty. For this reason, it is important to have reliable techniques pose a heuristic to solve it. A computational experience on randomly
to detect early signals when a bank is near to default. Such tools would generated instances validates the efficiency of the algorithm proposed.
allow financial authorities to take preventive actions to mitigate conta-
gion effects. This study examines the development of bank default pre- 2 - Unrelated parallel machines problem with setups, re-
diction models using a sample of US banks for the period 2005-2014. sources and makespan minimization
We consider a rich set of variables through different scenarios. The first
scenario incorporates basic CAMEL financial ratios. In the second, we
Luis Fanjul Peyró, Ruben Ruiz, Federico Perea
also consider diversification ratios for different areas such as risk, in- The Unrelated Parallel Machine Problem with setups and resources
come, expenses, loan portfolio quality, off-balance sheet assets etc. Fi- (named UPMRS) with the objective makespan minimization is consid-
nally, we use dummy variables to account for regional macroeconomic ered. Setups, processing times and resources depend on the job and the
factors. The prediction horizon varies from 1 to 3 years prior to failure. machine. The goal is to obtain a single general model that can solve
Analytical models are developed with several machine learning meth- UPM with or without setups, with or without resources used for the
ods, namely logistic regression, support vector machines, naïve Bayes, processing and/or setup times, being these resources specific or shared
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for processing and setup times. Although the Unrelated Parallel Ma- consider two cases. In the first one the starting node of the searcher is
chine problem with Resources in processing times (UPMR) has been given and in the second one it can be chosen arbitrarily. We address
recently studied, in order to reduce the gap between academic research these two problems from the competitive ratio perspective. We propose
and the needs of industry, our proposed model generalizes the prob- a lower bound on the competitive ratio of deterministic strategies and
lem. Two new models are presented, one based on time control (TC) show its tightness by introducing an optimal deterministic strategy, for
and other based on a spatial approach (SA). Both take as a base the Un- the first case. We also estimate the tight lower bound on the competi-
related Parallel Machine problem with Setups (UPMS) model and then tive ratio of randomized strategies and provide a randomized strategy
we add resource and link constraints to complete the model. The SA with a competitive ratio very close to optimal, for the first case. For
model is based on a version of the strip-packing problem adapted for the second case, we prove that no deterministic or randomized strategy
scheduling. Experiments prove that the UPMRS model solves medium can achieve a bounded competitive ratio.
size instances with a low gap in a few minutes. Furthermore, the
UPMRS model significantly improves the results of the best UPMR 2 - On maximum cycle packings in minimum 3-connected
model and obtains similar results to UPMS. This shows that the pro- graphs
posed complete model can compete or improve results of more specific Christin Otto
models and maintains its performance for more complex problems.
Let G=(V,E) be an undirected graph. The maximum cycle packing
3 - A computational evaluation of approaches for flowshop problem is to find a collection C=C_1, ... , C_s of edge-disjoint cy-
scheduling with variability of the processing times cles C_i in G such that the cardinality s of the collection is maximum.
Jose M Framinan, Paz Perez Gonzalez, Victor In general, this problem is NP-hard. For a special class of minimum
3-connected graphs an algorithm is presented for computing C. The
Fernandez-Viagas
procedure is based on splits and decomposition into wheels. Since
In this communication, we analyse the different alternatives for the components can be represented by a decomposition tree (similar
scheduling jobs in a permutation flowshop where the processing times to SPQR-trees) the approach can be considered as a generalization of
are subject to variability. More specifically, we discuss the usage of decomposing graphs into blocks and blocks into 3-connected compo-
base schedules based on deterministic scheduling, stochastic schedul- nents.
ing, and robust scheduling, and compare their performance with the
usage of different rescheduling strategies. Using an exhaustive compu- 3 - Critical node problem based on connectivity index and
tational experience on different test-beds, the merits and pitfalls of the properties of components
different approaches are analysed, and the most efficient configurations Binwu Zhang, Xiucui Guan
for each approach are identified.
In this paper we deal with the critical node problem (CNP), in which
4 - Scheduling unpaced assembly lines with limited we search for a given number K of nodes in a graph G, whose removal
buffers: a mathematical model and some solving meth- minimizes the connectivity of the residual graph in some sense. Many
researchers proposed several methods to minimize some connectivity
ods measure of the residual graph, including minimizing the (weighted or
Carlos Andres, Julien Maheut unweighted) number of connections between pairs of nodes (known as
connectivity index), maximizing the number of components, minimiz-
The problem of scheduling jobs in unpaced assembly systems with re-
ing the number of nodes in the maximum connect component. How-
stricted buffer space between stations to hold the work-in-process has
ever, these measurements cannot overall describe the fragmentation
received scant attention in the scheduling literature. It consists of a
of the residual graph. We propose a new CNP (Called Comb_CNP)
system with several stations at the main line where a set of n jobs must
by combining the above three measurements plus the degrees of the
be processed in a given sequence. Each station has a supply from an
residual graph. It is a generalization of the CNP based on connectiv-
auxiliar machine and there is a limited buffer between each pair of ma-
ity index, which is shown NP-completeness for general graphs. We
chines/stations. Under Lean Manufacturing paradigm, it is interesting
study the case where G is a tree. In the Comb_CNP on a tree, we need
to minimize the time that all jobs wait in the buffers and total machine
to delete at most K nodes V_d such that the number of components
blocking time. A mathematical model of the unpaced assembly line
is upper-bounded by P, the number of nodes in the maximum compo-
with auxiliary supply machines and finite storage conditions will be
nent is upper-bounded by M, and the objective is to minimize the sum
presented together with some heuristics. The aim of the research is to
of connectivity indexes and degrees in the residual graph. A dynamic
show the effect of buffer size over the total blocking time plus inven-
programming algorithm is proposed to find the optimal value, as well
tory time.
as, an optimal solution of Comb_CNP, and the time complexity of the
algorithm is O(nK2P2M2). A computational study is presented which
shows that the algorithm is really effective.
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based on majorization theory and optimization of functions which pre- 3 - Robust Rolling Stock Rescheduling
serve the majorization order, the so-called Schur-convex functions. Joris Wagenaar
Applications to both simulated and real data show the effectiveness
of our bounds, also in providing meaningful insights with respect to Railway operators are, unfortunately, influenced by all kinds of dis-
the results obtained in the literature. ruptions every day. During a disruption the current timetable, rolling
stock circulation, and crew schedule have become infeasible, so ef-
fective rescheduling is necessary. In this paper the focus will be on
rescheduling the rolling stock. Current rolling stock rescheduling mod-
els assume the duration of a disruption given. However, in practice
only an estimation of the duration is known, the exact duration is still
WD-17 uncertain at the start of the disruption. Our focus will be on develop-
Wednesday, 14:30-16:00 - SOUTH BUILDING UV S205 ing robust rolling stock schedules that, given a probability distribution
for the duration of a disruption, uphold as much of the passenger ser-
vice as possible. First, a model is developed that is able to reschedule
Reliability and Robust Optimization the rolling stock for only two possible disruption lengths; the most
optimistic and the most pessimistic ones. Thereafter, this model is ex-
Stream: Stochastic and Robust Optimization tended such that it can take all possible disruption lengths into account.
Chair: Eric Bourreau
4 - Robust optimisation on GPU. A use case with shortest
1 - Robust single machine scheduling with uncertain inter- path problem
Eric Bourreau, Michael Poss
val processing times for minimising weighted comple-
tion time Recently Robust Optimisation start a new era with the possibility to
Ao Zhou, Amir Salehipour, Feng-Jang Hwang manage in a polynomial way some combinatorial problems with a bud-
get of deviation (Gamma) in data [Bertsimas 2003]. In the same decade
GPU computation jump from Graphical Domain to any computational
Single-machine scheduling is a classical combinatorial optimisation area such as Grid Computing (multi scenario simulation), Deep Learn-
problem that has been widely addressed in literature. Considering the ing or Crypto Mining. In this presentation we will merge these two as-
minimisation of the total weighted completion time with deterministic pects by computing Robust Optimisation of a problem P with the help
job processing times, the WSPT dispatching priority rule can simply of massively parallel GPU power. Our testbed will be a shortest path
yield the optimal solution. This study copes with the case of uncertain problem (with possible deviations on the time/distance matrix) with
job processing times bound by the preassigned intervals, of which the famous Dijkstra algorithm. Despite the gap in programming paradigm
processing time of each job could take any value between its corre- between CPU and GPU, we will show how it is possible to have x50
sponding lower and upper bounds. The objective is to minimise the speedup with very few modifications in algorithms.
maximum regret for any scenario generated within an instance. Given
a set of jobs, an instance refers to the generation of the intervals of pro-
cessing times and weights for jobs, whilst a scenario stands for the real-
isation of the job processing times generated within the intervals. Four
heuristic algorithms utilising the lower and upper bounds are proposed
in this paper. We develop the first heuristic with a pessimistic sense
WD-18
by considering only the upper bound, whilst the second one takes the Wednesday, 14:30-16:00 - SOUTH BUILDING UV S206
optimistic approach using only the lower bound. The interval length is
taken into account in the third heuristic, and the fourth one considers Soft Computing in Transportation Problems
the position of the midpoint in relation to the mean of the midpoint of
other jobs. We generated the instances by utilising an instance genera- Stream: Transportation
tion method available in the literature. The performance comparisons Chair: Sandra Zajac
of the proposed algorithms in terms of the effectiveness and efficiency
are then provided.
1 - Decision making policies for integrated vehicle
2 - A novel replacement policy for a mechanical system scheduling and container storage allocation in a strad-
with imperfect maintenance and gradual degradation dle carrier system: risk neutral and risk averse analysis
Aynura Poladova, Salih Tekin, Tahir Khaniyev Jiabin Luo, Yue Wu
Container terminals serve as a link between sea side and land side for
In this study, a mechanical system with imperfect maintenance and transporting and storing of containers to/from ships. Due to the in-
gradual degradation is considered. It is assumed that at initial time creasing number of containers handled by terminals, the arising un-
the system has z>0 available resource, and the capacity is decreasing certainties, such as traffic conditions, inaccurate container informa-
consistently and gradually (c_n ) during service time. The resource tion and vehicle availability, can significantly influence terminals’ ef-
of the system will reach z-c_0 level in the end of the first service pe- ficiency. This work proposes the integration of vehicle scheduling and
riod. Also, at the end of the first period a certain maintenance policy container storage allocation with the consideration of a variety of risk
is applied and general resource of the system is increasing by a ran- scenarios during unloading process in a straddle carrier-based termi-
dom amount (_1 ). Afterwards, the process starts gradually decreasing nal, in which quay cranes (QCs) and straddle carries (SCs) are used to
from z-c_0+_1 level and show similar change. The subsequent periods handle containers. The ship’s berth time is used to measure the effi-
will proceed similarly and eventually when the total available resource ciency of terminal operations and can be calculated by the time when
reaches zero, the process will restart from an initial state z and the all containers are unloaded from ships. Risk scenario in this work is
change of system continuous as a similar manner. An available ca- represented by a number of uncertain factors, which affect the handling
pacity of the mechanical system at time t is expressed by a stochastic time of SCs for containers. The uncertain handling time of SCs is de-
process with dependent components (X(t)). The main goal of this study fined as fuzzy parameters with triangular membership functions. This
is to determine when the system will be replaced by new and similar problem is first modelled as a fuzzy optimisation model and then de-
system by using the stochastic process. For this aim, the process X(t) fuzzified into a crisp mixed integer programming model. Two types
and certain boundary functionals of the process are constructed math- of decision making policies are investigated: (1) risk neutral policy,
ematically. Then, asymptotic expressions for the expected value and minimising the berth time with the consideration of all risk scenarios;
variance of these boundary functionals have been obtained by using and (2) risk averse policy, using a Conditional Value-at-Risk (CVaR)
methods of renewal theory. These boundary functionals are important approach to measure the worst-case scenario. The corresponding deci-
for determining novel replacement policy for the system. sions are compared and discussed.
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number of shippers is large. We discuss the properties of the game, from prior nonconvex solvers by the needless requirement of good
propose an allocation scheme borrowing results from its deterministic enough initialization. For the certain real Gaussian measurement mod-
counterpart and present results on the performance of the allocation els, our proposed method is shown capable of finding the true solution
scheme. for all random quadratic equation systems from the minimal number
$m=2n-1$ measurements and the perfect signal recovery holds for
4 - Designing an omnichannel distribution system with in- any arbitrary dimensional signals. Numerical results show that textt-
ventory rationing policies tIncrePR corroborates markedly improved quality of the initialization
Burcu Keskin, Jia Guo and improved perfect signal recovery for noiseless case and stability
in the presence of noise for the minimal measurement limit. It also
Rapid changes in e-commerce and increased customer expectations outperforms the original convex SDP counterpart in the computational
force traditional retailers to rethink their channel strategy, operational efficiency and recovery accuracy.
efficiency, and revenue/cost streams. Within this paradigm, omni-
channels, serving customers via regular stores and web-based stores, 3 - On the spherical convexity of quadratic functions
offer new opportunities. Many retailers have been integrating their Sandor Zoltan Nemeth, Orizon P Ferreira
network of brick-and-mortar stores with their online channel by fulfill-
ing web-based orders from nearby stores instead of distribution cen- We study the spherical convexity of quadratic functions on spherically
ters (ship-from-store) and by offering their customers the option to convex sets. In particular, conditions characterizing the spherical con-
buy online and pick up in store (BOPS). These omni-channel fulfill- vexity of quadratic functions on spherical convex sets associated to the
ment strategies can improve profitability by moving store inventory positive orthant and Lorentz cone are given.
faster, pooling inventory, and avoiding markdowns. Avoiding mark-
downs is typically preferred in the retail industry as higher margins
drive higher profits. In this context, we study a centralized distribu-
tion system in a single-period newsvendor setting. The distribution
system consists a retail store, a web-based store, and a distribution WD-22
center. The web-based demand, received by the web-based store, is Wednesday, 14:30-16:00 - SOUTH BUILDING UV S304
mainly satisfied through shipments from the distribution center. How-
ever, the retail store may use its in-store inventory to satisfy the web- Methods and Theory of Multiobjective
based demand via two omni-channel strategies: Ship-from-Store (SfS)
and Buy-Online-Pickup-in-Store (BOPS). We investigate the impact Optimization
of demand and cost structures affect the retailer’s decisions on SfS and
BOPS strategies as well as on inventory rationing. Stream: Multiobjective Optimization
Chair: Theodor Stewart
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heuristic algorithms to minimize the indices, capturing the overall de- 3 - Valid inequalities for the proportional lot-sizing and
gree of heterogeneity. Analysis from a few real data sets as well as scheduling problem with fictitious micro-periods
extended simulation show that within group randomization is typically Waldemar Kaczmarczyk
more effective than randomization carried out for the aggregate popu-
lation. This leads to the more involved question of suitably deciding Small bucket lot-sizing and scheduling problems allow for at most one
on such groups. Finally we also attempt to study how the effectiveness machine set-up operation during each time period. To ensure a high-
of these algorithms depend on the input set characteristics. quality solution despite this restrictive assumption, periods are often
split into several short fictitious microperiods with non-zero demand
3 - Numerical experimentation with multiobjective opti- only at the end of the last microperiod of each real period.
mization using multiple reference points Short microperiods ensure also shorter lead times, which are usually
Theodor Stewart non-zero multiples of period length. This is important especially for
multilevel product, i.e., dependent and multi-stage flow lines.
We consider multiobjective optimization with "many" objectives (more
than 2 or 3), but in which the comparison of potential solutions requires We propose for this case several extended formulations of mixed-
careful and possibly time-consuming evaluation by decision makers or integer linear programming (MIP) models. The presented results of
experts, possibly including subjective judgements. In practice, only a our numerical experiments confirm the benefits of such extensions.
relatively small number ("7 +/- 2") of solutions can be examined in
this way. After a (possibly only partial) selection is made from these, a 4 - Solving a lot sizing problem with lead time sensitive de-
few more alternatives may need to be generated in an interactive man- mands
ner, taking into account the preferences revealed from earlier sets of Nadjib Brahimi, Adam Ferreira, Ramzi Hammami
comparisons.
Within the context of reference point methods, we discuss experiments In this work we are interested in inventory levels optimization within
to evaluate in particular (a) design of a set of reference points to rep- supply-chains under stochastic demand. Our objective is to extend
resent an initially wide spread of potential preferences; and (b) pro- existing models with further assumptions on customer demands such
gressive refinement of this design in the light of preferences expressed as sensitivity to lead-times. This work will especially focus on how
(after which the process repeats). waiting-time sensitive demand affects inventory level decisions and
how to find the optimal waiting-time minimizing total holding cost in
a supply chain. To the best of our knowledge, the trade-off between
reducing inventory level and keeping a high demand at the same time
was not considered in the literature of the single-stage configuration
within the guaranteed service framework. We modeled the problem
WD-23 as a univariate non-linear integer problem, and optimized it analyti-
Wednesday, 14:30-16:00 - SOUTH BUILDING UV S305 cally. We made the assumption that demand reacts linearly to lead-
times quotations and showed how this endogenous demand affects the
Lot Sizing V - Extensions supply chain’s behavior. Our model was successfully applied to exten-
sion with capacitated and uncertain replenishments. In either cases we
Stream: Lot Sizing, Lot Scheduling and Production Plan- were able to analytically find the optimal service time to be quoted to
the customer. It could be interesting to build models where demand
ning sensitivity to service time has a more complex interaction, like non-
Chair: Nadjib Brahimi linear loss function, non-constant coefficient of variation or a non-null
demand when the service time meets its upper bound. One good con-
1 - Dynamic lot-sizing in a reverse logistics environment tribution would be to propose a specific algorithm to deal with endoge-
Aaron Luntala Nsakanda, Moustapha Diaby nous demand in multi-stage supply chains.
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4 - Ekeland’s principle for equilibrium problems We consider a twin crane scheduling problem at a single storage block
Marco Castellani of a seaport in the presence of two types of storage jobs. On the one
hand, containers originating at the seaside have to be stored in the
The triangle inequality property is a basic assumption for the Ekeland’s block. On the other hand, containers that are already stored in the stor-
variational principle for equilibrium problems to hold. This property age area at the beginning of the planning horizon have to be delivered
has been used to study the existence of solutions of equilibrium prob- to the landside handover point within given time windows. The objec-
lems and arbitrary systems of equilibrium problems which do not in- tive is to minimize the makespan of seaside container processing while
volve any convexity concept, neither for the domain nor for the bifunc- guaranteeing on-time processing of landside containers and while con-
tion. The main aim of this talk is to extend the the Ekeland’s varia- sidering non-crossing constraints among cranes. We allow preemption
tional principle to a larger class of bifunctions. We replace the triangle of seaside container processing, i.e. we allow the gantry cranes to co-
inequality property by a condition, that is shown to be equivalent to a operate. This has previously been shown to be an effective method
certain monotonicity of the bifunction. Moreover we prove the exis- of reducing the makespan when compared to classical non-cooperative
tence of solutions in compact and noncompact settings. The proofs of approaches. We present a dynamic programming (DP) algorithm and
existence don’t rely on the Ekeland’s variational principle but they are a related beam search heuristic for the crane scheduling problem under
performed using only elementary results. This fact allows us to remove consideration. The DP method makes use of bounding techniques and
the metric structure on the topological space and additional technical applies dominance properties of optimal solutions. The algorithms are
conditions. evaluated in extensive computational tests.
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This research presents a method to conduct reliability analysis on a 1 - Optimal supplier quality development under uncertainty
rail truck intermodal network. Origin-destination pairs and intermodal Guven Demirel, John Quigley, Lesley Walls, Bart MacCarthy,
terminals are represented by nodes and roads and rail tracks are repre- Mahdi Parsa
sented by arcs. Terminals and the transportation mode between them We investigate the supplier quality development decision of a prime
are capacitated. Both nodes and arcs are considered vulnerable and manufacturer facing supplier part quality risk. We consider the un-
susceptible to attack. An attack can either cause a complete failure of certainty in both the process improvement effectiveness and the non-
the respective node or arc or it can result in partial reduction of ser- conformance rate, which is represented as a Poisson-Gamma model.
vice or capacity. This research first implements a reliability analysis We calculate the optimal investment decisions and the value of infor-
on the current intermodal network. It proposes an indicator to measure mation under a range of conditions, which helps to understand when
the reliability of a network and suggests changes in the infrastructure further information on non-conformance rate and effectiveness is ben-
which results in a more resilient network if implemented. This in- eficial. We analyze the impact on the optimal investment policy of the
dicator is developed by computing probability function and mean of uncertainty distribution parameters, the investment budget, and the unit
network performance. cost of non-conformances. We show that the optimal level of invest-
ment has a non-monotonic dependence on the effectiveness distribution
3 - Branch and price approach for a vehicle routing prob- parameters. Both exact expressions and approximations are provided
lem in public service for the value of information. We further investigate the equilibrium
Cansu Yurtseven, Merve Avcı, Deniz Türsel Eliiyi policies of the supplier and the prime manufacturer when they are en-
gaged in a Stackelberg game, leading to conditions under which either
The population of developing countries has an economically unbal- one, both, or neither party makes an investment into quality improve-
anced distribution. As the low-income people have limited resources ment.
to meet their needs, the municipal authorities try to meet these require-
ments via collecting donations from donors and distributing these to 2 - Queueing system with vacations, disasters and repairs
the indigent. The donations such as dry food packages, clothing, furni- under diferrent control policies
ture and such are collected by the donations centers, and the donations George Mytalas
are made through phone calls, or by directly bringing them to the do- We consider a M/G/1 queueing system with batch arrivals subject to
nation center. In this study, we handle the daily problem of a single disasters and server breakdowns. The server is turned off as soon as
donation center owned by the municipality, having several vehicles for the system empties. When a disaster occurs the system is cleared of
picking up the donated items from the donors and distribution to the in- all customers and the server initiates a repair period. During the repair
digent residents. A fair donation-indigent matching considering utility, period arriving batches of customers accumulate in the queue without
and an efficient distribution operation for the pick-up and delivery of receiving service. Besides, the server has an exponential lifetime in
the donations are of concern. Therefore, we integrate the problems of addition to the catastrophe process. By applying the supplementary
assignment and vehicle routing with time windows, and solve this hard variables method and renewal arguments, we obtain the steady-state
real-life public logistics problem using the branch-and-price method. solutions for both queueing measures and reliability quantities of in-
The computational results are reported. terest.
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3 - Warranty parameters for extended two-dimensional of accuracy given by the FAA Civil Aviation Authority in the United
warranties incorporating consumer preferences States. This methodology is based on optimized neural networks, and
Amitava Mitra uses the "Extended Great Deluge" algorithm to design the identifica-
tion model. Several flight tests for different altitudes and Mach num-
Certain products, such as automobiles, typically have warranty poli- bers were performed to serve as databases for learning neural networks.
cies that incorporate two attributes, namely time since purchase of the The validation of the model was obtained using the simulator data.
product and usage based on accumulated mileage. If both of these pa- Despite the non-linearity and complexity of the system, engine param-
rameters are less than the stipulated values in the warranty policy, in eters were predicted very well for a particular flight envelope. This
case of product failure, the manufacturer replaces or repairs the prod- estimated model could be used for engine performance analyses, and
uct free of charge. In many consumer durable goods, while an initial could thus provide aircraft control during this cruise phase. Engine
warranty is offered during purchase of the product, options exist to re- model identification could also be extended for its application to other
new the warranty in the event of no product failure during the initial phases of climb and descent in order to obtain its complete model for
warranty. Here we consider such extended warranties. The decision the whole Cessna Citation X aircraft flight envelope (climb, cruise, de-
variables in the formulated model are the warranty time and usage in scent).
the initial policy, the warranty time and usage in the extended policy,
the product price, and the premium to be charged by the manufacturer 2 - Convolutional deep neural network model to classify
for extending the warranty. We assume, however, that not all customers citizen complaints in Bogotaì’
will choose to renew the warranty even if the product did not fail during Xavier Gonzalez
the initial warranty. Customer propensity to renew warranty could be
influenced by the unit product price and the customer’s threshold price The Citizen Complaints District System is a digital tool that allows
level, above which the customer is motivated to extend the warranty. Bogotá citizens to submit complaints, claims, information requests,
questions, suggestions, congratulations, and other requests. The sub-
4 - The implementation of lean manufacturing utilizing mission channels vary (e.g. phone, internet, written). The nature of
fuzzy value stream mapping (case study: SAIPA auto- complaints is also diverse (e.g. mistreatment in a public office, transit
ticket appealing, public school slot requests, etc.). The only mandatory
mobile manufacturing group) field in each complaint record is a free text that the citizen fills in with
Ahmad Ebrahimi, Ashkan Keykavoussi the explanation of the issue. The Mayor’s office must allocate at least
three people working full time whose responsibility is to read the text
Following the emergence of economic crises and considering the
and direct it to one or some of the public offices involved. Giving this
global competitive conditions in business environments in recent
scenario, the need of an automatic system that classifies the complaints
decades, the optimal use of existing resources as well as the timely
into multiple categories that represent the offices involved arises. This
recognition and response to customer requirements have become in-
study shows a multi-class classification model by using a deep learning
evitable issues for manufacturing organizations. In this regard, organi-
convolutional neural network. The model is fed with a corpus labeled
zations have turned to continuous elimination of non-value added ac-
with the Entity the complaint was directed to in the past. The corpus
tivities in order to preserve and even increase their share of the global
is split in training and testing. Multiple configurations of networks
market. Therefore, in the last few decades, the development and im-
were evaluated. The one that returns the best results includes one em-
plementation of techniques and tools based on the principles of lean
bedding layer, one convolutional 1D layer, and two dense layers. The
thinking have had a significant share in eliminating waste, enhancing
results obtained show 82% of accuracy. Although more exploration is
quality and cutting the finished products cost in manufacturing organi-
needed, it is proved that an implementation of this approach can reduce
zations all over the world. Value Stream Mapping (VSM) is considered
significantly the workload.
as one of the most basic and most practical tools for the lean manufac-
turing implementation. However, many advantages are considered in 3 - Improved operational excellence through big data ana-
the literature in using VSM, it also has some limitations such as the
uncertainty incorporated in the manufacturing processes and less care lytics
about it in utilizing it in VSM. This paper seeks to investigate and an- Andreas Felsberger, Boualem Rabta, Gerald Reiner
alyze the uncertainty related to the time in the VSM using a fuzzy ap-
In this period of accelerating digital transformation and advanced big
proach, considering the importance of time as the main indicator in the
data analytics, utilizing quality performance data for designing and de-
applying the VSM tool. Finally, the methodology was implemented in
veloping improved operational services will lead to innovative man-
one of the largest automobile companies in Iran and its results were
agement approaches and superior decision making in operations man-
studied and analyzed in this regard.
agement. To assess big data analytics value, this paper proposes a
model based on a triangle of knowledge, data and model-driven de-
cision support components. The semiconductor industry constitutes
as the main object of interest. The implementation of additional sen-
sors and intelligent databases for quality assurance processes within
WD-28 the stated industry motivate our investigation for the selected unit of
Wednesday, 14:30-16:00 - SOUTH BUILDING UV S310 analysis.
