Semi-Plenaries

Program - Workshops - Plenaries - Semi-plenaries - Tutorials - Panels

• Charla Magistral en Teoría de Juegos

Guillermo Owen
Distinguished Professor
Department of Applied Mathematics
Graduate School of Engineering and Applied Sciences
Naval Postgraduate School
http://research.nps.navy.mil/cgi-bin/vita.cgi?p=display_vita&id=1023567927

• Stochastic control and differential game models for the timing of climate policies

Alain Haurie
Prof. (Hon.) University of Geneva
Director ORDECSYS / C-ORDEE
Switzerland
http://www.ordecsys.com/article.php?rub=4&sub=1&art=73

Abstract
In the first part of this presentation a stochastic control model is proposed as a paradigm for the design of optimal timing of greenhouse gases (GHG) emissions batement. The resolution of uncertainty concerning climate sensitivity and the technological breakthrough providing access to a carbon-free production economy are modeled as controlled stochastic jump processes. The optimal policy is characterized using the dynamic programming solution to a piecewise deterministic optimal control problem. A numerical illustration is developed with a set of parameters calibrated on recently proposed models for integrated assessment of climate policies. The results are interpreted and the insights they provide on the timing issue of climate policy are discussed.In the second part of the presentation one adapts the model to the design of dynamic games of greenhouse gas (GHG) emissions abatement. Self enforcing International Environmental Agreements (IEA) among different groups of countries call for Nash equilibrium solutions when the abatement strategies of the countries are defined. In this paper we study the effect of having another party, like e.g. the UN which would impose to all players a coupled constraint on the total emissions allowed over the 21st century, or on the concentration of carbon reached at the end of the century. We show, using different formulations of environmental game, that the normalized equilibria obtained under a coupled constraint on emissions or concentration are often ``close" to Pareto optimality. This gives a clue on the way the post Kyoto negotiations could yield an agreement which could be close to efficiency.

Short biography
Alain B. Haurie has obtained a degree in mathematics in 1961, a doctorate in applied mathematics in 1970 and a doctorate in physics in 1976. He has been professor at the graduate business school of the university of Montreal, Canada (1963-89). Between 1989 and 2005 he has been professor of operations research in the department of management studies (HEC) at university of Geneva, Switzerland. Since 2005 he is honorary professor at University of Geneva and Professeur associé (adjunct) at HEC Montréal. During his academic career he has occupied positions of department chairman (1974-1976 in Montreal, 1989-1992 in Geneva) and has been the founder and first director of a research centre dedicated to decision analysis (GERAD in Montreal 1980-1089) which became one of the leading research centre in Canada for OR. He has authored or co-authored over 150 scientific papers and co-authored 3 books. He has been in charge of orienting continuing education programs at the university of Geneva (1996-2001). During various academic leaves he has also taught at Ecole Polytechnique de Montréal (1970-74), INSEAD, Rabat, Morocco (1976-1978), University of California, Berkeley, USA (1980), Victoria University, Wellington, New-Zealand (1993), Ecole des Mines de Nantes, France (1993-1995). He has taught operations research, decision support systems and environmental management in various undergraduate and graduate programs of University of Geneva. He has been the director of a continuing education program on environmental management for the firms. He is directing several research projects that deal with the economics and finance of environmental management. He has also directed a project of the Swiss virtual campus program that impliments a distance learning modular course on sustainable development. In 1985 he has participated in the creation of HALOA inc., a consultancy firm based in Montreal and which specializes in the modeling and analysis of the interactions between energy and the environment. In 2002 he has participated in the creation of ORDECSYS another consultancy where he pursues an activity of applied research and counsel. He is also Honorary Professor at University of Geneva and adjunct Professor at GERAD-HEC Montr\'eal, Canada.

• Multicultural Contributions for O.R. Education

Alberto G. Canen
Professor in the Department of Production Engineering
Federal University of Rio de Janeiro

Abstract
The present lecture argues that the introduction of multicultural aspects in the Operations Research courses should contribute towards teaching in that area. In order to develop the argument, it discusses the multicultural nature of the organizations and ways in which Operations Research may boost the valuing of diversity. This way, it analyses the teaching of Operations Research in that perspective and suggests a framework for multicultural OR education so as to take into account cultural variables in OR problems, teaching and researching.

Short biography
Alberto G Canen is a Professor in the Department of Production Engineering at COPPE/ Federal University of Rio de Janeiro. He also is a Research at the Brazilian Research  Council (CNPq). He is a former Visiting Professor at the University of Glasgow and a past President of the Brazilian  Operations Research Society (SOBRAPO). He has wide experience of working in industrial organizations, and as a consultant.

• Nonlinear Equations Solving, Revisited

Jurguen Guddat
Humboldt-Universität zu Berlin
Institut für Mathematik
http://www.mathematik.hu-berlin.de/Math-Net/members/guddatj.rdf.html

Abstract
Recent reseach on general nonlinear equation solving has mostly focused on the semi-smooth case. We will reconsider here some ideas on applying adjoint based quasi-Newton methods and on modifying Newton's method for (nearly) singular nonlinear systems.

Short biography

• Some IIT Operations Research Models for Electricity Markets

Andrés Ramos
Escuela Técnica Superior de Ingeniería - ICAI
Universidad Pontificia Comillas
http://www.iit.upcomillas.es/~aramos/Ramos_CV.htm

Abstract
This presentation will review some of the models we have developed at Instituto de Investigación Tecnológica (IIT) since the electricity market was introduced into the Spanish electric system for several electric companies and with different purposes. They try to cover many operation planning functions, from medium term market equilibrium to short term bid preparation. The style of the presentation is based on giving some flavor of the different mathematical programming techniques used and show the publications that explain the detail of the models.

Short biography
He received the degree of Electrical Engineering from Universidad Pontificia Comillas in 1982 and the Ph.D. degree in Electrical Engineering from Universidad Politécnica de Madrid in 1990. In course 1991-92 he was visiting scholar at the Department of Management Science and Engineering, Stanford University, Palo Alto, CA, USA (former Department of Operations Research). He is a Research Fellow at IIT and a Full Professor at Comillas’ School of Engineering where he has been the Head of the Department of Industrial Organization. His areas of interest include the operation, planning and economy of power systems and the application of operations research to industrial organization.

• Desafíos y Éxitos en el Uso de Investigación de Operaciones en el Mundo Real

Andres Weintraub
Departamento Ingeniería Industrial
Universidad de Chile
http://www.dii.uchile.cl/~aweintra/

Abstract
Es claro que un elemento vital para la relevancia de IO es su éxito en implementaciones que aporten valor significativo a empresas. En esta charla se muestra  nuestra experiencia en aplicaciones en distintos rubros. Las  áreas que presentamos incluyen: a) Área forestal, en que nuestro grupo desarrollo  para la industria forestal chilena, sistemas para resolver diversos problemas operacionales. La programación diaria del transporte a través de camiones, con rebaja de costos del orden de 15% a 25% sobre el sistema anterior. Este  sistema se ha exportado a  Sudáfrica (donde la empresa Mondi gano el premio  Sudafricano de Logística 1996 usando este sistema), Brasil, Venezuela, Argentina, Uruguay. La planificación de cosecha a corto plazo, de manera de calzar bien la demanda por trozas especificas con la existencia de bosque en pie, reduciéndose de 15% a 2% la madera desperdiciada, y un sistema de localización de maquinarias de cosecha y construcción de caminos, utilizando  sistemas de información geográficos e interfaces graficas,  junto con algoritmos heurísticos  (utilizado también por Cartones de Colombia). El uso de estos sistemas gano la  competencia mundial de uso de IO el año 1998, en competencia desarrollada todos los anos por la sociedad INFORMS de EEUU. También mostraremos trabajos para la industria minera de Chile. Hemos desarrollado modelos usados para planear la extracción detallada de bloques y desarrollo de infraestructura a largo plazo. Al implementar el modelo en la mina subterránea El Teniente, esta mina gano mas de 100 millones de dólares en valor Otra aplicación ha sido en las licitaciones que JUNAEB, repartición del Ministerio de Educación que administra 1.5 millones de colaciones diarias en colegios para alumnos de bajos ingresos. El servicio es licitado por unas 20 empresas. Para este efecto se desarrollo un modelo especial de licitaciones combinatoriales, usado desde 1999, que ha licitado mas de 2.5 billones de dólares, con ahorros anuales de 40 millones de dólares. Este trabajo gano el Premio IFORS, del mejor trabajo en países en desarrollo el ano 2002. Finalmente discutiremos lo que creemos son factores importantes en el éxito de las implementaciones.

Short biography
Andres Weintraub is a Full Professor of the Department of Industrial Engineering, University of Chile since 1974 to date. He is Civil Electrical Engineer, University of Chile, 1967. M.A. Statistics, University of California, Berkeley, 1970 and Ph. D. Industrial Engineering-Operations Research, University of California, Berkeley, 1971. He won the National Prize in Applied Science and Technology of Chile, 2000, given every two years by the Ministry of Education. He won the Harold Larnder Prize 2000, given yearly by the Canadian Society of Operations Research of International Achievements in the area. He is member of the Academy of Sciences of Chile (36 lifetime members), since 1993. He was President of the International Federation of Operational Research Societies (IFORS) 1998 – 2000. And won the Edelman Prize Competition, 1998 (with J. Seron, R. Epstein, R.Morales) given by INFORMS, the US Society of Operations Research and Management Science, recognizes in an open worldwide competition the best applied work in the field.

