T ECHNICAL S ESSIONS

Monday, 8:30-10:00 model and give an algorithm for scheduling multilayer divisible com-
putations. The algorithm is tested experimentally. Structures of the
obtained schedules and performance of such applications are studied.
 MA-01 2 - Scheduling malleable tasks with arbitrary processing
Monday, 8:30-10:00 speed functions
RB-Alfa Maciej Machowiak, Poznan University of Technology,
Poland, [email protected], Mikhail Y.
Keynote Lecture: Professor Ignacio Kovalyov, Jan Weglarz, Maksim Barketau
Grossmann The problem of scheduling n tasks in a system with m processors to
minimize the makespan is considered. Task are malleable when can be
Stream: Keynote, Tutorial and Plenary Lectures executed by several processors at a time, its processing speed depends
Keynote session on the number of assigned processors, and a set of processors assigned
Chair: Vincent Mousseau, LGI, Ecole Centrale Paris, Grande voie to the same task can change over time. The processing speed of a task
des vignes, 92 295, Chatenay Malabry, France, is a strictly increasing function of the number of processors allocated
to this task. We present results for arbitrary n and m: polynomial time
[email protected] algorithms for convex and concave functions and an enumerative algo-
rithm for arbitrary functions.
1 - Challenges in the Application of Mathematical Pro-
gramming in the Enterprise-wide Optimization of 3 - Fast Truck-Packing of 3D boxes
Process Industries Grzegorz Pawlak, Institute of Computing Science, Poznan
Ignacio Grossmann, Chemical Engineering, Carnegie Mellon University of Technology, ul. Piotrowo 2, 60-965, Poznan,
University, 5000 Forbes Ave, 15217, Pittsburgh, PA, United Poland, [email protected], Joanna
States, [email protected] Jozefowska, Erwin Pesch, Dawid Kowalski, Michal Morze

Enterprise-wide optimization (EWO) is a new emerging area that lies The practical 3D container packing problem was considered. The
at the interface of chemical engineering and operations research, and problem was formulated for the real packing constrains appearing in
has become a major goal in the process industries due to the increasing the sales and logistics departments of household equipment factory.
pressures for remaining competitive in the global marketplace. EWO The formal MIP formulation has been presented and fast heuristic al-
involves optimizing the operations of supply, production and distribu- gorithm was proposed. The appropriate computational experiment has
tion activities of a company to reduce costs and inventories. A major been performed. The solution can be implemented in the real container
focus in EWO is the optimization of manufacturing plants as part of the packing problem for the rectangular boxed products.
overall optimization of the supply chain. Major operational items in-
clude production planning, scheduling, and control. This talk provides 4 - Genetic Algorithm Supporting Supply Process in
an overview of major modeling and computational challenges in the Charitable Organizations
development of deterministic and stochastic linear/nonlinear mixed- Malgorzata Sterna, Institute of Computing Science, Poznan
integer optimization models for planning and scheduling for the opti- University of Technology, Piotrowo 2, 60-965, Poznan,
mization of plants and entire supply chains that are involved in EWO
problems. We illustrate the application of these ideas in four major Poland, [email protected], Mateusz
problems: a) integration of planning and scheduling in batch processes Cichenski, Mateusz Jarus, Michal Miskiewicz, Jaroslaw
that lead to large-scale mixed-integer linear programs, b) optimization Szymczak
of responsive process supply chains that lead to large-scale bicriterion
mixed-integer optimization problems, c) optimization of distribution- We study the optimization problem arising in charitable organizations
inventory planning of industrial gases that lead to integration of plan- during supply process. Such institutions are especially interested in
ning and vehicle-routing models, d) optimization of oilfield infrastruc- minimizing the total cost of purchase which consists of the prices at
tures under uncertainty that lead to multistage stochastic programming which particular products are bought and the cost of their transporta-
problems with endogenous uncertain parameters. We outline the so- tion. We present the formal mathematical model of the problem, which
lution methods that have been developed. Also, these problems have is NP-hard, and propose list heuristics as well as the genetic algorithm
been addressed in collaboration with industry, and have led to substan- solving it. The efficiency of implemented methods was checked in
tial economic savings. extensive computational experiments.

 MA-02  MA-03
Monday, 8:30-10:00 Monday, 8:30-10:00
RB-Beta RB-L1

Scheduling Applications Business Excellence in Logistics:

Intelligent and Interactive Routing
Stream: Scheduling
Invited session Stream: Business Excellence in Logistics
Chair: Malgorzata Sterna, Institute of Computing Science, Poznan Invited session
University of Technology, Piotrowo 2, 60-965, Poznan, Poland, Chair: Martin Josef Geiger, Logistics Management Department,
[email protected] Helmut-Schmidt-University, Holstenhofweg 85, 22041, Hamburg,
Germany, [email protected]
1 - Scheduling chains of divisible computations Chair: Murat Koksalan, [email protected]
Maciej Drozdowski, Dept. of Computer Science, Institute of
Computing Science, Poznan Univeristy of Technology, 1 - An Interactive Approach for Multi-objective Route Se-
Piotrowo 2, 60-965, Poznan, Poland, lection Problem
[email protected], Joanna Berlinska Diclehan Tezcaner, Industrial Engineering, Middle East
We analyze scheduling chains of divisible computations. In the chain, Technical University, Endustri Muhendisligi Bolumu, Orta
one application produces input load for the next one. MapReduce ap- Dogu Teknik Universitesi, 06800, Ankara, Turkey,
plications are example of 2-stage chains. We propose a divisible load [email protected], Murat Koksalan

1
MA-04 EURO 25 - Vilnius 2012

Multi-objective (MO) route selection problem is a combination of two Previous research has proposed using a mixed integer programming
combinatorial problems: MO shortest path problem (finding the effi- (MIP) model for choosing the location of stations in one-way carshar-
cient paths between the nodes to be visited) and MO traveling salesper- ing systems as an approach to solve vehicle stock imbalance. However,
son problem (finding the efficient tours made up of the efficient paths). MIP models have difficulties including reality-based factors that can
We develop an interactive approach that helps in finding the best solu- have a substantial impact on carsharing. Thus we test the validity of
tion of a decision maker who has a quasiconcave utility function. We those solutions developing a simulation model including demand vari-
demonstrate our approach on the routing problem for unmanned air ability and relocation operations. The first tentative results show that
vehicles with minimization of distance traveled and minimization of these factors influence the company profit, affecting significantly the
radar detection threat objectives. performance of the deterministic solutions.
2 - Delivery Scheduling Using Intelligence 3 - Assessing the profitability of carsharing fleet distri-
Gulgun Kayakutlu, Industrial Engineering, Istanbul Technical
butions based on usage patterns
University, Macka, 34367, Istanbul, Turkey,
Mathias Goeppel, GR/PAP, Daimler AG, Building 10, Room
[email protected], Gokcen Turkel
2.3.036, Wilhelm-Runge-Str. 11, 89081, Ulm, Germany,
Dynamic scheduling is an indispensable need in today’s business [email protected]
world.To satisfy the customer,on-time delivery is crucial for the
business to continue in spite of continuous change.This study aims
One-way carsharing as seen with car2go, where vehicle pick-up and
to propose a model to predict the optimum time of van deliver-
drop-off locations are not predefined, challenges the operator. The pre-
ies.Factors influencing the delivery process are depicted from vari-
dominant difficulty lies in matching vehicle locations with customer
ous researches.Prediction is modeled as an artificial neural network
demand, as well as the development of solutions for fleet maintenance.
using Back Propagation.The model is applied in a case study of van
This article focuses on the formulation of a reliable measure of prof-
deliveries.Achievements of this study will not only contribute to the
itability for the involved vehicles. The measure is based on a time-
research,but will also open a new angle in the logistics vision.
spatial decomposition of customer data. It enables the operator to de-
3 - A holistic optimization problem for aviation commu- cide whether specific areas can be run profitably and allows for ad-
vanced scheduling of the service agents.
nity noise
Daniel Zachary, CRTE, CRP Henri Tudor, 66, rue de
4 - A shared-taxi agent based model. Testing several
Luxembourg, L-4421, Esch sur Alzette, Luxembourg,
[email protected], Ulrich Leopold market configurations for the Lisbon municipality
Gonçalo Correia, Department of Civil Engineering, University
In our presentation, we give an overview of the Luxembourg Avia- of Coimbra, Faculdade de Ciências e Tecnologia. Dep. Eng.
tion community noise situation and discuss a holistic approach to noise
abatement and cost sharing. The problem is framed as a multi-indicator
Civil, sala SA 2.8 Rua Luis dos Reis Santos, 3030, Coimbra,
assessment and is solved using a minimal cost objective. Recent past Portugal, [email protected], Luis Martinez, José Viegas
results are shown (Luxembourg Aviation Community Noise - LAN
project, 2007-2009), a cooperative project with the air freight com- This paper presents the conceptual design of a new agent-based model
pany Cargolux Airlines International S.A.. New ideas are discussed, to simulate the operation and performance of shared taxi systems. The
including the tuning of the aircraft scheduling, routes, aircraft type, proposed model incorporates a matching algorithm between the sup-
operational procedures and a 3D-trajectory problem. ply and demand, finding the most adequate option, considering multi-
ple objectives, as minimum travel time for passengers and balance in
number of services for taxis. The paper will also evaluate the several
possible market configurations, measuring the performance of the sys-
tem from an operator, client and society perspective, finding the most
 MA-04 balanced solution in terms of fleet size.
Monday, 8:30-10:00
RB-L2

Optimization of shared urban

transportation systems
 MA-05
Monday, 8:30-10:00
Stream: Optimization in Public Transport RB-L3
Invited session
Maritime fleet size and mix
Chair: Gonçalo Correia, Department of Civil Engineering,
University of Coimbra, Faculdade de Ciências e Tecnologia. Dep. Stream: Maritime Transportation
Eng. Civil, sala SA 2.8 Rua Luis dos Reis Santos, 3030, Coimbra, Invited session
Portugal, [email protected] Chair: Trond A. V. Johnsen, MARINTEK, SINTEF, Otto Nielsen
1 - Strategic design of public bicycle sharing systems veg 10, 7052, Trondheim, Norway,
[email protected]
with service level constraints
Jenn-rong Lin, Department of Transportation Science,
National Taiwan Ocean University, 2, Pei-Ning Road, 20224, 1 - Containership speed and fleet size optimisation with
Keelung, Taiwan, [email protected], Ta-hui Yang semi-elastic demand: an application to northern
We formulate and analyze a strategic design model for public bicycle europe-south america trade
sharing systems with service level considerations. In considering the Ali Cheaitou, College of Engineering - Industrial Engineering
interests of users and investors, the proposed model attempts to deter- and Management Department, University of Sharjah, Sharjah
mine the number and locations of bike stations, the network structure University City, 27272, Sharjah, United Arab Emirates,
of bike paths connected between the stations, and the travel paths for [email protected], Pierre Cariou
users between each pair of origins and destinations. A numerical ex-
ample is created to illustrate the proposed model. Sensitivity analysis
is performed to gain better insights into knowing how important pa- Increasing the number of vessels in a container liner service while re-
rameters affect the design of the system. ducing speed, known as slow steaming strategy, is modelled in this
paper. We focus on the case of optimal speed under semi-elastic de-
2 - Testing the validity of the MIP approach for locating mand, for which containerized perishable product transport is sensitive
to time. This paper investigates if slow steaming is still optimal when
carsharing stations in one-way systems working to maximise the total profit on the cycle. Furthermore, a nu-
Diana Rita Ramos Jorge, Department of Civil Engineering, merical application is carried out for a direct Northern Europe to East
University of Coimbra, Rua Luis dos Reis Santos, 3030-788, Coast of South America container service, a route selected due to the
Coimbra, Portugal, [email protected], Gonçalo high volume of perishable products.
Correia, Cynthia Barnhart

2
 EURO 25 - Vilnius 2012 MA-07

2 - On solving the feeder containership network design 3 - Hybrid heuristics for solving a maritime short sea in-
problem via metaheuristic approaches ventory routing problem
Olcay Polat, Production Management, TU Berlin, TU berlin Alexandrino Delgado, Matemática, Universidade de Aveiro,
(H95-H9157), Strasse des 19. Juni 135, 10623, Berlin, Berlin, Campus Universitário de Santiago, 3810-193, Aveiro,
Germany, [email protected], Hans-Otto Guenther, Osman Portugal, Portugal, [email protected], Agostinho Agra,
Kulak Marielle Christiansen, Luidi Simonetti
Feeder ports serve as regional hubs from where containers are dis- We consider a fuel oil distribution problem where an oil company is
tributed in the respective region by use of feeder ships. The feeder net- responsible for the routing and scheduling of ships between ports such
work design problem (FNDP) determines the smallest ship fleet size that the demand for various fuel oil products is satisfied during the
with routes to minimize total travelled distance with time, capacity planning horizon. The objective is to determine distribution policies
and service frequency restrictions. In this study, a mathematical model that minimize the total cost (routing and operations costs), while in-
is proposed and metaheuristic approaches are developed to solve the ventory levels are maintained within their limits. We propose an arc-
FNDP. The developed approaches have been tested using case studies load flow formulation of the problem. In order to obtain good fea-
from Turkey. The numerical results of the study show that Turkish sible solutions for several months we propose and compare different
ports have great potential as hub ports in its region. hybridization strategies.
3 - Fleet size and mix in liner shipping
Trond A. V. Johnsen, MARINTEK, SINTEF, Otto Nielsen
veg 10, 7052, Trondheim, Norway,
[email protected], Lars Magne Nonås, Kjetil  MA-07
Fagerholt, Bjørn Egil Asbjørnslett Monday, 8:30-10:00
Fleet size and mix is a core decision for all shipping companies. In any RB-Eta
given market situation, the number of vessels and the variety of vessel
types will determine the profit potential for the company. We present Novel and emerging VRPs
an optimization model for improved support for strategic fleet size and
mix decision-making. The model has been implemented and tested in Stream: New Trends in Vehicle Routing
cooperation with a world-leading liner shipping company.
Invited session
Chair: Jorge E. Mendoza, Institute of Applied Mathematics,
Université Catholique de l’Ouest, 3 Place André Leroy, 49008,
Angers, France, [email protected]
 MA-06
Monday, 8:30-10:00 1 - A Multiple Plan Approach for the Dynamic Technician
RB-Gamma Routing and Scheduling Problem
Victor Pillac, Automatique - Productique, Ecole des Mines de
Matheuristics in Transportation Nantes, 4 Rue Alfred Kastler, La Chantrerie, 44300, Nantes,
France, [email protected], Christelle Gueret, Andres
Stream: Matheuristics Medaglia
Invited session
The Dynamic Technician Routing and Scheduling Problem (DTRSP)
Chair: Fabien Tricoire, Department of Business Administration, deals with a crew of technicians that serves dynamically appearing re-
University of Vienna, Chair for Production and Operations quests. In the DTRSP, each technician has a set of skills, tools, and
Management, Brünner Straße 72, 1210, Vienna, Austria, spare parts, while requests require a subset of each. The problem is
[email protected] then to design a set of tours of minimal total duration such that each
request is visited exactly once, within its time window, by a compat-
ible technician, and to dynamically insert new requests into existing
1 - Fresh bovine skin transportation from slaughters to tours. We propose a Multiple Plan Approach to solve the DTRSP and
tannery with special time windows and capacity con- illustrate its performance on benchmark instances.
straints
Giorgio Romanin-Jacur, Management and Engineering, 2 - Capacitated Vehicle Routing Problem with Loading
University of Padova, Stradella San Nicola, 3, 36100, Constraints: A Case in the UK
Vicenza, Italy, [email protected], Carlo Filippi Nasrin Asgari, Mathematics, University of Portsmouth,
United Kingdom, [email protected], Xiang Song,
On a road network a tannery, slaughters and truck depots are placed.
Different capacity trucks start from depots, load fresh bovine skins sup-
Dylan Jones, Tim Pigden
plied by slaughters and unload them at the tannery. Time windows are Recently it has been raised to solve Capacitated vehicle routing
imposed to truck starting, skins’ loading and skins’ unloading; skin problem (CVRP) considering loading and unloading conditions like
preservation times and capacity constraints shall be respected. Total sequential loading (Last-In First-Out), vehicle capacity and items
cost,due to truck utilization and to paths and times shall be minimized. fragility. We have dealt with a real case in the UK that distributes
Quick and easy low cost solution algorithms are required. A mixed in- consumer items like dairy, food and fruit. Each depot covers 100-150
teger programming model has been built and both exact and heuristic customers. The case is solved with respect to existing limitations in-
techniques are suggested and tested. cluding loading constraints; drivers rule, shift and pattern; and cus-
tomer time-window. Order splitting is allowed in the case, whilst no
2 - Freight train composition with minimum shunting spilt on deliveries has been allowed in the literature.
operations
Uwe T. Zimmermann, Institute of Mathematical Optimization, 3 - The Minimum Duration Truck Driver Scheduling
TU Braunschweig, Pockelsstrasse 14, 38106, Braunschweig, Problem
Germany, [email protected], Ronny Hansmann Asvin Goel, Telematique.eu, Germany, [email protected]
Planning freight train schedules in dense rail networks provides an Truck driver scheduling problems are important subproblems of real-
enormous challenge. Resulting optimization models include a tremen- life vehicle routing and scheduling problems because rest periods re-
dous number of eligible train routes and departure times subject to quired by government regulations have a significant impact on travel
tight infrastructure requirements. From a BMBF-supported cooper- and arrival times. This paper identifies common constraints imposed
ation with Deutsche Bahn, we outline first results focusing on train by hours of service regulations world wide and presents a mixed inte-
composition. OD-routed rail cars are assigned to scheduled trains. ger programming formulation for the truck driver scheduling problem.
Optimal locations of rail cars within trains minimize the number of A dynamic programming approach is presented and its effectiveness is
the expensive shunting operations in rail yards. We present MIP- demonstrated for working hour regulations in the United States and in
models,heuristics,and some computational experience on DB-data. the European Union.

3
MA-08 EURO 25 - Vilnius 2012

4 - A GRASP with heuristic concentration for the vehicle 4 - Models for a Steiner multi-ring network design prob-
routing problem with stochastic demands lem with revenues
Jorge E. Mendoza, Institute of Applied Mathematics, Ana Bautzer, ISCAL / CIO, Av. Miguel Bombarda, 20,
Université Catholique de l’Ouest, 3 Place André Leroy, 1069-035, Lisboa, Portugal, [email protected], Luis
49008, Angers, France, [email protected], Juan G. Gouveia, Ana Paias, José Pires
Villegas The Steiner multi-ring network design problem with revenues is the
problem of designing a set of rings that pass through a central depot
The vehicle routing problem with stochastic demands consists in de- and through all the customers in a set R and some of the customers in
signing transportation routes of minimal expected cost to satisfy a a set S. Besides the usual arcs link costs, revenue profits between each
set of customers with random demands of known probability distri- pair of customers in the same ring are also considered. The objective
butions. This paper proposes a GRASP that uses randomized route- is to minimize the difference between the total routing cost and total
first, cluster-second heuristics, a variable neighborhood descent, and profit. We introduced some integer programming formulations for the
a post-optimization procedure specially tailored for the problem. Ex- problem and compared their linear relaxations values. Some valid in-
periments on standard instances show that our approach is competitive equalities are also presented.
with the state-of-the-art method in terms of both accuracy and effi-
ciency

 MA-09
Monday, 8:30-10:00
 MA-08 RB-Zeta
Monday, 8:30-10:00
RB-Epsilon Cutting and Packing 1
Network Optimization 1 Stream: Cutting and Packing
Invited session
Stream: Network Optimization Chair: A. Miguel Gomes, INESC TEC, Faculdade de Engenharia,
Invited session Universidade do Porto, Rua Dr. Roberto Frias s/n, 4200-465,
Chair: Ana Bautzer, ISCAL / CIO, Av. Miguel Bombarda, 20, Porto, Portugal, [email protected]
1069-035, Lisboa, Portugal, [email protected]
1 - Heuristics for the three-dimensional loading capaci-
1 - Recent Developments in the Ring Spur Assignment tated vehicle routing problem
Problem Leonardo Junqueira, Department of Production Engineering,
Paula Carroll, Management Information Systems, UCD, Federal University of São Carlos, Rua Dona Alexandrina,
Quinn Business School, Belfield, 4, Dublin, Num. 2471, Apto. 8, 13566-290, São Carlos, São Paulo,
[email protected], Bernard Fortz, Martine Labbé, Seán Brazil, [email protected], Reinaldo Morabito
McGarraghy In this work we present heuristics for the capacitated vehicle routing
problem with three-dimensional loading constraints. The problem con-
We consider the Ring Spur Assignment Problem (RSAP), an NP-hard sists in finding minimum cost delivery routes for a set of identical vehi-
survivable telecommunications network design problem. It arises in cles that, departing from and returning to the depot, visit all customers
the context of exploiting existing resources efficiently in strategic net- only once, while considering constraints related to cargo stability, load
work development and complements the Sonet Ring Assignment Prob- bearing and multi-dropping. The routing and loading modules of the
lem (SRAP) of determining the set of link capacities to install. We pro- method are built on classical heuristics of the vehicle routing and con-
pose a complete IP formulation and present recent developments and tainer loading literatures. The results of some computational experi-
the results of a cutting plane implementation on benchmark test data. ments are presented and discussed.

2 - ILP Models for the PON Access Network Design 2 - A heuristic for the vehicle routing problem with back-
Problem hauls and three-dimensional loading constraints
Maria João Lopes, Departamento de Métodos Quantitativos, Andreas Bortfeldt, Dept. of Information Systems, University
University Institute of Lisbon (ISCTE - IUL) and CIO, Av. of Hagen, Profilstrasse 8, 58084 Hagen, Germany, 58084,
das Forcas Armadas, 1649-026, Lisboa, Portugal, Hagen, FR Germany, Germany,
[email protected], Luis Gouveia, Amaro de Sousa [email protected], Lars Moench
In the vehicle routing problem with backhauls (VRPB) there are de-
A PON is an optical access network connecting a Central Office to a livery and pick up customers. We consider the 3L-VRPB, i.e. a com-
set of terminals using splitters installed on intermediate nodes. In the bination of the VRPB and 3D loading. The given vehicles have a 3D
PON access network design problem, terminals are clustered in a min- loading space and the cargo of a customer consists of 3D boxes. A
imum number of PONs and we have to define for each PON where to heuristic is proposed including a variable neighborhood search algo-
install splitters and how to connect all elements through fibres. There rithm for routing and a tree search algorithm for packing boxes. Re-
are costs associated with intermediate nodes, splitter types and fibre sults are presented for 95 test instances.
connections. We define the minimum cost design problem in the con-
text of densely populated urban areas, proposing different formulations 3 - Inter-depot transportation planning involving palleti-
and valid inequalities for this problem. sation and truck loading.
Maria Teresa Alonso Martínez, Department of mathematics,
3 - Robust optimization of optical fiber access networks University of Castilla-La Mancha, Edificio Infante Don Juan
deployments Manuel, Avda.de España s/n, 02071, Albacete, Spain,
Cédric Hervet, Orange Labs/CNAM, France, [email protected], Ramon Alvarez-Valdes,
[email protected], Marie-Christine Costa, Faye Joaquim Gromicho, Francisco Parreno, Gerhard F. Post, Jose
Alain, Matthieu Chardy, Stanislas Francfort Tamarit
Due to the recent increase in bandwidth requirements, telecommuni- In a large logistic company the inter-depot planning problem has to
cation operators have to plan the deployment of optical fiber networks be solved every day. The products are placed on pallets and then the
through Gigabit Passive Optical Network technology (FTTH GPON). pallets loaded into trucks. The main objective is to send the fewest
One great challenge is to design this network while not knowing who number of trucks, covering the demand of each depot and satisfying
and where the future subscribers will be. We focus on the problem of a number of constraints concerning the way in which pallets are built
the robust optical fiber network deployment under demand uncertainty. and placed into the truck. Our proposal is to solve the problem using
A two-stage robust optimization model is proposed for this problem, a metaheuristic in two phases, one for building a feasible solution and
as well as two robust solution methods extending classical results from the other for improving the solution. In both phases palletisation and
Ben-Tal et al. and Babonneau et al. truck loading are simultaneously considered.

4
 EURO 25 - Vilnius 2012 MA-11

4 - A study on multiobjective rectilinear packing prob- This paper considers the impact of learning on set up cost on the Eco-
lems nomic Order Quantity model for deteriorating items subject to trape-
A. Miguel Gomes, INESC TEC, Faculdade de Engenharia, zoidal type consumption rate and shortages. Deterioration models con-
sider gradual reduction in quality and quantity of products over time.
Universidade do Porto, Rua Dr. Roberto Frias s/n, 4200-465, In this study the deterioration rate is a Weibull distribution function
Porto, Portugal, [email protected], Marisa Oliveira, Ma of time. A model where each cycle begins with shortages and ends
Eduarda Pinto Ferreira without shortages is proposed. The model is developed over an infinite
time horizon to determine optimal replenishment policy by minimizing
In many application areas, like in Facility Layout and in VLSI de- total system running cost.
sign, one wishes to pack, without overlap, a set of rectilinear polygons
while minimizing simultaneously more than one objective, leading to
the Multi-objective Rectilinear Packing Problem. The most common 4 - Optimization of the processing times of cyclically re-
objectives are the minimization of the enclosing rectangle area and peated intersecting operation sets
the minimization of the sum of the distances between a subset of the Boris Rozin, Operations research laboratory, United Institute
pieces. The purpose of this work is to study and analyze the rela- of Informatics Problems of NAS of Belarus, Surganov Str.,6,
tionship between these two objectives, i.e. to study if they really are 220012, Minsk, Belarus, [email protected], Genrikh
conflicting objectives.
Levin

A cyclically repeated sequence of intersecting sets of operations is ex-

ecuted in a system and the operations of each set are activated simulta-
 MA-10 neously. The expenses for each operation decrease with the increase of
its processing time, the expenses for the whole cycle are proportional
Monday, 8:30-10:00 to its time. The problem is to determine the processing times of the
RB-Theta operations to minimize the total expenses under the constraint on the
cycle time. The proposed method uses decomposition techniques and
Applications dynamic programming. Examples of such systems are presented.

Stream: Production and the Link with Supply Chains

Invited session
Chair: Hicham Chehade, ICD- LOSI, University of Technology of
Troyes, 12 Rue Marie Curie, 10000, Troyes, France,  MA-11
[email protected] Monday, 8:30-10:00
Chair: Lionel Amodeo, Charles Delaunay Institute, University of RB-Iota
Technology of Troyes, 12 Rue Marie Curie BP2060, 10000,
Troyes, France, [email protected] Inculsion of foreign transportation
ressources
1 - Determining means of serial processors and param-
eters of lot rectifying inspection plan Stream: Transportation Planning
Ashraf El-Ga’aly, Systems Engineering, King Fahd Invited session
University of Petroleum & Minerals, KFUPM P.O. Box 5008, Chair: Jörn Schönberger, University of Bremen, 28359, Bremen,
31261, Dhahran, Eastern, Saudi Arabia, Germany, [email protected]
[email protected], Shokri Selim
We consider determining the optimal means of a set of machines in 1 - Heuristic Strategies for Bundle Bidding in Transport
series. Production is in lots. A lot is processed on each machine se- Auctions
quentially. After each machine, a sample of the lot is examined. If the Tobias Buer, Department of Business Studies & Economics,
number of defectives does not exceed a threshold the lot is forwarded Chair of Logistics, University of Bremen, Wilhelm-Herbst-Str.
to the next machine; otherwise, the lot is rectified and sold. Current
solution methods are slow and may not get an optimal solution. We
5, 28359, Bremen, – Please Select (only U.S. / Can / Aus),
exploit a special structure of the problem that is used to design a fast Germany, [email protected], Herbert Kopfer
solution method. We also determine the parameters of the rectification
inspection plan for each machine. The procurement of transport services via a combinatorial auction is
considered from a freight carrier’s point of view. The freight carrier
2 - High speed methods for volume computation and has to decide on which subsets of the tendered freight requests to place
applications to robust optimization in Supply Chain a bid. This problem is denoted as the bid generation problem (BGP).
Management To solve the BGP, we propose heuristic bidding strategies based on
synergies between requests. By means of a computational study, the
Rahul Paul, Computer Science, International Institute Of strategies are compared to a brute-force strategy which generates all
Information Technology, Bangalore, 26/C, Electronic City, possible bundle bids. Based on this comparison, trade-offs are dis-
Hosur Road, 560100, Bangalore, Karnataka, India, cussed.
[email protected], G. N. Srinivasa Prasanna, Kundan
Kumar, Subhrajit Debnath 2 - Benefits of a heterogeneous fleet — the ecological
Randomized polynomial time polyhedral volume algorithms (Lovasz- perspective
Vempala, 2003) are complex and difficult to implement. We extend ex- Herbert Kopfer, Department of Business Studies &
act algorithms (Vinci, B. Büeler and K. Fukuda), to introduce a cheby- Economics, Chair of Logistics, University of Bremen,
ball variant of Direct Monte Carlo with affine transformations, extend- Wilhelm-Herbst-Strasse 5, 28359, Bremen, Germany,
ing their applicability from 9 to 20 dimensions. The volume is used in [email protected], Heiko Kopfer, Jörn Schönberger
an information theoretic framework to estimate the information con-
tent under uncertainty of a polytope/scenario in a robust optimization
framework for Supply Chain Management. Road haulers are more and more enforced to integrate emission-related
issues in their daily operations planning. We present an innovative ap-
3 - Optimal replenishment policy for deteriorating items proach that aims at exploiting the ecologic benefits of a heterogeneous
fleet. Vehicles are classified by their fuel consumption with respect to
with time dependent demand their dead weight and actual payload. Here, the linearity between trav-
Shivraj Singh, Mathematics, D.N. College, Shivraj Singh, elled distances and cargo weight becomes void. We demonstrate the
Dept. of Mathematics„ D.N.(P.G.) College, Meerut, U.P., predominance of a heterogeneous fleet over a homogeneous fleet with
250001, Meerut, Uttar Pradesh, India, respect to the reduction of green house gas emissions.
[email protected]

5
MA-12 EURO 25 - Vilnius 2012

3 - Collaborative Transportation Operations Planning in idle time and backorder quantities. The epistemic uncertainty is con-
a Real-world Scenario - Handling of Backhauls sidered in the demand, available and required capacity. The integrity
Andrea Nagel, Information Systems Research Group, conditions for the main decision variables are considered. To model the
relative importance between goals, instead of a crisp weight structure,
FernUniversität - University of Hagen, 58084, Hagen, fuzzy binary relations are used. An example based on modifications of
Germany, [email protected], Giselher Pankratz, real-world industrial problems is shown.
Hermann Gehring
In this contribution we examine a cooperation of four producers in the 3 - A Novel Approach for Multiobjective Programming
food and beverages industry, which decided to coordinate their distri- Problems with fuzzy objective functions
bution activities by inter-organisational transportation planning. We Monga K Luhandjula, Decision Sciences, University of South
modeled this scenario as a Rich Vehicle Routing Problem. One of the
real-world restrictions is the occurrence of backhauls. Different needs
Africa, Muckleneuk Campus, 0003, Pretoria, Gauteng, South
for the transportation of the goods induce different backhaul policies Africa, [email protected]
that have to be covered by the model. We identify and characterize
these policies and propose a strategy for a improved handling of back- In this paper we propose a novel approach for Multiobjective Program-
hauls in a real-world-scenario. ming Problems with fuzzy number coefficients. The main idea behind
our approach is to approximate involved fuzzy numbers by their re-
4 - Enrichment of Mobile Freight Auctions with Location spective nearest interval counterparts. An oracle that associates with
Sensitivity: Systemic Design Considerations a given fuzzy number its nearest interval plays a pivotal role in this
Dimitrios Emiris, Industrial Management & Technology, regard. Our method contrasts markedly with techniques based on def-
University of Piraeus, 80 Karaoli & Dimitriou Street, 18534, fuzification operators which replace a fuzzy set by a single real number
Piraeus, Greece, [email protected], Charis Marentakis leading to a lost of too many important information. A numerical ex-
ample is also provided for the sake of illustration.
The use of the Auction Classification Ecosystem (ACE) recently pre-
sented enabled the systemic design of many auction types, including 4 - Sequential Goal Programming with Fuzzy Hierarchy:
B2B ones that are widely used in trading of freight services. The
present proposal secures the systemic design of advanced auctions and Application to Sustainable Investments
capitalizes on the ACE for shaping a progressive and evolutionary ap- Mariano Jimenez-Lopez, Economía Aplicada I, University of
proach to implement advanced auctions with mobility and location the Basque Country, Plaza de Oñati 1, 20018, San Sebastian,
sensitivity and to incorporate additional sources of information such Spain, [email protected], Amelia Bilbao-Terol, Mar
as participants’ behavior. The model parameters are fine tuned using Arenas-Parra, Verónica Cañal
observations from actual or experimental findings.

A portfolio selection model satisfying Socially Responsible Investment

(SRI) criteria is shown. SRI bears in mind financial goals and personal
values. To evaluate SRI criteria, social, environmental and ethical in-
 MA-12 dicators are introduced by a fuzzy-MCDM approach. The evaluation
of the financial criteria is carried out by the Expected Value at the End
Monday, 8:30-10:00 and by the Conditional Value at Risk; both are incorporated, along with
RB-Omicron the SRI criteria into a two-stage GP problem with imprecise sequential
hierarchies. Our model optimizes investment and social performance.
Fuzzy Goal Programming and
Optimization Methods
Stream: Fuzzy Systems, Neural Networks & Artificial
Intelligence  MA-13
Invited session Monday, 8:30-10:00
Chair: Mariano Jimenez-Lopez, Economía Aplicada I, University RB-Tau
of the Basque Country, Plaza de Oñati 1, 20018, San Sebastian,
Spain, [email protected] Lot-sizing and Related Topics 1
1 - Soft computing applied to portfolio selection with un- Stream: Lot-sizing and Related Topics
certain data Invited session
Carlos Cruz Corona, DECSAI, Universidad de Granada, Chair: Bernardo Almada-Lobo, Industrial Engineering and
Spain, [email protected], Ricardo Coelho Silva, Josè Management, Faculty of Engineering of Porto University, Rua Dr.
L. Verdegay Roberto Frias s/n DEIG, 4200-465, Porto, Portugal,
[email protected]
Nowadays, Soft Computing is employed with great success in the de-
sign, construction and utilization of a wide range of products and sys-
tems whose functioning is directly based on the human beings reason 1 - Integrated scheduling of continuous casters and hot
ways. This is specifically patent in the case of the real-life optimiza- strip mills in the steel industry: a block planning ap-
tion problems. In this work a novel approach that solves quadratic pro-
gramming problems under different kind of uncertainties in its data is proach
proposed. As an illustration, a portfolio selection problem with uncer- Pedro Amorim, Industrial Engineering and Management,
tain data is formulated and solved as a fuzzy quadratic programming Faculty of Engineering of University of Porto, Rua Doutor
problem. Roberto Frias, 4200-465, Porto, Portugal,
[email protected], Imke Mattik, Hans-Otto Guenther
2 - Fuzzy goal programming for material requirement
planning under uncertainty and integrity conditions
Josefa Mula, Research Centre on Production Management and This work addresses the joint scheduling of continuous caster and hot
strip mill processes in the steel industry. Traditionally, slab yards are
Engineering, Universitat Politècnica de València, Escuela used to decouple these two stages. However, the rising importance
Politécnica Superior de Alcoy, Plaza Ferrándiz y Carbonell, 2, of energy costs gives motivation for an integrated scheduling. For
03801, Alcoy, Alicante, Spain, [email protected], Manuel each of the processes a mixed-integer optimization model based on
Díaz-Madroñero, Mariano Jimenez-Lopez the block planning principle is presented. This approach develops pro-
duction schedules that take technological sequences of steel grades and
To solve a material requirement planning problem of a first tier sup- milling programs into account. Instances from a real-world steel plant
plier in an automobile supply chain a fuzzy goal programming model are solved and the results are discussed.
is proposed. The goals are to minimize production and inventory costs,

6
 EURO 25 - Vilnius 2012 MA-16

2 - Lot sizing and scheduling of chemical commodity or it is related to schedule length. We show that the divisor methods of
products: An evolutionary block planning applica- apportionment may fail in constructing an optimal solution in case of
volume oriented product rate.
tion
Andreas Schöpperl, Production Management, TU Berlin,
2 - An Efficient Algorithm for Finding Ideal Schedules
Strasse des 17. Juni 135, Sekr. H95, 0623, Berlin, Berlin,
Dariusz Dereniowski, Department of Algorithms and System
Germany, [email protected], Hans-Otto
Modeling, Gdańsk University of Technology, ul. Gabriela
Guenther
Narutowicza 11/12, 80-233, Gdańsk, Poland,
Nowadays companies in many industries are faced with an increased [email protected], Ed Coffman, Wieslaw Kubiak
product variety and the need to quickly respond to short-term customer
orders. Hence a specific challenge is to continuously adapt produc- In this talk we address the problem of scheduling UET jobs with re-
tion schedules in a cost-efficient way when new customer orders ar- lease dates and precedence constraints on two identical processors. We
rive. Evolutionary planning is proposed as a general concept support- say that a schedule is ideal if it minimizes both maximum and total
ing the continuous development of production schedules. Specifically, completion time simultaneously. We give an instance of the problem
we adopt the block planning principle as a practical tool for schedul- showing that ideal schedules do not exist in general when preemptions
ing product variants in a predetermined sequence. As a case study the are allowed. If preemptions are not allowed, then ideal schedules do
production of chemical commodities is considered. exist for general precedence constraints, and we describe an algorithm
for finding ideal schedules in O(n3) time, where n is the number of
3 - Combining column generation and metaheuristics jobs.
for solving a parallel machine scheduling problem
with job splitting 3 - Coordinating Subcontractor Scheduling with Divisi-
Carina Pimentel, DEGEI, University of Aveiro/Algoritmi ble Jobs and Private Information
Research Center, Campus Universitário de Santiago, Portugal, Behzad Hezarkhani, Faculty of Business Administration,
3810-193, Aveiro, Aveiro, Portugal, [email protected], Memorial University, General Office, Faculty of Business
Filipe Alvelos, Diogo Alves Administration, Memorial University of Newfoundland, A1B
In this talk we present the problem of scheduling n independent jobs 3X5, St. John’s, Newfoundland and Labrador, Canada,
on m identical parallel machines with the objective of minimizing total [email protected], Wieslaw Kubiak
tardiness, considering jobs release dates, sequence independent setups
and lot splitting. A time indexed mixed integer programming com- We consider a decentralized setting with several manufacturer agents
pact model and a decomposition model will be presented. The de- and a subcontractor where subcontracting is done to reduce the
composition model is solved by a SearchCol algorithm. SearchCol makespans. We show that the VCG mechanism with Clarke pivot rule
is a recently proposed general framework for decomposable integer gives rise to a simple closed-from formula for payments. Next, we in-
programming/combinatorial optimization problems based on the hy- troduce pricing schemes that support the efficient solution, i.e. agents
bridization of column generation and metaheuristics. individually choose their allocations in the efficient solution. We show
that subcontractor’s revenue with such supporting prices are at least as
4 - Neighbourhood-based hybrid algorithm for pulp and much as that in the VCG mechanism with Clarke pivot rule and can be
paper production planning arbitrarily close to the maximum possible.
Gonçalo Figueira, Industrial Engineering and Management,
Faculty of Engineering of Porto University, 4200-465, Porto, 4 - Time auction as a tool for solving multiagent
Portugal, [email protected], Maristela Santos, scheduling problems
Bernardo Almada-Lobo Piotr Modliński, Institute of Control and Computation
Engineneering, Warsaw University of Technology, ul.
Motivated by a real-world case study in the pulp and paper industry, Nowowiejska 15/19, 00-665, Warsaw, Poland,
we tackle the short-term production planning and scheduling in an in-
tegrated mill. Our approach combines a Variable Neighborhood Search [email protected]
procedure (which manages the setup variables), a specific heuristic (to
determine the discrete production speeds constrained to a maximum The problem of scheduling disjoint, indivisible tasks takes on a new
variation) and an exact solver for the optimization of production and meaning in a situation when a number of agents have contradictory
flow movement decisions. We explore different strategies to speed- requirements. Attempts to centralized solving the problem do not pro-
up the solution procedure and test alternative variants with instances duce satisfying results because agents are utilitarian. Bilateral negotia-
based on real data from the case study. tions are not sufficient mechanism in the general case, and multilateral
ones are too complex. In the paper we consider usability of the time
auction. It bases on multi-commodity auction mechanism. Issues of
effectiveness and incentive compatibility are considered.

 MA-14
Monday, 8:30-10:00
RB-Omega  MA-16
Scheduling Monday, 8:30-10:00
RB-2103
Stream: Scheduling under Resource Constraints
Invited session Advances in Nonsmooth Optimization
Chair: Wieslaw Kubiak, Faculty of Business Administration,
Memorial University, Prince Philip Drive, A1B 3X5, St. John’s,
Stream: Nonsmooth Optimization
NL, Canada, [email protected] Invited session
Chair: Adilson Elias Xavier, Graduate School of Systems
1 - Product Rate Variation problem on parallel machines Engineering and Computer Sciences, Federal University of Rio de
and divisor methods of apportionment Janeiro, P.O. Box 68511, Ilha do Fundão - Centro Tecnologia -
Joanna Jozefowska, Institute of Computing Science, Poznañ H319, 21941-972, Rio de Janeiro, RJ, Brazil, [email protected]
University of Technology, Piotrowo 2, 60-965, Poznañ,
Wielkopolska, Poland, [email protected] 1 - A Simple Resilient Backpropagation Algorithm for
House monotone methods of apportionment may be successfully ap-
Non-Smooth Optimisation Problems
plied to solving the PRV problem defined on a single machine. PRV Apostolos Kotsialos, School of Engineering and Computing
minimization on multiple parallel machines may be defined in two Sciences, Durham University, South Road, DH1 3LE,
ways: either the product rate is related to the total production volume Durham, United Kingdom, [email protected]

7
MA-17 EURO 25 - Vilnius 2012

This paper reports on a non-smooth optimisation algorithm based on 1 - On the Feasibility of Establishing a Northern Western
non-continuous gradient functions. The resilient backpropagation al- Australian Beef Abattoir as a Facility Location Prob-
gorithm is employed. Results from test problems in their uncon-
strained, bound constrained and non-smooth constrained versions, are
lem
presented. The suggested algorithm’s performance is compared with Rodolfo Garcia-Flores, Mathematics, Informatics and
those of the more sophisticated bundle methods, that have appeared Statistics (CMIS), Commonwealth Scientific and Industrial
in the literature; better performance is shown in some cases. Further Research Organisation (CSIRO), 71 Normanby Rd., Clayton,
positive features include the algorithm’s scalability and simple imple- 3168, Melbourne, VIC, Australia,
mentation requirements. [email protected], Andrew Higgins, Andreas
2 - Solving the Continuous Multiple Allocation p-Hub Ernst
Median Problem by the Hyperbolic Smoothing Ap-
proach: Computational Results The trade of livestock from north Western Australia (WA) has recently
Adilson Elias Xavier, Graduate School of Systems become more vulnerable to policy changes, whereas the feasibility of
Engineering and Computer Sciences, Federal University of building and operating local abattoirs has become highly sensitive to
Rio de Janeiro, P.O. Box 68511, Ilha do Fundão - Centro construction costs and prices of slaughtered meat. We formulate a fa-
Tecnologia - H319, 21941-972, Rio de Janeiro, RJ, Brazil, cility location problem that selects segments of the road network to
[email protected], Claudio Gesteira upgrade, and abattoirs from a set of potential sites in the Pilbara region
of WA. The model provides insight on the trade off between resource
This paper considers the problem of finding the least expensive hub lo- allocation to facilities and links. We present initial results and propose
cations, given demands between pairs of cities. The problem leads to a an algorithm based on decomposition.
min-sum-min formulation that is strongly non-differentiable. The pro-
posed method overcomes this difficulty with the hyperbolic smoothing
strategy, which has been proven able to solve different non-smooth 2 - Design of a pooled distribution network: a case
problems. The most important feature of the methodology is the low
dimension of the subproblems. The robustness and the efficiency of study
the method are shown through a set of computational experiments with Olivier Péton, Automatic Control and Industrial Engineering,
large problems with up to 1000 cities. LUNAM Université, Ecole des Mines de Nantes, IRCCyN
UMR CNRS 6597, 4 rue alfred kastler, 44307, NANTES,
3 - Solving the Minimum Sum of L1 Distances Cluster- France, [email protected], Fabien Lehuédé,
ing Problem by Hyperbolic Smoothing and Partition Christian Leroux, Xavier Perraudin
into Boundary and Gravitational Regions
Sergio B. Villas-Boas, PESC, UFRJ / COPPE, Department of
Systems Engineering and Computer Science (PESC), We consider a cluster of neighboring competing companies which wish
Graduate School of Engineering (COPPE), Federal University to pool their distribution network. These companies frequently deliver
of Rio de Janeiro, 21.941-972, Rio de Janeiro, Rio de Janeiro, small quantities of goods to hundreds of common retailers spread in a
Brazil, [email protected], Vinicius Layter Xavier large territory. Their main goal is to reduce transportation cost and
environmental footprint thanks to full truckload transportation. We
It is considered the minimum sum of distances clustering problem, for model this problem as a sequence of MILPs with the following steps:
distances measured using the L1 or Manhattan metric (MSDC-L1). It location of one consolidation warehouse and several regional cross-
is a min-sum-min problem, strongly non differentiable. docks, design of truckload routes, assignment of retailers to regional
It is proposed the AHSC-L1 method, by combining 2 techniques warehouses and loading of trucks.
that drastically simplify the computational tasks. (1) Use Hyperbolic
Smoothing Clustering (HSC), that adopts a smoothing strategy using
a special C_infinity completely differentiable function. (2) Partition 3 - Comparing classical performance measures for a
of the set of observations into two non overlapping groups: "data in multi-period logistics network design problem
frontier" and "data in gravitational regions". Teresa Melo, Business School, Saarland University of
4 - Solving the Fermat-Weber Problem with the Hyper- Applied Sciences, Waldhausweg 14, D-66123, Saarbrücken,
bolic Smoothing Method Germany, [email protected], Isabel Correia,
Vinicius Layter Xavier, Systems Engineering and Computer Francisco Saldanha-da-Gama
Sciences Depart., Federal University of Rio de janeiro, CT -
Bloco H - sala H319, Ilha do Fundao, 21941-972, Rio de A two-echelon network design problem is studied. Location and trans-
Janeiro, RJ, Brazil, [email protected], Felipe França, portation decisions are considered together with the sizing of storage
Adilson Elias Xavier, Priscila Lima areas for product families. A finite set of capacity levels for each fam-
The minimization of the sum of the distances of observations to their ily is available at each potential location. Two mixed-integer linear
cluster centroids, a non-differentiable and a non-convex problem with models are proposed that differ in their objective functions: cost min-
a large number of local minima, is tackled. The hyperbolic smooth- imization v. profit maximization. Valid inequalities are developed to
ing strategy solves a sequence of low dimension differentiable uncon- strengthen the formulations. The impact of these performance mea-
strained optimization sub-problems, which gradually approaches the sures on network design are investigated through a numerical study.
original problem. The reliability and the efficiency of the method are An extension to a bi-objective case is studied.
illustrated via a set of computational experiments. It must be empha-
sized that the proposed methodology can be analogously applied to the
solving of the Fermat-Weber location problem.

 MA-18
 MA-17 Monday, 8:30-10:00
Monday, 8:30-10:00 RB-2107
RB-2105
Financial Crisis Modelling
Location and Supply Chain Management
Stream: Financial Modelling & Risk Management (con-
Stream: Applications of Location Analysis tributed)
Invited session Contributed session
Chair: Teresa Melo, Business School, Saarland University of Chair: Blanka Škrabić Perić, Department of Quantitative Methods,
Applied Sciences, Waldhausweg 14, D-66123, Saarbrücken, Faculty of Economics, Matice hrvatske 31, Split, Croatia,
Germany, [email protected] [email protected]

8
 EURO 25 - Vilnius 2012 MA-20

1 - Spanish savings banks in the credit crunch: could (DIET), Via Eudossiana, 18, 00184, Rome, Italy,
distress have been predicted before the crisis? A [email protected]
multivariate statistical analysis Chair: Rita Decclesia, Economic and Social Analysis, Sapienza
Martí Sagarra, Department of Business Economics, University of Rome, Piazza Aldo Morto 5, 00185, Rome, Italy,
Universitat Autònoma de Barcelona, Departament [email protected]
d’Economia de l’Empresa, Facultat d’Economia i Empresa - Chair: Bogdan Iftimie, Applied Mathematics, Academy of
Edifici B, 08193, Bellaterra (Cerdanyola del Vallès), Spain, Economic Studies of Bucharest, 010374, Bucharest, Romania,
Spain, [email protected], Cecilio Mar-molinero [email protected]
Spanish savings Banks (Cajas) have had a long and distinguished his-
tory. However, they have been heavily affected by the banking crisis of
2007. Many of them had to merge with other institutions or were res- 1 - Energy commodities:price relationships the key is-
cued. We show that, before the crisis, there were structural differences sue
between successful Cajas and those that had to be rescued. The tech- Rita Decclesia, Economic and Social Analysis, Sapienza
nical approach is based on Multidimensional Scaling Analysis (MDS). University of Rome, Piazza Aldo Morto 5, 00185, Rome,
MDS has the advantage that the main characteristics of the study can Italy, [email protected]
be presented in a visual form, and thus facilitate communication of the
results.
2 - On the transition of Japanese corporate rating struc- This paper examines the time series econometric relationship between
the fossil fuels and electricity in Europe and in US.When data have unit
ture under the recent credit crises roots as in this case a cointegrating relationship may provide effective
Motohiro Hagiwara, School of Commerce, Meiji University, results. An optimization framework is also set to get the correct rolling
1-1 Kandasurugadai Chiyoda-ku, 101-0062, Tokyo, Japan, correlation measure which provides hint on short ter,m relationships.
[email protected], Yasuhiro Matsushita, Katsuaki Long runa and short term relationship represent the key element to set
Tanaka up effective risk management strategies.
The aim of this study is to check the transition of recent bond rating
structure under the credit crises based on accounting informations giv- 2 - A Mixed Integer Linear Programming Approach to
ing Altman Z-score. Japanese corporate bond ratings are transformed
to normally distributed variables using published 5 -Year actual default Markov Chain Bootstrapping
probability, and are modeled as functions by key ratios giving Z-score Roy Cerqueti, Department of Economics and Financial
using ANN. This study found some facts concerning the transition of Institutions, University of Macerata, Via Crescimbeni, 20,
rating structure in recent several years and time consistency of rating 62100, Macerata, Italy, [email protected], Paolo Falbo,
informations under the crises are discussed based on models before Cristian Pelizzari, Federica Ricca, Andrea Scozzari
crises.
3 - Using assignment problem in financial products’ de- The Markov Chain bootstrap method is one of the most acknowledged
sign tools to make forecasts and study the statistical properties of an evolu-
Maria Mavri, Business Administration, University of the tive phenomenon. The underlying idea is to replicate the phenomenon
Aegean, 8 Michalon Street, 82100, Chios, Greece, on the basis of an available sample, which is assumed to evolve accord-
[email protected], Michail Bekiaris ing to a Markov Chain. This paper deals with the relevant problem of
reducing the dimension of the transition probability matrix by main-
Today, the world economic crises are forcing banks to change their op- taining the original features of the sample. To this aim, we advance
erational internal processes. We argue that a service system can effec- two mixed integer linear programs. We present also some numerical
tively be represented as a manufacturing system, and more specifically examples based on the electricity market.
that any product or service offered by a bank to its clients could be
designed following a procedure similar to those used in "production’.
In this study we use the concept of assignment problem in order to dis- 3 - Financial Optimization Modeling in R
tribute tasks and jobs to bank units, that develop new products, suitable
for satisfying customers’ diverse and different needs.
Ronald Hochreiter, Finance, Accounting and Statistics, WU
Vienna University of Economics and Business, Augasse 2-6,
4 - Recent crisis, credit boom and nonperforming loans 1090, Vienna, Austria, [email protected]
in CEE countries-panel data evidence
Blanka Škrabić Perić, Department of Quantitative Methods, Simplifying the task of modeling financial optimization problems is
Faculty of Economics, Matice hrvatske 31, Split, Croatia, important. Many commercial products have been created to support
[email protected], Josip Arneric the financial modeling process, but none of these products has been
The paper investigates impact of credit boom during 2000th and re- adopted by a significantly large number of users. Simplifications are
cently crisis on nonperforming loans in CEE counties. Namely, the crucial to implement optimization models into business processes suc-
beginning of 2000th was characterized by many features as the for- cessfully. We outline an approach on how to simplify financial opti-
eign capital inflow, entry of foreign banks and economic growth. This mization modeling using R and external optimization modeling lan-
has resulted in increased competition in the banking system and rapid guages as well as by building model generators for specific application
credit growth. Dynamic panel data is used to analyze the impact of problems.
rapid credit growth on nonperforming loans in 16 CEE countries dur-
ing period 1994-2010. Empirical analysis is performed on aggregated
data for each country.