The goal of this work is the further development of a global operational
Machine learning excellence (OPEX) framework by adding big data insights. Our study
connects the competitive value of big data analytics and performance
Stream: Machine Learning measures to enhance OPEX. For this purpose the application of rapid
Chair: Michal Walczak modeling (queuing networks modeling) is promising. The core compo-
nents of the proposed OPEX system are based on a queuing networks
modeling approach that can help to examine the behavior of digital-
1 - Oprimized neural networks applications for aircraft en- ized process improvements by analyzing what-if questions and vast
gine modeling amounts of data. Moreover, these methods enable the development
Ruxandra Botez of scenarios and simulations that facilitate instant managerial support
when disruptions within a system occur.
The availability of accurate aircraft models is one of the key elements
in ensuring aircraft improvements. These models are used to improve 4 - Chemical process design aided by grey-box modelling
flight controls and design new aerodynamic systems for the design of Michal Walczak, Raoul Heese, Tobias Seidel, Michael Bortz
deformable aircraft wings. A novel methodology is here presented for
the identification of engine model parameters of the Cessna Citation X Chemical process design is a computationally challenging multi-
business aircraft for the cruise phase from the flight tests. These tests criteria optimization task. In practice, a design relies on simulations
were performed on the designed flight simulator manufactured by CAE that model the underlying physical and chemical phenomena. The dif-
Inc. which has flight dynamics D level. Level D is the highest level ficulty of performing the simulations for industrial applications often
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stems from the vast numerical effort in solving many thousands of non- have the completion time of their bin. The objective is to find a cut-
linear equations. For a given set of design parameters, such a simula- ting plan that minimizes the weighted sum of earliness and tardiness
tion outcome may therefore not always be numerically convergent and penalties. For this problem, we first propose a complete constraint
can even become physically unfeasible. Moreover, inaccuracies of the programming model, which is solved approximately via the general-
underlying model itself can lead to wrong conclusions. purpose solver IBM CP Optimizer following an impact-based search
We propose a grey-box approach to address these two major issues. A strategy. Our second approach adopts the logic-based Benders de-
grey-box model combines domain-specific knowledge and statistical composition technique, where the master problem performs constraint-
relationships learnt from measured or simulated data. This combina- programming search assigning items to bins subject to solutions of
tion of white and black-box approaches enables to save expensive nu- low-level two-dimensional orthogonal packing problems. The compu-
merical calculations or to improve the agreement between a simplified tational investigation shows that the solutions of the complete model
model and available data. We demonstrate the usability of grey-box outperform those of the decomposition-based approach on small-sized
modelling to approximate feasible range of design parameters in an instances while the opposite prevails for larger instances.
industrially relevant chemical process simulation.
4 - A strong integer linear optimization model to the com-
partmentalized knapsack problem
J. M. Valerio de Carvalho, John Quiroga-Orozco, Robinson
Hoto
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The Compartmentalized Knapsack Problem (CKP) is a relatively new
Wednesday, 14:30-16:00 - SOUTH BUILDING UV S311
type of problem with a wide application in industrial processes, aris-
ing, for instance, in the case of cutting steel coils in two phases in the
Cutting and Packing IV metallurgical industry.
Stream: Cutting and Packing In the literature, there are two mathematical formulations for the CKP:
a classical formulation, which is a nonlinear integer programming
Chair: J. M. Valerio de Carvalho model, and a recent (linear) integer programming formulation, ob-
tained by discretizing the compartments that can be built for each class
1 - Modeling and solving the open-end bin packing prob- of items. It is an important contribution, because it makes the prob-
lem with incompatibility constraints lem amenable to solution by mixed-integer linear programming tools.
Mohamed Maiza Combinatorial enumeration algorithms and several pseudo-polynomial
decomposition heuristics were also developed for the CKP.
The Open-End Bin Packing Problem (OEBPP) aims to pack a set of This paper presents a new model for the exact solution of the CKP, de-
items with varying sizes in a minimum number of identical bins such noted as the Strong Integer Linear model, derived from the (linear) in-
that any bin can be filled beyond its capacity as long as the removal teger programming formulation by strengthening data, reducing sym-
of the last packed item returns the bin not fully filled. In this work, metry and lifting, and a new pseudo-polynomial heuristic, the Heuristic
we propose a new extension of the problem, called OEBPPC, obtained of the $p_k$ Strong Capacities. Computational experiments are pre-
throw additional incompatibility constraints. Such constraints are usu- sented with a large set of instances that show the advantage of the new
ally characterized by an undirected conflict graph whose vertices cor- approaches. The strong model solves the CKP exactly more than seven
respond to the items while edges correspond to couples of items that times faster, and the new heuristic is more effective, presenting a good
cannot be packed together in the same bin. Firstly, we provide an orig- balance in the terms of efficiency.
inal problem formulation as an Integer Linear Program. Then, in order
to solve this problem variant, we propose an heuristic approach based
on the adaptation of the first-fit decreasing algorithm. An extensive ex-
perimental evaluation shows the efficiency of our proposed approach
in both running time and solution quality.
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2 - One-dimensional cutting stock instances for which few Wednesday, 14:30-16:00 - SOUTH BUILDING UV S312
patterns are needed
Arnaud Vandaele Vehicle Routing: Recent Theory and
The Cutting Stock Problem (CSP) is one of the most famous combi- Applications
natorial optimization problem. An instance of the 1-dimensional CSP
consists of d items with different number of copies to cut from larger Stream: Transportation and Logistics
master rolls. The goal is then to produce the required demands with the Chair: Riccardo Rossi
minimum possible number of master rolls. Each possible combination
of items on a master roll is called a pattern. In general, there exists
an upper bound, exponential in d, for the number of different patterns 1 - Electric vehicle routing problem with time windows and
needed in an optimal solution of a 1-d CSP instance. In this work, we ambient temperature effect
study specific instances for which at most d patterns are needed at the Bülent Çatay, Sina Rastani, Tugce Yuksel
optimum. For example, we study the special case where it is assumed
that any k items fit into a pattern but no k+1 do. This particular case is Range anxiety poses crucial limitations for logistics operations per-
easy to solve, but we show in this talk that there is an optimal solution formed with electric vehicles (EVs) despite the advancements in the
using at most d different patterns. battery technology. Accurate route planning by considering external
conditions is of critical importance for operational efficiency since dif-
3 - When bin packing meets scheduling: a case of just-in- ferent factors may increase the energy consumption significantly. In
time batch scheduling with bin packing constraints this study, we extend the Electric Vehicle Routing Problem with Time
Sergey Polyakovskiy, Rym M’Hallah Windows (EVRPTW) by taking into account the ambient temperature.
In EVRPTW, the energy on the battery is consumed proportional to the
This research introduces and approximately solves a multi-component distance traveled by the EV. In our case, the energy discharged during
problem where small rectangular items are produced from large rect- the trip is affected by the ambient temperature as well since it may in-
angular bins via guillotine cuts. An item is characterised by its width, crease the consumption due to cabin heating or cooling. In addition,
height, due date, and earliness and tardiness penalties per unit time. the battery efficiency drops in low temperatures. We formulate this
Each item induces a cost that is proportional to its earliness and tardi- problem as a mixed integer linear program and propose a set of new
ness. Items cut from the same bin form a batch, whose processing and valid equalities. We perform an extensive experimental study to inves-
completion times depend on its assigned items. The items of a batch tigate how ambient temperature influences the routing decisions and to
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analyze the contribution of the valid inequalities on solving the prob- in order to develop effective ready to practice crash prediction models
lem. Our aim is to present managerial insights to both researchers and useful in the process of intersection design and operational analysis.
practitioners. We solve small instances using a commercial solver. The
results reveal that valid equalities can provide significant speed up and
neglecting temperature effect on the EV performance may yield route
plans that cannot be implemented in the real business environment.
3 - An integrated fleet management model introducing al- This paper demonstrates a collaborative methodology for identifying a
"common ground" for case selection. It applies integrated use of cog-
ternative fuel trucks into existing diesel fleets nitive mapping, simple multi-attribute rating technique and stochastic
Ilke Bakir, Alan Erera analysis of missing priority values. Methodology is demonstrated with
an EU seventh framework project on the societal change towards sus-
We address the challenge of smoothly introducing alternative fuel tainability. A set of community based initiatives, from six countries,
trucks (AFTs) into an existing fleet while making necessary structural were selected to study their role in transition. The sampling methodol-
changes and maintaining feasible operations during the transition. In ogy consisted a combination of snowball technique and a random sam-
this study, we develop an integrated fleet management model, which pling for dominantly quantitative research tasks, and purposive sam-
incorporates the decisions for (i) opening new maintenance/fueling fa- pling with transparent multi- attribute selection process for in-depth
cilities, and (ii) assigning trucks to travel routes for ensuring demand qualitative studies. The demonstrated methodology is adaptable for
satisfaction, into a fleet replacement framework. We demonstrate that collaborative start-up procedure for multi-discipline, large group case
the integrated model finds non-obvious solutions by making use of in- research and for project evaluation.
formation that is often overlooked by conventional fleet replacement
strategies. For finding optimal or good heuristic solutions to the inte- 2 - A conceptual framework for incorporating Maturana’s
grated fleet management model efficiently, we propose a Benders’ de- onto-epistemology into Checkland’s soft systems
composition framework and a Variable Neighborhood Search (VNS)
algorithm. Finally, in order to demonstrate the performance of these methodology
solution methods on realistic problem instances, we conduct a com- Alberto Paucar-Caceres, Bruno Jerardino-Wiesenborn
prehensive computational study.
This paper addresses Checkland’s Soft Systems Methodology (SSM)
limitations and proposes a theoretical framework that incorporates key
4 - Crash prediction at road intersections based on ex- concepts from Maturana’s Theory of Autopoiesis (ToA) and Biology
treme value theory of Cognition (BoC). The proposed framework aims to help to expand
Riccardo Rossi, Massimiliano Gastaldi, Federico Orsini and complement Checkland’s SSM application process. We outline
and examine paradigmatic compatibility between Checkland’s onto-
Extreme Value Theory (EVT) is an emerging method to evaluate road logical position (reality is problematic and unknowable) and interpre-
safety at intersections, making use of surrogate safety measure instead tivist epistemology (multiple perceptions will enrich the ever-changing
of crash data. This work contributes to study the application of EVT, and ’unknowable’ reality). We argue that Maturana’s phenomenolog-
estimating the risk of being involved in an entering-circulating colli- ical onto-epistemology (we are immersed in the praxis of living in an
sion in single-lane roundabouts and T-bone accidents at unsignalized ontological multi-universe) resonates with SSM tenets making feasi-
intersections. Detailed trajectory data of the vehicles were derived ble to combine and graft some of Maturana’s ideas (structural deter-
from a driving simulator experiment, and both time-to-collision (TTC) minism/structural coupling and organisational closure) into some of
and post-encroachment time (PET) were used as surrogate safety mea- the phases of the Checkland’s well-known SSM seven-step process.
sures. Three EVT approaches were applied, tested and compared: (1) Checkland and Maturana’s work aim to understand and to improve
the Generalized Extreme Value distribution used in the block maxima problematic situations in organisations and in our everyday life; the
(BM) approach, (2) the Generalized Pareto Distribution used in the proposed combined framework when adopted can have substantial im-
peak-over-threshold approach (POT), with negated-TTC (nTTC), and plications to overcome SSM limitations. An enriched and improved
(3) shifted-reciprocal-TTC (srTTC). A number of covariates (flow rate, SSM process could have significant consequences in the Operational
roundabout geometry, tester characteristics) were tested and included Research and Systems community practice. The framework proposed
in the models. According to our findings, TTC performs better as a can have major social repercussions since it will incorporate the well-
surrogate safety measure in roundabout collisions, while PET in T- known influential ToA and BoC ideas into Operational Research prac-
bone collisions at unsignalized intersections; both BM and POT-with- tice.
shifted-reciprocal-TTC appear promising and deserve further attention
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3 - Causal mapping workshops and strategic development This paper proposes a new continuous-time framework to analyze op-
Parmjit Kaur, Ashley Carreras timal reinsurance, in which an insurer and a reinsurer are two players
of a stochastic Stackelberg differential game, i.e., a stochastic leader-
This paper investigates the medium and long term impacts of a series follower differential game. This allows us to determine optimal rein-
of Causal Mapping workshops that focused on the strategic develop- surance from joint interests of the insurer and the reinsurer, which
ment of one large PLC. and a series of SME’s. We will report not only is rarely considered in a continuous-time setting. In the Stackelberg
on the financial well being of the organisations but also upon the use game, the reinsurer moves first and the insurer moves subsequently
of the materials generated in the workshops and how they influenced to achieve a Stackelberg equilibrium towards optimal reinsurance ar-
the development of the organisations. The results will influence the rangement. Speaking more precisely, the reinsurer is the leader of the
recommendations we make to organisations, both on the use of the use game and decides on optimal reinsurance premium to charge, while the
and availability of the maps generated, and on the advice we give in insurer is the follower of the game and chooses optimal proportional
determining the suitability of the technique to be used in the specific reinsurance to purchase. We solve the game problem in two cases: ex-
organisational context. ponential utility maximization and mean-variance optimization. Under
the utility maximization framework, we find that the reinsurer always
applies the variance premium principle to calculate the optimal reinsur-
4 - Developing robust strategy: modelling stakeholder in- ance premium and the insurer’s optimal ceding/retained proportion of
teractions - a case example insurance risk depends not only on the risk aversion of itself but also
Colin Eden on that of the reinsurer. Under the mean-variance framework, if the
reinsurer adopts the variance premium principle (resp. expected value
The implementation of strategy is often of significant interest to ex- premium principle), the Stackelberg equilibrium is attained when the
ternal as well as internal stakeholders. Stakeholders with power can insurer purchases the proportional reinsurance (resp. excess-of-loss
respond and create unexpected and undesirable dynamics. Exploring reinsurance).
the interactions between multiple stakeholders can be a crucial task in
developing robust strategies. Ideally stakeholder responses/dynamics 3 - Population dynamics in electricity markets: going
would lead to a reinforcement of the success of a strategy. This pre- against the flow
sentation considers ways of helping a group consider stakeholder in- Athanasios Papakonstantinou, Jethro Browell, Pierre Pinson
teraction in such a way that more robust strategy can be developed -
strategies that a self-reinforcing through the dynamics of stakeholder The dominance of fluctuating and intermittent stochastic renewable en-
responses to the strategy and to one another. The presentation shows ergy sources (RES) has introduced uncertainty in power systems which
steps in a soft-OR modelling process designed to assist a management in turn, has challenged how electricity market operate.
team - the process is illustrated through a real case involving airport In this context, there has been significant research in developing strate-
security. gies for RES producers, which however typically focus on the decision
process of a single producer, assuming unrealistic access to aspects
of information about the power system. Still, even if there are sev-
eral producers with access to advanced models that can predict similar
market outcomes and with accurate information of their own genera-
WD-32 tion, it is not guaranteed that their strategies will be optimal if all the
competition deploys similar approaches. For example, a RES producer
Wednesday, 14:30-16:00 - SOUTH BUILDING UV S314 expecting high price in the balancing market may be inclined to under-
bid its quantity in the day-ahead market and overbid in the balancing
Dynamic Models in Game Theory II market. If the majority of the producers behave in similar fashion then
it is likely that the market delivers the opposite outcome than the one
Stream: Dynamic Models in Game Theory they predict.
Chair: Jiajia He This work analyses the behaviour of an entire population of RES pro-
ducers in an electricity market using as basis a minority game: the "El
Farol Bar problem". We generalise the typically binary strategies of a
1 - A game-theoretic approach to solving the dynamic trav- minority game to model the complexity of RES forecasting, prove the
eling salesman problem convergence of the system towards and equilibrium and illustrate the
Svetlana Tarashnina, Yaroslavna Pankratova impact of the quality of information on the developed strategies and
producers’ revenues.
We study a dynamic traveling salesman problem (DTSP) allowing all
considered objects (the salesman and customers) to move on a plane 4 - An analysis of port competition from a hinterland trans-
with constant velocities. We apply a game theoretical approach to solv- port chain perspective
ing the DTSP. Jiajia He, Dongping Song, Andrew Lyons
In fact, we propose to use some methods of pursuit game theory for Port competition between neighbourhood ports can be fierce. Ship-
this purpose. This means that each agent is considered as a player pers’ port choice not only depends on port charges but also on conges-
that has his own aim and his profit is described by a payoff function. tion and emission at port and hinterland transport. Traditionally, ship-
The players may use admissible strategies and interact with each other. pers’ port choice is often modelled as a linear demand function, multi-
Here we offer to find a solution of the DTSP as a Nash equilibrium in nomial logit model, one-dimensional or equivalently one-dimensional
a non-zero sum game of pursuit. In other words, we define strategies Hotelling model. These models cannot accurately represent the two-
of all players that provide the minimal length of the salesman route. dimensional distribution of shippers in a hinterland region. More im-
In the considered dynamic traveling salesman problem we propose a portantly, as shippers’ port choice decisions depend on port congestion
new approach to finding a solution of this task. Applying methods and and hinterland road congestion, whereas port congestion and road con-
solution concepts of pursuit game theory we describe motion of the gestion depend on the shippers’ port choices, these two aspects are
salesman and customers in a form of differential equations and assign coupled and may not be obtained analytically. This study will fill the
them goals to meet the salesman as soon as possible. We find Nash research gap by investigating the competition of two ports on pricing
equilibria and consider different examples which illustrate all possible decisions by considering two-dimensionally distributed shippers who
cases of behavior. will choose port based on hinterland transport cost, hinterland transport
emission, road congestion, port congestion, and port charge. We con-
sider a square region that shippers are uniformly distributed within the
2 - Stochastic stackelberg differential games between an square with two ports are situated at two corners on one side. A Nash
insurer and a reinsurer game and a Stackelberg game are developed to model the competition
Yang Shen of two ports in different scenarios. Shippers’ port choice is modelled
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using a 2-dimensional Hotelling model. The models are applied to a We developed a network-driven framework for early detection of mal-
case study of Shanghai and Ningbo-Zhoushan port in China. ware, where user nodes are connected if they became infected by be-
ing exposed to the same malicious website. The model considers the
user’s history of infections, and his similarity to other users as por-
trayed by the network. Additionally, we incorporated epidemic mod-
eling to account for transmission dynamics of malware throughout the
WD-33 network over time. Using web-browsing data collected from 1.7 mil-
Wednesday, 14:30-16:00 - SOUTH BUILDING UV S315 lion users worldwide, we demonstrate how our model can serve as a
powerful tool to infer the user’s risk of becoming infected as it varies
over time. Our methodological approach presents a novel personal-
New Applications and Perspectives III ized framework for malware detection, which is instrumental given the
exponential rise in the magnitude and sophistication of malware nowa-
Stream: Data Mining and Statistics days.
Chair: Emilio Carrizosa
4 - Characterization for the determination of production
1 - Applying cluster analysis and collaborative filtering to times using fuzzy clustering and relative risks
develop hybrid recommendation for personalized pic- Maria Pastuizaca, Francisco Moreira
ture book
The production time of an automotive vehicle depends on several fac-
Ling-Jing Kao, Chih-Chou Chiu, April Ying-Chieh Chiu tors of different nature, such as the specifications of the manufacturer
Personalization has made a dramatic effect on how companies do busi- or manufacturing requirements provided by the customer; generating
ness. The success of Amazon, Netflix and Spotify relies on provid- a large number of variables, making it necessary to determine the use
ing personalized recommendation for each customers. However, most of methodologies and tools of data analysis such as multivariate anal-
studies in personalized content focuses on the application in digital ysis and machine learning, both supervised and unsupervised. In the
service. There is very little discussion about how to utilize data min- present work we propose the use of association measures such as rel-
ing techniques and recommendation algorithms to facilitate the design ative risk and methodologies such as fuzzy classification in order to
of customized product given customer transaction data. This research determine the main characteristics that influence the creation of vehi-
collaborates with a well-known Taiwanese picture book publisher to cle profiles and estimate the total production time based on them.
develop a recommendation algorithm for personalized picture book.
The objective of this research is to develop an approach that can gen-
erate a list of book features, such as figure (e.g., a bear), role (e.g., a
princess), scene (e.g., real vs unreal) and story (e.g., adventure), for a
customer to choose from. By selecting from the list of recommended
book features, a customer can personalize the content of picture book
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for herself easier. In this study, we propose to first analyze customer Wednesday, 14:30-16:00 - 4D UPV B.3
transaction data with cluster analysis to obtain individual preference
and cluster preference in book features. Then given these information, OR in Hydro Energy Management
collaborative filtering and hybrid recommendation are used to gener-
ate a list of picture book features for each individual customer. The Stream: OR in Water and Hydro Energy Management
empirical result show that the proposed approach can successfully rec- Chair: Jorge Daniel Páez Mendieta
ommend features of picture books that customers prefer.
2 - Homogenous or heterogeneous? Demand effect of user 1 - Heuristic for dispatching of seasonal hydro storage
similarity network in online video website power plants
Jun Yang, Hongjun Huang, Ling Zhao Florian Zimmermann
With the rapid development of social web and television technolo- In Switzerland, generation capacity is dominated by nuclear power
gies, increasing numbers of people tended to share the experience with plants with an installed capacity of 3.3 GW and hydro power plants
others. Online social media communities such as message boards, with a total capacity of 16.1 GW by a maximal demand of over 9.2 GW
YouTube, Hulu, aiqiyi build a platform to enable television-viewer to (by 2016). The majority of the installed hydro capacity are seasonal
interact and make comments instantly. On the basis of homogeneity storages with 8.7 GW (by 2017) together with a maximum storage ca-
theory, this paper analyzed the effect of viewer’s similarity network on pacity of 8’800 GWh (by 2017, this value also includes the pump stor-
the demand of video view. Based on data from aiqiy.com, we build the age). This figures indicate that hydro power plants need to be modelled
reviewer network considering their interests similarity. To create the in the energy system models appropriately particularly for Switzerland.
similar reviewer network, we extract the preference from reviewers’ However, by applying complex models considering multiple market ar-
following interests clubs and subscribing clubs on their homepages. eas, computing time plays a crucial role. In order to reduce computing
By counting the number of same clubs between two reviewers, we de- time, heuristics are often used instead of optimization methods. There
fined the degree of reviewer similarity. Firstly, we examine the effect are already existing heuristics for hydro pumped storage. To the best
of comments by calculating the cosine similarity of text. The results knowledge of the authors, there are no appropriate heuristic for hydro
show that the diversity and richness of comments has positive demand seasonal storage power plants.
effect. Secondly, we explore the effect of different characters of the
network. The results reveal that the density and connection intensity For this purpose a multi stage heuristic for dispatching seasonal hydro
of the network have negative demand effect. The homogeneity of net- storage power plants is developed. First, a preliminary dispatch of the
work is negative with video views. The cluster coefficient and average seasonal hydro power plants is determined based on the residual load,
node degree have positive economic impact. the historical production volume and the storage level. In the second
step, adjustments are made taking into account the price forecast for
3 - Personalized detection - integrating epidemic modeling the wholesale markets. The heuristic always considers technical limits
such as turbine capacity and water storage levels.
and user behavior to improve malware detection
Amir Yavneh, Roy Lothan, Dan Yamin 2 - Decompostion techniques in hydro storage valuation
Individual behavior plays a key role in malware transmission. Pre- and scheduling
vious studies showed that users’ characteristics, such as web-surfing Vadim Omelčenko
habits and type of app downloading, may increase their risk of be-
coming infected with malware. However, despite its role in transmis- We consider a practical problem of hydro storage valuation where non-
sion, user behavior is rarely modeled to improve malware detection. convexities and price and inflow uncertainties are taken into account.
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We present hardware solutions on how to incorporate more sophisti- 1 - A Fama and French four factor model
cated price models into valuing and how to preserve convexities. A Juan E. Trinidad-Segovia, Maria de las Nieves López-García,
popular method for handling this problem is stochastic dual dynamic Miguel A. Sanchez-granero, Igor Pouchkarev
programming. However, in practical problems, nonconvexities arise,
e.g., due to ancillary services, and we provide our way of handling this We introduce a Fama and French four factor model by substituting the
issue. Additionally, we provide comparisons of price models for hy- momentum for a Hurst exponent based factor. Hurst exponent is a clas-
dro storage valuation and present a way of incorporating probability sical measure of market memory. We will show the relevance of this
constraints (for stable innovations) without losing convexity. new factor through an application in a sample of 1.500 companies of
different markets.