• Planificación Robusta de líneas de Metro y Cercanías

Ángel Marín
Departamento de Matemática Aplicada
Universidad Politécnica de Madrid
http://matap.dmae.upm.es/web_Angel/

Abstract
El interés principal de la presentación es el debate sobre el estado del arte de los modelos de optimización en problemas de gran tamaño de transporte por metro y cercanías. La presentación está orientada a los especialistas de transporte, se trata de estudiar los aspectos operativos de los problemas. La presentación está dividida en dos partes, una primera orientada a la descripción de las herramientas de planificación jerárquica: diseño de redes, planificación de líneas, determinación de los horarios y asignación del material rodante, y una segunda dedicada al estudio de la robustez de sistemas, centrándose en los conceptos mas aplicados como son: las restricciones de flujo confiable y la integración de etapas de planificación.

Short biography
Aeronautical engineering Ph.D. since 1982, he is professor since 1976 in the Applied Mathematics Department of the Polytechnic University of Madrid. His researches have been focused in the areas of railroad freight logistic, power generation capacity expansion, telecommunication network design, urban transport assignment and network design. They are large systems that have been solved using decomposition methods. In the last years the focus of your research has been the design and logistic of metropolitan rail systems, with special emphasis in your robustness. He participates in the European project ARRIVAL “Algorithms for Robust and on-line Railway optimization: Improving the Validity and reliability of Large-scale systems”, and he is the research head of the projects “Transportation Network Applications” from the Spanish Science and Innovation Ministry and “Optimization models applied to the robust planning and management of the transit network in case of emergencies”, from the Spanish “Ministerio de Fomento”.

• Análisis del tráfico vehicular para el ordenamiento territorial: Aplicaciones reales en ciudades de distintos tamaños

Angélica del Rocío Lozano Cuevas
Laboratorio de Transporte y Sistemas Territoriales
Instituto de Ingeniería
Universidad Nacional Autónoma de México (UNAM)
http://proyectos.iingen.unam.mx/LTST/

Abstract
Esta presentación aborda el problema de la planificación urbana con el fin de reducir problemas futuros de congestión. El análisis consiste en crear, a partir del escenario actual, escenarios futuros con cambios que pueden ser tanto en la ubicación del equipamiento urbano que atrae/genera un número importante de viajes, en el uso de suelo, así como en las características de la red vial. Los escenarios futuros también consideran el crecimiento de la mancha urbana, la población y el número de vehículos. Para cada escenario se realiza una estimación de los flujos vehiculares para horas pico, mediante modelos de asignación de tráfico y en algunas ocasiones mediante simulación del tráfico. Los resultados permiten identificar las deficiencias en infraestructura vial y la inconveniencia en la ubicación de sitios que generan/atraen viajes, así como realizar propuestas que contribuyan a disminuir la congestión presente y futura. Se presentan varios casos reales de aplicación en ciudades de distintos tamaños.

Short biography
La doctora Lozano incluye en su formación académica estudios de Licenciatura en Matemáticas Aplicadas y Computación – UNAM. Maestría en Ingeniería (Investigación de Operaciones) – UNAM. Especialización en Sistemas de Información Geográfica - Instituto Geográfico "Agustín Codazzi" y Universidad Distrital "Fco. José‚ Caldas" – Colombia y por último Dottorato di Ricerca in Ricerca Operativa (Doctorado en Investigación de Operaciones) - Universitá degli Studi di Roma “La Sapienza” – Italia. La Dra. Lozano se dedica principalmente al “Análisis de Sistemas de Transporte”, especialmente en áreas como: Rutas viables mínimas en redes multimodales y espacio-temporales, e hiper-rutas viables mínimas. Modelos de redes de transporte y Sistemas de Información Geográfica para Transporte (GIS-T): diseño de rutas de vehículos, ubicación de instalaciones, asignación del tráfico y diseño de redes de transporte e Interacción de modelos de Investigación de Operaciones para el transporte, con tecnologías como los GIS-T y Sistemas Avanzados de Información para el Transporte (ATIS).
Además es investigadora Titular “A” del Instituto de Ingeniería de la UNAM, donde ha sido responsable de proyectos sobre tráfico vehicular y transporte de carga en áreas metropolitanas congestionadas. Entre los patrocinadores de dichos proyectos se encuentran distintos niveles de gobierno y empresas privadas. Desde 1999 codirige el “Laboratorio de Transporte y Sistemas Territoriales” del Instituto de Ingeniería. Desde el 2000 es Profesora de “Análisis, Diseño y Modelación de Sistemas de Transporte” en el Posgrado de Ingeniería de la UNAM.

• Nonlinear Semi-infinite Optimization

Hubertus Th. Jongen
Department of Mathematics
RWTH Aachen University, Germany
http://www.mathc.rwth-aachen.de/jongen/jongene.html

Abstract
We present a survey on structural results in standard semi-infinite programming (SIP). In particular, we focus on reduction principle, critical points and topological stability. Then, we describe new challenging features appearing in general SIP.

Short biography
Hubertus (Bert) Th. Jongen was born 1947 in Oirsbeek ( Netherlands). After secondary school he joined the Royal Dutch Navy for seven years and he was Navy Officer. After that he worked in a research group in biomechanics in Muenster (Germany) and studied mathematics as an autodidact. In 1977 he defended his doctoral thesis at Twente University (Netherlands) and in 1980 he became professor at Hamburg University. In 1985 he was (the first) professor at the Guest Chair “Karl Weierstrass” at Humboldt University in Berlin. From 1987 he is full professor at RWTH Aachen University. In 2001 he also became (the first) ALMA-professor at the Maastricht University and in 2003 he received a honorary doctor degree from Shanxi University (China). Bert Jongen was guest professor at several universities and member of the scientific committee of numerous international conferences.

• Project-Based Teaching in Operations Research/Management Science Courses

Christopher J. Zappe
Dean, College of Arts and Sciences
Bucknell University
Lewisburg, PA

Abstract
In this session we will explore how student learning in operations research/management science courses can be enriched through the integration of project-based assignments.  Specifically, workshop participants will come to understand both the opportunities and challenges of using relatively complex project assignments in teaching OR/MS concepts and methods.  Moreover, we will consider some of the advantages of teaching with projects versus instructional approaches that focus on cases or other pedagogies.

Short biohraphy
Christopher J. Zappe earned his B.A. in mathematics (with honors) from DePauw University in 1983 and his M.B.A. and Ph.D. in Decision Sciences from Indiana University (Bloomington, IN) in 1987 and 1988, respectively.  Between 1988 and 1993, he performed research and taught various decision sciences courses at the University of Florida in the College of Business Administration.  Between 1993 and 2002, Professor Zappe served as a tenured faculty member in the decision sciences area of the Department of Management at Bucknell University (Lewisburg, PA).  After completing a four-year term as Associate Dean of Faculty in the College of Arts and Sciences in 2006, he is now serving as Dean of the College of Arts and Sciences at Bucknell.  During his academic career, he has taught undergraduate courses in business statistics, decision modeling and analysis, and computer simulation.  He also developed and taught a number of interdisciplinary Capstone Experience courses and Foundation Seminars in support of the Common Learning Agenda at Bucknell.  Moreover, he has taught advanced seminars in applied game theory, system dynamics, risk assessment, and mathematical economics.  He has published articles in scholarly journals such as Managerial and Decision Economics, OMEGA, Naval Research Logistics, Interfaces, and the Journal of the Operational Research Society.  He is currently co-directing the Institute for Leadership in Technology and Management at Bucknell University.

• A Game Theoretic Approach to Measure Centrality in Directed Social Networks

Conrado Manuel (even it is not usual, there is no mistake)
Director of the Department of Statistics and Operation Research III
Complutense University of Madrid.

Abstract
In this work we introduce a family of centrality measures for the nodes of a directed social network (digraph). To do this, a game theoretic approach is used. Given a digraph, we will consider a cooperative game (TU game) in which the players are the nodes in the directed network. This game represents the economic possibilities of the different subcoalitions of players, whereas the digraph shows the possible directed communications. Then a digraph restricted game is defined. This new game is a cooperative one in generalized characteristic function form and then the worth of a coalition depends not only in the players in that coalition but on the order in which them add to the coalition. A family of allocation rules (which extends the well-known ones for this type of games) is used to assign an outcome for players in the digraph restricted game. These values are proposed as a family of centrality measures exploring some appealing properties. In particular, the given family can be characterized in terms of efficiency in connected components and alfa-directed fairness.

Short biography
Ph. D. in Mathematics.  Complutense University of Madrid (1990). 22 years of experience teaching  in that University. Director of the Department of Statistics and Operation Research III of the Complutense University of Madrid.