 MA-20
 MA-19 Monday, 8:30-10:00
Monday, 8:30-10:00 RB-2113
RB-2111
Financial Time Series Analysis and
Risk management in commodities Forecasting
markets
Stream: Data Mining in the Financial Sector
Stream: Commodities and Financial Modeling Invited session
Invited session Chair: Marcus Hildmann, Information Technology and Electrical
Chair: Massimo Panella, University of Rome "La Sapienza", Dpt. Engineering, ETH Zurich, ETL G 24.2, Physikstrasse 3, 8092,
of Information Engineering, Electronics and Telecommunications Zürich, Switzerland, [email protected]

9
MA-21 EURO 25 - Vilnius 2012

1 - Carbon Price Sensitivity and Sectoral Analyisis 2 - Time series forecasting and optimal stopping prob-
Omer Kayhan Seyhun, Banking and Financial Institutions lem in market index portfolio
Department, Risk Centralization Division, Central Bank of Lukas Pichl, Department of Information Science,
Turkey, Istiklal Street No 10, Ulus, 06100, Ankara, Turkey, International Christian University, Osawa 3-10-2, Mitaka,
[email protected] 181-8585, Tokyo, [email protected]
We examine the fundamental drivers of carbon prices and their sen-
sitivity to various sectors; we investigate various related interactions. Time series forecasting of a single stock title, within an entire mar-
Multivariate statistical techniques are used to attest the link between ket index, and across different markets is an active area of opera-
carbon prices and sectoral level variables. It is not clear how to price tions research ranging from artificial neural networks across economet-
the future damages of the climate change and the increasing natural ric models to information compression methods in symbolic analysis
disaster occurrence. It is expected that the correlation will be a signif- models. We survey the recent developments and present our findings
icant tool to observe the sensitivity of carbon prices with energy and on the correlations in the dynamics of stock index and its individual
agricultural sectors. constituents in Japan, using high frequency tick data aggregated at var-
ious time scales, and demonstrating the presence of stylized facts.
2 - Online Financial Data Streams Value at Risk Segmen-
tation Methods 3 - Portfolio Optimization with Hybrid Uncertainty
Dima Alberg, Industrial Engineering and Management, SCE Alexander Yazenin, Applied Mathematics Department, Tver
Sami Shamoon College of Engineering, Bazel/Bialik Sts, State University, Zhelyabova, 33, 170100, Tver,
84100, Beer-Sheva, Israel, [email protected] [email protected]
Two novel algorithms FISW and FISWAB for an efficient segmenta-
tion of financial data streams are presented. The proposed algorithms In the paper the mathematical model of the minimal risk portfolio
implement adaptive sliding window approach whose size recomputed with hybrid uncertainty (possibility/probability) is presented and in-
online according to the rate of change observed from the data itself. vestigated. In the model the profitabilities are explicated with fuzzy
The main advantages of the algorithms that they are time and memory random variables. Their second order moments those form the portfo-
efficient, use the Value at Risk as a tuning parameter and do not require lio risk function are non-fuzzy. In the model the expected value level is
choosing lot of input parameters. The accuracy and computation time presented with possibilistic/probabilistic restrictions. The behavior of
of the proposed algorithms will be compared to real financial stream the investment possibilities set is investigated depending on the level
data. of possibility/necessity and probability. The results are demonstrated
3 - Modeling the market decision problems for electrical on the model example.
energy balancing systems
Mariusz Kaleta, Inistitute of Control & Computation 4 - Multicriteria decision making in comparison of objec-
Engineering, Warsaw University of Technology, Nowowiejska tive and subjective criteria of companies’ success
15/19, 00-665, Warsaw, Poland, [email protected] Branka Marasovic, Faculty of Economics Split, 21000, Split,
Croatia, [email protected], Ivana Tadic
Our work is a step for standardization of balancing problems descrip-
tion (similarly to Kendall’s notation in theory of queues) for electri-
cal energy markets, what in effect should facilitate understanding and Although, financial indicators usually are taken as the most important
comparing research works, exchanging data cases and mechanism im- indicators of success, lately authors argue about the same relevance in
plementation. We formulate an abstract model of balancing problem, usage of subjective indicators. The aim of paper is to research whether
which consists in so called market decision problems and balancing the most successful companies regarding financial ratios (objective
mechanism. We provide a parametrization of the market decision prob- group of criteria) show the similar results by other groups of criteria, as
lems space. To prove our concept we apply it to build an expressive human resource management evaluation and evaluation of entire com-
market simulation tool. panies’ success (subjective groups of criteria). Selected companies will
be ranked by each group of criteria using multicriteria decision making
method PROMETHEE II.

 MA-21
Monday, 8:30-10:00
RB-2115  MA-22
Monday, 8:30-10:00
Financial Mathematics and OR 1 RB-2117
Stream: Financial Mathematics and OR
Invited session Soft Computing and SCM Applications
Chair: Tansel Avkar, Department of Mathematics, Middle East Stream: Fuzzy Sets and Soft Computing
Technical University, 06531, Ankara, Turkey, Invited session
[email protected]
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics, Chair: Kaj-Mikael Bjork, IAMSR, Abo Akademi University and
Middle East Technical University, ODTÜ, 06531, Ankara, Turkey, Arcada, University of Applied Sciences, 20520, Turku, Finland,
[email protected] [email protected]

1 - Different approaches for evaluating a Portfolio of 1 - A tabu search vehicle routing problem
R&D Projects Kaj-Mikael Bjork, IAMSR, Abo Akademi University and
Anabela Costa, Quantitative Methods, CIO/ ISCTE - Instituto Arcada, University of Applied Sciences, 20520, Turku,
Universitário de Lisboa, Av. das Forças Armadas, 1649-026, Finland, [email protected]
Lisboa, Portugal, [email protected], José Paixão
We present three approaches to valuing a portfolio of R&D projects Heuristic optimization methods provide a solid platform to solve big
with a budget constraint. One approach is based on a dynamic pro- sized (realistic) problems even in the application domain of NP-hard
gramming model where stages are associated to decisions concerning problems. Many transportation optimization problems are such that
the progress of the projects. The second one is based on a Monte Carlo they can be solved with rigorous methods (such as MILP-methods, for
simulation approach determining the parallel valuation for the projects. instance) for only smaller sized problems. Even if heuristic methods
Finally, the third approach consists of a 0-1 integer linear program for will not provide global convergence, they will be applicable to realistic
finding the optimal decisions in terms of the overall value of the port- big-sized problems. In this paper, a Tabu search method is applied to a
folio. We report computational experience concerning the different transportation problem and more specifically a vehicle routing problem
approaches. relevant for the Finnish forest industry.

10
 EURO 25 - Vilnius 2012 MA-24

2 - A Multi-item Fuzzy Economic Production Quantity Exhausters were defined by Demyanov (1999). Then, relationships be-
Problem with Backorders and Limited Storage Space tween exhausters and generalized subdifferentials were given by De-
Magnus Westerlund, Economics, IT and Media, Arcada, myanov and Roshchina (2007, 2008). In this work, a special class
of exhausters is obtained by using weak subdifferentials defined by
Jan-magnus jansonsplats 1, 00550, Helsinki, Finland, Azimov and Gasimov (1999). Some examples of positively homoge-
[email protected], Kaj-Mikael Bjork, József neous functions whose upper and lower exhausters calculated by weak
Mezei subdifferential are given. Moreover, some properties of this class of
exhausters are examined.
We extend a fruitful fuzzy EOQ (Economic Order Quantity) track of
research with a multi-item model that takes storage limitation and
backorders into consideration. In the paper, finite production rate is 2 - Exhausters, Weak Subdifferentials and Optimality
considered (i.e. the products are produced to stock and not purchased Conditions
which is a typical situation in process industry). In the model, the order Didem Tozkan, Department of Mathematics, Anadolu
cycle time, the demand and the backorders are represented by triangu- University, Anadolu Universitesi Yunus Emre Kampusu, Fen
lar fuzzy numbers which allows for taking expert opinion into account
when modeling uncertainties. Signomial global optimization (SGO)
Fakültesi Matematik Bolumu, 26470, Eskisehir, Turkey,
algorithm is employed to find the optimal solution. [email protected], Mahide Kucuk, Ryszard Urbanski,
Jerzy Grzybowski, Yalcin Kucuk, Ilknur Atasever, Mustafa
3 - Systems of (max, min)-linear equations and inequal- Soyertem
ities
Martin Gavalec, Department of Information Technologies Demyanov defined the concept of exhausters (1999) and then optimal-
FIM, University of Hradec Kralove, Rokitanského 62, 50003, ity conditions in terms of proper and adjoint exhausters were given
Hradec Kralove, Czech Republic, [email protected], by Demyanov and Roshchina (2006, 2008). In this study, we give
Karel Zimmermann some examples of evaluating exhausters of positively homogeneous
functions via weak subdifferentials defined by Azimov and Gasimov
By (max, min)-linear equation (inequality) we understand an equation (1999). Furthermore, some optimality conditions are examined by us-
(inequality) between two (max, min)-linear functions of n variables. ing relationships between exhausters and weak subdifferentials.
Properties of the solution sets of finite systems of (max, min)-linear
equations and inequalities are investigated in the contribution. The 3 - Relationships between gw-subdifferentials and ra-
obtained results are then used for solving optimization problems with
max-separable objective function and constraints described by a sys- dial epiderivatives for nonconvex vector functions
tem of (max, min)-linear equations and inequalities. Applications to Ilknur Atasever, Department of Mathematics, Anadolu
some multiple fuzzy goal decision problems as well as some general- University, Anadolu Universitesi Fen Fakultesi Matematik
izations are discussed. Bolumu, 26470, Eskisehir, Turkey, [email protected],
Yalcin Kucuk, Mahide Kucuk
4 - Measuring transitivity of fuzzy pairwise comparison
matrix in DM problems The notion gw-subdifferential for vector valued functions was defined
Jaroslav Ramik, Dept. of Math. Methods in Economics, and necessary and sufficient conditions for gw-subdifferentiability of
Silesian University, School of Business, University Sq. nonconvex vector valued functions were given by Küçük et. al. (2011).
1934/3, 73340, Karvina, Czech Republic, [email protected], In this work, we examine relations between radial epiderivative defined
Petr Korviny by Kasimbeyli (2009) and gw-subdifferential of vector valued func-
tions. Furthermore, under some assumptions, we proved that the radial
A pair-wise comparison matrix is the result of pair-wise comparison a epiderivative of a vector valued function is an element of the supre-
powerful method in multi-criteria optimization. When comparing two mum of the set which is defined by using gw-subgradients of the given
elements, DM assigns the value representing the element of the pair- function.
wise comparison matrix. The consistency ratio is defined in AHP. In
some situations another interpretation is convenient. The DMs pref-
erences can be represented by a fuzzy preference relation. We inves-
4 - Minkowski-Radstrom-Hormander cone and reducing
tigate relations between several types of transitivity of fuzzy relations infinite exhausters
and multiplicative preference relations. We also define the grade of Jerzy Grzybowski, Faculty of Mathematics and Computer
transitivity. Science, Adam Mickiewicz University, Wieniawskiego 1,
61-712, Poznan, Poland, [email protected], Ryszard Urbanski,
Mahide Kucuk, Yalcin Kucuk, Ilknur Atasever, Mustafa
Soyertem, Didem Tozkan
 MA-23 We introduce the notion of generalized Minkowski-Radstrom-
Monday, 8:30-10:00 Hormander cone. We also embed the convex cone C(X) of all
RB-Delta nonempty closed convex subsets of real Hausdorff topological vec-
tor space X and the convex cone W(Rn) of all nonempty convex sub-
Generalized Differentiation sets of Rn into respective Minkowski-Radstrom-Hormander cones. We
also present equivalent conditions for reducing infinite exhausters of
Stream: Generalized Differentation and Optimization closed convex sets to a pair of convex sets (an element of Minkowski-
Radstrom-Hormander cone).
Invited session
Chair: Alexander Kruger, School of Science, Information
Technology & Engineering, University of Ballarat, University
Drive, Mount Helen, P.O. Box 663, 3353, Ballarat, Victoria,
Australia, [email protected]
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
 MA-24
Middle East Technical University, ODTÜ, 06531, Ankara, Turkey, Monday, 8:30-10:00
[email protected] CC-A11

1 - On Weak Subdifferentials and Exhausters Cooperation and Logistics

Mustafa Soyertem, Mathematics, Anadolu University,
Anadolu University Yunus Emre Campus Department of Stream: Game Theory and Logistics
Mathematics, 26470, Eskisehir, Turkey, Invited session
[email protected], Mahide Kucuk, Ryszard Urbanski, Chair: Ignacio García-Jurado, Department of Mathematics,
Jerzy Grzybowski, Yalcin Kucuk, Ilknur Atasever, Didem Coruna University, Faculty of Computer Science, Campus de
Tozkan Elvina, 15071, Coruna, Spain, [email protected]

11
MA-25 EURO 25 - Vilnius 2012

1 - A polynomial expression for the Owen value in the 1 - Unit Commitment optimisation through matheuris-
maintenance cost game tics
Julian Costa, Faculty of Computer Science, Universidade da Ana Viana, INESC TEC/ISEP, Campus da FEUP, Rua Dr.
Coruña, Campus de Elviña, 15071, A Coruña, Spain, Roberto Frias, 4220-465, Porto, Portugal,
[email protected] [email protected], Dewan Fayzur Rahman, Joao Pedro
Pedroso
The maintenance cost games are a class of cooperative games with Unit Commitment is a classical problem in power production planning,
transferable utility where the main issue is how to share the mainte- consisting of deciding which electric generators must be committed to
nance costs of a facility among the agents. We propose the use of the production in each period of a given planning horizon, and defining
Owen value for the cost allocation problem associated with a game in the production level at which each generator should operate. In this
this class when there is a system of a priori unions. In the general case, work two approaches are explored: one based on "Local Branching’
the Owen value has exponential complexity. In this paper, we provide and another where a Particle Swarm Optimisation (PSO) algorithm
a cubic polynomial expression for the Owen value of a maintenance cooperates with the MIP solver. Thorough computational tests in a
cost game with a priori unions. well-known set of benchmark instances show the effectiveness of the
approaches.
2 - Minimum cost Steiner tree problems
Silvia Lorenzo-Freire, Department of Mathematics, 2 - Optimising Distributed Energy Operations in Build-
Universidade da Coruña, Campus de Elviña, 15071, A ings
Coruña, Spain, [email protected], Gustavo Bergantinos, Afzal Siddiqui, Statistical Science, University College
Leticia Lorenzo, Juan Vidal-Puga London, Gower Street, WC1E 6BT, London, United
Kingdom, [email protected], Markus Groissböck,
Consider a group of agents located at different geographical places
Somayeh Heydari, Ana Mera Vazquez, Eugenio Perea
that are interested in some resource provided by a common supplier.
Agents can be served directly from the supplier or indirectly through Olabarria, Michael Stadler
other agents or public switches. The first problem that we need to solve Deregulation of the energy sector has created new markets for produc-
is how to provide all the agents with the resource with a minimal cost. ers as well as opportunities for consumers to meet their needs in a more
This problem is known as the Steiner tree problem and it is NP-hard. customised way. However, to realise economic and energy efficiency
So, in order to find a solution, heuristics need to be applied. In this pa- gains, small-scale consumers at the building level require more tailored
per, we allocate the cost of constructing this approximated tree among decision support. We model the effect of active equipment control on
the agents in a stable way. the zone temperature taking into account the external temperature, so-
lar gains, the building’s shell and internal loads. These serve as con-
3 - Scheduling jobs with a common due date via combi- straints in a cost-minimisation problem, providing an optimal dispatch
for installed equipment.
natorial games
Irinel Dragan, Mathematics, University of Texas, 411 3 - Compatibility of optimized distributed storage pro-
S.Nedderman Dr., Pickard Hall, 76019-0408, Arlington, files for grid operators and energy traders
Texas, United States, [email protected] Stefan Nykamp, University Twente, NL / RWE Deutschland,
Bad Bentheim, Germany, [email protected]
Scheduling jobs with a common due date as a sequence that has a min-
imal total deviation from the due date can be done in the simplest case, The implementation of storage capacities in power grids is seen as an
by means of J.J.Kanet’s algorithm (1981). Assuming that it is known essential element for a successful integration of PV and wind gen-
how to do it for a given set of jobs and its subsets, we generate a co- eration. Also on distribution grid level storage capacities are evalu-
operative cost game with transferable utilities. As recommended by ated and installed in pilot projects to overcome massive reinforcement
H.P. Young in his paper included in Handbook of Game Theory, vol.2, needs. In this talk, the optimal storage profile of a distribution grid
some efficient values are fair solutions and we discuss the fairness by operator with real measured energy profiles is presented. This peak
means of the cost excesses. yjr nucleolus is the most fair solution. shaving scenario is compared to an optimal storage profile of an en-
ergy trader with arbitrage purposes. The correlation analysis reveals
4 - On graphs which can or cannot induce Chinese Post- complementary or supplementary operating modes.
man games with a non-empty core 4 - A hybrid genetic algorithm for the optimal allocation
Daniel Granot, University of British Columbia, Vancouver, of remote controlled switches in radial distribution
Canada, [email protected] system
We study the Chinese postman (CP) cooperative game induced by a
Laura Assis, DENSIS, Universidade Estadual de Campinas,
connected, weighted, undirected graph G, wherein players reside at Avenida Albert Einstein n 400 - Cidade Universitária Zeferino
edges of G and a postman, starting from a post-office location (i.e., Vaz - Barão Geraldo - Campinas - São Paulo - Brasil,
vertex of G), needs to traverse all edges before returning to the post- 13081-970, Campinas, SP, Brazil, [email protected],
office. We provide a complete characterization of all connected graphs Fábio Usberti, Christiano Lyra, Fernando J. Von Zuben, José
for which there exists a positive edge-cost function such that the in- Federico Vizcaino
duced CP game has a non-empty core, and, consequently, we derive a
Regulatory agencies define target reliability indices to increase the
complete characterization of all connected graphs for which there does
quality of electrical power supply. These indices can be improved with
not exist a positive edge-cost function which induces a CP game with a
the solution of specific combinatorial optimization problem. This work
non-empty core. Membership in these classes of graphs can be verified
tackles the problem of finding the best number, location and type of
in strongly polynomial time.
switches to be installed in a radial power distribution network. The ob-
jective is to improve system reliability, while minimizing the total cost
of the solution. An effective hybrid genetic algorithm that evaluates
and optimizes the allocation of remote controlled sectionalizers and tie
switches is proposed.
 MA-25
Monday, 8:30-10:00
CC-A23
 MA-26
Energy Distribution: Planning and Monday, 8:30-10:00
Optimization CC-A24

Stream: Energy, Environment and Climate 1 OR Applications in Oil and Gas

Contributed session
Chair: Carmen Anido, Economic Analysis: Quantitatve Economy, Stream: OR in the Oil and Gas Sectors
Autonoma University of Madrid, Faculty of Economics, Invited session
Cantoblanco., 28049, Madrid, Spain, [email protected] Chair: Krystsina Bakhrankova, Applied economics, SINTEF -

12
 EURO 25 - Vilnius 2012 MA-28

Technology and society, Box 4760 Sluppen, S. P. Andersens veg 5, 1 - Exploring IT project managers’ decision making pro-
7465, Trondheim, Norway, [email protected] cesses in-situ, in-actu, in-toto: an empirical study of
day-to-day decision making in medium size software
1 - Stochastic MIP modeling of a natural gas-powered development
industrial park Ana Barcus, Management, LSE, 65 Melbourne Ave, M6K
Gerardo Perez Valdes, IOT, NTNU, Trondheim, Norway, 1K6, Toronto, Ontario, Canada, [email protected]
[email protected], Kjetil Midthun, Michal Kaut, This research explores real-time decision-making during the delivery
Vibeke Nørstebø phase of small to medium size software development projects. The em-
We present an investment decision model for a natural gas-based indus- pirical research was conducted in two software companies, recording
trial park. The model is a stochastic MIP model with random prices of regular day-to-day project meetings. Twelve software projects were
raw materials. The potential plants in the park are modeled from a case tracked, totaling 144 recorded project meetings, resulting in over 94
study from Norway, whose motivation is to consider the potential for hours of data. Seventeen decision episodes, spanning over a number
increasing the domestic use of natural gas. Natural gas is abundant in of meetings, were identified in-actu. The study examines in more de-
the country, but its domestic use is limited due to both availability of tail how the perception of contextual factors impacts on project team’s
other energy sources and concerns over carbon emissions. Our results decision making processes.
have an emphasis on showing model properties in terms of model size 2 - The impact of need for closure on model-supported
and solution times.
group conflict management
2 - Strategic behaviour in the crude oil market - one- Etienne Rouwette, Nijmegen School of Management,
stage vs. two-stage oligopoly models Radboud University Nijmegen, 6500 HK, Nijmegen,
Daniel Huppmann, DIW Berlin, Mohrenstraße 58, 10117, Netherlands, [email protected], L. Alberto Franco
Berlin, Germany, [email protected], Clemens Haftendorn Need for closure, the desire for definite knowledge on some issue, has
important impacts on decision making. Decision makers those are high
Oligopoly-fringe models are used to investigate market power in re- in need for closure seize on information and then freeze on early cues.
source markets, combining Cournot and competitive suppliers in a We focus on the impact of need for closure on conflicts in decision
mixed complementarity setting. While computationally convenient, making groups. The groups in our study use Value Focused Think-
this may lead to results that are not Nash equilibria. We investigate ing to jointly develop a model. We compare groups high and low in
which situations are particularly problematic, and under which circum- need for closure with regard to a) conflicts and how these are resolved;
stances these results are similar to two-stage games. We also revisit b) how features of the model are used and c) group outcomes such as
tax models of resource extraction as an alternative approach to model consensus and satisfaction.
oligopoly-fringe markets. Several model setups are then compared us-
ing data on the crude oil market over the past decade. 3 - Post-catastrophe decision making
Ian Durbach, Statistical Sciences, University of Cape Town,
3 - Stochastic mixed integer programming for integrated Department of Statistical Sciences, University of Cape Town
portfolio planning in the LNG supply chain Rondebosch, 7701, Cape Town, Western Cape, South Africa,
Kristin Tolstad Uggen, Applied economics and operations [email protected], Gilberto Montibeller
research, SINTEF Technology and society, S.P. Andersens v Unexpected high-impact events present decision makers with dramatic
5, 7465, Trondheim, Norway, [email protected], Adrian Werner, new information but also highlight their previous state of ignorance
Marte Fodstad, Arnt-Gunnar Lium about the nature of possible outcomes, termed ’sample state igno-
rance’. We examine post-catastrophe decision making using an ex-
We present a model to support strategic planning by global players
periment based on a simplified decision context. In the experiment,
in the liquefied natural gas market. The model takes an integrated
decision makers need to predict share prices and experience, for some
portfolio perspective and addresses uncertainty in future price devel-
series, catastrophic falls in prices. We assess the impact of confronting
opments. Decision variables include investments and disinvestments
such events on two dimensions of judgement and decision making: the
in infrastructure and vessels, chartering of vessels, the timing of LNG
range of future estimates and attitudes towards risk.
and natural gas contracts, and spot market trades. Industry-motivated
numerical cases are discussed to provide benchmarks for the potential
increases in profits that can be obtained.

4 - Modeling gas infrastructure investments under un-  MA-28

certainty Monday, 8:30-10:00
Ozge Ozdemir, ECN, Netherlands, [email protected], Jeroen
de Joode CC-A27
A continuous challenge for gas infrastructure companies across Europe OR in Quality Management 1
is to optimally accommodate the future need for gas infrastructure in-
vestments given the uncertainties in gas markets. These uncertainties
may originate from the role for gas in the future energy mix, global
Stream: OR in Quality Management
gas market developments (e.g., shale gas), and the possible cut-offs Invited session
by a major supplier which threats security of supply. This paper ex- Chair: Ipek Deveci Kocakoç, Econometrics, Dokuz Eylul
plores how these uncertainties can be tackled and the outcomes can University Faculty of Economics and Administrative Sciences,
be translated into robust strategies that prevent undesirable gas market
outcomes in a range of possible scenarios.
Dokuz Eylul Universitesi Ikt.Id.Bil.Fak., Buca, 35160, Izmir,
Turkey, [email protected]
1 - Dealing with multiple quality characteristics as re-
sponses in prediction modeling: An aggregation ap-
 MA-27 proach
Monday, 8:30-10:00 Leman Esra Dolgun, Industrial Engineering, Anadolu
CC-A25 University, 26555, Eskisehir, Turkey,
[email protected], Gulser Koksal, Nimetullah Burnak
Empirical Research on Decision This study deals with aggregation of multiple quality characteristics
(QCs) into a single measure reflecting the decision maker’s expertise.
Processes - Methods & Findings Types of interactions among QCs are identified through structured sur-
veys with quality control experts, designed in this study. Appropriate
Stream: Decision Processes aggregation models are proposed for the single measure representing
Invited session the multiple QCs, depending on the identified interactions. Any (single
response) prediction model can be used to relate product and process
Chair: Gilberto Montibeller, Dept. of Management, London conditions to the resulting measure. Such a model provides valuable
School of Economics, Houghton Street, WC2A 2AE, London, feedback for quality improvement.
United Kingdom, [email protected]

13
MA-29 EURO 25 - Vilnius 2012

2 - A supervised learning procedure for monitoring 2 - Cutting Planes from a Convex Quadratic Relaxation
mean and covariance simultaneously of the Stable Set Problem
Ipek Deveci Kocakoç, Econometrics, Dokuz Eylul University Fabrizio Rossi, Ingegneria e scienze dell’Informazione e
Faculty of Economics and Administrative Sciences, Dokuz Matematica, University of L’Aquila, Via Vetoio, I-67010,
Eylul Universitesi Ikt.Id.Bil.Fak., Buca, 35160, Izmir, Turkey, L’Aquila, Italy, [email protected], Monia
[email protected], Eralp Dogu Giandomenico, Adam Letchford, Stefano Smriglio
The signal issued by the simultaneously used mean vector control chart A great deal of research has been focused on finding both linear and
and/or covariance matrix control chart triggers the process profession- semidefinite relaxations for the Stable Set problem, but the resulting
als to investigate the special cause. This signal does not always in- branch-and-bound algorithms have not been completely successful in
dicate that the root cause actually occurred at that particular point in practice. We propose an approach based on the construction of an
time. Change point methods have been widely used to bridge the gap ellipsoid that (i) contains the Stable Set Polytope, and (ii) whose asso-
between monitoring and special cause identification. In this study, ciated upper bound equals the Lovász theta number. This ellipsoid is
a supervised learning approach based on artificial neural networks is then exploited to derive strong (linear) cutting planes. Extensive com-
proposed to monitor location and dispersion simultaneously in multi- putational results demonstrate that embedding these cutting planes in
variate domain. a branch-and-cut framework can be profitable.

3 - Optimization on selection problem of solder paste in- 3 - Nonstandard Semidefinite Bounds For Solving Ex-
spection machines actly 0-1 Quadratic Problems
Gokce Baysal, Econometrics, Dokuz Eylul University, Frederic Roupin, LIPN, CNRS-UMR 7030, Université Paris
Iktisadi ve Idari Bilimler Fakültesi, Ekonometri 13, 99 avenue, Jean-Baptiste Clément, 93430, Villetaneuse,
Bl,Dokuzcesmeler Kampusu, Buca, 35160, İzmir, Turkey, France, [email protected], Nathan
[email protected], Ipek Deveci Kocakoç Krislock, Jerome Malick
One of the most important factors to give an inspection automation We present an improved algorithm for finding exact solutions to Max-
decision is the rate of false decisions made by the inspection machine. Cut and other binary quadratic programming problems. The algorithm
This paper aims to provide help in selection of a solder paste inspection uses a branch-(and-cut-)and-bound paradigm, using standard valid in-
(SPI) machine for a printed circuit board (PCB) production line. For equalities and nonstandard semidefinite bounds. More specifically, we
this purpose, two SPI machines have been tested for the same PCBs. add a quadratic regularization term to the strengthened semidefinite
After inspection, false "fail" decisions are reviewed by a qualified hu- relaxation in order to use a quasi-Newton method. The ratio of the
man inspector and false rejection rate is determined. By utilizing a tightness of the bounds to the time required to compute them can be
minimization model, the machine that gives the lowest false decisions controlled by two real parameters.
is recommended for buying.
4 - On the Gap Inequalites for the Max-Cut Problem
4 - An adaptive Bayesian scheme for joint monitoring of Adam Letchford, Department of Management Science,
process mean and variance Lancaster University, Management School, LA1 4YX,
George Nenes, Mechanical Engineering, University of Lancaster, United Kingdom, [email protected],
Western Macedonia, Bakola & Sialvera, 50100, Kozani, Laura Galli, Konstantinos Kaparis
Greece, [email protected], Sofia Panagiotidou The gap inequalities, introduced by Laurent and Poljak, form an ex-
tremely general class of cutting planes for the max-cut problem. Re-
We present a model for the economic optimization of a process opera- cently, we have made several advances in the study of these inequal-
tion where two assignable causes may occur, affecting both the process ities. First, we have adapted them to general mixed-integer quadratic
mean and the variance. Thus, the process may operate in control, un- programs. Second, we have proved various results concerned with the
der the effect of either one of the assignable causes, or under the effect complexity of the inequalities. Third, we have designed and coded the
of both of them. The Bayes theorem is used to determine the proba- first ever cutting-plane algorithm for the max-cut problem based on
bilities of operating under the effect of each assignable cause, at each gap inequalities. Preliminary computational results are promising. In
sampling instance. Based on these probabilities, the parameters of the particular, the upper bounds obtained are very strong.
control scheme are optimized economically. The proposed model is
significantly superior to simpler approaches.

 MA-30
 MA-29 Monday, 8:30-10:00
Monday, 8:30-10:00 CC-A31
CC-A29 Fat Tail Models in Finance
Mixed-Integer Quadratic Problems Stream: Emerging Applications of Fat Tail Models in
Financial Modeling and Engineering
Stream: Mixed-Integer Non-Linear Programming Invited session
Invited session
Chair: Audrius Kabasinskas, Dept. of Mathematical Research in
Chair: Adam Letchford, Department of Management Science, Systems, Kaunas University of Technology, Studentu 50-220, LT -
Lancaster University, Management School, LA1 4YX, Lancaster, 51368, Kaunas, Lithuania, [email protected]
United Kingdom, [email protected]
1 - Application of estimates of alpha-stable distribution
1 - A New Separation Algorithm for the Boolean Quadric to distress forecast
and Cut Polytopes Audrius Kabasinskas, Dept. of Mathematical Research in
Michael Sørensen, Dept. of Economics and Business, Aarhus Systems, Kaunas University of Technology, Studentu 50-220,
University, Fuglesangs Alle 4, 8210, Aarhus V, Denmark, LT - 51368, Kaunas, Lithuania, [email protected],
[email protected], Adam Letchford Zivile Kalsyte
We present separation algorithms for the polytopes associated with Application of alpha-stable distribution parameters to train a specific
zero-one quadratic programming and the max-cut problem. Our ap- neural network is presented. Trained neural network was used to fore-
proach is based on separation of 0,1/2-cuts. We present a system of cast behavior of distress in the US Healthcare sector. Distress value
weakened linear inequalities for the Boolean quadric polytope that is of a company is calculated from financial ratios Gross Margin (GM),
closed under switching, and which allows the 0,1/2-separator to run Current Ratio (CR) and Total Asset Turnover (TAT). Indicators for pre-
in polynomial time. Using the so-called covariance mapping, we ob- diction of distress value were selected by genetic algorithm. Our re-
tain an efficient separation algorithm for the cut polytope as well. The sults shows that neural network trained with alpha-stable parameters of
latter algorithm separates all odd bicycle wheel and all (p,2)-circulant given indicators has smaller forecast error comparing to trained with 31
inequalities. financial ratios.

14
 EURO 25 - Vilnius 2012 MA-32

2 - Hurst coefficient and alpha-stable parameter for 2 - Centrality in Weighted Social Networks. A Game The-
analysis of financial series oretic Approach.
Roman Rodriguez Aguilar, Economy, Instituto Politecnico Conrado M. Manuel, Statistics and Operation Research III,
Nacional, kopoma 523, toltecas 166, C-1013, 14100, Mexico, Complutense University of Madrid, Avenida Puerta de Hierro
Distrito Federal, Mexico, [email protected] s/n, 28040, Madrid, Spain, Spain, [email protected],
This paper analyzes the relationship between the parameter alpha of Enrique González-Arangüena
alpha-stable distribution and the Hurst coefficient. It seeks to explore
the violation of two major assumptions in the modeling of financial We consider the case of networks in which ties are not just either
series (assume that the series are normally distributed and that the suc- present or absent, but have some weight attached to them, that we will
cessive returns are independent) by estimating the Hurst coefficient and interpret as a function of duration, intimacy or intensity of the rela-
the parameter alpha. One of the main results was the presence of frac- tions. Moreover, we will suppose that actors in the network are also
tal features and heavy tails in the serie of exchange rate peso-dollar for players in a cooperative TU game representing the interests that moti-
some periods in different magnitudes, such differences are accentuated vate their interactions. We propose as centrality measure for each node
during periods of crisis. its probabilistic Myerson value (Calvo et al., 1999 and Gómez et al.,
2008) assuming that the game is a symmetric one and thus, no a priori
3 - Xpress-Mosel: Modelling support for distributed, re- differences among players exist.
mote, and cloud computing with applications in Fi-
3 - Clustering networks by a new edge betweenness
nance
Susanne Heipcke, Xpress team, FICO, 54 rue Balthazar de measure: A cooperative game theoretical approach
Montron, 13004, Marseille, France, Daniel Gomez Gonzalez, Estadistica e Investigacion
[email protected], Oliver Bastert, Yves Colombani Operativa III, Complutense University, Av Puerta de Hierrro,
Xpress-Mosel is a modelling and programming language that offers
28040, Madrid, Spain, [email protected], Javier Castro
advanced functionality for the implementation of optimization algo- The Girvan-Newman algorithm is one of the most used algorithms in
rithms and also for the design of complete applications. Among the clustering networks. This algorithm is based on the edge betweenness
prominent features of Mosel figures its support for distributed mod- measure. In this work we present a new centrality measure based on
eling and problem solving on heterogeneous computing environments game theory that fixes the bad performance (in terms of modularity)
(including virtual environments). We shall discuss examples of opti- that presents the classical edge betweenness measure when it is ap-
mization applications, particularly from the finance sector, that have plied to the Girvan-Newman algorithm. We test this new measure in
been deployed using these advanced functionalities of the Mosel envi- some well-known examples in clustering network as: the Karate Club
ronment. network, the author network, the dolphin network and Les miserables
network.
4 - High-Frequency Financial Data: A Mixed-Stable ap-
proach 4 - Computing centralities and the Myerson value in
Audrius Kabasinskas, Dept. of Mathematical Research in large social networks
Systems, Kaunas University of Technology, Studentu 50-220, Juan Tejada, Estadística e Investigación Operativa I,
LT - 51368, Kaunas, Lithuania, [email protected], Complutense Unversity of Madrid, Universidad Complutense
Igoris Belovas, Leonidas Sakalauskas de Madrid, Plaza de Ciencias, 3, 28040, Madrid, Spain,
With the introduction of electronic trading an enormous quantity of [email protected], Javier Castro, Daniel Gomez Gonzalez,
trading data became available. High-frequency financial data can re- Elisenda Molina
veal events and laws that are impossible to identify with monthly,
weekly or daily data. We propose a mixed-stable approach to model We present an approximate, but surprisingly accurate, method for cal-
intra-daily data from German DAX component stocks returns. In prac- culating the Myerson value. This value is computable in polynomial
tice we often observe a large number of zero returns in high-frequency time for most of the games used to measure the centrality or impor-
return data due to the underlying asset price does not change at a tance of a node in a network. The proposed method will be used in
given very short time intervals. Our model is designed to capture these known problems in order to measure the error and in real large prob-
unique features observed in high-frequency return data. lems in order to prove its usefulness. The methods presented here can
calculate, with the same accuracy, the Myerson value of any type of
game. The complexity is polynomial if the calculation of the charac-
teristic function is computable in polynomial time.
 MA-31
Monday, 8:30-10:00
CC-A33
 MA-32
Game Theory and Social Networks 1 Monday, 8:30-10:00
CC-A34
Stream: Game Theory and Social Networks
Invited session Combining Methods & Multimethodology
Chair: Juan Tejada, Estadística e Investigación Operativa I,
Complutense Unversity of Madrid, Universidad Complutense de Stream: Soft OR and Problem Structuring Methods
Madrid, Plaza de Ciencias, 3, 28040, Madrid, Spain, Invited session
[email protected] Chair: Alberto Paucar-Caceres, Business School, Manchester
1 - Analysis of Network Formation with Learning Dy- Metropolitan University, Aytoun Building, Aytoun Street, M1
namics 3GH, Manchester, United Kingdom, [email protected]
Michiharu Masui, Business Administration, Ishinomaki
Senshu University, 1 Shinmito Minamizakai, 9868580, 1 - Combining hard-soft OR for generative design think-
Ishinomaki, Japan, [email protected] ing
In a game theoretic context, it is assumed that the decision maker has Polyxeni Vassilakopoulou, Mechanical Engineering, National
perfect rationality. However, recently, many studies have restricted the Technical University of Athens, Heroon Polytechniou 9„
perfect rationality or the structure of the game. These restrictions are Zografou, 15780, Athens, Greece, [email protected],
called bounded rationality. In this study, we denote bounded rationality Vassilis Tsagkas, Nicolas Marmaras
by learning dynamics and complex networks. Learning dynamics and
complex networks are widely used to describe the real world. The pur- We aim to contribute to design research combining hard-soft OR to
pose of this study is to examine the behavior of the decision maker with support circles of convergent-divergent thinking. We build upon sys-
learning dynamics and the formation of networks by the interaction of tem approaches (Churchman 1971; Ackoff 1974; Checkland 1981) and
decision makers. use established OR techniques to nurture explorative, generative de-
sign (Martin 2009). We illustrate with a case from banking. Unlike

15
MA-33 EURO 25 - Vilnius 2012

Mingers et al 2009, we start with DEA modeling to probe questioning 1 - Mining Industrial Transformations and Resource Re-
of the initial briefing (using different input-output arrangements) bring- Allocation Using a New MCDM Model – Case of Tai-
ing to surface different worldviews and continue with SSM to develop
purposeful activity models that guide the design process.
wan and Poland
Mei-Chen Lo, National United University, 360, Miaoli,
2 - Contrasting the ’expected’ versus ’realized’ benefits Taiwan, [email protected], Gwo-Hshiung Tzeng,
Tian-Jong Hwu, Jerzy Michnik, Tadeusz Trzaskalik, Maciej
of multi-methodology
Nowak
Felipe Henao, Faculty of Management Science and Economy,
Universidad Icesi, Universidad Icesi, Calle 18 # 122 - 135, Technology change dynamically and rapidly, therefore the industrial
transformation become an important issues for appropriate resource
Pance, 760031, Cali, Valle del cauca, Colombia, allocations as well as rearrangement of its usefulness. In this study,
[email protected], L. Alberto Franco the related concerns are discussed, and a hybrid MCDM model based
on DANP is used to assess the mining industrial transformation rela-
Multi-Methodology has been extensively employed by OR/MS schol- tive performance viewed by different groups of experts from Taiwan
ars to cope with the complexity of real-world situations. The literature and Poland. The procedures find the improvement directions and effi-
has focused on how to design interventions and the challenges faced cient allocations of resources for the mining industrial transformations
by OR researchers in deploying MM in practice. However, little at- to achieve the aspiration levels.
tention has been paid to assess MM’s impacts from the participants’
perspective and there is little understanding of the link between MM’s 2 - Using DEA to Inform an Integrated Response to Pol-
expected and realized benefits. This paper addresses this gap by com- icy Change: The Case of the South African Private
paring the intervention’s expected versus realized impacts, and relate Hospital Industry
those to relevant group decision theory.
Shivani Ramjee, Actuarial Science, University of Cape Town,
Room 5.40, Robert Leslie Commerce Building, 7700, Cape
3 - Applying Soft Systems Methodology and Systems Town, Western Cape, South Africa, [email protected]
Dynamics to Environmental Management: A bound- The private hospital sector in South Africa has been criticized for their
ary critique framework perceived role in rising private medical expenditure and the associated
Alberto Paucar-Caceres, Business School, Manchester health-system inefficiencies. We use DEA to aid this sector in for-
Metropolitan University, Aytoun Building, Aytoun Street, M1 mulating an integrated response to National Health Insurance policy
3GH, Manchester, United Kingdom, [email protected], proposals. Operational, financial and clinical data for 43 hospitals for
Diane Hart, Ricardo Rodriguez-Ulloa 2007-2009 was used. It is clear that case-mix and quality of care data
are critical to engaging with policymakers. We identify the need for
private hospitals to be permitted to employ doctors and highlight the
We introduce the use of Ulrich’s Critical Systems Heuristics to orga- constraint posed by nurse attrition.
nize second order critical reflexion in systems practice and action re-
search. The paper draws on critical systems thinking and illustrates 3 - Determining the Position of E7 Countries among De-
its application in the context of an intervention using Soft Systems veloping Countries by Kohonen Networks
Methodology (SSM) and Systems Dynamics (SD) to evaluate the en-
vironmental impact of mining operations in southern Peru. We sketch Hüseyin Tatlidil, Statistics, Hacettepe University, Hacettepe
the context in which the systemic intervention was carried out report- Universitesi Beytepe Kampusu Istatistik Bolumu, Beytepe,
ing on the initial SSM and SD stages to outline a 2nd order boundary 06532, Ankara, Turkey, [email protected], Nurbanu
critique tool for systemic interventions. Bursa
In this study, developing 100 countries, grouped as low-middle and
4 - Structuring Community Issues - working with com- upper-middle income categories on the database of the World Bank,
munity members to identify and (re)structure local are clustered to their infrastructure investment sizes between the data
of years 1990 and 2011 by using Kohonen Networks and it is found
problematic issues in which clusters Brazil, China, India, Indonesia, Mexico, Russia and
Rebecca Herron, Community Operational Research Unit, Turkey known as E7 countries are. As Kohonen Networks cannot form
University of Lincoln, LN6 7TS, Lincoln, United Kingdom, a set of rules, C&RT Decision Tree is applied. Also, it is aimed to find
[email protected] the geometric locations of E7 countries and the countries in the same
clusters as them through Multidimensional Scaling.
Problem Structuring Methods often take as their starting point a stake-
holder group and an issue requiring exploration. Community OR 4 - Does Latvia use its advantageous location?
specifically works with groups of community members — taking as Tatjana Staube, Institute of Civil Construction and Real Estate
one of its meta-goals the establishment of community-based activities Economics, Riga Technical university, 1/7 Meza Street; Room
that explore and develop problematic notions such as ’the common 210, LV1048, Riga, Latvia, [email protected], Ineta
good’. We give an example, highlight how workshops can be devel- Geipele
oped flexibly in community settings, and the issue of how we can mea- As small scale country with 0.5% from EU population and 70 times
sure the impact of our interventions. larger than Liechtenstein Latvia has economically advantageous geo-
graphical location linking large and powerful investors countries like
Russia and Scandinavian states block. Latvia could cumulate all its
force on servicing these big neighbors, but it does not. For this pur-
pose it must have strong professional specialists and well developed
 MA-33 infrastructure. The rating of local specialists has been remarkably ris-
ing for the latest decade due to integration into Europe and Latvian
Monday, 8:30-10:00 inhabitants’ natural ambitious leadership.
CC-A37

OR for Business and Industrial

Development  MA-34
Monday, 8:30-10:00
Stream: OR for Development and Developing Coun- CC-A39
tries
Invited session Game Solutions
Chair: Honora Smith, School of Mathematics, University of
Southampton, Highfield, SO17 1BJ, Southampton, Hampshire, Stream: Cooperative Game Theory
United Kingdom, [email protected] Invited session
Chair: Tatjana Staube, Institute of Civil Construction and Real Chair: Encarnación Algaba, Applied Mathematics II, Seville
Estate Economics, Riga Technical university, 1/7 Meza Street; University, C/Camino de los Descubrimientos s/n, Isla de la
Room 210, LV1048, Riga, Latvia, [email protected] Cartuja., 41092, Sevilla, Spain, [email protected]

16
 EURO 25 - Vilnius 2012 MA-36

1 - Equilibria in Load Balancing Games 1 - High-performance local search for TV media plan-
Bo Chen, Warwick Business School, University of Warwick, ning on TF1
Gibbet Hill Road, CV4 7AL, Coventry, United Kingdom, Frédéric Gardi, e-lab, Bouygues SA, 40 rue Washington,
[email protected] 75008, PARIS, France, [email protected]
A Nash equilibrium (NE) in a multi-agent game is a strategy profile In 2012, the leading French TV Channel TF1 launched a new offer
that is resilient to unilateral deviations. A strong Nash equilibrium consisting in selling some packages of commercials, and not only com-
(SE) is one that is stable against coordinated deviations of any coali- mercials individually. In this offer, TF1 is responsible for planning the
tion. We show that, in the load balancing games, NEs approximate SEs advertising campaigns of its clients while satisfying some audience and
well in the sense that the benefit of each member of any coalition from budget constraints, in others. Having outlined the resulting combina-
coordinated deviations is quantifiably quite limited. Furthermore, an torial optimization problem, we present the high-performance local-
easily recognizable special subset of NEs exhibit even better approxi- search heuristic developed by the Bouygues e-lab to solve it. This
mation of SEs. To establish the above results, we introduce and apply algorithm is daily used by TF1 to automate and optimize the sale of
a powerful graph-theoretic tool. nearly 100,000 commercials per year.
2 - Dealing with time issues in testing revealed prefer- 2 - Cost optimization in planning the dubbing of a film
ence axioms Ma Luisa Carpente, Matemáticas, Universidade da Coruña,
Fabrice Talla Nobibon, Decision Sciences and Information Facultade de Informática. Campus de Elviña, 15071, A
Management, KU Leuven, Naamsestraat 69, 3000, Leuven, Coruña, Spain, [email protected], Ana Cerdeira-Pena, Silvia
Belgium, [email protected], Yves Lorenzo-Freire
Crama, Frits Spieksma
In this paper we propose a binary programming model for optimizing
This paper proposes a graph-coloring approach for dealing with the costs in a dubbing studio. This cost is directly related to the planning
problem of testing revealed preference axioms while taking into ac- of the dubbing of a film. The model, programmed using the package
count the timing of the observations. We translate well-known axioms AIMMS, can always obtain optimal schemes for a wide range of films.
of the revealed preference theory into graph properties leading to a Despite this, the time for obtaining many of the solutions is not entirely
generalized graph coloring problem with an additional vertex ordering satisfactory for practical handling in the production. That is why we
constraint. We derive a greedy algorithm for solving the problem when have designed an alternative algorithm that obtains optimal schemes in
the obtained graph property is hereditary, and a dynamic programming few seconds.
algorithm when the property is not hereditary. In both cases if the prop-
erty can be verified in polynomial time then these algorithms also run 3 - Multistage Multiproduct Advertising Budgeting
in polynomial time. Cesar Beltran-Royo, Estadística e Investigación Operativa,
Universidad Rey Juan Carlos, Calle Tulipán, s/n, 28933,
3 - Equilibrium, coalitive and computational aspects of
Móstoles, Madrid, Spain, [email protected], Huizhen
Pareto-Nash-Stackelberg Games Zhang, Luis Blanco, Jose Almagro
Valeriu Ungureanu, Department of Applied Mathematics,
State University of Moldova, Gh. Asachi str., 58, ap.38, In this paper we present a market optimization model to allocate the an-
MD-2009, Chisinau, Moldova, Republic Of, nual advertising budget in a multisage setting. Market response models
[email protected] allow to estimate the effect that marketing mix variables have on per-
formance measures, such as sales or market share. Market optimiza-
Equilibrium Principles for Hierarchical and Mixture of Hierarchical tion models combine utility functions with market response models
and Simultaneous Games are defined and examined by the means re- in order to find an optimal marketing mix. We analyze the concavity
action sets, efficient reaction sets and its intersection. The set of equi- properties of this (non-linear optimization) model and present some
libria normally consists by more than one element and may have the numerical examples that show its effectiveness in order to be used in
cardinality of the continuum. If all players form a coalition, they ap- the advertising industry.
ply usually the criterion of Pareto optimality. Otherwise, there are a
lot of other possibilities. So, equilibrium, coalitive and computational
aspects of Pareto-Nash-Stackelberg Games are treated.