3 - Comparison of algorithms for valuation of hydroelectric
pumped storages 2 - Using heuristics to maximize costumer attractiveness
Maik Günther, Christoph Rapp in retail stores
Hydroelectric Pumped Storages (HPS) are able to balance variations in Sara Hatami, Mage Marmol, Leandro Martins, Angel A. Juan,
wind and solar gen-eration. They play an important role in electricity Vicente Fernández
systems, especially in the future with a high-er share of volatile re-
newable generation and less thermal power plants in the market. HPS Nowadays, product recommendation is one of the strategies which is
generate a large proportion of their revenues at the spot market. For used from brick and mortar stores to omni-channel retail in order to in-
investment decisions in HPS a various number of algorithms is avail- crease sales and revenues. Recommending the subset of most relevant
able to calculate these revenues. Beside exact algorithms like Linear products which contains a high level of correlation between themselves
Programming or Dynamic Programming also a lot of heuristics can be and are most likely to purchase, leads to increasing customer attractive-
applied. This leads to the question which of these solution techniques ness and probability into sales of the recommended products. This ar-
should be favored, based on the evaluation criteria: quality of the solu- ticle is studied how determines the subset of most relevant products to
tion, computation time, implementation ef-fort and the effort to make expose on showing tables at brick and mortar stores in a planning hori-
adjustments. To answer this question, different algorithms are com- zon so that the overall attractiveness of the customers to these products
pared at three existing HPS in Germany. For hourly electricity prices is maximized. In order to have attractive tables, a number of assump-
real data from 2005 till 2016 and for comparison an hourly price for- tions and strategies such as price and product category diversification,
ward curve for the same period are used. Nevertheless, to see the effect acceptable profit margin and analyzes the behavior of each visitor are
of changes in generation capacities in long-term, hourly prices of Ger- considered. Solving this proposed problem equips the brick and mor-
many from a fundamental electricity model are also applied from 2023 tar stores to be capable to provide an exciting experience for the cus-
till 2050. In ad-dition, the effect of solution techniques on interest rates tomers when visiting the store, and consequently to generate several
for an investment in the three existing HPS is analyzed. The results re- benefits to the stores, such as increasing the number of sales and the
veal that there are significant differences in revenues and in interest profit. To solve this problem, we proposed Biased-Randomized (BR)
rates, based on the solution technique and the source of hourly prices. heuristic. A set of instances to the problem was generated based on
real-life assumptions and different selection methodologies were de-
4 - Optimal design of a hybrid power system in Fernando veloped, tested and compared. The results were analyzed using a com-
de Noronha Island prehensive statistical evaluation.
Jorge Daniel Páez Mendieta, Caroline Paulino, Paulo Correia,
Ieda Geriberto Hidalgo 3 - New challenges for OR in smart cities
Enrique Alba
The Brazilian Isolated Systems (IS) are located mainly in the states of
the North and Center-West region, and distributed throughout the in- OR is a domain where modeling and solving problems led to many
terior of these states. These systems usually have a large number of successful applications. The field of smart cities is a promising land
small diesel generating units and a great difficulty of supply logistics. for OR, but for this we need a new generation of OR techniques: -
Given the continental dimensions of Brazil and the existence of remote Problems in smart cities are not static. What kind of techniques can
locations, especially in the northern region of the country, the exis- deal with a problem that changes as the solver is trying to get the opti-
tence of IS’s are essential. Among the SIs, the Fernando de Noronha mum? - Time consuming applications are normal in smart cities, since
archipelago draws attention to its location. According to ELETRO- the quality of a solution might need to be simulated (forget on deriva-
BRAS, in order to satisfy the expected electric demand for the island, tives and equations). Is parallelism a way to go? How can we split
5,199 m3 of diesel oil per year is needed, which shows a high depen- our solvers to be parallel in the modern ecosystem of cloud, GPUs and
dence on this resource for supplying electric energy on the island. The multiprocessors? - Solving OR problems does no longer remain in
expected energy load for the SI of the island of Fernando de Noronha is the realm of desktop computers. How problem models and algorithms
1.98 MW average, corresponding to a maximum demand of 2.9 MW. run on smartphones and Raspberry Pi? How can we match a very low
This article is an economic analysis of the cost of generating electric- number of iterations to react in real time and on the street? - How OR
ity from solar, wind and thermal energy on the island of Fernando de collaborates with machine learning, neuronal networks, bio-inspired
Noronha. It looks for a solution to reduce the dependence of diesel techniques? - What is the scalability of our present solvers? Are we
oil, main resource of electric power generation, and to use renew- actually studying it in all our papers? - How we can deal with multi-
able sources to not harm the environment of the archipelago. In this objective optimization and decision making? New metrics to measure
sense, a mathematical model of optimization with annual horizon and performance? Can we bear with fifty objectives? - How can the new
hourly discretization was used so that the result of the economic anal- OR techniques deal with uncertainty in data? Probability distributions
ysis would be closer to reality. instead of numbers? - In smart cities, every solver is hoped to run on
its own for a long time. How do we incorporate proprioception in it?
How concept drift can be embedded into OR?
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of three CSIR laboratories, namely, the Central Leather Research In- 3 - Analyzing economies of scale and scope in hospitals by
stitute (CLRI), Chennai, the Indian Institute of Integrative Medicine use of case mix planning
(IIIM), Jammu, and the Central Mechanical Engineering Research In- Jens Brunner, Sebastian McRae
stitute (CMERI), Durgapur, in terms of the following measures: num-
ber of Indian patents filed and granted, number of foreign patents filed This study analyzes the effect of economies of scale and scope in hospi-
and granted, and the number of published papers figuring among the tals on the optimal case mix of a hospital or hospital associations. For
top 50 CSIR publications in specific research areas of biological sci- this purpose, the impact of efficiencies in resource consumption and
ences, chemical sciences, engineering sciences, physical sciences, and potential effects of spreading fixed costs among more patients are eval-
information sciences, over an extended period of eleven years (2003- uated with respect to the ideal volume and composition of patients. The
04 to 2013-14). We follow this up by presenting laboratory-specific problem is formulated as a non-linear mixed integer program. An it-
cases studies on regional specificity of R&D and innovation from these erative solution procedure using linear approximations to derive lower
laboratories. We specifically investigate the role played by CLRI in and upper bounds is proposed since the original problem is too dif-
nurturing and supporting the leatherwear cluster in Chennai, how IIIM ficult to be solved with standard solution approaches. These bounds
has contributed to the development of a regional knowledge-base in converge against the optimal solution value. The procedure is applied
J&K and how CMERI has contributed to the development of Durgapur- to data of German hospitals. Results indicate that resource efficiencies
Asansol industrial belt and other small scale industrial clusters. have a considerable impact if similar services can be consolidated, e.g.,
among different departments. However, if the decision scope regarding
the volumes of different patient groups is limited, resource efficiencies
can be neglected.
WD-51 4 - Patient admission, surgery planning and bed assign-
Wednesday, 14:30-16:00 - 4D UPV 1.2 ments problems: a solution approach
Rosita Guido, Vittorio Solina, Giovanni Mirabelli, Domenico
Planning and Scheduling for Health Care Conforti
Elective patient admission and surgery planning with bed assignment
Stream: OR for Health and Care II is a very challenging problem, recently introduced in the literature. Its
Chair: Rosita Guido main aim is to find a good matching between demand and resource,
namely bed, equipment, and operating rooms. It is an extension of the
1 - Stochastic kidney exchange problem patient bed assignment problems, which is NP-hard.
Bart Smeulders, Yves Crama, Frits Spieksma Our contribution to the existing literature is a matheuristic solution
Traditionally, the Kidney Exchange Problem (KEP) is treated as a de- approach, which can improve the ability of hospitals to provide the
terministic problem. However, the transplant compatibility graph is best possible care to patients. Computational experiments on bench-
subject to uncertainty. While initial tests, which are used to build the mark instances show that the proposed approach provides high-quality
compatibility graph, may suggest a donor is compatible with a donor, schedules in reasonable times and the results reported in the literature
more detailed tests can uncover incompatibilities. Donors or patients are improved.
may also withdraw from the exchange due to illness, transplants out-
side of the exchange, etc. In this talk, we look at the KEP as a two-stage
stochastic problem. In the first stage, potential transplants are selected
for detailed compatibility tests. In the second stage, a KEP is solved
using only transplants which passed these tests. The goal is to choose
potential transplants in the first stage, so that the expected number of
WD-52
transplants in the second stage is maximized. To solve this problem, Wednesday, 14:30-16:00 - 4D UPV 1.3
we make use of Monte Carlo simulation to generate scenarios, and op-
timize the number of transplants over these. A straightforward IP for- Pricing and Revenue Management III
mulation of this problem quickly becomes intractable, but by making
use of the strong linear relaxations of KEP-formulations and Benders Stream: Analytics and Pricing
decomposition we are able to increase the size of the KEP and the Chair: Andre Schnabel
number of scenarios that we can handle.
2 - Heuristic solutions for kidney exchange program 1 - Pricing and coordination decision in closed-loop supply
Utkarsh Verma, Narayan Rangaraj chain considering joint advertising
Juhong Gao
Kidney exchange programs were developed to find compatible matches
for recipients with incompatible donors. These incompatible pairs reg- With the consideration of ordinary and green consumers’different will-
ister themselves in PKE (Paired Kidney Exchange) registry and get ingness to pay for new and remanufactured products, the market was
a compatible kidney through either a swap or a cycle of exchanges segmented into two scenarios by the utility theory. Further consider-
within registry. Execution of long cycles are logistically challenging ing the impact of cooperative advertisement on new product demand,
- thus a bound on The cycle length was implemented. Researchers demand functions under different scenarios were obtained. The opti-
have come up with different MILP models to find the optimal num- mal pricing strategy and advertising strategy in decentralized decision
ber of exchanges for these registries considering the bounds on cycle under different dominant modes and centralized decision-making un-
length. Finding bounded length cycles over a network is a NP hard der each market scenario were compared, and the impacts of adver-
problem and for large number of nodes these models can take exponen- tising effect on CLSC were analyzed, and an improved two part tariff
tial amount of time to solve for optimality. Thus we propose a heuristic contract was proposed to coordinating of the CLSC with the effect of
solution which will allow us to solve the problem of kidney exchange cooperative advertisement.
in reasonable time. It is a data driven approach which uses the com-
patibility of blood groups and the idea of prioritizing crucial pairs to 2 - Optimal order quantity and dynamic pricing for multiple,
increases the number of transplants. All proposed transplants do not vertically-differentiated products
execute in practice due to various reasons, cross match positivity being Prasenjit Mandal
one of them which shows that a recipient has become sensitized to a
blood group profile. These sensitized recipients need to be incentivized We consider a retailer’s optimal order quantity and dynamic pricing
as they are having higher chances of cross match positivity. Our algo- problem for multiple substitutable products with m-period lifetime.
rithm prioritizes these sensitized recipients to increase the probability Also, the products are vertically-differentiated. As part of the prob-
of successful execution of the proposed transplants. lem, the retailer seeks to determine the optimal order quantity of the
highest-quality item at the beginning of each epoch. Subsequently,
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given the inventory of multiple products, the retailer would like to dy- 1 - Analysis and clustering of residential electricity con-
namically vary the price for each product during of an epoch to maxi- sumers using smart meter data
mize his expected profit. We assume that customers are heterogeneous Olga Varganova, Behzad Samii
in their willingness to pay for product quality. Moreover, an arriving
customer chooses a product that provides her the maximum utility from Electricity consumption data captured by smart meters provides a valu-
the available alternatives. To study this problem, we develop a dynamic able resource for identifying energy producing and consuming behav-
programming formulation and analyze characteristics of the optimal ior of prosumers. The ensuing demand response schemes help main-
decisions. We identify novel structural properties of the optimal rev- taining a flatter demand curve throughout the day which in turn con-
enue function. We find a simple algorithm to find the optimal inventory tributes to the lifetime extension of the physical assets and decreases
of the highest-quality item at the beginning of each epoch. Also, we the usage of costly gas-fired peaker plants.
show that the optimal value function is anti-multimodular which guar-
antees that our algorithm finds a globally optimal order quantity. The In this study, we provide an in-depth analysis of real smart electric-
optimal order quantity and the existing inventory of any other product ity meter data of 102 residential households in Belgium. We use hi-
are economic substitutes and the order quantity is more sensitive to the erarchical and k-mean clustering to identify different energy behav-
inventory of a higher-quality product compared to a lower-quality. ioral segments in order to distinguish consumers’ fit for peak reduc-
tion purposes. While our analysis focuses on clustering based on mean
3 - Dynamic pricing of new products in competitive mar- and standard deviation of electricity consumption, we extend our ap-
proach to account for intra-day and seasonal variations of residential
kets: a mean-field game approach consumers as well as variations across days of the week, for a period
Régis Chenavaz, Corina Paraschiv, Gabriel Turinici of one year.
Dynamic pricing of new products has been extensively studied in mo- Our research shows that the majority (88%) of consumers have a highly
nopolistic and oligopolistic markets. But, the optimal control and dif- predictable demand behavior while a minority (6%) show highly dis-
ferential game tools used to investigate the pricing behavior on markets ruptive and unpredictable pattern. Our research partner, a major Dis-
with a finite number of firms are not well-suited to model competitive tribution System Operator (DSO), can then use this clustering infor-
markets with an infinity of firms. Using a mean-field games approach, mation to design zero-sum targeted demand response schemes that pe-
this paper examines dynamic pricing policies in competitive markets, nalize disruptive consumption segments while rewarding the segments
where no firm exerts market power. The theoretical setting is based with predictable demand behavior.
on a diffusion model à la Bass. We prove both the existence and the
uniqueness of a mean-field game equilibrium, and we investigate mean 2 - A shared balancing responsibility model for the inte-
tendencies and firms dispersion in the market. Numerical simulations gration of ancillary services from demand side manage-
show that the competitive market splits into two separate groups of
firms depending on their production experience. The two groups differ ment and distributed generation
in price and profit. Thus, high prices and profits do not have to sig- Cristina Núñez-del-Toro, Cristina Corchero, Pol Paradell,
nal anticompetitive practices of managers, stimulating the debate on Gerard del Rosario
market regulation.
Transmission system operators (TSOs) are responsible for procuring
4 - Simulation-based service portfolio optimization balancing services from balancing service providers (BSPs) in order
Andre Schnabel, Carolin Kellenbrink to ensure operational security. BSPs include generators but also de-
mand response which involves customers changing their operating pat-
Service contractors in the field of regenerating complex industrial terns to aid system balancing. The larger the number of BSPs in a
goods, like aircraft engine re-manufacturers, face the complex deci- given market, the higher the chance to increase competition among
sion problem of accepting or rejecting unsteadily arriving regeneration them and, thus, to reduce costs for society. The inadequate intercon-
orders from different customer types. Specifically, there are customers nection of Iberian market with the rest of Europe is recognized for
entering long term contracts with comparatively low revenues and cus- all network development scenarios and therefore the transition of such
tomers placing spontaneously arriving orders with comparatively high market to a larger regional market is still limited. Furthermore, com-
revenues. In this context, service providers require a strategy to avoid plex (and costly) associated ancillary services joint to highly-variable
the displacement of more profitable jobs and the associated revenue renewable energy production, causes reserves increases in order to bal-
loss. ance supply and demand. In addition, the increasing number con-
One instrument for inducing a tangible policy for order acceptance is sumers and distributed energy resources, offering flexible ancillary ser-
an allocation of the finite resource capacities to these different classes vices on the market, may lead to grid congestion issues. In order to
of customers, denoted as the service portfolio of the contractor. This manage these potential problems, particularly TSO-DSO interconnec-
resembles the usage of booking limits in traditional revenue man- tion balancing and DSO congestion management, we present a real-
agement problems. A distinctive feature of our problem is the non- time "Shared Balancing Responsibility Model". Based on an Optimal
uniformity of the number of resource units occupied by a single order. Power Flow (OPF) problem, the model assess current imbalances in or-
This motivates the design of novel solution procedures for this specific der to re-schedule the target active power at the interconnection point.
allocation problem. The model also considers flexibility dispatching, providing, along with
market results, the market clearing prices.
We consider both mathematical programming with scenario generation
(simulation for optimization) and repeated simulations with heuristic 3 - Real-time energy dispatching in smart microgrids
configuration improvement (optimization for simulation). In the latter Selçuk Gören, Ahmet Önen, Yeliz Yoldaş, Salem Al-Agtash,
case, a commercial black box local search based solver called Local-
Solver and the application of the meta-heuristic procedure of particle
Brian Azzopardi, Nis Martensen, Jose L. Martinez-Ramos,
swarm optimization were evaluated on a newly developed problem li- Tsolakis Apostolos, Dimitrios Tzovaras, Lenos
brary. Hadjidemetriou, Mounir Khiat, Tim Camilleri, Nicholas Borg
Centralized electrical grids have demonstrated a proven failure in suc-
cessful integration of distributed and renewable energy sources. A se-
ries of phenomena such as widening energy demand-supply gap, ten-
WD-53 dency towards more electrical vehicles, increased energy losses due
to aging equipment in transmission and distribution networks, and in-
Wednesday, 14:30-16:00 - 4D UPV 1.4 creased need for electrification of secluded areas such as islands, have
created the necessity for alternatives that can improve the energy man-
Electricity Supply agement in modern networks. Microgrids are considered as a possible
solution that can tackle, if not all, of the aforementioned issues.
Stream: Stochastic Assessment of Renewable Energy In this study, we consider a pilot smart microgrid that consists of pho-
Chair: John Boland tovoltaic and wind generators, standby diesel generators, and backup
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energy storage units (batteries, fly wheels, and power capacitors). We Jeppesen provides a range of crew and fleet planning products, mainly
propose a dynamic energy management system that optimally gener- for airlines. Such problems are challenging for various reasons, in-
ates dispatch control signals in real time to 1) minimize load shed- cluding problem size, legal requirements of schedules, and company
ding, 2) maximize the utilization of renewable generators, 3) maximize policies. The rostering optimizer builds schedules (rosters) for indi-
active/reactive voltage and current consistency when islanded, and 4) vidual pilots and cabin crew using small chunks of work provided by
avoid too short charge/discharge cycles of batteries. Our simulations a previous separate optimization program. It must take into account
demonstrate the robust performance of the proposed system. such aspects as costs, industry rules and regulations, quality and ro-
bustness, and also individual crew preferences (bids). Airline industry
Acknowledgement: The authors acknowledge the financial support of has two main approaches for handling crew bids. One is weighted fair
EC FP7 ERANETMED partners, project number: ERANETMED _ share, where all crew could equally likely get their bids granted. The
ENERG - 11 - 286. The work is supported by the project "3D Micro other is strict seniority bidding, where bids are granted in crew senior-
Grid (215E373)" funded by National Agency of Turkey, "TUBITAK". ity order. The scope of the presentation is modelling a real-world strict
seniority rostering problem. The first challenge is how to model com-
4 - Long-term wind power forecasting using singular spec- plex business rules that determine roster legality, which are imposed
trum analysis by government regulations, the airline, union agreements etc. The sec-
Soraida Aguilar, Paula Maçaira, Reinaldo Souza, Fernando ond challenge is cost function definition. In particular, the optimizer
should assign the best possible roster even for a junior crew member
Luiz Cyrino Oliveira
while keeping senior crew member bids satisfied and still respecting
other cost components and business constraints. Jeppesen’s rostering
The share of wind power generation in Brazil has been steadily grow- optimizers are used commercially by a large number of major airlines,
ing in recent years, and this increase in the wind resource is accom- solving problems with several thousands of crew members and five to
panied by the inclusion of policies that regulate the expansion of the ten times more trips.
country’s energy matrix and the growth of the electricity demand. To
assess the wind power output this work analyzes the seasonality and 3 - Analysis of firefighter absences and hiring schedule op-
the long-term deviations via the application of singular spectrum anal- timization at a Canadian fire department
ysis (SSA) to generate a wind power forecasting model. The results
obtained by this proposed model are compared to other time series of Tamon Stephen
wind power production from wind speeds derived from wind speed We study staffing issues at the Surrey (British Columbia, Canada) Fire
measurements and two global climate reanalysis models: NCAR and Department with a view to understanding and optimizing the annual
ECMWF. hiring cycle for full-time firefighters. This project includes discussion
of a previous model used by the Fire Department which predicts ab-
sences based on seasonally adjusted historical data and then optimizes
the hiring cycle based on a simulation. We extend the analysis of the
data to include the age cohort as a variable and compare short-term and
long-term absences. We use time series to predict future absences and
WD-54 use these predictions along with additional constraints to optimize the
Wednesday, 14:30-16:00 - 4D UPV 1.6 hiring schedule.
This is joint work with Bolong He and the Surrey Fire Department.
Personnel Scheduling Applications
4 - Making schedule recommendations for managing per-
Stream: Applied OR sonal processes by using a constraint programming
Chair: Geir Hasle model
Sercan Oruc, P. Erhan Eren, Altan Koçyiğit, Sencer Yeralan
1 - Airline cabin crew rostering based on a column genera- Personal process management is the management of "flow of activi-
tion algorithm ties" (processes) in people’s personal lives; such as registering for a
Nan Xu, Mingyu Zhao, Fan Yang, Zhiyao Zhang college, applying for a visa, and preparing a birthday party. These
flows of activities could be as complex as planning a marriage orga-
nization or procedures for buying a house, or could be as simple as
Here we focus on the cabin crew rostering problem, which is chal- baking a cake or following an exercise program. There are two main
lenging due to the extremely large size and the complex working rules properties of personal processes. First, they are ad hoc, i.e. the process
involved. In our approach, the objective of rostering consists of two may change significantly depending on the context such as time of the
major components. The first is to minimize the unassigned pairings day or location. Secondly, contrary to the processes for businesses, per-
and the second is to ensure the fairness to crew members. There are sonal processes are highly dependent on the individual. Two different
two measures of fairness to crew members, the number of overnight people conducting the same process may have many distinct require-
duties and the total fly-hour over a given period. Pairings should be ments compared to each other.
assigned to each crew member so that their actual overnight duties and
fly hours are as close to the expected average as possible. Deviations In this study, we present a context aware mobile scheduling software
from the expected average are penalized in the objective function and application that serves as a decision support system in managing per-
the penalization is quadratic. Our model is based on column gener- sonal processes. We develop a constraint programming model which
ation. The problem is decomposed into a master problem and sub- takes a set of processes and related activities, the context information,
problems. The master problem is modeled as a set partition problem and user’s objective preferences as input, and gives a suggested sched-
and the subproblem is modeled as resource constrained shortest path ule of activities as the output. We also discuss the empirical results of
problems. The major contribution of our model is: 1) We propose a using such a system in managing personal processes.
method to deal with non-additive shortest path problem; 2) Operation
to allow relaxing some soft rules is allowed in our algorithm, which
can improve the coverage rate; 3) Multi-thread techniques are used to
improve the efficiency of the algorithm when generating Line-of-Work
for crew members. The algorithm we propose in this paper has been WD-55
put into production in a major airline in China and numerical experi- Wednesday, 14:30-16:00 - 4D UPV 2.1
ments show that it has a good performance.
Ethical Dilemmas in Everyday Practice
2 - Modelling real-world strict seniority bidding problems
in airline crew rostering Stream: Making an Impact I
Andriy Svynaryov, Magnus Björk, Paweł Pietrzak Chair: Ruth Kaufman
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1 - Ethical dilemmas in everyday practice 3 - Reallocate operating room time among surgical ser-
Ruth Kaufman vices
Ethical practice is important if practitioners are to retain the trust of Luisa Lubomirska, Inês Marques
their clients as well as their own self-respect. There are a number of
codes of practice available for anybody who wants guidance on this. Health Care providers are facing a continuous increase in the complex-
But even for the most ethical practitioner, real life can sometimes throw ity of their organizations mainly due to the increasing demand and to
up ethical dilemmas, or tempt us into imperfect behaviour: perhaps the development of new and expensive technologies. The operating
fulfilling our contract obligations may require turning a blind eye to room (OR) is a major challenge in the hospital and is crucial for the fi-
unethical conduct from the client; or the client does not want to en- nancial health of the hospital. In the last decades, surgery demand has
gage with the caveats around our analysis; or we want to convince the been increasing, forcing operating rooms to be more efficiently man-
client to employ us even where the work area is new to us, to name aged. This work is developed under a partnership with a Portuguese
just a few situations where a purist approach may result in no OR work public hospital and aims to improve the efficiency of the OR. Given
happening at all. This session will start with a short introduction to the hospital restrictions in terms of space and human resources, this
the ethical dilemmas that can arise in everyday OR, and then open out work tries to reallocate the operating room time among the surgical
into discussion inviting participants to share their own experiences and services, proposing a new master surgical schedule - a cyclic timetable
approaches. It is intended to give an opportunity to people engaged in with the number of hours, the days and rooms in which each specialty
practical OR to reflect on their own practice and to share learning and should operate. This reallocation has as main objective the balance
ideas with others, so that they may be better equipped to make good between supply and demand, as well as the maximization of the OR
choices in future. efficiency. These two objectives contribute to a major social impact,
which is the reduction of patients on the waiting list. The inclusion
of stakeholders’ preferences is considered to be important for the fu-
ture implementation of the study in the hospital. Therefore, another
objective has been added: the maximization of the satisfaction of the
WD-56 stakeholders including surgeons, anesthesiologists, nurses and hospital
Wednesday, 14:30-16:00 - 4D UPV 2.2 managers.