• MODSEI: Software Libre (GPL-GNU) para la Simulación del Despacho   de Sistemas Eléctricos Interconectados

David Riaño
Superintendente Delegado para Energía y Gas
Superintendencia de Servicios Públicos de Colombia

Abstract
La vigilancia de los mercados mayoristas se ha venido generalizando en los mercados a raíz de algunos episodios “dramáticos” de abuso del poder de mercado con la vigilancia se busca alertar y evitar situaciones de esta naturaleza realimentando al Regulador, al ente de Vigilancia y Control y a los mismos agentes del mercado. En este sentido, bajo el marco de la licencia GPL se presenta una nueva opción en modelos de despacho hidrotérmico, con las libertades de usar, adaptar, distribuir y hacer públicas las mejoras que los miembros de la comunidad compartan. El MODSEI, desarrollado por DecisionWare Ltda., está integrado por un conjunto de modelos de optimización que describen el proceso de oferta de electricidad y permite simular la operación, de mediano y largo plazo, del Sistema Eléctrico Colombiano utilizando técnicas de optimización estocástica no-anticipativa.

Short biography
El doctor Riaño incluye en su formación académica estudios de Magíster en Ingeniería – Área: Industrial.Universidad de los Andes-bogotá, Magíster en Economía de la Pontificia Universidad Javeriana y Especialista en Gerencia de Proyectos en Ingeniería de la Universidad de la Salle. Recientemente su experiencia ha estado encaminada como Superintendente Delegado de Energía y Gas, de la Superintendencia de Servicios Públicos de Colombia, entidad dedicada a la fijación de políticas, estrategias, planes y programas para el servicio público de energía y gas combustible, en relación con su vigilancia y control; evaluar la gestión financiera, técnica y administrativa de los prestadores de energía y gas e investigar y sancionar las violaciones del régimen de servicios públicos por parte de los mismos. Hasta el año 2003, se desempeño como asesor en la CREG-Comisión de regulación de energía y Gas y dentro de las principales actividades realizadas se mencionan: – Transporte de energía eléctrica en el Sistemas de Transmisión Nacional y en los Sistemas de Transmisión Regional y Distribución Local. – Comercialización de Energía Eléctrica en el Sistema Interconectado Nacional. – Operación del Sistema Interconectado Nacional. – Código de Medida. – Prestación del servicio de Energía Eléctrica en las Zonas No Interconectadas

• Modelos para la gestión social del desarrollo y sus impactos en la pobreza, el medio ambiente y la movilidad

Diego Fernando Gómez Sánchez
Investigador - Consultor
Director Ejecutivo Fundación Centro de Estudios En Economía Sistémica - ECISM, Medellin
http://garavito.colciencias.gov.co/

Abstract
Frente a la necesidad de un sistema integral de planificación que soportara la toma de decisiones en relación con la formulación y evaluación de políticas públicas orientadas al desarrollo socioeconómico, se construyó una herramienta que integra aspectos socio económicos y ambientales en un modelo de simulación con dinámica de sistemas donde la transformación socioeconómica del Área Metropolitana del Valle de Aburrá es valorada por el impacto ambiental, los requerimientos de movilidad y transportes, demanda en salud, educación y espacios públicos de los pobladores. Entre 2004 y 2006 la Fundación ECSIM realizó con la Gobernación de Antioquia, el Área Metropolitana del Valle de Aburrá y la Alcaldía de Medellín el convenio para el desarrollo de un Sistema de Simulación dirigido a soportar un modelo integral para la Gestión Social del Desarrollo. Este es un sistema de planificación con base en Dinámica de Sistemas que propicia el desarrollo del territorio bajo esquemas de sistemas complejos cuyas dinámicas son simuladas obteniéndose múltiples escenarios para el mediano y largo plazo. Su objetivo general es servir al monitoreo de la evolución de la transformación Departamental, Metropolitana y Municipal. En uno de los componentes, a partir de la encuesta de calidad de vida 2004 para Medellín se realizó un análisis estadísticos de componentes principales y de cluster para determinar las familias más representativas de la ciudad. Se encontraron 13 familias entre las que se pueden citar, las abuelas pobres, las madres luchadoras, el hombre emprendedor, etc. Las condiciones socioeconómicas de las familias y sus estructura de consumo, fueron modeladas utilizando dinámica de sistemas, herramienta de simulación continúa que permitió analizar el comportamiento de las familias frente a dos escenarios de desarrollo social, uno de implicaciones negativas definido por una “trayectoria degradativa” y marcado por la productividad y desigualdad, caracterizado por hacer las mismas cosas de forma más eficiente, reduciendo el consumo de recursos, especialmente la mano de obra y un segundo escenario con consecuencias positivas o de “trayectoria alta”, marcado por el incremento en la cobertura de los servicios de salud y educación, disminución de la tasa de desempleo y mejoramiento en la distribución de riqueza. Se concluyó de este ejercicio de ciudad, que existen familias en Medellín que viven atrapados en la pobreza, tienden a reproducir su  situación a sus descendientes y donde la forma de salir de ese estado, es por una intervención integral sobre todos los integrantes del hogar, considerando como elementos principales la educación y el emprendimiento social. El desarrollo económico ha sido positivo por un lado por que incrementa el nivel de ingresos de las personas y aumenta la percepción de bienestar, entre otras, pero por otro lado, es negativo en la medida que se genera un consumo de recursos y producción de desperdicios y contaminantes de forma inadecuada, generando con ello, la contaminación del medio ambiente y degradación de los recursos naturales. Para identificar y valorar el impacto ambiental que trae consigo el desarrollo económico, se construyó un modelo de simulación en dinámica de sistemas con caso de aplicación el Área Metropolitana del Valle de Aburrá, considerando emisión de gases, la generación de desechos, el consumo y vertimiento de agua  por cada uno de los deciles en los que fue caracterizada la población. El centro de trabajo de ultima parte del trabajo fue la especificación del impacto urbanístico y requerimiento de espacio público asociadas a las acciones de desarrollo, donde variables como las viviendas construidas, la tasa de construcción, la tasa de demolición, la tasa de cambio de uso, entre otras, la densidad poblacional son afectadas por el comportamiento demográfico consecuencia del desarrollo socioeconómico del Área Metropolitana del Valle de Aburrá.

Short biography
Diego Gómez recibió el titulo de Ph.Dc en Sistemas: Simulación de dinámicas de Transformación Social.  Facultad de Minas,  Universidad Nacional Medellín. Entre otros de sus estudios se encuentran: Magíster en Economía en la Universidad Nacional, Bogotá. Investigador Invitado en el CID/KSG Universidad de Harvard. Fellow en el Grupo de Dinámica de Sistemas, MIT. Especialización en CAD/CAM, CNC  y Automatización  Industrial en la Universidad Federal de Santa Catarina en Brasil. Especialización en Gestión de Tecnología y Prospectiva de la Comisión Latinoamericana de  Ciencia y Tecnología.   Caracas,  Venezuela. Ingeniería de Producción en la Universidad EAFIT en Medellín y Economía en la Universidad de Antioquia. Actualmente es el director del Centro de Estudios de Economía sistemica ECSIM desde el año 2000 y es asesor de la dirección de El Colombiano en temas económicos desde el año 2003.

• Hybrid Simulation-Optimization for Naval Manpower Planning and Distribution

Douglas A. Samuelson
Principal Decision Scientist
Serco-NA
http://speakers.informs.org/bios/Samuelson.htm

Abstract
For U. S. Naval Personnel Research, Studies and Technology (NPRST), we constructed a hybrid simulation-optimization model to improve assignments of sailors to available billets.  The objective is both to fill a higher proportion of high-priority billets and to reduce the number of misfits, in which sailors are placed either below their skill level, impairing their career development, or above it, necessitating additional training and other accommodations. Existing supply-based distribution planning does not seem to have the flexibility to meet changing conditions, so numerous planners have proposed that a position-based “demand-driven” system would provide better utilization of Navy manpower. Approaches used in the past to tackle similar problems include simple spreadsheet-based projections using accounting rules; econometric forecasts; analytical models employing a Markov Chain structure; and traditional discrete-event (Monte Carlo) simulation.  We decided to explore whether we could do better with an approach based on agent-based simulation, or on micro-simulation, preferably integrated with a full-scale optimization for assignments.

Short biography
Douglas A. Samuelson is a Principal Decision Scientist for Serco, an information technology and management consulting company headquartered in London, England, with a North American subsidiary headquartered in Reston, Virginia.  He is also President of InfoLogix, Inc., a research and development company in Annandale, Virginia.  He was founding Treasurer and has also served as Secretary of the North American Association for Computational Social and Organizational Science (NAACSOS).  He is a member of the Subdivisions Council of the Institute for Operations Research and the Management Sciences (INFORMS) and as served three times as President of WINFORMS, the Washington, DC chapter of  INFORMS.   He has also been a Federal policy analyst, inventor, high-tech entrepreneur and executive, and university faculty member.  He is perhaps best known for his popular and long-running “The ORacle” column in OR/MS Today.   He has a D.Sc. in operations research from George Washington University.

• Re-Pensando la logística desde la realidad energética

Edgar Blanco
Executive Director, MIT - CLI Alliance
Massachusetts Institute of Technology
http://ctl.mit.edu/blanco

Abstract
Durante los últimos 20 años la logística mundial se ha desarrollado en un ambiente estable y predecible de disponibilidad de energía. Con el incremento de los costos de combustibles y el creciente interés en sostenibilidad, las estrategias del futuro en logística deben ser revaluadas para adaptarse a esta nueva realidad. Esta charla presentará el impacto que tiene la nueva realidad de costo de combustibles, energía y emisiones de CO2 en estrategias logísticas y de abastecimiento en el futuro.