4 - Harsanyi power solutions for union stable systems  MA-36

Encarnación Algaba, Applied Mathematics II, Seville
Monday, 8:30-10:00
University, C/Camino de los Descubrimientos s/n, Isla de la
Cartuja., 41092, Sevilla, Spain, [email protected], Jesus-Mario CC-A43
Bilbao, Rene van den Brink
DEA and Performance Measurement:
This paper analyzes solutions for games in which partial cooperation
is based on union stable systems. In this context, we provide axiomatic
Metodology 1
characterizations of the Harsanyi power solutions which distribute the
Harsanyi dividends proportional to weights determined by a power Stream: DEA and Performance Measurement
measure for union stable systems. Moreover, the Myerson value is the Invited session
Harsanyi solution for the equal power measure and on a special sub- Chair: Timo Kuosmanen, Aalto University School of Economics,
class the position value coincides with the Harsanyi solution obtained
for the influence power measure.
00100, Helsinki, Finland, [email protected]

1 - Aggregation in cross-efficiency evaluations with in-

duced ordered weighted averaging (IOWA) operators
Inmaculada Sirvent, Centro de Investigación Operativa,
 MA-35 Universidad Miguel Hernández, Avd. de la Universidad, s/n,
Monday, 8:30-10:00 03202, Elche, Alicante, Spain, [email protected], Teresa Leon,
CC-A41 Nuria Ramón, José L. Ruiz
We propose an enhancement of the cross-efficiency evaluation
OR Industry; OR Software through the aggregation of cross-efficiencies by using induced ordered
weighted averaging (IOWA) operators. To be specific, an ordering is to
Stream: OR in Industry and Software for OR (con- be induced in the rows of the matrix of cross-efficiencies, so the IOWA
tributed) operator weights can be attached accordingly. Both the choice of the
Contributed session criterion that induces such ordering and the specification of the orness
degree allow the DM to incorporate his/her preferences on the relative
Chair: Belarmino Adenso-Diaz, Engineering School at Gijon, importance that should be attached to the cross-efficiencies provided
Universidad de Oviedo, Campus de Viesques, 33204, Gijon, by the different DMUs.
Spain, [email protected]

17
MA-37 EURO 25 - Vilnius 2012

2 - Performance Measurement Tools for HR Manage- 2 - Markov models of voltage gating of gap junction
ment related Processes based on System Identity channels
Analysis Henrikas Pranevicius, Business Informatics, Kaunas
Jitka Civinova, Department of Informatics and University of Technology, Studentu 50, Kaunas, Lithuania,
Telecommunications, Czech Technical University, Czech Lithuania, [email protected], Feliksas Bukauskas,
Republic, [email protected] Mindaugas Pranevicius, Osvaldas Pranevicius, Saulius
System identity method is a tool enabling the identification of opera- Vaiceliunas
tion critical subjects and parameters. The aim of this paper is to design
The major goal of this study was to create a continuous time Markov
a set of measurement techniques to control these potential weak points
models of voltage gating of gap junction (GJ) channels formed of con-
in the process related to the knowledge management and to provide
nexin protein. This goal was achieved using the piece linear aggregate
the best solution to stabilize them. The term stable system defines a
(PLA) formalism to describe function of GJs and transforming PLA
system that can be for its reliability and objectivity applied repeatedly
into Markov process. Proposed method was implemented to creating
without scattering resulting values. By monitoring individual elements
models of voltage gating of GJ channels containing in each hemichan-
of the process, the optimization of complex process is achieved.
nel of the GJ channel fast and slow gating mechanisms, operating be-
3 - One-stage and two-stage DEA estimation of the ef- tween open and closed states.
fects of contextual variables 3 - Inferring two-generation kinship (or genealogy) from
Timo Kuosmanen, Aalto University School of Economics, microsatellite samples
00100, Helsinki, Finland, [email protected], Andrew Tanya Berger-Wolf, University of Illinois at Chicago, 60607,
Johnson Chicago, United States, [email protected], Daehan Won,
In two-stage data envelopment analysis (2-DEA) efficiency scores are
regressed on z-variables representing operational conditions. We show
Chun An Chou, W. Art Chaovalitwongse, Bhaskar Dasgupta,
consistency of 2-DEA under more general conditions than earlier stud- Ashfaq Khokhar, Mary V. Ashley
ies. However, the finite sample bias of DEA carries over to the second We propose a combinatorial optimization framework for parental re-
stage, causing bias in the regression coefficients. Using the fact that construction of a single-generation population using microsatellite
DEA is a special case of convex nonparametric least squares, a new data. Without prior information about the population, our optimization
one-stage estimator (1-DEA) is developed to directly incorporate z- framework uses the combinatorial concepts of the Mendelian laws to
variables to standard DEA. Monte Carlo simulations show that 1-DEA reconstruct sibling groups and in turn identify the associated parental
performs systematically better than 2-DEA. genotypes. The proposed framework was tested on real and simulated
data sets with different mating patterns: monogamy, semi-polygamy,
4 - Estimation Efficiency of Teachers through Data En- and polygamy. The results show that our framework can efficiently and
velopment Analysis accurately infer the real parental genotypes.
Venkata Hrd, Business Management,C/O. Prof. Ramana, S.V.
University, TIRUPATI, School of Commerce, Management
and Computers, 2H/3B, Mayura Apartments, V.V. Plaza,
Reddy & Reddy Colony, TIRUPATI, 517501, TIRUPATI,
Andhra Pradesh, India, [email protected]  MA-38
Data Envelopment Analysis to evaluate the efficiency of faculty based Monday, 8:30-10:00
on various faculty attributes and outputs at the student and institute HH-Colombus
level.The inputs are research grants, feed-back forms,IT, infrastructure,
staff assistance, incentives for case,book writings, number of hours
spent on seminars or conferences.Outputs are consistency of ranking
Integer Linear and Linear Multiobjective
of institute or teacher, number of books, research papers, case studies Optimization
published,number of presentations in conferences and seminars and
fund development.DMUs are faculty members. Stream: Multiobjective Optimization
Invited session
Chair: Walter Habenicht, Business Administration, University of
Hohenheim, Lst. fuer IBL(580 B), 70593, Stuttgart, Germany,
 MA-37 [email protected]
Monday, 8:30-10:00
CC-Act 1 - Enumerative Cuts in Integer Linear Vector Optimiza-
tion
Bioinformatics I Walter Habenicht, Business Administration, University of
Hohenheim, Lst. fuer IBL(580 B), 70593, Stuttgart, Germany,
Stream: Computational Biology, Bioinformatics and [email protected]
Medicine
This paper deals with a conceptual framework of a hybrid method for
Invited session solving linear integer vector optimization problems. It combines cut-
Chair: Jacek Blazewicz, Institute of Computing Science, Poznan ting planes with an enumeration approach. The concept is based on
University of Technology, ul.Piotrowo 2, 60-965, Poznan, Poland, enumerative cuts, which is well established approach in (single cri-
[email protected] terion) integer linear optimization. In this paper we show how enu-
Chair: Metin Turkay, Department of Industrial Engineering, Koc merative cuts can be integrated in an interactive procedure for solving
integer linear vector optimization problems.
University, Rumelifeneri Yolu, Sariyer, 34450, Istanbul, Turkey,
[email protected] 2 - Graphical exploration of the weight space in multiob-
1 - A data mining case study on brain cancer patients jective integer linear programming
Fadime Uney-Yuksektepe, Industrial Engineering, Istanbul Maria João Alves, Faculty of Economics, University of
Kultur University, E5 Karayolu Londra Asfalti Uzeri, Atakoy Coimbra / INESC-Coimbra, Av. Dias da Silva, 165, 3004-512,
Kampusu, 34156, Istanbul, Turkey, [email protected] Coimbra, Portugal, [email protected], João Paulo Costa
A data mining study is carried out in order to analyze the brain cancer We present an approach that determines, at each time, a subset of the
patients. Previous brain cancer patients’ data is taken from an oncolo- indifference region in the weight space associated with an efficient so-
gist who works in a neurosurgery department of a private hospital. The lution of a multiobjective integer linear programming (MOILP) prob-
aim of the study is to find out useful information that will help the doc- lem. Based on the graphical exploration of these regions, we propose
tors to predict the survival status and survival length of patients. The an algorithm to compute all supported efficient solutions "around’ an
data set on hand is studied by different data classification algorithms. already known solution, or even all the supported efficient solutions,
The most suitable and efficient method is determined and useful rules of a tri-objective problem. We also show a computer implementation
and models that will help the doctors are obtained. of the algorithm.

18
 EURO 25 - Vilnius 2012 MA-40

3 - A multicriteria linear programming model for measur- also had indirect effect through the individuals’ interdependent self-
ing efficiency in productive processes construal. The study also found that independent self-construal me-
David Alcaide Lopez de Pablo, Estadistica, Investigacion diated the relationship between individualism orientation and the hu-
manistic dimension of quality motivation.
Operativa y C., Universidad de La Laguna, Avda. Astrofisico
Francisco Sanchez, 38206, La Laguna, Tenerife, Spain, 3 - An EOQ Model with Defective Items and Imperfect In-
[email protected], Rafaela Dios-Palomares, Angel M. Prieto spection Process
The efficiency in production has been usually analysed with the pro- Chia-Huei Ho, Business Administration, Ming Chuan
duction frontier function. Efficiency scores are based on distances to University, 250 Zhong Shan N. Rd.,Sec. 5„ 111, Taipei,
the frontier. Improvements regard to the total consumption of each Taiwan, [email protected], Liang-yuh Ouyang,
input. However, in many cases, each input is detached in its stages Chia-hsien Su
and trade—off among them is possible. Such analysis provides the
total optimal consumption of each input, as data envelopment analy- This paper considers an EOQ model with defective goods in inward
sis does, and the most efficient assignment in each stage. This paper purchases and imperfect inspection process. We assume that screening
studies technical efficiency with this perspective. A non—parametrical errors (including type I and type II) may occur due to imperfect inspec-
methodology and a multicriteria model are proposed. tion quality, and retailer invests capital to improve inspection quality.
The objective is to find the optimum order quantity and the power of
4 - Factoraggregation and its application for solving the test such that total cost per unit time is minimized. Mathematical
bilevel linear programming problems. analysis is used to find the optimal solution. Numerical examples and
Pavels Orlovs, Department of Mathematics, University of sensitivity analysis will be presented as well to demonstrate the results
Latvia, Zellu street 8, LV-1002, Riga, Latvia, of the proposed model.
[email protected], Olga Montvida 4 - Market Effectiveness and Reinstatement of Top Man-
We introduce the notion of a factoraggregation, which is a special con- agers
struction of a general aggregation operator, based on an ordinary ag- Chin-Tsai Lin, Department of Business Administration, Ming
gregation operator. We apply the factoraggregation for analysis of op- Chuan University, 5F, No.130, Jihe Rd., Shihlin District„
timal solution of bilevel linear programming problems. The aggrega- 11111, Taipei, Taiwan, [email protected], Yi-Hsien
tion observes lower level objective functions considering the classes of
equivalence generated by an objective function at the upper level. The Wang, Jung-Ho Lu, Hwa-Rong Shen, Yang-Sheng Wang
proposed method is illustrated with numerical and graphical examples. This study investigated the impact of the reinstatement of former CEO
on the stock market reaction of listed corporations in Taiwan. There-
fore, corporate decision often to reinstate former CEO, because ex-
pected former CEO with experience in managerial practices can im-
prove corporate performance. The aim of this study is to provide prac-
 MA-39 tical guidelines to companies for decision making, and helpful infor-
Monday, 8:30-10:00 mation for adjust expectations of investors to alter portfolio allocation.
HH-Cousteau

MADM Applications I
Stream: MCDA: New Approaches and Applications
 MA-40
Monday, 8:30-10:00
Invited session
HH-Livingstone
Chair: Chin-Tsai Lin, Department of Business Administration,
Ming Chuan University, 5F, No.130, Jihe Rd., Shihlin District„ MADM Applications V
11111, Taipei, Taiwan, [email protected]
Chair: Chie-bein Chen, International Business, National Dong Stream: MCDA: New Approaches and Applications
Hwa University, 1, Sec. 2, Da-hsueh Rd. Shou-feng, 974, Hualien, Invited session
Taiwan, [email protected]
Chair: Chin-Tsai Lin, Department of Business Administration,
1 - A storage location assignment problem for a pick- Ming Chuan University, 5F, No.130, Jihe Rd., Shihlin District„
11111, Taipei, Taiwan, [email protected]
and-pass warehousing system with multiple pickers
Chair: Chie-bein Chen, International Business, National Dong
and congestion considerations Hwa University, 1, Sec. 2, Da-hsueh Rd. Shou-feng, 974, Hualien,
Jason Chao-Hsien Pan, Department of Business Taiwan, [email protected]
Administration, Takming University of Science and
Technology, No.56, Sec.1, Huanshan Rd., Neihu
1 - The study on the festival event experience benefit
District,Taipei City, Taiwan 11451, R.O.C., Taiwan,
[email protected], MingHung Wu structure relationship model — a case of Kaohsiung
Zuoying Wannian Folklore Festival
This paper develops a performance evaluation method for a pick-and- Tang-Chung Kan, Department of Travel Management,
pass system by describing the operation of a picker as a GI/G/1open National Kaohsiung University of Hospitality and Tourism, 1,
queueing network to estimate the expected response time of the picker
in a picking zone. Based on the proposed method, this study provide
Sung-ho Rd. Hsia-Kang, 81267, Kaohsiung, Taiwan,
storage assignment algorithm to balance the workload of each zone [email protected], Hung-ju Chien, Vivien Y.C. Chen
so that the performance of the system can be improved. A simulation
model is used to implement the proposed algorithm and to compare the Event’s place attachment and tourist’s experience quality, are the im-
throughput for different polices as well. The results indicate that the portant key factors of festival event success and event benefits. The
proposed algorithm outperforms existing policies. purpose of this research is to investigate the relationships among the
place attachment, experience quality and events benefits of the Kaohsi-
2 - The Effects of Individualism/Collectivism Orienta- ung Zuoying Wannian Folklore Festival. Use LISREL analysis system
to investigate linear structure relation model. The result can be develop
tions the relationship model among place attachment, experience quality and
Kuochung Chang, International Business, National DongHwa event benefits’s aspect.
University, Taiwan, [email protected]
2 - Dealer selection for an automotive company using
The purpose of study was to examine the relationship between indi-
vidualism/collectivism orientations, self-construals, and quality moti-
ELECTRE I and TOPSIS methodologies
vation. Participants were chosen from three Industrial Parks in Taiwan. Elif Maç, Industrial Engineering, Kocaeli University / Natural
The findings indicated that collectivism orientation not only had signif- and Applied Sciences, Turkey, [email protected],
icant effect on the technological dimension of quality motivation, but Zerrin Aladag

19
MA-41 EURO 25 - Vilnius 2012

Sales & Aftersales network is of vital importance for customer satisfac- 2 - Automatic Design of Multi-Objective Optimizaton
tion with automotive companies. New technologies, competitive price Metaheuristics
and charming design increase new customer potential and of course Manuel López-Ibáñez, IRIDIA, Université Libre de Bruxelles,
customer satisfaction; but these are not enough to sustain long term
satisfaction and loyalty. Companies have to select accurate contacts for Av. F. Roosevelt 50, CP 194/6, 1050, Bruxelles, Belgium,
dealer role. Multicriteria analysis is meaningful to integrate various as- [email protected], Thomas Stützle
pects into a uniform evaluation process. We propose to use ELECTRE We propose to automatically instantiate multi-objective ant colony op-
I and TOPSIS to choose one dealer among 6 dealership applicants for timization (MOACO) algorithms from a flexible framework that en-
an automotive company in Turkey. capsulates most of the design alternatives found in the literature. This
approach allows us to generate, with little effort, new MOACO algo-
3 - An empirical analysis between Japanese Govern- rithms that are designed for specific multi-objective problems. The
automatically generated MOACO algorithms are able to outperform
ment and NPOs in the New Period the MOACO algorithms from the literature. The proposed approach
Kuo Tzu-hsuan, Department of Applied Japanese„ National can be easily extended to other multi-objective metaheuristics, such as
Kaohsiung University Of Hospitality And Tourism, Taiwan, multi-objective evolutionary algorithms.
NO,311 sonchung street Kaohsuing, NO, 807, Kaohsiung,
Taiwan, Taiwan, [email protected], Vivien Y.C. Chen, 3 - Anytime Local-Search Algorithms for Multi-Objective
Tang-Chung Kan Optimization
Jérémie Dubois-Lacoste, IRIDIA, Université Libre de
After the 1990s, Japan has been deeply influenced by international Bruxelles, 50, av. F. Roosevelt, 1050, Bruxelles, Belgium,
trends as well as its own political and economic development. This dis- [email protected], Manuel López-Ibáñez,
sertation constructs a society-centered theory to explore and to analyze Thomas Stützle
the relationship between the Japanese government and NPOs during
Many optimization algorithms are designed to deliver the best possible
the new period. I examine the change and the development by divid-
outcome after a given computation time. However in many real-life
ing the progress into "traditional period’ and "new period’ with after
situations, the available computation time may be unknown a priori.
the cold war in the 1990s. This study is emphasized on showing how
"Anytime" algorithms, on the other hand, are designed to obtain the
important Japanese government and NPOs cooperative partnership.
best possible results whenever the algorithm is stopped. In this work
we present anytime variants of two algorithms for multi-objective op-
4 - A multi-objective strategy for Pareto set refinement timization, Two-Phase Local Search and Pareto Local Search, which
Adriano Lisboa, ENACOM - Handcrafted Technologies, are essential components of state-of-the-art algorithms for well-known
31255530, belo horizonte, minas gerais, Brazil, bi-objective problems.
[email protected], Fellipe Santos, Douglas 4 - Multi-objective combinatorial benchmark problems
Vieira, Rodney Saldanha, Marcus Lobato
and search space structure
Arnaud Liefooghe, LIFL - CNRS - INRIA, Université Lille 1,
This paper introduces a strategy for Pareto set refinement in order to
allow where there will be more samples of the Pareto set. The funda-
Lille, France, [email protected]
mental idea is to find the Pareto set vertices and then use refinement We first discuss the issues of designing and analyzing multi-objective
criteria in order to generate new seeds for extra Pareto set samples. combinatorial optimization problem instances, and we identify exist-
The strategy is especially efficient when coupled to intrinsic multi- ing attempts of defining such benchmark for different domains. Next,
objective optimization algorithms. The strategy is tested in analytical we propose a possible alternative in the form of a multi-objective vari-
benchmarking problems and real world applications. ant of NK-landscapes with objective correlation. We define and ana-
lyze a number of problem features that impact the search space charac-
teristics, and we give guidelines for the design of evolutionary multi-
objective optimization algorithms and other metaheuristics, based on
the main search space features.

 MA-41
Monday, 8:30-10:00
HH-Heyerdahl  MA-42
Monday, 8:30-10:00
Evolutionary Multiobjective Optimization
BW-Amber
Stream: Multiobjective Optimization
Invited session
Simulation 1
Chair: Juergen Branke, Warwick Business School, University of Stream: Simulation
Warwick, CV4 7AL, Coventry, United Kingdom, Invited session
[email protected] Chair: Michael Manitz, Technology and Operations Management,
Chair: Arnaud Liefooghe, LIFL - CNRS - INRIA, Université Lille Chair of Production and Supply Chain Management, University of
1, Lille, France, [email protected] Duisburg/Essen, Mercator School of Management, Lotharstr. 65,
47057, Duisburg, Germany, [email protected]
1 - Preference-based Evolutionary Algorithm for Many
Objective Optimization Problems 1 - A research of computer network systems’ productiv-
Ankur Sinha, Department of Information and Service ity and efficiency with simulation modeling
Economy, Aalto University School of Economics, 4.13 Sultan Ceren Salkın, Industrial Engineering, Istanbul
Chydenia, Runeberginkatu 22-24, 00100, Helsinki, Finland, Technical University, Kenan Evren Bulvarı Esencan Sitesi A
[email protected], Kalyanmoy Deb, Pekka Korhonen, Jyrki blok 2/5, Çukurova, 01170, ÇUKUROVA, ADANA, Turkey,
Wallenius [email protected]
Computer networks are the most prevalent systems with many
Recent contributions towards handling many objective optimization applications-like internet sales. Internet commands are working with
problems propose to seamlessly integrate the decision maker with the complex algorithms that cause communication troubles. With this
execution of an evolutionary algorithm. Preference elicitation from the study, it is proposed to show the usage efficiency of the computer net-
decision maker is performed at the intermediate steps of the algorithm work systems by describing system topology with ARENA simulation
to direct the search in preferred regions. In this study, we discuss one model. First, web system working principle was analyzed; data was
such technique where an interactive evolutionary algorithm based on suited to probability distributions. System variables, attributes, enti-
implicitly defined value functions is used to find the most preferred ties were defined and after results, system resource usage ratios were
solution in a fixed number of interactions with the decision maker. criticized to make suggestions.

20
 EURO 25 - Vilnius 2012 MA-44

2 - The impact of a waiting-time threshold in overflow multistage stochastic formulation. We show that theorems proved for
systems with impatient customers two stage case are valid also in the multistage case. Numerical results
Michael Manitz, Technology and Operations Management, on a case study illustrate the relationships.
Chair of Production and Supply Chain Management, 3 - Stochastic programming formulations of coherent
University of Duisburg/Essen, Mercator School of multiperiod risk measurement
Management, Lotharstr. 65, 47057, Duisburg, Germany, Martin Densing, Energy Economics, PSI, Paul Scherrer
[email protected], Raik Stolletz Institut, 5232, Villigen, Switzerland, [email protected]
We analyze the performance of call centers with impatient customers, Coherent risk measurement is related to stochastic optimization. An
two levels of support, and an overflow mechanism. Waiting calls from example is the single-period risk measure Conditional-Value-at-Risk
the front-office queue, if not, reneging are sent to the back office if (CVaR) that can be formulated as a stochastic linear program. The fa-
at least one back-office agent is available and if a certain threshold vorable properties of CVaR led to recent interest in multi-period exten-
on the waiting time is reached. We approximate such systems via a sions. We consider the case of coherent multi-period risk measurement
continuous-time Markov chain that allows for overflow immediately for a value process. We discuss an extension of CVaR to the product
upon arrival. Two different approaches for the derivation of the respec- space of state and time, and a time-consistent recursive definition. In
tive probability of an overflow are developed the reliability of which is a finite setting on a scenario tree, we consider duality relations, and
shown by numerical experiments. integration in mean-risk optimization.
3 - Value analysis of healthcare asset tracking systems 4 - Decomposition of Risk Measures
using simulation Alois Pichler, Statistics and Operations Research, University
Ece Arzu Demircan, Industrial Engineering, TOBB University of Vienna, Universitätsstraße 5, 1010, Wien-Vienna, Vienna,
of Economics and Technology, 06560, Ankara, Turkey, Austria, [email protected]
[email protected], Nilgun Fescioglu-Unver
We provide a new identity for the multistage Average Value-at-Risk
Healthcare systems try to improve the quality of patient care and safety, and selected, other risk measures.
and reduce their costs by use of new technologies such as Radio Fre-
The identity is based on the conditional Average Value-at-Risk at ran-
quency Identification (RFID) based asset tracking systems. Some hos-
dom level, which is introduced. It is of interest in situations, where the
pitals abstain from using this technology because they are not sure how
information available increases over time, so it is – among other appli-
much value the system will bring. The aim of this research is to gen-
cations – customized to multistage optimization. The identity relates
erate a value analysis framework for healthcare asset tracking systems,
to dynamic programming. We elaborate further dynamic programming
and develop a simulation model which can measure the benefits of as-
equations for specific multistage optimization problems and derive a
set tracking in hospitals of different scales and patient arrival-rates.
characterizing martingale property for the value function.

 MA-43  MA-44
Monday, 8:30-10:00 Monday, 8:30-10:00
BW-Granite BW-Marble
Multistage Stochastic Programming Airline Revenue Management
Stream: Stochastic Programming Stream: Revenue Management
Invited session Invited session
Chair: Alois Pichler, Statistics and Operations Research, Chair: Tatsiana Levina, School of Business, Queen’s University,
University of Vienna, Universitätsstraße 5, 1010, Wien-Vienna, 143 Union str, K7L 3N6, Kingston, Ontario, Canada,
Vienna, Austria, [email protected] [email protected]
Chair: Yuri Levin, School of Business, Queen’s University, 143
1 - Ambiguity in multistage stochastic programming Union str, K7L 3N6, Kingston, Ontario, Canada,
and worst case trees [email protected]
Georg Pflug, Department of Statistics and Decision Support
Systems, University of Vienna, Universitaetsstrasse 5, 1 - Uncertainty in air cargo revenue management
A-1010, Vienna, Austria, [email protected] Emily Cookson, Management Science, Lancaster University,
We consider the multistage ambiguity problem, i.e. a multistage deci- LA1 4YX, Lancaster, United Kingdom,
sion model, where the governing probability is only known to lie in a [email protected], Kevin Glazebrook, Joern
set of models. These ambiguous models are defined through balls w.r.t. Meissner
the nested distance of tree processes.
The air cargo industry faces some unique challenges including highly
The ambiguity problem is formulated and solved as a minimax prob- volatile demand and variable tendering. In the case of mixed carriers,
lem. A subproblem is to find tree processes, which belong to the ambi- the prioritisation of passengers and their baggage complicates belly
guity set, but give worst values for the optimization problem. We give space allocation. A new dynamic programming formulation has been
some algorithm to identify this wort case tree process and show some developed to maximise a carrier’s expected profit from cargo. Capac-
illustrative examples. ity and demand uncertainty is modelled using probability distributions.
Ad hoc acceptance decisions are made using dynamic prices computed
2 - Measures of information in multistage stochastic using various numerical analysis techniques. The sales problem of
programming long-term versus short-term contracts is discussed.
Marida Bertocchi, Department of Mathematics, Statistics,
Computer Science and Applications, University of Bergamo, 2 - Airline product design based on consumer prefer-
Via dei Caniana 2, 24127, Bergamo, BG, Italy, ence for ticketing restrictions
[email protected], Francesca Maggioni, Elisabetta Dong Myong Lee, Business Administration, Korea Aerospace
Allevi University, Hwajun-dong, 412-791, Goyang, Gyunggi, Korea,
Republic Of, [email protected], Do Hee Han, Meghana
Multistage stochastic programs are usually hard to solve in realistically Dhungana
sized problems. Providing bounds for their optimal solution, may help
in evaluating whether it is worth the additional computation for the Ticketing restrictions are important factors for designing airline prod-
stochastic program versus simplified approaches. In this talk we gen- ucts. With various types of ticketing restrictions, airlines have offered
eralize the value of information gained from deterministic, pair solu- many airline tickets to differentiate their customers. This paper fo-
tions and rolling-horizon approximation in the two-stage case to the cuses on the product design problem for airlines based on customer

21
MA-45 EURO 25 - Vilnius 2012

preference values. For measuring the values, we apply a choice based 3 - Optimal Sequence of play for channels with cooper-
conjoint analysis model. With empirical analysis on the survey data ative advertising programs
for air travelers in Korea, we will show airlines can offer various kinds Salma Karray, Faculty of business & IT, UOIT, 2000 Simcoe
of air ticket products with a high selecting possibility.
Street North, L1H7K4, Oshawa, Ontario, Canada,
3 - A continuous-time dynamic pricing model knowing [email protected]
the competitor’s pricing strategy Most research about cooperative advertising programs in channels re-
Kimitoshi Sato, Graduate School of Finance, Accounting and lies on the assumption that manufacturers and retailers decide of pric-
Law, Waseda University, 103-0027, Tokyo, Japan, ing and marketing efforts simultaneously. This paper evaluates this
[email protected], Katsushige Sawaki central assumption and investigates the optimal periodicity (sequence
of play) of pricing and marketing efforts (ME) decisions for a distribu-
We consider a dynamic pricing model for a firm knowing that a com- tion channel using a game theoretic analysis.
petitor adopts a static pricing strategy. We establish a continuous time
model to analyze the effect of the dynamic pricing on the improvement
of revenue. Customers arrive to purchase tickets in accordance with a
geometric Brownian motion. We derive an explicit closed-form ex-
pression for optimal pricing policy to maximize the expected revenue.
It is shown that when the competitor adopts a flat rate pricing policy,
a dynamic pricing is not always effective in terms of the expected rev-
enue compared to the fixed pricing strategy.
4 - Dynamic pricing of flight passes
Yuri Levin, School of Business, Queen’s University, 143
Union str, K7L 3N6, Kingston, Ontario, Canada,
[email protected], Mikhail Nediak, Huseyin
Topaloglu
Many airlines have recently introduced a "flight pass" which targets
customers in a frequent traveler segment. This product permits its
holder to obtain a seat on a specified number of flights at a fixed price.
Dynamic pricing of passes is contingent upon pricing of individual
flights and how customers choose between passes and individual book-
ings. Customers in this setting are inherently forward-looking. We
present a stochastic dynamic programming formulation for this prob-
lem and analyze the properties of the pricing policy.

 MA-45
Monday, 8:30-10:00
BW-Water

Advertising decisions in the supply chain

Stream: Revenue Management
Invited session
Chair: Salma Karray, Faculty of business & IT, UOIT, 2000
Simcoe Street North, L1H7K4, Oshawa, Ontario, Canada,
[email protected]

1 - Bilateral Cooperative Advertising

Marcus Kunter, Faculty of Business & Economics, Aachen
University, Kackertstr. 7, D-52064, Aachen, Germany,
[email protected]
We study channel coordination in a manufacturer-retailer channel with
bilateral moral hazard. We argue that existing approaches involve as-
sumptions that contradict reality or require instruments that are often
not adopted by managers (ex-post bargaining, per-unit cost sharing, in-
troduction of a third party). As an alternative, we show that channel
coordination is achieved by contracting on bilateral cooperative adver-
tising and wholesale pricing. However, the channel may not be coor-
dinated by this contract since it is dominated by other contracts from
channel members’ individual perspectives.
2 - Cooperative Advertising in a Dynamic Retail Market
Duopoly
Suresh Sethi, School of Management, SM30, University of
Texas at Dallas, 800 W. Campbell Rd., 75080, Richardson,
TX, United States, [email protected], Anshuman Chutani
Cooperative advertising is a key incentive offered by a manufacturer to
influence retailers’ promotional decisions. We study cooperative ad-
vertising in a dynamic retail duopoly where a manufacturer sells his
product through two competing retailers. We model the problem as
a Stackelberg differential game in which the manufacturer announces
his shares of advertising costs of the two retailers or his subsidy rates,
and the retailers in response play a Nash differential game in choosing
their optimal advertising efforts over time.

22
 EURO 25 - Vilnius 2012 MB-03

Monday, 10:30-12h00 In multi-skill workforce planning, employees are specialized in differ-

ent fields. We consider a time horizon in which several projects, each
with a target makespan, are to be completed. If a makespan is not
achievable with available skills, an option is outsourcing some jobs
 MB-01 by using a fixed budget. We investigate another option of increasing
Monday, 10:30-12h00 the available amount of skills with the aim of saving some near-future
outsourcing costs. This study addresses a center question: "how to
RB-Alfa evaluate the value of a skill?".
IFORS Invited Tutorial: Professor Erhan 2 - Integrated planning of jobs and maintenance activi-
Erkut ties on a single machine
Dirk Briskorn, University of Siegen, Germany,
Stream: Keynote, Tutorial and Plenary Lectures [email protected], Stefan Bock, Andrei Horbach
Tutorial session We focus on single machine scheduling subject to machine deteriora-
Chair: Elena Fernandez, Universitat Politecnica de CAtalunya, tion. The maintenance level specifies the machine’s current mainte-
Barcelona, Spain, [email protected] nance state. While jobs are processed the maintenance level drops by
a certain - possibly job-dependent - amount. A maintenance level of
less than zero is associated with the machine failure. Consequently,
1 - How to Make OR the Most Liked Course in the Cur- scheduling maintenance activities that raise the maintenance level may
riculum? become necessary in order to prevent maintenance level being becom-
Erhan Erkut, Rector, Ozyegin University, Kusbakisi Cad. ing negative. We present complexity results and approaches consider-
No:2, Istanbul, Turkey, [email protected] ing two types of maintenance activities.

3 - A labeling algorithm for scheduling deliveries with e-

As teachers of OR, many of us would like to think that OR is one of
the most valuable topics in university education. However, past ex- vehicles
perience shows that some of the students in our classrooms may not Sleman Saliba, Corporate Research Germany, ABB AG,
agree with this. How do we close this perception gap, and attract the Wallstadter Str. 59, 68526, Ladenburg, Germany,
best students to OR? This is just another problem, and if we think we [email protected], Sven Krumke, André Chassein
are the best-trained problem solvers in the world, we should be able
to overcome it easily. Unfortunately, while we may have exceptional In this presentation, we solve a real-world scheduling problem occur-
training in analytical thinking and quantitative analysis, many of us ring for courier services employing electrical vehicles. E-vehicles are
lack the tools necessary for strategic planning, brand creation, and rep- requested to make deliveries during given time windows while they
utation management. Furthermore, most of us lack formal training in need to be flexibly re-charged at certain re-charging points during the
teaching, which makes matters worse. delivery trips. The objective is to make as many deliveries as possi-
ble while minimizing the travel cost. This problem can be formulated
My colleagues at the University of Alberta and I have experimented as a Resource Constraint Shortest Path Problem (RCSPP). Since the
with various methods and tools over two decades, and we estab- RCSPP is NP-hard, we present a fast Labeling Algorithm that can be
lished that an OR curriculum can be very successful even in a busi- employed in real-world scheduling systems.
ness school– a considerably more challenging environment than an
engineering school. The winning recipe includes ingredients such as 4 - Hybrid method for minimizing earliness and tardi-
spreadsheets, real-time modeling ("slow learning"), course manage- ness penalties in a single-machine problem with a
ment system, web tools, on-line communication, large classes, labs,
student assistants, videos, guest speakers, on-line exams, and group
common due date
projects; all delivered with a heavy emphasis on applications, and with Christophe Wilbaut, LAMIH, University of Valenciennes, Le
a student-centered pedagogical approach. The results have been very Mont Houy, ISTV2, 59313, Valenciennes, France,
positive; the reputation of the introductory course became "most use- [email protected], Saïd Hanafi,
ful," many of the best students took our electives, all members of our Rachid Benmansour, Mustapha Ratli, Rita Macedo
team won teaching awards, and through our collaboration with the in-
dustry we established a know-how transfer unit called Centre for Ex- In this paper we deal with the single machine earliness and tardiness
cellence in Operations. scheduling problem against common due dates. We propose a hybrid
method mixing heuristics and mathematical programming to solve it.
In this tutorial, I will describe the problem we faced, and our attempts The approach reaches strong upper bounds and lower bounds using:
to solve it with examples of what worked and what did not, with an em- relaxation techniques; a temporary setting of variables to generate and
phasis on what audience members could transfer to their institutions. solve reduced problems; the generation of pseudo-cuts to strengthen
The focus is not only on making one course popular, but on managing the problem formulation. Heuristics can be integrated at different lev-
the entire student supply chain, complete with a student club, compe- els to enhance the approach. The efficiency of the method is shown
titions, conferences, internships, and graduate programs. If you are through its results on a set of available instances.
interested in improving the perception and image of OR in your insti-
tution through teaching (and strategic planning), you are welcome to
attend this session.

 MB-03
Monday, 10:30-12h00
RB-L1
 MB-02
Monday, 10:30-12h00 Business Excellence in Logistics: Future
RB-Beta Transport and Production
New scheduling models and algorithms Stream: Business Excellence in Logistics
Invited session
Stream: Scheduling
Chair: Martin Josef Geiger, Logistics Management Department,
Invited session Helmut-Schmidt-University, Holstenhofweg 85, 22041, Hamburg,
Chair: Dirk Briskorn, University of Siegen, Germany, Germany, [email protected]
[email protected]
1 - A Scheduling heuristic for surface treatment process
1 - A tactical approach to skill management of steel coils and its application
Murat Firat, Mathematics and Computer Science, Eindhoven Ozlem Uzun Araz, Industrial Engineering Dept., Celal Bayar
University of Technology, Postbus 513, 5600 MB, Eindhoven, University, Turkey, [email protected], Ozgur Eski,
Netherlands, [email protected], Cor Hurkens, Alexandre Laugier Ceyhun Araz, Levent Bayoglu

23
MB-04 EURO 25 - Vilnius 2012

The paper deals with the sequencing problem for the surface treatment 1 - USEmobility: Why do people switch to environmen-
process of steel coils in a Turkish Fastener Company. Our problem tally friendly modes of transport?
is to sequence the steel coils waiting for surface treatment process and Jolanta Skalska, EU projects, Allianz pro Schiene e.V.,
schedule a single crane which performs material handling within stages
for minimizing the total tardiness of jobs. A scheduling heuristic is Reinhardtstr. 18, 10117, Berlin, Germany, Germany,
proposed that is capable of handling special constraints about mate- [email protected]
rial types and material handling requirements. The performance of the The EU project USEmobility applies a novel approach that directly
heuristic has been tested by an application on the surface treatment line identifies the reasons for behavioural change of European citizens in
in Norm Fasteners Co., Turkey. local and regional transport where rail is the backbone of the mobility
chain. In 6 European countries and 10 regions people who changed
2 - Future Transport Demand Analysis for Turkey their individual mobility-mix were interviewed to find out factors that
Fusun Ulengin, Industrial Engineering, Dogus University, influence the choice of transport mode. Recommendations for political
Dogus Universitesi, Muhendislik Fak. Endustri Muh. Bol, decision makers and transportation companies will be made on how to
Acibadem, Kadikoy, 34722, Istanbul, Turkey, achieve the change towards eco-friendly mobility and better adapt the
[email protected], Sule Onsel, Burc Ulengin, Ozay transport services to what the customers want.
Ozaydin, Özgür Kabak 2 - Social Costs and Benefits of Sustainable and Healthy
Mobility Patterns
The main objective of this study is to conduct a demand analysis to
identify whether the capacity expansion plans will be in line with the
Claus Doll, Sustainability and Infrastructures,
likely development of transport demand, given expected trends of the Fraunhofer-Institut for Systems and Innovation Research ISI,
drivers of transport demand. An integration of multiple regression and Breslauer Str. 48, 76139, Karlsruhe, Germany,
the Bayesian Net (BN) is used for this purpose. Scenario analysis [email protected]
is also conducted in order to see the impact of different investment
strategies to reach different target in transport mode demand. The time As many other Industrialised world regions, Europe is facing an aging
horizon is in line with planned durations of concession contracts for and declining population, more tight public households and changes in
transport infrastructure. peoples’ concerns on lifestyles and sustainability. However, more eco-
friendly mobility must pay off for the individual user as well as for
local authorities and public transport providers. In this paper we thus
3 - Multi-criteria analysis of transport policy targets with look at direct costs, time budgets, health impacts, safety, environmen-
the help of telematic services tal indicators, GDP and employment of alternative forms of mobility
Gideon Mbiydzenyuy, Computing, Blekinge Institute of patterns from the individual’s perspective as well as for the economy
Technology, Biblioteksgatan 4, 374 24, Karlshamn, Sweden, in total.
[email protected]

The aim of this paper is to assess how the choices of telematic sys-
tems through service offers can enable our understanding of differ-
ent possibly competing transport policy goals in the context of road  MB-05
freight. Since such goals are aimed at different targets, we consider the Monday, 10:30-12h00
achievement of different transport policy goals using different telem-
atic systems as a multi-criteria decision analysis problem. Further, the
RB-L3
paper uses a constraint-based approach to determine a satisfactory so-
lution. The results suggest the contribution of different telematic ser- Maritime Transportation 1
vices to different transport policies.
Stream: Maritime Transportation
4 - Measuring Cost Effects of Supply Chain Stockouts: Invited session
An Interactive Approach with Fast Cost Function Chair: Harilaos Psaraftis, National Technical University of Athens,
Convergence Evrota 20, 15451, Neo Psychico, Greece, [email protected]
Sebastian Langton, Logistics Management Department,
Helmut-Schmidt-University, 22041, Hamburg, Germany, 1 - An Integrated Model for Ship Routing with Transship-
[email protected], Martin Josef Geiger ment and Berth Allocation
Jiyin Liu, School of Business and Economics, Loughborough
Measuring cost effects of stockouts is a crucial aspect in Supply Chain University, Ashby Road, LE11 3TU, Loughborough,
Management. In our talk, we present an interactive approach for ob- Leicestershire, United Kingdom, [email protected],
taining cost function estimations from a decision maker/planner. First,
a questioning strategy for the fast convergence of the computed cost King-Wah Pang
functions is implemented in the interactive phase (similar techniques We consider the operation of shipping companies that operate con-
are known from Robust Ordinal Regression). Second, function ap- tainer vessels and company-owned terminals. An integrated model is
proximations are derived by employing Genetic Programming, a mod- developed to make coordinated decisions on container ship routing,
ern metaheuristic. A decision support system integrating both aspects berthing time allocation at the terminals, as well as transshipment of
is presented, and numerical results are discussed. containers so that the overall cost can be minimized. To obtain a solu-
tion efficiently, we propose a decomposition-based heuristic approach.
Computation experiment results show that significant benefit can be
achieved by integrating the decisions on ship routing, berthing time
allocation, and transshipment of containers.
 MB-04 2 - Stochastic Optimal Positioning of Tramp Vessels: A
Monday, 10:30-12h00 Markovian Approach
RB-L2 Evangelos Magirou, Informatics, Athens University of
Economics, Patission 76, N/A, Athens, Greece, [email protected]
Public Transport Perspectives within a
Determining the optimal sequence of ports that maximizes the time av-
Changing Mobility Environment erage profit of a tramp vessel dates back to Dantzig who solves it for
constant rates. The model was extended to periodic charter rates and
Stream: Optimization in Public Transport then to rates being random variables independent in time using DP.
Invited session We relax this assumption by introducing a state of the charter market
Markov chain, specific rates depending stochastically on the state. The
Chair: Claus Doll, Sustainability and Infrastructures, formulation differs from the traditional MDP models; solution meth-
Fraunhofer-Institut for Systems and Innovation Research ISI, ods are developed and illustrated. The charter selection rules are intu-
Breslauer Str. 48, 76139, Karlsruhe, Germany, itive and appealing to practitioners.
[email protected]

24
 EURO 25 - Vilnius 2012 MB-07

3 - A taxonomy and survey of speed models in maritime 3 - Probabilistic stopping rules for GRASP heuristics
transport Celso Ribeiro, Department of Computer Science,
Harilaos Psaraftis, National Technical University of Athens, Universidade Federal Fluminense, Rua Bogari 70, 22471-340,
Evrota 20, 15451, Neo Psychico, Greece, Rio de Janeiro, RJ, Brazil, [email protected], Isabel
[email protected] Rosseti, Reinaldo Souza
Ship speed is important for economic reasons, as it is a key deter- A drawback of most metaheuristics is the absence of effective stop-
minant of fuel cost, a significant component of the operating cost of ping rules. We show experimentally that the solution values obtained
ships. Moreover, speed is an important parameter of the overall supply by GRASP fit a truncated Normal distribution. We use this approxi-
chain. However, as emissions are directly proportional to fuel con- mation to obtain an estimation of the number of iterations needed to
sumed, speed is also very much connected with the environmental di- improve the best known solution. This estimation is used to propose
mension of shipping. This paper presents a taxonomy and survey of and implement effective stopping rules based on the trade off between
speed models in maritime transport, that is, models in which speed is solution quality and the time needed to find a solution. This strategy is
one of the decision variables. validated by a computational study reporting results obtained for some
GRASP heuristics.
4 - Maritime transport as an important link in the global
supply chain 4 - A solution clustering based guidance mechanism for
Algirdas Šakalys, Competence Centre of Intermodal parallel metaheuristic algorithm
Transport and Logistics, Vilnius Gediminas Technical Jianyong Jin, Molde University College, Britvegen 2, N-6411,
University, Plytins st. 27, LT-10105, Vilnius, Lithuania, Molde, Norway, [email protected], Arne
[email protected] Løkketangen, Teodor Gabriel Crainic
The East West Transport Corridor, connecting northern Europe with We present a solution clustering based guidance mechanism for a par-
Russia and Far East is an excellent platform to develop an innova- allel metaheuristic which solves the capacitated vehicle routing prob-
tive pilot testing ground where modern technology and information lem. The solutions are clustered according to their similarities. The
systems contribute to increased efficiency, traffic safety and security knowledge extracted from the solution clusters is applied to guide the
as well as reduced environment impact in the corridor. The corridor intensification and diversification of the parallel algorithm. The com-
stands out as green transport corridor which will reflect an integrated putational experiments show that the proposed guidance mechanism
transport concept where Short See Shipping, rail, inland water ways is effective. The presented algorithm has generated solutions to the
and road complement each other to enable the choice of environmen- benchmark instances that are very competitive or better than the best
tally friendly transport. solutions previously reported in the literature.

 MB-06  MB-07
Monday, 10:30-12h00 Monday, 10:30-12h00
RB-Gamma RB-Eta
Design and parameter tuning of Neighborhood reduction strategies for
metaheurstics vehicle routing
Stream: Metaheuristics
Stream: Vehicle Routing and Logistics Optimization
Invited session
Invited session
Chair: Mike Wright, The Management School, Lancaster
Chair: Wout Dullaert, Faculty of Economics and Business
University, Dept. Of Management Science, LA1 5AG, Lancaster,
Administration, VU University Amsterdam, De Boelelaan 1105,
Lancashire, United Kingdom, [email protected]
1081 HV, Amsterdam, Netherlands, [email protected]
1 - Scheduling cricket umpires using neighbourhood
search — The dramatic impact of a simple change 1 - A Simple Parameter-free Heuristic for the Fleet Size
in neighbourhood definition and Mix Problem with Time Windows
Mike Wright, The Management School, Lancaster University, Olli Bräysy, Procomp Solutions Ltd, Kiviharjuntie 11,
Dept. Of Management Science, LA1 5AG, Lancaster, FI-90220, Oulu, Finland, [email protected], Wout
Lancashire, United Kingdom, [email protected] Dullaert
This paper reports on the dramatic effect of a relatively simple change We suggest a new metaheuristic for the fleet size and mix vehicle rout-
in definition of neighbourhoods for a cricket umpire scheduling system ing problem with time windows. The suggested metaheuristic is based
used in practice for amateur leagues in England. After further analysis on simple random-sized jumps. The key idea is to set a random maxi-
of the results, the neighbourhood definition was changed, with dramat- mum percentual limit for each move and a random limit to the number
ically improved effect. Results will be presented for data from both of accepted moves that worsen the solution. The actual search is based
leagues. These results serve to emphasise the value of good neighbour- on known segment relocation operations. Computational testing on the
hood definition for neighbourhood search methods — probably much benchmark problems show that suggested new metaheuristic is com-
more important than the specific choice of metaheuristic technique. petitive to previous best approaches, providing a significant number of
new best-known solutions.
2 - Online Parameter Tuning: Another Aspect of Learn-
ing for Metaheuristics 2 - Efficient local search methods for the large-scale Ve-
Arif Arin, Engineering Management & Systems Engineering, hicle Routing Problem.
Old Dominion University, 241 Kaufman Hall, 23529, Onne Beek, Mgt Information Science & Operations Mgt,
Norfolk, VA, United States, [email protected], Ghaith Rabadi Ghent University, Tweekerkenstraat 2, 9000, Gent, Belgium,
[email protected], Birger Raa, Wout Dullaert
Metaheuristics are effective approaches in solving large scale opti-
mization problems. However, most metaheuristics have several pa- Even after 60 years of research, state-of-the-art (meta)heuristics often
rameters that need to be tuned before they can reach good results. In perform poorly for solving very large instances of the Vehicle Rout-
this study an online parameter tuning method where parameters are ing Problem. This paper therefore deals with analyzing, redesigning
changed during search process is proposed. The method memorizes and testing local search methods that are the building blocks of these
and stores the information about the search process to determine the metaheuristics. It focuses on efficient data structures and parallel algo-
probability of selecting each parameter setting for future iterations. To rithms suited for modern multicore systems, with an emphasis on sim-
evaluate the proposed algorithm it will be applied to Meta-RaPS in plicity and scalability, aiming to create new "best practices’ for more
solving 0-1 multidimensional knapsack problem. efficiently solving large-scale VRP instances.

25
MB-08 EURO 25 - Vilnius 2012

3 - Incorporating constraint preservation in GA opera- 4 - Exploiting geometry of large-scale topologies for

tors for VRPTW problem routing operations
Gintaras Vaira, Vilnius University, Institute of Mathematics Dimitri Papadimitriou, Bell Labs, Alcatel-Lucent,
and Informatics, Akademijos St. 4, 08663, Vilnius, Lithuania, Copernicuslaan 50, 2018, Antwerp, Antwerp, Belgium,
[email protected], Olga Kurasova [email protected]
In this research we investigate the constraint handling approaches used Geometric routing aims at providing a competitive tradeoff between
in genetic algorithm for VRPTW problem. The investigation deals the memory space required to store the routing tables, the computa-
with feasibility preservation operators in GA. These operators are re- tional complexity and the stretch of the routing paths it produces. This
sponsible to identify feasible parts in chromosome and reuse them in paper proposes a distributed procedure to characterize the graph curva-
the offspring. Possible chromosome encoding approaches are investi- ture and to assign node coordinates for geometric routing to properly
gated to reduce the complexity of GA operators while identifying and operate. Indeed, existing procedures for verifying sufficient conditions
reusing feasible parts. Results of this research are compared to other holds globally results in computational challenges, in particular if we
GA feasibility handling approaches used in VRPTW including penalty assume that global topology information is not available at each node
based and repair based techniques. and central processing is inapplicable.