Scheduling Problems in Hospitals 4 - Blood supply chain planning: the Portuguese case
Ana Margarida Araújo, Inês Marques, Ana Barbosa-Povoa
Stream: Healthcare Logistics The blood supply chain comprises diverse activities as the processes of
Chair: Inês Marques collecting, testing, processing and distributing blood and blood prod-
ucts, from donor to patient. Blood products are transfused to patients as
1 - Multi-appointment scheduling in a diagnostic facility part of routine medical treatments or surgical operations and in emer-
Joren Marynissen, Erik Demeulemeester gency situations. The availability of the right blood products at the
As proven in recent review articles (Marynissen and Demeulemeester, right time in the right quantity is critical for the health provision since
2018; Leeftink et al., 2018), the (centralized) scheduling problem shortages can be fatal to patients. The management of these products is
of patients who require multiple (and interrelated) appointments has particularly challenging. Matching supply and demand in an efficient
gained recent attention in the healthcare literature. In this research, we manner is not straightforward: the supply of donor blood is irregular
try to extend this literature by studying a real-life diagnostic facility in while the demand for blood products is highly stochastic, and there is
which patients need to be scheduled on multiple diagnostic resources. a wide range of blood types and products. Moreover, blood products
The goal of this problem is to sequentially schedule all patients such are perishable which hinders the stock accumulation and pressures the
that a weighted objective function is optimized. This objective func- stock management. An efficient blood supply chain planning should
tion focuses on the in-hospital waiting time of patients, the number of meet demand while at the same time reducing wastage and minimiz-
days on which patients need to visit the hospital and provider idle time. ing costs. The aim of this work is to characterize the Portuguese blood
Using a discrete-event simulation model, we measure the effect of dif- supply chain and to improve the main identified sources of inefficien-
ferent scheduling methodologies on the performance of the system. cies by proposing a model to handle tactical and operational decisions.
These scheduling methods include (meta)heuristics as well as optimal The overall goal is to deliver the correct quantity of the correct blood
methods. product to the patient at the moment and where it is required at mini-
mum cost.
2 - The introduction of pediatric operating room sessions:
quality vs efficiency
Carla Van Riet, Erik Demeulemeester
The need for specialized anesthesia equipment for pediatric patients
and the preference for audio-visual separation of pediatric and adult WD-57
patients can be addressed by separating pediatric surgeries in one or Wednesday, 14:30-16:00 - 4D UPV 2.3
more fully equipped operating rooms (ORs). Although the benefits
of this separation are clear with regards to equipment (e.g., less in-
vestment and/or less movement), its impact on patient scheduling has System Dynamics Modeling and Simulation
barely been studied. - Workshop
The aim of this study is to assess the feasibility of allocating OR ses-
sions to pediatric patients with regards to keeping the access times Stream: Making an Impact II
of both adult and pediatric patients within acceptable limits and with Chair: Kim Warren
regards to the change in several operational performance measures.
Introducing these separate pediatric sessions obviously decreases the
scheduling flexibility. The question is whether this decrease is accept-
able compared to the benefits the separation offers. We assess several
scenarios using a data-driven simulation model.
The results show that the percentage of patients that are served within
their due time is only slightly affected when looking at adult and pe-
diatric patients together, but this percentage for the pediatric patients
separately drops from 86% to 73%. This decrease for some disciplines
can be as large as 69 percentage points. This talk discusses the results
and the implications for hospital managers.
426
EURO 2018 - Valencia WF-01
427
Streams
Agent-Based Simulation in Applications of Dynamical Business Analytics
Business and Economics Models
Dries Benoit
Stephan Leitner João Almeida Ghent University
Alpen-Adria-Universität Klagenfurt LIAAD - INESC TEC and Instituto dries.benoit@ugent.be
stephan.leitner@aau.at Politécnico de Bragança
jpa@ipb.pt Kristof Coussement
Friederike Wall IESEG School of Management
Alpen-Adria-Universitaet Klagenfurt Alberto Pinto k.coussement@ieseg.fr
friederike.wall@uni-klu.ac.at University of Porto
aapinto1@gmail.com Wouter Verbeke
Track(s): 23 Vrije Universiteit Brussel
Track(s): 11
wouter.verbeke@vub.ac.be
Analytic Hierarchy Process /
Analytic Network Process Applications Related to Richard Weber
Continuous Optimization University of Chile
Alessio Ishizaka
University of Portsmouth Attila Gilanyi rweber@dii.uchile.cl
alessio.ishizaka@port.ac.uk University of Debrecen Track(s): 11
gilanyi@inf.unideb.hu
Josef Jablonsky Combinatorial Optimization I
University of Economics Prague Track(s): 13
jablon@vse.cz Silvano Martello
Applied OR University of Bologna
Y. Ilker Topcu Geir Hasle silvano.martello@unibo.it
Istanbul Technical University SINTEF Digital
ilker.topcu@itu.edu.tr Paolo Toth
geir.hasle@sintef.no University of Bologna
Track(s): 7 Track(s): 54 paolo.toth@unibo.it
Analytics and Pricing Track(s): 8
Behavioural OR
Luce Brotcorne L. Alberto Franco Combinatorial Optimization II
INRIA Loughborough University
Luce.Brotcorne@inria.fr Silvano Martello
L.A.Franco@lboro.ac.uk University of Bologna
Arnoud den Boer Raimo P. Hämäläinen silvano.martello@unibo.it
University of Amsterdam Aalto University, School of Science
boer@uva.nl Paolo Toth
raimo.hamalainen@aalto.fi University of Bologna
Track(s): 52 Track(s): 31 paolo.toth@unibo.it
Analytics, Data Science and Data Track(s): 25
Biomass-Based Supply Chains
Mining
Magnus Fröhling Computational Biology,
Gerhard-Wilhelm Weber TU Bergakademie Freiberg Bioinformatics and Medicine
Poznan University of Technology magnus.froehling@bwl.tu-freiberg.de
gerhard- Marta Szachniuk
wilhelm.weber@put.poznan.pl Taraneh Sowlati Poznan University of Technology
University of British Columbia Marta.Szachniuk@cs.put.poznan.pl
Track(s): 22
taraneh.sowlati@ubc.ca Metin Turkay
Track(s): 50 Koc University
mturkay@ku.edu.tr
Track(s): 57
Convex Optimization
Attila Gilanyi
University of Debrecen
gilanyi@inf.unideb.hu
Track(s): 18
428
EURO 2018 - Valencia STREAMS
429
STREAMS EURO 2018 - Valencia
Dynamic Models in Game Theory Energy Economics, European Working Group: Data
Environmental Management and Science Meets Optimization
Stefan Wrzaczek
Multicriteria Decision Making
Wittgenstein Centre Patrick De Causmaecker
stefan.wrzaczek@tuwien.ac.at Ana Barbosa-Povoa Katholieke Universiteit Leuven
Track(s): 32 Instituto Superior Tecnico Patrick.DeCausmaecker@kuleuven.be
apovoa@tecnico.ulisboa.pt
Ender Özcan
Dynamical Models in Sustainable Jacqueline Bloemhof University of Nottingham
Development Wageningen University ender.ozcan@nottingham.ac.uk
Pierre Kunsch jacqueline.bloemhof@wur.nl
Vrije Universiteit Brussel Andrew J. Parkes
Maximilian Schiffer University of Nottingham
pkunsch@vub.ac.be
RWTH Aachen University ajp@cs.nott.ac.uk
Track(s): 24 maximilian.schiffer@om.rwth-
aachen.de Dolores Romero Morales
Dynamical Systems and Copenhagen Business School
Mathematical Modelling in OR Grit Walther drm.eco@cbs.dk
Katsunori Ano RWTH Aachen University Track(s): 9
Shibaura Institute of Technology walther@om.rwth-aachen.de
kano2@mac.com Track(s): 54 Financial Mathematics and OR
Fuzzy Optimization
Jose-Luis Verdegay
Universidad de Granada
verdegay@ugr.es
Track(s): 12
430
EURO 2018 - Valencia STREAMS
431
STREAMS EURO 2018 - Valencia
Lot Sizing, Lot Scheduling and Memory-based Heuristics Multiple Criteria Decision Aiding
Production Planning
Rafael Marti Salvatore Corrente
Nabil Absi Universitat de València University of Catania
Ecole des Mines de Saint-Etienne - Rafael.Marti@uv.es salvatore.corrente@unict.it
LIMOS Track(s): 28
absi@emse.fr Michalis Doumpos
Technical University of Crete
Bernardo Almada-Lobo Metaheuristics mdoumpos@dpem.tuc.gr
INESC-TEC, Faculty of Engineering Carlos M. Fonseca
of Porto University University of Coimbra José Rui Figueira
almada.lobo@fe.up.pt cmfonsec@dei.uc.pt CEG-IST, Instituto Superior Técnico,
Universidade de Lisboa
Christian Almeder Track(s): 30 figueira@tecnico.ulisboa.pt
European University Viadrina
Almeder@europa-uni.de Mixed-Integer Linear and Milosz Kadzinski
Nonlinear Programming Poznan University of Technology
Track(s): 23
Juan José Salazar González milosz.kadzinski@cs.put.poznan.pl
Machine Learning Universidad de La Laguna (Tenerife) Constantin Zopounidis
jjsalaza@ull.es Technical University of Crete
Tony Wauters
KU Leuven Track(s): 5 kostas@dpem.tuc.gr
tony.wauters@cs.kuleuven.be Track(s): 10
Moments in History of OR
Track(s): 28
Gerhard-Wilhelm Weber Network Optimization and Social
Making an Impact I Poznan University of Technology Networks
gerhard- Christina Büsing
Ruth Kaufman
wilhelm.weber@put.poznan.pl RWTH Aachen University
n/a
ruth.kaufman@btinternet.com Track(s): 49 buesing@math2.rwth-aachen.de
Track(s): 55 57 Markus Leitner
Multiobjective Optimization
University of Vienna
Making an Impact II Michael Emmerich markus.leitner@univie.ac.at
LIACS Track(s): 16
Track(s): 55 57 emmerix@gmail.com
Maritime Transportation Manuel López-Ibáñez New Challenges in Investment
University of Manchester Strategies, Risk and Financial
Henrik Andersson Modelling
manuel.lopez-
Norwegian University of Science and
ibanez@manchester.ac.uk Roy Cerqueti
Technology
Henrik.Andersson@ntnu.no Kaisa Miettinen University of Macerata
University of Jyväskyla roy.cerqueti@unimc.it
Marielle Christiansen
kaisa.miettinen@jyu.fi Giulia Rotundo
Norwegian University of Science and
Technology Track(s): 22 Sapienza University of Rome
marielle.christiansen@iot.ntnu.no giulia.rotundo@uniroma1.it
Multiple Classifier Systems and Track(s): 4
Kjetil Fagerholt Applications
Norwegian University of Science and
Koen W. De Bock
Technology
Audencia Business School
kjetil.fagerholt@iot.ntnu.no
kdebock@audencia.com
Track(s): 12
Sureyya Ozogur-Akyuz
Matheuristics Bahcesehir University
Tony Wauters sureyya.akyuz@eng.bau.edu.tr
KU Leuven Track(s): 28
tony.wauters@cs.kuleuven.be
Track(s): 9
432
EURO 2018 - Valencia STREAMS
433
STREAMS EURO 2018 - Valencia
OR for Health and Care I OR in Agriculture, Forestry and OR in the Physical Internet
Fisheries
Joana Matos Dias José Fernando Oliveira
Inesc Coimbra Victor M. Albornoz INESC TEC and Faculty of
joana@fe.uc.pt Universidad Tecnica Federico Santa Engineering, University of Porto
Maria jfo@fe.up.pt
Humberto Rocha victor.albornoz@usm.cl
University of Coimbra António Ramos
hrocha@mat.uc.pt Concepcion Maroto ISEP
Universitat Politecnica de Valencia agr@isep.ipp.pt
Ana Viana cmaroto@eio.upv.es
Inesc Tec/isep Elsa Silva
aviana@inescporto.pt LluisM Pla Inesc Tec
Track(s): 52 University of Lleida emsilva@inescporto.pt
lmpla@matematica.udl.es Track(s): 8
OR for Health and Care II Track(s): 49
OR in Water and Hydro Energy
Joana Matos Dias
OR in Neuroscience Management
Inesc Coimbra
joana@fe.uc.pt Dorit Hochbaum Gerhard-Wilhelm Weber
UC Berkeley Poznan University of Technology
Humberto Rocha hochbaum@ieor.berkeley.edu gerhard-
University of Coimbra wilhelm.weber@put.poznan.pl
Track(s): 56
hrocha@mat.uc.pt
Track(s): 48
Ana Viana OR in Quality Management
Inesc Tec/isep Plenaries
Ipek Deveci Kocakoç
aviana@inescporto.pt Dokuz Eylul University Faculty of Greet Vanden Berghe
Track(s): 51 Economics and Administrative KU Leuven
Sciences greet.vandenberghe@cs.kuleuven.be
OR for Sustainable Development ipek.deveci@deu.edu.tr Track(s): 1
Sadia Samar Ali Track(s): 53
King Abdul-Aziz University Production and Operations
sadiasamarali@gmail.com OR in Sports Management
434
EURO 2018 - Valencia STREAMS
435
System Dynamics Modeling and Transportation Vector- and Set-Valued
Simulation Optimization
Riccardo Rossi
Markus Schwaninger University of Padova Lidia Huerga
Universität St.Gallen riccardo.rossi@unipd.it Universidad Nacional de Educación a
markus.schwaninger@unisg.ch Track(s): 18 Distancia, UNED
lhuerga@ind.uned.es
Evgenia Ushakova
University of St. Gallen Transportation and Logistics Vicente Novo
evgenia.ushakova@unisg.ch Mike Hewitt Universidad Nacional de Educacion a
Track(s): 10 Loyola University Chicago Distancia
mhewitt3@luc.edu vnovo@ind.uned.es
Technical and Financial Aspects Track(s): 30 Track(s): 19
of Energy Problems
Variational Inequalities Vehicle Routing and Logistics
Luis Baringo
Optimization I
Universidad de Castilla-La Mancha Patrizia Daniele
Luis.Baringo@uclm.es University of Catania Roberto Roberti
daniele@dmi.unict.it Vrije Universiteit Amsterdam
Raimund Kovacevic r.roberti@vu.nl
Institut für Stochastik und Laura Rosa Maria Scrimali
Wirtschaftsmathematik, ORCOS Università di Catania Michael Schneider
raimund.kovacevic@tuwien.ac.at scrimali@dmi.unict.it RWTH Aachen
Track(s): 59 Track(s): 33 schneider@dpo.rwth-aachen.de
Track(s): 5
Timetabling
Vehicle Routing and Logistics
Sanja Petrovic
Optimization II
Nottingham University Business
School Roberto Roberti
Sanja.Petrovic@nottingham.ac.uk Vrije Universiteit Amsterdam
r.roberti@vu.nl
Greet Vanden Berghe
KU Leuven Michael Schneider
greet.vandenberghe@cs.kuleuven.be RWTH Aachen
Track(s): 23 schneider@dpo.rwth-aachen.de
Track(s): 15
436
EURO 2018 - Valencia SESSION CHAIR INDEX
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EURO 2018 - Valencia SESSION CHAIR INDEX
439
SESSION CHAIR INDEX EURO 2018 - Valencia
Macerata, Italy
Cortés, Juan Carlos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-13
Cerulli, Raffaele . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-08 jccortes@mat.upv.es
raffaele@unisa.it Applied Mathematics, Universitat Politècnica de València,
Department of Mathematics, University of Salerno, Fisciano Valencia, Valencia, Spain
(SA), Italy
Coussement, Kristof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-11
Cerveira, Adelaide . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-56 k.coussement@ieseg.fr
cerveira@utad.pt IESEG School of Management, Lille, France
Mathematics Department, Utad & Liaad/inesc-tec, Vila Real,
Portugal Crook, Jonathan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-13
j.crook@ed.ac.uk
Cesarone, Francesco . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-04 Credit Research Centre, University of Edinburgh, Edinburgh,
francesco.cesarone@uniroma3.it Lothian, United Kingdom
Department of Business Studies, Roma Tre University,
Rome, Italy D’Arcangelis, Anna Maria . . . . . . . . . . . . . . . . . . . . . . . . . . TB-04
annamaria.darcangelis@gmail.com
Chen, Bo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-30 DEIM, Faculty of Economics, Viterbo, Italy
b.chen@warwick.ac.uk
Warwick Business School, University of Warwick, Coventry, D’Ecclesia, Rita . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-01
United Kingdom rita.decclesia@uniroma1.it
Statistics, Sapienza University of Rome, Rome, Roma, Italy
Chen, Wen-Chih . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-11
wenchih@faculty.nctu.edu.tw Dabia, Said . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-15
Dept of Industrial Engineering and Management, National s.dabia@vu.nl
Chiao Tung University, Hsinchu, Taiwan Department of Information, Logistics and Innovation, VU
University Amsterdam, Netherlands
Chevalier, Alain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-13
chevalier@escpeurope.eu Dall’Aglio, Marco . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-29
FINANCE, Escp Europe-paris-france, PARIS, France mdallaglio@luiss.it
Dept of Economics and Business, LUISS University, Rome,
Chubanov, Sergei . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-08 Italy
sergei.chubanov@uni-siegen.de
University of Siegen, Siegen, NRW, Germany Daniele, Patrizia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-33
daniele@dmi.unict.it
Chytilová, Lucie . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-02 Department of Mathematics and Computer Science, Univer-
lucie.chytilova@vsb.cz sity of Catania, Catania, Italy
Systems Engineering, VŠB-TU Ostrava, Economic faculty,
Ostrava, Czech Republic Dasci, Abdullah . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-03
dasci@sabanciuniv.edu
Codina, Esteve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-26 School of Management, Sabanci University, Istanbul, Turkey
esteve.codina@upc.edu
Statistics and Operational Research, UPC, Barcelona, Spain Dash, Gordon . . . . . . . . . . . . . . . . . . . . . . . MC-34, MB-50, TD-56
ghdash@uri.edu
Cohen, Izack . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-21 Finance and Decision Sciences, University of Rhode Island,
izikc@technion.ac.il Kingston, RI, United States
Industrial engineering & Management, Technion - IIT, Israel
Davari, Morteza . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-07
Cornaro, Alessandra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-16 morteza.davari@kuleuven.be
alessandra.cornaro@unicatt.it Research Centre for Operations Management, Campus Brus-
Università Cattolica del Sacro Cuore, Italy sels, KU Leuven, Belgium
440
EURO 2018 - Valencia SESSION CHAIR INDEX
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442
EURO 2018 - Valencia SESSION CHAIR INDEX
Germany
Goverde, Rob . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-26
García-Bertrand, Raquel . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-59 r.m.p.goverde@tudelft.nl
Raquel.Garcia@uclm.es Transport and Planning, Delft University of Technology,
Electrical Engineering, University of Castilla-La Mancha, Delft, Netherlands
Ciudad Real, Ciudad Real, Spain
Graf, Christoph . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-59
García-Jurado, Ignacio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-29 graf@berkeley.edu
igjurado@udc.es University Berkeley, Berkeley, United States
Department of Mathematics, Coruna University, Coruna,
Spain Greco, Salvatore . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-10
salgreco@unict.it
Garcia-Sabater, José P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-53 Department of Economics and Business, University of Cata-
jpgarcia@omp.upv.es nia, Catania, Italy
Organización de Empresas, Universidad Politécnica de Va-
lencia, Valencia, Spain Groenendijk, Gerben . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-55
gerben.groenendijk@ortec.com
Gargallo, Pilar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-13 Ortec Software Development, ORTEC, Netherlands
pigarga@unizar.es
Facultad de Economía y Empresa, Universidad de Zaragoza, Gromicho, Joaquim . . . . . . . . . . . . . . . . . . . . . . . . . . TB-55, TC-55
Zaragoza, Spain j.a.dossantos.gromicho@vu.nl
Econometrics and OR, VU University, Amsterdam, Nether-
Gaspar-Cunha, António . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-22 lands
barcelos@santiagotur.pt
Universidade do Minho, Portugal Guerassimoff, Gilles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-50
gilles.guerassimoff@mines-paristech.fr
Gavalec, Martin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-12 Centre for Applied Mathematics, Mines ParisTech, Sophia
martin.gavalec@uhk.cz Antipolis, France
Department of Information Technologies FIM, University of
Hradec Kralove, Hradec Kralove, Czech Republic Guerrero, Vanesa . . . . . . . . . . . . . . . . . . . MA-09, MB-09, MD-09
vanesa.guerrero@uc3m.es
Geldermann, Jutta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-51 Department of Statistics, Universidad Carlos III de Madrid,
geldermann@wiwi.uni-goettingen.de Getafe, Spain
Chair of Production and Logistics, Georg-August-Universität
Göttingen, Göttingen, Germany Guerriero, Francesca . . . . . . . . . . . . . . . . . . . . . . . MB-15, MC-15
francesca.guerriero@unical.it
Gerdessen, J.c. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-52 D.I.M.E.G.: Mechanical, Energy and Management Engineer-
joke.vanlemmen@wur.nl ing, University of Calabria, Rende, Italy
Operations Research and Logistics, Wageningen University,
Wageningen, Netherlands Guido, Rosita . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-51
rosita.guido@unical.it
Gil, Cristiam . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-05 Department of Mechanical, Energy and Management Engi-
cristiam.gil@gmail.com neering, University of Calabria, Rende, Italy
Institute of complex engineering systems, Universidad de
Chile, Chile Guimarans, Daniel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-02
d.guimarans.serrano@hva.nl
Gilanyi, Attila . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-01, MC-18 Aviation Academy, Amsterdam University of Applied Sci-
gilanyi@inf.unideb.hu ences, Amsterdam, Netherlands
Faculty of Informatics, University of Debrecen, Debrecen,
Hungary Gunnarsdottir, Ingunn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-24
ing47@hi.is
Gök, Yagmur Simge . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-32 Environment and Natural Resources, University of Iceland,
yagmursimge@gmail.com Reykjavik, Iceland
Business School, University of Edinburgh, Edinburgh, United
Kingdom Guo, Xuezhen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-18
xuezhen.guo@wur.nl
Gölcük, Ilker . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-31 Operations Research and Logistics Group, Wagenignen Uni-
ilkergolcuk@gmail.com versity; AMS Institute, wageningen, Netherlands
Dokuz Eylül University, Izmir, 35, Turkey
Gur Ali, Ozden. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-33
Gouveia, Luís . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-15 oali@ku.edu.tr
legouveia@fc.ul.pt Business Administration, Koc University, Istanbul, Turkey
DEIO - Departamento de Estatística e Investigação Opera-
cional, Universidade de Lisboa - Faculdade de Ciências, Gurevsky, Evgeny . . . . . . . . . . . . . . . . . . . . . . . . . . MC-21, MD-21
Lisboa, Portugal evgeny.gurevsky@univ-nantes.fr
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LS2N, Université de Nantes, France Optimization, Zuse Institute Berlin, Berlin, Germany
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Db04 J03, Institut für Stochastik und Wirtschaftsmathematik, Lamine, Amani . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-08
ORCOS, Wien, Austria lamine.amani86@gmail.com
COSMOS, ENSI, Manouba, University Campus of Manouba,
Kovalev, Sergey . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-21, TA-21 Tunisia
skovalev@inseec.com
CEE Rhône-Alpes, INSEEC Business School, Lyon, France Larsson, Aron. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-20
aron@dsv.su.se
Kremer, Mirko . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-28 Dept. of Computer and System Sciences, Stockholm Univer-
m.kremer@fs.de sity, Kista, Sweden
Frankfurt School of Finance and Management, Frankfurt,
Germany López-Cerdá, Marco A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-21
marco.antonio@ua.es
Kress, Dominik . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-25, WD-25 Statistics and Operations Research, Alicante University, Ali-
dominik.kress@uni-siegen.de cante, Spain
Management Information Science, University of Siegen,
Siegen, Germany Le Thi, Hoai An . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-34
hoai-an.le-thi@univ-lorraine.fr
Kuhn, Heinrich . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-06 Computer Science, University of Lorraine, Metz, France
heinrich.kuhn@ku-eichstaett.de
Operations Management, Catholic University of Eichstaett- Leão, Aline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-58
Ingolstadt, Ingolstadt, Bavaria, Germany aasleao@gmail.com
Paraná Federal University of Technology, Presidente Pru-
Kuncova, Martina . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-11 dente, São Paulo, Brazil
kuncova@vspj.cz
Dpt. of Economic Studies, College of Polytechnics Jihlava, Lee, Chungmok . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-17
Jihlava, Czech Republic chungmok@hufs.ac.kr
Dept. of Industrial & Management Engineering, Hankuk
Kunsch, Pierre . . . . . . WC-14, WD-14, TC-24, WA-24, WB-24 University of Foreign Studies, Yongin-si, Korea, Republic Of
pkunsch@vub.ac.be
BUTO, Vrije Universiteit Brussel, Brussels, Belgium Leitner, Markus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-16
markus.leitner@univie.ac.at
Kuosmanen, Natalia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-02 Department of Statistics and Operations Research, University
natalia.kuosmanen@luke.fi of Vienna, Vienna, Austria
Natural Resources Institute Finland, Finland
Leitner, Stephan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-23
Kuosmanen, Timo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-11 stephan.leitner@aau.at
timo.kuosmanen@aalto.fi Department of Controlling and Strategic Management,
Management Science, Department of Information and Ser- Alpen-Adria-Universität Klagenfurt, Klagenfurt, Austria
vice Management, Aalto University School of Business,
AALTO, Finland Leon, Teresa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-01
teresa.leon@uv.es
Kyriakidis, Epaminondas . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-05 Statistics and OR, Universitat de Valencia, Burjassot, Spain
ekyriak@aueb.gr
Statistics, Athens University of Economics and Business, Leppanen, Ilkka . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-20, WB-31
Athens, Greece I.Leppanen@lboro.ac.uk
Management Science and Operations, School of Business
Lachout, Petr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-17 and Economics, Loughborough University, Loughborough,
lachout@karlin.mff.cuni.cz United Kingdom
Dept. Probability and Statistics, Charles University in Praha,
Praha, Czech Republic Levantesi, Susanna . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-34
susanna.levantesi@uniroma1.it
Laitila, Pekka . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-31 Sapienza University of Rome, roma, Italy
pekka.laitila@aalto.fi
Department of Mathematics and Systems Analysis, Aalto Leyman, Pieter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-09
University School of Science, Aalto, Finland pieter.leyman@kuleuven.be
CODeS, Department of Computer Science, KU Leuven, Ko-