Short biography
Dr. Edgar Blanco is the Executive Director for the MIT Center for Latin-American Logistics Innovation (CLI) Alliance. His current research focus is the design of energy and carbon efficient supply chains. He also leads supply chain research initiatives on emerging markets and humanitarian operations. Dr. Blanco has over ten years of experience applying operations research techniques, statistical methods, database design, GIS technologies and software solutions to deliver significant savings in supply chain operations. Prior to joining MIT, he was leading the Inventory Optimization practice at Retek (now Oracle Retail). He received his Ph.D. from the School of Industrial and Systems Engineering at the Georgia Institute of Technology. His educational background includes a B.S. and M.S. in Industrial Engineering from Universidad de los Andes (Bogotá, Colombia) and a M.S. in Operations Research from the Georgia Institute of Technology.

• Juegos de Guerra (Pipeline Risk)

Eduardo Zambrano

Abstract
Plataforma a través de la cual logramos integrar la experiencia interna de los cuerpos de seguridad del estado (los estrategas: Fuerzas Militares, Policía, Inteligencia y Contra-inteligencia) en su lucha contra el enemigo, con el conocimiento disponible que nos proporcionan los teóricos del conflicto. A partir de estos elementos aplicamos la ingeniería del conocimiento y la ingeniería del riesgo, para identificar las características tanto de las fuerzas de seguridad como del enemigo, para lo cual empleamos desde herramientas elementales como el DOFA, que nos generan la interpretación de formas de lucha, los modelos lingüísticos de los actores, y nos evidencia las dinámicas de confrontación. Esto es luego referido a la generación de posibles escenarios basados, entre otros aspectos, en la geografía general (la morfología) y las estructuras de control (las posiciones). Con todo lo anterior se diseñan las herramientas de simulación basadas en soft-computing y computación gráfica Light-wave, a partir de la cual se logra construir la plataforma de juegos de guerra alimentada por variables de diversa índole y en tiempo real que nos producen matrices polidimensionales de cuarta dimensión, con las cuales podremos simular los escenarios posibles probables futuros de confrontación armada. Esta plataforma nos permite tanto seleccionar estos escenarios, como el personal y sus características, su armamento y sus posiciones. Adicionalmente, estos simuladores permiten definir el grado de dificultad de cada alternativa de lucha y evolucionar los actores a voluntad del jugador, para finalmente valorar el grado de conocimiento y destreza de los jugadores.

Short biography

• Approximations for Markov Perfect Industry Dynamics

Gabriel Y. Weintraub
Columbia Business School
http://www.columbia.edu/~gyw2105/

Abstract
Dynamic oligopoly models are used in industrial organization to analyze diverse dynamic phenomena. The applicability of these models has been severely limited, however, by the computational complexity involved in solving for the Markov perfect equilibrium (MPE). In this talk we first introduce this class of models and describe their use in different problems in applied economics. Then, we describe new approximation methods based on a new equilibrium concept that we call "oblivious equilibrium" (OE) that significantly reduce the computational complexity. We provide conditions for which our method closely approximates an equilibrium for large markets. We develop bounds that can be computed to assess approximation error for any given application. Through computational experiments, we find that the method often generates useful approximations for industries like the ones applied researchers are interested on. We also introduce several important extensions to OE. First, in order to capture short-run transitional dynamics that may result, for example, from shocks or policy changes, we develop a nonstationary version of OE. Second, in order to capture the effects of industry-wide business cycles, we extend the definition of OE to accommodate models with aggregate random shocks. For both solution concepts we also present algorithms for bounding approximation error and report results from computational case studies. Our results suggest that our methods greatly increase the set of dynamic oligopoly models that can be analyzed computationally. (This is joint work with C. Lanier Benkard, Przemyslaw Jeziorski, and Benjamin Van Roy).

Short biography
Gabriel Weintraub is an Assistant Professor at Columbia Business School. He holds a PhD in Management Science and Engineering and a MA in Economics, both from Stanford University. His research covers several subjects that lie in the intersection between operations/management science, and applied economics. He is particularly interested in developing mathematical and computational models for the economic analysis of problems in operations; as well as making contributions to industrial organization and computational economics. Before obtaining his Ph.D. at Stanford, Professor Weintraub was a full-time instructor at the Department of Industrial Engineering, University of Chile where he taught undergraduate classes and consulted for the Chilean government. Professor Weintraub received the IFORS Prize for "Operations Research in Development 2002," given every three years to the best application of operations research/management science in a developing country. He currently teaches MBA and PhD classes.

• Investigación de Operaciones en Compañía Logística de Hidrocarburos

Francisco Quintana
Departamento de Ingeniería Química Industrial y del Medio Ambiente
Universidad Politécnica de Madrid
Compañía Logística de Hidrocarburos SA, España

Abstract
En la industria petrolífera las técnicas de optimización bajo incertidumbre proporcionan indudables ventajas en aplicaciones tanto estratégicas como de programación diaria. El coste de los modelos se amortiza en menos de dos o tres años con los beneficios que originan. Los modelos utilizados son MILP de muy grandes dimensiones. La paralelización permite reducir tiempos de cálculo. Los modelos de optimización de la planificación estratégica son más sencillos. Sus resultados marcan, para bien y para mal, la vida de la empresa. Tienen menor número de variables y restricciones. No hay limitación importante respecto del tiempo de cálculo. El sistema rara vez es incompatible. La función objetivo mas importante es la que minimiza el coste total anual. Suele analizarse un horizonte de planificación comprendido entre cinco y quince años. El número de variables binarias por año estudiado oscila entre cincuenta y trescientas. Por cada escenario y año considerados el número de variables reales oscila entre veinte mil y cincuenta mil y el de restricciones entre cincuenta mil y setenta mil. En la mayoría de los casos llegamos a demostrar matemáticamente que la solución recomendada es la óptima (en programación estocástica debemos hablar mejor de solución robusta o inmunizada contra incertidumbre). Nuestros estudios consideran la cadena de suministros desde el refino hasta la entrega de productos a los consumidores finales. Se enfocan hacia la localización de centros de almacenamiento y distribución y el dimensionamiento de los medios de transporte, con especial énfasis en lo referente a los nuevos tramos de oleoducto y a las ampliaciones de capacidad de los existentes. En los modelos tenemos en cuenta la posibilidad de construir nuevas refinerías y/o modificar las existentes, individualizando los bloques que componen cada proceso. Las previsiones de demanda son un aspecto clave en este tipo de estudios. Los modelos VARMAX con reconciliación de previsiones dan buenos resultados. Los modelos de optimización de la programación diaria, por el contrario, son extremadamente complejos. La causa es que a corto plazo lo importante son las nimiedades en tanto que las categorías pasan a segundo plano. Los sistemas deben proporcionar soluciones incluso en los casos de datos incompatibles, lo que no es infrecuente. Y en el caso de los oleoductos, el planteamiento del modelo es de “idea feliz”. El horizonte de planificación es de unos treinta o cuarenta días, si bien los que realmente se aplican son solo los primeros. El tiempo de cálculo es una limitación importante: es deseable no sobrepasar los diez o veinte minutos. La cooperación entre técnicas de programación matemática y metaheurísticas suele dar buenos resultados. Destacaremos los modelos de oleoductos, buques y rutas de camiones cisterna.Son aceptables las previsiones de demanda mensuales y diarias realizadas con modelos VARMA que incluyen variables de intervención y reconciliación de previsiones.

Short biography
Doctor Ingeniero Industrial y Diplomado en Alta Dirección (Programa de Desarrollo Directivo, Instituto de Estudios Superiores de Empresa), Profesor Titular de Ingeniería Química Industrial y Medio Ambiente de la Escuela Técnica Superior de Ingenieros Industriales (Universidad Politécnica de Madrid, España). Entre sus líneas de investigación actuales destacan la optimización y simulación estocásticas del diseño de plantas químicas y la realización de modelos destinados a la planificación estratégica y diaria (Scheduling and Optimization in Suppy Chain Planning) de plantas de fabricación y medios logísticos de empresas químicas y petrolíferas. Ha dirigido y dirige varias Tesis Doctorales y trabajos de investigación financiados por entidades públicas y privadas, algunas enfocadas hacia la optimización del diseño de procesos teniendo en cuenta la incertidumbre existente. Es autor de diversos libros y artículos científicos y ha formado parte del comité científico de diversos Congresos de Investigación Operativa. Ha formado parte de tribunales de Tesis Doctorales y de concursos de acceso de Profesores Titulares de Universidad. Otro aspecto abordado es el diseño de plantas para su instalación en países del tercer mundo. Son proyectos de carácter gratuito realizados con la ayuda de alumnos que realizan trabajos de fin de carrera y cuya finalidad es que las personas que en esos países se hallan y con los medios de que disponen y los conocimientos que tienen puedan construir y explotar una planta para fabricar aquello que mas necesitan. Entre los proyectos de investigación citaremos: el Proyecto “HChLOUSO: Hydrocarbon and Chemical Logistics Optimization under uncertainty via Stochastic Optimization”, subvencionado por el Programa ESPRIT, área de cálculo de altas prestaciones (HPCH), del IV Programa Marco de la Unión Europea, cuyo objetivo era la optimización de la programación (diaria) de oleoductos, buques y otros medios teniendo en cuenta la incertidumbre existente; sistemas de cálculo de cooler condenser y torres de absorción de plantas de fabricación de ácido nítrico (para Española de Investigación y Desarrollo, ESPINDESA), y estudio de obtención de mercurio en lecho fluidizado (Tesis Doctoral de Carlos de la Cruz).