 MB-08  MB-09
Monday, 10:30-12h00 Monday, 10:30-12h00
RB-Epsilon RB-Zeta
Network Optimization 2 Cutting and Packing 2
Stream: Network Optimization Stream: Cutting and Packing
Invited session Invited session
Chair: Dimitri Papadimitriou, Bell Labs, Alcatel-Lucent, Chair: Maria Antónia Carravilla, INESC TEC, Faculty of
Copernicuslaan 50, 2018, Antwerp, Antwerp, Belgium, Engineering, University of Porto, R. Dr. Roberto Frias s/n,
[email protected] 4200-465, Porto, Portugal, [email protected]
1 - Single Souce Tree Network Design Under Convex 1 - A hybrid metaheuristic for the nesting problem
Costs José Fernando Oliveira, INESC TEC, Faculty of Engineering,
Henrique Luna, Instituto de Computação, Universidade University of Porto, Rua Dr. Roberto Frias, 4200-465, Porto,
Federal de Alagoas, Rua Eng. Mario de Gusmao 1230/1202, Portugal, [email protected], Ramon Alvarez-Valdes, Antonio
Ponta Verde, 57035000, Maceio, Alagoas, Brazil, Martinez Sykora, Maria Antónia Carravilla, A. Miguel
[email protected], Gilberto Miranda, Ricardo Camargo Gomes, Jose Tamarit
The single source tree network design problem under convex costs is
a referential problem in networks for materials, energy or data trans- The 2-dimensional nesting problem involves the placement of a given
portation. The model is a hard large scale mixed-integer nonlinear pro- set of polygons, not necessarily convex, into a container. In our prob-
gram. In order to overcome the difficulties, two methods are deployed: lem, the container is a strip of fixed width and the objective is mini-
Generalized Benders Decomposition and a combination of Outer Ap- mizing the required length. In this work we develop a metaheuristic
proximation with Benders Decomposition. The new scheme is effec- scheme in which local search and other heuristic tools are combined
tive on solving instances up to 702 edges in a few seconds. Properties with the use of an exact procedure for solving some specific subprob-
of price unicity and differentiability are also studied to cope with the lems. The efficiency of the proposed procedure is assessed by solving
continuous relaxation of the problem. a set of instances from literature and comparing the results with the
most recent and successful heuristic approaches.
2 - SearchCol algorithms for unsplittable multicommod-
2 - Optimisation Containment Problem of Arbitrary
ity flow problems
Shaped Objects into a Circular Container
Filipe Alvelos, Departamento de Produção e Sistemas,
Alexander Pankratov, Department of Mathematical Modeling
Universidade do Minho, Campus de Gualtar, 4710-057,
and Optimal Design, Institute for Mechanical Engineering
Braga, Portugal, [email protected], Amaro de Sousa,
Problems of the National Academy of Sciences of Ukraine,
Dorabella Santos
61046, Kharkov, Ukraine, [email protected], Yuri Stoyan,
SearchCol, short for "metaheuristic search by column generation",
is an algorithmic framework for approximately solving integer pro- Tatiana Romanova
gramming / combinatorial optimization problems with a decompos- We consider a containment problem for irregular shapes into a circular
able structure. We apply SearchCol algorithms to two multicommod- container of minimal radius. Each shape is formed by circular arcs and
ity flow problems. In the problems addressed, the commodities, as- line segments and may be free translated and rotated. As an efficient
sociated with origin/destination pairs, must be routed through a single tool of mathematical modeling of non-overlapping, containment and
path. We consider two different objectives: (i) minimize the total cost distance constraints we use phi-functions. We provide a mathematical
and (ii) minimize the maximum load of an arc. We present computa- model as a nonlinear constraint optimization problem. Each terminal
tional results for different variants of the SearchCol algorithms. node of the solution tree corresponds to a system of inequalities involv-
ing infinity-differentiable functions. A solution algorithm is outlined.
3 - Ultra-fast meta-heuristic for the spectrum re-
allocation problem in flexgrid optical networks 3 - Tetris-like Item Packing with Balancing and Addi-
Marc Ruiz, Computer Architecture, Universitat Politècnica de tional Conditions: an MIP-based Heuristic Approach
Catalunya, c/ Jordi Girona 1-3, 08034, Barcelona, Spain, Giorgio Fasano, Space Infrastructures & Transportation,
[email protected], Alberto Castro, Luis Velasco, Jaume Thales Alenia Space Italia, Str. Antica di Collegno 253,
Comellas 10146, Turin, Italy, [email protected]
The performance of future flexgrid optical networks can be improved This work focuses on the orthogonal packing of tetris-like items inside
reducing spectrum fragmentation. To improve capacity performance, a convex domain. Additional conditions, such as the presence of sep-
spectrum re-allocation of already established traffic is performed in aration planes, are taken into account and particular attention is given
very short running time (e.g., 1 second), thus minimizing their im- to the balancing issue, in the presence of filling material. A Mixed
pact over network operation. To produce near-optimal solutions within Integer Programming formulation and a heuristic approach are consid-
that stringent time period, we propose a randomized multi-constructive ered to tackle real-world instances efficiently. Some case studies are
procedure followed by a path-relinking intensification. Its benefits looked into to provide significant insights. In spite of this work origi-
against single-constructive procedures are evaluated. This research nating within the context of space engineering, it can be extended to a
was funded by the TEC2011-27310 ELASTIC project. number of different implementations.

26
 EURO 25 - Vilnius 2012 MB-11

4 - The Dotted-Board Model, a promising MIP model for effective to optimize inventory in such multi-echelon distribution net-
the Nesting Problem work as integral system through application of VMI approach. Results
Maria Antónia Carravilla, INESC TEC, Faculty of of simulation show behavior strategies of the center, resellers, and re-
tailers that lead to an optimal level of inventory in the system as a
Engineering, University of Porto, R. Dr. Roberto Frias s/n, whole and each of elements in particular.
4200-465, Porto, Portugal, [email protected], Franklina Toledo,
Cristina Ribeiro, José Fernando Oliveira, A. Miguel Gomes
In the Nesting Problem the aim is to position, without overlap, a set of
2-dimentional small pieces of different shapes over a rectangular piece
of material with a known width and infinite length. The objective is  MB-11
to minimize the used length of the rectangular piece. The decision Monday, 10:30-12h00
variables in the Dotted-Board model are the dots of the board. The RB-Iota
1-dimensionality of the dots in the Dotted-Board allows a straightfor-
ward use, in the MIP model, of the constraint programming concepts
of "domain of a variable’ and of "domain reduction’. Transport Modelling
Stream: Transportation and Logistics
Invited session
Chair: Jaume Barcelo, Statistics and Operations Research,
 MB-10 Tecnical University of Catalonia, Edifici Omega, Jordi Girona,
Monday, 10:30-12h00 1-3, 8034, Barcelona, Catalonia, Spain, [email protected]
RB-Theta
1 - Logit models incorporating driving styles variables
Performance Analysis and Inventory for representing gap-acceptance behavior
Riccardo Rossi, Department of Civil, Architectural and
Stream: Production and the Link with Supply Chains Environmental Engineering, University of Padova, Via
Invited session Marzolo, 9, I35131, Padova, -, Italy, [email protected],
Chair: Frédéric Dugardin, LOSI, University of Technology of Massimiliano Gastaldi, Claudio Meneguzzer
Troyes, 12, rue Marie Curie, 10010, Troyes, France, The paper proposes an analysis of Logit models for representing gap-
[email protected] acceptance behavior at priority intersection. Differently from other
Chair: Christophe Duhamel, ICD - LOSI, CNRS, 12 rue Marie studies, in this work gap-acceptance data were collected from driving
Curie, BP 2060, 10010, Troyes, France, simulator tests. The effectiveness of the data collected from experi-
[email protected] ments with driving simulators is highlighted: the use of driving styles
Chair: Olga Nazarenko, NTUU "KPI", Mayakovskogo avenue variables not detectable from direct observations (on site) in driver gap-
17c, fl.72, 02225, Kiev, Ukraine, [email protected] acceptance models can positively affect the accuracy of operational
analysis (micro simulation, maneuver capacity and LOS assessment).
1 - Performance evaluation of a merge system: A distri- 2 - An integrated fleet assignment model with supply-
bution centre with multiple random suppliers demand interactions
Michael Vidalis, Business Administration, University of Bilge Atasoy, Transport and Mobility Laboratory, École
Aegean, Sachtouri 19 Agios Dimitrios, 17341, Athens, Polytechnique Fédérale de Lausanne (EPFL), CH-1015,
Greece, [email protected], Stelios Koukoumialos Lausanne, Switzerland, [email protected], Michel
A two echelon discrete flow merge supply network consists of a num-
Bierlaire, Matteo Salani
ber of non identical reliable suppliers that feed a distribution center We integrate an itinerary choice model into a fleet assignment model
(DC) with a shared buffer. The active lead times and service time at so that price and demand interaction is endogenously included in the
DC are exponential distributed. The supply network is modeled as a model. The decisions of the integrated model are the fleet assignment,
continuous time Markov process with discrete states. The transition seat allocation for each cabin class, schedule design and the pricing
matrices of these specific systems are explored and a computational of the itineraries. We analyze the impact of including the demand
algorithm is developed to generate performance measures for different model on the profits and transportation capacity from the airlines point
values of system characteristics. The algorithm is used as a design tool of view. To deal with the complexity of the resulting mixed integer
to optimize system’s behavior. nonlinear problem, we build a heuristic method based on Lagrangian
relaxation and subgradient optimization.
2 - Does greater company size lead to better perfor-
mance? Evidence from Greek food supply chain 3 - Ship route modelling for traffic pattern analysis
Emel Aktas, Brunel Business School, Brunel University, UB8 Ronald Pelot, Industrial Engineering, Dalhousie University,
3PH, Uxbridge, United Kingdom, [email protected], 5269 Morris St., PO Box 15000, B3H 4R2, Halifax, Nova
Michael Bourlakis, George Maglaras, Christos Fotopoulos Scotia, Canada, [email protected], Dong Lin, Casey
Hilliard
We analyze performance differences within the food supply chain (SC)
by examining its key members (growers, manufacturers, wholesalers Ship movement tracking is improving due to various satellite and
and retailers) with respect to company size (micro, small, medium and ground-based systems. This point data is sufficient for individual ship
large). Greek food companies evaluated their food SC performance tracking or visual traffic patterns. But there are applications where
based on key indicators (efficiency, flexibility, responsiveness, product maritime traffic analysis requires vector information on typical ship-
quality and total supply chain performance). The findings suggest that ping routes and densities along each segment of these routes. We de-
Greek food SC cannot be characterized as agile since the results indi- veloped a method for aggregating the individual vessel trajectory data
cate low performance in flexibility indicators. Manufacturers are chain into routes and paths, that can be used to identify outliers in real-time,
champions in terms of total SC performance. whether due to deliberate deviance from normal routes or for some
accidental or nefarious purposes.
3 - Inventory management optimisation in multi-echelon
enterprise 4 - The sensor location problem
Olga Nazarenko, NTUU "KPI", Mayakovskogo avenue 17c, Jaume Barceló, Statistics and Operations Research,
fl.72, 02225, Kiev, Ukraine, [email protected], Yuriy Universitat Politècnica de Catalunya, Jordi Girona salgado
Pasenchenko 1-3, Campus Nord, Edifici C5, Office 215, 08034, Barcelona,
Spain, [email protected]
The optimal inventory management is vital for production or trading
enterprise. Distribution network is based on the principle of hierar- The main input for traffic models are Origin-Destination matrices, de-
chical structure. Its elements are independent companies operating in scribing traffic patterns across the network, critical in Traffic Manage-
their own interests, trying to optimize there own stocks. It is more ment supported by Dynamic Traffic Assignment models. OD matrices

27
MB-12 EURO 25 - Vilnius 2012

are not directly observable, a seed matrix is adjusted from link flow 4 - Simulation of Stochastic Linear Queuing Systems
counts provided by traffic counting stations. The adequacy of the de- Richard Cimler, Information Technologies, University of
tection layout strongly determines the quality of the adjusted OD. We Hradec Králové, Rokitanského 62, 500 02, Hradec Králové,
present two alternative formulations as set covering models with side
Czech Republic, Czech Republic, [email protected],
constraints exploiting the advantages of new technologies, and propose
a tabu search heuristic to solve it. Martin Gavalec
Cost optimization in stochastic linear queuing systems is considered in
the contribution. Simulation approach is used because the exact pre-
diction is not possible in stochastic systems. The simulated system is
linear, i.e. it consists of a series of servers. The aim of simulation
is to find the best way of controlling the server capacities due to sys-
 MB-12 tem setup. The optimization is oriented to minimizing the total costs,
Monday, 10:30-12h00 which are divided into four parts: working costs, idle costs, queuing
RB-Omicron costs and change costs.

Fuzzy Relations & Neural Networks

Stream: Fuzzy Systems, Neural Networks & Artificial  MB-13
Intelligence Monday, 10:30-12h00
Invited session RB-Tau
Chair: Martin Gavalec, Department of Information Technologies
FIM, University of Hradec Kralove, Rokitanského 62, 50003, Lot-sizing and Related Topics 2
Hradec Kralove, Czech Republic, [email protected]
Stream: Lot-sizing and Related Topics
1 - Eigenproblem of Circulant and Toeplitz matrices in Invited session
extremal algebra Chair: Christian Almeder, Chair for Supply Chain Management,
Hana Tomaskova, Information Technologies, Faculty of European University Viadrina, Große Scharrnstr. 59, 15230,
Informatics and Management, University of Hradec Králové, Frankfurt (Oder), Germany, [email protected]
Rokitanskeho 62, 50003, Hradec Kralove, Czech Republic,
[email protected], Martin Gavalec 1 - The impact of major factors in food processing in-
dustry on the capacitated lot-sizing and scheduling
Eigenproblem of circulant and Toeplitz matrices in extremal algebra problem
are studied. Both types of matrices have a special form. Toeplitz ma- G.D.H. (Frits) Claassen, Operations Research and Logistics,
trix is determined by vector of inputs in the first row and first column. Wageningen University, Hollandseweg 1, 6706 KN,
Circulant matrix is special case of Toeplitz matrix and is determined
by vector of inputs in the first row. Investigation of eigenvectors in Wageningen, Netherlands, [email protected], J.c.
max-min algebra is important for applications connected with reliabil- Gerdessen, M.t. Patek
ity of complex systems or with fuzzy relations. For special types of Traditional lot sizing and scheduling models violate crucial issues in
matrices the computation of the eigenproblem can often be performed food processing industry. We develop models that relax all assump-
in a simpler way than in the general case. tions regarding changeover matrices including the triangular setup con-
ditions; take into account effects of deterioration due to perish ability
2 - Learning Effect Approach for Scheduling Problem of inventory; have the flexibility to take issues for physical distribution
with Fuzzy Processing Time and Fuzzy Due Date into consideration. Optimal production schemes become significantly
Merve Kayaci Çodur, Industrial Engineering, Ataturk different when these issues are considered. We apply a time-based
decomposition heuristic and show that near-optimal solutions can be
University, Ataturk University Engineering Faculty, Industrial found in reasonable time.
Engineering, 25200, Erzurum, Turkey,
[email protected], Vecihi Yigit 2 - A multicommodity lotscheduling model for the soft
drink production process
In scheduling problems, by considering the imprecise of the durations Socorro Rangel, UNESP - Sao Paulo State University, Rua
in the reality of manufacturing, processing times and due dates are in- Cristovão Colombo, 2265, 15054000, S.J. do Rio Preto, São
troduced as fuzzy numbers. In most studies, fuzzy processing times of Paulo, Brazil, [email protected], Michelli Maldonado
a job are assumed fixed. However in many realistic settings, the actual
processing time of a job maybe more or less than its normal process- The production of soft drinks involves two main stages: syrup prepara-
ing time when it is scheduled later. This phenomenon is known as the tion and bottling. Two main approaches have been used in the literature
"Learning Effect’ So we indicate study in which the uncertainty of a to model the scheduling decisions of the bottling stage. The first one
job processing time not only defines fuzzy numbers, but also defines is a small bucket approach in which each period is divided into subpe-
its scheduled position. According to the complex property of the prob- riods. The second is a big bucket one. The objective of this work is to
lem, a heuristic approach of Genetic Algorithm is applied to solve this discuss the use of a multicommodity formulation for the asymmetric
NP-hard problem. traveling salesman problem to model the scheduling decisions in the
big bucket approach. The proposed model is studied and compared to
3 - Mean-Partial moments models for portfolio selection others presented in the literature.
with fuzzy returns 3 - Modeling the multi-level lot-sizing and scheduling
Mbairadjim Moussa Alfred, Université Montpellier 1 - problem - a comparison
Lameta, France, [email protected], Sadefo Kamdem Renate Traxler, European University Viadrina Frankfurt
Jules, Terraza Michel (Oder), Germany, [email protected], Christian Almeder
Since financial risk relates only to loss, lower partial moment is a In this work we compare different models from the literature for inte-
more suitable risk measure compared to variance. In order to mea- grating the lot-sizing and the scheduling decisions in multi-stage sys-
sure the risk of fuzzy portfolio return, a concept of partial moment for tems. For that purpose, we show their abilities and limitations in de-
fuzzy variable, is defined in this paper. As extensions of the fuzzy scribing relevant aspects of a production environment. Furthermore,
mean-semivariance model, some mean-partial moments models are we show the computational behavior of the models by applying them
presented and the corresponding variations are discussed. In order to benchmark instances. The structural and numerical comparisons
to solve the proposed models, PSO algorithm integrating fuzzy sim- show that there are considerable differences between the approaches.
ulation is designed. Finally, several numerical examples are given in They allow us to provide a guideline for selecting the right modeling
order to illustrate the effectiveness of our modeling idea. approach for different planning situations.

28
 EURO 25 - Vilnius 2012 MB-15

 MB-14  MB-15
Monday, 10:30-12h00 Monday, 10:30-12h00
RB-Omega RB-2101

Discrete-continuous scheduling Nonlinear Optimization and Applications 1

Stream: Scheduling under Resource Constraints Stream: Nonlinear Programming
Invited session Invited session
Chair: Jan Weglarz, Institute of Computing Science, Poznan Chair: Simone Göttlich, School of Business Informatics and
University of Technology, Piotrowo 2, 60-965, Poznan, Poland, Mathematics, University of Mannheim, A 5, 6, Mannheim, 68131,
[email protected] Germany, [email protected]

1 - Metaheuristics for discrete-continuous project 1 - Range Approximation of Multivariate Polynomials for

scheduling with discounted cash flows and various Global Optimization
payment models Martin Stöcker, Fakultät Mathematik, Professur
Grzegorz Waligora, Institute of Computing Science, Poznan Wirtschaftsmathematik, Technische Universität Chemnitz,
University of Technology, Piotrowo 2, 60-965, Poznan, Reichenhainer Str. 41, Zimmer 727, 09107, Chemnitz,
Wielkopolska, Poland, [email protected] Germany, [email protected]

Discrete-continuous project scheduling problems with discounted cash We consider polynomials in an arbitrary number of variables which
flows are considered, in which the number of discrete resources is ar- frequently occur in optimization problems. A common challenge is
bitrary, and there is one continuous, renewable and limited resource. to find bounds for the range of polynomials. We introduce two ap-
The processing rate of each nonpreemptable activity is a continuous, proaches which generate lower and upper bounds of multivariate poly-
increasing function of the amount of the continuous resource allotted nomials over an n-dimensional box. The first method is based on the
to the activity at a time. A positive cash flow is associated with each estimation of the contribution of the polynomial’s summands, while
activity, and the objective is to maximize the net present value (NPV). the second one uses an expansion into Bernstein polynomials to obtain
Metaheuristic approach to the considered problems is proposed under the desired bounds. We apply the methods to a real-world problem
various payment models. which occurs in the development process of vehicle transmissions.

2 - Linear least squares with different types of con-

2 - Metaheuristic approaches for power-aware schedul-
straints: effectiveness of methods.
ing problem
Arnaud Vandaele, Mathematics and Operations Research,
Rafal Rozycki, Institute of Computing Science, Poznan
University of Mons, rue de Houdain, 9, 7000, Mons, Belgium,
University of Technology, ul.Piotrowo 2, 60-965, Poznan,
[email protected]
Poland, [email protected]
In this work, we study different approaches used to solve the well-
We consider the problem of scheduling power driven jobs on paral- known Linear Least Squares problem, used in many fields of OR.
lel identical processors. Jobs are preemptive and related. Each job is Specifically, we focus on this problem with two types of constraints on
characterized by the size and the processing speed function. Power and the variables: either they must be positive, or they must be located be-
energy limits have to be respected in a feasible schedule. The problem tween bounds. Different technics exist to solve these problems. In this
is to find both: a sequence of jobs on processors as well as an alloca- work, we compare these methods on different points of view, paying
tion of power to jobs that minimize the schedule length. We propose a particular attention to their effectiveness of determining the optimal
some metaheuristic approaches that produce suboptimal solutions of active set, which is the set of variables reaching one of their bounds at
the problem in a reasonable time. The effectiveness of the approaches the optimal solution.
has been compared experimentally.
3 - Optimization Techniques: Combinatorial Optimiza-
3 - Multimode resource-constrained project scheduling tion and Adjoint Calculus
problem with setup costs Simone Göttlich, School of Business Informatics and
Marek Mika, Institute of Computing Science, Poznan Mathematics, University of Mannheim, A 5, 6, Mannheim,
University of Technology, ul Piotrowo 2, 60-965, Poznan, 68131, Germany, [email protected]
Poland, [email protected]
The focus is on optimization problems arising in the continuous mod-
In the multimode resource-constrained project scheduling problem a eling of network applications such as production systems and traffic
set of activities has to be scheduled in such a way that precedence and flow. We present an adjoint calculus for solving the optimality system
resource constraints are met. Each activity can be performed in one and discuss suitable discretizations of this system. For particular dis-
of several execution modes differing between themselves in resource cretizations the resulting problem is in fact a mixed-integer program.
requirements and processing times. Some of the resources required To speed up the solution procedure, we introduce presolve techniques
by an activity have to be set up before the execution of this activity. that are inspired by the continuous dynamics.
Both the setup time and the setup cost depend on the execution mode.
The objective is to minimize the total cost of all setups. A heuristic 4 - An improved approach to subset selection for param-
approach is proposed to solve the problem. eter estimation in online applications
Diana López, Chair of Process Dynamics and Operation,
4 - Optimal resource allocation in virtual datacenters — Berlin Institute of Technology, Sekr. KWT-9, Str. Des 17.
a multidimensional continuous bin packing approach Juni 135, 10623, Berlin, Germany,
Holger Schrödl, Otto-von-Guericke University Magdeburg, [email protected], Tilman Barz, Harvey
Germany, [email protected] Arellano-Garcia, Günter Wozny
The optimized used of resources in IT datacenters is of vital interest Subset selection is a systematic approach to system identification in
for IT service providers. Abundance of resource is cost-intensive, re- nonlinear least squares parameter estimation. Ill-conditioned parame-
ducing IT resources leads to bottlenecks. Resource factors in datacen- ters are fixed at prior estimates and a well-conditioned parameter esti-
ters are processor schedules, storage space and computing time. Exist- mation problem is solved to determine the active parameters. The pro-
ing approaches are limited how these resource factors are considered. cedure permits to determine the parameters whose effects are unique
First, the authors study multidimensional bin packing models to de- and have a strong effect on the output measurements. The experimen-
scribe resource allocation in IT datacenters. Second, resource factors tal results correspond to a biological system (ion-exchange high per-
are described through general continuous functions which represent formance liquid chromatography column for protein separation) where
the behavior of certain resource classes. transport and adsorption parameters are determined.

29
MB-16 EURO 25 - Vilnius 2012

 MB-16 This work considers a real application of the Capacitated Time-

constrained Open Vehicle Routing Problem in the health care sector,
Monday, 10:30-12h00 the blood sampling collection problem. The problem is COVRP with
RB-2103 an additional constraint: the time between the first collecting point and
the laboratory must be smaller or equal that a maximum time. The
Hybrid Algorithms & Nonsmooth main objective is to minimize the number of vehicles used. We pro-
pose a Bias Random Key-Genetic Algorithm, and present results for
Optimization real instances and classical ones. For the real instances, we could re-
duce significantly the number vehicle significantly.
Stream: Nonsmooth Optimization
Invited session
Chair: Angel A. Juan, Computer Science, Open University of
Catalonia, Rambla Poblenou, 156, 08018, Barcelona, Spain,
[email protected]  MB-17
Chair: Albert Ferrer, Dpt. of Applied Mathematics I, Monday, 10:30-12h00
Technological University of Catalonia, Av. Doctor Marañon,
44-50, 08028, Barcelona, Catalunya, Spain, RB-2105
[email protected]
Location and GIS
1 - Successive Approximations of the SimuRoute Pro- Stream: Applications of Location Analysis
cedure to solve the Heterogeneous Vehicle Routing Invited session
Problem
Javier Faulin, Department of Statistics and OR, Public Chair: Burcin Bozkaya, Sabanci School of Management, Sabanci
University of Navarre, Los Magnolios Builing. First floor, University, Orhanli, Tuzla, 34956, Istanbul, Turkey,
Campus Arrosadia, 31006, Pamplona, Navarra, Spain, [email protected]
[email protected], Angel, A. Juan, Alba Agustín,
Miguel Angel Llorente 1 - A fast spatial query algorithm for location analysis
We propose a Successive Approximations Method (SAM) for solving Honora Smith, School of Mathematics, University of
the Heterogeneous Vehicle Routing Problem (HVRP) in real scenar- Southampton, Highfield, SO17 1BJ, Southampton,
ios. Our approach solves, in each iteration, the Capacitated Vehicle Hampshire, United Kingdom, [email protected]
Routing Problem (CVRP) for the non-served nodes and the maximum
capacity of unused vehicles. We used the so-called SimuRoute Pro-
cedure via Generalized Clarke and Wright (SR-GCW) to solve the as- The use of new spatial query capabilities in relational databases com-
sociated CVRP. Thus, the largest routes which are generated from the bined with specific heuristics has allowed us to create an algorithm that
CVRP solution are saved as a partial solution for the HVRP. Finally, can process very large location modeling problems at high speed. The
competitive results have been obtained in reasonable computing times. program was developed to tackle a healthcare modeling problem in
South Africa that had over 3,200 demand points and 220 possible ser-
2 - Solving non-smooth problems through biased ran- vice locations. Using a version of Microsoft R SQL Server, possible
domization of heuristics solutions for this problem have been found in a few minutes. Visu-
Angel A. Juan, Computer Science, Open University of alization of travel to nearest service locations is facilitated by Google
Maps route finding capabilities.
Catalonia, Rambla Poblenou, 156, 08018, Barcelona, Spain,
[email protected], Albert Ferrer, Javier Faulin, Helena
Ramalhinho Lourenço 2 - Location Survey and GIS (Geographic Information
We discuss the use of probabilistic algorithms for solving combinato- System) for Shopping Centers Across the Country
rial optimization problems with non-smooth objective functions. Our (Turkey)
approach employs non-uniform probability distributions to add a bi- Ceren Erdin Gundogdu, Business Administration, Yildiz
ased random behavior to well-known heuristics. By doing so, a large Technical Univercity, Barboros Bulvari Besiktas, 34349,
set of alternative good solutions can be quickly obtained in a natural İstanbul, Turkey, [email protected]
way and without complex configuration processes. This approach does
not need to assume any particular property of the objective function.
The procedure can be especially useful in problems where properties Being a part of social life, Shopping Centers (SCs) become more pop-
such as non-smoothness or non-convexity lead to a highly irregular ular and represent the environments where consumption comes into
solution space. prominence. In this study a model based on geographical information
system was created and decision making process was analyzed with
3 - A Randomized Algorithm for the Heterogeneous the purpose of location survey of SCs to be opened across the coun-
Fixed Fleet Vehicle Routing Problem try by taking population, economic and social data, geographical and
Jose Caceres Cruz, IN3 - Computer Science, Open University spatial data. In analysis, ESRI, ArcGIS software pack, ArcCatalog,
of Catalonia, Roc Boronat, 117, 7th floor, Mediatic, 08018, ArcMap, ArcToolbox tool boxes and software required for topology
Barcelona, Spain, Spain, [email protected], Angel, A. Juan, development, data conversion and geographical analysis were used.
Daniel Riera, Helena Ramalhinho Lourenço
The academic point of view for the Vehicle Routing Problem (VRP) 3 - Locating Temporary Shelter Areas After a Large-
has undergone significant theoretical advances. Several techniques are Scale Disaster
enabling for solving real-world scenarios like the heterogeneous fixed Burcin Bozkaya, Sabanci School of Management, Sabanci
fleet VRP. In this study, we present an approach for the HFFVRP using University, Orhanli, Tuzla, 34956, Istanbul, Turkey,
a hybrid algorithm combining a randomized Clarke & Wright heuris- [email protected], Firat Kilci, Bahar Yetis Kara
tic, a memory, and a random policy for preassignment of vehicles.
The Java implementation is compared over classical datasets against
other saving heuristic implementation. So far, the obtained results are In this study, we develop a mathematical model that decides on the
promising and other policies are being considered. location of shelter areas and the population assignment to these areas.
Our formulation is based on Turkish Red Crescent’s criteria on shel-
4 - Solving a real application of the Time-Constraint Ca- ter area selection. We employ a GIS-based decision support system
pacitated Open Vehicle Routing Problem to implement our model. The system retrieves the distance data from
Helena Ramalhinho Lourenço, Department of Economics and ArcGIS and obtains a solution with the help of Gurobi optimization
Business Q-5850017D, Universitat Pompeu Fabra, R. Trias software. The resulting solutions are visualized on a map that is gen-
erated by ArcGIS. We perform a case study on Kartal, a district of
Fargas 25-27, 08005, Barcelona, Spain, Istanbul, Turkey, using our decision support system.
[email protected], Luciana Pessoa, Alex Grasas,
Angel A. Juan, Mauricio Resende

30
 EURO 25 - Vilnius 2012 MB-20

 MB-18 2 - An inspection of Energy and Agricultural Markets af-

Monday, 10:30-12h00 ter Fukushima
Angelica Gianfreda, Florence School of Regulation, EUI,
RB-2107
Italy, [email protected], Giacomo Scandolo
Risk Analysis and Options After the earthquake occurred in Fukushima in March 2011, the hy-
pothesis of replacing nuclear generation with alternative sources has
Stream: Financial Modelling & Risk Management (con- been explored. Then considering the need to mitigate climate change
tributed) and reduce carbon emissions, renewable sources have attracted an in-
Contributed session creasing interest. However, wind, solar and wave energy show seri-
ous limitations, hence biofuels are becoming an interesting issue with
Chair: Susanne Griebsch, School of Finance and Economics, implications on agricultural commodities and consequently on world
University of Technology Sydney, PO Box 123 Broadway, 2007, population. Therefore, this contribution is aimed to understand the im-
Sydney, NSW, Australia, [email protected] pact of Fukushima on energy and agricultural markets.

1 - Designing a combinatorial auction for real estate 3 - Forecasting Volatility with Interday or Intraday Data:
Dries Goossens, Operations Research and Business Statistics A Case Study on Istanbul Stock Exchange 30 Na-
(ORSTAT), KU Leuven, Naamsestraat 69, 3000, Leuven, tional Index
Belgium, [email protected], Frits Spieksma, Alper Inkaya, Middle East Technical University, Institute of
Onderstal Sander Applied Mathematics, METU Üniversiteler Mah. Dumlupınar
Blv. No:1, Çankaya, 06800, Ankara, Turkey,
Real estate auctions are not uncommon, but typically involve a sequen- [email protected]
tial and individual auctioning of properties, with bidders facing the ex-
posure problem. Further, in a real estate setting, there may be various Finding a proper volatility model that forecasts true volatility ac-
constraints on the allocation, and bidders are often inexperienced. Tak- curately lies in the heart of risk management and asset valuation.
ing this into account, we discuss the design of a combinatorial auction We compare forecasting performance of time series models, such as
(choices with respect to e.g. pricing, feedback, and activity rules), re- ARCH type models and ARFIMA model, by estimating one-day ahead
sulting from a simulation with students. We also present complexity daily volatility of the Istanbul Stock Exchange 30 National Stock In-
results for the winner determination problem. dex using historical and realized volatility measurements. We control
whether ISE 30 daily close series has long memory, and compare the
2 - A Stochastic Volatility Cointegration Model in Contin- forecasting ability of long memory models by several penalty criteria
uous Time with traditional models.
Susanne Griebsch, School of Finance and Economics,
University of Technology Sydney, PO Box 123 Broadway,
2007, Sydney, NSW, Australia, [email protected],
Kay Pilz
We investigate the valuation of spread options written on futures con-
 MB-20
tracts which exhibit co-movement over large time periods. In general, Monday, 10:30-12h00
co-moving futures display certain characteristics when deviating from RB-2113
their normal spread level due to changes from usual market conditions,
e.g. the mean-reversion of spreads. However, we detect a new property Data Mining and Risk Analysis
between co-moving futures in the empirical data and propose a model
that allows for a representation of this property. In a second step, we
derive pricing formulas for European and spread options. We conclude Stream: Data Mining in the Financial Sector
with a discussion of numerical results. Invited session
Chair: Marcus Hildmann, Information Technology and Electrical
Engineering, ETH Zurich, ETL G 24.2, Physikstrasse 3, 8092,
Zürich, Switzerland, [email protected]
 MB-19
Monday, 10:30-12h00 1 - Estimation of Stochastic Volatility Models for Com-
RB-2111 modities with few Options
Gonzalo Cortazar, Ingenieria Industrial y de Sistemas,
Energy and Environmental markets Pontificia Universidad Catolica de Chile, Vicuna Mackenna
4860, Santiago, Chile, [email protected], Federico Alonso
Stream: Commodities and Financial Modeling Stochastic volatility specifications are required to adequately model the
Invited session dynamics of commodity prices. To obtain good parameter estimates,
Chair: Silvana Stefani, Quantitative Methods for Economics and prices for non-linear derivatives with different maturities are necessary,
Business Sciences, Università Milano Bicocca, Piazza Ateneo but some commodities trade only futures and short-term options. This
paper proposes a three-factor multicommodity model with stochastic
Nuovo 1 U7-4023, I-20126, Milano, Italy, volatility and shows how to use long-term options written on one com-
[email protected] modity to help estimate the dynamics of another. The model is imple-
mented for Brent and WTI commodities with excellent results.
1 - The impact of grandfathering on emission certifi-
cates for the electricity sector 2 - Data cleansing of implied volatility surfaces
Paolo Falbo, Department of Quantitative Methods, University Dejan Stokic, tbd, 60386, Frankfurt, Germany,
of Brescia, Contrada Santa Chiara, 50, 25122, BRESCIA BS, [email protected]
Italy, [email protected], Daniele Felletti, Silvana Stefani
Data cleansing of implied volatility surfaces is one of the most im-
We focus on the impact of EUAs on the optimal policy of a compet- portant topics in managing the risk of options portfolios. We set the
itive electricity producer. The effect of grandfathering is consistently focus on the static arbitrage checks and assume that implied volatil-
shown to introduce significant distortions to the system. It is theoreti- ity surfaces are already cleaned of outliers and missing data points.
cally shown that there is a threshold value of carbon price so that, for We present a non-parametric method for correcting the surface, so that
prices above this, the EUA becomes an incentive for reduced produc- resulting surface is convex in moneyness dimension and monotonic
tion rather than a penalty for inefficient producers. These theoretical in time to expiry dimension, while at the same time keeping the dis-
results are supported by the data of one producer from Italy and one tribution of implied volatility returns of the surface points minimally
from Germany. changed.

31
MB-21 EURO 25 - Vilnius 2012

3 - A Linear Programming Model for Enhanced Indexa- 3 - Properties and Calculation of MVaR and MCVaR
tion based on Strong Stochastic Dominance Jinwook Lee, RUTCOR, Rutgers University, 640
Renato Bruni, Dip. Ingegneria Informatica, Automatica e Bartholomew Rd., 08854, Piscataway, New Jersey, United
Gestionale, University of Roma "Sapienza", Via Ariosto 25, States, [email protected], Andras Prekopa
00185, Roma, Italy, [email protected], Francesco
In a recent paper by A. Prekopa (2010) a survey is presented in con-
Cesarone, Andrea Scozzari, Fabio Tardella nection with Multivariate Value-at-Risk (MVaR) that has been known
In the field of Portfolio Optimization, Enhanced Indexation is the prob- for some time under the name of p-Level Efficient Point (pLEP) and a
lem of selecting a portfolio that generates excess return with respect to new multivariate risk measure, called Multivariate Conditional Value-
a benchmark index. In this work, we propose a linear programming at-Risk (MCVaR), was introduced. The purpose of this paper is to
model for Enhanced Indexation that selects an optimal portfolio ac- further develop properties of MVaR and MCVaR. This includes the
cording to a generalization of strong stochastic dominance. Since our presentation of a new methodology to numerically calculate MCVaR,
model has an exponential number of constraints, we solve it through by the use of the discrete moment problem. Numerical examples are
a constraint generation procedure. Some experimental results are pre- presented.
sented for well-known financial data sets showing good out-of-sample
performance of our model. 4 - A bank’s attractiveness as described by a cusp
catastrophe model
4 - Pump Storage Hydro Plant Valuation under Risk Con-
Vassilis Angelis, Business Administration, University of the
straints Aegean, Michalon 8, 82100, Chios, Greece,
Marcus Hildmann, Information Technology and Electrical [email protected], Katerina Dimaki
Engineering, ETH Zurich, ETL G 24.2, Physikstrasse 3, 8092,
Zürich, Switzerland, [email protected], Florian In the present paper we introduce a bank’s Image as a measure giving
Herzog, Sebastiano Rossi the true picture of its current state of development and future prospects.
This picture when received and perceived by its customers will deter-
For power producers, the valuation of pump storage hydro plants be- mine their attitude. Based on this Image existing/potential customers
comes an important task for investment decisions, capacity market par- will decide to stay/cooperate or not with the given bank. However, the
ticipation and operation planning. We propose a scenario based linear perception and reaction times to any changes of a bank’s Image are
programming approach, which maximizes the profit by calculating the different for the various groups of its customers. Our objective is to
optimal power plant operation schedule on hourly basis with cVaR as define a bank’s Image, build a model for it and apply it to a real case.
risk constraint. In addition, capacity markets, such as control energy
markets can be taken into account. The presented method allows valu-
ing pumped storage hydro plants, including risk and control energy
reserves in a computational efficient way.
 MB-22
Monday, 10:30-12h00
 MB-21 RB-2117
Monday, 10:30-12h00 Multiple-criteria evaluation and
RB-2115 decision-making under fuzziness: theory
Financial Mathematics and OR 2 and applications
Stream: Financial Mathematics and OR Stream: Fuzzy Sets and Soft Computing
Invited session Invited session
Chair: Tansel Avkar, Department of Mathematics, Middle East Chair: Jana Talasova, Dept. of Mathematical Analysis and
Technical University, 06531, Ankara, Turkey, Applications of Mathematics, Faculty of Science, Palacky
[email protected] University Olomouc, tr. 17. listopadu 1192/12, 771 46, Olomouc,
Czech Republic, [email protected]
1 - Recently crisis, credit boom and nonperforming
loans in CEE countries-panel data evidence 1 - A multi-agent multiple-criteria approach to fraud de-
Blanka Škrabić Perić, Department of Quantitative Methods, tection under fuzziness
Faculty of Economics, Matice hrvatske 31, Split, Croatia, Mario Fedrizzi, Department of Computer and Management
[email protected], Josip Arneric Sciences, Universita di Trento, Via Inama 5, 38122, Trento,
The paper investigates impact of credit boom during 2000th and re- Italy, [email protected], Alessandro Buoni, Alessandro
cently crisis on nonperforming loans in CEE counties. Namely, the Buoni
beginning of 2000th was characterized by many features as the foreign
capital inflow, entry of foreign banks and economic growth. The rapid We introduce a multi-agent system (FIDES) aiming at offering to a
credit growth and lenient credit standard in the period before the crisis team of auditors an innovative way to manage fraud schemes, assum-
have caused an increase in nonperforming loans during the crisis. Dy- ing that the judgments of auditors are represented by fuzzy preference
namic panel data is used to analyze the impact of rapid credit growth relations. First we introduce a dynamical group decision model to
on nonperforming loans in 16 CEE countries during period 1994-2010 achieve a consensual design of the attack tree, the basic component
on aggregated data for each country. of the system. Then, starting from a linguistic valuation of the nodes
of the attack tree, we show how to propagate the values up the tree
2 - A Technology Credit-Scoring Model for Service In- through an aggregation process based on multiple-criteria techniques.
dustry
So Young Sohn, ISE, Yonsei university, Shinchon-dong, 134, 2 - Multiple criteria evaluation of creative work out-
Sudaemoon-gu, 137-049, Seoul, Korea, Republic Of, comes
[email protected], Mooyeob Lee Jana Talasova, Dept. of Mathematical Analysis and
A technology credit guarantee fund is established to support the growth Applications of Mathematics, Faculty of Science, Palacky
and innovation of small and medium enterprises (SMEs) based on their University Olomouc, tr. 17. listopadu 1192/12, 771 46,
technology. A technology credit-scoring model has been introduced to Olomouc, Czech Republic, [email protected], Jan
select applicants in a manner intended to reduce their loan default rate. Stoklasa
However, this model was heavily influenced by the manufacturing in-
dustry, although the role of the service industry has been growing. In The Register of Artistic Performances is currently being developed in
this paper, we propose a new technology credit-scoring model for the the Czech Republic that contains information on works of art originat-
service industry by applying a logistic regression model to empirical ing from creative activities of art colleges. Outcomes in various fields
data. of artistic production are divided into 36 categories. The abstract cate-
gories are scored according to the significance, size, and international

32
 EURO 25 - Vilnius 2012 MB-24

reception of corresponding works of art. The Saaty’s matrix of pair- Karel Sladky, Department of Econometrics, Institute of
wise comparisons is applied to determine the scores of categories. A Information Theory and Automation, Academy of Sciences of
new view to the scores calculation and a notion of week consistency of the Czech Republic, Pod Vodarenskou vezi 4, 18208, Prague
the Saaty’s matrix were introduced.
8, Czech Republic, [email protected]
3 - Linguistically oriented model for academic staff per- The contribution is devoted to the risk-sensitive optimality criteria in
formance evaluation finite or denumerable state Markov Decision Chains, where expecta-
Jan Stoklasa, Dept. of Mathematical Analysis and tion of the stream of one-stage rewards generated by a Markov chain is
Applications of Mathematics, Faculty of Science, Palacky evaluated by exponential utility function. Then even for unichain mod-
University Olomouc, tr. 17. listopadu 1192/12, 771 46, els risk-sensitive average optimality may depend on the starting state
Olomouc, Czech Republic, [email protected], Jana and be optimal only if the process starts in transient state. Explicit for-
mulae and optimality conditions for the growth rates of expected utility
Talasova, Pavel Holeček as well as for mean value of the corresponding certainty equivalent will
be discussed.
The information system for academic staff performance evaluation (IS
HAP) currently used at Palacky University in Olomouc will be pre-
sented. The core of IS HAP is a multiple criteria evaluation model
based on linguistic fuzzy rule bases. The apparatus of linguistic fuzzy
modelling enables us to describe complex aggregation functions in a
way comprehensible to the evaluators and academic staff members that  MB-24
are being evaluated. Innovative ways of interpreting the outputs of the
evaluation and using them for classification purposes will also be pre- Monday, 10:30-12h00
sented. CC-A11

4 - Multicriteria analysis of teacher’s managerial compe- Centralized Inventory and Production

tencies
Helena Brozova, Dept. of Systems Engineering, Czech Stream: Game Theory and Logistics
University of Life Sciences, Kamycka 129, 165 21, Prague 6 - Invited session
Suchdol, Czech Republic, [email protected] Chair: Ana Meca, Operations Research Center, Universidad
Miguel Hernández, Avda. Universidad s/n, Edificio Torretamarit,
This article deals with identification and evaluation of the students’ 03202, Elche, Alicante, Spain, [email protected]
expectance of teacher’s competencies at the Faculty of Economics,
Czech University of Life Sciences in Prague. In this research we do
not intend to evaluate the teacher’s scientific ability which can’t be 1 - Cooperation in Assembly Systems: the Role of
subject of students’ evaluation. The key characteristics of the man- Knowledge Sharing Networks
agerial competencies of teachers are set according to the Casselmann
typology of teacher’s roles. Than the students pairwise comparisons of Fernando Bernstein, The Fuqua School of Business, Duke
various teacher’s characteristics and competencies were analysed using University, 100 Fuqua Drive, 27708, Durham, NC, United
the Analytic Hierarchy Process. States, [email protected], Gurhan Kok, Ana Meca

We consider an assembly system with a buyer purchasing components

from several first-tier suppliers. Suppliers incur variable inventory
costs and fixed setup production costs, and invest in process improve-
 MB-23 ment activities which have a direct impact on their fixed costs. The
assembler establishes a knowledge sharing network, modeled as a co-
Monday, 10:30-12h00 operative game among suppliers. As a result of cooperation, all suppli-
RB-Delta ers achieve a level of cost reduction equal to that of the most efficient
supplier. We investigate the resulting impact on the investment process
and cost structure for the assembly system.
Optimality Conditions and Stability
2 - Cost allocation in inventory transportation systems
Stream: Generalized Differentation and Optimization
Ignacio García-Jurado, Department of Mathematics, Coruna
Invited session University, Faculty of Computer Science, Campus de Elvina,
Chair: Alexander Kruger, School of Science, Information 15071, Coruna, Spain, [email protected], Ma Gloria
Technology & Engineering, University of Ballarat, University Fiestras-Janeiro, Ana Meca, Manuel Alfredo Mosquera
Drive, Mount Helen, P.O. Box 663, 3353, Ballarat, Victoria, Rodríguez
Australia, [email protected]
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics, We deal with the cost allocation problem arising in an inventory trans-
Middle East Technical University, ODTÜ, 06531, Ankara, Turkey, portation system with a single item and multiple agents that place joint
[email protected] orders using an EOQ policy. The fixed order cost of each agent is de-
fined and the assumptions are stated. For these inventory transportation
systems we introduce and characterize a rule which allows us to allo-
1 - First and Second Order Optimality Conditions for cate the costs generated by the joint order. We show that our rule has
Vector Optimization Problems with Non-solid Posi- good properties from the point of view of stability.
tive Cone
Valentin Gorokhovik, Institute of Mathematics, National 3 - Capacity sharing: capacity or labor division? A co-
Academy of Sciences of Belarus, ul. Surganova, 11, 220072, operative game approach
Minsk, Belarus, [email protected] Shoshana Anily, Faculty of Management, Tel Aviv University,
69978, Tel Aviv, Israel, [email protected]
The talk deals with a nonlinear vector optimization problem with non-
solid ordering cone. The main purpose is to present a unified approach In this talk we discuss two types of capacity sharing approaches to
to deriving first and second order optimality conditions, both necessary model various service/production systems as cooperative games with
and sufficient, for solutions of this problem. Our approach includes transferrable utility, and we analyze their core. The literature on co-
two stages. At first, we reduce the vector optimization problem to the operative games usually assumes that total capacity is divisible and
variational system consisting of the scalar inequality and the operator allocable additively. This premise is reasonable in some settings, but
equality, and then, analyzing this system with variational (convex and in others it may yield unacceptable solutions. We suggest another ap-
nonsmooth) methods, we obtain optimality conditions. proach, which is aligned with the concept of division of labor, where
total processing time, rather than total capacity over all resources, is
2 - Risk-Sensitive Average Optimality in Finite and De- allocated additively.
numerable Markov Decision Chains

33
MB-25 EURO 25 - Vilnius 2012

4 - k-norm Cost Games with Critical Players  MB-26

Ana Meca, Operations Research Center, Universidad Miguel Monday, 10:30-12h00
Hernández, Avda. Universidad s/n, Edificio Torretamarit,
03202, Elche, Alicante, Spain, [email protected], Greys CC-A24
Sosic
Recent Research Advances in the Oil
In this talk, we present some special classes of cost games that satisfy
k-norm property and possess players who contribute to cost reduction Sector
of all members of the alliance that they belong to (which we call crit-
ical players). This type of games can be found in knowledge-sharing Stream: OR in the Oil and Gas Sectors
games, inventory games, holding cost games, etc. While papers ana- Invited session
lyzing these games study specific examples of k-norm cost functions Chair: Irina Dolgopolova, Economics and Administrative
and analyze how players can reduce their cost through cooperation, our
goal is to provide an analysis of stability for more general classes of
Sciences, Middle East Technical University, Odtu Kent, Konuk
k-norm games with critical players. Evi 1, B Block, 108, Ankara, Turkey, 06420, Ankara, Turkey,
[email protected]