Lamb, John . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-49 rtrijk, Belgium
J.D.Lamb@abdn.ac.uk
Business School, University of Aberdeen, Aberdeen, United Li, Chong. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-14
Kingdom cli@zju.edu.cn
College of Science, Department of Mathematics, Zhejiang
Lami, Isabella . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-10, TD-18 University, Hangzhou, China
isabella.lami@polito.it
Polytechnic of Turin, Turin, Italy Li, Zhongfei . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-24
lnslzf@mail.sysu.edu.cn
446
EURO 2018 - Valencia SESSION CHAIR INDEX
Sun Yat-sen Business School, Sun Yat-sen University, Department of Economics and Management, University of
Guangzhou, Guangdong Province, China Pavia, Pavia, Italy
447
SESSION CHAIR INDEX EURO 2018 - Valencia
ana.meca@umh.es
Operations Research Center, Universidad Miguel Hernández, Montoya, Alejandro . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-05
Elche, Alicante, Spain jmonto36@eafit.edu.co
Departamento de Ingeniería de Producción, Universidad
Menzietti, Massimiliano . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-34 EAFIT, MEDELLÍN, Colombia
massimiliano.menzietti@unical.it
University of Calabria, Cosenza, Italy Moon, Dug Hee . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-27
dhmoon@changwon.ac.kr
Merzifonluoglu, Yasemin . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-27 Industrial Engineering and Naval Architecture, Changwon
Y.Merzifonluoglu@uvt.nl National University, Changwon, Gyeongnam, Korea, Repub-
Econometrics and Operations Research, Tilburg University, lic Of
Netherlands
Morales, Juan Miguel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-59
Miglierina, Enrico . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-19 juan.morales@uma.es
enrico.miglierina@unicatt.it Applied Mathematics, University of Málaga, Málaga, Spain
Dipartimento di Discipline Matematiche, Finanza Matemat-
ica ed Econometria, Universita Cattolica del Sacro Cuore, Moras, Rafael . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-15
Milano, Italy rmoras@stmarytx.edu
Engineering, St. Mary’s University of San Antonio, San An-
Miranda, Joao . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-58 tonio, TX, United States
jlm.estgp08@gmail.com
Estg/ipp; Cerena/ist, Portugal Moreno, Alfredo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-05
alfredmorenoarteaga@gmail.com
Miranda, Pablo A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-15 Production Engineering Department, Federal University of
pablo.miranda@pucv.cl Sao Carlos, Brazil
School of Industrial Engineering, Pontificia Universidad
Catolica de Valparaiso, Valparaiso, Chile, Chile Mousseau, Vincent . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-60
vincent.mousseau@centralesupelec.fr
Miskiewicz, Joanna . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-57 LGI, CentraleSupélec, Gif sur Yvette, France
joanna.miskiewicz@cs.put.poznan.pl
Institute of Computing Science, Poznan University of Tech- Nakkas, Alper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-34
nology, Poznan, Poland alper.nakkas@uta.edu
University of Texas at Arlington, Dallas, TX, United States
Moells, Sascha H. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-17
moells@wiwi.uni-marburg.de Nasiri, Gholam Reza . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-27
Financial Accounting & Corporate Valuation, Philipps- reza_nasiri@aut.ac.ir
University Marburg, Marburg, Germany Industrial Engineering and System Management, Amirkabir
University of Technology, Tehran, Tehran, Iran, Islamic Re-
Molenbruch, Yves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-56 public Of
yves.molenbruch@uhasselt.be
Research Group Logistics, Hasselt University, Belgium Neira Rueda, Javier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-53
javier.neira.rueda@gmail.com
Molho, Elena . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-19 Estadística e Investigación Operativa Aplicadas y Calidad,
elena.molho@unipv.it Universidad Politécnica de Valencia, Bogota, Colombia
Dipartimento di Scienze Economiche e Aziendali, Università
di Pavia, Pavia, Italy Nemeth, Sandor Zoltan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-21
s.nemeth@bham.ac.uk
Monaci, Michele . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-08 School of Mathematics, University of Birmingham, Birming-
michele.monaci@unibo.it ham, United Kingdom
DEI, University of Bologna, Bologna, Italy
Niño-Mora, José. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-06
Mondal, Sandeep . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-27 jose.nino@uc3m.es
sandeepmondal@iitism.ac.in Department of Statistics, Carlos III University of Madrid,
Management Studies, Indian Institute of Technology (Indian Getafe (Madrid), Spain
School of Mines), Dhanbad, India
Nielsen, Kurt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-12
Monteiro, Ana . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-34 kun@ifro.ku.dk
ammm@fe.uc.pt Department of Food and Resource Economics, University of
School of Economics, University of Coimbra, Coimbra, Por- Copenhagen, Frederiksberg C., Denmark
tugal
Nishihara, Michi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-24
Montibeller, Gilberto . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-31 nishihara@econ.osaka-u.ac.jp
g.montibeller@lboro.ac.uk Graduate School of Economics, Osaka University, Osaka,
Management Science and Operations Group, Loughborough Japan
University, Loughborough, United Kingdom
448
EURO 2018 - Valencia SESSION CHAIR INDEX
449
SESSION CHAIR INDEX EURO 2018 - Valencia
450
EURO 2018 - Valencia SESSION CHAIR INDEX
451
SESSION CHAIR INDEX EURO 2018 - Valencia
452
EURO 2018 - Valencia SESSION CHAIR INDEX
453
SESSION CHAIR INDEX EURO 2018 - Valencia
454
EURO 2018 - Valencia SESSION CHAIR INDEX
455
Author Index tems, Newcastle Business School, Northumbria University,
United Kingdom
Hsiao, Chih-Tung . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-24 Abdulrahman, Muhammad . . . . . . . . . . . . . . . . . . . . . . . . . TC-03
cthsiao@thu.edu.tw muhammad.abdulrahman@nottingham.edu.cn
Department of Economics, Tunghai University, Taichung, Nottingham University Business School, University of Not-
Taiwan tingham Ningho China, Ningho, Zhejiang, China
Medina, Andres . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-11 Abi-Zeid, Irene . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-31
anmedinas@gmail.com Irene.Abi-Zeid@osd.ulaval.ca
Instituto Sistemas Complejos de Ingeniería, Santiago, RM, University of Laval, Quebec City, QC, Canada
Chile
Abolghasemi, Mahdi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-27
Álvarez, Inmaculada C. . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-11 Mahdi.abolghasemi@uon.edu.au
inmaculada.alvarez@uam.es Business Statistics, University of Newcastle, Australia
Departamento de Análisis Económico, Universidad
Autónoma de Madrid, Madrid, Madrid, Spain Aboolian, Robert . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-03
raboolia@csusm.edu
Álvarez-Martínez, David . . . . . . . . . . . . . . . . . . . . WB-29, WC-29 Operations and Supply Chain Management, California State
d.alvarezm@uniandes.edu.co University San Marcos, San Marcos, California, United
Industrial Engineering, Universidad de Los Andes, Bogotá, States
Colombia
Absi, Nabil . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-23, MD-60
Álvarez-Mozos, Mikel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-30 absi@emse.fr
mikel.alvarez@ub.edu Ecole des Mines de Saint-Etienne - LIMOS, GARDANNE,
Universitat de Barcelona, Barcelona, Spain France
Ávila Rodriguez, Rubén . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-48 Acar, F. Pinar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-53
ravila@unam.mx pacar@metu.edu.tr
Posgrado en Ingeniería Mecánica, Universidad Nacional Business Administration Dept., Middle East Technical Uni-
Autónoma de México, Ciudad de México, Coyoacán México, versity, Ankara, Turkey
Mexico
Acar, Muge . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-17
Abackerli, Alvaro . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-12 msoyuoz@anadolu.edu.tr
alvaro.abackerli@embrapii.org.br Industrial Engineering, Anadolu University, Turkey
Embrapii- Brazilian Company for Industrial Research and
Innovation, Brasilia, Brazil Accorsi, Luca . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-05
luca.accorsi4@unibo.it
Abastante, Francesca . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-10 DEI, University of Bologna, Bologna, Italy
francesca.abastante@polito.it
Urban and Regional Studies and Planning, Politecnico di Achtziger, Wolfgang . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-48
Torino, Torino, Italy achtziger@math.fau.de
Department of Mathematics, Friedrich-Alexander University
Abbas, Moncef . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-10 Erlangen-Nürnberg, Erlangen, Germany
moncef_abbas@yahoo.com
Recherche Opérationnelle, USTHB, Faculté de mathéma- Achurra-Gonzalez, Pablo. . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-16
tiques,LAID3, Algiers, Algeria, Algeria p.achurra-gonzalez@imperial.ac.uk
Imperial College, London, United Kingdom
Abbey, James . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-34
jabbey@mays.tamu.edu Adamiak, Ryszard . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-57
INFO, Texas A&M University, College Station, Texas, adamiakr@ibch.poznan.pl
United States Laboratory of Structural Chemistry of Nucleic Acids, Insti-
tute of Bioorganic Chemistry, Polish Academy of Sciences,
Abdalla, Sevgi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-07 Poznan, Poland
sayhan@ogu.edu.tr
Statistics, Eskişehir Osmangazi University, Eskişehir, Turkey Adams, Niall . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-13
n.adams@imperial.ac.uk
Abdel-Aal, Mohammad . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-27 Department of Mathematics, Imperial College London, Lon-
mabdelaal@kfupm.edu.sa don, United Kingdom
Systems Engineering, King Fahd University of Petroleum
and Minerals, Dhahran, Saudi Arabia Adan, Ivo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-03, WD-03
i.j.b.f.adan@tue.nl
Abdelrahman, Mahmoud . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-33 Eindhoven University of Technology, Netherlands
mahmoud.abdelrahman@northumbria.ac.uk
Senior Lecturer in Information Management & Business Sys- Adar, Tuba . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-07
456
EURO 2018 - Valencia AUTHOR INDEX
tuba.adar@atauni.edu.tr saguilar@ele.puc-rio.br
Industrial Engineering, Ataturk University, Erzurum, Turkey Industrial Engineering, Pontifícia Universidade Católica do
Rio de Janeiro, Rio de Janeiro, Rio de Janeiro, Brazil
Addis, Bernardetta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-08
bernardetta.addis@univ-lorraine.fr Ahmad, Salman . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-10
Loria (umr 7503 Cnrs)„ Universit’e de Lorraine, Nancy, salman.ahmad@duke-nus.edu.sg
France Health services and systems research., Duke-NUS medical
school, Singapore, Singapore
Adelman, Dan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-28
dan.adelman@chicagobooth.edu Ahmadi, Taher . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-03
University of Chicago Booth School of Business, Chicago, t.ahmadi@tue.nl
United States Industrial Engineering and Innovation Science, Eindhoven
University of Technology, Eindhoven, Netherlands
Adewoye, Olabode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-50
boka152002@yahoo.com Ahmadian, Mohsen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-31
Mathematics, Yaba College of Technology, Yaba, Lagos mohsen.ahmadian001@umb.edu
State, Nigeria Management Science and Information Systems, University
of Massachusetts Boston, Boston, MA, United States
Aduenko, Alexander . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-58
aduenko1@gmail.com Ahn, Heinz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-02, TA-04
Department of Control and Applied Mathematics, Moscow hw.ahn@tu-bs.de
Institute of Physics and Technology, Dolgoprudny, Russian Institut für Controlling und Unternehmensrechnung, Tech-
Federation nische Universität Braunschweig, Braunschweig, Germany
457
AUTHOR INDEX EURO 2018 - Valencia
458
EURO 2018 - Valencia AUTHOR INDEX
459
AUTHOR INDEX EURO 2018 - Valencia
460
EURO 2018 - Valencia AUTHOR INDEX
461
AUTHOR INDEX EURO 2018 - Valencia
462
EURO 2018 - Valencia AUTHOR INDEX
cluse, France
Arts, Joachim . . . . . . . . . . . . . . . . . . . . . . WB-03, WA-19, WB-26
Arkhipov, Dmitry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-25 joachim.arts@uni.lu
miptrafter@gmail.com Luxembourg Centre for Logistics and Supply Chain Manage-
ORSOT, Institute of Control Sciences, Dolgoprudny, ment, University of Luxembourg, Luxembourg, Luxembourg
Moscow, Russian Federation
Asadi, Azita . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-07
Armentano, Vinícius . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-15 azita.asadi.UPM@gmail.com
vinicius@densis.fee.unicamp.br Natural Resource Organization, Qazvin, Iran, Qazvin, Iran,
Faculdade de Engenharia Elétrica e de Computação, Univer- Islamic Republic Of
sidade de Campinas, Campinas, São Paulo, Brazil
Asan, Umut . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-28, WC-31
Armony, Mor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-28 asanu@itu.edu.tr
marmony@stern.nyu.edu Industrial Engineering, Istanbul Technical University, Istan-
Information, Operations and Management Sciences, Stern, bul, International, Turkey
NYU, New York, NY, United States
Asín, Roberto . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-56
Arnold, Florian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-06 rasin@udec.cl
florian.arnold@uantwerpen.be Computer Science, Universidad de Concepción, Chile
University of Antwerp, Belgium
Ashley, Thomas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-14
Aronsson, Martin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-26 tashley@us.es
martin.aronsson@ri.se Universidad de Sevilla, Spain
Rise Sics Ab, STOCKHOLM, Sweden
Ashton, Peter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-17
Arredondo, Verónica . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-20 pashton@surfcoast.vic.gov.au
veronica.arredondo@uva.es SurfCoast Shire, Torquay, Victoria, Australia
Universidad Autonóma de Zacatecas, Zacatecas, Mexico
Askvik-Hansen, Christian . . . . . . . . . . . . . . . . . . . . . . . . . . WC-33
Arribas, Ivan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-29 askvikhansen@gmail.com
ivan.arribas@uv.es Alliance Manchester Business School, Norway
Economic Analysis, Universitat de Valencia, VALENCIA,
VALENCIA, Spain Aslan, Sipan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-58
sipan@metu.edu.tr
Arriola Prieto, Cesar Teodoro . . . . . . . . . . . . . . . . . . . . . . MD-50 Statistics, Middle East Technical University, Turkey
carriola@ucv.edu.pe
Lima, Universidad Cesar Vallejo, Chorrillos - Lima 09, Asplund, Disa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-26
LIMA, Peru disa.asplund@vti.se
VTI - Swedish National Road and Transport Research Insti-
Arroyave, Miguel Angel . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-26 tute, Sweden
miguel920703@gmail.com
Universidad de Antioquia, Medellín, Colombia Assoumou, Edi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-50, TD-50
edi.assoumou@mines-paristech.fr
Arroyo, José Manuel . . . . . . . . . . . . . . . . . . . . . . . . . TB-59, TD-59 Centre de Mathematiques Appliquees, Mines ParisTech,
JoseManuel.Arroyo@uclm.es Sophia Antipolis, France
Electrical Engineering, Universidad de Castilla- La Mancha,
Ciudad Real, Spain Assumma, Vanessa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-10
vanessa.assumma@polito.it
Arruda, Edilson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-48 Department of Urban and Regional Studies and Planning,
efarruda@po.coppe.ufrj.br Politecnico di Torino, Torino, Italy, Italy
Industrial Engineering Program, Universidade Federal do Rio
de Janeiro, Rio de Janeiro, RJ, Brazil Atalay, Kumru . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-07
katalay@baskent.edu.tr
Arsik, Idil . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-48, TA-52 Industrial Engineering, Başkent University, ANKARA,
idilarsik@gatech.edu Turkey
Georgia Tech, Atlanta, Georgia, United States
Atamer Balkan, Busra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-24
Arslan, Ebru Dilara . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-06 busra.atamer@metu.edu.tr
ebrudarslan@gmail.com Industrial Engineering, Middle East Technical University,
Department of Industrial Engineering, İstanbul Kültür Uni- Ankara, Turkey
versity, Istanbul, Turkey
Atan, Murat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-23
Arslan, Simgenil . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-05, MC-15 atan@gazi.edu.tr
arslansimgenil@gmail.com Econometrics, Gazi University, Ankara, Turkey
Yaşar University, Turkey
463
AUTHOR INDEX EURO 2018 - Valencia
464
EURO 2018 - Valencia AUTHOR INDEX
465
AUTHOR INDEX EURO 2018 - Valencia
466
EURO 2018 - Valencia AUTHOR INDEX
467
AUTHOR INDEX EURO 2018 - Valencia
lizbaezl@gmail.com banafsheh.behzad@csulb.edu
Departamenteo de Investigación y Postgrado, Facultad California State University, Long Beach, Long Beach, Cali-
Politécnica. UNA, Paraguay fornia, United States
468
EURO 2018 - Valencia AUTHOR INDEX
469
AUTHOR INDEX EURO 2018 - Valencia
470
EURO 2018 - Valencia AUTHOR INDEX
milena.bieniek@umcs.lublin.pl
Statistics and Econometrics, Maria Curie-Sklodowska Uni- Biswal, M.p. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-17
versity, Lublin, Poland mpbiswal@maths.iitkgp.ernet.in
Mathematics, Indian Institute of Technology, Kharagpur,
Bienstock, Daniel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-56 Kharagpur, West Bengal, India
dano@columbia.edu
Columbia University, New York, United States Bitan, Yuval . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-14
ybitan@bgu.ac.il
Bierwirth, Christian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-12 Ben Gurion University of the Negev, Israel
christian.bierwirth@wiwi.uni-halle.de
Martin-Luther-University Halle-Wittenberg, Halle, Germany Bitar, Sandro Dimy Barbosa . . . . . . . . . . . . . . . . . . . . . . . . MC-14
sandrobitar@gmail.com
Biffis, Enrico . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-34 Matemática, Universidade Federal do Amazonas, Manaus,
e.biffis@imperial.ac.uk Amazonas, Brazil
Imperial College Business School, London, United Kingdom
Bizzato, Luana Sara . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-10
Bigi, Giancarlo. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-04, WC-55 luanasarabizatto@hotmail.com
giancarlo.bigi@unipi.it PPGCC, FURB - Universidade Regional de Blumenau, Blu-
Dipartimento di Informatica, Universita’ di Pisa, Pisa, Italy menau, Santa Catarina, Brazil
471
AUTHOR INDEX EURO 2018 - Valencia
472
EURO 2018 - Valencia AUTHOR INDEX
Hanen.bouchriha@enit.rnu.tn gium
LACS, Tunisia
Braekevelt, Alexander . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-09
Boulaksil, Younes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-02 alexander.braekevelt@student.kuleuven.be
Boulaksil.y@gmail.com Computer Science, KU Leuven, Kortrijk, West-Vlaanderen,
Aviation Academy, Amsterdam University of Applied Sci- Belgium
ences, Amsterdam, Netherlands
Brahimi, Nadjib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-23
Boulaksil, Youssef . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-06 nadjib.brahimi@esc-rennes.com
youssef.boulaksil@gmail.com Supply Chain Management, ESC Rennes School of Business,
College of Business and Economics, UAE University, Al Ain, Nantes, France
United Arab Emirates
Brailsford, Sally . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-52
Bouman, Paul . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-26 s.c.brailsford@soton.ac.uk
bouman@ese.eur.nl Southampton Business School, University of Southampton,
Econometric Institute, Erasmus University Rotterdam, Rot- Southampton, United Kingdom
terdam, Zuid-Holland, Netherlands
Bramstoft, Rasmus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-56
Bounceur, Ahcene . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-16 rabpe@dtu.dk
Ahcene.Bounceur@univ-brest.fr Technical University of Denmark, Kongens Lyngby, Den-
Informatique, Lab-STICC Laboratory, Brest, France mark
473
AUTHOR INDEX EURO 2018 - Valencia
marina.bravi@polito.it r.a.c.m.broekmeulen@tue.nl
Dipartimento interateneo di SCIENZE, PROGETTO E OPAC, TU Eindhoven, Eindhoven, -, Netherlands
POLITICHE DEL TERRITORIO (DIST), Torino, Italy
Bronfman, Andrés . . . . . . . . . . . . . . . . . . . . . . . . . . MA-15, TD-48
Bravo, Cristian . . . . . . . . . . . . . . . . . . . . . . TC-11, WB-11, TD-13 abronfman@unab.cl
C.Bravo@soton.ac.uk Engineering Sciences Department, Universidad Andres
Department of Decision Analytics and Risk, University of Bello, Santiago, Chile
Southampton, Southampton, Hants, United Kingdom
Brotcorne, Luce . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-05, WB-52
Bravo, Fernanda . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-09 Luce.Brotcorne@inria.fr
fernanda.bravo@anderson.ucla.edu INRIA, Villeneuve d’Ascq, France
UCLA, Los Angeles, CA, United States
Brouwers, Lisa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-20
Bravo, Francisco . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-58 lisa.brouwers@folkhalsomyndigheten.se
fbs.chile@gmail.com The Public Health Agency Of Sweden, Solna, Sweden
Universidad de Chile, Santiago, Chile
Browell, Jethro . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-32
Bregar, Andrej . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-10 jethro.browell@strath.ac.uk
andrej.bregar@informatika.si Electronic and Electrical Engineering, University of Strath-
Informatika, Maribor, Slovenia clyde, Glasgow, United Kingdom
474
EURO 2018 - Valencia AUTHOR INDEX
Chair of Health Care Operations/Health Information Man- Industrial Engineering, Yasar University, Izmir, Turkey
agement, Faculty of Business and Economics, University of
Augsburg, Augsburg, Bavaria, Germany Bulz, Nicolae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-14
nbulz@yahoo.com
Bruno, Giuseppe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-03 National Defence College, Romania
giuseppe.bruno@unina.it
Dipartimento di Ingegneria Industriale, Università Federico Burai, Pál . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-24
II di Napoli, Napoli, IT, Italy burai.pal@zimbra.inf.unideb.hu
Applied Mathemathics and Probability Theory, University of
Bucarey, Victor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-03 Debrecen, Faculty of Informatics, Debrecen, Hungary
vbucarey@gmail.com
Departamento de Ingeniería Industrial, Universidad de Chile, Burgard, Jan Pablo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-17
Chile burgardj@uni-trier.de
Trier University, Germany
Buchanan, Austin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-16
buchanan@okstate.edu Burger, Katharina . . . . . . . . . . . . . . . . . . . . . . . . . . TC-18, MD-31
Industrial Engineering & Management, Oklahoma State Uni- katharina.burger@port.ac.uk
versity, Stillwater, OK, United States Operations and Systems Management, Portsmouth Business
School, University of Portsmouth, Portsmouth, United King-
Buchholz, Stefanie . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-56 dom, United Kingdom
stebu@dtu.dk
Management Engeneering, DTU, Kgs. Lyngby, Denmark Burgherr, Peter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-10
peter.burgherr@psi.ch
Budak, Gercek. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-54 Laboratory for Energy Systems Analysis, Paul Scherrer In-
gbudak@ybu.edu.tr stitut (PSI), Villigen, Switzerland
Industrial Engineeing, Ankara Yıldırım Beyazıt University,
Ankara, Outside US, Turkey Burgos, Manuel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-07
manburgos12@gmail.com
Buenaventura, Guillermo . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-02 University of Seville, Seville, Spain
buenver@icesi.edu.co
Universidad Icesi, Cali, Colombia Burgos-Simon, Clara . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-13
clabursi@upv.es
Bueno, Luis Felipe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-13 Instituto de Matemática Multidisciplinar, Universitat Politèc-
lfelipebueno@gmail.com nica de València, Valencia, Comuinitat Valenciana, Spain
Federal University of Sao Paulo, Brazil
Buriol, Luciana . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-25
Bueno, Raphaela . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-02 buriol@inf.ufrgs.br
raphaelasbueno@gmail.com Universidade Federal do Rio Grande do Sul - UFRGS, Porto
Production, UNESP - Sao Paulo State University, Alegre, Rio Grande do Sul, Brazil
Guaratingueta, SP, Brazil
Burnetas, Apostolos . . . . . . . . . . . . . . . . . . . . . . . . MC-27, WC-32
Buisman, Marjolein . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-48 aburnetas@math.uoa.gr
marjolein.buisman@wur.nl Mathematics, University of Athens, Athens, Greece
Operations Research and Logistics, Wageningen UR, Wa-
geningen, Netherlands Burnett, Andrew . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-09
psxab4@nottingham.ac.uk
Buitenhek, Ronald . . . . . . . . . . . . . . . . . . . . . . . . . . WA-55, WC-57 University of Nottingham, United Kingdom
Ronald.Buitenhek@ortec.com
ORTEC Consulting, Ortec B.v., Zoetermeer, Netherlands Burzoni, Matteo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-34
matteo.burzoni@math.ethz.ch
Bukchin, Yossi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-21 ETH Zurich, Zurich, Switzerland
bukchin@eng.tau.ac.il
Industrial Engineering, Tel Aviv University, TelAviv, Israel Büsing, Christina . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-16, WA-51
buesing@math2.rwth-aachen.de
Buljubasic, Mirsad . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-30 Lehrstuhl II für Mathematik, RWTH Aachen University,
mirsad.buljubasic7@gmail.com Aachen, Nordrhein-Westfalen, Germany
LGI2P - IMT Mines Ales, Ales, France
Büskens, Christof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-04
Bulten, Naut . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-07 bueskens@math.uni-bremen.de
bulten@ese.eur.nl Zentrum für Technomathematik, Universität Bremen, Bre-