• Bringing the Exciting Real World of OR Into the Classroom

Fredrik Odegaard
Assistant Professor
Management Science
The University of Western Ontario
http://www.ivey.ca/faculty/Fredrik_Odegaard.htm

Abstract
In this talk I will discuss how case-based teaching can make the classroom a more exciting experience for both students and instructors.   The main objective is to discuss how to teach quantitative or analytical subjects, such as Operations Research/Management Science, using cases. In addition, I will discuss some alternatives in evaluating students in a case-based teaching environment.  Finally, I will highlight some key factors for a successful case-based learning experience.  Throughout the talk I illustrate with concrete examples used at the honors undergraduate, MBA and EMBA programs at the Ivey School of Business.

Short biography
PhD Management Science, Sauder School of Business, University of British Columbia July 2008. MS Statistics, Stanford University June 1998. MS Engineering-Economic Systems & Operations Research, Stanford University June 1998. BS Purchasing & Logistics Management, Arizona State University May 1996. Fredrik Odegaard is an assistant professor, Ivey School of Business since July 2007. University of Western Ontario, Canada. Is Programme Director & Research Associate, RR Institute of Applied Economics since Feb 2001, Malmo, Sweden. Post-Sales Consultant, i2 Technologies Nov 1998 – Jan 2001, Copenhagen, Denmark.

• Time Consistency in Cooperative Differential Games: A Tutorial

Georges Zaccour
Chair in Game Theory and Management, GERAD,
HEC Montréal
http://neumann.hec.ca/pages/georges.zaccour/Zaccour_home.html

Abstract:
How can a cooperative agreement made at the start of a dynamic game can be sustained over time? Early work has avoided this question by supposing that the players sign binding agreements. This assumption is hard to accept from a theoretical perspective, and a practical one as well. Conceptually, there is no reason to believe that rational players would stick to an agreement if they can achieve a better outcome by abandoning, no matter what they have announced before. At an empirical level, it suffices to look at the number of disputes (between spouses, business partners, countries, etc.) in the courts to convince ourselves that binding agreements are not so binding. Scholars in dynamic games have followed different lines of thoughts to answer the question. This tutorial reviews one of them, namely time consistency, a concept which has also been termed dynamic individual rationality, sustainability, dynamic stability, agreeability, or acceptability.

Short biography
Georges Zaccour holds the Chair in Game Theory and Management and is full professor of Marketing at HEC Montréal. He holds a Ph.D. in management science, an M.Sc. in international business from HEC Montréal and a licence in mathematics and economics from Université Paris-Dauphine. He served as director of GERAD, an interuniversity research center and director of marketing department and Ph.D. program at HEC Montréal. His research areas are differential games, optimal control and operations research applied to marketing, energy sector and environmental management, areas in which he has published more than ninety papers and co-edited thirteen volumes. He coauthors the book Differential Games in Marketing. His research is regularly funded by the Natural Sciences and Engineering Research Council of Canada. He is associate editor of the International Game Theory Review, Environmental Modeling & Assessment, Computational Management Science and Journal of Operations & Logistics.  He is fellow of The Royal Society of Canada and was president of the International Society of Dynamic Games (2002-2006).

• Effectivity Functions And Bargaining Sets

Hans Keiding
Full Professor at Department of Economics
University of Copenhagen (Denmark)
www.econ.ku.dk/keiding

Abstract
Effectivity functions were introduced in the 1980s as a generalization of simple games, and as the latter they are formalizations of power structures in a society. They turned out to be useful in connection with the study of implementation of social choice correspondences, first in strong Nash equilibria and subsequently in other types of equilibria. The concept of an effectivity function can be seen as belonging to the foundation of game theory, since they represent the basic structure of a conflict, specifying the outcomes open to each coalition, independent of the preferences over outcomes of the individuals. Adding the latter, one may then consider classical as well as new solution concepts within this framework. It turned out the in particular the study of the core was fruitful in the sense of yielding results which could be used in applications. In the lecture, the basic theory of effectivity functions as well as some main results are surveyed, and then particular attention is given to a study of bargaining sets in the context of effectivity functions. As was to be expected from the experience obtained from studies of bargaining sets in different setups, there are several possible extensions of the original definition to the context of effectivity functions. We consider the fundamental question of stability, characterizing power structures such that the bargaining set is nonempty for any assignment of preferences to individuals.

Short biography
PhD (Economics) at University of Copenhagen 1975. Full Professor at Department of Economics. University of Copenhagen (Denmark) since 1987.

• Ruteo de camiones-cisterna para la recolección de leche: una experiencia aplicada

Héctor Cancela
Full Professor at the Engineering School.
Universidad de la República, Montevideo, Uruguay
www.fing.edu.uy/~cancela

Abstract
La industria láctea uruguaya es sumamente dinámica y ha tenido un crecimiento sostenido en el tiempo y especialmente importante en estos últimos años. La Cooperativa Nacional de Productores de Leche (CONAPROLE) es la mayor empresa uruguaya en este rubro, siendo líder tanto en el mercado interno como en exportaciones a diversos países de la región y el mundo. Entre los diversos desafíos logísticos que enfrenta, se encuentra el problema del ruteo de cisternas recolectoras de leche. Este problema implica determinar el plan de viajes que los camiones deben hacer, de modo de optimizar los costos incurridos por concepto de flete, teniendo en cuenta una serie de restricciones, variables y datos de entrada, propios del problema. En esta presentación, se expondrá los resultados del convenio realizado entre el Departamento de Investigación Operativa de la Universidad de la República y CONAPROLE. En el marco de este convenio, se analizó, desarrolló e implementó INFORUT, un sistema automatizado de ruteo, como solución al problema anteriormente mencionado. Este sistema fue puesto en producción y vinculado con los sistemas de información de la empresa, con impactos positivos tanto directos como indirectos en las operaciones de la empresa.

Speaker’s short biography
Héctor Cancela holds a PhD. degree in Computer Science from the University of Rennes 1, INRIA Rennes, France (1996), and a Computer Systems Engineer degree from the Universidad de la República, Uruguay (1990). His research interests are in Operations Research techniques (specially simulation and optimization) applied to communications and transportation. He has published more than 40 papers in international journals and proceedings of refereed conferences, and has acted as thesis advisor of MSc. and PhD. students. He has participated in contracts with industry and government for developing operation research based techniques for optimizing transportation systems, including the evaluation and design of collection and distribution systems and of urban transit networks. He's obtained the Young Researchers Award  "Roberto Caldeyro Barcia" presented by the PEDECIBA (1999, in Computer Science) and the "Ira M. Kay Memorial" award to the best work presented at the 29 Annual Simulation Symposium (New Orleans, 1996). He has participated as academic delegate at the National Committee for the Information Society hosted by the Presidency of the Republic of Uruguay. He has also been a national delegate at the Committee on Accreditation Standards for Engineering Studies at the MERCOSUR. He is member of SMAI (Société de Mathematiques Appliquées et Industrielles - France), SIAM (Society for Industrial and Applied Mathematics- USA), and AMS (American Mathematical Society, USA), and he is currently President of ALIO, the Latin American Operations Research Association.

• On Computing the Weighted Shapley Values, the Kalai-Samet Values and the Shapley Values, for Cooperative Transferable Utilities Games

Irinel Dragan
Department of Mathematics
University of Texas at Arlington
http://www.uta.edu/math/pages/faculty/dragan.htm

Abstract
The Shapley Value, The Weighted Shapley Value and The Kalai-Samet Value are values answering the problem of dividing fairly the allocation of wins offered by the coalition of all players in a cooperative transferable utilities game. For the Shapley Value, (see [7]), there are in the literature several computational methods depending on the form of the game: the coalitional form, the dividend form, the potential form, the average per capita form, etc. The Weighted Shapley Value ,(see [6]), is a less studied extension and depends on a positive weight vector, and it becomes useful when the symmetry is missing in the definition of the value. The Kalai-Samet Value, (see [5]), is accepting even nonnegative weight vectors which generalizes even more the concept of value and allows even more applications when the symmetry is missing. In the present work, we derive an algorithm which may be applied in all three cases, and in fact reduces the non symmetric cases to a computation similar to the case of symmetric one. The examples presented may give an idea about the basic principle, and the order in which the computations are organized in the algorithm, as well as how the programming may be done. Of course, the same complexity of computation occurs in the last two cases and this is a limitation of the algorithm.

Short Biography
Ph. D. Mathematics, University of Iasi, Romania, 1960, PDE. M.S. Mathematics, University of Iasi, Romania, 1954, (Program Pure Mathematics). Elementary and High School in Iasi, Romania, 1938-1950. Honors, Prize “G.Lazar” of the Romanian Academy of Sciences (1966). Prize “Grigore Moisil” of the Academy of Romanian Scientists (2002). Teacher of the Year of the MAA student chapter at UTA (2004). Books, Basic Techniques in Linear Programming, Ed. Technica, Bucuresti, Romania, 1976 (Romanian). Fourteen Lessons on Game Theory, University of Kassel Press, Kassel Germany, 1982 (German). Course on General Mathematics for Business students, University of Iasi, Romania, 1964, 3 volumes (Romanian).