1 - From a decoupled to an integrated planning ap-

proach in the supply chain of specialty oils
 MB-25 Mario Guajardo, Finance and Management Science, NHH
Monday, 10:30-12h00 Norwegian School of Economics, NHH, Institutt for
CC-A23 Foretaksøkonomi, Helleveien 30, 5045, Bergen, Norway,
[email protected], Martin Kylinger, Mikael Rönnqvist
Practical Issues of Environmental We propose linear models for decoupled and integrated planning in a
Management divergent supply chain for specialty oils. The optimization problem
involves decisions on production, inventory, transportation, sales and
Stream: Energy, Environment and Climate 1 distribution. The integrated objective is to maximize contribution. In
the decoupled approach, an internal price system pursues to align sell-
Contributed session ers with this objective. While the total contribution is higher in the
Chair: Carmen Anido, Economic Analysis: Quantitatve Economy, integrated solution, the sellers’ contribution may be lower. We suggest
Autonoma University of Madrid, Faculty of Economics, contribution sharing rules to make both the company and sellers better
Cantoblanco., 28049, Madrid, Spain, [email protected] off under the integrated planning.
2 - Dynamic pricing application in the energy market
1 - Dynamic Modelling of Climate Change Adaptation
Gamze Oğcu, Industrial engineering, Fatih University,
Pathways: The Case of Surf Life Saving Australia Büyükçekmece, 34500, İstanbul, Turkey,
Oz Sahin, School of Engineering, Griffith University, Gold [email protected], Ozlem Cosgun
Coast Campus, 4222, Griffith University, Qld, Australia,
[email protected], Marcello Sano, Russell Richards, The recent rise in world oil prices and the consequent run-up in gaso-
line prices provide a useful analog for illustrating the role of dynamic
Shauna Sherker pricing in electricity markets. In this study, we consider a dynamic
Surf Life Saving Australia (SLSA) is Australia’s major water safety pricing problem in one of the private energy companies in Turkey.
and rescue authority whose assets and operations are threatened by ex- In the competitive market electricity prices change very frequently,
treme events and sea level rise. This research aims to explore adap- so pricing is the most important tool to response demand. We resort
tation pathways and enhance the capacity of SLSA to tackle these stochastic dynamic programming to decide on the optimal policy. The
threats. To achieve this aim, systems dynamics is used to test concep- results show that the dynamic pricing policy provides more revenue
tual models developed by stakeholders. These models are designed to than the policy applied currently.
connect climatic drivers, impacts on assets, operations and communi-
ties, and strategies to improve adaptive capacity. The initial outcomes 3 - Revenue management and pricing: A case study for
of 4 case studies across Australia will be presented. a natural gas supplier
2 - Materials and Technologies for Industrial Heritage Ozlem Cosgun, Industrial Engineering, Fatih University, Fatih
Universitesi endustri muhendisligi bolumu, Hadımkoy
Sustainability
Kampüs Buyukcekmece, 34500, buyukcekmece, Istanbul,
Michal Ganobjak, Institute of History and Theory of
Turkey, [email protected], Emre Meterelliyoz,
Architecture and Monument Restoration, Slovak university of
Abdulkadir Kıvrak, Yunus Sartık, Seniye Ümit Oktay Fırat
technology, Faculty of architecture, Námestie slobody 19, 812
45, Bratislava, Slovakia, Slovakia, [email protected], In this study, the dynamic pricing problem of a natural gas supplier in
Eva Kralova Istanbul is considered. The natural gas consumption is varied accord-
ing to the months and cities since the weather condition and revenue
We study the efficient use of brownfield sites, buildings of manufac- levels of the people in these cities are important factors in consump-
turing process converting to the new alive features. The adaptation of tion amount. Clustering analysis is used for determining clusters which
the industrial heritage to the new features while maintaining the val- show similar consumption behavior. Our goal is to find optimal prices
ues must be chosen thoughtfully. Our study shows the optimization for each cluster by using stochastic dynamic programming. We try to
of intervention choices through simulation and visualization of local search whether the revenue levels increase by applying dynamic pric-
resources and their interactions. It comprehensively sees the issue of ing policy instead of fixed pricing or not.
social sustainability, ecology of abandoned industrial environment and
its economic aspect.
3 - Impacts of Climate Change on the Slovak Economy
Tomas Domonkos, Institute of Economic research, Slovak  MB-27
Academy of Sciences, Sancova 56, 81105, Bratislava, Monday, 10:30-12h00
Slovakia, [email protected], Ivan Lichner
CC-A25
Climate change represent one of the most challenging issues humanity
has to face, because they could critically affect all areas of our life. We MCDA and Decision Processes
aim to analyze and determine the impact of climate change on the Slo-
vak economy. Integrated Assessment Model which comprise of three Stream: Decision Processes
sub-models was designed. Basic principles of the AD-DICE model
developed by de Bruin, Dellink and Tol (2007) are incorporated into a Invited session
recursive-dynamic CGE model which analyzes the impact of climate Chair: K. Nadia Papamichail, Manchester Business School,
change under various adaptation intensive policies. University of Manchester, Booth Street East, M15 6PB,
Manchester, United Kingdom, [email protected]

34
 EURO 25 - Vilnius 2012 MB-29

1 - Design and evaluation of MCDA interventions 1 - Optimum 2k-p factorial experiment sequencing: A bi-
K. Nadia Papamichail, Manchester Business School, objective mathematical model
University of Manchester, Booth Street East, M15 6PB, Vitoria Pureza, Production Engineering, Universidade Federal
Manchester, United Kingdom, [email protected], de Sao Carlos, Via Washington Luiz, km 235, 13564-090, Sao
Theodor Stewart Carlos, Sao Paulo, [email protected], Pedro Oprime,
Antonio Branco Costa
This paper presents a framework for analyzing and evaluating multi-
criteria decision analysis (MCDA) interventions. The framework is Sequencing experiments with good statistical properties and low costs
applied to two case studies to illustrate the process of designing and is a key challenge for both researchers and practitioners. We address
implementing such interventions. We reflect on the process, the way the problem by proposing a mathematical programming formulation
it was managed, the composition of the decision body, the tools em- that aims to generate minimum cost run orders with the best statisti-
ployed, the information exchanged between actors and the duration of cal properties for 2k full-factorial and fractional-factorial designs. Re-
the process. We discuss the outcomes and impact of the two MCDA sults for designs of up to 64 experiments indicate that the approach is
interventions and provide lessons learned. capable of producing optimal or sub-optimal solutions regarding the
objectives addressed for a given design matrix.
2 - Criteria definition and weight assignment in MCDA: a
review on environmental problems 2 - Observer scheduling for quality monitoring
Miguel Morgado, INESC Coimbra and Faculty of Economics Satyaveer S. Chauhan, John Molson School of Business,
- University of Coimbra, Portugal, [email protected], Concordia University, MB 11-317, 1455 de Maissoneuve,
Luis C. Dias Blvd. west, H3G 1M8, Montreal, Quebec, Canada,
[email protected], Anjali Awasthi, Anna
Environmental decisions processes involve usually a large number of Guinzbourg
stakeholders with conflicting interests. Multi-Criteria Decision Aiding
(MCDA) methods have demonstrated to provide more insight and in- We propose a decision tool for scheduling observers to access the ser-
crease the transparency of the decision process. We present a literature vice quality in the field. The location of service professional changes
review to analyze and understand how social actors are being involved dynamically but known. An observer should spend a predefined time
in such decision processes, the roles of the experts and the roles of the with the service professionals. Services are provided 24 hrs basis but
researchers involved. We focus on two questions: who and how de- the observers are scheduled during the daytime. The goal is to observer
fines the criteria to evaluate the alternatives, and who and how assigns every staff for a given number of times during the planning horizon.
the weights to each criterion. The overall problem is similar to travelling salesman problem and we
develop a heuristic approach and tested on the real data set. The exper-
3 - Introduction to a new evidential reasoning rule for imentation results will be presented.
decision analysis
3 - A two-stage stochastic programming model for p-
Jian-Bo Yang, Manchester Business School, The University of
Manchester, Booth Street East, M15 6PB, Manchester, United chart design
Kingdom, [email protected] Elif Elcin Gunay, Industrial Engineering, Sakarya University,
Sakarya, Sakarya, Turkey, [email protected], Ufuk
In the paper, a recently discovered ER rule is reported that provides a Kula, Tülin Aktin
general process to combine multiple pieces of independent evidence in
the form of belief distribution under the common condition that every Car manufacturing is performed in three shops called body, paint and
piece of evidence plays a limited role equal to its relative weight. It assembly. To control the painting operations it is common to use an at-
generates total belief from combination of any two pieces of evidence tributes (p-chart). Determination of chart parameters affects the paint
as the addition of the bounded average of individual support from each shop objectives (minimizing the color-changeover, or maximizing the
of them and the orthogonal sum of joint support from both of them. A capacity). Therefore, it is important to consider paint shop constraints
numerical example is examined and its significance for decision anal- and objectives in the design of a p-control chart. Problem formulated
ysis and processes are discussed. as a two-stage stochastic programming problem, and solved by using
sample approximation algorithm. We provide managerial insights on
4 - Supporting the restoration of historical portable or- the problem by performing a numerical study.
gan with a new hybrid MCDM model
Tian-Jong Hwu, Business Management, National United
University, 36003, Miaoli, Taiwan, [email protected],
Mei-Chen Lo, Jerzy Michnik, Tadeusz Trzaskalik, Maciej  MB-29
Nowak, Gwo-Hshiung Tzeng Monday, 10:30-12h00
The physical state of any historical object exacerbates with time. An CC-A29
impression it makes on the public becomes effete and its value de-
creases. To counteract the influence of time, the conservation and Robust Optimization and Non-Convex
restoration of historical objects are undertaken. Before starting con-
servation, the research to determine its range and to choose the best
Integer Programming
method should be undertaken. An aim of this study is to apply the
new hybrid MCDM model DANP (DEMATEL-based ANP) to assess- Stream: Mixed-Integer Non-Linear Programming
ing the relative values of the historical portable organ and to rank the Invited session
potential methods and range of conservation and restoration.
Chair: Emiliano Traversi, Fakultät für Mathematik, Technische
Universität Dortmund, Germany, [email protected]

1 - Cutting Planes for the Network Loading Problem with

 MB-28 Stochastic Demands
Monday, 10:30-12h00 Konstantinos Kaparis, Managemenst Science, Lancaster,
United Kingdom, [email protected], Adam Letchford,
CC-A27
Stein W. Wallace
OR in Quality Management 2 We consider a stochastic variation of the Network Loading Problem.
The demand is uncertain and its realisation depends on a finite number
Stream: OR in Quality Management of scenarios. We model this problem as a 2-stage stochastic mixed-
Invited session integer program with complete recourse.We introduce the new class
of probabilistic metric inequalities and we describe a heuristic sepa-
Chair: Gulser Koksal, Industrial Engineering, Middle East ration algorithm.Finally, we report our computational results from the
Technical University, Inonu Blvd., 06800, Ankara, Turkey, application of the proposed scheme on a set of test instances.
[email protected]

35
MB-30 EURO 25 - Vilnius 2012

2 - Robust Integer Non-Linear Optimization 2 - Optimal stopping rules for the random horizon dura-
Ruth Hübner, Institut für Numerische und Angewandte tion problems
Mathematik, Georg-August-Universität Göttingen, Mitsushi Tamaki, Business Administration, Aichi Univeristy,
Lotzestraße 16-18, 37083, Göttingen, Germany, 370 Kurozasa Miyoshi, 470-0296, Nishikamo, Aichi, Japan,
[email protected], Anita Schöbel [email protected]
Finding robust solutions of an optimization problem is relevant for ap-
As a variation of the secretary problem, Ferguson et al. considered a
plications since for most practical problems the input data is not known
problem called duration problem whose objective is to maximize the
exactly but depends on some unknown scenario. The concept of strict
time of possession of a relatively best object when a known number
robustness asks for the best solution which is feasible for every sce-
of objects appear. We here generalize this problem into two directions
nario. This is in particular hard for integer optimization problems. We
by allowing the number N (of objects) to be a random variable with
investigate the level sets of the robust problem and identify which prop-
a known upper bound n and also allowing the objects to appear in ac-
erties of the original problem still hold for its robust counterpart. In
cordance with Bernoulli trials. We give a sufficient condition for the
particular, we show in which cases an optimal integer solution can be
optimal rule to be a threshold rule.
obtained by rounding techniques.
3 - A concave programming approach for Sparse Princi- 3 - The Effects of Topology and Behavioral Canon on
pal Component Analysis and Sparse representation Network Equilibria
of signals Abhijit Deshmukh, School of Industrial Engineering, Purdue
Francesco Rinaldi, Dipartimento Informatica e Sistemistica, University, 241 Grissom Hall, 47907, West Lafayette, IN,
Sapienza, via Ariosto, 25 Roma, 00185, Rome, Italy, United States, [email protected], Brandon Pope
[email protected], Giampaolo Liuzzi Network topology has far ranging implications on the presence of con-
We consider Sparse Principal Component Analysis (SPCA) and sparse tagion effects and existence of equilibria in networks of agents. Behav-
representation of signals. SPCA is important for data analysis and ioral canon, which determines how decisions are made and the evolu-
compression and has applications in science and engineering. The tion of states in the network, is defined by the interaction mechanism
goal is obtaining principal components with only a few nonzero co- between agents through the network topology. This presentation con-
efficients, which are usually easier to interpret. The second problem siders two behavioral canon paradigms, bargaining and diffusion. We
is studied in signal analysis and consists in finding a sparse represen- study the impact of each paradigm on the speed and quality of the equi-
tation of a signal in terms of a given dictionary. We propose an al- libria reached on networks. Specifically, we study hybrid networks of
gorithm based on concave programming formulations of the problems Poisson random graphs and scale-free networks.
and present numerical results on test problems and real data.
4 - Separable underestimators for Quadratic Combina-
torial Optimization.
Emiliano Traversi, Fakultät für Mathematik, Technische  MB-31
Universität Dortmund, Germany, Monday, 10:30-12h00
[email protected], Christoph Buchheim CC-A33
We propose a method to obtain separable underestimators for
Quadratic Combinatorial Optimization Problems. By exploiting sep- Game Theory and Social Networks 2
arability we can provide lower bounds by solving an Integer Linear
Problem and use them in a Branch and Bound scheme. This is useful Stream: Game Theory and Social Networks
in practice when the underlying linear counterpart is easy to solve. We
investigate the tightness of the bounds and their effect on the running Invited session
time of the algorithm. Computational results are provided concerning Chair: Elisenda Molina, Statistics, Universidad Carlos III de
the Quadratic Binary Unconstrained Problem and the Quadratic Span- Madrid, Madrid, Spain, [email protected]
ning Tree Problem.
1 - Social Capital. A Game Theoretic Approach.
Enrique González-Arangüena, Statistics and Operation
Research III, Complutense University of Madrid, Avda.
 MB-30 Puerta de Hierro s/n, 28040, Madrid, Madrid, Spain,
Monday, 10:30-12h00 [email protected], Anna Khmelnitskaya, Conrado M.
CC-A31 Manuel
The notion of social capital appeared initially to highlight the impor-
Emerging Applications in Finance tance of social networks relations as a valuable resource for social
and/or economic affairs. We define an index of social capital using
Stream: Emerging Applications in Finance and Logis- game-theoretical concepts. We assume that interests of individuals are
tics presented by means of a cooperative game which take into account
possibly different players abilities. The network of players relations
Invited session is modeled by a (undirected) graph. The social capital of each actor
Chair: Amparo Soler-Dominguez, Universitat Jaume I, Spain, is then measured as the difference between his Myerson value and his
[email protected] Shapley value.

1 - Assessing the role of managers as determinants of 2 - A Game-theoretic Approach to Networks

mutual fund efficiency: a nonparametric approach Martha Saboya, Análisis Económico: Economía Cuantitativa,
Amparo Soler-Dominguez, Universitat Jaume I, Spain, Universidad Autónoma de Madrid, Paseo de la Chopera 206,
[email protected], Emili Tortosa-Ausina, Juan Carlos 1o -B, 28100, Alcobendas (Madrid), Madrid, Spain,
Matallin-Saez [email protected], Guillermo Owen, Susana Lopez
This study contributes to an incessant intent of achieving conclusions We consider teams whose members are represented as nodes of a
from the manager decision-making and its implications for the port- graph. By cooperation, the several members can accomplish much
folio efficiency. We apply non-parametric techniques for measuring more than by acting individually. This collaboration is however only
mutual fund’s performance and we extend the methodology in order to possible if the several members can communicate, and this requires
isolate the manager’s influence on the degree of efficiency reached. Re- links in the graph. The links can be more or less effective; being ef-
sults shed light both on investors and practitioners’ concerns because fective links generally more costly. We use the Myerson approach to
differences among managers do actually arise. This work provides a games on graphs to represent the amount of work that can be done, and
guide for evaluating managers’ forecasting ability and how they per- the method of multilinear extensions to represent more or less efficient
form covering ex ante investors’ expectations. links. This allows us to look for optimal links.

36
 EURO 25 - Vilnius 2012 MB-33

3 - Average Forest Value for Directed Graph Restricted 4 - On the roles, uses, and effects of models in Soft OR
Games workshops
Elisenda Molina, Statistics, Universidad Carlos III de Madrid, L. Alberto Franco, Hull University Business School,
Madrid, Spain, [email protected], Ramon Flores, University of Hull, Management Systems, Cottingham Road,
Anna Khmelnitskaya, Juan Tejada HU6 7RX, Hull, United Kingdom, [email protected]
This presentation pays attention to how groups use models within the
We propose a value for cooperative TU games with partial action, when context of soft OR interventions. Models are conceptualised as arte-
influence relations are directional: the Average Forest Value. Based on facts with specific roles, uses and effects according to the relative com-
this concept, we also propose an index of global Social Network Effi- plexity of different ’boundaries’ faced by workshop participants dur-
ciency which measures the ability of the network to promote efficient ing interaction. This conceptualisation is then illustrated via a series of
coalition structures to form. We analyze their properties and show their case vignettes drawn from an ongoing research programme studying
behavior by means of some illustrative applications (hierarchies, sym- the impact of soft OR interventions in multi-organisational settings.
metric games, ...). The conceptual and prescriptive value of the conceptual framework is
then discussed, as well as its implications for research into the evalua-
tion of soft OR interventions.

 MB-32
Monday, 10:30-12h00  MB-33
CC-A34 Monday, 10:30-12h00
Understanding the Practice of Soft OR CC-A37
Interventions I OR and Modelling for Sustainable
Stream: Soft OR and Problem Structuring Methods Development
Invited session
Stream: OR for Development and Developing Coun-
Chair: L. Alberto Franco, Hull University Business School,
University of Hull, Management Systems, Cottingham Road, HU6 tries
7RX, Hull, United Kingdom, [email protected] Invited session
Chair: Subhash Datta, Institute of Management Technology, 35
1 - The emergence of agreements within facilitated mod- Km Milestone, Katol Road, 441502, NAGPUR, Maharashtra,
elling workshops India, [email protected]
Thanos Papadopoulos, Hull University Business School, 1 - OR/MS Models for Sustainable Development in India
University of Hull, HU6 7RX, Hull, United Kingdom, Subhash Datta, Institute of Management Technology, 35 Km
[email protected], L. Alberto Franco Milestone, Katol Road, 441502, NAGPUR, Maharashtra,
The paper focuses on the emergence of agreements in facilitated mod- India, [email protected]
elling workshops. We address the literature gap concerning the dy- The problems of sustainability can be resolved through OR/MS meth-
namics and mechanisms that underpin trajectories and outputs of soft ods. However, there are major constraints like corruption, infrastruc-
OR interventions using Actor-Network Theory (ANT). Our analysis ture inadequacies, bureaucratic deficiencies and long gestation periods
suggests that the trajectories and outcomes of such interventions are in implementation. We discuss the possibility of future transforma-
socially constructed, emerging from associations of humans and non- tion of the society through continuous interactions and result oriented
humans. We also argue that in practice ANT offers "translation’ to ex- methodologies based on DSS, simulation and connectivity. Once the
plain the emergence of agreement in the workshop, whereas the work- common people are ensured about the benefits in terms of more pro-
shop offers models and space for translation to occur. duction, distribution and employment they have no hesitations in im-
plementation of the OR/MS models.
2 - Exploring dialogue in problem structuring work-
2 - Multicriteria decision making in comparison of objec-
shops
Elena Tavella, Institute of Food and Resource Economics, tive and subjective criteria of companies’ success
University of Copenhagen, Denmark, [email protected] Branka Marasovic, Faculty of Economics Split, 21000, Split,
Croatia, [email protected], Ivana Tadic
The use of Problem structuring methods (PSMs) is claimed to have Although financial indicators usually are taken as the most important
positive effects on the quality of dialogue. In this presentation I explore indicators of success, lately authors argue about the same relevance in
this by examining the dialogue from a PSM workshop held with mem- usage of subjective indicators. The aim of this paper is to research
bers of a local food network in the UK. Drawing on Tsoukas’ (2009) whether the most successful companies regarding financial ratios (ob-
Dialogical Model of Organizational Knowledge Creation, I discuss the jective group of criteria) show similar results by other groups of crite-
characteristics of productive dialogue, and assess the extent to which ria, as human resource management evaluation and evaluation of entire
they were present in the workshop and how they related to the outputs. companies’ success (subjective groups of criteria). Selected companies
Implications of the use of a dialogue lens for research into and practice will be ranked by each group of criteria using multicriteria decision
of PSM workshops will also be discussed. making method PROMETHEE II.

3 - Exploring the communicative impact of Problem 3 - Revised ICI as a leading indicator of Croatian indus-
Structuring Methods: Results of an interaction- trial production during a recession
analysis based research. Mirjana Cizmesija, Faculty of Economics, Dept. of Statistics,
Orestis Afordakos, Warwick Business School, University of University of Zagreb, J.F.Kennedy Square 6, 10000, Zagreb,
Warwick, CV4 7AL, Coventry, United Kingdom, Croatia, [email protected], Natasa Erjavec, Vlasta
[email protected] Bahovec
With the aim to improve its forecasting properties, especially during
This paper presents the results of an interaction analysis based re- a recession, we modified a standard composite leading indicator (ICI)
search, examining non-experimental groups engaging in strategic con- in Croatia. Two revised ICIs are proposed and their predictive powers
versations, while employing a facilitated PSM. The different elements were analysed on the bases of several econometric models with vari-
of the research framework will be examined with particular emphasis ables: standard ICI, two revised ICIs and Croatian industrial produc-
on the methodological aspects of interaction analysis. Results in the tion (y-o-y growth rate). As for a Croatian industrial production during
areas of conflict management and model appropriations will be pre- the recession it is recommended to forecast only one quarter ahead and
sented. The presentation will conclude with a discussion on the inter- revised leading indicator, calculated with negative manager’s answers,
pretation of the results. showed the best forecasting properties.

37
MB-34 EURO 25 - Vilnius 2012

4 - Flexible approach in planning of infrastructure devel- one order and distribution unit for supplying the individual stores. We
opment consider a replenishment cycle system that is used by grocery retailers
Jerzy Paslawski, Civil and Environmental Eng., Poznan for non-perishable, non-seasonal and non-promotional items. For that
setting, we present an approach with which appropriate OPUs can be
University of Technology, Instytut Konstrukcji Budowlanych, selected to support packaging decisions.
ul. Piotrowo 5, PL 60-965, Poznan, Poland,
[email protected] 3 - Scheduling in-store replenishments under service-
Flexible approach seems very useful in planning and design when en- level and capacity constraints
vironment is very difficult to predict and forecast. A special attention Rob Broekmeulen, OPAC, TU Eindhoven, P.O. Box 516, Pav.
must be paid in design and planning of infrastructure in developing E10, 5600 MB, Eindhoven, -, Netherlands,
countries. Analysis of different types of infrastructure (highways, air- [email protected]
ports, bridges) demonstrates high potential to expand but real demand
(traffic) is very difficult to forecast in typical time periods (years). The Almost half of the shelf allocations in planograms of retail stores are
sudden development of low cost airline carriers is an example of this insufficient, resulting in overflow stocks in the backroom and frequent
problem. In countries in transition a special attention must be paid on additional replenishments after the order delivery from the outside sup-
investment decision. plier. We propose a procedure to reduce the number of additional re-
plenishment trips by clustering the products in schedules for joint in-
store replenishment based on the service level target, the allocated store
space on the shelves and the available handling capacity. The proce-
dure can also assist planogramming decisions from a cost perspective.
 MB-34
Monday, 10:30-12h00
CC-A39

Cooperative games: dynamics,

 MB-36
Monday, 10:30-12h00
robustness and related topics CC-A43
Stream: Cooperative Game Theory DEA and Performance Measurement:
Invited session
Methodology 2
Chair: Ehud Lehrer, Tel Aviv University, 69978, Tel Aviv, Israel,
[email protected] Stream: DEA and Performance Measurement
Invited session
Chair: Dimitris Despotis, Department of Informatics, University
of Piraeus, 80, Karaoli & Dimitriou Street, 18534, Piraeus,
 MB-35 Greece, [email protected]
Monday, 10:30-12h00
CC-A41 1 - Two-stage data envelopment analysis: A slacks-
based measure procedure for the upper bound per-
Assortment and Replenishment Planning formance
Fuh-Hwa Liu, Industrial Engineering & Management,
Stream: Demand and Supply in Consumer Goods and National Chiao Tung University, 1001 Ta Shueh Road, Dept.
Retailing IE&M, 300, Hsin Chu City, Taiwan, Taiwan,
Invited session [email protected], Yu-Cheng Liu
Chair: Michael Sternbeck, Supply Chain Management and We introduce a three-phase procedure to measure upper performance
Operations, Catholic University of Eichstaett-Ingolstadt, Auf der bound of 2-stage DEA problems. Phase I uses a slack-based measure
Schanz 49, 85049, Ingolstadt/Donau, Germany, (SBM) model to assess the process of converting inputs into outputs,
[email protected] and treats the intermediate items as non-discretionary. The interme-
diate items are then classified as to-be-decreased (TBD), not-to-be-
1 - Joint product assortment, inventory and price opti- changed (NC), and to-be-increased (TBI). Phase II employs another
SBM model to assess the process of converting of inputs and outputs.
mization Phase II repeats until no NCs are identified. Phase III is a SBM model,
Argyro Katsifou, TOM, École Polytechnique Fédérale de similar to Phase II but without NCs.
Lausanne (EPFL), Odyssea 1.16 - Station 5, 1015 Lausanne,
Switzerland, 1015, Lausanne, Switzerland, 2 - Cost efficiency when prices are not fixed: Disentan-
[email protected], Ralf W. Seifert, Jean-Sébastien gling quantity and price efficiency
Tancrez Emmanuel Thanassoulis, Aston Business School, Aston
We study a retailer’s joint problem of product assortment, pricing and University, Operations and Information Management, B4
inventory management optimization given limited shelf space. The 7ET, BIRMINGHAM, United Kingdom,
product assortment is composed of "standard" and "variable" products. [email protected], Maria Portela
We propose an iterative heuristic to find the combined product assort-
ment as well as the inventory level and the price for each product that We propose an approach to compute and decompose cost efficiency in
maximize retailer’s overall profit. The results of our study are illus- contexts where both input quantities and their prices can be adjusted to
trated by numerical examples. minimise the aggregate cost of the outputs produced. The models de-
veloped can accommodate situations where the degree of control over
2 - Selecting order packaging units for store delivery in input prices is minimal. We introduce a novel decomposition of the
grocery retailing overall measure of cost efficiency into a quantity and a price efficiency
component. The efficiency measures are expressed in terms of per-
Michael Sternbeck, Supply Chain Management and centage cost savings that can be attained through changing prices and
Operations, Catholic University of Eichstaett-Ingolstadt, Auf quantities towards the overall minimum cost target.
der Schanz 49, 85049, Ingolstadt/Donau, Germany,
[email protected], Heinrich Kuhn 3 - Value-based DEA: A piece-wise linear programming
In store operations are responsible for the highest share of operational
approach
costs within the internal retail network. The order packaging unit Dimitrios-Georgios Sotiros, Department of Informatics,
(OPU) per stock keeping unit is regarded as one driver of in store ef- University of Piraeus, 18534, Piraeus, Greece,
ficiency. This is the number of consumer units that are combined to [email protected], Dimitris Despotis

38
 EURO 25 - Vilnius 2012 MB-38

Value-based DEA is a general approach to incorporate preferences in Theodoros Gevezes, Mathematical, Physical and
DEA efficiency assessments. One among the different methods pro- Computational Sciences, Aristotle University of Thessaloniki,
posed is to convert the raw input/output data into values (utilities). In 51124, Thessaloniki, Greece, [email protected]
this context, we present a piece-wise linear programming approach to
DEA efficiency assessments, based on a data transformation-variable
alteration technique and assurance-region constraints. Our develop- The Shortest Superstring Problem (SSP) is an NP-hard Combinatorial
ments are applicable in both oriented and non-oriented DEA models. Optimization Problem (COP) which has attracted the interest due to
We illustrate our approach with a data set drawn from the literature. its applications in DNA sequencing. GRASP is a heuristic that pro-
duces good quality solutions for a variety of COP. Path Relinking (PR)
integrates intensification and diversification strategies in search for op-
4 - An alternative approach to two-stage DEA with a se- timum solutions. An implementation of GRASP with PR for solving
ries relationship between the stages the SSP is developed for the first time. Computation results indicate
Gregory Koronakos, Informatics, University of Piraeus, that the new method finds the optimum solution in many cases and if
KAPETAN ZAXARIAN 39, 18757, KERATSINI, Greece, not, its solutions are very close to the optimum ones.
[email protected], Dimitris Despotis
4 - A lattice model approach to the molecular distance
The two fundamental approaches to efficiency assessment in two-stage geometry problem
DEA are the multiplicative and the additive. Both approaches assume
a series relationship between the two stages and differ in the way they Cristina Requejo, Mathematics & CIDMA, University of
conceptualize the decomposition of the overall efficiency to the effi- Aveiro, 3810-193, Aveiro, Portugal, [email protected],
ciencies of the individual stages. We present in this paper an alterna- Agostinho Agra, Rosa Maria Figueiredo, Carlile Lavor,
tive approach to additive efficiency decomposition in two-stage DEA. António Pereira, Nelson Maculan
We test our models with data sets taken from previous studies and we
compare the results with those reported in the literature. The Distance Geometry Problem (DGP) consists in finding an embed-
ding in Rn of a given weighted undirected graph such that edge weights
are equal to the corresponding Euclidean distances in the embedding.
In order to consider distances that might be affected by experimen-
tal errors, presented in real applications, we propose a lattice model
 MB-37 approach applied to DGP’s related to determination of molecular con-
formations.
Monday, 10:30-12h00
CC-Act

Bioinformatics II
Stream: Computational Biology, Bioinformatics and  MB-38
Medicine Monday, 10:30-12h00
Invited session HH-Colombus
Chair: Aleksandra Swiercz, Institute of Computing Science,
Poznan University of Technology, Piotrowo 2, 60-965, Poznan, Duality in Multi-objective Optimization
Poland, [email protected]
Chair: Pawel Wojciechowski, Poznan University of Technology, Stream: Multiobjective Optimization
60-965, Poznan, Poland, [email protected] Invited session
Chair: Andreas Löhne, Institut für Mathematik, MLU
1 - Highly efficient parallel algorithm for de novo assem- Halle-Wittenberg, Theodor-Lieser-Straße 5, 06099, Halle (Saale),
bly Germany, [email protected]
Aleksandra Swiercz, Institute of Computing Science, Poznan
University of Technology, Piotrowo 2, 60-965, Poznan, 1 - Alternative generalized Wolfe type and Mond-Weir
Poland, [email protected], Piotr Gawron, Jacek Blazewicz, type vector duality
Marta Kasprzak Emilia-Loredana Pop, Faculty of Mathematics and Computer
Science, Babeş-Bolyai University, 1 M. Kogalniceanu,
De novo assembly is the process of reconstructing an unknown DNA 400084, Cluj-Napoca, Romania,
sequence from shorter fragments. Short fragments of an organism are
read by sequencers, which can produce huge amount of fragments
[email protected], Sorin-Mihai Grad
in short time. There is a need for the time-efficient algorithm which
could assembly these fragments together. The proposed hybrid paral- To a general vector optimization problem we attach two new vector
lel method allows using two-level hierarchy: computations in threads duals by means of perturbation theory. These vector duals are con-
(one node with many cores) and computations on different nodes in a structed with the help of the recent Wolfe and Mond-Weir scalar du-
cluster. Tests carried out on data of Prochlorococcus marinus showed als for general optimization problems, proposed by R.I. Bot and S.M.
high accuracy of the results and short time of computations. Grad, by exploiting an idea due to W. Breckner and I. Kolumbán. Then
we attach vector dual problems of Wolfe type and Mond-Weir type by
2 - The fast method for contig extraction from the over- using different vector perturbation functions to both constrained and
unconstrained vector optimization problems, seen as special cases of
lap graph the general vector optimization problem.
Piotr Gawron, Institute of Computing Science, Poznan
University of Technology, ul. Piotrowo 2„ 60-965, Poznan, 2 - Lagrange necessary conditions for Pareto minimiz-
[email protected]
ers in Asplund spaces and applications
In this study a method for fast searching of the overlap graph was pro- Christiane Tammer, Mathematics and Computer Science,
posed. In presented approach the heuristic algorithm looks for the Martin-Luther-University Halle-Wittenberg,
longest path in a graph. This path corresponds to the longest con- Theodor-Lieser-Str. 5, D-06120, Halle, Germany,
tig in the overlap graph representation of a DNA assembly problem. [email protected], Truong Q. Bao
It bases on an exact algorithm for minimum path coverage in acyclic
graph. Because of the fact that overlap graph generally is not acyclic
In this talk, new necessary conditions for Pareto minimal points of
transformation of a graph to the acyclic form has been also proposed.
sets and Pareto minimizers for constrained multiobjective optimiza-
The transformation uses specific properties of the overlap graph.
tion problems are established. Our approach is based on a version of
the separation theorem for nonconvex sets and the subdifferentials of
3 - A greedy randomized adaptive search procedure vector-valued and set-valued mappings. Furthermore, applications in
with Path Relinking for the Shortest Superstring mathematical finance and approximation theory are discussed.
Problem

39
MB-39 EURO 25 - Vilnius 2012

3 - Applications of duality in multiobjective optimization 4 - Measuring the International Backpackers Travelling

Andreas Löhne, Institut für Mathematik, MLU Risk
Halle-Wittenberg, Theodor-Lieser-Straße 5, 06099, Halle Pin-Ju Juan, Department of International Tourism
(Saale), Germany, [email protected] Management„ Tamkang University, No.180, Linwei Rd.,
Jiaoxi Township„ 26247, Yilan County, Taiwan,
Two applications of duality in multi-objective optimization are dis-
cussed. First, duality is essential to develop dual algorithms to solve [email protected], Shin-Yi Lin
linear and convex problems. In particular, we focus on the potential This study intends to explore a decision model for international back-
of dual algorithms to solve certain classes of multi-objective combina- packers by developing a travelling risk selection. The factors and crite-
torial problems efficiently. The second part deals with applications in ria for the evaluation decision model are derived from exhaustive liter-
Mathematical Finance. Multi-objective optimization and duality play ature review and experts interviews. By using the experts’ interviews,
a role in market models with transaction costs. content analysis and modified Delphi method, the study aims to obtain
factors and criteria for travelling risk. Finally, a recommended solu-
tions are presented and analyzed based on the strategic plan and can
provide valuable insights for tourism administrators and academics in
international tourism market.
 MB-39
Monday, 10:30-12h00
HH-Cousteau

MADM Applications II
 MB-40
Monday, 10:30-12h00
Stream: MCDA: New Approaches and Applications HH-Livingstone
Invited session
MADM Applications VI
Chair: Chin-Tsai Lin, Department of Business Administration,
Ming Chuan University, 5F, No.130, Jihe Rd., Shihlin District„ Stream: MCDA: New Approaches and Applications
11111, Taipei, Taiwan, [email protected]
Invited session
Chair: Chie-bein Chen, International Business, National Dong
Hwa University, 1, Sec. 2, Da-hsueh Rd. Shou-feng, 974, Hualien, Chair: Chin-Tsai Lin, Department of Business Administration,
Taiwan, [email protected] Ming Chuan University, 5F, No.130, Jihe Rd., Shihlin District„
11111, Taipei, Taiwan, [email protected]
Chair: Chie-bein Chen, International Business, National Dong
1 - Evaluating Information Quality and Validity of Value
Hwa University, 1, Sec. 2, Da-hsueh Rd. Shou-feng, 974, Hualien,
Line Stock Ratings Taiwan, [email protected]
Shin-Yun Wang, Department of Finance, National Dong Hwa
University, Taiwan, [email protected], Po-Lung Yu
1 - A qualitative model for collective intelligence analy-
Investment in stock market involves many decision rules and variables; sis
hence investors are increasingly relying on ratings provided by rat- Jiang-Liang Hou, Dept of Ind. Eng. & Eng. Mgt., National
ing agencies to guide their stock selections. However, do these stocks Tsing Hua Univ., No. 101, Section 2, Kuang-Fu Road, 300,
ratings have information value? Are rating agencies’ ratings valid?
We research these questions by analyzing the performance of rating
Hsinchu, Taiwan, [email protected], Hung Lung Lin,
agencies. We provide empirical evidence on the performance of rat- Shih-Ting Yang, Yu-Min Chiang
ing services by analyzing the performance of Value Line. We intro- Based on the concept of CI, a three-stage tendency determination
duce the concepts of domination cones, domination structures and non- model of community opinions is proposed to develop a platform for
dominated solutions. gathering public opinions, determining tendency of the community
opinions and supporting decision makers with decision conclusions.
2 - Selecting the Optimal Foreign Dramas for Commer- The three stages include "analysis of opinions contents’, "representa-
cial TV Stations in Taiwan Using Delphi and AHP tion of formatted opinion contents’, and "analysis of opinions tendency
Pi-Fang Hsu, Department of Communications Management, and representation of conclusions’. The proposed model is to extract
Shih Hsin University, No.1, Lane 17, Mu-Cha Road, Sec.1, text-based opinions of individuals into a generally accepted decision-
11604, Taipei, Taiwan, [email protected], Shu-Yu Lin making reference for the decision maker.

This study develops a model for selecting foreign dramas based on 2 - Taiwan Health Communication Research: Applica-
Commercial TV station manager’s perceptions. First, the proposed tion and Impact of New Media
model adopts the Modified Delphi Method to find out the suitable eval- Rose Hung, Department of Communications Management,
uative criteria of foreign dramas. Next, the model apply the Analytic Shih Hsin University, Taiwan, [email protected], Pi-Fang
Hierarchy Process (AHP) to determine the relative weights of crite-
ria, then ranks the alternatives and selects the optimal foreign dramas.
Hsu
The results indicated that concerns think highly of criteria in order are With the rise of social networks and mobile media, health communica-
drama content perspective, cast perspective, advertising budget per- tion models also come with each passing day, compared to traditional
spective, foreign data of origin perspective. media, new media more effectively to achieve the dissemination of
health knowledge and help people or patients to implement lifestyle
3 - Developing a Selection Model for Newspaper Inte- adjustment? This study analysis of the Taiwan government and private
grated Marketing Communication Service health communication activities in recent years, through the combina-
Ya-Han Lin, Department of Communications Management, tion of interviews and questionnaires, the results are analyzed to find
Shih Hsin University, No.1, Lane 17, Mu-Cha Road, Sec.1, out the health communication effect and construct a health dissemina-
11604, Taipei, Taiwan, [email protected], Pi-Fang Hsu tion pattern.

This research develops a model for selecting newspaper integrated 3 - Hybrid MCDM Approach for Company Growth Strat-
marketing communication (IMC) service. The proposed model com- egy Selection in Marketing
prises two parts, with the first part using the modified Delphi method Tuncay Gürbüz, Industrial Engineering, Galatasaray
to identify suitable evaluative criteria of IMC service, while the second University, Ciragan cad. No.36, Ortakoy, 34357, Istanbul,
part applies Analytic Hierarchy Process (AHP) to calculate and rank Turkey, [email protected], Y. Esra Albayrak
the optimal IMC service. Additionally, the model is then tested by a
newspaper IMC service selection case for advertisers. The proposed In today’s competitive markets, one can easily see that the importance
model helps advertisers to effectively select newspaper IMC service, is not producing goods and services but being able to sell what one
making it highly applicable for academia and commerce. produces. Nowadays, the concept of marketing is customer-oriented
and aims to meet the needs and expectations of customers to increase

40
 EURO 25 - Vilnius 2012 MB-43

their satisfaction. While creating a marketing strategy, an enterprise A crucial problem in the analytic hierarchy/network process is how to
must consider many factors and decide to perform either target deter- derive priorities form pairwise comparison matrices. The most popu-
mination or company growth strategies. In this study, company growth lar methods for deriving priorities are eigenvector, proposed originally
strategies are analyzed with a hybrid MCDM method consisting of An- by T. Saaty, logarithmic least square and least square method.The pa-
alytic Network Process and Choquet Integral. per deals with other alternative approaches using methodology of goal
programming — one is based on minimization of sum of absolute or
relative deviations and another on minimization of maximum devia-
tion. Results are compared on a set of randomly generated matrices of
different sizes and different levels of consistency.
 MB-41
Monday, 10:30-12h00
HH-Heyerdahl

AHP/ANP 1  MB-42
Monday, 10:30-12h00
Stream: Analytic Hierarchy Process, Analytic Network
Process BW-Amber
Invited session EURO Doctoral Dissertation Award (EDDA
Chair: Josef Jablonsky, Dept. of Econometrics, University of
Economics Prague, W.Churchill sq. 4, 13067, Prague 3, Czech
2012)
Republic, [email protected]
Stream: EURO Doctoral Dissertation Award (EDDA
2012)
1 - Determinants of customers satisfaction in the Nige-
Invited session
rian aviation industry using AHP model
Adebola Adekoya, Business Administration, University of Chair: Jacques Teghem, Mathro, Faculté Polytechnique/UMonss,
Lagos, Room 111, Dept. of Bus. Admin., Faculty of Bus. 9, rue de Houdain, Rue de Houdain 9, 7000, Mons, Belgium,
Admin., University of Lagos, Akoka, Yaba„ 234, Akoka, [email protected]
Yaba, Lagos, Nigeria, [email protected], B.e.a. Chair: Silvano Martello, DEIS, University of Bologna, Viale
Oghojafor, Emmanuel O. Oyatoye Risorgimento 2, 40136, Bologna, Italy, [email protected]
Chair: Hartmut Stadtler, Institute for Logistics and Transport,
The airline industry in Africa’s most populous nation has witnessed University of Hamburg, Von-Melle-Park 5, 20146, Hamburg,
explosive growth in recent years with older domestic airlines being in Germany, [email protected]
competition with new entrants. The expansion has given Nigerians a Chair: Hartmut Stadtler, Uni Hamburg, Von-Melle-Park 5, 20146,
wider choice of airlines. This research is designed to apply the Ana-
lytic Hierarchy Process to find out the determinants of customers satis- Hamburg, Germany, [email protected]
faction in the Nigerian aviation industry. This is an exploratory study Chair: Ahti Salo, Systems Analysis Laboratory, Aalto University
with focus on primary data which will be collected using convenience School of Science and Technology, P.O. Box 11100, Otakaari 1 M,
sampling and snowballing techniques. A quantitative approach is used 00076, Aalto, Finland, [email protected]
to analyze data provided. Chair: Stéphane Dauzere-peres, Manufacturing Sciences and
Logistics, Ecole des Mines de Saint-Etienne, 880 avenue de Minet,
2 - Performance evaluation of inmetro: a contribution of
13541, GARDANNE, France, [email protected]
multicriteria decision aid
Lorena Berzins, ibmec, Rua Ipanema, 99/902, 22631390, Rio
de Janeiro, RJ, Brazil, [email protected], Luis
Rangel
A performance appraisal program, when well structured, is a useful
 MB-43
tool to measure organization performance. The performance of an em- Monday, 10:30-12h00
ployee is measured under multicriteria, and this work uses AHP, a Mul- BW-Granite
ticriteria Decision Aiding tool, to structure PA. The study was tested
in a governmental organization in Brazil, INMETRO. The method is Stochastic Programming - Stability,
flexible because it can be adjusted to the needs of each department. But
at the same time has the same structure and criteria to the whole orga- Estimation
nization, so it is possible to evaluate the performance of the company
and compare results between each department. Stream: Stochastic Programming
Invited session
3 - Combine ANP and Fuzzy integral approaches for Chair: Petr Lachout, Dept. Probability and Statistics, Charles
supplier evaluation and selection University in Praha, Sokolovská 83, 186 75, Praha, Czech
James Liou, Industrial Engineering and Management, Republic, [email protected]
National Taipei University of Technology, No. 1 Chung-Hsao
E. Rd. Sec. 3, 106, Taipei, Taiwan, [email protected],
Yen-Ching Chuang, Gwo-Hshiung Tzeng 1 - Empirical Estimates via Heavy Tails
Vlasta Kaňková, Econometrics, Institute of Information
In this study, we propose a novel fuzzy integral-based model, which ad- Theory and Automation of ASCR, Pod Vodárenskou vězí 4,
dresses the dependent relationships between the various criteria and the
non-additive weighted gap analysis. The relations-structure among the Praha 8, CZ 18208, Prague, Czech Republic, Czech Republic,
criteria and the weights of the criteria are built with the aid of the Deci- [email protected]
sion Making Trial and Evaluation Laboratory and Analytical Network
Process (DANP) method. The fuzzy integral is then used to aggre-
gate the gaps and weights. The proposed model remedies prior short- Optimization problems depending on a probability measure corre-
comings and should be more reasonable. The method is demonstrated spond to many economic and financial applications. Since this mea-
using data from a Taiwanese company. sure is often unknown, a solution has to be usually determined on the
data basis, underlying distribution function is replaced by empirical
4 - Comparison of methods for deriving priorities in the one. Many efforts has been paid to the investigation of the correspond-
ing empirical estimates of an optimal value and an optimal solution.
analytic hierarchy process It was mostly done for the underlying distribution with thin tails. The
Josef Jablonsky, Dept. of Econometrics, University of aim of the contribution is to focus on the case of heavy tails, including
Economics Prague, W.Churchill sq. 4, 13067, Prague 3, shape parameter in (1,2).
Czech Republic, [email protected]

41
MB-44 EURO 25 - Vilnius 2012

2 - Stochastic program with additional information Because of the environmental degradation, producing green products is
Petr Lachout, Dept. Probability and Statistics, Charles necessary. Since green products are market driven, proposing a method
University in Praha, Sokolovská 83, 186 75, Praha, Czech for pricing on a short-life, green product in market so that an enterprise
or a retailer can make profit from producing and selling the green prod-
Republic, [email protected]
ucts is our primal intention. Under a given market scale and recycling
Treating a stochastic program we usually possess an additional infor- principle, the optimal pricing policy based on Game Theory was pro-
mation about the subject and background which should be incorpo- posed by a developed DP model for two kinds of products which have
rated in the program. Typically, there are historical observations of different degrees of greenness from different manufacturers sold by
the system, recently observed data, expert suggestions and forecasts, one retailer.
knowledge about smoothness of the program, etc. We intend to de-
scribe structure of such programs together with a stability discussion.
3 - Managing perishable goods under different cus-
3 - Universal Confidence Sets - Estimation and Relax- tomer preferences
ation Qing Li, Dept. of ISOM, Hong Kong University of Science
Silvia Vogel, Mathematics and Natural Sciences, Ilmenau and Technology, Clear Water Bay, Kowloon, Hong Kong,
University of Technology, Postfach 100565, 98684, Ilmenau, [email protected], Xiaoli Wu
Thuringia, Germany, [email protected]
The derivation of universal confidence regions for constraint sets, op- The shelf lives of perishable goods are influenced by decisions made
timal values and solutions sets of decision problems usually assumes along the supply chains and on shelves. How should firms coordi-
concentration-of-measure properties for the objective and/or constraint nate the shelf life decisions and inventory decisions? We show that
functions and some knowledge about the true problem, such as values the answer depends critically on customers’ sensitivity to freshness.
of a growth function. If these values are not available, one can estimate We consider two classes of customers and measure sensitivity to fresh-
them relying on the concentration-of-measure inequalities for the true ness by the percentage of customers who purchase only new items, and
functions. We show how such estimates can be derived and incorpo- whether the customers who accept both new and aged items retrieve
rated. Furthermore, we investigate confidence sets which are obtained items FIFO or LIFO.
via relaxation of certain inequalities.