Econometric Institute, Erasmus University Rotterdam, men, Germany
Netherlands
Buskens, Erik . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-57
Bulut, Onder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-04, WC-19 e.buskens@umcg.nl
onder.bulut@yasar.edu.tr Department of Epidemiology, University Medical Centre
475
AUTHOR INDEX EURO 2018 - Valencia
476
EURO 2018 - Valencia AUTHOR INDEX
477
AUTHOR INDEX EURO 2018 - Valencia
478
EURO 2018 - Valencia AUTHOR INDEX
479
AUTHOR INDEX EURO 2018 - Valencia
480
EURO 2018 - Valencia AUTHOR INDEX
gisele.chaves@ufes.br
Chandra Sekhar, Pedamallu . . . . . . . . . . . . . . . . . . . . . . . . . TC-58 Federal University of Espírito Santo, São Mateus, ES, Brazil
pcs.murali@gmail.com
Department of Medical Oncology, Dana-Farber Cancer Insti- Chen, Boyu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-32
tute, Ipswich, MA, United States 15210180022@fudan.edu.cn
Fudan University, Shanghai, China
Chandra, Saurabh . . . . . . . . . . . . . . . . . . . . . . . . . . TB-56, MD-59
saurabh@iimidr.ac.in Chen, Bo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-30
Operations Management and Quantitative Techniques, Indian b.chen@warwick.ac.uk
Institute of Management Indore, Indore, MP, India Warwick Business School, University of Warwick, Coventry,
United Kingdom
Chandrasekaran, R. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-15
chandra@utdallas.edu Chen, Chun-Cheng . . . . . . . . . . . . . . . . . . . . . . . . . WA-02, WA-24
School of Engineering and Computer Science, The Univer- chunchengc@gmail.com
sity of Texas at Dallas, Richardson, Texas, United States Department of Business Administration, National Central
University, Taiwan
Chang, Elizabeth . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-29
e.chang@adfa.edu.au Chen, Chun-Lung . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-07
UNSW Canberra, Canberra, Australia charleschen@takming.edu.tw
Department of Accounting Information, Takming University
Chang, Kuo-Hwa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-03 of Science and Technology, Taiwan
kuohwa@cycu.edu.tw
Department of Industrial and Systems Engineering, Chung Chen, Jian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-53
Yuan Christian University, Taoyuan, Taiwan chenj@sem.tsinghua.edu.cn
Management Science, Tsinghua University, Beijing, China
Chang, Kyuchang . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-04
kyuchang7@naver.com Chen, Ken-Hsuan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-02
School of Industrial Management Engineering, Korea Uni- s1065409@mail.yzu.edu.tw
versity, Korea, Republic Of National Dong Hwa University, Taiwan
481
AUTHOR INDEX EURO 2018 - Valencia
482
EURO 2018 - Valencia AUTHOR INDEX
483
AUTHOR INDEX EURO 2018 - Valencia
bul, Turkey
Comis, Martin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-16
Codina, Esteve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-07, TB-26 comis@math2.rwth-aachen.de
esteve.codina@upc.edu Lehrstuhl II für Mathematik, RWTH Aachen University, Ger-
Statistics and Operational Research, UPC, Barcelona, Spain many
Comez Dolgan, Nagihan . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-53 Cordeau, Jean-François . . . . MD-06, MB-08, MC-08, MC-16,
nagihancomezdolgan@sehir.edu.tr TD-23
Faculty of Management, Istanbul Sehir University, Istanbul, jean-francois.cordeau@hec.ca
N/A, Turkey Department of Logistics and Operations Management, HEC
484
EURO 2018 - Valencia AUTHOR INDEX
Corrente, Salvatore . . . MC-10, TA-10, TC-10, TD-10, WA-10, Cranmer, Zana . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-20
WC-10 acranmer@bentley.edu
salvatore.corrente@unict.it Bentley University, Waltham, MA, United States
Department of Economics and Business, University of Cata-
nia, Catania, Italy, Italy Crauwels, Noah . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-32
noah.crauwels@student.uhasselt.be
Corsaro, Stefania . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-04 Hasselt University, Belgium
stefania.corsaro@uniparthenope.it
University of Naples Parthenope, Giugliano, Napoli, Italy Creemers, Stefan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-07
s.creemers@ieseg.fr
Corsten, Hans . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-23 IESEG School of Management, Lille, France
corsten@wiwi.uni-kl.de
Business Administration and Production Management, Uni- Crespo del Granado, Pedro . . . . . . . . . . . . . . . . . . . . . . . . . . TA-51
versity of Kaiserslautern, Kaiserslautern, Germany pedro.crespodelgranado@ntnu.no
Norwegian University of Science and Technology, Trond-
Cortés, Juan Carlos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-13 heim, Norway
jccortes@mat.upv.es
Applied Mathematics, Universitat Politècnica de València, Cretarola, Alessandra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-25
Valencia, Valencia, Spain alessandra.cretarola@unipg.it
485
AUTHOR INDEX EURO 2018 - Valencia
486
EURO 2018 - Valencia AUTHOR INDEX
martin.dahmen@tu-clausthal.de
Institute of Applied Stochastics and Operations Research, TU Davari, Morteza . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-07
Clausthal, Germany morteza.davari@kuleuven.be
Research Centre for Operations Management, Campus Brus-
Dai, Yu-Hong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-14 sels, KU Leuven, Belgium
dyh@lsec.cc.ac.cn
ICMSEC, AMSS,Chinese Academy of Sciences, Beijing, Davidsdottir, Brynhildur. . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-24
100190, China bdavids@hi.is
University of Iceland, Reykjavik, Iceland
Daldoul, Dorsaf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-56
daldouldorsaf@yahoo.fr Davis, Ursula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-54
ENIT / University of Artois, Lacs / Lgi2a, Tunis, Tunisia u.davis@lboro.ac.uk
School of Business and Economics, Loughborough Univer-
Dall’Aglio, Marco . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-29 sity, United Kingdom
mdallaglio@luiss.it
Dept of Economics and Business, LUISS University, Rome, Davoodi, Alireza . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-11
Italy alirzd@yahoo.com
Mathematics, Islamic Azad University, Neyshabur Branch,
Dangerfield, Brian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-34 Neyshabur, Khorasan, Iran, Islamic Republic Of
brian.dangerfield@bristol.ac.uk
Department of Management, University of Bristol, Bristol, Dawid, Herbert . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-16
United Kingdom hdawid@wiwi.uni-bielefeld.de
Fakultät für Wirtschaftswissenschaften/Volkswirtschaftslehre,
Daniele, Patrizia . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-14, MA-33 Universität Bielefeld, Bielefeld, Germany
daniele@dmi.unict.it
Department of Mathematics and Computer Science, Univer- Díaz-Beltrán, Leticia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-33
sity of Catania, Catania, Italy ledibel@gmail.com
Complejo Hospitalario Jaen, Jaen, Spain
DAriano, Andrea . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-26
dariano@ing.uniroma3.it Díaz-Madroñero, Manuel . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-12
Università degli Studi Roma Tre, Roma, Italia, Italy fcodiama@cigip.upv.es
Research Centre on Production Management and Engineer-
Darvish, Maryam . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-08 ing, Universitat Politècnica de València, Alcoy, Spain
maryam.darvish.1@ulaval.ca
Operations and Decision Systems, Université Laval, Canada Díaz-Navarro, Caridad . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-33
caridad.diaz@medinaandalucia.es
Das, Shubhabrata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-22 Fundacion Medina, Granada, Spain
shubho@iimb.ac.in
Decision Sciences and Information Systems, Indian Institute Daza Escorcia, Julio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-05
of Management Bangalore, Bangalore, India julio.daza@uv.es
EstadÍstica Y InvestigaciÓn Operativa, Universidad De Va-
Dasci, Abdullah . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-03 lencia, VALENCIA, VALENCIA, Spain
dasci@sabanciuniv.edu
School of Management, Sabanci University, Istanbul, Turkey de Armas, Jesica . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-23
jessicaarmas@gmail.com
Dash, Gordon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-31, MC-34 Dept. of Economics and Business, Universitat Pompeu Fabra,
ghdash@uri.edu Spain
Finance and Decision Sciences, University of Rhode Island,
Kingston, RI, United States De Bernardi, Carlo Alberto. . . . . . . . . . . . . . . . . . . . . . . . . . TC-19
carloalberto.debernardi@unicatt.it
Date, Paresh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-34 Department of Mathematical Sciences, Mathematical Fi-
paresh.date@brunel.ac.uk nance and Econometrics, Università Cattolica del Sacro
Mathematics, Brunel University, Uxbridge, Middlesex, Cuore, Milano, Italy
United Kingdom
De Bock, Koen W. . . . . . . . . . . . . . . . . . . . TB-11, WB-11, MB-28
Datta, Soumyajyoti . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-22 kdebock@audencia.com
f14soumyajyotid@iimidr.ac.in Department of Marketing, Audencia Business School,
Operations Management and Quantitative Techniques, Indian Nantes, France
Institute of Management Indore, Indore, Choose a State or
Province, India De Bruyn, Wim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-29
wim.debruyn@hogent.be
Dauzere-Peres, Stéphane . . . . . . . . . . . . . . . . . . . . WC-23, MD-60 Business and Information Management, University College
dauzere-peres@emse.fr Ghent, Ghent, Belgium
Manufacturing Sciences and Logistics, Ecole des Mines de
Saint-Etienne - LIMOS, Gardanne, France De Caigny, Arno . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-11, WA-11
487
AUTHOR INDEX EURO 2018 - Valencia
a.de-caigny@ieseg.fr
IESEG School of Management, Lille, Nord-Pas-de-Calais, de Lima, Guillermo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-48
France g.delima@alumnos.upm.es
Technical University of Madrid, Spain
de Carvalho, J. M. Valerio . . . . . . . . . . . . . . . . . . . . . . . . . . WD-29
vc@dps.uminho.pt De Los Santos Pineda, Alicia . . . . . . . . . . . . . . . . . . . . . . . . MD-26
Departamento de Producao e Sistemas, Universidade do aliciasantospineda@gmail.es
Minho, Braga, Portugal Matemática Aplicada II, Universidad de Sevilla, Sevilla,
Spain, Spain
De Causmaecker, Patrick . . . . WB-07, TB-09, WA-09, WC-09
Patrick.DeCausmaecker@kuleuven.be De Marchi, Monica M . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-48
Computer Science/CODeS, Katholieke Universiteit Leuven, monica@ieav.cta.br
Kortrijk, Flanders, Belgium Geointelligence Division, Institute for Advanced Studies -
IEAv, São José dos Campos, São Paulo, Brazil
de Celis, Raúl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-04
raul.decelis@urjc.es de Oliveira, Fabiana R. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-14
European Institute For Aviation Training And Accreditation, fabianardo@gmail.com
Universidad Rey Juan Carlos, Fuenlabrada, MADRID, Spain Mathematics, Federal University of Goias, Goiania, Go,
Brazil
De Giuli, Maria Elena . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-24
elena.degiuli@unipv.it De Oliveira, Hugo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-33
Department of Economics and Management, University of HDEOLIVEIRA@hevaweb.com
Pavia, Pavia, Italy, Italy HEVA, France
488
EURO 2018 - Valencia AUTHOR INDEX
de Véricourt, Francis . . . . . . . . . . . . . . . . . . . . . . . . MD-28, TA-30 Operations Research, Naval Postgraduate School, Monterey,
devericourt@esmt.org CA, United States
Management Science, ESMT Berlin, Germany
Della Croce, Federico . . . . . . . . . . . . . . . . . . . . . . . . WC-08, TA-54
De Vries, Harwin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-48 federico.dellacroce@polito.it
harwin.devries@insead.edu DIGEP, Politecnico di Torino, Torino, Italy
Technology and Operations Management, INSEAD,
Fontainebleau, France Dellnitz, Andreas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-11
andreas.dellnitz@fernuni-hagen.de
De Wolf, Daniel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-18 Chair of Operations Research, FernUniversität in Hagen, Ha-
daniel.dewolf@univ-littoral.fr gen, Germany
Tves & Core -ucl, Université du Littoral, Dunkerque Cedex
1, France DellOvo, Marta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-10
marta.dellovo@polimi.it
De, Debashree . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-07 Architecture Built Environment Construction, Politecnico of
ded1@aston.ac.uk Milano, Milano, Italy
Operations and Information management, Aston Business
School, BIRMINGHAM, United Kingdom, United Kingdom Delorme, Xavier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-21
delorme@emse.fr
Degroote, Hans . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-09 Fayol-emse, Cnrs, Umr 6158, Limos, Ecole des Mines de
hans.degroote@kuleuven.be Saint Etienne, Saint Etienne, France
KU Leuven, Belgium
Delot, Thierry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-05
Dehler, Joris . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-24 thierry.delot@univ-valenciennes.fr
joris.dehler@kit.edu University of Valenciennes, Valenciennes, France
Karlsruhe Insitute of Technology (KIT), Karlsruhe, Germany
Demassey, Sophie . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-50
Deineko, Vladimir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-08 vpresident3@roadef.org
v.deineko@warwick.ac.uk CMA, Mines ParisTech, Sophia Antipolis, France
Warwick Business School, Warwick University, Coventry,
United Kingdom Demeulemeester, Erik . . . . . . . . . . . . . . . . . . . . . . MA-21, WD-56
Erik.Demeulemeester@kuleuven.be
Dekker, Rommert . . . . . . . . . . . . WA-07, TD-12, TA-27, MA-52 KBI, KU Leuven, Leuven, Belgium
rdekker@few.eur.nl
Erasmus University Rotterdam, Rotterdam, Netherlands Demir, Emrah . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-32, MD-51
DemirE@cardiff.ac.uk
del Rosario, Gerard . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-53 Cardiff Business School, Cardiff University, Cardiff, United
grc1984@gmail.com Kingdom
Catalonia Institute for Energy Research, Barcelona, Spain
Demir, Eren . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-52
Delarue, Erik . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-51, TC-59 e.demir@herts.ac.uk
erik.delarue@kuleuven.be Hertfordshire Business School, University of Hertfordshire,
Applied Mechanics and Energy Conversion Section, KU Leu- Hatfield, United Kingdom
ven, Leuven, Belgium
Demir, Leyla . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-30
Delcea, Camelia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-04 leyla.demir@deu.edu.tr
camelia.delcea@csie.ase.ro Industrial Engineering, Dokuz Eylul University, Izmir,
Informatics and Economic Cybernetics, Bucharest University Turkey
of Economics, Bucharest, Romania
Demir, Muhittin Hakan. . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-48
Deleplanque, Samuel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-26 muhittin.demir@ieu.edu.tr
deleplanque.samuel@gmail.com Logistics Management, Izmir University of Economics,
IFSTTAR, Lille, France Turkey
489
AUTHOR INDEX EURO 2018 - Valencia
490
EURO 2018 - Valencia AUTHOR INDEX
491
AUTHOR INDEX EURO 2018 - Valencia
492
EURO 2018 - Valencia AUTHOR INDEX
493
AUTHOR INDEX EURO 2018 - Valencia
Math. and Ind. Eng., Polytechnique Montréal and GERAD, Leiden University, LIACS, Leiden, ZH, Netherlands
Montreal, Qué., Canada
Engin, Aysegul . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-31
El Obadi, Saadia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-29 ayseguel.engin@univie.ac.at
se4@alumnes.udl.cat Business Aministration, University of Vienna, Vienna, Vi-
Mathematics, University of Lleida, Lleida, Spain enna, Austria
494
EURO 2018 - Valencia AUTHOR INDEX
495
AUTHOR INDEX EURO 2018 - Valencia
496
EURO 2018 - Valencia AUTHOR INDEX
497
AUTHOR INDEX EURO 2018 - Valencia
498
EURO 2018 - Valencia AUTHOR INDEX
499
AUTHOR INDEX EURO 2018 - Valencia
Framinan, Jose M . . . WC-07, WB-15, WC-15, WD-15, TA-34 Freitas de Moraes, Angela . . . . . . . . . . . . . . . . . . . . . . . . . . WD-13
framinan@us.es s1159072@sms.ed.ac.uk
Industrial Management, University of Seville, Seville, Spain Management Science Business Economics, University of Ed-
inburgh Business School, Edinburgh, United Kingdom
Francés-Chust, Jorge . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-54
jorge@abxat.com Freixas, Josep . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-29
Aguas Bixquert, Xátiva, Valencia, Spain josep.freixas@upc.edu
Matemàtiques, Universitat Politècnica de Catalunya, Man-
Franco, Daniel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-33 resa, Spain
daniel.franco@medinaandalucia.es
Fundacion Medina, Granada, Spain Frejinger, Emma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-08
emma.frejinger@cirrelt.ca
Franco, L. Alberto . . . . . . . . . . . . . . . . . . . TD-18, MB-31, TC-31 Université de Montréal, Montréal, Canada
L.A.Franco@lboro.ac.uk
School of Business and Economics, Loughborough Univer- French, Simon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-20
sity, Loughborough, United Kingdom Simon.French@warwick.ac.uk
University of Warwick, Warwick, United Kingdom
Franco, Manuel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-49
mfranco@um.es Frenk, J.b.g. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-51
Statistics and Operations Research, University of Murcia, frenk@sabanciuniv.edu
Spain Faculty of Engineering and Natural Sciences, Sabanci Uni-
versity, Istanbul, Turkey
François, Véronique . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-05
veronique.francois@uliege.be Freriks, Roel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-57
HEC Management School, University of Liège, Liege, Bel- r.d.freriks@rug.nl
gium University of Groningen, Groningen, Netherlands
500
EURO 2018 - Valencia AUTHOR INDEX
501
AUTHOR INDEX EURO 2018 - Valencia
502
EURO 2018 - Valencia AUTHOR INDEX
503
AUTHOR INDEX EURO 2018 - Valencia
matthias.gerdts@unibw.de
Institut fur Mathematik und Rechneranwendung, Universitat Gholizadeh Atani, Mina . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-04
der Bundeswehr Munchen, Munchen, Germany mina.gholizade@gmail.com
Bu-Ali Sina University, Tehran, Tehran, Iran, Islamic Repub-
Gerek, Emine Esra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-13 lic Of
eegerek@anadolu.edu.tr
Environmental Engineering, Anadolu University, Eskisehir, Ghorbani-Moghadam, Khatere . . . . . . . . . . . . . . . . . . . . . MB-53
Turkey kh_ghorbani67@yahoo.com
Sharif University of Technology, Iran, Islamic Republic Of
Gerek, Omer Nezih . . . . . . . . . . . . . . . . . . . . . . . . . . TA-13, WA-24
ongerek@anadolu.edu.tr Ghoreishi, Maryam . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-03
Electrical and Electronics Engineering, Anadolu University, mgh@econ.au.dk
Eskisehir, Turkey Cluster for Operations Research Applications in Logistics
(CORAL), Department of Economics and Business Eco-
Geriberto Hidalgo, Ieda . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-48 nomics, Aarhus University, Aarhus, Denmark
iedahidalgo@ft.unicamp.br
FT, Unicamp, Campinas, São Paulo, Brazil Ghorpade, Tejas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-05
trghorpade@gmail.com
Gersing, Timo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-51 Industrial Engineering and Operations Research, Indian In-
gersing@math2.rwth-aachen.de stitute of Technology, Bombay, Mumbai, Maharashtra, India
Lehrstuhl II für Mathematik, RWTH Aachen University, Ger-
many Giallombardo, Giovanni . . . . . . . . . . . . . . . . . . . . MB-15, WC-52
giallo@dimes.unical.it
Gever, Basak . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-06 DIMES, University of Calabria, Rende, Italy
basak.gever@stm.com.tr
Artificial Intelligence Engineering and Data Fusion, STM Giat, Yahel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-27
Defense Technologies and Trade Inc., Ankara, Turkey yahel@jct.ac.il
Jerusalem College of Technology, Jerusalem, Israel, Israel
Ghaddar, Bissan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-48
bghaddar@uwaterloo.ca Gieschen, Antonia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-33
Ivey Business School, Canada antonia.gieschen@ed.ac.uk
The University of Edinburgh, United Kingdom
Ghaderi, Mohammad . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-10
mohammad.ghaderi@upf.edu Gil, Cristiam . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-05
Business and Economics, Universitat Pompeu Fabra (UPF), cristiam.gil@gmail.com
Barcelona, Spain Institute of complex engineering systems, Universidad de
Chile, Chile
Ghadimi, Foad . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-03
foad.ghadimi@ugent.be Gilanyi, Attila . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-18
Department of Business Informatics and Operations Manage- gilanyi@inf.unideb.hu
ment, Ghent University, Ghent, Belgium Faculty of Informatics, University of Debrecen, Debrecen,
Hungary
Ghanem, Angi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-33
aghanem15@ku.edu.tr Gilenson, Miri . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-15
Industrial Engineering and Operations Management, Koç Miray.g@gmail.com
University, Istanbul, Turkey Department of Industrial Engineering & Management, Ben-
Gurion University of the Negev, Israel
Gharehgozli, Amir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-12
gharehga@tamug.edu Gils, Hans Christian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-51
Maritime Administration, Texas A&M University at Galve- hans-christian.gils@dlr.de
ston, Galveston, TX, United States Systems Analysis and Technology Assessment, German
Aerospace Center (DLR), Germany
Ghedira, Khaled . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-08
mozhammami@yahoo.fr Gimzauskienė, Edita . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-34
SOIE, ENSI, Tunis, Tunisia, Tunisia edita.gimzauskiene@ktu.lt
School of Economics and Business, Prof. Dr., Kaunas,
Ghisolfi, Verônica . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-24 Lithuania
veronicaghisolfi@gmail.com
COPPE, Federal University of Rio de Janeiro, Rio de Janeiro, Ginés-Vilar, Miguel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-29
Rio de Janeiro, Brazil mgines@uji.es
Economics, Universitat Jaume I, Spain
Gholami-Zanjani, Seyed Mohammad . . . . . . . . . . . . . . . . TA-03
se_gholami@ind.iust.ac.ir Giner, Javier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-24
Industrial Engineering, Iran University of Science and Tech- jginer@ull.edu.es
nology, Tehran, Tehran, Iran, Islamic Republic Of Economy, Accounting and Finance, University of La Laguna,
504
EURO 2018 - Valencia AUTHOR INDEX
La Laguna, Santa Cruz de Tenerife, Spain Department of Statistics and OR, University Vienna, Vienna,
Austria
Giner-Bosch, Vicent . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-13
vigibos@eio.upv.es Glazebrook, Kevin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-06
Centre for Quality and Change Management, Universitat k.glazebrook@lancs.ac.uk
Politècnica de València, VALENCIA, Spain Management Science, Lancaster University, Lancaster
505
AUTHOR INDEX EURO 2018 - Valencia
Turkey
Gomez-Corral, Antonio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-34
Gokalp, Elvan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-17 antonio_gomez@mat.ucm.es
phd13eg@mail.wbs.ac.uk Department of Statistics and OR, Complutense University of
Operations Research, University Of Warwick, COVENTRY, Madrid, Madrid, Spain
United Kingdom
Goncalves, Joao . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-25
Gölcük, Ilker . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-31 jpgoncal@us.ibm.com
ilkergolcuk@gmail.com IBM Research, Yorktown Heights, NY, United States
Dokuz Eylül University, Izmir, 35, Turkey
Gonçalves, Juan Carlos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-30
Gold, Stefan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-51 juan.carlos.goncalves@udc.es
gold@uni-kassel.de Universidad de La Coruña, Spain
Faculty of Economics and Management, University of Kas-
sel, Kassel, Germany Goncalves, Paulo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-48
paulo.goncalves@usi.ch
Golden, Bruce . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-08, MD-52 University of Lugano, Lugano, Switzerland
bgolden@rhsmith.umd.edu
Decision & Information Technologies, University of Mary- Gondran, Matthieu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-56
land, College Park, MD, United States gondran@isima.fr
UCA, LIMOS, Aubière, France
Goler, Kemal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-19
rlglmk@gmail.com Gondzio, Jacek . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-15
Anadolu University, Eskisehir, Turkey j.gondzio@ed.ac.uk
School of Mathematics, University of Edinburgh, Edinburgh,
Goloubeva, Ksenia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-13 United Kingdom
ksenia.goloubeva@engie.com
ENGIE Lab CRIGEN, ST-DENIS-LA-PLAINE, France Gönsch, Jochen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-52
jochen.goensch@uni-due.de
Gomes, Eliane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-49 Mercator School of Management, University of Duisburg-
eliane.gomes@embrapa.br Essen, Duisburg, Germany
SGI, Brazilian Agricultural Research Corporation, Brasília,
DF, Brazil Gonzalez, Carlos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-18
carlosl.gonzalez@ciens.ucv.ve
Gomes, Maria Isabel . . . . . . . . . . . . . . . . . . . . . . . MA-54, MD-54 Universidad Central de Venezuela, Caracas, Venezuela
mirg@fct.unl.pt
CMA - Universidade Nova de Lisboa, Caparica, Portugal Gonzalez, Julian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-05
jugonzalezbu@unal.edu.co
Gomez Gonzalez, Daniel . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-29 Sistemas, Universidad Nacional de Colombia, medellin, an-
dagomez@estad.ucm.es tioquia, Colombia
Estadistica e Investigacion Operativa III, Complutense Uni-
versity, Madrid, Spain Gonzalez, Stéphane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-29
stephane.gonzalez@univ-st-etienne.fr
Gomez Padilla, Alejandra . . . . . . . . . . . . . . . . . . . . . . . . . . MC-58 Gate Lse, Saint-Étienne, France
alejandra.gomez@cucei.udg.mx