• The Next Generation of Optimization Applications

Irvin Lustig
Direct Channel Director
ILOG
http://www.geocities.com/irvlustig/

Abstract
Traditional optimization applications have been oriented towards solving planning problems where analyzing the effects of changes in data on the computed plans was difficult. Due to the increased power of solvers, planners can now analyze results in a more interactive fashion, using tools that allow them to gain a better understanding of conflicts between constraints, tradeoffs among objectives, and the relationships between data inputs and optimization outputs. With these tools, the planners can operate in a more dynamic environment. We will illustrate these types of applications with a few examples.

Short biography
Dr. Irvin Lustig is the ILOG Direct Channel Director for ILOG, responsible for optimization and visualization sales, marketing and presales in the Americas and Europe.  Prior to this position, he has been a manager of technical services for optimization and visualization, ILOG's optimization evangelist, and the product manager for the ILOG CPLEX and ILOG OPL Studio products. He also was one of the lead developers of ILOG's market leading optimization product, ILOG CPLEX. Prior to joining ILOG, Dr. Lustig was a professor at Princeton University during which time he was awarded the 1991 Beale-Orchard Hayes Prize for Excellence in Computational Mathematical Programming from the Mathematical Programming Society, and the 1992 Operations Research Society Computer Technical Section Prize. Dr. Lustig received his PhD in Operations Research from Stanford University and a ScB in Applied Mathematics/Computer Science from Brown University. He is the author of over 30 scientific research papers.  Dr. Lustig is a on the board of the INFORMS Roundtable, a group of companies that have thriving practices in operations research.  He has been quoted in leading business publications such as Business Week and the Wall Street Journal.

• Projects and Cases for Community Service-Based Education - Getting Students out of their Seats and into the Bona Fide Real World

James Cochran
Bank of Ruston Professor of Business
Associate Professor
Department of Marketing and Analysis
College of Business
Louisiana Tech University
http://www.business.latech.edu/~jcochran/

Abstract
For several years the discipline of Operations Research has engaged in much hand-wringing over its place in society.  O.R. has accomplished a great deal and yet still has much more to offer, so what is at issue - is O.R. too complex for most laypersons to comprehend?  Has the worldwide O.R. community overvalued its potential contribution?  Are most prospective users unaware of O.R. and what it has to offer?  In my unbiased and humble opinion, the answers to these three questions are emphatically NO, NO, and YES!  Many in our discipline believe these responses imply that Operations Research has a branding problem, but I disagree; I believe O.R. has an identity problem (yes, these are different!).  The community of operation researchers can overcome this identity problem by moving into and inhabiting a noble place in the public’s psyche.  This can be accomplished by publicly asserting and demonstrating the relevance of O.R. through the mobilization of its students.  In this talk I will discuss how O.R. scholars and practitioners can mobilize its students by i) invigorating and energizing introductory O.R. classrooms, ii) providing students with opportunities to us O.R. to resolve relevant and realistic problems of varying degrees of complexity, and ii) applying O.R. through classroom projects to meaningful and important social problems.

Short biography
James J. Cochran is the Ruston Building and Loan Endowed Research Professor of Quantitative Analysis and Computational Modeling; Senior Scientist, Center For Information Assurance; and Senior Scientist/ Analytic Group Director, Center For Secure Cyberspace (2007-present) at Louisiana Tech University. He holds a B.S., an M.S., an M.B.A. (all from Wright State University), and a Ph.D. (from the University of Cincinnati). He has previously been on the faculty at Wright State University, Drexel University, Miami University, and the University of Cincinnati. He has also held the position of Visiting Scholar with the Stanford University Department of Statistics, the University of South Africa Department of Decision Sciences, and the Universidad de Talca Department of Industrial Engineering. Professor Cochran has taught undergraduate and graduate courses in statistical methods, regression analysis, experimental design, multivariate statistics, linear models, categorical data analysis, statistical consulting, mathematical statistics, operations research methods, and mathematical programming.  His research interests include sample based and Bayesian optimization, statistical methods (particularly general linear models), statistical learning, and information assurance. Journals in which Professor Cochran has been published include Management Science, American Statistician, Journal of the Operational Research Society, Marketing Science, Interfaces, Journal of Combinatorial Optimization, Journal of Business Research, Journal of Statistics Education, INFORMS’ Transactions on Education, STATOR, Journal of Sports Economics, Clinical Orthopaedics and Related Research, Journal of Arthroplasty, and International Journal of the Computer, the Internet, and Management. He also co-edited the Anthology of Statistics in Sports.  Companies and organizations for whom Dr. Cochran has served as a consultant include Procter & Gamble, Ralston-Purina, Jergens, J. Walter Thompson, Heinz, General Foods, Quaker, Gibson Greetings, Texas Instruments, Friendly’s Restaurants, Whittle Communications, Kenner Toys, Marriott, Nabisco, and Teach For America. Professor Cochran was General Chair of the 2005 INFORMS Conference. He was President of INFORM-ED 2002-2005 and also served as the forum's Vice President - Projects and Vice President - Meetings.  He is the founding chair of INFORMS Section on OR in SpORts and INFORMS Community of Operations Researchers for Public Service Efforts (CORPS), and he has been a member of INFORMS’ Publication, Education, Student Affairs, Strategic Marketing, President's Initiatives, and Diversity Committees. He established and has organized INFORMS’ Teaching Effectiveness Colloquium series and annual Case Competition as well as the annual INFORMS/ IFORS/EURO International Education Workshop series. He is the Editor-in-Chief of INFORMS Transactions on Education, as well as the General Chair of the upcoming ORPA IV Conference on Using Operations Research to Address Urban Transport and Water Resource Management Issues in Africa. Professor Cochran has served on the Advisory Board for INFORMS Summer Workshop on Teaching Management Science as well as the Editorial Boards for Interfaces, ORiON, Journal of the Chilean Institute of Operations Research, INFORMS Case and Teaching Materials Collection, Decision Sciences, Operations Management Education Review, International Journal of Sports Science and Engineering, and Journal of Quantitative Analysis in Sports.

• Interdiction at NPS: From Deterministic to Game-Theoretic Models

Javier Salmerón
Associate Professor of Operations Research
Naval Postgraduate School
http://www.nps.navy.mil/orfacpag/resumePages/salmeron.htm

Abstrcat
This talk reviews efforts by Naval Postgraduate School researchers in the area of System Interdiction and Defense: from the shortest-path and maximum flow deterministic network interdiction models to novel developments including game-theoretic models and secrecy-and-deception tactics. The former models have applications to physical infrastructure systems, usually engineered to handle disruptions that result from accidents or random acts of nature, with little or no degradation in performance, but still fragile and vulnerable to the loss critical components by intelligent terrorist attacks.  In the first part of the talk, we present bi-level and tri-level optimization models for planning the attack and defense of these infrastructures. We demonstrate real-world, realistically-sized applications including electric power grids, subways and airports, among others.  We also report insights we have gained through forming “red teams,” each of which gathers open-source data on a real-world system, develops an appropriate attacker or defender model, and solves the model to identify vulnerabilities in the system or to plan an optimal defense.  In the second part of the talk, we concentrate on game-theoretic models for interdiction of materials, drugs, explosives, etc. being smuggled through a network, where the interdictor usually lacks the resources to inspect all the routes used by the smugglers simultaneously.

Short biography
Dr. Salmerón is an Associate Professor in the Operations Research Department at the Naval Postgraduate School.  His research focuses is in the area of applied modeling and optimization, and has participated actively in civilian and military optimization projects including: railroad freight transportation; power generation; hydrocarbon logistics; capital investment planning; Tomahawk allocation; interdiction analysis; and, vulnerability and defense analysis of critical infrastructure such as electric power grids.  He teaches linear programming, nonlinear programming, mathematical programming, operations management and systems optimization, and has advised over 20 thesis students.  Before coming to NPS, Dr. Salmerón was with the Spanish electric utility Iberdrola (engineering and consulting branch).  He was also part-time adjunct professor in the Department of Statistics and Operations Research at the Statistics School of Complutense University of Madrid, where he taught courses on statistics, probability, and operations research.

• The combinatorics of (S, M, L, XL) or the best fitting delivery of T-shirts

Jörg Rambau
Lehrstuhl für Wirtschaftsmathematik
Universität Bayreuth
http://www.rambau.wm.uni-bayreuth.de/Curriculum_Vitae/

Abstract
A fashion discounter has to supply hundreds of branches with apparel in various sizes. In order to save work in the stock turn-over, apparel is ordered in pre-packs containing several sizes of the product. Since discount apparel is ordered three months in advance from overseas, replenishment is not possible. Thus, the number of pieces delivered in each size and branch should be consistent with the demand for sizes in that branch. This leads to the task of pre-pack optimization: find assortments of sizes (lot types) and delivery volumes for each branch (in lots of a lot type) so that the demand is met best. In this talk, we present observations, models, algorithms, and results we obtained in a project in cooperation with a large german fashion discounter. (Joint work with Sascha Kurz and Constantin Gaul.).

Short biography
Jörg Rambau received his PhD. from Technical University Berlin (advisor: Günter M. Ziegler) in 1996. After his move to Zuse Institute Berlin (group of Martin Grötschel) in 1996, where he became associate head of the department optimization in 2000, he completed his habilitation in 2002 at Technical University Berlin. Since 2004 he is professor (chair) for business mathematics at University Bayreuth. His research interests lie in applications of discrete optimization and in discrete geometry.