4 - Stability and convexity of chance-constrained prob-

lems with structural dependence
Michal Houda, Econometrics, Institute of Information Theory
and Automation of the ASCR, Pod Vodárenskou vězí 4, Praha
 MB-45
8, CZ 18208, Prague, Czech Republic, [email protected] Monday, 10:30-12h00
BW-Water
In chance-constrained problems, the convexity of the constraint set
is important. It is known that a suitable combination of a concav-
ity property of the probability distribution and concavity of constraint
Applications of Pricing and Revenue
mappings are sufficient conditions to the convexity of the constraint Management
set. We assume furthermore a structural dependence assumption: con-
straint rows not required to be independent. The resulting constraint Stream: Revenue Management
set is non-convex but can be approximated by a convex one. We show Invited session
that, applying stability results on optimal values and optimal solutions,
these remain stable under common assumptions. Chair: Luce Brotcorne, INRIA, Parc Scientifique de la Haute
Borne, 40 avenue Halley, Bat a Park Plaza, 59650, Villeneuve
d’Ascq, France, [email protected]

 MB-44 1 - Revenue management in sequential distribution: An

Monday, 10:30-12h00 application to the Hindi Movie Industry
BW-Marble Megha Sharma, Operations Management, Indian Institute of
Management Calcutta, A-306, Academic Block, IIM Calcutta,
Inventory, Pricing, and Customer Joka, DH Road, Kolkata, 700104, Kolkata, West Bengal,
India, [email protected], Sumanta Basu
Behavior
Stream: Revenue Management With about 125 movie releases in a year, Hindi movie industry is one
Invited session of the largest producers of movies in the world. Over the years the life
cycle of movies has shortened significantly and a movie is typically
Chair: Qing Li, Dept. of ISOM, Hong Kong University of Science premiered on TV within 4 months of its release. While a movie’s earn-
and Technology, Clear Water Bay, Kowloon, Hong Kong, ings from TV premier are significant and decrease sharply with time,
[email protected] an early release cannibalizes revenue from other channels. This work
attempts to determine the optimal timing of TV premier using statisti-
1 - Group buying mechanisms cal methods and mathematical modeling in light of video piracy, and
Rachel Zhang, IELM, Hong Kong UST, Clear Water Bay, movie reviews through social media.
00000, Kowloon, Hong Kong, [email protected]
2 - Dynamic pricing with predefined tariff constraints
When a seller offers quantity discounts, interested buyers may either
self-organize or rely on a third party to aggregate their purchasing
Kris Meyers, Vlerick Leuven Gent Management School and
quantities to obtain lower prices. This paper concerns group buying Ghent University, Reep 1, 9000, Gent, Belgium,
among heterogeneous buyers given a seller’s quantity discount sched- [email protected], Mario Vanhoucke, Behzad Samii
ule under both the uniform price and non-uniform price group buy-
ing mechanisms. We show that the latter have a direct impact on the
We develop a discrete dynamic pricing model for electricity (but also
buyers’ payments, purchase quantities, and the seller’s revenue. We
for applications like mobile communication, car rental) to maximize
also compare buyers’ purchasing quantities and surplus under differ-
profit under fluctuating demand, in a discrete finite time horizon. The
ent group buying mechanisms and when buyers buy alone.
seller has an agreement with the buyers to sell at preset tariffs. He can
2 - Optimal pricing policy for recyclable short life-cycle charge the highest tariffs for a limited amount of periods. Cost is a
piecewise linear function of the quantity sold. We propose an IP for-
products mulation, test the model with numerical experiments and develop al-
Hsiao-Fan Wang, IEEM, Natl Tsing Hua University, 101 gorithms for several extentions like multiple customer segments, cost
Sec.2, Kuang-Fu Rd.„ 30043, Hsinchu, Taiwan, for changing tariffs, stochastic demand.
[email protected]

42
 EURO 25 - Vilnius 2012 MC-02

3 - An efficient heuristic approach for a dynamic pricing

problem in telecommunications
Monday, 12:30-14:00
Jean-robin Medori, OrangeLabs, France,
[email protected], Mustapha Bouhtou, Michel  MC-01
Minoux
Monday, 12:30-14:00
We consider a new pricing problem where a carrier wants to set dy- RB-Alfa
namic prices to maximize daily revenue from a voice service. A Mixed
Integer Quadratic Program (MIQP) is proposed to model this prob- Keynote Lecture: Professor Ceyda Oguz
lem. Because of network load constraints, finding an optimal solution
is challenging. To bypass this computational limitation we propose a
heuristic which solves easier MIQP sub-problems. The heuristic guar- Stream: Keynote, Tutorial and Plenary Lectures
antees a feasible solution whenever the original pricing problem is fea- Keynote session
sible. Experimentations show that it consistently produces solutions Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
close to exact optimum within reduced computation times. Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
4 - A Bilevel Approach for a Long Haul Freight Trans- [email protected]
portation Pricing Problem 1 - Computational Biology and Operations Research
Luce Brotcorne, INRIA, Parc Scientifique de la Haute Borne, Ceyda Oguz, Department of Industrial Engineering, Koc
40 avenue Halley, Bat a Park Plaza, 59650, Villeneuve University, Rumeli Feneri Yolu, Sariyer, 34450, Istanbul,
d’Ascq, France, [email protected], Diaby Moustapha, Turkey, [email protected]
El-ghazali Talbi Advancing the scientific understanding of organisms through compu-
In this talk we consider a pricing problem involving two long-haul full tation has an ever-increasing importance that necessitates more re-
load freight carriers (A,B) operating similar markets. We assume that search into fundamental problems of molecular biology. Research di-
carrier B cannot serve all the demand addressed to him with its own rection for these problems involves better analytical tools and more
transportation fleet. He thus needs to use outsourcing: carrier A or efficient algorithms due to massive volume of data. Hence compu-
its competitors. Carrier A, which unused capacity, has thus to define tational biology can benefit from operations research area for devel-
prices to carrier B transportation requests to maximize revenue and bal- oping mathematical models and devising efficient algorithms. In the
ance the load. This sequential and non-cooperative decision-making literature, while integer programming and network models are usually
process is represented as a bi-objective bilevel program. Numerical employed at the modeling stage, dynamic programming, branch-and-
results are given. bound algorithm, heuristics and metaheuristics are the prevalent com-
putational methods employed for the problems. In this talk, I will give
an overview of application of operations research methods to several
computational problems that are faced in molecular biology.

 MC-02
Monday, 12:30-14:00
RB-Beta

Scheduling Approaches for Complex

Manufacturing Systems
Stream: Scheduling
Invited session
Chair: Lars Moench, FernUniversität in Hagen, 58097, Hagen,
Germany, [email protected]
1 - A GRASP Approach for the Job Shop Scheduling
Problem with Total Weighted Tardiness Objective
Jens Kuhpfahl, School of Economics and Business, Chair of
Production and Logistics, MLU Halle-Wittenberg, Germany,
[email protected], Christian Bierwirth
Supply chain cooperation of companies requires a complex coordina-
tion of distributed but interdependent production processes. A con-
sequence of this development is that production scheduling is often
more concerned with keeping due dates than realizing short flow times
of the jobs. In our talk we consider the job shop scheduling problem
with minimizing the total weighted tardiness. We present a greedy
randomized adaptive search procedure that includes a powerful con-
struction heuristic, an effective selection of neighbourhoods within the
improvement phase and a navigation concept for the search.
2 - Heuristics for Integrated Process Planning and
Scheduling
Oleh Sobeyko, University of Hagen, 58097, Hagen, Germany,
[email protected], Lars Moench
We consider an integrated process planning and scheduling problem
for a flexible job shop. The performance measure is the total weighted
tardiness. A mixed integer programming formulation is presented. Be-
cause the problem is NP hard, we propose an iterative procedure. A
variable neighborhood search scheme is used to select appropriate pro-
cess models, i.e., bill of materials and routes. A shifting bottleneck
heuristic is used to schedule the jobs given a process model. We present
the results of computational experiments.

43
MC-03 EURO 25 - Vilnius 2012

3 - Scheduling Flowline Manufacturing Cells with Inter- 3 - A Multi-Stage Optimisation Approach for Delivery
cellular Moves: The Cell Scheduling Problem Planning and Scheduling
Janis Sebastian Neufeld, Industrial Management, TU Vitaly Bolshakov, Department of Modelling and Simulation,
Dresden, TU Dresden, Fakultät Wirtschaftswissenschaften, Riga Technical University, Kalku Street 1, LV-1658, Riga,
01062, Dresden, Germany, Latvia, Latvia, [email protected], Galina Merkuryeva,
[email protected], Udo Buscher Michael Affenzeller, Erik Pitzer
The scheduling of multiple manufacturing cells with intercellular
Product delivery planning has a high priority in the modern transporta-
moves has not received much attention so far. Analogously to group
tion logistics. In distribution centres, this task is related to tactical plan-
scheduling, for the so called cell scheduling problem a sequence of
ning of different types of product deliveries, taking into the account
jobs within each cell as well as a sequence of part families are de-
predetermined time constraints, transportation costs and variable de-
termined. We point out some major differences between the cell and
mand. Real-life applications also require solution of multiple tasks. A
group scheduling problem. Furthermore, specific problem structures
multi-stage optimisation approach for delivery planning and schedul-
are identified and two simulated annealing algorithms are presented
ing is proposed. Optimisation solutions for separate stages are built
to solve the permutation as well as non-permutation cell scheduling
within HeuristicLab environment and adjusted for a specific business
problem more effectively than existing heuristic approaches.
case.
4 - A New Hybrid Algorithm for Solving the Resource-
4 - Selective and Periodic Inventory Routing Problem
Constrained-Project-Scheduling-Problem (RCPSP).
Özge Tüncel, Industrial Engineering, Koc University, Koc
Luis Moreno, Sistemas, Universidad Nacional de Colombia,
University Rumelifeneri Yolu, Sarıyer, 34450, İstanbul,
Cra. 80 65-223, Bloque M8A of. 207, Medellin, Antioquia,
Turkey, [email protected], Sibel Salman, Onur Kaya, Deniz
Colombia, [email protected], Javier Diaz, Gloria Peña
Aksen
The RCPSP is an NP-hard problem, for which numerous heuristic
methods have been proposed for a solution. Our research presents an A biodiesel production facility collecting waste vegetable oil from
algorithm that is a combination of a known exact branch and bound source nodes uses the collected waste as raw material for biodiesel
algorithm, with a new heuristic manner of "uniformly’ visiting, a pre- production. The manager needs to decide which of the source points
defined number of times, all of the areas for the feasible space of so- to include in the collection program, which of them to visit on each
lutions, and skipping branches in the solution tree, while making ad- day, which periodic routing schedule to repeat over an infinite horizon
ditional search efforts in promising areas. The algorithm is evaluated and how many vehicles to operate such that the total cost is minimized
based on 480 different instances of 30 activities from the PSPLIB li- while the production requirements and operational constraints are met.
brary which is available online. A heuristic model is constructed in order to find near optimal solutions
for small and large sets of instances.

 MC-03
Monday, 12:30-14:00  MC-04
RB-L1 Monday, 12:30-14:00
RB-L2
Business Excellence in Logistics:
Advanced Vehicle and Inventory Routing Optimal Control I
Stream: Business Excellence in Logistics Stream: Optimal Control
Invited session Invited session
Chair: Martin Josef Geiger, Logistics Management Department, Chair: Erik Kropat, Department of Computer Science, Universität
Helmut-Schmidt-University, Holstenhofweg 85, 22041, Hamburg, der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577,
Germany, [email protected] Neubiberg, Germany, [email protected]
Chair: Ekaterina Kostina, Department of Mathematics and
1 - Cyclic Delivery Schedules for Inventory Routing Computer Science, University of Marburg, Hans-Meerwein-Str.,
Problem 35032, Marburg, [email protected]
Gultekin Kuyzu, Industrial Engineering, TOBB University of
Economics and Technology, Sogutozu Caddesi No:43, 1 - Direct Optimal Control Methods for a Centralized Ap-
Sogutozu, 06560, Ankara, Turkey, [email protected], Ali proach to Separation Management
Ekici, Okan Ozener Ekaterina Kostina, Department of Mathematics and Computer
We consider an inventory routing problem where a common vendor is Science, University of Marburg, Hans-Meerwein-Str., 35032,
responsible for replenishing the inventories of several customers over a Marburg, [email protected]
perpetual time horizon. The objective of the vendor is to minimize the
total cost of transportation of a single product from a single depot to A key element of future Air Traffic Management concepts are automa-
a set of customers with deterministic and stationary consumption rate tion tools helping to separate aircrafts in a tactical environment. This
over a planning horizon while avoiding stock-outs at the customer loca- work investigates optimal control approach to separation. Our opti-
tions. We focus on constructing a repeatable (cyclic) delivery schedule mization framework has full information of the traffic situation in an
for the product delivery. airspace volume and hence generates conflict-free trajectories for all
aircrafts within a regarded airspace. Real-time simulations showed that
2 - Multi-Objective Inventory Routing: Recent Advances compared to human solutions the method could yield a significant de-
Martin Josef Geiger, Logistics Management Department, crease of delay, flight track excess, as well as fuel savings. Joint work
Helmut-Schmidt-University, Holstenhofweg 85, 22041, with M. Poppe and L. Walter.
Hamburg, Germany, [email protected], Thibaut
Barthelemy, Marc Sevaux 2 - Optimal control models of renewable energy produc-
We consider a multi-objective generalization of the inventory routing tion under fluctuating supply
problem, in which inventory levels and routing costs are not combined Gernot Tragler, OR and Control Systems, Vienna University
into an overall evaluation function but treated separately. The prob- of Technology, Argentinierstr. 8/105-4, A-1040, Vienna,
lem is solved by local search, and numerical results are computed and Austria, [email protected], Elke Moser, Dieter Grass,
reported. Particular emphasis has been laid on the representation of Alexia Prskawetz
solutions from a practical point of view. In detail, individual frequency
values are derived for each customer, implementing a recurring deliv- We consider optimal control models with infinite horizon, in which
ery policy. Our findings show that there is great potential for tradeoffs fossil and renewable energy cover production-related energy demand.
between the two objectives. The main focus lies on the investigation how prices and policy inter-
ventions (e.g. taxes, subsidies, quotas) can affect the attractiveness of

44
 EURO 25 - Vilnius 2012 MC-06

renewable energy and whether a switch towards a more sustainable en- To cope with increasing traffic, network resource extension may be
ergy supply can be stimulated. The assumption of fluctuating supply traded against congestion based costs. We focus on game theoretic
of renewable energy sources implies non-autonomy, which requires methods applied on scenarios for constrained transport corridors, like
sophisticated numerical solution methods. Parameter values are sup- canals in maritime shipping or similar bottlenecks in other traffic sys-
ported by data and sensitivity analyses are carried out. tems. Real-world traffic corridors are analyzed to obtain information
on restrictions at bottlenecks and corresponding behavior of their users.
3 - Proposing and simulating a new suboptimal hy- In particular, the change of delay and costs when switching from de-
brid embedding-PMP technique for tumor anti- centralized to centralized models is of interest as well as an analysis of
angiogenesis optimal control the interaction between both positions.
Alireza Fakharzadeh, Mathematics Dept., Shiraz University of
4 - Competition and efficiency in the container liner
Technology„ 71555-313, Shiraz, Iran, Islamic Republic Of,
[email protected], Zahra Khoshgam shipping industry
Christa Sys, Transport and Regional Economics, University of
Several mathematical models exist on describing tumor angiogenesis Antwerp, Prinsstraat 13, 2000, Antwerp, Belgium,
process. A famous one the models is proposed by Hahnfeldt et al. [email protected]
which Ledzewics gained a complete solution for that optimal control
model based on the Pontryagin Maximum Principle (PMP). This proto- The present paper examines a model-based measure of competition.
col is not applicable. We introduce a new suboptimal protocol (hybrid This measure of competition based on Boone’s theoretical work quan-
embedding-PMP technique). The simulation results and comparison tifies the impact of marginal costs on performance. Boone shows that
between the analytical solution and the hybrid embedding-PMP proto- when profit differences are increasingly determined by marginal cost
col, for the same initial condition, indicate that our suggested protocol differences, this indicates increased competition. The evolution of
is easier, practical and acceptable. competition will be calculated using a pooled data set of 20 liner op-
erators. After correcting for industry-specific effects (i.e. number of
services, average ship size), the findings suggest that over the 2000-
2008 period the competition has intensified.
 MC-05
Monday, 12:30-14:00
RB-L3
 MC-06
Liner shipping optimization Monday, 12:30-14:00
RB-Gamma
Stream: Maritime Transportation
Invited session Production, planning and facilty location
Chair: Fernando Alvarez, Goteborggata 9, 0566, Oslo, Norway,
[email protected] Stream: Metaheuristics
Invited session
1 - A Multi-period Planning Model for Liner Shipping’s
Chair: Maria Eugénia Captivo, Departamento de Estatística e
Bunker Management Investigação Operacional, Universidade de Lisboa, Faculdade de
Xiaoyu Wang, School of Civil and Environmental Ciências and Centro de Investigação Operacional, Campo Grande,
Engineering, Nanyang Technological University, School of Bloco C6, Piso 4, 1749-016, Lisboa, Portugal, [email protected]
CEE, NTU, 50 Nanyang Avenue, Singapore, 639798,
Singapore, Outside US, Singapore, [email protected],
Chee Chong Teo 1 - A Dynamic Scheduling Approach for Solving the Sin-
gle Machine Total Weighted Tardiness Problem
This paper considers bunker risk management for container lines. A Sener Akpinar, Industrial Engineering, Dokuz Eylul
nonlinear finite horizon optimization program is developed to simul-
taneously optimize liner network planning and bunker hedging. The University, 35160, Izmir, Buca, Turkey,
model captures the uncertainty of bunker price and the associated tol- [email protected], Alper Hamzadayi, Simge Yelkenci
erance for bunker risk exposure. As a rolling-horizon model, it allows Kose, Hanifi Okan Isguder, Atabak Elmi
the updating of the market information and forecast, such as bunker
prices, over the planning horizon. The insights gained from our anal- In this paper we aim at solving the single machine total weighted tar-
ysis would be useful for the container shipping industry in improving diness problem (SMTWT) by combining simulation via genetic algo-
their bunker risk management. rithm (GA). In the classical SMTWT all jobs are available at time zero
to be processed on the machine. In this study jobs enter the system
2 - The Vessel Schedule Recovery Problem - disruption according to an arrival process and processed on a single machine with
management in liner shipping regard to a priority and a due date assigned to each job. The problem
Berit Dangaard Brouer, DTU Management Engineering, consists of a set of independent jobs with distinct processing times,
weights and due dates to be scheduled on a single machine. The solu-
Technical University of Denmark - DTU, Bygning 426, 2800, tion approach is based on GA and simulation.
Kongens Lyngby, Denmark, [email protected], Christian
Edinger Munk Plum, Bo Vaaben, David Pisinger, Jakob 2 - A competitive genetic algorithm for single row facil-
Dirksen ity layout
Maritime transportation is the backbone of world trade and is account- Ravi Kothari, Production & Quantitative Methods, Indian
able for around 3% of the worlds CO2 emissions. We present the Ves- Institute of Management Ahmedabad, c/o SAO Office,
sel Schedule Recovery Problem (VSRP) to evaluate a given disruption Dorm-21, Room-16, Vastrapur, IIM Ahmedabad, 380015,
scenario and to select a recovery action balancing the trade off be- Ahmedabad, Gujarat, India, [email protected],
tween increased bunker consumption and the impact on the remaining
network and the customer service level. The model is applied to 4 Diptesh Ghosh
real cases from Maersk Line. Solutions are comparable or superior to
those chosen by operations managers. Cost savings of up to 58% may The single row facility layout problem (SRFLP) is the NP-hard prob-
be achieved. lem of arranging facilities on a line, so as to minimize the weighted
sum of the distances between all pairs of facilities. We present a ge-
3 - Decision Support to Overcome Traffic Congestion in netic algorithm to solve large SRFLP instances. Our computational
experiments show that an appropriate selection of genetic operators
Constrained Transport Corridors can yield high quality solutions in spite of starting with an initial pop-
Stefan Voss, Wirtschaftsinformatik/Information Systems, ulation that is largely randomly generated. Our algorithm improves on
University of Hamburg, Von-Melle-Park 5, 20146, Hamburg, the previously best known solutions for 24 of 43 benchmark instances
Germany, [email protected], Silvia Schwarze, and is competitive for the remaining ones.
Xiaoning Shi

45
MC-07 EURO 25 - Vilnius 2012

3 - A genetic approach for planning elective surgeries in 3 - Milk Collection in Western Norway Using Trucks and
a Portuguese hospital Trailers
Maria Eugénia Captivo, Departamento de Estatística e Arild Hoff, Molde University College, P.O.Box 2110, 6402,
Investigação Operacional, Universidade de Lisboa, Faculdade Molde, Norway, [email protected]
de Ciências and Centro de Investigação Operacional, Campo
Milk collection is a problem which is well known in rural areas all
Grande, Bloco C6, Piso 4, 1749-016, Lisboa, Portugal, around the world. This talk considers a real world problem for a Nor-
[email protected], Inês Marques, Margarida Pato wegian dairy company collecting raw milk from farmers. Most farms
Reduced budgets in the healthcare sector pressure health institutions to are inaccessible for a large truck carrying a trailer. Thus the routes are
an efficient use of resources. The operating theatre represents a great organized as a main tour between larger parking spots where the trailer
proportion of the hospital budget. Furthermore, it is a central service is left behind, and the truck drives subtours from this spots to visit
with connections and implications in the service of many other hos- the actual farms. The talk will present heuristics for constructing such
pital units. A more efficient use of the operating room becomes of tours and computational results comparing our result with the current
great relevance within the hospital administration. This talk presents plan of the company.
a genetic approach developed to address the elective surgery planning
problem arising in a hospital in Lisbon. Some results obtained with the 4 - Intermodal flexible liner shipping
hospital’s data are presented. Johan Oppen, Molde University College, P O Box 2110,
6402, Molde, Norway, [email protected]
4 - A Hybrid Metaheuristic-Dynamic Programming Algo-
rithm for Integrated Optimization of Manual Order We present a maritime transportation problem dealing with the trans-
Picking and Sorting Warehouse Operations port of frozen
Athanassios Nikolakopoulos, Chemical Engineering, National fish from Russia and Norway to terminals in Norway, the Netherlands
Technical University of Athens, Heroon Polytechneiou, 9, and the UK. The problem can be viewed as a flexible liner shipping
15780, Athens, Greece, [email protected], Ioannis problem, as both the first and the last port, as well as some terminals
along the route, are fixed, while other terminals may also be served
Ganas, Ioannis Konstantaras, Konstantina Skouri by truck via another terminal to save time, or to relieve vessel capac-
This work introduces an ILP formulation of the problem of throughput ity restrictions. We present a mathematical model and show that small
time minimization of order picking and sorting warehouse operations. problem instances can be solved to optimality using standard software.
It includes due times, sorting times and TSP sub-problems with bin
packing constraints. An Evolutionary Threshold Accepting algorithm
and a Dynamic Programming part are combined into a hybrid solution
method. Results are produced for artificial and real life instances and
compared to the results of the algorithmic simulation of conventional
practices. Computational experience shows a 10% reduction of aver-
 MC-08
age total makespan in affordable computational times. Monday, 12:30-14:00
RB-Epsilon

Network Optimization 3
 MC-07 Stream: Network Optimization
Monday, 12:30-14:00 Invited session
RB-Eta Chair: M. Emre Keskin, Industrial Engineering, Bogazici
University, Bogazici Universitesi Endustri Muhendisligi, Hisarustu
Applications of Vehicle Routing / Besiktas, 34470, Istanbul, Turkey, [email protected]
Stream: Vehicle Routing and Logistics Optimization 1 - DiffServ Aware Routing Optimization in Telecommu-
Invited session nication Networks
Chair: Johan Oppen, Molde University College, P O Box 2110, Amaro de Sousa, Universidade de Aveiro, Instituto de
6402, Molde, Norway, [email protected] Telecomunicações, Campus Universitário de Santiago, VAT
Nr. PT502854200, 3810-193, AVEIRO, Portugal,
1 - A Real-World VRP with Uncertain Delivery Quantities [email protected], Carlos Lopes, Dorabella Santos, Filipe Alvelos
Birk Baumbach, Operations Research, Fraunhofer IVI,
Zeunerstrasse 38, 01069, Dresden, Germany, Differentiated Services (DiffServ) aim to provide different QoS levels
[email protected], Axel Simroth to different service classes. We propose the implementation of band-
width based DiffServ where traffic flows of higher QoS classes are
An LPG logistics service provider with a fleet of 200 tank trucks sup- routed by less loaded network links. We define the routing problem as
plies some 150,000 customers. Daily up to 2,000 shipments at a total an Integer Programming Model, which let us obtain lower bounds, and
distance of 40,000 km are handled. The main challenge of this real- propose heuristics to compute feasible solutions. We present compu-
world VRP is the dynamics due to uncertainty in delivery quantities. tational results showing that the heuristics compute good routing solu-
We present a practical solution approach that is twofold: (1) Additional tions and that proper routing optimization can efficiently achieve ser-
information relevant to planning is provided by the use of telematics. vice differentiation.
(2) Uncertainty is considered by specialised algorithms that enable a
permanent dynamic route planning in real-time. As a result the dis- 2 - Optical Fiber Network Design with Real Life Con-
tance travelled could be decreased by 9.8%.
straints and Cost Function
2 - A two phase multi-objective algorithm for the bi- Stanislas Francfort, CORE/M2V, Orange Labs, 38-40 rue du
objective VRP general leclerc, issy les moulineaux, France,
Jorge Oyola, Molde University College, 6411, Molde, [email protected], Frederic Moulis, Cédric
Norway, [email protected], Arne Løkketangen Hervet, Matthieu Chardy
This work deals with a bi-objective vehicle routing problem. This in- The deployment of Fiber To The Home (FTTH) is crucial to telecom-
cludes the balance of the tour lengths as an objective, in addition to the munication operators for both economical and quality of service rea-
usual minimization of the total tour length. A two phase algorithm is sons. This presentation deals with a Passive Optical Network (PON)
proposed to approximate the set of solutions to the problem. In phase I design problem focusing on real-life optical cabling constraints. A
a tabu search heuristic is used to find the solutions that optimize each of large set of expenses, such as labor expenses, is also considered into
the objectives independently. In the second phase, more solutions are the cost function we wish to minimize. This optimization problem is
found either through an iterative process that combines path-relinking formulated as an integer linear program (ILP) and several solving ap-
and local search or a GRASP ruin-and-recreate algorithm. Computa- proaches are designed. Tests performed on real instances assess the
tional results will be presented efficiency of the proposed solution algorithms.

46
 EURO 25 - Vilnius 2012 MC-10

3 - The Package Server Location Problem 3 - A local optimization switch algorithm for packing
Arnaud Malapert, Laboratoire I3S - UMR7271 - UNS CNRS, non-identical circles
2000, route des Lucioles - Les Algorithmes - bât. Euclide B, Georgiy Yaskov, Department of Mathematical Modeling and
BP 121, 06903, Sophia Antipolis, France, Optimal Design, Institute for Mechanical Engineering
[email protected], Mohamed Rezgui, Jean-Charles Problems. National Academy of Sciences of Ukraine, 2/10
Régin, Jean Parpaillon, Yvan Manon Pozharsky St., 61046, Kharkov, Ukraine, [email protected],
We introduce the package server location problem. A number of pack- Yuri Stoyan
age servers are to be located at nodes of a network. Demand for these
package servers is located at each node. The objective is to minimize We consider a problem of packing non-identical circles into a rectan-
the number of package servers while maximizing the efficiency and gle of minimal length. The problem is reduced to a problem of packing
the reliability of the broadcast of packages to clients. These objec- circles of variable radii. A mathematical model of the problem is con-
tives are clearly contradictory: the broadcast becomes more efficient structed and its characteristics are studied. Based on the characteristics
as the number of servers increases. The problem is formulated and we offer a solution strategy of the problem including a number of sub-
analyzed as a multi-objective optimization problem. Results for exact problems. For searching for local minima and solving the subproblems
approaches using MILP are reported. a gradient method of the second order is used. A novel way of switch-
ing from a local minimum to another one is applied. We compare 146
4 - An integrated approach to lifetime maximization in numerical benchmark examples.
wireless sensor networks
M. Emre Keskin, Industrial Engineering, Bogazici University, 4 - Determining the best shipper sizes for sending prod-
Bogazici Universitesi Endustri Muhendisligi, Hisarustu / ucts to customers
Besiktas, 34470, Istanbul, Turkey, Ramon Alvarez-Valdes, Statistics and Operations Research,
[email protected], I. Kuban Altinel, Necati Aras, University of Valencia, Faculty of Mathematics, Doctor
Cem Ersoy Moliner 50, 46100, Burjassot, Spain, [email protected],
Mathematical programming provide a very utilizable tool for opti- Maria Teresa Alonso Martínez, Francisco Parreno, Jose
mizing some Wireless Sensor Network (WSN) performance metrics Tamarit
by concentrating on some of the decision instruments such as, sen-
sor placement, sensor scheduling, data and mobile sink routing. In A distribution company in Spain has to send products, packed into
this work, we introduce two new mathematical programming models, shipper boxes, from the store to the retail shops. The problem is to
which integrate all the decision instruments. We quantify the effect of decide the sizes of the shipper boxes to keep at the store so as to mini-
our integrated approach by comparing results of our models with the mize the cost of packing all the forecasted demands along the planning
results of some mathematical models from the literature. horizon. In this work we describe several integer linear programming
formulations for the problem and a metaheuristic algorithm based on
reducing and increasing the sizes of shipper boxes. A computational
study conducted on real instances provided by the company is pre-
sented and discussed.
 MC-09
Monday, 12:30-14:00
RB-Zeta

Cutting and Packing 3  MC-10

Monday, 12:30-14:00
Stream: Cutting and Packing RB-Theta
Invited session
Chair: Ramon Alvarez-Valdes, Statistics and Operations Research, Non-deterministic models
University of Valencia, Faculty of Mathematics, Doctor Moliner Stream: Production and the Link with Supply Chains
50, 46100, Burjassot, Spain, [email protected]
Invited session
1 - An analysis of the problem instances and the data Chair: Farouk Yalaoui, Institut Charles Delaunay, ICD LOSI,
sets used for computational experiments in the Iden- University of Technology of Troyes, 12, Rue Marie Curie BP
tical Item Packing Problem 2060, 10000, Troyes, France, [email protected]
Elsa Silva, INESC TEC, Porto, Portugal, Chair: De Souza Mauricio, Departamento de Engenharia de
[email protected], José Fernando Oliveira, Gerhard Produção, Universidade Federal de Minas Gerais, Av. Presidente
Wäscher Antônio Carlos, 6627 , Belo Horizonte, Brazil,
The two-dimensional rectangular Identical Item Packing Problem
[email protected]
(IIPP) consists in placing the maximum number of identical rectangu- Chair: Y. Ilker Topcu, Industrial Engineering, Istanbul Technical
lar items onto a single rectangular pallet. This problem has been widely University, Istanbul Teknik Universitesi, Isletme Fakultesi, Macka,
studied in the last forty five years, and different problem instances and 34357, Istanbul, Turkey, [email protected]
data sets had been used for the computational experiments of the dif-
ferent approaches proposed to solve the problem. In this work, these
problem instances and data sets are analyzed and the hardest and un- 1 - Manufacturing flexibility in an oligopoly competition
solved problem instances pointed out, highlighting the direction for with demand uncertainty
future research in the IIPP. Liu Yang, Business School, University of International
Business and Economics, Business School, University of
2 - Optimizing Shelf Space in Retail Stores International Business and Economics, No. 10, Hui Xin Dong
Teresa Bianchi-Aguiar, INESC TEC, Faculty of Engineering, Jie, Chao Yang District, Beijing, 100029 China, 86-010,
University of Porto, Portugal, [email protected], Maria Beijing, China, [email protected], Chi To Ng
Antónia Carravilla, José Fernando Oliveira
In retail stores, the number of available products is constantly increas- This paper investigates manufacturing flexibility in an oligopoly com-
ing, leading to a continuous need for space management. To do so, petition with demand uncertainty. We consider a general oligopoly
retailers rely on planograms, designs of fixtures (e.g. shelves) showing model consisting of n firms who adopt either flexible capacity strategy
the desired products allocation. Driven by the case of a Portuguese su- or in-flexible capacity strategy to compete in a same market. We char-
permarket chain, we will present a hierarchical approach to planogram acterize the equilibrium of the competition. We find that the equilib-
generation, a Placement C&P Problem known in literature as Shelf rium is classified into four situations, when FCS is dominant; IFCS is
Space Allocation Problem. The proposed approach splits the problem dominant; two strategies coexist; and none is profitable, respectively.
into two main levels: allocation of space to each product and placement We also conduct sensitive analyses of the key influential factors and
of product items into each allocated space. provide some managerial insight.

47
MC-11 EURO 25 - Vilnius 2012

2 - Designing a robust supply chain for competition 3 - Development of an optimisation framework for
against existing competitors in retailer level scheduling of street works
Ghasem Rajabloo, Industrial Engineering, Urmia University Rahman Pilvar, Institute for Transport Studies, University of
of Technology, Band Ave, Urmia, Iran, Urmia, West Leeds, LS2 9JT, LEEDS, WEST YORKSHIRE, United
Azarbayjan, Iran, Islamic Republic Of, Kingdom, [email protected]
[email protected], Shabnam Rezapoor, Maghsud
Solimanpur Urban transportation networks are subject to various capacity-
degrading events due to road maintenance and utility works activities.
We present a model for robust design of the network of an entrant sup- All so often a conflict of interest prevails among the stakeholders re-
ply chain in markets with price dependent demands and a pre-existing garding the underlying street works details such as the timing, suit-
competing chain. The model assumes dynamic competition between able level of capacity occupation, etc. The present article provides a
new and existing supply chains, probabilistic customers’ behavior and Network Design Problem framework for optimum scheduling of street
probability of disruption in facilities and transportation links. We con- works in a transportation network. A multi-objective bi-level program-
sider extra capacity, strategic stock and substitutable facility strategies ming formulation is presented to minimise the total costs associated
to mitigate the effects of possible disruptions and the impact of facil- with delays to road users and utility companies while ensuring that the
ity location decisions. We illustrate and discuss the obtained results accessibility level of the network would be minimally affected.
through several numerical examples.
4 - Optimal Bus Route Frequency Allocation in a Large-
3 - A decision analysis on cooperative advertising Scale Urban System
Sebnem Burnaz, Management Engineering, Istanbul Technical Hani Mahmassani, Transportation Center, Northwestern
University, ITU Isletme Fakultesi, Macka, 34357, Istanbul, University, 600 Foster St, 60208, Evanston, Illinois, United
Turkey, [email protected], Esin Ekmekci, Y. Ilker Topcu States, [email protected], Ismail Omer Verbas

Today competition takes place among supply chains. Therefore, it is This study develops new formulations for the bus frequency allocation
critical for the companies to sustain collaborative relationships with problem. Existing bus frequency allocation in the literature maximizes
their stakeholders. At this point, cooperative practices gain more im- ridership and waiting time savings subject to budget, fleet, policy head-
portance to build competitive advantage. Manufacturers use cooper- way and maximum load constraints by solving for route frequencies.
ative (co-op) advertising to strengthen the image of their brands and The formulations consider routes with multiple service patterns, and
to motivate consumers in their buying decisions. This study aims to include cost minimization with minimum ridership constraint, bus size
analyze the changes in the portions of manufacturer and distributor in selection as an additional decision variable, and maximum load as a
sharing co-op advertising in sectors represented by different levels of penalty function. The approach is demonstrated in an actual large-
substitution rate and competition intensity. scale system.

 MC-11  MC-12
Monday, 12:30-14:00 Monday, 12:30-14:00
RB-Iota RB-Omicron

Transport Planning Application of fuzzy logic and soft

methodologies in decision-making and
Stream: Transportation and Logistics financial modelling
Invited session
Chair: Hani Mahmassani, Transportation Center, Northwestern Stream: Fuzzy Sets and Soft Computing
University, 600 Foster St, 60208, Evanston, Illinois, United States, Invited session
[email protected] Chair: Robert Fullér, IAMSR, Åbo Akademi University,
Joukahainengatan 3-5, 20520, Åbo, Finland, [email protected]
1 - New Algorithm for the Stochastic Generalized Trans- Chair: Mikael Collan, Department of Business Economics and
portation Problem Law, Lappeenranta University of Technology, Raivaajankatu 5 as.
Marcin Anholcer, Department of Operations Research, 3, 24100, Salo, Finland, [email protected]
Poznan University of Economics, Al. Niepodleglosci 10,
61-875, Poznan, Poland, [email protected] 1 - Fuzzy Models and Statistics
Reinhard Viertl, Statistics and Probability Theory, Vienna
Generalized Transportation Problem (GTP) is a variant of Transporta- University of Technology, Wiedner Hauptstr. 8, 1040, Wien,
tion Problem where the amounts (or values) of good change during the
transportation process. We consider the stochastic version of the prob- Austria, [email protected]
lem, where the values of demand of the destination points are random
variables. The goal is to minimize the expected value of the total cost. In statistics there appear different kinds of uncertainty. One which is
We present new exact method for the GTP. frequently neglected is fuzziness of data. In order to obtain realistic re-
sults from statistical inference it is necessary to describe the fuzziness
of data quantitatively. This is possible using fuzzy models. Gener-
2 - The Dynamic Driver-Routing Problem alized statistical methods are available and related software is under
Niels Agatz, Decision and Information Science, RSM development. Another kind of fuzziness is the uncertainty of a-priori
University, Burg. Oudlaan 50, 3000DR, Rotterdam, distributions in Bayesian inference. This uncertainty can be described
Netherlands, [email protected], Jordan Srour, Johan Oppen by so-called fuzzy probability distributions. Related generalized pro-
cedures will be given.
The dynamic dial-a-driver service is an innovative concept in the realm
of passenger transportation in which the customer requests a driver to 2 - An Integration of TOPSIS Method and Interval Type II
transfer him/her from one location to another in the customer’s own Fuzzy Sets to Evaluate Municipality Investment Alter-
car. A particularly dynamic application of this service focuses on peo-
ple who must get themselves and their car home safely after drinking
natives: The Case of Istanbul Municipality
too much. In this study, we consider the problem of assigning drivers to Nazmi Sener, Industrial Engineering, University of Yalova,
customer requests and company chase cars to driver requests with the Muhendislik Fakultesi Sehit Ömer Faydali Cad., Yalova
objective to minimize the total distance traveled by the chase vehicles. Ataturk Stadyumu karsisi Merkez, 77100, Yalova, Turkey,
[email protected], Hasan Huseyin Turan

48
 EURO 25 - Vilnius 2012 MC-14

Due to the limited capital sources, municipalities have to be careful This work addresses the integrated lot sizing and scheduling problem
about defining the investment priorities. Thus, in this study the ex- that occurs in a very competitive market in which the good service
tension of TOPSIS method and interval type II fuzzy sets is suggested level show up in the competition for the clients. The operational en-
to guide municipalities. A survey conducted on strategic planning ex- vironment is composed of unrelated parallel machines with sequence-
perts is used as initial information for the proposed model. As a case dependent setup times and costs. Backordering is allowed but it is ex-
study suggested method is tested to rank several alternatives in Istan- tremely undesirable. We propose several resolution methods based on
bul. The results reveal insights for feasibility and effectiveness of pro- the relax-and-fix heuristics where hybrid partitioning strategies are an-
posed methodology. Finally, sensitivity analysis is performed to test alyzed. The computational experiments were conducted on randomly
the stability of the rankings. generated instances and real problems.

3 - Quantifying expected benefits from investment 3 - A hybrid metaheuristic for production planning in the
projects with the fuzzy pay-off method spinning industry
Mikael Collan, Department of Business Economics and Law, Victor Camargo, Institute of Mathematics and Computer
Lappeenranta University of Technology, Raivaajankatu 5 as. Sciences, University of São Paulo, Av. do Trabalhador
3, 24100, Salo, Finland, [email protected] são-carlense, 400, 13566-590, São Carlos, SP, Brazil,
The pay-off method is a simple new method for framing the invest- [email protected], Franklina Toledo, Bernardo
ment profitability analysis problem and for enhancing the support for Almada-Lobo
investment decision making. The method is based on directly deriving
We investigate a two-stage lot-sizing and scheduling problem aris-
a fuzzy number from a set of cash-flow scenarios that is then used as a
ing at a spinning industry. A new hybrid metaheuristic called HOPS
basis for derivation of descriptive numbers. These descriptive numbers
(Hamming-Oriented Partition Search) are proposed to solve the prob-
include, e.g., the real option value. The method is a complement to the
lem. It is a branch-and-bound procedure that incorporates a fix-and-
profitability analysis toolpack of managers and is very robust and can
optimize improvement method. An innovative partition choice for the
be used for all types of investments, it is "excel compatible" and fully
fix-and-optimize is developed. The computational tests with instances
transparent all the way.
generated based on real data attest the HOPS to be a good alterna-
4 - Numerical Patent Analysis with a Fuzzy Compound tive to solve MIPs with recognized partitions such as the lot-sizing and
scheduling case.
Real Option Model
Xiaolu Wang, Åbo Akademi University, Finland,
[email protected]
Patent valuation has always been a difficult task due to the great un-
certainties involved in patent exploitation process, which provides us  MC-14
with the incentive to use fuzzy estimator for the volatility of the ex- Monday, 12:30-14:00
pected future monopoly profits. It is also recognizable that investing in RB-Omega
patent application buys the investor an right, but not an obligation, to
commercialize the innovation, we therefore present how the proposed
fuzzy compound real option model can be used to generate decision- Resource allocation and scheduling in
support for deciding whether to go ahead with a patent application or practice: further complexity
not.
Stream: Scheduling under Resource Constraints
Invited session
Chair: Sacramento Quintanilla, Economia Financiera y
 MC-13 matematica, University of Valencia, Avda. Naranjos s/n, 46071,
Monday, 12:30-14:00 Valencia, Spain, [email protected]
RB-Tau
1 - Balancing the use and distribution of warehouse re-
Lot-sizing and Related Topics 3 sources: a scheduling pre-processing procedure
M. Angeles Pérez, Mathematics for Ecomomy, University of
Stream: Lot-sizing and Related Topics Valencia, Avda Naranjos s/n, 46021, Valencia, Spain,
Invited session [email protected], Francisco Ballestin, M.Pilar Lino,
Chair: Franklina Toledo, Applied Mathematics and Statistic, Sacramento Quintanilla, Vicente Valls
ICMC - USP, Av. Trabalhador Saocarlense, 400, CP 668, Scheduling warehouse storage/retrieval orders is a complex process
13.560-970, Sao Carlos, Sao Paulo, Brazil, [email protected] that assigns to each order a location, a forklift and a start time, tak-
ing into account pallet specifications, traffic restrictions and forklift
1 - An approach of implementing the Kalman filter in the capabilities. Locations are previously selected maximizing total free
storage space but, their spatial distribution and forklift requirements
calculation of lot sizes influence the total time required to complete the orders. We present a
Katharina Amann, Chair of Production and Logistics, multi-objective heuristic algorithm that re-assigns locations balancing
Georg-August-University Goettingen, Platz der Göttingen spatial distribution and forklift workloads. Computational results are
Sieben 3, 37073, Göttingen, Lower Saxony, Germany, also presented.
[email protected], Jutta Geldermann
2 - Simultaneous allocation of medical resources and
Nowadays, Production Planning is an important assignment in indus- scheduling of visits in a Hospital at Home service
trial companies. In fact, many companies use simple approaches with
several restrictions to plan their production. The presentation intro-
Sacramento Quintanilla, Economia Financiera y matematica,
duces an advanced approach in Production Planning: It includes the University of Valencia, Avda. Naranjos s/n, 46071, Valencia,
Kalman filter as an estimator of the customers demand in the calcula- Spain, [email protected], Francisco Ballestin, M.Pilar
tion of lot sizes. A forecasting competition between the Kalman filter Lino, M. Angeles Pérez, Vicente Valls
and well-know forecasting methods is performed. Based on these re-
sults, the possible impact of forecasting methods on lot sizes and stock In a Hospital at Home Service, patients are at home and have to be vis-
levels as well as service levels is analyzed. ited regularly by a team comprising a doctor and a nurse. The Service
has a pool of doctors and nurses with different specializations. The
2 - Hybrid relax-and-fix heuristics for the lot-sizing and team that visits a patient has to have the expertise required to treat the
scheduling problem in the industry of consumer patient. The Service daily determines the teams and vehicles that will
visit patients and also establishes the sequence of visits for each team
goods for personal hygiene with the objective of cost minimization. We present a solution proce-
Debora Ronconi, Production Engineering, University of Sao dure for this resource allocation and task scheduling problem and some
Paulo, Av. Prof. Almeida Prado,128, 05508070, Sao Paulo, computational results.
Sao Paulo, Brazil, [email protected], Márcio Kawamura

49
MC-15 EURO 25 - Vilnius 2012

3 - Approximate algorithms for simultaneous project Two mixed-integer non-linear programming (MINLP) models for the
scheduling and resource allocation with controllable optimal short-term hydro-scheduling (STHS) are compared. These two
models include the following features: head-dependency, start/stop of
processing times units, discontinuous operating regions, and discharge ramping con-
Jose M. Framinan, Industrial Management, School of straints. Furthermore, they consider hydroelectric power generation
Engineering, University of Seville, Avda. de los as a nonlinear function of both the water discharge and the net head. In
Descubrimientos s/n, Seville, Spain, [email protected], Victor order to compare assumptions and results of both models, we adjusted
Fernandez-Viagas Escudero the first one in order to apply it in the case of the second, the main
cascaded hydro systems in Portugal.
This paper presents several heuristics for an integrated Project
Scheduling and Staff Assignment (PSSA) problem where tasks have 3 - Continuous optimization using a biologically-
precedence relations and release times. The processing time of each motivated multilevel system
task depends on the amount of resources assigned (over- and under-
coverage is allowed). Furthermore, the employee can perform certain
JongChen Chen, Information Management, National YunLin
task only feasible if he/she possesses the appropriate skill. The ob- University of Science and Technology, 123 University Road,
jective is to minimize the makespan of the project. A GRASP and an Section 3, Douliu, Taiwan, Taiwan, [email protected]
Iterated Greedy algorithm have been designed and successfully tested
on a test-bed based on the well-known library PSPLIB. Our group had previously developed a multilevel system operating
across a wide spectrum of organizational levels. The interactions
4 - Project Resource Leveling and Robustness Opti- among different levels of information processing expand its problem
mization using ANP solving capability. To address the continuous optimization problems,
Elena Rokou, Industrial Management & OR, Mechanical we used the system to control the motions of a walking robot. The
experimental results showed that the robot was capable of learning in
Engineering, National Technical University of Athens, a continued manner in a physical environment. We then made some
Heroon Polytechneiou 9 9, Athens, Greece, Greece, change in the robot’s structure, and the results showed the system pos-
[email protected], Konstantinos Kirytopoulos sessed continuous optimization capability.

The paper presents a DSS for multi-objective project scheduling un- 4 - Nonlinear Optimal Control of Spacecraft Attitude Us-
der precedence and resource constraints. It handles both preemptive
and not scheduling, multiple performing modes and partial or full al- ing Internal Momentum Rotors
location of resources to activities. Project performance criteria are M. Navabi, Shahid Beheshti University, GC, Iran, Islamic
makespan minimization, resource leveling and robustness. Firstly the Republic Of, [email protected], Mina Tavana
decision maker sets the weighting factors for each component using
ANP and a linear value function is formed. Secondary, backward and In this paper, attitude of a satellite is controlled by internal momen-
forward SGS along with priority rules generate initial feasible sched- tum rotors utilizing a nonlinear optimal control method. This method
ules that are further exploited by an adaptive GA. is based on State Dependent Riccati Equation. It is difficult to solve
a nonlinear system optimally with state and control constraints. The
capabilities of State Dependent Riccati Equation technique are illus-
trated in producing control design for spacecraft attitude control with
quadratic constraint on quaternion. The simulation results show that
 MC-15 the mentioned method have desired accuracy for spacecraft attitude
nonlinear control problems.
Monday, 12:30-14:00
RB-2101

Nonlinear Optimization and Applications 2

Stream: Nonlinear Programming
 MC-16
Monday, 12:30-14:00
Invited session
RB-2103
Chair: Edite M.G.P. Fernandes, Algoritmi R&D Centre, University
of Minho, School of Engineering, Campus de Gualtar, 4710-057, Numerical methods of nonsmooth
Braga, Portugal, [email protected]
optimization
1 - A multi-layers method to improve optimization algo- Stream: Nonsmooth Optimization
rithms. Application to the design of bioreactors for Invited session
water treatment. Chair: Albert Ferrer, Dpt. of Applied Mathematics I,
Benjamin Ivorra, Matematica Aplicada, Universidad Technological University of Catalonia, Av. Doctor Marañon,
Complutense de Madrid, Plaza de ciencias, 3, 28040, Madrid, 44-50, 08028, Barcelona, Catalunya, Spain,
Spain, Spain, [email protected], Juan M. Bello Rivas, [email protected]
Jérôme Harmand, Angel Manuel Ramos, Alain Rapaport

We envision global optimization as finding a suitable initial guess of a 1 - Hyperbolic smoothing function method for minimax
considered optimization algorithm. One can imagine that this possibil- problems
ity improves the existing optimization methods. To do so, we present a Adil Bagirov, School of Science, Information Technology &
methodology that consists in the resolution of a sub-optimization prob-
lem by using a multi-layers line search algorithm. We check the effi- Engineering, University of Ballarat, University Drive, Mount
ciency of this approach by considering benchmark and industrial prob- Helen, P.O. Box 663, 3353, Ballarat, Victoria, Australia,
lems. In particular, we focus on the optimization of the shape and hy- [email protected]
drodynamic properties of a bioreactor in which a wastewater substrate
is degraded by a microbial ecosystem. In this talk, we discuss an approach for solving finite minimax prob-
lems. This approach is based on the use of hyperbolic smoothing func-
2 - Comparing two MINLP models for the Hydro tions. In order to apply them we reformulate the objective function in
Scheduling Problem: The case of a head-dependent the minimax problem. Based on these results an algorithm for solving
the finite minimax problem is proposed. We present results of numer-
cascaded reservoir system in Portugal ical experiments and compare the proposed algorithm with the algo-
Javier Diaz, Sistemas e Informatica, Universidad Nacional de rithm that uses the exponential smoothing function as well as with the
Colombia, Cra 80 65-223, Facultad de Minas Bloque m8A algorithm based on nonlinear programming reformulation of the finite
oficina 212, 1, Medellin, Antioquia, Colombia, minimax problem.
[email protected], Luis Moreno

50
 EURO 25 - Vilnius 2012 MC-18

2 - Nonsmooth nonconvex optimization via smooth op- 2 - Integrating forward and reverse flows: a generic
timization model for remanufacturing activity
Gurkan Ozturk, Industrial Engineering, Anadolu University, Neslihan Demirel, Industrial Engineering, Gazi University,
AU-MMF-Industrial Engineering, Iki Eylul Campus, 26480, Turkey, [email protected], Hadi Gökçen
Eskisehir, Turkey, [email protected], Adil Bagirov
The importance of the recovery of used products has been widely rec-
In this paper, an algorithm for minimizing locally Lipschitz functions ognized in the literature and practice. This is mainly due to the envi-
is developed. Descent directions in this algorithm are computed by ronmental deterioration and the limited capacities of disposal areas. To
solving a system of linear inequalities. In order to solve this system we plan a closed loop supply chain strategically and to coordinate produc-
reduce it to the minimization of the convex piecewise linear function tion, remanufacturing, disposal and outsourcing operations efficiently,
over the unit ball. Then the hyperbolic smoothing function is applied we proposed a multi-level, multi-product, multi-period mixed integer
to approximate this problem by the sequence of smooth problems. linear programming (MILP) model. We illustrated the model on a nu-
merical example and carried out sensitivity analyses.
3 - A Truncated Codifferential Method: Using hypogra-
dients from current and previous iterations 3 - Multi-Period Reverse Logistics Network Design
Ali Hakan Tor, Department of Mathematics, Middle East Sibel A. Alumur, Industrial Engineering Department, TOBB
Technical University, Inonu Bulvari, Cankaya, 06531, Ankara, University of Economics and Technology, Sogutozu cad.
Turkey, [email protected], Adil Bagirov No:43, Sogutozu, 06560, Ankara, Turkey,
[email protected], Stefan Nickel, Francisco
The propesed method uses the concept of codifferential. To construct Saldanha-da-Gama, Vedat Verter
the whole set of codifferential is too complicated, so a few elements of
this set are used to find the descent directions. Moreover, the method In this paper, we propose a profit maximization modeling framework
employs not only a few elements from the codifferential at current iter- for reverse logistics network design problems. We present a mixed-
ation but also some codifferentials from previous iterations for compu- integer linear programming formulation that is flexible to incorporate
tation of descent directions. The convergence of the proposed method most of the reverse network structures plausible in practice. The pro-
is proved. By using performance profiles, results of numerical exper- posed general framework is justified by a case study in the context of
iments addressing a set of convex and nonconvex test problems are reverse logistics network design for washing machines and tumble dry-
reported by comparing some other methods. ers in Germany. We conduct extensive parametric and scenario anal-
ysis to illustrate the potential benefits of using a dynamic model, and
4 - Iterative local search algorithm for solving non- also to derive a number of managerial insights.
smooth flow shop problems
Albert Ferrer, Dpt. of Applied Mathematics I, Technological
University of Catalonia, Av. Doctor Marañon, 44-50, 08028,
Barcelona, Catalunya, Spain, [email protected], Angel,
A. Juan, Helena Ramalhinho Lourenço  MC-18
Monday, 12:30-14:00
This work discusses the use of an Iterative Local Search (ILS) algo- RB-2107
rithm for solving flow-shop problems with non-smooth objective func-
tions. The ILS framework has been adapted to perform a parameter-
free local-global search process. The parameter-free property distin- Financial Modelling
guishes our approach from other similar approaches, which perfor-
mance strongly depends upon several parameters. A set of experiments Stream: Financial Modelling & Risk Management (con-
have been carried out. The results obtained so far suggest that our ap- tributed)
proach can be successfully applied in a variety of non-smooth schedul-
ing problems.
Contributed session
Chair: Tatjana Slijepcevic-Manger, Faculty of Civil Engineering,
University of Zagreb, Fra Andrije Kacica-Miosica 26, 10000,
Zagreb, Croatia, [email protected]

 MC-17 1 - Moment-matching method with monomial approach

Monday, 12:30-14:00 Alessandro Staino, Business Science Department, University
RB-2105 of Calabria, Via Pietro Bucci Cubo 3c, 87036, Arcavacata di
Rende (CS), Italy, [email protected], Andrea
Reverse Logistics Network Design Consiglio
Moment-Matching methods are often used to find an approximated so-
Stream: Applications of Location Analysis lution to stochastic programming problems where the uncertainty is
Invited session modeled through continuous distributions. In this paper we present a
Chair: Sibel A. Alumur, Industrial Engineering Department, moment-matching method coming from the monomial method which
TOBB University of Economics and Technology, Sogutozu cad. is a technique to solve systems of algebraic equations iteratively.
Specifically, we show how to generate distributions of financial returns
No:43, Sogutozu, 06560, Ankara, Turkey, [email protected] so that some statistics are matched. A very valuable feature of our
method is its capability of generating arbitrage-free financial markets.
1 - Sustainable Reverse Logistics Network Design for
Multi-modal Transport of Household Plastic Waste 2 - Stratified Sampling Implementations in Financial
Jacqueline Bloemhof, Operations Research and Logistics, Simulation
Wageningen University, Hollandseweg 1, 6700 EW, Ismail Basoglu, Industrial Engineering, Science Institute,
Wageningen, Netherlands, [email protected], Industrial Eng. Dept. Engineering Faculty, Bogazici
Xiaoyun Bing, Jack van der Vorst University South Campus Bebek, 34342, Istanbul, Turkey,
[email protected], Wolfgang Hörmann
Household plastic waste can be collected, separated and treated to be
used as recycled plastics again. This is both an economically and en- Monte Carlo methods are applicable to most of the rare event financial
vironmentally attractive option, although transportation of the plastic problems. Yet, the yielding variance is large for this type of stochastic
waste also causes extra environmental and economic costs. This pa- events. One can use stratified sampling, which is based on the de-
per studies the reverse logistics network of plastics in the Netherlands composition of the sampling domain and conditional sampling within
and adopts multi-modality transportation to deal with future increase each stratum and simulation results are combined throughout the strata.
of plastic waste. We use an MILP model-based scenario study taking Our research is mainly focused on optimal construction of strata struc-
into account transportation, processing and emission costs to develop tures and implementing stratified sampling in an automatic and effi-
a sustainable logistics network design. cient manner for different type of financial problems.