Industrial Engineering, University of Guadalajara, Guadala- Gonzalez, Xavier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-28
jara, Jalisco, Mexico xavierign@gmail.com
UBA, Argentina
Gomez, Camilo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-48, MD-59
gomez.ch@uniandes.edu.co Gonzalez-Araya, Marcela C. . . . . . . . . . . TA-17, TB-49, TC-49
Industrial Engineering, Universidad de los Andes, Bogota, mgonzalez@utalca.cl
Bogota, Colombia Department of Industrial Engineering, Universidad de Talca,
Curicó, Región del Maule, Chile
Gomez, Diego . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-58
diegogomezsanz10@gmail.com Gonzalez-Neira, Eliana Maria . . . . . . . . . . . . . . . . . . . . . . MC-30
UCM Madrid, Spain eliana.gonzalez@javeriana.edu.co
Industrial Engineering, Pontificia Universidad Javeriana, Bo-
Gomez, Trinidad . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-10, TB-52 gota, Colombia
trinidad@uma.es
Applied Economics Mathematics, University of Malaga, Gonzalez-Ortega, Jorge . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-34
MALAGA, Spain jorge.gonzalez@icmat.es
ICMAT-CSIC, Madrid, MADRID, Spain
Gomez, Yolanda . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-25
ygomez@devstat.com Gonzalez-Velarde, Jose Luis . . . . . . . . . . . . . . . . WC-09, WD-22
Data Science | IT, DevStat, Valencia, Spain gonzalez.velarde@itesm.mx
506
EURO 2018 - Valencia AUTHOR INDEX
Manufacturing Systems, Monterrey Tech, Monterrey, N.L., Goverde, Rob . . . . . . . . . . . . . . . WD-04, TD-07, WA-26, WD-26
Mexico r.m.p.goverde@tudelft.nl
Transport and Planning, Delft University of Technology,
González Dos Santos, Teno . . . . . . . . . . . . . . . . . . . . . . . . . . TC-33 Delft, Netherlands
teno_glez@hotmail.com
Depto. de Estadistica, Investigacion Operativa y Computa- Govindan, Kannan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-10
cion, Universidad de La Laguna, La Laguna, Santa Cruz de gov@sam.sdu.dk
Tenerife, Spain Department of Business and Economics, University of South-
ern Denmark, Odense, Denmark
González Gallardo, Sandra . . . . . . . . . . . . . . . . . . . . . . . . . . TB-58
sandragg@uma.es Govindaraja Perumal, Shyam Sundar . . . . . . . . . . . . . . . . TA-26
Applied Economics (Mathematics), University of Malaga, shyam@qampo.com
MALAGA, Spain Department of Management Engineering, Technical Univer-
sity of Denmark & QAMPO ApS, Denmark
González, Pedro Henrique . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-48
pegonzalez@eic.cefet-rj.br Gözüm, Gözde . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-53
Department of Informatics, Federal Center for Technological agozde@yahoo.com
Education of Rio de Janeiro, Brazil Business Administration, Middle East Technical University,
Ankara, Turkey
González-Brevis, Pablo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-58
pablogonzalez@ingenieros.udd.cl Grabisch, Michel . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-10, MA-29
School of Engineering, Universidad del Desarrollo, Concep- michel.grabisch@univ-paris1.fr
cion, Chile CES, Universite Paris I - Pantheon-Sorbonne, Paris, France
507
AUTHOR INDEX EURO 2018 - Valencia
alexredrnd@gmail.com
Mathematics and computer sciences, Southern Federal Uni- Gronalt, Manfred . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-49
versity, Rostov-On-Don, Russian Federation Manfred.Gronalt@boku.ac.at
Institute of Production and Logistics, University of Natural
Greco, Salvatore . . . . . . MC-10, MD-10, TA-10, TB-10, TC-10, Resources and Life Sciences, Vienna, Austria
TD-10, WA-10
salgreco@unict.it Gruzauskas, Valentas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-34
Department of Economics and Business, University of Cata- valentas.gruzauskas@ktu.lt
nia, Catania, Italy School of Economics and Business, Kaunas, Kaunas region,
Lithuania
Greistorfer, Peter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-09
peter.greistorfer@uni-graz.at Grübel, Julia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-30
Department of Production and Operations Management, Uni- julia.gruebel@fau.de
versity of Graz, Graz, Austria Friedrich-Alexander-Universität Erlangen-Nürnberg, Nürn-
berg, Germany
Gribkovskaia, Irina . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-12
irina.gribkovskaia@himolde.no Guaita-Pradas, Inmacualada . . . . . . . . . . . . . . . . . . . . . . . . TC-24
Faculty of Logistics, Molde University College - Specialized iguaita@upv.es
University in Logistics, Molde, Norway Departamento de Economía y Ciencias Sociales, Univeritat
Politècnica de València, Valencia, Spain
Grigas, Paul . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-09
pgrigas@berkeley.edu Guajardo, Mario . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-54, TA-60
Industrial Engineering and Operations Research, UC Berke- Mario.Guajardo@nhh.no
ley, Berkeley, CA, United States Business and Management Science, NHH Norwegian School
of Economics, Bergen, Norway
Grigoreva, Olesya . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-56
olesyagrigez@gmail.com Gualotuña, José A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-10
Computational Mathematics and Cybernetics, Lomonosov j.alex.g.parra@hotmail.com
Moscow State University, Moscow, Russian Federation ETSIAAB in UPM, Madrid, Spain
508
EURO 2018 - Valencia AUTHOR INDEX
509
AUTHOR INDEX EURO 2018 - Valencia
510
EURO 2018 - Valencia AUTHOR INDEX
KIOS Research Center of Excellence, University of Cyprus, Industrial engineering, Kırıkkale University, Kırıkkale,
Nicosia, Cyprus Turkey, Turkey
511
AUTHOR INDEX EURO 2018 - Valencia
512
EURO 2018 - Valencia AUTHOR INDEX
513
AUTHOR INDEX EURO 2018 - Valencia
514
EURO 2018 - Valencia AUTHOR INDEX
515
AUTHOR INDEX EURO 2018 - Valencia
516
EURO 2018 - Valencia AUTHOR INDEX
İşlier, Zeynep Gökçe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-06 Decision Sciences, Athens University of Economics & Busi-
zeynep.yildiz@boun.edu.tr ness, Athens, Greece
Industrial Engineering, Bogazici University, Turkey
Irawan, Chandra . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-03, WC-59
Ibarra, Amaia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-56 chandra.irawan@nottingham.edu.cn
amaia.ibarra.bolt@navarra.es Nottingham Business School, University of Nottingham
Osasunbidea, Spain China, Ningbo, – Please Select (only U.S. / Can / Aus), China
517
AUTHOR INDEX EURO 2018 - Valencia
518
EURO 2018 - Valencia AUTHOR INDEX
519
AUTHOR INDEX EURO 2018 - Valencia
maria.jofre@sydney.edu.au przemyslaw.juszczuk@ue.katowice.pl
The University of Sydney Business School, Sydney, Australia Department of Knowledge Engineering, University of Eco-
nomics in Katowice, Katowice, Poland
John, Ole . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-32
ole.john@cml.fraunhofer.de Kaspar, Jan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-49
Ship&Information Management, Fraunhofer Center for Mar- kasparj@fld.czu.cz
itime Logistics and Services CML, Hamburg, Hamburg, Ger- Czech University of Life Sciences Prague, Prague, Czech
many Republic
520
EURO 2018 - Valencia AUTHOR INDEX
521
AUTHOR INDEX EURO 2018 - Valencia
522
EURO 2018 - Valencia AUTHOR INDEX
523
AUTHOR INDEX EURO 2018 - Valencia
524
EURO 2018 - Valencia AUTHOR INDEX
525
AUTHOR INDEX EURO 2018 - Valencia
526
EURO 2018 - Valencia AUTHOR INDEX
527
AUTHOR INDEX EURO 2018 - Valencia
528
EURO 2018 - Valencia AUTHOR INDEX
529
AUTHOR INDEX EURO 2018 - Valencia
530
EURO 2018 - Valencia AUTHOR INDEX
531
AUTHOR INDEX EURO 2018 - Valencia
markus.leitner@univie.ac.at
Lee, Kangbae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-27 Department of Statistics and Operations Research, University
kanglee@donga.ac.kr of Vienna, Vienna, Austria
Management Information Systems, Dong-A University, Bu-
san, Busan, Korea, Republic Of Leitner, Stephan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-23
stephan.leitner@aau.at
Lee, Kyungsik . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-06 Department of Controlling and Strategic Management,
optima@snu.ac.kr Alpen-Adria-Universität Klagenfurt, Klagenfurt, Austria
Industrial Engineering, Seoul National University, Korea,
Republic Of Lejkowska, Agnieszka . . . . . . . . . . . . . . . . . . . . . . . TC-24, MB-50
agnie@mail.ustc.edu.cn
Lee, Lin Hui . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-10 School of Management, University of Science and Technol-
l.linhui88@gmail.com ogy of China, Hefei, Anhui, China
Process Transformation & Improvement, Singapore General
Hospital, SINGAPORE, SINGAPORE, Singapore Lemahieu, Wilfried . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-11
wilfried.lemahieu@kuleuven.be
Lee, Thomas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-13 Faculty of Economics and Business, KU Leuven, Belgium
yslee@uic.edu
Information and Decision Sciences (M/C 294), University of Lemiale, Vincent . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-17
Illinois, Chicago, ILLINOIS, United States vincent.lemiale@csiro.au
Data 61, CSIRO, Clayton, Vic, Australia
Lee, Yoon Been. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-07
yblee@kistep.re.kr Lepaul, Sébastien . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-52
Center of Innovation Data Analysis, Korea Institute of Sci- sebastien.lepaul@edf.fr
ence and Technology Evaluation and Planning, Seoul, Korea, EDF, Palaiseau, France
Republic Of
Leppanen, Ilkka . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-31
Lefrere, Vincent . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-53 I.Leppanen@lboro.ac.uk
vincent.lefrere@u-psud.fr Management Science and Operations, School of Business
Telecom ecole de management, France and Economics, Loughborough University, Loughborough,
United Kingdom
Legrand, Frédéric . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-13
frederic.legrand@engie.com Lessmann, Stefan . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-11, TB-11
ENGIE Lab CRIGEN, ST-DENIS-LA-PLAINE, France stefan.lessmann@hu-berlin.de
School of Business and Economics, Humboldt-University of
Legros, Benjamin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-28 Berlin, Berlin, Germany
belegros@laposte.net
Génie Industriel, Ecole Centrale Paris, France Leu, Jun-Der. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-18
leujunder@mgt.ncu.edu.tw
Legros, Benjamin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-28 Business Administration, National Central University, Tai-
benjamin.legros@centraliens.net wan, Taoyuan City, Taiwan
Ecole de Management de Normandie, France
Leung, Janny . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-28, TC-52
Lehuédé, Fabien . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-06 jannyleung@cuhk.edu.cn
fabien.lehuede@mines-nantes.fr The Chinese University of Hong Kong (Shenzhen), Shen-
Institut Mines Telecom Atlantique, LS2N, Nantes, France zhen, China
532
EURO 2018 - Valencia AUTHOR INDEX
pieter.leyman@kuleuven.be
CODeS, Department of Computer Science, KU Leuven, Ko- Li, Xiangyong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-15
rtrijk, Belgium xyli@tongji.edu.cn
School of Economics and Management,Tongji University,
Li, Bin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-19 China
bin.li.2015@pbs.smu.edu.sg
Operations Management, Singapore Management University, Li, Xiaomei . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-52
Singapore, Singapore lxm@tju.edu.cn
Tianjin Uni., China
Li, Bo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-34
libo0410@tju.edu.cn Li, Yali . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-05
College of Management and Economics, Tianjin University, 1131026799@qq.com
China School of Management, Huazhong University of Science and
Technology, Wuhan, Hubei, China
Li, Chen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-16
chen.li@tju.edu.cn Li, Yazhe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-13
Department of Logistics and Supply Chain Management, y.li16@imperial.ac.uk
Tianjin University, Tianjin, Tianjin, China Department of Mathematics, Imperial College London, Lon-
don, United Kingdom
Li, Chong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-14, TD-14
cli@zju.edu.cn Li, Zhongfei . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-24
College of Science, Department of Mathematics, Zhejiang lnslzf@mail.sysu.edu.cn
University, Hangzhou, China Sun Yat-sen Business School, Sun Yat-sen University,
Guangzhou, Guangdong Province, China
Li, Fan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-53
lifan@szu.edu.cn Liberati, Caterina . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-13
China Center for Special Economic Zone Research, Shen- caterina.liberati@unimib.it
zhen University, Shenzhen, Guangdong, China Economics, Management and Statistics, University of
Milano-Bicocca, Milano, Italy
Li, Gendao . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-51
gendao.li@northumbria.ac.uk Lichtenberg, Jan Malte . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-31
Northumbria University, Newcastle, United Kingdom maltelichtenberg@gmail.com
University of Bath, Bath, United Kingdom
Li, Hongyan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-11
hojl@econ.au.dk Liebscher, Charlie . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-50
Economics and Business Economics, Aarhus University, charlie.liebscher@gmail.com
Aarhus, Denmark Resource Management, TU Bergakademie Freiberg, Ger-
many
Li, Jing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-12
pt080@nutc.edu.tw Lienert, Judit . . . . . . . . . . . . . . . . . . . . . . . . MB-31, TB-31, TD-31
Ph.D. Program in Management, Da-Yeh University, judit.lienert@eawag.ch
Chunghua, Taiwan Environmental Social Sciences (ESS), Eawag: Swiss Federal
Institute of Aquatic Science and Technology, Duebendorf,
Li, Ji . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-21 Switzerland
keelee@csrc.ac.cn
Beijing Computational Science Research Center, China Liern, Vicente . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-12, MD-22
vicente.liern@uv.es
Li, Siqiao . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-28 Matematica Economico Empresarial, Universitat de Valen-
l.s.q.li@vu.nl cia, Valencia, Spain
Mathematics Department, Vrije Universiteit Amsterdam,
Amsterdam, Netherlands Liers, Frauke . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-34
frauke.liers@math.uni-erlangen.de
Li, Susan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-51, MA-52 Department Mathematik, FAU Erlangen-Nuremberg, Erlan-
li@adelphi.edu gen, Germany
RBW School of Business, Adelphi University, Garden City,
New York, United States Liesiö, Juuso . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-20
juuso.liesio@aalto.fi
Li, Wang-Xian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-07 Department of Information and Service Management, Aalto
meckwell@gmail.com University, Helsinki, Finland
National Dong Hwa University, Taiwan
Lima, Marcelus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-08
Li, Wanghong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-11 marcelusfl@gmail.com
whli@schulich.yorku.ca Department of Engineering and Information and Communi-
Schulich School of Business, York University, Toronto, ON., cation Technologies, Universitat Pompeu Fabra, Barcelona,
Canada Catalonia, Spain
533
AUTHOR INDEX EURO 2018 - Valencia
liucs@thu.edu.tw
Limbourg, Sabine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-52 Department of Economics, Tunghai University, Taichung,
sabine.limbourg@ulg.ac.be Taiwan
HEC-Management School, University of Liege, Liege, Bel-
gium Liu, Jianfeng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-57
liu1172@purdue.edu
Lin, Ching-Torng . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-12, TB-12 Chemical Engineering, Purdue University, West Lafayette,
clinch314@gmail.com IN, United States
Department of Information Manaagement, Da-Yeh Univer-
sity, Chunghua, Taiwan Liu, Jiyin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-22, TA-25
j.y.liu@lboro.ac.uk
Lin, I-Chi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-22 School of Business and Economics, Loughborough Univer-
ichilindalin@gmail.com sity, Loughborough, Leicestershire, United Kingdom
National Chung Hsing University (Taiwan), Miaoli, Miaoli,
Taiwan Liu, Shaofeng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-59
shaofeng.liu@plymouth.ac.uk
Lin, Jane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-18 Graduate School of Management, University of Plymouth,
janelin@uic.edu Plymouth, United Kingdom
Department of Civil and Materials Engineering, University
of Illinois at Chicago, Chicago, Illinois, United States Liu, Si . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-31
si.liu@icmat.es
Lin, Jenn-Rong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-32 SPOR/Datalab, Instituto de Ciencias Matemáticas,CSIC,
jrlin@mail.ntou.edu.tw Madrid, Madrid, Spain
Department of Transportation Science, National Taiwan
Ocean University, Keelung, Taiwan Liu, Songsong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-13
songsong.liu@swansea.ac.uk
Lin, Ka Yuk Carrie . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-52 School of Management, Swansea University, Swansea,
mslincky@cityu.edu.hk United Kingdom
Dept. of Management Sciences, City University of Hong
Kong, Hong Kong (SAR), China Liu, Tianxiang . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-14
tiskyliu@polyu.edu.hk
Lin, Li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-48 The Hong Kong Polytechnic University, China
indlin@buffalo.edu
Industrial and Systems Engineering, University at Buffalo, Liu, Xin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-14
Amherst, NY, United States liuxin@lsec.cc.ac.cn
State Key Laboratory of Scientific and Engineering Comput-
Lin, Shih-Wei . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-05 ing, Academy of Mathematics and Systems Science, Chinese
swlin@mail.cgu.edu.tw Academy of Sciences, Beijing, China
Department of Information Management, Chang Gung Uni-
versity, Taoyuan, Taiwan Ljubic, Ivana . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-08
ivana.ljubic@essec.edu
Lindberg, Per Olov . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-26 IDS, ESSEC Business School of Paris, Cergy-Pontoise,
polin@kth.se France
Tansportation Econonics, VTI (Swedish National Road and
Transport Research Institute), Stockholm, Sweden Llerena, Francesc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-29
francesc.llerena@urv.net
Liou, James . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-10 Gestio d’Empreses, Universitat Rovira i Virgili, Reus, Spain
jamesjhliou@gmail.com
Industrial Engineering and Management, National Taipei Llorca, Natividad . . . . . . . . . . . . . . . . . . . MC-29, MD-29, TD-29
University of Technology, Taipei, Taiwan nllorca@umh.es
Operations Research Center, Miguel Hernández University,
Liret, Anne . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-22 Elche, Spain
anne.liret@bt.com
R&T, British Telecom, PARIS, France Lo Piano, Samuele . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-20
s.lopiano@gmail.com
Listes, Ovidiu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-57 Open Evidence, Universitat Oberta de Catalunya, Barcelona,
Ovidiu.Listes@aimms.com Catalunya, Spain
AIMMS, Haarlem, Netherlands
Lo, Huai-Wei . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-10
Little, John D C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-18 w110168888@gmail.com
jlittle@mit.edu Industrial Engineering and Management, National Taipei
MIT Sloan School, Mass. Inst. of Tech., Cambridge, MA, University of Technology, Taipei, Taiwan
United States
Löffler, Maximilian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-05
Liu, Chung-Shu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-24 loeffler@dpo.rwth-aachen.de
534
EURO 2018 - Valencia AUTHOR INDEX
535
AUTHOR INDEX EURO 2018 - Valencia
abiliolucena@cos.ufrj.br
Systems Engineering and Computer Science - COPPE, Fed- Luque, Mariano . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-12, TB-58
eral University of Rio de Janeiro, Rio de Janeiro, RJ, Brazil mluque@uma.es
Applied Economics (Mathematics), Universidad de Malaga,
Lucidi, Stefano . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-08 Malaga, Spain
lucidi@dis.uniroma1.it
Department of Computer, Control, and Management Science, Lusa, Amaia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-27
University of Rome, Rome, Italy amaialusa@gmail.com
Universitat Politècnica de Catalunya, Spain
Lüer-Villagra, Armin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-03
armin.luer@unab.cl Lusby, Richard . . . . . . . . . . . . . . . . . . . . . . MA-05, TA-26, WB-26
Department of Engineering Sciences, Universidad Andres rmlu@dtu.dk
Bello, Santiago, Chile Department of Management Engineering, Technical Univer-
sity of Denmark, Kgs Lyngby, Denmark
Luimstra, Simon Henk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-14
s.luimstra@emmen.nl Luteyn, Corrinne . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-15
gem. MM, Netherlands corrinne.luteyn@kuleuven.be
Centre for Industrial Management / Traffic & Infrastructure,
Luipersbeck, Martin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-60 KU Leuven, Leuven, Belgium
martin.luipersbeck@gmail.com
Department of Statistics and Operations Research, University Lynch, Muireann . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-51
of Vienna, Vienna, Austria muireann.lynch@esri.ie
The Economic and Social Research Institute, Dublin, Ireland
Lukač, Zrinka . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-02
zlukac@efzg.hr Lyons, Andrew . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-32, MD-59
Faculty of Economics and Business - Zagreb, Zagreb, Croatia elmalyon@liverpool.ac.uk
University of Liverpool, Liverpool, United Kingdom
Lukasiak, Piotr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-57
Piotr.Lukasiak@cs.put.poznan.pl Lyra Fontes, Karina . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-51
Institute of Computing Science, Poznan University of Tech- karina.lyra@gmail.com
nology, Poznan, Poland COPPE - Engenharia de Produção, UFRJ, Brazil
536
EURO 2018 - Valencia AUTHOR INDEX
juma2@upv.es
Macambira, Ana Flavia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-48 Departamento de Organizacion de Empresas, Universitat Po-
af.macambira@gmail.com litecnica de Valencia, Valencia, Spain
Departamento de Estatística, Universidade Federal da
Paraíba, Joao Pessoa, PB, Brazil Maheut, Julien . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-15, TB-53
juma2@upvnet.upv.es
MacCarthy, Bart . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-27 Departamento de organización de empresas, Universidad Po-
Bart.Maccarthy@nottingham.ac.uk litecnica de Valencia, Valencia, Spain
Nottingham University Business School, University of Nott-
tingham, Nottingham, United Kingdom Mahler, Cláudio Fernando . . . . . . . . . . . . . . . . . . . . . . . . . . MD-54
mahler@coc.ufrj.br
Machado Cardoso Junior, Moacyr . . . . . . . . . . . . . . . . . . WC-31 Getres/coppe, Ufrj, Rio de Janeiro, Brazil
moacyr@ita.br
Mechanical Engineering, Instituto Tecnológico de Aeronáu- Mahmud, Salaheddin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-33
tica, Mogi das Cruzes, São Paulo, Brazil salah.mahmud@umanitoba.ca
Department of Community Health Sciences, University of
Maclean, Kyle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-52 Manitoba, Winnipeg, Manitoba, Canada
kmaclean@ivey.ca
Ivey Business School - Western University, Canada Maia, Fábio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-08
8090379@estgf.ipp.pt
Macrina, Giusy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-15 CIICESI, Instituto Politécnico do Porto, Felgueiras, Portugal
giusy.macrina@unical.it
Department of Mechanical, Energy and Management Engi- Maillart, Lisa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-03, WC-03
neering, University of Calabria, Italy maillart@pitt.edu
University of Pittsburgh, United States
Madji, Thamila . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-04
madjit2@lsbu.ac.uk Maina, Samuel Chege . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-49
London South Bank University, London, United Kingdom samuelm@ke.ibm.com
Inclusive Financial Services, IBM Research Africa, Nairobi,
Madlener, Reinhard . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-10 Kenya
rmadlener@eonerc.rwth-aachen.de
School of Business and Economics / E.ON Energy Research Maiza, Mohamed . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-29
Center, RWTH Aachen University, Aachen, Germany maiza_mohamed@yahoo.fr
Laboratoire de Mathématiques Appliquées, Ecole Militaire
Madsen, Henrik . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-08 Polytechnique, Algiers, Algeria
hmad@dtu.dk
Applied Mathematics and Computer Science, Technical Uni- Majewska, Justyna . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-24
versity of Denmark, Kgs. Lyngby, Denmark justyna.majewska@ue.katowice.pl
Department of Demography and Economic Statistics, Univer-
Magatão, Leandro . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-21 sity of Economics in Katowice, Katowice, Katowice, Poland
magatao@utfpr.edu.br
Graduate Program in Electrical and Computer Engineering Makajic-Nikolic, Dragana . . . . . . . . . . . . . . . . . . . . . . . . . . MC-13
(CPGEI), Federal University of Technology - Parana, Cu- gis@fon.rs
ritiba, Parana, Brazil Laboratory for Operational Research, Faculty of Organiza-
tion Sciences, Serbia
Maggi, Mario . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-04, TC-04
mario.maggi@unipv.it Makiishi, Naoya . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-16
Department of Economics and Management, University of c5617165@aoyama.jp
Pavia, Pavia, Italy Management Technology Course, Graduate School Of Sci-
ence And Engineering, Aoyama Gakuin University, Japan
Maggioni, Francesca . . . . . . . . . . . . . . . . . . . . . . . . TD-17, WC-30
francesca.maggioni@unibg.it Makui, Ahmad . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-12
Department of Management, Economics and Quantitative amakui@iust.ac.ir
Methods, University of Bergamo, Bergamo, Italy, Italy Industrial Engineering, Iran University of Science and Tech-
nology, Tehran, Iran, Islamic Republic Of
Mahéo, Arthur . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-26
arthur.maheo@anu.edu.au Malaguti, Enrico . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-08