• An Improved Procedure for Solving A Modification of the Extended Rapid Transit Network Design Problem

Laureano Escudero
Profesor Catedrático
Universidad Rey Juan Carlos
http://www.umh.es/profesores/fichaprofesor.asp?NP=95220

Abstract
The extended rapid transit network design problem has recently been stated in the literature. Given a set of potential key station locations and a set of potential links between them, this problem basically consists in selecting which stations and links to construct without exceeding the available budget, and determining noncircular lines from them, to maximize the total expected number of users. A slight modification of the extended rapid transit network design problem has been proposed in the literature to allow the definition of circular lines provided that whichever two locations are linked by one line at most, and a two-stage approach has also been presented for solving this new problem. The 0-1 model considered in the first stage makes possible to select the stations and links to be constructed without exceeding the available budget, in such a way that the total expected number of users is maximized. Once they have been selected, in the second stage each one of these links is assigned to a unique line, so that the number of lines going through each selected station is minimized. The contribution of this work is twofold: On the one hand, we introduce some improvements in the 0-1 model considered in the first stage above to obtain a more accurate estimation of the total expected number of users, to construct at least one station in each location, and to obtain a connected rapid transit network. On the other hand, we present a modification of the algorithm proposed for solving the line design problem of the second stage above; it is a greedy procedure that intends to minimize the number of transfers that should be done by the users to arrive at their destinations, without increasing the number of lines that go through each station.

Short biography
Laureano F. Escudero, 23/9/1942, PhD in Economic Sciences has been full professor of Statistics and Operations Research at the Universidad Miguel Hernández, Elche (Alicante, Spain) and member of its Operations Research Center. Currently he is full professor at the Dept. of Statistics and Operations Research, Universidad Rey Juan Carlos de Madrid. Professor Escudero is a leading figure in several Operations Research fields, having made seminal contributions in combinatory and integer programming, decision support models and stochastic programming. With nine PhD students, more than 120 publications in international journals and books, and 5 books and monographs in Spanish. He has worked in the following IBM scientific centers: Centro Científico de Madrid (Spain), Palo Alto Scientific Center (California), German Manufacturing Technology Center (Sindelfingen, Germany), and T.J. Watson Research Center in Yorktown Heights (NY, USA). He was director of the Department of Decission Support Systems in "Iberdrola Ingeniería y Consultoría" (Spain). Prof. Escudero's current scientific work is centered on cutting plane based tightening integer and combinatorial programs, parallel computation and stochastic programming. During the last 30 years, his application fields have been strategic and production planning modelling and logistics for the energy, water resources and manufacturing sectors.

• Experiencias en el Rediseño e Implementación de los Cursos de Investigación de Operaciones en la Carrera de Ingeniería Industrial

Marcela González
Profesora Asistente del Departamento de Modelación Industrial
Facultad de Ingeniería, Universidad de Talca
http://lattes.cnpq.br/9112902349640756
http://ing.utalca.cl/academicos/academico.php?id=mgonzalez

Abstract
A partir del año 2006, la Universidad de Talca, Chile, inició la implementación del rediseño curricular de sus carreras, el cual involucra un conjunto de modificaciones a las mallas curriculares, a la relación profesor-alumno y a la manera en que el estudiante inicia su formación hasta obtener el titulo profesional. El rediseño tiene por objetivo desarrollar nuevas competencias en los futuros profesionales, para que éstos puedan responder a los desafíos que imponen los cambios experimentados por la sociedad chilena y mundial de los últimos años, garantizando su éxito profesional y otorgando mayores oportunidades de empleabilidad. En este contexto, la carrera de Ingeniería Industrial dictada en la Facultad de Ingeniería de la Universidad de Talca modificó su malla curricular, siguiendo un proceso de rediseño donde fueron consideradas las informaciones entregadas por académicos, ingenieros y gerentes de empresas, con respecto a los dominios donde los egresados de la carrera deberían ser competentes. De esta manera, fueron identificados tres dominios de formación disciplinaria relevantes para un ingeniero industrial, siendo éstos: Gestión de Operaciones, Gestión Tecnológica y Gestión de la Organización. Dentro de la nueva malla curricular, los cursos de Investigación de Operaciones se enmarcan, principalmente, dentro del dominio de Gestión de Operaciones, teniendo como objetivo que a través de estos cursos el estudiante se prepare en la utilización de las herramientas para modelar y optimizar sistemas productivos y de servicios. La nueva forma de estructurar y dictar los cursos de Investigación de Operaciones requirió incorporar nuevas estrategias y métodos de enseñanza-aprendizaje, cuyas experiencias de los profesores encargados de esta área en la Facultad de Ingeniería serán compartidas en esta presentación.

Short biography
Marcela González Araya es Licenciada en Ciencias de la Ingeniería (por la Pontificia Universidad Católica de Valparaíso, 1993), tiene el título de Ingeniero Civil Industrial (por la Pontificia Universidad Católica de Valparaíso, 1994) y los postgrados académicos de Magíster en Ciencias de la Ingeniería de Producción (1997) y Doctor en Ciencias de la Ingeniería de Producción (2003), ambos otorgados por la Universidad Federal de Río de Janeiro. Actualmente se desempeña como profesora asistente en el Departamento de Modelación y Gestión Industrial de la Facultad de Ingeniería, Universidad de Talca, Chile. La profesora González Araya ha dictado cursos en Investigación de Operaciones, Logística y Análisis de Eficiencia y Productividad. Sus áreas de investigación se centran en el área de Investigación de Operaciones, Análisis de Eficiencia y Productividad, Apoyo Multicriterio a las Decisiones y Logística, donde ha realizado diversos trabajos, tanto teóricos como prácticos. Además, ha participado como revisora de trabajos científicos en revistas de corriente principal tales como European Journal of Operational Research, Computer & Operations Research y Annals of Operations Research. Finalmente, a partir de 2008 ocupa el cargo de Vice-presidente del Instituto Chileno de Investigación de Operaciones (ICHIO).

• Asignación de turnos de trabajo en compañías de transporte de viajeros

Mikel Lezaun Iturralde
Catedrático de Matemática Aplicada
Universidad del País Vasco
http://www.ehu.es/mae/html/prof/Mikel.html

Abstract
En la primera parte de esta presentación describiremos nuestras actividades de transferencia de tecnología matemática, los distintos problemas en los que hemos trabajado y algunos comentarios y reflexiones sobre la transferencia de tecnología. En la segunda parte nos centraremos en los encargos que hemos realizado para la asignación anual de los turnos de trabajo de las empresas ferroviarias de transporte de viajeros Metro Bilbao, EuskoTren y Ferrocarriles Españoles de Vía Estrecha (FEVE). En todos ellos la principal dificultad reside en que el número de turnos a realizar varía con la época del año, invierno y verano principalmente, con el día de la semana, laborable, sábado y domingo, y en que turnos del mismo tipo pueden tener distinta duración. Una asignación anual global de todos los turnos de trabajo da origen a un problema con muchísimas variables y restricciones, lo cual hace que computacionalmente resulte muy difícil de resolver. Por ello, los modelos prácticos hay que dotarlos de una estructura que permita reducir las dimensiones del problema o problemas a resolver, y se pueda así obtener soluciones operativas.

Short biography
Mikel Lezaun es Doctor en Matemáticas y Catedrático de Matemática Aplicada de la Universidad del País Vasco. En los años 2002-2007 ha sido Vicepresidente de la Sociedad Española de Matemática Aplicada y desde 2001 es responsable de la sección Matemáticas e Industria del Boletín de la Sociedad Española de Matemática Aplicada. Mikel Lezaun es el director del Grupo de Transferencia de Tecnología Matemática de la Universidad del País Vasco. Como tal ha dirigido proyectos de investigación y contratos para las empresas Inkoa Sistemas, CESPA, Aguas de Barcelona, Sidenor, Cementos Pórtland Valderribas, Metro Bilbao, EuskoTren, Ferrocarriles de Vía Estrecha (FEVE), Eroski..., todos ellos en los ámbitos de la Investigación Operativa y Estadística. En el año 2000 fue galardonado con el II Premio de la Fundación Universidad-Empresa Euskoiker. También se ha interesado por la divulgación, y ha sido galardonado con III Premio SEMA de Divulgación en Matemática Aplicada por el trabajo Predicciones del Tiempo y Matemáticas. Actualmente es el responsable del Master en Modelización Matemática, Estadística y Computación, que se imparte conjuntamente por las universidades del País Vasco, Zaragoza, Cantabria, Pública de Navarra, La Rioja y Cantabria.

• Stable Cooperative Agreements

Nikolay Zenkevich
Professor of Graduate School of Management (GSOM)
St. Petersburg University, Russia
http://www.eng.gsom.pu.ru/professors/zenkevich/

Abstract
Cooperation is a basic form of human behavior. And for many practical reasons it is important that cooperation remains stable on a time interval under consideration. There are three important aspects which must be taken into account when the problem of stability of long-range cooperative agreements is investigated. 1. Time-consistency (dynamic stability) of the cooperative agreements. Time-consistency involves the property that, as the cooperation develops cooperating partners are guided by the same optimality principle at each instant of time and hence do not possess incentives to deviate from the previously adopted cooperative behavior. 2. Strategic stability. The agreement is to be developed in such a manner that at least individual deviations from the cooperation by each partner will not give any advantage to the deviator. This means that the outcome of cooperative agreement must be attained in some Nash equilibrium, which will guarantee the strategic support of the cooperation. 3. Irrational behavior proofness. This aspect must be also taken in account since not always one can be sure that the partners will behave rational on a long time interval for which the cooperative agreement is valid. The partners involved in the cooperation must be sure that even in the worst case scenario they will not loose compared with non cooperative behavior. The mathematical tool based on payoff distribution procedures (PDP) or imputation distribution procedures (IDP) is developed to deal with the above mentioned aspects of cooperation.