51
MC-19 EURO 25 - Vilnius 2012

3 - Modeling Hedge Fund Performance Using Neural 3 - Multicriteria ranking of Spanish banks from the 2011
Network Models European Banking Authority wide stress test
Joseph Paradi, Chemical Engineering and Applied Chemistry, Mila Bravo, ALCOY SCHOOL, TECHNICAL
Univeresity of Toronto, 200 College Street, M5S3E5, Toronto, UNIVERSITY OF VALENCIA, 03801, ALCOY, Spain,
Ontario, Canada, [email protected], Marinos [email protected], Antonio Benito
Tryphonas This paper aims at ranking 25 Spanish banks from external informa-
tion published by the Bank of Spain, which provides financial criteria
New neural network model evaluates monthly mutual fund using back- from the European Banking Authority (EBA)-wide stress test in 2011.
wards elimination regression for explanatory variable selection. The As a previous step, each bank is characterized from the criteria as non-
case study on 293 N/A hedge funds between 1998 and 2010. 25 risk dominated or dominated by convex combinations of the other banks.
factors including equity, fixed income, foreign exchange, and com- Weighted goal programming (which requires assuming preferences for
modity factors were employed as explanatory variables. Two main the criteria) and the moderate pessimism decision making model un-
conclusions: 1) the new neural network model delivered better out-of- der uncertainty (which does not require assumptions on preferences)
sample performance compared to linear regression models; 2) risk fac- are used to rank the non-dominated banks.
tor selection based on backwards elimination regression consistently
improved the model performance across the whole time period.

4 - Ruin probability functions with N intersections

Tatjana Slijepcevic-Manger, Faculty of Civil Engineering,  MC-20
University of Zagreb, Fra Andrije Kacica-Miosica 26, 10000, Monday, 12:30-14:00
Zagreb, Croatia, [email protected]
RB-2113
In this paper we show that for any positive integer N we can construct
two spectrally negative Levy processes such that their ruin probabil- Risk Analysis and Credit Scoring
ity functions have at least N positive intersections. This means that in
some cases the optimal ruin strategy can be very unstable. Stream: Data Mining in the Financial Sector
Invited session
Chair: Cristian Bravo, Department of Industrial Engineering,
University of Chile, Republica 701, Santiago, 8370439, Santiago,
 MC-19 Chile, [email protected]
Monday, 12:30-14:00
1 - Improving Credit Scoring by Differentiating Defaulter
RB-2111 Behavior
Cristian Bravo, Department of Industrial Engineering,
Quantitative approaches to bank University of Chile, Republica 701, Santiago, 8370439,
performance and asset evaluation Santiago, Chile, [email protected], Lyn Thomas,
Richard Weber
Stream: Operational Research and Quantitative Mod- In this work, we formalize the common notion that there are two types
els in Banking of defaulter, those who do not pay because of cash flow problems,
Invited session and those that do not pay because of lack of willingness to pay. We
Chair: Enrique Ballestero, Escuela Politecnica Superior de Alcoy, proposes to differentiate them using a game theory model to describe
their behavior, and from this model construct a set of constraints for
Technical University of Valencia, 03801, Alcoy (Alicante), Spain, a semi-supervised constrained clustering algorithm that creates a new
[email protected] target variable. We benchmark several multiclass supervised models
Chair: Mila Bravo, ALCOY SCHOOL, TECHNICAL to test the approach, finding significant improvement in classification
UNIVERSITY OF VALENCIA, 03801, ALCOY, Spain, accuracy, and strong insights about defaulters.
[email protected]
2 - Intensity models and transition probabilities for
1 - Ranking funds offered by the Spanish CaixaBank: A credit card loan delinquencies
Jonathan Crook, University of Edinburgh Business School,
compromise approach to performance
University of Edinburgh, Credit Research Centre, 50 George
Enrique Ballestero, Escuela Politecnica Superior de Alcoy,
Square, EH8 9AL, Edinburgh, Lothian, United Kingdom,
Technical University of Valencia, 03801, Alcoy (Alicante),
[email protected]
Spain, [email protected]
We estimate the probability of delinquency and default for a sample
The CaixaBank offers funds to customers. To evaluate their perfor- of credit card loans using intensity models, via semi-parametric mul-
mance a linear-quadratic compromise programming model is devel- tiplicative hazard models with time-varying covariates. These models
oped. This measure can be extended to many investment criteria while allow for insights into the factors that affect movements towards (and
the traditional ratio-based and leverage-based measures are essentially recovery from) delinquency, and into default (or not). Results indi-
limited to profitability and risk. It also avoids negativity in the ratio cate that different types of debtors behave differently while in different
values. Sophisticate compromise programming proves superior to the states. The probabilities estimated for each type of transition are then
simple use of ratios. Customers’ profiles of The CaixaBank are de- used to make out-of-sample predictions over a specified period of time.
fined by weighting systems. Each one leads to coherent results which
are compared to the results from domination analysis. 3 - Comparative Analysis of Dynamic Models Specifica-
tion for Behavioral Scoring in a Microfinance Portfo-
2 - Evaluating artistic assets: A multicriteria method lio
Paloma Pareja, Independent consultant, Spain, Jose Pizarro, Department of Industrial Engineering,
[email protected], Sonia Zendehzaban University of Chile, Santiago, Chile, [email protected],
To assess painting assets of bank collections in terms of quality, a mul-
Cristian Bravo
ticriteria model is developed relying on domination analysis and mod- Traditional approach in the analysis and estimation of the probability
erate pessimism decisions under uncertainty. As preferences for the of default is based on static frameworks. It has been shown that these
artistic criteria change from a decision maker to another, they are con- models can be improved using panel data, in which the model is built
sidered unknown. The criteria are features such as theme originality, considering the observed dynamic of the included variables. We study
drawing and color. As a result, the assets are ranked by quality in- if the traditional dynamic logistic model can be improved if we modify
dexes, which is a previous step to determine quality to price ratios. the specification using a neural network model, and test if the dynamic
Data from collections as well as the computational process and results aspect of the model improves classification capacity. We conclude ana-
are tabulated and analysed. lyzing if these changes improve the prediction capability of the model.

52
 EURO 25 - Vilnius 2012 MC-23

4 - Dynamic affordability assessment 4 - Corporate Control with Cross-Ownership

Katarzyna Bijak, School of Management, University of Marc Levy, CEB, ULB, 50, av. F.D. Roosevelt, 1050,
Southampton, Highfield, SO17 1BJ, Southampton, United Brussels, Belgium, [email protected], Ariane Szafarz
Kingdom, [email protected], Lyn Thomas In cross-ownership structures, existing methods are unable to evalu-
In the credit decision making process, both applicant’s creditwor- ate control stakes. This is because cross-ownership induces circularity,
thiness and affordability should be assessed. Affordability is often and makes it impossible to identify winning coalitions among share-
checked on the basis of declared current income, assumed standard holders. To fill this gap, this paper proposes a novel theoretical ap-
expenditure and existing debts. In contrary, a dynamic affordability proach. This approach generalizes the Banzhaf index from game the-
assessment is proposed by us. The affordability at a given moment in ory and combines it with Markov voting chains. From a governance
time is defined as a total amount of money which the applicant can use standpoint, we show that cross-ownership may favor shareholder ex-
to service their debts. It depends on the applicant’s income and expen- propriation. To illustrate this point, we revisit the case of the German
diture which both vary in time. The suggested model can contribute to Allianz Group. This paper also puts forward an algorithm.
responsible lending.

 MC-21  MC-23
Monday, 12:30-14:00 Monday, 12:30-14:00
RB-2115 RB-Delta

Financial Mathematics and OR 3 Generalized Convexity and Optimization

Stream: Financial Mathematics and OR Stream: Generalized Differentation and Optimization
Invited session Invited session
Chair: Tansel Avkar, Department of Mathematics, Middle East Chair: Alexander Kruger, School of Science, Information
Technical University, 06531, Ankara, Turkey, Technology & Engineering, University of Ballarat, University
[email protected] Drive, Mount Helen, P.O. Box 663, 3353, Ballarat, Victoria,
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics, Australia, [email protected]
Middle East Technical University, ODTÜ, 06531, Ankara, Turkey, Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
[email protected] Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
[email protected]
1 - A Rank-based Approach to Cross-Sectional Analysis
Ludovic Cales, HEC - Department of Finance, University of 1 - On the pseudoconvexity of a wide class of general-
Lausanne, Dorigny, 1015, Lausanne, Switzerland, ized fractional functions
[email protected], Monica Billio, Dominique Guegan Laura Carosi, Statistics and Applied Mathematics, University
This paper studies the cross-sectional effects present in the market us- of Pisa, Via Ridolfi, 10, 56124, Pisa, Italy, [email protected],
ing a new graph theoretic framework. We model the evolution of a Laura Martein, Alberto Cambini
dynamic portfolio, i.e., a portfolio whose weights change over time,
as a function of cross-sectional factors where the predictive ability of Even though pseudoconvexity plays an important role in optimization,
each factor is described by a variable. This modeling permits us to very few classes of pseudoconvex functions are known. We consider a
measure the marginal and joint effects of different cross-section fac- wide class of generalized fractional functions: the sum between a lin-
tors on a given dynamic portfolio. Associated to a regime switching ear one and a ratio which has an affine function as numerator and the
model, we are able to identify phases during which the cross-sectional p-th power of a positive affine one as denominator; p can be any pos-
effects are present in the market. itive number different from 1. Provided nonnegativity conditions and
these functions to be not pseudoconvex, we study pseudoconvexity on
2 - Bayesian approach for stochastic models with condi- the nonnegative orthant. We derive necessary and sufficient conditions
tional heteroscedasticity in the analysis of the return expressed in terms of the initial data.
volatility of an agricultural commodity 2 - Continuous-time nonlinear programming under gen-
Sandra Cristina Oliveira, Business Administration, UNESP -
eralized type I invexity
Univ. Estadual Paulista, Av. Domingos da Costa Lopes, 780,
Andreea Madalina Stancu, Institute of Mathematical Statistics
17602-496, Tupã, São Paulo, Brazil, [email protected]
and Applied Mathematics, The Romanian Academy, Calea 13
The volatility of returns generated by commodities has implications
in formulation of policies for the country’s economic performance.
Septembrie, nr 13, RO-050711, Bucharest, Romania,
Given the relevance of ARCH family models in the solution of eco- [email protected], Ioan Stancu-Minasian
nomical and financial problems, this work compares the Bayesian es- We consider a continuous-time programming problem (P) with nonlin-
timates for the parameters of AR-ARCH processes with normal and ear operator equality and inequality constraints. This problem belongs
Student’s t distributions for returns of coffee beans prices. An infor- to the area of generalized convex optimization. In fact, we establish
mative prior distribution was adopted and posterior summaries were sufficiency optimality criteria under generalized type I invexity condi-
obtained by Monte Carlo Markov Chain simulation. Results showed tions.
that AR-ARCH process with t distribution adjusted better to the data
3 - Weak pseudo-invexity, generalized Fritz-John opti-
3 - Solving Large Two-Stage Stochastic Optimization
mality and duality in nonlinear programming
Problems with Portfolio Safeguard Hachem Slimani, Laboratory of Modeling and Optimization
Stan Uryasev, Director of Risk Management and Financial of Systems LAMOS, Computer Science Department,
Engineering Lab, University of Florida, FL 32611-6595, University of Bejaia, 06000, Bejaia, Algeria,
Gainesville, 303 Weil Hall, Florida, United States, [email protected], Mohammed Said Radjef
[email protected]
Although the solving two-stage stochastic optimization problems is We use a generalized Fritz-John condition and weak invexity to derive
well developed, there are few practical examples of applications. optimality conditions and duality results for a constrained nonlinear
Mostly, example calculations were done by researchers in stochastic programming. A new concept of Fritz-John type stationary point is de-
optimization area to exemplify new efficient mathematical program- fined and a characterization of solutions is established. Moreover, we
ming approaches. Few engineers have such extensive expertise. These prove several duality results for a Mond-Weir type dual. It is shown,
complications lead to the development of special meta-commands in that the introduced generalized Fritz-John condition combining with
Portfolio Safeguard (PSG) software for efficient coding. To be less the invexity with respect to different functions are especially easy in
conservative than maximum loss, but more conservative than average, application and useful in the sense of sufficient optimality conditions
you can use the CVaR operator. and of characterization of solutions.

53
MC-24 EURO 25 - Vilnius 2012

 MC-24  MC-26
Monday, 12:30-14:00 Monday, 12:30-14:00
CC-A11 CC-A24

OR in Human Resources OR in Agriculture I

Stream: OR in Human Resources Stream: OR in Agriculture, Forestry and Fisheries
Invited session Invited session
Chair: Irina Kazina, Telematika and Logistika, TTI, Lomonosova Chair: Sara Veronica Rodriguez-Sanchez, Graduate Program in
str.1, Riga, Latvia, [email protected] Systems Engineering, Universidad Autonoma de Nuevo Leon,
Chair: Majda Bastic, Faculty of Economics and Business, 66450, San Nicolas de los Garza, Nuevo Leon, Mexico,
University of Maribor, Razlagova 14, 2000, Maribor, Slovenia, [email protected]
[email protected]
1 - Surveillance systems in livestock production chains:
1 - The influence of individual factors and work environ- An approach for quantitative economic optimization
ment on creativity Xuezhen Guo, Business Economics Group, Wagenignen
Majda Bastic, Faculty of Economics and Business, University University, Hollandseweg 1, WAGENINGEN, 6700EW,
of Maribor, Razlagova 14, 2000, Maribor, Slovenia, wageningen, Netherlands, [email protected], G.D.H.
[email protected], Gabrijela Leskovar-Špacapan (Frits) Claassen, Alfons Oude Lansink, Helmut Saatkamp
The main aim of the present study was to answer the question which A novel conceptual approach is presented aimed at economic opti-
factors significantly contribute to individual commitment to creativ- mization of portfolios of surveillance systems for livestock hazards,
ity. Questionnaire was administered to MBA and part-time students operated by e.g. a Food Safety Authority (FSA). Subjective appraisal
with working experience in Slovenian organizations. Methods used of surveillance criteria by a multitude of stakeholders is major fac-
included instrument development, an exploratory analysis, a confirma- tor in estimating the portfolio surveillance performance, eventually de-
tory factor analysis, and a test of a structural model. The results show termining surveillance resource allocations. This approach comprises
that individual characteristics and leadership have a positive affect on (1) linear optimization, (2) stakeholder elicitation and (3) subjective
creativity. The relationship between knowledge management and cre- weighing of surveillance performance. The approach is illustrated with
ativity was not found as significant. results regarding application by the Dutch FSA.

2 - Functionality of self-assessment in 360 degree feed- 2 - A mixed integer linear programming model for pro-
back method duction planning of supply chains in the Spanish pig
Gözde Kubat, Kazan Vocational School, Başkent University, industry
Ankara, Turkey, [email protected], Şükran Öktem, Hakan LluisM Pla, Mathematics, University of Lleida, JaumeII,73,
Turgut, İsmail Tokmak 25001, Lleida, Spain, [email protected], Esteve
Nadal
The importance of human factors is increasing in quality improvement.
Companies are directed to Total Quality Management to establish a This study introduces a preliminary formulation of a mixed integer lin-
standard structure. In this research, human resources researched in ear programming model to optimize the production planning of a pig
various aspects. A questionnaire has been applied in various sectors supply chain in Spain. This model takes into consideration the costs
in Ankara-Turkey as a dimension of individual performance measure- associated to each type of farm (breeding-growing-finishing). As re-
ment as the size of the self assessment. Information from multi— sult occupancy of facilities is maximised and corresponding flow of
sector employees has been obtained with the Snowball Method. Self- animals from farm to farm derived. All-in all-out management is con-
assessment of the data obtained as a result of the analysis is aimed to sidered in fattening (finishing) farms while continuous management is
reveal the size of the 360 (DFM) functionality. considered for the rest. Furthermore, constraints represent a typical
Spanish supply chain delivering pigs to an abattoir.
3 - Research of control systems within the limits of the 3 - How to improve profitability of the beef herd ? -
educational program the application of the multi-level hierarchic Markov
Irina Kazina, Telematika and Logistika, TTI, Lomonosova
method.
str.1, Riga, Latvia, [email protected], Rostislav
Anna Stygar, Department of Cattle Breeding, University of
Kopytov
Agriculture in Krakow, al. Mickiewicza 24/28, 30-059,
The purpose of the present work consists in showing as it is possible Cracow, Poland, [email protected], Anders Ringgaard
to conduct research of a control system on the basis of studying of its Kristensen, Joanna M. Makulska
characteristics. In process of studying extend representation about a
control system. That representation is formed at the expense of system In this paper the authors present the optimization and simulation model
acceptance as single whole, and being in somebody a system environ- of beef heifer management that could be used to support the econom-
ment. The offered technique is spent on comparison of degree of the ically optimal decisions made by beef producers. The model was for-
competence of discipline to program requirements by the account of mulated as 3-level hierarchic Markov process. The optimized deci-
72 characteristics. The received results testify to high degree of coin- sions concerned: feeding level in suckling and weaning period, wean-
cidence. ing and breeding strategy. Optimal rearing strategy was found by
maximizing total discounted net revenues from the predicted lifetime
productivity measured by the cumulative standard weight of weaned
4 - Is there a place for OR in the HR Metrics World? calves.
Gregory Lee, Wits Business School, University of the
Witwatersrand, #2 St David’s Place, Parktown, 2000, 4 - Production planning in a Beef meat packing plant
Johannesburg, Gauteng, South Africa, [email protected] Sara Veronica Rodriguez-Sanchez, Graduate Program in
Systems Engineering, Universidad Autonoma de Nuevo Leon,
HR metrics has taken the human resources world by storm, with an ex-
plosion of business analytics, data, and financial analysis. The HR met-
66450, San Nicolas de los Garza, Nuevo Leon, Mexico,
rics field has largely been shaped through industrial psychology. Does [email protected], Alysson M. Costa, Roger Z.
modern operational research have new insights to offer HR metrics Rios-Mercado
over and above the current standards? I argue that OR does have much
to offer, including the shaping of metrics systems through problem- The production planning of a beef meat packing plant involves the task
based methods, the incorporation of data mining and simulation tech- of determining the number of cattle to use and how to cut them up in
niques, optimisation possibilities, and others. Implications for human order to meet a given demand. There are several cutting patterns. Each
resource thinking and implementation are suggested. pattern yields a specific set of products. The major challenge faced by
the top management is to balance the benefits of selling products from
one part of the carcass when there is less demand for products from

54
 EURO 25 - Vilnius 2012 MC-29

other parts. We develop a mixed integer linear programming model University, Templergraben 55, 52056, Aachen, NRW, Germany,
for this problem and illustrate how the use of this model has a positive [email protected]
impact in the company revenue.

1 - Lower Level Chance Constraints in Robust Portfolio

Optimization
 MC-27 Marcel Sinske, Institute of Operations Research, Karlsruhe
Institute of Technology, Kaiserstraße 12, 76131, Karlsruhe,
Monday, 12:30-14:00 Germany, [email protected]
CC-A25
We combine the well-known mean-variance approach by H.M.
Decision Analysis and Group Decision Markowitz and the robust counterpart for a convex optimization prob-
Making lem, introduced by A. Ben-Tal and A. Nemirovski, to achieve a robust
portfolio optimization problem. Further we consider for the uncertain
Stream: Decision Processes parameters a minimum volume ellipsoid as the uncertainty set. Such
problems can be formulated as bilevel problems with a chance con-
Invited session straint in the lower level problem. We show some properties of this
Chair: Jeffrey Keisler, Management Science & Information type of problem and develop an approach to solve it.
Systems, University of Massachusetts Boston, 100 Morrissey
Blvd, M/5-249, 02125, Boston, MA, United States, 2 - Generalized derivatives of the projection onto the
[email protected] cone of positive semidefinite matrices
Anna-Laura Wickström, Universität Zürich, Switzerland,
1 - Decision analysis with function-valued variables
[email protected]
Jeffrey Keisler, Management Science & Information Systems,
University of Massachusetts Boston, 100 Morrissey Blvd,
M/5-249, 02125, Boston, MA, United States, We are interested in sensitivity and stability analysis of solution sets of
optimization problems under set or cone constraints. A main motiva-
[email protected] tion behind our work is the analysis of semidefinite programs (SDPs).
DA models typically include uncertain real and discrete state vari- We wish to explore the sensitivity analysis of SDPs with help of gen-
ables. In principle, state variables could themselves be functions. This eralized derivatives.
is useful for incorporating frameworks from various fields of knowl-
edge. While theoretically allowed, this extension presents practical
challenges throughout the DA process. Model structure determines 3 - Nonsmooth versions of Sard’s theorem
required assessments and calculations. The latter may involve simpli- Tomas Bajbar, Institute of Operations Research, Karlsruhe
fying assumptions, e.g., restricting to the space of quadratic functions. Institute of Technology, Kaiserstraße 12, 76131, Karlsruhe,
To implement this idea, we must balance precision of results against Germany, [email protected], Vladimir Shikhman
ease and speed of assessment and computation.
2 - On the notion of dictatorship in group utility func- We present a comparison between some versions of Sard’s Theorem
tions which have been proven recently for special function classes with dif-
ferent definitions of critical points. Considering the class Ck, the class
Luis C. Dias, Faculdade de Economia / INESC Coimbra, of min-type or min-max functions, the motivation for the definition of
INESC Coimbra, Rua Antero de Quental, 199, 3000-033, critical point is the topological structure of the inverse image. We com-
Coimbra, Portugal, [email protected], Paula Sarabando pare topological critical points and critical points defined via metric
Keeney proposed a cardinal utility axiomatization for the problem of regularity in the class of min-type and min-max functions. We illus-
aggregating utility functions of members of a group. One of the as- trate the whole problematic by some examples.
sumptions in this axiomatization was nondictatorship. We propose
stronger formulations for this condition introducing the concept of 4 - Express Line Queues and Space-Time Geometry
strategic dictator and presenting the corresponding characterization of
compliant group cardinal utility functions. We also characterize an
Eitan Bachmat, Computer Science, Ben-Gurion U., 1 Ben
extension to extend this notion of dictator to groups of individuals. Gurion Ave, 84105, Beer Sheva, Israel,
An example using robustness analysis will illustrate the application of [email protected]
these nondictatorship principles.
We consider queues in which jobs are sent to servers according to size
3 - Individual heuristics and group decision effective- cutoffs, as with express lines in supermarkets. We show that the opti-
ness mal choice of cutoffs is governed by an equation which is similar to the
Matthias Seifert, Operations & Technology, IE Business geodesic equation in space-time geometry. We consider the queueing
School, Maria de Molina 12, 5th Floor, 28006, Madrid, Spain, theoretic consequences of this relation and exhibit a queueing theoretic
[email protected], Manel Baucells analogue of curvature.
We use reduced ordered binary decision diagrams (ROBDDs) to study
the link between individual heuristic processes and group decision ef-
fectiveness. Exploiting the concept of cumulative dominance in multi-
attribute choice contexts, we start out by analyzing the probability that
individuals identify dominant alternatives if they make errors during
the evaluation of the choice set. We then demonstrate how such in-  MC-29
dividual inefficiencies influence the effectiveness of group decisions Monday, 12:30-14:00
relying on majority voting. CC-A29

Algorithms and Methods for MINLP

problems
 MC-28
Monday, 12:30-14:00 Stream: Mixed-Integer Non-Linear Programming
CC-A27 Invited session
Chair: Sonia Cafieri, Lab. MAIAA, Dept. de Mathematiques et
Nonsmooth Optimization I Informatique, Ecole Nationale d’Aviation Civile, 7 Ave. Edouard
Belin, 31055, Toulouse, France, [email protected]
Stream: Structured Optimization and Applications Chair: Claudia D’Ambrosio, LIX, CNRS - Ecole Polytechnique,
Invited session route de Saclay, 91128, Palaiseau, France,
Chair: Dominik Dorsch, Dept. Mathematics, RWTH Aachen [email protected]

55
MC-30 EURO 25 - Vilnius 2012

1 - Mixed-integer programming under the presence of 1 - Assigning experts to tasks in a project

uncertainty: On the solution of multi-parametric Stanislaw Walukiewicz, Systems Research Institute, Polish
MILP problems Academy of Sciences, ul. Newelska 6, 01-447, Warsaw,
Martina Wittmann-Hohlbein, Imperial College London, Poland, [email protected], Jakob
United Kingdom, [email protected], Krarup
Efstratios Pistikopoulos The problem of assigning experts to tasks in a project can be mod-
We consider multi-parametric MILP problems with uncertainty simul- eled with the so-called Virtual Production Line (VPL) proposed by
taneously present in the coefficients of the objective function and the Walukiewicz in 2006. VPL appears to be a natural extension of the
constraints. We present two-stage methods for the approximate solu- Classical Production Line (CPL) dating back to the car manufacturer
tion such that the computational burden to derive explicit solutions is Ford in 1913. Our approach is based on the concepts of social capital
reduced. The first approach combines robust optimization and multi- and proximity where social capital is defined as formal or informal re-
parametric programming. In the second approach we exploit the spe- lations between at least two experts. The proximity refers to specific
cial structure of the problems and employ suitable relaxations of bilin- interrelations linking experts on VPL. Comparisons of the assignments
ear terms. In particular, we embed novel MILP-relaxations of bilinear of experts to VPL and workers to CPL are considered.
terms in the proposed procedure.
2 - An inventory model with time dependent demand
2 - GloMIQO: Global Mixed-Integer Quadratic Optimizer rate, trade credits and partial backlogging
Christodoulos Floudas, Chemical Engineering, Princeton Vikram jeet Singh, MATHEMATICS, Lovely Professional
University, 08544, Princeton, NJ, United States, University, Jalandhar-Delhi G.T Road(NH-1), 144402,
[email protected], Ruth Misener Phagwara, Punjab, India, [email protected]
The Global Mixed-Integer Quadratic Optimizer, GloMIQO, is a
numerical solver addressing mixed-integer quadratically-constrained In this paper we developed an inventory model for deteriorating items
quadratic programs (MIQCQP) to epsilon-global optimality. Algorith- with time dependence of demand. Many inventory models in past were
mic components are presented for: reformulating user input, detect- developed under the assumption that the holding cost is constant for the
ing special structure, generating tight convex relaxations, dynamically entire inventory cycle. But this is particularly false in the storage of
generating cuts, partitioning the search space, bounding the variables, deteriorating and perishable items such as food products. The holding
and finding feasible solutions. We extensively test GloMIQO using a cost is assumed to be varying over time in only few inventory models.
suite of 399 problems from process networks applications, computa- Partially backlogged shortages are permitted and backlogging rate is
tional geometry problems, and standard performance libraries. waiting time for the next replenishment.

3 - A new Branch and Bound algorithm for MIQPs 3 - Whole Life Costing (WLC) model in asset manage-
Amélie Lambert, CEDRIC, CNAM, 292 rue saint martin, ment
75141, paris, France, [email protected], Alain Wenjuan Zhang, Warwick Business School, Warwick
Billionnet, Sourour Elloumi University, ORMS Group, CV4 7AL, Coventry, United
Kingdom, [email protected]
Let (MQP) be a MIQP that consists in minimizing a quadratic func-
tion subject to linear constraints. Our approach to solve (MQP) is first A Whole Life Cost (WLC) approach has been developed for deter-
to consider (MQP’), an equivalent MIQP that has a convex objective mining capital expenditure requirements for asset management. This
function, additional variables and constraints, and additional quadratic approach has addressed the problem caused by uncertainty associated
constraints. Then, we propose a new Branch and Bound based on the with the maintenance cost and their timing by modelling asset degrada-
relaxation of the quadratic constraints to solve (MQP’). We perform tion (timing to performance loss and boundary condition intervention
experiments on pure-and mixed-integer instances of medium size, and states) capital and maintenance costs, risks and their probabilities, us-
show that their solution times are improved by our Branch and Bound ing Bayesian statistics, for each Maintainable Item (MI).
in comparison with two existing approaches.

4 - Optimistically Approximating Non-linear Optimiza-

tion Problems through MILP
Claudia D’Ambrosio, LIX, CNRS - Ecole Polytechnique,
route de Saclay, 91128, Palaiseau, France,
 MC-31
[email protected], Andrea Lodi, Silvano Monday, 12:30-14:00
Martello, Riccardo Rovatti CC-A33
We present a new piecewise linear approximation of nonlinear func-
tions. It can be seen as a variant of classical triangulations with more
Mathematical methods for decision
degrees of freedom to define any point as a convex combination of the support in energy and industrial sectors
samples. For example, in the case of functions of 2 variables, each
point is approximated as convex combination of 4 samples instead of Stream: Iterative Methods for Economic Models
3 like in the traditional triangulation approach. When embedded in Invited session
MILP models it results in a smaller number of binary variables. We
show theoretical properties of the approximating functions and provide Chair: Elisabetta Allevi, Quantitative Methods, University of
computational evidence of the impact of the method. Brescia, Contrada Santa Chiara, 50, 25122, Brescia, Italy,
[email protected]
Chair: Adriana Gnudi, Mathematics, Statistics, Computer science
and Applications, University of Bergamo, Via dei Caniana, 2,
 MC-30 24127, Bergamo, Italy, [email protected]
Chair: Igor Konnov, University of Kazan, Kazan, Russian
Monday, 12:30-14:00 Federation, [email protected]
CC-A31
1 - The steel industry: a mathematical model under en-
Emerging Applications in Production vironmental regulations
Management Rossana Riccardi, Quantitative Methods, University of
Brescia, Contrada Santa Chiara, 50, 25122, Brescia, Italy,
Stream: Emerging Applications in Finance and Logis- [email protected], Elisabetta Allevi, Adriana Gnudi,
tics Francesca Bonenti, Claudia Avanzi
Invited session
In this work, a spatial equilibrium problem is formulated for analyzing
Chair: Jakob Krarup, Dept. of Computer Science, University of how the price of electricity can influence investment decisions in the
Copenhagen, Ydervang 4, DK-3460, Birkeroed, Denmark, steel sector under EU ETS. In this light, two main processes for steel
[email protected] making have to be considered: integrated mills (BOF) and Electric

56
 EURO 25 - Vilnius 2012 MC-33

Arc Furnace (EAF) in minimills. Integrated mills produce high levels The purpose of the ’NATO Guide for Judgement-based OA in Defence
of direct emissions while emissions in EAF are indirect emissions in Decision Making’ is to create an understanding of what judgement-
the form of electricity. A technological representation of the market based OA is; to clarify what this type of analysis can do to help address
will be introduced and the possibility of electricy auto-production in problematic situations; and, to provide guidance on how a judgement-
integrated mills will be analyzed. based OA study should be carried out to maximise the validity, cred-
ibility and acceptance of such a study and its outcomes. In three vol-
2 - Evaluating the Impacts of the EU-ETS on Prices, In- umes the Guide addresses analysts, clients and executives. The presen-
vestments and Profits of the Italian Electricity Market tation will focus on its Code of Best Practice volume which is consid-
ered to be relevant to a general analyst audience.
Giorgia Oggioni, Department of Quantitative Methods,
University of Brescia, Italy, Contrada Santa Chiara, 50, 2 - Planning Soft Workshops: getting the right people in
25122, Brescia, Italy, Italy, [email protected], Francesca the room
Bonenti, Elisabetta Allevi, Giacomo Marangoni Sue Merchant, Blue Link Consulting, 4,Shepherds Way, WD3
This paper investigates the economic impacts of the European Emis-
7NJ, Rickmansworth, Hertfordshire, United Kingdom,
sion Trading Scheme (EU-ETS) on the Italian electricity market by a [email protected]
power generation expansion model where generators behave either as
Soft OR has many techniques available now, along with much practical
Cournot or perfectly competitive players. The developed models are
advice, for the successful running of a range of different types of work-
used to measure the effects of the EU-ETS on electricity prices and de-
shop or decision conference. A critical aspect of planning a workshop
mand, investments and generators’ profits taking also into account the
involves making sure that the right people attend the workshop in the
implications of the third phase. The solution of the overall system is
first place. This presentation looks at the questions which organisers
found by exploiting the mixed complementarity theoretical framework
need to ask themselves regarding participants when arranging a work-
and the implementation is conducted in GAMS.
shop, notes some of the advice available in the literature, and reports
on good practice recently distilled from a group of practitioners.
3 - Electricity markets under linear price/demand and
quadratic costs: Equilibrium à la Cournot and Sup- 3 - Enhancing the Dimensions of Procedural Justice in
ply Function Equilibrium Focus Group Workshops using Facilitated Group De-
Francesca Bonenti, Quantitative Methods, University of cision Software
Brescia, Contrada Santa Chiara 50, 25122, Brescia, Italy, Parmjit Kaur, De Montfort University, LE19BH, Leicester,
Italy, [email protected], Magalì E. Zuanon United Kingdom, [email protected], Ashley Carreras
The Supply Function Equilibrium approach in an electric market takes This paper examines the way in which causal mapping aided by group
place whenever firms compete in offering a schedule of quantities and decision software adheres to the tenets of procedural justice. The work-
prices. On the other hand, in the Cournot equilibrium model each firm shops utilise a dual facilitation process that allows a more authentic
chooses the optimal output by maximizing its own profit. Bonenti and participant voice to be heard. We seek to explain why this process
Zuanon presented the explicit expressions characterizing analytically of investigation surfaces more authentic qualitative data by aligning
the Cournot equilibrium and the Supply Function equilibrium values the process of investigation with the principles of procedural justice as
for the produced quantities, the market-clearing price and the profits found in organisational justice literature.
in a particular version of the models under linear price/demand and
quadratic costs. 4 - Mapping Collective Intentions
Ashley Carreras, Leicester Business School, De Montfort
4 - Splitting Methods for Dynamic Auction Problems University, Marketing, The Gateway, LE19BH, Leicester,
With Set Valued Mappings United Kingdom, [email protected]
Adriana Gnudi, Mathematics, Statistics, Computer science
and Applications, University of Bergamo, Via dei Caniana, 2, An integral part of Strategy Workshops utilising causal mapping is the
movement towards acollected set of actions that participants in that
24127, Bergamo, Italy, [email protected], Elisabetta workshop commit themselves to.This paper outlines one approach to
Allevi, Igor Konnov understanding this degree of collectiveness by utilising the concept of
intentionality, proposed by Searle and refined by Velleman, to match
We present a spatial price equilibrium model for the dynamic case with content of one person’s agreement to action with another’s. After out-
set valued cost functions. The model describes the behavior of a system lining this approach to collective intentions the paper looks at examples
of auction markets joined by transmission lines subject to joint balance of such agreements in the maps of workshops facilitated by the author.
and capacity flows constraints for a certain time period. We treat this
model as an extended primal-dual system of variational inequalities.
Some splitting type methods are proposed to find its solution with in-
exact and exact optimization algorithms.
 MC-33
Monday, 12:30-14:00
CC-A37
 MC-32
Monday, 12:30-14:00 Humanitarian Logistics and Disaster
CC-A34 Management
Understanding the Practice of Soft OR Stream: OR for Development and Developing Coun-
Interventions II tries
Invited session
Stream: Soft OR and Problem Structuring Methods Chair: Begoña Vitoriano, Estadística e Investigación Operativa I,
Invited session Fac. Matemáticas, Universidad Complutense de Madrid, Plaza de
Chair: Ashley Carreras, Leicester Business School, De Montfort Ciencias, 3, Ciudad Universitaria, 28040, Madrid, Spain,
University, Marketing, The Gateway, LE19BH, Leicester, United [email protected]
Kingdom, [email protected]
1 - Structured classification of disasters and emergen-
1 - A Code of Best Practice for Soft Operational Analysis cies
Diederik J.D. Wijnmalen, Dept. for Behavioural and Societal J. Tinguaro Rodriguez, Department of Statistics and
Sciences, TNO Organisation for Applied Scientific Research, Operational Research, Complutense University of Madrid,
P.O. Box 96864, 2509 JG, The Hague, Netherlands, Plaza de Ciencias, 3, 28040, Madrid, Spain,
[email protected] [email protected], Javier Montero, Begoña Vitoriano

57
MC-34 EURO 25 - Vilnius 2012

A fully precise numerical evaluation of disasters’ effects is unrealistic 1 - Enumerations of voting systems: Fibonacci se-
in the time-pressured, highly uncertain decision context taking place quences and the gold number
just after a disaster strike. Instead of a numerical evaluation, here it Josep Freixas, Applied Mathematics 3, Technical University
is considered that it is rather more plausible and realistic to classify
the severity of the consequences of a disaster in terms of the relevant of Catalonia, Av. Bases de Manresa, 61-73, E-08242
scenarios for NGO’s decision makers. However, some features of that MANRESA. Spain, 08242, Manresa, Spain,
context entail the necessity of considering and assuming an structure [email protected], Sascha Kurz
over the set of classes, somehow modelling those features inside of the Voting systems are structures which are numerable as a function of the
classification model. number of voters. The Fibonacci sequences appear regularly for games
with some few types of equivalent players and many of them just dif-
2 - Uncertainty and Robustness in Humanitarian Supply fer asymptotically by a multiplicative factor, which is the gold number
Chains for Disaster Relief or its square. The paper summarizes enumerations of voting struc-
Alistair Clark, Dept of Engineering Design and Mathematics, tures which follow some paterns. Additionally, we also point out some
University of the West of England, Frenchay Campus, problems, related to values of cooperative games, where the number
Coldharbour Lane, BS16 1QY, Bristol, United Kingdom, of possible rankings for the Shapley value in different games is the
k-dimensional Catalan numbers.
[email protected]
A bidirectional supply chain network model to get humanitarian aid
2 - Finding extremal voting systems via integer linear
quickly to needy recipients in a natural disaster is formulated mathe- programming
matically, and then discussed in the context of uncertainty about trans- Sascha Kurz, Mathematics, Physics and Computer Science,
portation resources, aid availability, and the suddenness and degree of University of Bayreuth, Universitätsstraße 30, 95440,
"demand", poor information feedback and multiple decision-makers in Bayreuth, Bavaria, Germany, [email protected]
different aid agencies. How can robust and stable plans be maintained
and disruption limited when new events or information necessitate the Different types of yes/no voting systems are frequently studied. Us-
revision and updating of existing plans and decisions? ing integer linear programming we determine extremal voting systems.
As examples we consider voting systems whose Shapley-Shubik vec-
3 - Decision Aid Models on Preparedness Operations on tor has minimal distance to a given power distribution; whose Pub-
lic Good Index maximally violate local monotonicity; or which are
Disaster Management farthest away from weighted voting games with respect to a recently
Begoña Vitoriano, Estadística e Investigación Operativa I, introduced hierarchy of simple games. We present the general under-
Fac. Matemáticas, Universidad Complutense de Madrid, lying ideas and computational results for instances where exhaustive
Plaza de Ciencias, 3, Ciudad Universitaria, 28040, Madrid, enumeration of all voting systems is infeasible.
Spain, [email protected], M. Teresa Ortuño, Federico 3 - Success and decisiveness on symmetric games
Liberatore, Celeste Pizarro Romero, Clara Simon de Blas Montserrat Pons, Applied Mathematics 3, Technical
Natural disasters can strike a population suddenly and unexpectedly or University of Catalonia, Av. Bases de Manresa 61-73, 08242,
being slower and repeated. Especially in this second case that forecast- Manresa, Spain, [email protected], Josep Freixas
ing is possible, it becomes crucial for an effective response having pre- The notion of success has usually been considered just a secondary
pared population, emergency protocols, resources location, and plan- aspect of decisiveness, due partially to the fact that success and de-
ning operations. Decision aid models into this context should consider cisiveness show a linear relationship when all vote configurations are
not only the immediate response but also the subsequent treatment of equally probable.
victims. A multicriteria model for shelters location taking into account
the evacuation operations and the later distribution of humanitarian aid In our work we analyze the relationship between success and deci-
will be presented. siveness for anonymous and independent probability distributions on
symmetric games.
4 - Model to validate the quality of data sources in a
4 - A model for players’ tendencies when playing a co-
ubiquitous crowd-sourcing context
Jose Robledo, Sistemas de Información, Universidad de operative game
Guadalajara, PERIFERICO NORTE 799 MOD L 305, LOS M. Albina Puente, Applied Mathematics III, Technical
BELENES, 45100, ZAPOPAN, JALISCO, Mexico, University of Catalonia, Av. Bases de Manresa-61-73,
[email protected], Laura Plazola Zamora Manresa, Spain, [email protected], Francesc
Carreras
Gathering data by a crowd-sourcing method through the use of ubiqui- We present the theory for multibinary probabilistic values on cooper-
tous computing is a relatively new approach for acquiring and process- ative games. As they are defined by tendency profiles, new tools are
ing data related to real issues such as vehicle traffic, epidemic spread provided to encompass situations due to the influence of players’ per-
and in general incidence of alerts. A concern that arises when data is sonality when playing a given game. When the profile is positive, the
acquired by this manner in order to be used to feed a decision support multilinear extension is a potential function and gives a computational
system is to ensure that data collected complies with certain quality cri- tool. We also adapt to these values some properties, concerning null
teria. This work proposes the use of a model to validate the quality of and nonnull players, balanced contributions, dominance and mono-
data sources through mechanisms of redundancy, trust and reputation tonicity, and regularity arises as a convenient condition. The subject
in order to meet the set requirements. falls within the topic of restricted cooperation.

 MC-34  MC-35
Monday, 12:30-14:00 Monday, 12:30-14:00
CC-A39 CC-A41

Topics in Cooperative Game Theory Engineering Optimization

Stream: Cooperative Game Theory Stream: Engineering Optimization
Invited session Invited session
Chair: Manuel A. Pulido Cayuela, Statistics and Operations Chair: Wolfgang Achtziger, Department of Mathematics,
Research, University of Murcia, Campus de Espinardo. Facultad University of Erlangen-Nuremberg, Chair of Applied Mathematics
de Matemáticas, 30100, Murcia, Murcia, Spain, [email protected] 2, Cauerstrasse 11, 91058, Erlangen, Germany,
Chair: Josep Freixas, Applied Mathematics 3, Technical [email protected]
University of Catalonia, Av. Bases de Manresa, 61-73, E-08242 Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
MANRESA. Spain, 08242, Manresa, Spain, Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
[email protected] [email protected]

58
 EURO 25 - Vilnius 2012 MC-36

1 - Development of a multi-layer ANFIS model for the 1 - Measuring the efficiency of a pharmacy chain by
prediction of tertiary scale formation in the steel in- means of Advanced DEA
dustry Ludmila Neumann, Institute of Management Control and
Jonathan Kennedy, Specific, Swansea University, Baglan Bay Business Accounting, TU Braunschweig, Pockelsstraße 14,
Innovation & Knowledge Centre, Baglan Energy Park, 38106, Braunschweig, Lower Saxony, Germany,
Central Avenue, SA12 7AX, Baglan, Port Talbot, Wales, [email protected], Heinz Ahn
United Kingdom, [email protected] The Advanced DEA is a methodological enhancement of the tradi-
Scale is an oxide that forms on steel during the hot mill process that has tional DEA that allows the inclusion of a hierarchical goal structure
a detrimental effect on the surface quality of surface critical products. into the analysis. This approach does not only consider inputs and out-
Scale formation is dependent on numerous factors such as thermo- puts, but also their impact on the relevant objectives. The present study
mechanical processing routes, chemical composition, thickness and provides an application of Advanced DEA to measure the efficiency of
rolls used. This paper describes the early development of a 3 layer a European pharmacy chain with 49 DMUs. The results show to be
Adaptive Neuro Fuzzy Inference System (ANFIS) model, which pre- particularly appropriate for identifying partial inefficiencies that are
dicts the formation of scale on strip steel from various input criteria. not recognized by traditional DEA models.
The ANFIS model deployed in this work is purely spreadsheet based
with Excels Solver used for optimising the weights. 2 - Benchmarking on Spanish University libraries
2 - Design of a RFID Based Real Time Warehouse Man- Clara Simon de Blas, Statistics & Operations Research, Rey
Juan Carlos University, Departamental II, Desp. 042,
agement System for Steel Industry
C/Tulipan s/n, 28933, Mostoles, Madrid, Spain,
Ozgur Eski, Industrial Engineering Dept., Celal Bayar
[email protected], Jose Simon Martin, Alicia Arias
University, 53.Sok. No:6 Daire:20, Baki Aktuglu Apt.
Bornova, 35040, IZMIR, Turkey, [email protected], In 47 Spanish university libraries, efficiency is computed in the use of
Ceyhun Araz, Levent Bayoglu, Filiz Turan human resources in the execution of internal library processes. DEA
In steel industry, the efficient storage of steel coils is important. In and outlier detection methods are combined to assess management on
traditional systems, coils are randomly placed on the floor and the per- benchmarking efficiency. DMUs that are primarily identified as effi-
formance of the storage operations depends on operator’s experience. cient are submitted to a complementary analysis to detect the number
This results in inefficient use of warehouse and mistakes. In this study of times they perform as peer.If the number of reference units is low,
we proposed an RFID based real-time warehouse management system then other evidences for establishing the superiority of its performance
(RWMS). RWMS helps the warehouse managers to achieve better in- is realized through the analysis of results excluding an output, as the
ventory control and to improve the efficiency of operations. We also roll of the output in the variables set.
developed a heuristic for efficient placement of steel coils. A case
study is conducted in Norm Fasteners Co, Turkey.
3 - Service Benchmarking in the Portuguese Hospitals:
An Application of Data Envelopment Analysis
3 - Damage characteristic of hybrid composite plaques Ricardo A. S. Castro, Faculdade de Engenharia, Universidade
in 2m/s speed impact do Porto, Portugal, [email protected], Maria
Levent Bozkurt, Ilgin Vocational School of Higher Education, Portela, Ana Camanho
42600, Ilgın/ Konya, Turkey, [email protected] In this study we present an evaluation model of hospital services in
Hybrid composite can be defined as having more than one staple within Portugal, using an efficiency of care perspective. Multiple inputs and
same composite. However, in stratified composite materials, generally outputs were chosen based on their impact on the total costs incurred
low velocity impacts are considered as impacts which are lower than by all clinical services. A DEA model was applied to a specific service
100 m/s. In this study, characteristics of hybrid composite stratifies and constraints on the weights were imposed to avoid efficient units
which are exposed to low velocity impact are studied. Low velocity with an injudicious choice of them. Results show the factors where
impact experiments are done in testing device which is developed for the biggest possible savings can be made. A comparison between best-
weight fall. After experiments which are done under different border practice services and inefficient services is also presented, revealing
conditions, dynamical answer of the material, rising damages and elas- the reasons for a superior performance.
tical specifications are searched.
4 - Conjoint analysis for Concept Design of Commercial 4 - Using DEA to evaluate Brazilian Institutions of
Diesel Engine Higher Education
Jeasu Jeon, Information&Industrial Engineering, Yonsei Armando Zeferino Milioni, Departamento de Organizacao,
University, 134 Shinchon-dong, Seoul, Korea, Republic Of, Instituto Tecnologico de Aeronautica, CTA ITA IEMB,
[email protected], So Young Sohn 12228-900, Sao Jose dos Campos, Sao Paulo, Brazil,
Commercial diesel engine is a main component for various applica- [email protected], Diego Geraldo, Joyce Teixeira, Luciene Alves
tion domains such as excavator, commercial vehicle, generator, etc. Every year Brazilian institutions of higher education are evaluated and
The regulation concerning green management along with various cus- the final result of the evaluation is a number called GIC - general index
tomers’ needs has to be reflected on the design of diesel engine. How- of courses. The GIC is calculated from the weighted sum of the re-
ever, diesel engine manufacturers rarely produced customer oriented sults of the evaluation of undergraduate and postgraduate (masters and
products. In this paper, we apply adaptive conjoint analysis to identify doctorate) courses of each institution. The weighting factors, which
the most sensitive design attribute for commercial diesel engine design take into account the number of enrolled students, are often an object
and forecast the ideal product for China market which has the highest of long discussions. We show that, indeed, the ranking of institutions
share in the world. according to GIC can vary widely according to the weighting factors.
We use DEA to discuss this issue.