ANU, Australia enrico.malaguti@unibo.it
DEI, University of Bologna, Bologna, Italy
Mahdavi, Mojtaba . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-13
m.mahdavi@auckland.ac.nz Maldonado, Sebastian . . . . . . . . . . . . . . . . TA-11, TD-11, WC-21
Business School, The University of Auckland, Auckland, smaldonado@uandes.cl
New Zealand School of Engineering and Applied Sciences, Universidad de
los Andes, Santiago, Chile
Maheut, Julien . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-23
537
AUTHOR INDEX EURO 2018 - Valencia
538
EURO 2018 - Valencia AUTHOR INDEX
539
AUTHOR INDEX EURO 2018 - Valencia
540
EURO 2018 - Valencia AUTHOR INDEX
541
AUTHOR INDEX EURO 2018 - Valencia
542
EURO 2018 - Valencia AUTHOR INDEX
543
AUTHOR INDEX EURO 2018 - Valencia
544
EURO 2018 - Valencia AUTHOR INDEX
Moells, Sascha H. . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-17, MB-17 Statistics, Universidad Carlos III de Madrid, Madrid, Spain
moells@wiwi.uni-marburg.de
Financial Accounting & Corporate Valuation, Philipps- Molina, Emilio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-21
University Marburg, Marburg, Germany emiliomolina217@gmail.com
Center for Mathematical Modeling and Department of Math-
Moench, Lars . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-21 ematical Engineering, University of Chile, Universidad de
lars.moench@FernUni-Hagen.de Chile, Chile
FernUniversität in Hagen, Hagen, Germany
Molina-Garcia, Angel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-59
Moghaddas, Zohreh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-11 angel.molina@upct.es
moghaddas.sahar@gmail.com Electrical Engineering, Universidad Politecnica de Carta-
Department of Mathematics„ Islamic Azad University, gena, Cartagena, Murcia, Spain
Qazvin branch, Tehran, Iran, Islamic Republic Of
Molina-Pariente, Jose M. . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-07
Moguerza, Javier M. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-58 jmolinap@esi.us.es
javier.moguerza@urjc.es University of Seville, Spain
Statistics and Operational Research, Rey Juan Carlos Univer-
sity, Móstoles (Madrid), Spain Molinero, Xavier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-29
xavier.molinero@upc.edu
Mohamadpour Tosarkani, Babak . . . . . . . . . . . . . . . . . . . WC-27 Mathematics (GRTJ Research Group), Technical University
babak.mohamadpour@ryerson.ca of Catalonia, Terrassa, Barcelona, Spain
Mechanical and Industrial Engineering„ Ryerson University,
Toronto, Ontario, Canada Molis, Elena . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-29
emolis@ugr.es
Mohammad Beglou, Asghar Neema . . . . . . . . . . . . . . . . . WB-09 Economics, Universidad de Granada, Granada, Spain
beglou99@gmail.com
University of Nottingham, Nottingham, Nottinghamshire, Monaci, Michele . . . . . . . . . . . . . . . . . . . . WC-08, MA-16, TB-60
United Kingdom michele.monaci@unibo.it
DEI, University of Bologna, Bologna, Italy
Mohammed, Ahmed . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-22
amm.alhamdany@gmail.com Monaco, M. Flavia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-08
Business School, Cardiff University, Cardiff, United King- monaco@deis.unical.it
dom DIMES - Dipartimento di Ingegneria Informatica, Model-
listica, Elettronica e Sistemistica, Università della Calabria,
Mohan, Usha . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-04 Rende (CS), Italy
ushamohan@iitm.ac.in
Department of Management Studies (DoMS), Indian Institute Mondal, Dipankar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-20
of Technology Madras, Chennai, India dipankarcmi@gmail.com
Mathematics, Indian Institute of Technology Guwahati,
Mohseni-Taheri, Danial . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-17 Guwahati, Assam, India
smohse3@uic.edu
College of Business Administration, University of Illinois at Mondal, Sandeep . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-27
Chicago, Chicago, IL, United States sandeepmondal@iitism.ac.in
Management Studies, Indian Institute of Technology (Indian
Mokhtari, Abdelkader. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-24 School of Mines), Dhanbad, India
abdelkadermokhtari@gmail.com
Department of Mathematics, University of Laghouat, Mondini, Giulio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-50
Laghouat, Laghouat, Algeria giulio.mondini@polito.it
diget, Politecnico di Torino, Turin, Italy
Molenbruch, Yves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-56
yves.molenbruch@uhasselt.be Monge, Juan Francisco . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-48
Research Group Logistics, Hasselt University, Belgium monge@goumh.umh.es
Centro de Investigacion Operativa, Universidad Miguel Her-
Molero-Río, Cristina . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-09 nandez de Elche, Elche, Alicante, Spain
mmolero@us.es
IMUS - Instituto de Matemáticas de la Universidad de Sevilla, Monica, Stefania . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-23
Spain stefania.monica@unipr.it
Dipartimento di Scienze Matematiche, Fisiche e Infor-
Molho, Elena . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-19, TC-19 matiche, Università degli Studi di Parma, Parma, Italy
elena.molho@unipv.it
Dipartimento di Scienze Economiche e Aziendali, Università Monroy, Luisa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-29
di Pavia, Pavia, Italy lmonroy@us.es
Economia Aplicada III, Universidad de Sevilla, Sevilla, Spain
Molina, Elisenda . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-29
elisenda.molina@uc3m.es Montagna, Dennis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-04
545
AUTHOR INDEX EURO 2018 - Valencia
546
EURO 2018 - Valencia AUTHOR INDEX
547
AUTHOR INDEX EURO 2018 - Valencia
548
EURO 2018 - Valencia AUTHOR INDEX
549
AUTHOR INDEX EURO 2018 - Valencia
550
EURO 2018 - Valencia AUTHOR INDEX
Copenhagen, Frederiksberg C., Denmark ern University, Evanston, Illinois, United States
551
AUTHOR INDEX EURO 2018 - Valencia
s.oneill@derby.ac.uk Germany
Department of Electronics, Computing and Mathematics,
University of Derby, Derby, United Kingdom Olaya Lasso, Diego Andres . . . . . . . . . . . . . . . . . . . . . . . . . . TA-11
diego.olaya@vub.be
O’Sullivan, Michael . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-13 BUTO, Vrije Universiteit Brussel, Brussels, Brussels, Bel-
michael.osullivan@auckland.ac.nz gium
Engineering Science, University of Auckland, New Zealand
Olaya, Y . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-24
Oberegger, Bernhard . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-06 yolaya@gmail.com
bernhard.oberegger@aau.at Escuela de Sistemas, Universidad Nacional de Colombia,
Universitaet Klagenfurt, Klagenfurt am Wörthersee, Österre- Medell, Colombia
ich, Austria
Olip, Tanja . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-51
Oberscheider, Marco . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-56 tanja.olip@aau.at
marco.oberscheider@boku.ac.at Operations, Energy, and Environmental Management, Uni-
Institute of Production and Logistics, University of Natural versitaet Klagenfurt, Klagenfurt, Austria
Resources and Life Sciences, Vienna, Vienna, Austria
Olivares, Alberto . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-04
Ochieng, Washington . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-05 alberto.olivares@urjc.es
w.ochieng@imperial.ac.uk Statistics and Operational Research, Rey Juan Carlos Univer-
Imperial College London, London, United Kingdom sity, Móstoles, Madrid, Spain
Ohnishi, Masamitsu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-24 Oliveira, José Fernando . . . . . . TC-08, WA-08, WA-29, MD-60
ohnishi@econ.osaka-u.ac.jp jfo@fe.up.pt
Graduate School of Economics, Osaka University, Toyonaka, INESC TEC and Faculty of Engineering, University of Porto,
Osaka, Japan Porto, Portugal
552
EURO 2018 - Valencia AUTHOR INDEX
553
AUTHOR INDEX EURO 2018 - Valencia
Ouelhadj, Djamila . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-05 Faculty of Science and Technology, Keio University, Yoko-
djamila.ouelhadj@port.ac.uk hama, Japan
Maths, University of Portsmouth, Portsmouth, United King-
dom Ozaydin, Ozay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-07
oozaydin@dogus.edu.tr
Ouenniche, Jamal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-12 Industrial Engineering, Dogus University, Istanbul, Turkey
jamal.ouenniche@ed.ac.uk
Management School and Economics, Edinburgh University, Ozbakir, Lale . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-07, TD-07
Edinburgh, Scotland, United Kingdom lozbakir@erciyes.edu.tr
Industrial Engineering, Erciyes University, Kayseri, Turkey
Oufaska, Kenza . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-26
kenza.oufaska@uir.ac.ma Ozbolat, Sevde Nur . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-56
TIC Lab, International University of Rabat, Rabat, Morocco sevdenr.nur@gmail.com
Industrial engineering, Tobb Etu, Ankara, Turkey
Ouhimmou, Mustapha . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-54
mustapha.ouhimmou@etsmtl.ca Özcan, Ender . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-09
Logistics and Operations Engineering, École de Technologie ender.ozcan@nottingham.ac.uk
Supérieure, Montréal, québec, Canada Computer Science, University of Nottingham, Nottingham,
United Kingdom
Ouorou, Adam . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-08
adam.ouorou@orange.com Ozdamar, Linet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-58
CORE/MCN, France Telecom R&D, Issy-les-Moulineaux, ozdamar.linet@gmail.com
France Industrial & Systems Engineering Department, Yeditepe Uni-
versity, Atasehir, Istanbul, Turkey
Oussedik, Sofiane . . . . . . . . . . . . . . . . . . . . . . . . . . . TA-55, MD-57
soussedik@fr.ibm.com Ozdemir, Tahir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-32
IBM, France tahirozdemir34@gmail.com
Computer Engineering, Eskisehir Osmangazi University, Es-
Ouyang, Wendi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-24 kişehir, Odunpazarı, Turkey
uoyangwendi@hotmail.com
University of Manchester, Manchester, LANCS, United Ozdemirel, Nur Evin . . . . . . . . . . . . . . . . . . . . . . . MA-09, MC-09
Kingdom nurevin@ie.metu.edu.tr
Industrial Engineering, Middle East Technical University,
Ovchinnikov, Anton . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-30 Turkey
anton.ovchinnikov@queensu.ca
School of Business, Queen’s University, Kingston, ON, Özden, Uğurcan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-34
Canada ugurcanozden@gmail.com
Industrial Engineering, Istanbul Technical University, İstan-
Owadally, Iqbal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-04 bul, Beşiktaş, Turkey
M.I.Owadally@city.ac.uk
Faculty of Actuarial Science and Insurance, Cass Business Ozekici, Suleyman . . . . . . . . . . . . . . . . . . . . . . . . . . MD-04, WC-19
School, City University, London, London, United Kingdom sozekici@ku.edu.tr
Department of Industrial Engineering, Koç University, Istan-
Žilinskas, Julius . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-30 bul, Turkey
julius.zilinskas@mii.vu.lt
Institute of Data Science and Digital Technologies, Vilnius Ozen, Ulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-30
University, Vilnius, Lithuania ulas.ozen@ozyegin.edu.tr
Ozyegin University, Istanbul, Turkey
Oyo, Kuratomo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-28
kuratomo.oyo@gmail.com Ozkan, Akin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-02
School of Policy Studies, Kwansei Gakuin University, San- akinozkan@hacettepe.edu.tr
dashi, Hyougo, Japan Hacettepe University, Ankara, Turkey
554
EURO 2018 - Valencia AUTHOR INDEX
555
AUTHOR INDEX EURO 2018 - Valencia
556
EURO 2018 - Valencia AUTHOR INDEX
Park, Jongwoo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-18 Parragh, Sophie . . . . MA-02, TC-03, MD-05, WD-07, MA-08,
jongwpnice@gmail.com TA-16
ESE, University of Pennsylvania, Seoul, Korea, Republic Of sophie.parragh@jku.at
Institute of Production and Logistics Management, Johannes
Park, Jongyoon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-06 Kepler University Linz, Linz, Austria
globell@snu.ac.kr
Industrial Engineering, Seoul National University, Korea, Parreño Torres, Consuelo . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-12
Republic Of consuelo.parreno@uv.es
Statistics and Operations Research, University of Valencia,
557
AUTHOR INDEX EURO 2018 - Valencia
558
EURO 2018 - Valencia AUTHOR INDEX
559
AUTHOR INDEX EURO 2018 - Valencia
560
EURO 2018 - Valencia AUTHOR INDEX
561
AUTHOR INDEX EURO 2018 - Valencia
562
EURO 2018 - Valencia AUTHOR INDEX
lpotgieter@sun.ac.za
Logistics, Stellenbosch University, Matieland, Western Cape, Prinz, Joachim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-54
South Africa joachim.prinz@uni-due.de
University of Duisburg-Essen, Duisburg, Germany
Potts, Chris . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WB-25
C.N.Potts@soton.ac.uk Prodel, Martin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-33
School of Mathematical Sciences, University of Southamp- mprodel@hevaweb.com
ton, Southampton, Hampshire, United Kingdom HEVA, France
563
AUTHOR INDEX EURO 2018 - Valencia
564
EURO 2018 - Valencia AUTHOR INDEX
565
AUTHOR INDEX EURO 2018 - Valencia
566
EURO 2018 - Valencia AUTHOR INDEX
prepousi@aueb.gr celso.ribeiro@gmail.com
Howe School of Technology Management, Stevens Institute Institute of Computing, Universidade Federal Fluminense,
of Technology, Hoboken, New Jersey, United States Rio de Janeiro, RJ, Brazil
567
AUTHOR INDEX EURO 2018 - Valencia
568
EURO 2018 - Valencia AUTHOR INDEX
Rodriguez Araque, Eduardo . . . . . . . . . . . . . . . . . . . . . . . . TD-11 Romero Morales, Dolores . . . . . . . . . . . . TC-01, MA-09, MB-09
eduardo.rodrigueza@unicafam.edu.co drm.eco@cbs.dk
Facultad de Ingeniería, Fundación Universitaria Cafam, Bo- Copenhagen Business School, Frederiksberg, Denmark
gotá, Bogota D.C., Colombia
Roodbergen, Kees Jan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-05
Rodriguez, Adán . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-48 k.j.roodbergen@rug.nl
adanro01@ucm.es Faculty of Economics and Business, University of Gronin-
Statistics and Operational Research, Complutense University gen, Groningen, Netherlands
of Madrid, Madrid, Spain
Roos, Ernst . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-21
Rodriguez, Joaquin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-26 e.j.roos@tilburguniversity.edu
joaquin.rodriguez@ifsttar.fr Tilburg University, Tilburg, Netherlands
Estas, Ifsttar, Villeneuve d’Ascq, France
Roose, Dirk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-29
Rodriguez-Aguilar, Roman . . . . . . . . . . . . . . . . . . . . . . . . . . TD-54 Dirk.Roose@cs.kuleuven.be
roman.rodriguez@anahuac.mx Computer Science, KULeuven, Leuven, Belgium
Anahuac University, Mexico, Distrito Federal, Mexico
Ropke, Stefan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-05, TA-15
Rodriguez-Lozano, Gloria . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-02 ropke@dtu.dk
girodriguezl@unal.edu.co Department of Management Engineering, Technical Univer-
Faculty of Economics Sciences, Universidad Nacional de sity of Denmark, Kgs. Lyngby, Danmark, Denmark
Colombia, Bogota, Colombia
Roque, Luís . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-16
Roelens, Iris . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-11 lar@isep.ipp.pt
iris.roelens@ugent.be Instituto Superior de Engenahria do Porto, Porto, Portugal
Ghent University, Belgium
Ros-Roca, Xavier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-09
Roels, Guillaume . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-28 xavier.ros.roca@upc.edu
guillaume.roels@insead.edu Universitat Politècnica de Catalunya (UPC), Barcelona,
Technology and Operations Management, INSEAD, Spain
Fontainebleau, France
Rosa Remedios, Carlos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-33
Rogalski, Marek . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-28 crosa@gsccanarias.com
m.rogalski@emapa.pl Responsable Unidad TIC, Cecoes 112, Santa Cruz de Tener-
Emapa S.A., Warsaw, Poland ife, Santa Cruz de Tenerife, Spain
569
AUTHOR INDEX EURO 2018 - Valencia
570
EURO 2018 - Valencia AUTHOR INDEX
Ruiz, Ruben . SA-01, WF-01, TA-05, WC-07, WC-12, WD-15, Saavedra-Nieves, Alejandro . . . . . . . . . . . . . . . . . . . . . . . . . TB-30
WA-28 asaavedra@uvigo.es
rruiz@eio.upv.es Estatística e Investigación Operativa, Universidade de Vigo,
Departamento de Estadistica e Investigación Operativa Apli- Vigo, Galicia, Spain
cadas y Calidad, Universitat Politècnica de València, Valen-
cia, Spain Saavedra-Rosas, José . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-21
jsaavedra@ing.uchile.cl
Ruiz-Garzón, Gabriel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-12 Departamento de Ingeniería de Minas, Universidad de Chile,
gabriel.ruiz@uca.es Santiago de Chile, Chile
Estadistica e I.O., University of Cadiz, Jerez de la Frontera,
Cádiz, Spain Sabeghi, Narjes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-53
sabeghinarjes@gmail.com
Ruiz-Llopis, Amparo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-02 Velayat University, Iranshar, Iran, Iranshahr, Iran, Islamic
amparo.ruiz@uv.es Republic Of
Accounting Department, Valencia University, Spain
Saberi, Morteza . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-29
Ruiz-Tagle, Mauricio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-12 m.saberi@unsw.edu.au
mruiztag@uach.cl UNSW Canberra, Canberra, Australia
Facultad de Cs. de la Ingeniería, Universidad Austral de
571
AUTHOR INDEX EURO 2018 - Valencia
572
EURO 2018 - Valencia AUTHOR INDEX
Département Sciences et technologies de l’information et Mechanical Engineering, Ort Braude College of Engineering,
de la communication, IRIT-IRSTEA, Toulouse University, Karmiel, Israel
Toulouse, France, Aubière, Clermont-Auvergne, France
Saltelli, Andrea . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-20
Sakuma, Yutaka . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-34 andrea.saltelli@gmail.com
sakuma@nda.ac.jp Centre for the Studies of the Sciences and the Humanities,
Department of Computer Science, National Defense University of Bergen, Bergen, Norway
Academy, Yokosuka-City, Kanagawa-Pref., Japan
Salvador, Manuel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WA-13
Sakuraba, Celso Satoshi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-48 salvador@unizar.es
sakuraba@ufs.br Facultad de Económicas, Universidad de Zaragoza,
Departament of Production Engineering, Federal University Zaragoza, Spain
of Sergipe, Aracaju, Sergipe, Brazil
Salzmann, Philipp E.H. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-25
Salazar González, Juan José . . . . . . . . . . . . . . . . . . . . . . . . MB-05 philipp.salzmann@univie.ac.at
jjsalaza@ull.es Department of Business Administration, University of Vi-
Estadística e Investigación Operativa, Universidad de La La- enna, Vienna, Vienna, Austria
guna (Tenerife), La Laguna, Tenerife, Spain
Sama, Miguel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-19
Salazar, Fernanda . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-52 msama@ind.uned.es
fernanda.salazar@epn.edu.ec Matemática Aplicada, Universidad Nacional de Educación a
Mathematics, Escuela Politecnica Nacional, Quito, Ecuador Distancia, Madrid, Spain
573
AUTHOR INDEX EURO 2018 - Valencia
574
EURO 2018 - Valencia AUTHOR INDEX
Telfer School of Management, University of Ottawa, Ottawa, Chair of Production and Logistics, Georg-August-Universität
Ontario, Canada Göttingen, Göttingen, Germany
575
AUTHOR INDEX EURO 2018 - Valencia
576
EURO 2018 - Valencia AUTHOR INDEX
577
AUTHOR INDEX EURO 2018 - Valencia
578
EURO 2018 - Valencia AUTHOR INDEX
579
AUTHOR INDEX EURO 2018 - Valencia
580
EURO 2018 - Valencia AUTHOR INDEX
581
AUTHOR INDEX EURO 2018 - Valencia
582
EURO 2018 - Valencia AUTHOR INDEX
583
AUTHOR INDEX EURO 2018 - Valencia
584
EURO 2018 - Valencia AUTHOR INDEX
antontal@dsv.su.se pinartan@erciyes.edu.tr
Computer and Systems sciences, Stockholm University, Industrial Engineering, Erciyes University, KAYSERI,
Stockholm, Sweden Turkey
585
AUTHOR INDEX EURO 2018 - Valencia
586
EURO 2018 - Valencia AUTHOR INDEX
thielen@mathematik.uni-kl.de
Department of Mathematics, University of Kaiserslautern, Ting, Hsiu-I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-05
Kaiserslautern, Germany hiting@ntut.edu.tw
Department of Information and Finance Management, Na-
Thiruvady, Dhananjay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-07 tional Taipei University of Technology, Taipei City, Taiwan
dhananjay.thiruvady@monash.edu
School of Mathematical Sciences, Monash University, Clay- Tirado, Gregorio . . . . . . . . . . . . . . . . . . . MC-30, MA-48, MD-48
ton, Victoria, Australia gregoriotd@mat.ucm.es
Estadistica e Investigacion Operativa II, Universidad Com-
Thomann, Jana . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MA-19 plutense de Madrid, Pozuelo de Alarcón, Spain
jana.thomann@tu-ilmenau.de
Institute for Mathematics, Technische Universität Ilmenau, Tishler, Asher . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-56
Ilmenau, Germany AsherT@tauex.tau.ac.il
Faculty of Management, Tel-Aviv University, Tel-Aviv, Israel
Thomas, Arthur . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-59
athomasfistarol@orange.fr Tizzano, Roberto . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-34
LEMNA, University of Nantes / IFP energies nouvelles, roberto.tizzano@unina.it
Paris, Île-de-France, France University of Naples Federico II, Naples, Italy
587
AUTHOR INDEX EURO 2018 - Valencia
Hradec Králové, Hradec Kralove, Czech Republic Department of industrial engegneerin, University of Naples
Federico II, Naples, Italy, Italy
Tomczyk, Michał . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-22
michal.tomczyk@cs.put.poznan.pl Torriero, Anna . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-16
Institute of Computing Science, Poznań University of Tech- anna.torriero@unicatt.it
nology, Poland Universita Cattolica, Milano, Italy
588
EURO 2018 - Valencia AUTHOR INDEX
589
AUTHOR INDEX EURO 2018 - Valencia
590
EURO 2018 - Valencia AUTHOR INDEX
591
AUTHOR INDEX EURO 2018 - Valencia
Operations and Supply Chain Management, Ieseg School of Fac. of Technology Management, Eindhoven University of
Management, Lille, France Technology, Netherlands
van den Dool, Vera . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-55 van Jaarsveld, Willem . . . . . . . . . . . . . . . . . . . . . . . TA-27, MA-52
vera.vandendool@ortec.com wvanjaarsveld@hotmail.com
Econometrics & Operations Research, Tilburg University, Econometrie, Erasmus universiteit rotterdam, Rotterdam,
Netherlands Netherlands
van den Heuvel, Wilco . . . . . . . . . . . . . . . TD-19, WA-23, WB-23 van Kooten Niekerk, Marcel . . . . . . . . . . . . . . . . . . . . . . . . MA-26
wvandenheuvel@ese.eur.nl markonie@xs4all.nl
Econometric Institute, Erasmus University Rotterdam, Rot- Computer Science, Universiteit Utrecht, Utrecht, Utrecht,
terdam, Netherlands Netherlands
van der Hurk, Evelien . . . . . . . . . . . . . . . . . . . . . . WA-07, WC-56 van Luxemburg, Tim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-57
evdh@dtu.dk tim.vanluxemburg@ortec.com
Management Science, Management Engineering, DTU - Consulting, ORTEC, Leiden, Nederland, Netherlands
Technical University of Denmark, Copenhagen, Denmark
Van Nieuwenhuyse, Inneke . . . . . . . . . . . . . . . . . . . . . . . . . MD-53
van der Padt, Albert . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MB-54 inneke.vannieuwenhuyse@uhasselt.be
albert.vanderpadt@wur.nl Hasselt University, Belgium
Food Process Engineering, Wageningen University, Nether-
lands Van Riessen, Bart . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-12
vanriessen@ese.eur.nl
van der Schans, Jurjen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-57 Econometric Institute, Erasmus University Rotterdam,
j.van.der.schans@rug.nl Netherlands
University of Groningen, Groningen, Netherlands
Van Riet, Carla . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WD-56
van der Vorst, Jack . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-52 carla.vanriet@kuleuven.be
Jack.vanderVorst@wur.nl Operations Management, KU Leuven, Leuven, Belgium
Operations Research and Logistics, Wageningen University,
Wageningen, Netherlands Van Thielen, Sofie . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TB-26
sofie.vanthielen@kuleuven.be
van Donselaar, Karel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MD-06 Leuven Mobility Research Centre, KU Leuven, Leuven, Bel-
k.h.v.donselaar@tm.tue.nl gium
OPC, TU Eindhoven, Eindhoven, -, Netherlands
van Twist, Joost . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-23
van Essen, Theresia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TC-52 twist.j.v@gmail.com
j.t.vanessen@tudelft.nl Viggo Eindhoven Airport, Netherlands
Delft University of Technology, Netherlands
van Vuuren, Brian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-25
Van Foreest, Nicky . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WC-19 brianvv@sun.ac.za
n.d.van.foreest@rug.nl Department of Industrial Engineering, Stellenbosch Univer-
Faculty of Economics and Business, University of Gronin- sity, Stellenbosch, South Africa
gen, Groningen, Netherlands
van Vuuren, Jan . . . . . . . . . . . . . . . . . . . . . TD-16, MC-25, WA-34
van Gelder, Pieter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TD-48 vuuren@sun.ac.za
P.H.A.J.M.vanGelder@tudelft.nl Department of Industrial Engineering, Stellenbosch Univer-
TU Delft, Delft, Netherlands sity, Stellenbosch, Western Cape, South Africa
592
EURO 2018 - Valencia AUTHOR INDEX
593
AUTHOR INDEX EURO 2018 - Valencia
594
EURO 2018 - Valencia AUTHOR INDEX
595
AUTHOR INDEX EURO 2018 - Valencia
nitzsch@efi.rwth-aachen.de mwaitz@wu.ac.at
Chair of Decision Theory and Financial Services, RWTH WU Vienna, Austria
Aachen University, Aachen, Germany
Wakolbinger, Tina . . . . . . . . . . . . . . . . . . . . . . . . . . MA-33, TA-48
Vonella, Domenic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MC-34 tina.wakolbinger@wu.ac.at
domenic.vonella@thomsonreuters.com WU (Vienna University of Economics and Business), Vienna,
Thomson Reuters, United States Austria
596
EURO 2018 - Valencia AUTHOR INDEX
597
AUTHOR INDEX EURO 2018 - Valencia
598
EURO 2018 - Valencia AUTHOR INDEX