Short biography
Nikolay Zenkevich is professor of Operations Management at GSOM St. Petersburg University. He holds a PhD and M.Sc. in applied mathematics and is academic director of bachelor programs GSOM St. Petersburg University. His research areas are game theory, dynamic games, optimal control and operations research applied to marketing, operations and strategic management. In these areas he published more than ninety papers and co-edited six volumes. He coauthors’ the book Game Theory (http://www.worldscibooks.com/mathematics/6819.html). His research is regularly funded by the Russian Foundation of Basic Research and Education Ministry of Russia. He is scientific editor of collective papers series “Contributions to Game Theory and Management” and deputy chair annual international conference “Game Theory and Management” (http://www.eng.gsom.pu.ru/gtm2008/).

• Actualización de SIDICON: simulador del contingente de tropa profesional en España

Lluis M. Pla-Aragones
Associate Professor of Statistics & Operations Research
School of Law & Economics
University of Lleida
http://web.udl.es/usuaris/d4089492/

Abstract
El Simulador Dinámico del Contingente (SIDICON), tiene la finalidad de dotar a los gestores de Recursos Humanos de las Fuerzas Armadas españolas, de una herramienta avanzada de ayuda a la toma de decisiones relativas al control de la dinámica poblacional del personal de Tropa y Marinería. El modelo de Fuerzas Armadas completamente profesional presenta un mayor dinamismo y complejidad en la gestión de la tropa por tratarse del personal militar más numeroso, con carácter voluntario y, además, temporal. En este sentido las herramientas de investigación operativa que mejor se adaptan a la modelización de un problema tan complejo y cambiante en el tiempo son los modelos de simulación. Un modelo de simulación tiene la ventaja de poder experimentar con él y evaluar la reacción del sistema frente a diferentes alternativas. Esta técnica permite aumentar el conocimiento sobre la dinámica del contingente de tropa profesional y preparar decisiones que conduzcan la evolución del mismo hacia los niveles deseados y en las proporciones de personal en activo por empleo que se consideren adecuadas. La versatilidad del modelo ha de permitir además poder adaptar el sistema a contingencias que sean previsibles, por ejemplo la reducción demográfica de ciudadanos en edad militar, o variaciones en la proporción de sexos dentro de la tropa. A fin de garantizar la flexibilidad del modelo, su uso, mantenimiento y portabilidad se utilizó un entorno gráfico de desarrollo basado en programación visual: ExtendÔ, versión 6.0.8 (ExtendÔ, 2007). ExtendÔ es una herramienta profesional de simulación que entre otras ventajas permite trabajar en diferentes plataformas de desarrollo, personalizar los elementos visuales, integrar los modelos en hojas de cálculo como MS-ExcelÒ o viceversa, etc. También permite distribuir los modelos compilados para su uso por clientes potenciales. Este módulo permite correr modelos con la posibilidad de modificar los datos y parámetros de los mismos, pero sin poder modificar las características de los mismos ni modificar su funcionalidad.

Short biography
Lluis M. Plà-Aragonès is an Associate Professor of Statistics and Operational Research at the University of Lleida (UdL) in Lleida, Spain. His primary research interests are simulation, Markov decision models, production planning and scheduling. He was awarded with the Special mention to the work entitled “SIDICON a dynamic simulator for the contingent in the Spanish Army”. [SIDICON: Simulador Dinámico del Contingente de Tropa Profesional] within the OR Awards “General Fernández-Chicarro” by the  Spanish Ministry of Defense. In addition to his regular faculty duties, Professor Pla-Aragones is a coordinator of the EURO Working group on OR in Agriculture and Forest management—see http://www.orafm.org.

• Stochastic Programming Algorithms for Financial and Energy Markets

Marc Steinbach
Professor of Algorithmic Optimization
Leibniz Universitaet Hannover
http://www.ifam.uni-hannover.de/~steinbach/

Abstract
Multistage stochastic programming models are nowadays essential decision support tools for planning under uncertainty in finance and energy. Applications in these areas often lead to very large scenario trees; in addition, nonlinearities or even nonconvexities may be involved. We present suitable interior-point based solution algorithms whose key component are tree-sparse KKT solvers that exploit the generic scenario tree structure while being adaptable to the application-specific substructure. Computational results for selected application models illustrate our approach and its efficiency.

Short biography
1988 Diploma in Mathematics, University of Bonn. 1995 Doctorate in Mathematics (Dr. rer. nat.), University of Heidelberg. 2002 Habilitation in Mathematics, Berlin University of Technology. 1989-2006 Positions as Academic Assistant or Researcher at University of Augsburg, Munich University of Technology, Interdisciplinary Center for Scientific Computing, University of Heidelberg, Zuse Institute Berlin. 2003-2006 Lecturer at Berlin University of Technology. 2006 Visiting Professor at University of Applied Sciences Vorarlberg, Austria since 2006 Professor of Algorithmic Optimization at Leibniz Universitaet Hannover.

• Aplicaciones de Investigación de Operaciones en el Área Metropolitana del Valle de Aburra

Oscar Mesa
Area Metropolitana del Valle de Aburra
http://ojmesa.googlepages.com/CARATULA-ATLAS1.jpg/CARATULA-ATLAS1-full;init:.jpg

Abstract
The Metropolitan Area of Aburra Valley , AMVA, as a metropolitan planning, environmental and transport authority institution have been working in the development and implementation of modeling tools and novel methodological analysis frameworks to support decision making and sustainable planning for the Metropolitan region. The National University of Colombia-Medellín, Unalmed , has been an important participant of these developments and with its research groups, Economy-Environment-Energy modeling and analysis group, and Decision Science Institute, we have been focalizing efforts to build political and technical discussion platforms supported by DSS for some of the most ambitious plans and challenges that now faces our region.

Short biography
Oscar José Messa Sanchez Ingeniero Civil, M.Sc. y Ph.D., sus principales áreas de trabajo han sido la hidrología, el Clima y la Energía. Recibió el Premio Nacional de Investigación de la Fundación Alejandro Angel Escobar en la categoría de medio ambiente en el año 2000 y el premio Lorenzo Codazzi de la Sociedad Colombiana de Ingenieros en el año 2001. Profesor visitante de la Universidad de Colorado en los años 1994-1995 y 2006. Miembro de la Junta Directiva de la Empresas Públicas de Medellín. Autor y couator de 4 libros y más de 100 artículos de investigación en revistas nacionales e internacionales. Profesor de la Universidad nacional de Colombia.

• Probabilistic Modeling for UAV Path Planning in the Presence of Threat Zones

Rajan Batta
Associate Dean for Graduate Studies and Professor
Department of Industrial and Systems Engineering
School of Engineering and Applied Sciences
The State University of New York
www.acsu.buffalo.edu/~batta

Abstract
Path planning for UAVs in the presence of threat zones is traditionally treated in the literature by avoidance of such areas. However, when the UAV must reach the target within a specified time, threat zones might need to be entered. To address such a situation, we develop a probabilistic modeling framework in this paper for UAV routing in a continuous setting. We consider several problems using this modeling construct: (a) computation of a minimum risk origin-destination path in the presence of threat zones (nested convex polygonal and circular); (b) exploration of the tradeoff between flying time versus risk using bicriteria optimization; (c) expected time till first detection as a tie breaker; and (d) consideration of the effect of a delay between detection and fatal attack. Examples are used to illustrate the results.

Short biography
Rajan Batta is a Professor of Industrial and Systems Engineering at the University at Buffalo, State University of New York, USA.  He currently serves as the Associate Dean for Graduate Studies.  He received a B.Tech. in Mechanical Engineering from the Indian Institute of Technology, New Delhi, India, and a Doctor of Philosophy in Operations Research from the Massachusetts Institute of Technology, Cambridge, Massachusetts, USA.  His research interests are in applications of IE and OR, particularly to the areas of homeland security and military.  The most significant awards he has received are: (i) the Dr. David F. Baker Distinguished Research Award from the Institute of Industrial Engineers, the highest available research award from IIE; and (ii) the SUNY Chancellor's Award for Excellence in Teaching, the highest available teaching award from the State University of New York system.  He currently serves as a Departmental Editor for IIE Transactions, and is on the Editorial Advisory Board for Computers & Operations Research.

• Dynamic Pricing Policies in the Retail Industry

René Caldentey
Department of Information, Operations, & Management Sciences
New York University Stern School of Business
http://pages.stern.nyu.edu/~rcaldent/CVitae.html

Abstract
This work is based on a research project conducted at a leading department store in Chile. We present our main findings in terms of (i) identification of best practices in this industry, (ii) development of demand curves for different families of products, and (iii) optimization of pricing policies. This research considers many aspects such as correlation among items' demand, dynamic seasonalities, and competition.

Short biography