 MC-36
Monday, 12:30-14:00  MC-37
CC-A43 Monday, 12:30-14:00
CC-Act
DEA and Performance Measurement:
Applications 1 Bioinformatics III
Stream: DEA and Performance Measurement Stream: Computational Biology, Bioinformatics and
Invited session Medicine
Chair: Armando Zeferino Milioni, Departamento de Organizacao, Invited session
Instituto Tecnologico de Aeronautica, CTA ITA IEMB, Chair: Marta Szachniuk, Institute of Bioorganic Chemistry, PAS,
12228-900, Sao Jose dos Campos, Sao Paulo, Brazil, Noskowskiego 12/14, 61-704, Poznan, Poland,
[email protected] [email protected]

59
MC-37 EURO 25 - Vilnius 2012

Chair: Jacek Blazewicz, Institute of Computing Science, Poznan Uwe Nowak, Optimization, Fraunhofer ITWM,
University of Technology, ul.Piotrowo 2, 60-965, Poznan, Poland, Fraunhofer-Platz 1, 67663, Kaiserslautern, Germany,
[email protected] [email protected], Michael Bortz, Karl-Heinz
Küfer
1 - An optimization framework for intensity modulated In many practical simulation-based optimization problems, an efficient
proton therapy treatment planning approximation of the (possibly non-convex) Pareto frontier is highly
Gino Lim, Industrial Engineering, University of Houston, desirable. We consider this problem for very involved simulations
E206, Engr. Bldg 2, 77204, Houston, TX, United States, of chemical processes. We present different Pareto set approxima-
[email protected], Wenhua Cao, Xiaodong Zhang tion schemes: The weighted sum sandwiching algorithm for convex is
very fast. In contrast, the slower Pascoletti-Serafini hyperboxing algo-
Intensity modulated proton therapy (IMPT) has rapidly emerged as rithm is applicable to non-convex Pareto sets. Furthermore, we present
an advanced type of radiation therapy for cancer patients because it a combination of both algorithms, suited for practical problems with
can achieve precise dose to the tumor volume while greatly sparing only small non-convex parts of the Pareto frontier.
the normal tissues. However, use of mathematical programming tech-
niques has not been widely addressed for optimizing treatment param- 2 - A multicriteria optimization approach for radiofre-
eters. Therefore, we introduce an optimization framework to optimize quency ablation (RFA) planning
beam angles, spot positions and corresponding spot intensities simul- Katrin Teichert, Optimization, Fraunhofer ITWM,
taneously. Benefits of proposed methods are demonstrated by several Fraunhofer-Platz 1, 67663, Kaiserslautern, Germany,
case studies on clinical prostate cancer patients.
[email protected], Philipp Süss, Karl-Heinz
2 - On the selection of images and determining the age Kuefer
of acquisition of words for a recognition test using In RFA treatment planning, high-frequent current is applied to locally
exploratory data analysis heat up and destroy cancerous tissue. A placement of the needle-
Gastão Gomes, Métodos Estatísticos, Universidade Federal do shaped applicator is considered good if it leads to complete tumor de-
Rio de Janeiro, Rua Dois de Dezembro, 15/804, Flamengo, struction and also avoids specific treatment risks. In the modeling of
this multicriteria optimization problem a main difficulty lies in the dis-
Rio de Janeiro, 22220-040, Rio de Janeiro, Rio de Janeiro, connectedness of the feasible set, as the applicator must not intersect
Brazil, [email protected], Sergio Camiz, Christina Gomes, with bones or organs. We investigate how the Pareto set is affected
Fernanda Senna and, based on our findings, propose a method to interactively navigate
on the set of non-dominated solutions.
We are concerned about the evaluation of images to be used in a test
with aphasic patients. Correspondence Analysis (CA) was applied to 3 - Multicriterial decision support for photovoltaic power
evaluate 38 subjects, in order to understand to what extent they identify
the image. As a result 161 words were selected. These new selected
plant design
words were now submitted to two sets of judges with differently sug- Kai Plociennik, Optimization, Fraunhofer ITWM, Germany,
gested scales of age of acquisition: a free-scale one and another with [email protected], Hendrik Ewe, Ingmar Schüle,
the suggested slots of ages. The effect of the scale was studied by Karl-Heinz Kuefer
PCA, Multiple CA and Multiple Factor. The results indicate a good
agreement between the two scales. Finding a good photovoltaic power plant design is a complex task
with many decisions to be made. The right electrical component types
3 - Benchmarking and proposed improvements of the and amounts (PV modules, inverters, cables) and the best component
layout and electrical design have to be found. Since a multitude of
database of Clusters of Orthologous Genes (COG) (partially conflicting) objective functions like "minimize construction
Farzana Rahman, Computational Biology Group, University costs’ or "maximize energy yield’ is present, the problem is strongly
of Glamorgan, United Kingdom, [email protected], multicriterial. We present software which proposes a set of reasonable
Mehedi Hassan, Tatiana Tatarinova, Alexander Bolshoy plant designs, from which the engineer chooses the best in a multicri-
terial decision support system.
We developed a non-parametric Bayesian method for validation of con-
sistency of COG database. We were motivated by the observation that 4 - Multicriteria Rolling Wave Planning and Scheduling
for at least 35% clusters from COG database, the distribution of gene Bastian Bludau, Optimization, Fraunhofer ITWM, Germany,
length cannot be approximated using hierarchical Poisson-Gamma dis- [email protected], Sebastian Velten, Karl-Heinz
tribution, but as a mixture of distributions. In the framework of Non-
parametric Bayesian approach, model parameter distributions consist Kuefer
of multiple discrete ’support’ points, up to one per subject in the pop- In real-life industrial applications of production planning and schedul-
ulation. Each support point is a set of point estimates of each model ing, new tasks and unforeseen events force a once computed schedule
parameter value, plus probability of that set. to be adjusted over and over again. A common way to deal with such
dynamic problems in practice is rolling wave scheduling. We present a
periodic rescheduling model that uses flexible bounding constraints to
simultaneously control multiple objective criteria such as resource uti-
lization, adherence to delivery dates, and schedule stability. Particular
 MC-38 emphasis is given on the adjustment of the bounding constraints.
Monday, 12:30-14:00
HH-Colombus

Multicriteria Decision Support Systems in  MC-39

Industry Monday, 12:30-14:00
HH-Cousteau
Stream: Multiobjective Optimization
Invited session MADM Applications III
Chair: Karl-Heinz Kuefer, Optimization, Fraunhofer ITWM,
Fraunhofer-Platz 1, D-67663, Kaiserslautern, Germany, Stream: MCDA: New Approaches and Applications
[email protected] Invited session
Chair: Kai Plociennik, Optimization, Fraunhofer ITWM, Chair: Chin-Tsai Lin, Department of Business Administration,
Germany, [email protected] Ming Chuan University, 5F, No.130, Jihe Rd., Shihlin District„
11111, Taipei, Taiwan, [email protected]
1 - Efficient Approximation of Convex and Non-Convex Chair: Chie-bein Chen, International Business, National Dong
Pareto-Frontiers with Application to Chemical Hwa University, 1, Sec. 2, Da-hsueh Rd. Shou-feng, 974, Hualien,
Process-Optimization Taiwan, [email protected]

60
 EURO 25 - Vilnius 2012 MC-40

1 - Identifying Reasons of Customer Waiting Chair: Chie-bein Chen, International Business, National Dong
Chih-Chin Liang, Department of Business Administration, Hwa University, 1, Sec. 2, Da-hsueh Rd. Shou-feng, 974, Hualien,
National Formosa University, Taipei, Taiwan, Taiwan, [email protected]
[email protected]
Customers may become angry and leave after waiting an intolerably
long time, leading to marketing opportunities being lost. Once a ser- 1 - Efficiency and Productivity of Human Resources in
vice sector understands the factors driving customers to join a line, Science and Technology in Innovation and Efficiency
that company might adopt marketing strategies targeting waiting cus- Driven Nations
tomers. To identify factors, this study uses principal component anal- Ying-Chyi Chou, Department of Business Administration,
ysis to identify the importance of each factor. Finally, the weight of
each component is also found and assigned to help understand the im-
Tunghai University, 181 Taichung-kang Rd., Sec. 3, Taichung,
portance of each component in decisions about joining a queue. Taiwan, R.O.C., 407, Taichung„ Taiwan,
[email protected], Hsin-Yi Yen
2 - Identifying Hierarchical and Simultaneous Multi-
player Game-solution for (Non-) cooperative Adver- Data Envelopment Analysis (DEA) was applied to assess the relative
tising in Manufacturers and Retailers Using MOPSO- efficiency of HRST and determine productivity variation of each nation
CD or NSGA II using the Malmquist model. The empirical results demonstrate that the
Chie-bein Chen, International Business, National Dong Hwa efficiency of HRST differs among nations, depending on the level of
University, 1, Sec. 2, Da-hsueh Rd. Shou-feng, 974, Hualien, economic development. From Malmquist model estimates, productiv-
ity indices were calculated and decomposed into two categories: tech-
Taiwan, [email protected], Jung-Ho Lu, Yuanchau nological change and efficiency change of productivity variation. A
Liour benchmark for nations aiming to improve their HRST efficiency and
This research is to solve the vertical (non-)cooperative advertising productivity has been established.
problem under different market response functions using MOPSO-CD
or NSGA II integrated the Stackelberg game or Nash game to identify
their equilibriums (or solution) by considering the polices in long-term 2 - An Assessment of Taiwan’s Solar Water Heater Sub-
branding investments by manufacturers and in short-term promotion sidy Policy Using Logistic Diffusion Curves
efforts by retailers. Finally, this research will implement some cases Pao-Long Chang, Department of Business Administration,
and their numerical results will demonstrate the feasibility and their Feng Chia University, 100, Wenhwa Road, Seatwen,Taichung,
different numerical results of the vertical cooperative advertising in
supply chain. Taiwan, R.O.C, 407, Taichung, Taiwan,
[email protected], Chiung-Wen Hsu
3 - Application of Fuzzy Subsethood Measure as the Fil-
ter for Outliers in Likert’s Questionnaire Analysis As many countries are implementing policies to achieve carbon reduc-
Cheng-Chuang Hon, Department of Industrial Engineering tion, assessing the effectiveness of measures is important. Using in-
and Management, Minghsin University of Science and stallation area data from the non-subsidized period (1992—1999) and
Technology, 1 Hsin-Hsing Road, Hsin-Fong, Hsinchu, subsidized period (2000—2010), logistic curves are used to model the
Taiwan., 304, Hsinchu, Taiwan, [email protected], adoption of solar water heating and assess the effectiveness of Taiwan’s
Ling-Lang Tang solar water heater subsidy policy. The result showed that the govern-
ment’s average annual investment of NT $1,052 for solar water heaters
In order to avoid deviations caused by autocratic and subjective atti- led to a 1-ton carbon emission reduction in 10 years. Thus, only 57%
tudes in decision making process, bringing decision makers together of the goal by 2020 can be achieved.
to obtain group consensus is one of the best choices for achieving ac-
curate performance. For collection of individual judgment was used
Likert Scale questionnaire. We propose Fuzzy Subsethood Measure 3 - Investigation of feature dimension reduction based
as the "Outlier Elimination’ method for fuzzy data analysis expressed GLCM/SVM for color filter defect classification
in types of triangular fuzzy number, which can adjust the calculated
results escaping from the bias. Also an empirical example, data collec- Yu-Min Chiang, Industrial Management, I-Shou University,
tion through Likert’s questionnaire is provided. No.1, Sec. 1, Syuecheng Rd., Dashu District„ 84001,
Kaohsiung City, Taiwan, Taiwan, [email protected],
4 - An Evaluation Model of Implementing RFID for 3PL’s Yao-Chang Lin, Jiang-Liang Hou, Shih-Ting Yang
Service Agility and Value
Ling-Lang Tang, School of Management, Yuan Ze University,
This paper presents an efficient color filter (CF) defect recognition sys-
135 Yuan-tung road„ 320, Chung-Li, Taoyuan, Taiwan, tem, based on gray-level co-occurrence matrix (GLCM) and support
[email protected], Cheng-Chuang Hon, vector machines (SVM). GLCM is used to extract textural information
Ming-Tsang Lu first. The extracted features are further selected by F-score, informa-
This paper builds up an evaluation model for company using RFID tion gain and individual feature accuracy selection methods. The idea
system and finds how RFID affects organization’s agility and service is to reduce dimensionality of CF defect space. The selected features
value. We use system dynamics to evaluate and explain the compli- are used as features for the SVM classification process. Experimen-
cated nonlinear and dynamic business process. Through this model, tal results indicate the proposed method achieves outstanding perfor-
we found that corporation’s agility, advance visibility of RFID and IT mance for CF defect classification.
assistants could bring higher business benefits and reduce customers
waiting time. It proves that adopting RFID system has ability to boost
agility capability. The 3PL implementing RFID makes process more 4 - Environmental Fuzzy Multi-Attribute Decision-
efficient and save more cost than before. Making in Integrated Wastewater Management
Hojjat Mianabadi, Faculty of Civil Engineering and
Geosciences, TU Delft, Room 4.92.2, Building 23, Stevinweg
1, 2628 CN, Delft, Netherlands, [email protected],
 MC-40 Mehrdad Mirabi, Erik Mostert, Mohammad Bagher Sharifi
Monday, 12:30-14:00
HH-Livingstone One of the important challenges of modern human life is increasing
production of urban wastewater in metropolises. Hence, selection the
best method to collect and reuse of wastewater is important. There are
MADM Applications VII different methods to run sewage systems; the best method of which
should be selected considering structural conditions, economic, social,
Stream: MCDA: New Approaches and Applications and political criteria. Wastewater management of the Niasar city, Iran,
Invited session is investigated as a real case study using two risk based MADM meth-
ods. The results show that MAMD methods are necessary to reach
Chair: Chin-Tsai Lin, Department of Business Administration, sustainable development in waste water management.
Ming Chuan University, 5F, No.130, Jihe Rd., Shihlin District„
11111, Taipei, Taiwan, [email protected]

61
MC-41 EURO 25 - Vilnius 2012

 MC-41  MC-42
Monday, 12:30-14:00 Monday, 12:30-14:00
HH-Heyerdahl BW-Amber

AHP/ANP 2 EEPA 2012 - 1

Stream: Analytic Hierarchy Process, Analytic Network Stream: EURO Excellence in Practice Award 2012
Process Invited session
Invited session Chair: Michel Bierlaire, ENAC INTER TRANSP-OR, École
Chair: Tihomir Hunjak, The Faculty of Organization and Polytechnique Fédérale de Lausanne (EPFL), GC B3 454, Station
Informatics, Croatia, [email protected] 18, CH-1015, Lausanne, Switzerland, [email protected]

1 - Clearance Pricing Optimization at Zara

1 - Combination of DEMATEL and ANP for the cargo Felipe Caro, UCLA Anderson School of Management, 110
shipping company selection problem Westwood Plaza, Suite B420, 90095, Los Angeles, CA,
Nilsen Kundakcı, Business Administration, Pamukkale United States, [email protected], Jérémie Gallien
University, Pamukkale University, Faculty of Economics and
Administrative Sciences, Department of Business Until 2007, Zara used a manual process for determining price mark-
downs. This is a challenging problem due to the variety of unsold
Administration, 20070, Denizli, Turkey, articles with few price data points. In collaboration with Zara’s pricing
[email protected], Esra Aytaç, Ayşegül Tuş Işık team, we developed an alternative process relying on a formal forecast-
ing model feeding a price optimization model. As part of a controlled
Cargo shipping is a vital part of logistic functions but selecting the right field experiment conducted in Belgium and Ireland during the 2008
cargo shipping company is a difficult task for companies. This selec- Fall-Winter season, this new process increased clearance revenues by
tion can be handled with the help of multiple criteria decision making approximately 6%. Zara is currently using this process worldwide for
(MCDM) methods. This paper attempts to solve the cargo shipping its markdown decisions during clearance sales.
company selection problem by adopting MCDM model that combines
Decision Making Trial and Evaluation Laboratory (DEMATEL) and 2 - Scheduling the German Basketball League
Analytical Network Process (ANP). DEMATEL is employed to com- Stephan Westphal, Institute for Numerical and Applied
pute the effects between selection criteria and ANP is used to deter- Mathematics, University of Goettingen, Lotzestr. 16-18,
mine the best cargo shipping company considering all alternatives. 37083, Göttingen, Germany,
[email protected]
2 - Utilization of Multi-Criteria Decision Making Meth-
Each season, the German First Division Basketball League (Beko
ods at the Phase of Compare and Contrasting of the BBL) is faced with the problem of scheduling the games among their
Course of Actions within the Military Decision Mak- teams. In addition to the typical constraints that arise in creating a
ing Process. schedule, the league is faced with several special constraints. As the
Erman Atak, war academy, Turkey, [email protected] classical schedules and models applied so far have caused numerous
problems, resulting in postponed games, lost ticket sales and unbal-
anced standings, we developed a new approach taking all these re-
It is concluded that using Analytic Hierarchy Process (AHP) and An-
quirements into account. This approach was first used by the BBL
alytic Network Process (ANP), one of the methods of Multi-Criteria
to generate the schedule for the season 2011/2012.
Decision Making, will provide an important benefit at the phase of
compare and contrasting the course of actions, evaluated as the poor 3 - Optimization of advertisement revenue for the
point of AKVES. The criteria which have to be used for AHP and
ANP, being applied in a military operation, have been established. In French TV group TF1
the light of established criteria, how a model of ANP can be set up, has Thierry Benoist, e-lab, Bouygues SA, 32 avenue Hoche,
been showed. 75008, PARIS, France, [email protected], Frédéric
Gardi, Antoine Jeanjean
3 - Analysis of course selection using ahp and discrete Bouygues’operations research team (the e-lab) has been working with
choice analysis the leading French TV channel TF1, for the past 15 years. This talk
Anamarija Jazbec, Mathematic and Technical Basics, Faculty presents our achievements in working with this advertising broadcaster
of Forestry, University of Zagreb, Sveto�imunska and identifies the practical keys to success in this partnership. The
selected projects, which cover the Internet and television businesses,
c.25, 10000, Zagreb, Croatia, [email protected]
gave TF1 a competitive advantage by allowing it to provide quicker
and better answers to advertisers’requests and to better use its limited
The main objective of this paper is to determine the importance of the and perishable airtime inventory. TF1 estimates the resulting revenue
criteria in the selection of courses at the graduate level at Faculty using increase at 20 million euros per year.
the AHP method and discrete choice analysis, compare the obtained
results. Students (n = 22) were asked about the criteria for choos-
ing courses: 1) usefulness, 2) interesting program, 3) easiness, 4) rec-
ommendation of senior colleagues. AHP and discrete choice analysis
produced very similar results: usefulness of knowledge looking for job
and recommendations of senior colleagues has proved to be equally
 MC-43
important criteria for selection of courses. Monday, 12:30-14:00
BW-Granite
4 - An AHP/DEA hybrid model for the evaluation of Croa-
tian research institutes performances Stochastic Programming: Applications to
Tihomir Hunjak, The Faculty of Organization and the energy sector
Informatics, Croatia, [email protected]
Stream: Stochastic Programming
The purpose of the analysis was to compare the research institutes from Invited session
two aspects; accountability toward their mission and their autonomy.
For research outputs assessment, an indicator was developed using the Chair: Marida Bertocchi, Department of Mathematics, Statistics,
appropriate AHP model and in consultations with an expert for bib- Computer Science and Applications, University of Bergamo, Via
liometrics. As a measure of autonomy, the ratio between own income dei Caniana 2, 24127, Bergamo, BG, Italy,
and the amount of funding gained from the state budget was used. As [email protected]
a part of the research, cross efficiency analysis was conducted and the Chair: Maria Teresa Vespucci, Department of Information
sensitivity analysis was performed by weight restrictions.
Technology and Mathematical Methods, University of Bergamo,
via Marconi, 5a, 24044, Dalmine (BG), Italy, [email protected]

62
 EURO 25 - Vilnius 2012 MC-45

1 - Operating fully renewable power systems: biomass Uncertainty plays a key role in Energy management optimization prob-
and wind case lems. The difficulty of incorporating it in decision making tools resides
Ruth Dominguez, Electrical Engineering, Universidad de in the intractability of fully general stochastic optimization problems.
Even stochastic dynamic programming struggles for realistically sized
Castilla - La Mancha, Avda. Carlos III, s/n, 45071, Toledo, models. For this reason many heuristics are used in practice. In this
Spain, Spain, [email protected], Miguel Carrión, talk, we will discuss some of these and emphasize the importance of
Antonio J. Conejo properly integrating uncertainty.

Renewable energy sources play an increasingly significant role in cur- 2 - Towards a Multi-stage Robust Formulation for the
rent power systems. Despite of the numerous advantages of renewable
sources, most of them are non-dispatchable and cannot be continuously Nuclear Reactor Outage Scheduling Problem
controlled by the system operator. This complicates the operation of Nicolas Dupin, univ Bordeaux1 - EDF R&D, 33405, Talence,
power systems with large renewable integration. We propose an op- France, [email protected], Marc
erational tool to be used in power systems including wind farms and Porcheron, Pascale Bendotti
biomass units. Opposite to wind units, biomass plants are dispatchable
and can be used to counteract the wind power uncertainty. An example Each month EDF staff computes nuclear reactor outage dates and refu-
is presented to illustrate the proposed model. eling quantities over a multi-year forecast. The schedule has to comply
with various constraints. Problem data is subject to uncertainty in gen-
2 - A multi-stage stochastic programming model for in- eration capacity as well as outage duration, and monthly updates lead
vestments in natural gas infrastructure to uncontrolled changes in the forecast not compatible with stability re-
Asgeir Tomasgard, Applied economics and operations quirements. A multi-stage robust formulation with "adaptive" recourse
research, Sintef Technology and society, Trondheim, Norway, on dates is proposed for a simplified problem involving uncertainty on
outage duration.
[email protected]
We present a multistage stochastic model that evaluates investments 3 - Modeling the residential electrical load curve: a
in natural gas infrastructure, taking into account existing and planned stochastic algorithm for realistically starting the do-
design. The uncertainty facing the decision makers include both up- mestic appliances
stream and downstream uncertainty, such as; reservoir volumes, the Arnaud Grandjean, Enerbat, EDF R&D, Site des Renardières,
composition of the gas in new reservoirs, market demand and price
levels. The model integrates analysis of long-term and short-term un- Avenue des Renardières, Bâtiment W 49-51, 77818, Moret sur
certainty. Loing, France, [email protected]

3 - A multistage stochastic model for the electric power The electrical load curve is an essential tool in the electricity supply
generation capacity expansion problem under differ- field. The power demand curve of the domestic sector is particularly
interesting because a series of technical and behavioural breaks are go-
ent risk measures. ing to impact on it in a near future. In order to enhance the knowledge
Maria Teresa Vespucci, Department of Information of the residential load curve, we built a bottom-up, technically explicit
Technology and Mathematical Methods, University of reconstitution model. One of its key points is the way electrical end-
Bergamo, via Marconi, 5a, 24044, Dalmine (BG), Italy, uses are launched within the day. We propose a new stochastic algo-
[email protected], Marida Bertocchi, Laureano Fernando rithm that realistically starts the domestic appliances without "simply’
Escudero, Stefano Zigrino reproducing metered data.

We consider the electric power generation capacity expansion prob-

lem, over a long horizon of a price-taker power producer, who has
to choose among thermal power plants and power plants using renew-
able energy sources (RES), while considering regulatory constraints on
CO2 emissions, incentives to generation from RES and risk. The max-
 MC-45
imization of the expected profit will be subject, alternatively, to CVaR, Monday, 12:30-14:00
to first-order stochastic dominance constraints (SDC), and to second- BW-Water
order SDC. Results of a computational comparison between the above
risk measures will be reported. Management accounting and
management control 1
Stream: Simulation in Management Accounting and
 MC-44 Management Control
Monday, 12:30-14:00 Invited session
BW-Marble Chair: Stephan Leitner, Dept. for Controlling and Strategic
Management, Alpen-Adria-Universität Klagenfurt,
Incorporating uncertainty in Energy Universitätsstrasse 65-67, 9020, Klagenfurt, Austria,
Management Optimization Problems: A [email protected]
long and winding road
1 - Agent-based simulation analysis of performance
Stream: Stochastic Programming measurement systems considering uncertainties of
Invited session a learning model
Yusuke Goto, Dept. of Software & Information Science, Iwate
Chair: Sandrine Charousset-brignol, OSIRIS, EDF, 1 Avenue du
Prefectural University, 152-52, Sugo, 020-0193, Takizawa,
Général de Gaulle, 92141, CLAMART Cedex, France,
Iwate, Japan, [email protected], Shingo Takahashi
[email protected]
Chair: Wim van Ackooij, OSIRIS, EDF R&D, 1 Avenue du The agents’ learning model is considered highly contingent on orga-
General de Gaulle, 92141, Clamart, France, nizational culture, various environmental factors, individual character-
[email protected] istics, etc. It is difficult to specify the agents’ learning model by an
empirical investigation into the real organization to be modeled, while
1 - Incorporating uncertainty in large scale Energy Man- the agents’ learning model is an essential module of the agent-based
model to analyze the effectiveness of performance measurement sys-
agement Optimization Problems in practice. tems (PMSs) under a given situation. We conduct scenario analysis
Sandrine Charousset-brignol, OSIRIS, EDF, 1 Avenue du of PMSs considering uncertainties of agents’ learning model. Several
Général de Gaulle, 92141, CLAMART Cedex, France, learning models are to be analyzed.
[email protected]

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MD-01 EURO 25 - Vilnius 2012

2 - A computational tool for performing production and

warehouse budgets in an environment with uncer-
Monday, 14:30-16:00
tainty and seasonality
Jairo Coronado-Hernandez, Ingeniería Industrial, Universidad  MD-01
Tecnológica de Bolívar, 130001, Cartagena de indias, Bolívar, Monday, 14:30-16:00
Colombia, [email protected], José P.
RB-Alfa
Garcia-Sabater
Our problem is framed in a multi-product, -period and a limited pro- Tutorial Lecture: Professor Kenneth
duction and storage capacity. We intend that the generated budget is
robust to fluctuations and seasonality of demand subject to the limita-
Sörensen
tions of system and requirements. We propose a method of 3 stages: Stream: Keynote, Tutorial and Plenary Lectures
i. the demand is time-disaggregated; ii. objective stock levels are cal-
culated with a fuzzy linear programming model with the aim of pro- Tutorial session
viding a long-term vision to the third stage models; iii. developing the Chair: Marc Sevaux, Lab-STICC - CNRS UMR 3192, Université
budget structured in a set of scenarios as a consequence of a simula- de Bretagne Sud - UEB, Centre de Recherche - BP 92116, 2 rue de
tion/optimization in rolling horizon. Saint Maude, 56321, Lorient, France, [email protected]
3 - Simulation comparison of relative and absolute op- 1 - Metaheuristics - the metaphor exposed
erators for the inference of criteria weights from dis- Kenneth Sörensen, Faculty of Applied Economics, University
cordance related information of Antwerp, Prinsstraat 13, 2000, Antwerpen, Belgium,
Andrej Bregar, Informatika, Vetrinjska ulica 2, 2000, Maribor, [email protected]
Slovenia, [email protected] In recent years, the field of combinatorial optimization has witnessed
a true tsunami of "new" metaheuristic methods, most of them based
Several methods/operators exhibiting various levels of relativeness are on a metaphor of some natural process. The behavior of virtually any
introduced for the automatic derivation of criteria weights according to species of insects, the flow of water, musicians playing together, it
selective effects of veto. They are applicable to outranking and MAUT seems that no ideas are too far-fetched to serve as inspiration to launch
based methods, whereby in the case of MAUT a special criterion type yet another metaheuristic. In this tutorial, we will critically investigate
is proposed to allow for veto modeling in the form of global discor- whether the resulting methods are truly original, or just a repackaging
dance functions. Absolute and relative measurements are studied with of old ideas. In general, the usefulness of metaphor-based methods
a simulation based experiment, which considers sensitivity to inputs, will be put to the test.
rank reversals, richness of information and ability to discriminate con-
flicting alternatives. On the other side of the spectrum, researchers in metaheuristics are
picking up ideas traditionally found in exact methods only, such as an
4 - Financial structure optimization by using an adapted intelligent decomposition of the problem and the use of exact methods
to solve subproblems. In some problem domains such as vehicle rout-
goal programming method ing or scheduling, a consensus is starting to condense on which ideas
Tunjo Perić, Bakeries Sunce, Komedini 1, 10090, Zagreb, and which methods work and which do not. This is the result of many
Croatia, [email protected], Zoran Babic years of development of ever more powerful metaheuristics, combined
with a careful study of the combinatorial properties of the problem.
This paper proposes an adapted goal programming method for solv- Additionally, deconstructing of a method, combined with statistical
ing multicriteria fractional linear programming models. The proposed testing of the components and parameters of a metaheuristic can re-
methodology is tested on the example of company’s financial struc- veal those components and parameter settings that truly contribute to
ture optimization. The obtained results indicate the possibility of effi- the performance.
cient application of the proposed methodology for company’s financial
structure optimization as well as for solving other multicriteria frac- The main aim of this talk is to provide some guidelines on how to de-
tional programming problems. velop an efficient and effective metaheuristic. We will show that the
way forward is through the rigorous use of scientific methods, rather
than through the indiscriminate introduction of yet another metaphor.

 MD-02
Monday, 14:30-16:00
RB-Beta

Scheduling models in Logistics

Stream: Scheduling
Invited session
Chair: Dirk Briskorn, University of Siegen, Germany,
[email protected]
1 - Determining crane areas for balancing workload
among interfering and non-interfering cranes
Nils Boysen, Lehrstuhl für ABWL/ Operations Management,
Friedrich-Schiller-Universität Jena, Carl-Zeiß-Str. 3, 07743,
Jena, Germany, [email protected], Malte Fliedner,
Simon Emde
This paper treats the problem of subdividing an area for storing con-
tainers, such that the workload is evenly shared among the cranes op-
erating the resulting subareas. We consider two crane sets: while non-
crossing constraints between cranes of the same set need to be ob-
served, cranes of different sets do not interfere. This problem is, for
instance, relevant for scheduling the (un-)loading of vessels by parallel
quay cranes operating on opposing berths. We formalize the resulting
optimization problem, prove computational complexity, and present
exact and heuristic solution procedures.

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 EURO 25 - Vilnius 2012 MD-04

2 - Packing chained items into bins with applications to 2 - The Line Traveling Salesman with partial ordering
container handling and project scheduling Thierry Benoist, e-lab, Bouygues SA, 32 avenue Hoche,
Malte Fliedner, TU Darmstadt, Hochschulstrasse 1, 64289, 75008, PARIS, France, [email protected], Antoine
Darmstadt, Hessen, Germany, [email protected], Jeanjean, Vincent Jost
Dirk Briskorn The Line Traveling Salesman with Partial Order is a variant of the
In this work we study a variant of the well-known bin packing prob- Traveling Salesman Problem, where the cities to be visited lie on a
lem where items are subject to chaining constraints. The problem is line, the distance between two cities is the absolute difference between
encountered in rail container terminals, but can also be seen as a basic their abscissae and a partial ordering is given on the set of cities. We
scheduling problem under partially renewable resources. We provide prove that this problem, encountered on linear construction schemes,
complexity results for its decision version and develop exact solution is NP-complete. Using key dominance properties and lower bounds,
approaches with (pseudo-)polynomial runtime for specific subprob- we design a call-based dynamic program able to solve instances with
lems. We further investigate two optimization versions of the problem up to 450 cities.
and provide efficient approximation algorithms.
3 - Degrees of freedom in calculating inventory-carrying
3 - A dynamic programming approach to the aircraft costs: a simulation study
landing problem with aircraft classes Christoph Siepermann, Faculty of Mathematics and
Alexander Lieder, Chair of production management, Economics, Ulm University, Helmholtzstr. 22, 89081, Ulm,
University of Mannheim, Schloss, Schneckenhof Ost, 68131, Germany, [email protected]
Mannheim, Germany, [email protected], Raik The determination of inventory-carrying costs causes serious problems
Stolletz, Dirk Briskorn which result amongst others from different ways of calculating the av-
erage capital tied up in storage. The paper tries to estimate, by means
The static aircraft landing problem is to find a minimum-cost schedule of a simulation study, the extent of differences between the various
of aircraft landings while assuring that the necessary separation time ways of determining the average value of inventory as they can oc-
between two landings is kept. By assuming a limited number of aircraft cur in practice. It will be shown that, under certain circumstances, the
classes with common separation times and cost functions, the problem different formulas for calculating the average value of inventory can
can be solved to optimality in polynomial time. We present a dynamic lead to quite different results and therefore to degrees of freedom in
programming approach which is able to solve medium-sized problem determining inventory-carrying costs.
instances (30-50 aircraft), that take hours to be solved by a MIP solver
could be solved within seconds. To cope with larger instances, a CPS- 4 - The Target Visitation Problem
heuristic has been implemented. Achim Hildenbrandt, Computer Science,
4 - Scheduling of the batch annealing process in a fas- Ruprecht-Karls-University Heidelberg, Im Neuenheimer Feld
tener company 368, Room 104, 69120, Heidelberg, Baden-Würtenberg,
Ceyhun Araz, Industrial Engineering Dept., Celal Bayar Germany, [email protected],
University, Turkey, [email protected], Ozgur Eski, Gerhard Reinelt
Levent Bayoglu, Filiz Turan The target visitation problem (TVP) is concerned with finding a route
to visit a set of targets starting from and returning to some base. In
This study deals with the scheduling problem for the batch anneal- addition to the distance travelled a tour is evaluated also by taking into
ing process in the heat treatment of steel coils. It is a parallel-machine account preferences which address the sequence in which the targets
multi-product scheduling problem with constraints on products includ- are visited. The problem is thus a combination of two well known op-
ing material type and size. The multiple objectives in scheduling the timization problems: the travelling salesman and the linear ordering
batch annealing process are to minimize total tardiness of steel coils problem. In our talk we point out some properties of the complex but
and to maximize coil stacks throughput. The scheduling algorithm de- nevertheless interesting polyhedral structure and show approaches to
veloped was applied to the batch annealing shop in Norm Fasteners solve the TVP to optimality.
Co., Turkey. The industrial application shows the effectiveness of the
developed scheduling algorithm.

 MD-04
 MD-03 Monday, 14:30-16:00
Monday, 14:30-16:00 RB-L2
RB-L1 Optimal Control II
Logistics, Transportation, Traffic - 1 Stream: Optimal Control
Invited session
Stream: Logistics, Transportation, Traffic
Contributed session Chair: Gernot Tragler, OR and Control Systems, Vienna
University of Technology, Argentinierstr. 8/105-4, A-1040,
Chair: Thierry Benoist, e-lab, Bouygues SA, 32 avenue Hoche, Vienna, Austria, [email protected]
75008, PARIS, France, [email protected]
1 - Normality of the maximum principle for the Bolza
1 - Two-stage vehicle routing problem with dynamic se- problem under state and end point constraints
lection of entrepots Daniela Tonon, Institut de mathématiques de Jussieu,
Juraj Pekár, Department of Operations Research and Universite Pierre et Marie Curie Paris 6, 4 Place Jussieu,
Econometrics, University of Economics, Dolnozemska 1, 75252, Paris, France, [email protected], Helene
85235, Bratislava, Slovakia, [email protected], Ivan Brezina, Frankowska
Zuzana Čičková
It is well known that every strong local minimizer of the Bolza problem
The paper presents two-stage vehicle routing problem with dynamic under state constraints satisfies a constrained maximum principle. Its
selection of entrepots. The goal is to carry the goods from a central normality is very useful for investigating the Lipschitz continuity of lo-
store to the entrepots with the use of different types of vehicles as from cal minimizers, for regularity of the adjoint state and optimal controls
entrepots to final customers. The problem could not be decomposed and for derivation of higher order optimality conditions. We present
into two separate one-stage problems, since the selection of entrepots sufficient conditions for normality of optimal trajectories in the pres-
is realized dynamically from the selected set of nodes. The object is to ence of general state and end point constraints. This is accomplished
construct a mathematical model, so that the total costs of delivery of thanks to a new inward pointing condition applicable to unbounded
goods were as low as possible. control systems.

65
MD-05 EURO 25 - Vilnius 2012

2 - Network based computing environment for solving 2 - Heuristics for Stochastic and Dynamic Maritime
optimal control problems Pickup and Delivery Problems
Radoslaw Pytlak, Mechatronics, Institute of Automatic Lars Magnus Hvattum, Dept of Industrial Economics and
Control and Robotics, Warsaw University, of Technology, Technology Management, Norwegian University of Science
02-525, Warsaw, Poland, [email protected], Tomasz and Technology, Alfred Getz veg 3, Sentralbygg 1, N-7491,
Tarnawski, Mariusz Kaleta, Tomasz Sliwinski Trondheim, Norway, [email protected], Gregorio
The aim of the presentation is to show the current state of work on com- Tirado, Kjetil Fagerholt, Jean-François Cordeau
puting environment IDOS (Interactive Dynamic Optimization Server)
which enables solving optimal control problems by using Internet ser- Recent years have shown that static and deterministic vehicle routing
vices. The computing environment is equipped with dynamic opti- problems can be solved to near optimality with acceptable compu-
mization modeling language — DOML which is an extension of Mod- tational times using metaheuristics. However, many real world ap-
elica language. The presentation will focus on optimization solvers plications are dynamic and include stochastic aspects, such as un-
for optimal control problems with integer valued controls; elements of known future customer requests. Explicitly taking into account avail-
DOML language; mechanism of adding new solvers to the environ- able stochastic information may yield benefits in these cases. Here,
ment. Also the use of the environment IDOS will be discussed. three different heuristics are considered and evaluated in terms of their
ability to minimize transportation costs in a dynamic and stochastic
3 - Dynamic Programming Approach to Optimal Control maritime planning problem.
Problems with Pure State Constraints
Daniel Hoehener, Institut de Mathématiques de Jussieu, 3 - Modeling ballast water in container stowage plan-
Université Pierre et Marie Curie, 4 place Jussieu, 75005, ning
Paris, France, [email protected], Giancarlo Facchi Dario Pacino, IT-University of Copenhagen, Rued Langaard
We consider an optimal control problem with pure state constraints. It Vej 7, 2300, Copenhagen, Denmark, [email protected], Alberto
is well-known that the dynamic programming principle allows to prove Delgado, Rune Jensen
that the value function is a generalized solution of the HJB equation.
By using viability techniques, we show that the value function is ac- Automated stowage planning has come to the attention of the industry.
tually the unique solution of the HJB equation, even if the dynamics Published work in this area assumes constant displacement of the ves-
are discontinuous in the time variable. The main novelty of the proof sels, which simplifies the linearization of the hydrostatic calculation.
is an approximation result of feasible trajectories by trajectories lying In those models ballast tanks are not taken into account. Since ballast
in the interior of the constraints. Such approximations have also other water can contribute up to 25% of the total displacement, ignoring it
applications in control theory. could become a great source of error. We present a model for stowage
planning with ballast tanks and show how to handle the non-linearities
4 - Determining the optimal strategies for stochastic that variable displacement forces on the model. Preliminary results
control problem with finite time horizon show the feasibility of this approach.
Dmitrii Lozovanu, Institute of Mathematics and Computer
Science, Academy of Sciences of Moldova, Academiei 5, 4 - Fleet deployment with speed optimization
IMI, MD-2020, Chisinau, Moldova, Moldova, Republic Of, Henrik Andersson, Department of Industrial Economics and
[email protected] Technology Management, Norwegian University of Science
The stochastic version of classical discrete optimal control problem and Technology, Gløshaugen, Alfred Getz vei 3, NO-7491,
with finite set of states and finite time horizon is formulated and stud- Trondheim, Norway, [email protected], Kjetil
ied. In the considered problem we assume that the dynamic system Fagerholt, Kirsti Hobbesland
may admit states in which the vector of control parameters is changed
randomly and we are seeking for a strategy that minimize the expected We will present a rolling horizon heuristic for a fleet deployment prob-
total cost during a given number of state transitions. We show that lem with speed optimization. The heuristic is tested on real world in-
the optimal solution of the stochastic problem can be found using the stances from one of the largest car transporters of the world and shows
backward dynamic programming method. good results.

 MD-05
Monday, 14:30-16:00  MD-06
RB-L3 Monday, 14:30-16:00
RB-Gamma
Maritime Transportation 2
Vehicle routing problems
Stream: Maritime Transportation
Invited session Stream: Metaheuristics
Chair: Henrik Andersson, Department of Industrial Economics Invited session
and Technology Management, Norwegian University of Science Chair: Cédric Verbeeck, Industrial management, Ghent University,
and Technology, Gløshaugen, Alfred Getz vei 3, NO-7491, Technologiepark 903, B-9052, Zwijnaarde, Belgium,
Trondheim, Norway, [email protected] [email protected]
1 - Maritime transport as an important link in the global 1 - A local search heuristic algorithm for the CVRP with
supply chain open routes
Algirdas Šakalys, Competence Centre of Intermodal R. Aykut Arapoglu, Industrial Engineering Department,
Transport and Logistics, Vilnius Gediminas Technical Eskisehir Osmangazi University, Meselik Campus, 26480,
University, Plytins st. 27, LT-10105, Vilnius, Lithuania, Eskisehir, Turkey, [email protected], Abdurrahman Yildiz
[email protected]
The East West Transport Corridor, connecting northern Europe with We present a variant of the classical capacitated VRP that allows closed
Russia and Far East is an excellent platform to develop an innova- routes ending at the depot as well as open routes that end at customer
tive pilot testing ground where modern technology and information demand node(s). The problem arises when the company’s current fleet
systems contribute to increased efficiency, traffic safety and security of vehicles cannot meet the total demand. Closed routes are operated
as well as reduced environment impact in the corridor. The corridor by the vehicles of existing fleet whereas open routes are run by ex-
stands out as green transport corridor which will reflect an integrated tra vehicles. The objective is to find a route for each vehicle used,
transport concept where Short See Shipping, rail, inland water ways minimizing the total distance traveled. A local search improvement
and road complement each other to enable the choice of environmen- algorithm is implemented. The performance of the algorithm is tested
tally friendly transport. on data sets adapted from the literature.

66
 EURO 25 - Vilnius 2012 MD-09

2 - Comparing metaheuristics for the Time-Dependent 2 - The effects of inaccurate information on the queue
Orienteering Problem joining policy
Cédric Verbeeck, Industrial management, Ghent University, David Raz, Management of Technology, Holon Institute of
Technologiepark 903, B-9052, Zwijnaarde, Belgium, Technology, Holon, Israel, [email protected]
[email protected], Pieter Vansteenwegen
The efficiency aspects of the queue joining policy were thoroughly
This research focuses on developing and comparing efficient solution studied, starting probably with Winston (1977). It is widely accepted
methods to solve time-dependent orienteering problems (TD-OP) in that the Shortest Queue (SQ) policy is optimal, with some counterex-
real time. A time dependent local search move and local evaluation amples noted by Whitt in 1986. However, the body of research as-
metric have been successfully implemented together with three basic sumes information is fully available and accurate, which is not always
metaheuristic frameworks. Test instances were developed in a way to the case. In this work we study the effects of inaccurate or missing
simulate real life congestions patterns. Comparing the results proves information on the efficiency and fairness of the queue joining policy.
that obtaining solutions in real-time is feasible. Currently, instances The results show that SQ may not always be the optimal policy to use,
are being developed so that the optimal solution is known, providing if the information is incomplete.
more insight in the obtained results.
3 - A Tabu Search Method for a Cement Delivery Prob- 3 - Free Riding Solution for Hybrid P2P Networks
lem Amad Mourad, LAMOS, Bejaia University, Bejaia, Bejaia,
Marc Uldry, Département d’Informatique, Université de Algeria, [email protected], Djamil Aïssani, Moumen
Fribourg, Boulevard de Pérolles 90, 1700, Fribourg, Hamouma
Switzerland, [email protected], Alain Hertz, Marino Free riding is an important problem in P2P networks in which nodes
Widmer take without giving, they benefit from shared resources without shar-
We consider a cement delivery problem with a heterogeneous fleet of ing their own. The objective of our study is to ensure the collective
vehicles and several depots. The orders are often larger than the vehicle participation of P2P members, by encouraging them to be more active.
capacity; consequently, most customers are visited several times. This For this, we introduce a new solution against free riders; it is based on
is a split delivery vehicle routing problem with additional constraints. friend’s lists in each peer, adding only peers that share interesting con-
A Tabu Search resolution method is first described. Experiments on tents. A queuing mechanism with priority is also used at each super
real life instances are then performed. Comparisons between these re- peer. This priority is calculated based on the number of peer’s friends
sults, those obtained using a MILP formulation and those given by the and their free times.
cement supplier company are also presented. Tabu Search produces
better results in a few minutes. 4 - Optimizing energy consumption of telecommunica-
tion networks
4 - A multi-objective inventory routing problem for sus- Axel Werner, Optimization, Zuse Institut Berlin (ZIB),
tainable waste management under uncertainty Takustr 7, D-14195, Berlin-Dahlem, Germany, [email protected]
Pamela Nolz, Department of Information Systems and
Operations, Vienna University of Economics and Business, Already today, a considerable part of energy worldwide is spent on
Nordbergstrasse 15, 1090, Vienna, Austria, the operation of telecommunication networks. With steadily grow-
[email protected], Nabil Absi, Dominique Feillet ing internet traffic this share will further increase, unless energy con-
sumption of future networks is optimized and adapted to switched traf-
We formulate a stochastic inventory routing problem for infectious fic instead of provided capacity. We present mixed integer program-
medical waste collection minimizing two criteria: (i) distribution costs ming models for the optimization of multi-layer telecommunication
comprising routing costs and fixed costs incurred each time a tour networks using load-adaptive equipment and dynamic energy manage-
is planned, (ii) expected inventory costs reflecting social objectives, ment. We discuss preliminary results of computations, based on sndlib
specifically the satisfaction of pharmacists and patients, as well as instances, as well as networks by Deutsche Telekom.
the minimization of public health risks. We develop a hybrid multi-
objective solution approach integrating an adaptive large neighborhood
search into an evolutionary algorithm. Computational experiments are
performed for real-world problem instances.
 MD-09
Monday, 14:30-16:00
 MD-08 RB-Zeta
Monday, 14:30-16:00 Cutting and Packing 4
RB-Epsilon
Stream: Cutting and Packing
Network Optimization 4 Invited session
Chair: Ozgur Kulak, Çorlu Engineering Faculty, Namık Kemal
Stream: Network Optimization University, N.K.Ü. Çorlu Mühendislik Fakültesi, Silahtar
Invited session Mahallesi, Sinan Dede Mevkii Çerkezköy Yolu 3. km, Çorlu,
Chair: Axel Werner, Optimization, Zuse Institut Berlin (ZIB), 59860, Tekirdağ, Turkey, [email protected]
Takustr 7, D-14195, Berlin-Dahlem, Germany, [email protected]
1 - Linearization of Non-oriented Polygonal Placement
1 - Bundling Telecommunication Services with Network
Optimization Problem
Costs
Marina Novozhilova, Department of Economic Cybernetics
Juan Perez, Industrial Engineering, Universidad de Los Andes
and Information Techologies, Kharkov National University of
de Chile, Av. San Carlos de Apoquindo 2200, Comuna las
Construction and Architecture, 61046, Kharkov, Ukraine,
Condes, Santiago, Región Metropolitana, Chile,
[email protected], Igor Chub
[email protected], Alejandro Jofre
We propose a non-linear model for bundling telecommunication ser- The non-oriented convex polygon placement optimization problem is
vices explicitly considering the costs and capacities of the network. considered in the linearized statement. The additional properties of the
We consider bundles composed of: mobile telephone and internet. The problem linearized feasible region are studied. The method of search-
decision variables are the fixed prices for bundles and the quantities ing a problem local minimum based on the active set idea is proposed.
of each service. We analyze the following aspects: users that have al- The scheme for determining the descent direction along the frontier of
ready have a bundle with a company, the effect of considering a cost for the connected component of the linearized feasible region has been de-
users when they buy a new bundle, the optimum time between offers, veloped. A new technique for constructing inequality constraints sys-
and that targeting segments of users not only depends on it reservation tem for current solution on each iteration is considered. The stopping
prices but also on the cost function. criterion of iterative process is defined.

67
MD-10 EURO 25 - Vilnius 2012

2 - A Circle Covering approach to the Nesting problem the exact cost function and develop an algorithm to find the optimal
Pedro Rocha, INESC TEC, Faculdade de Engenharia, policy, when order size is as a control parameter. We show that our
Universidade do Porto, 4200-465, Porto, Portugal, algorithm is faster than the previous one.
[email protected], Rui Rodrigues, A. Miguel Gomes 2 - A single-period inventory placement problem for a
Circle Covering (CC) problems aim to completely cover a region with supply system with the satisficing objective
the minimum number of circles. With an efficient coverage, the region Piotr Staliński, Department of Quantitative Methods in
can be accurately represented by the set of circles. In Nesting prob- Management, WSB-NLU, ul. Zielona 27, 33-300, Nowy
lems, pieces need efficient collision detection for their placement. We Sacz,
˛ Poland, [email protected], Chia-Shin Chung,
propose to solve Nesting problems with an approach based on circle
covering to represent irregular shapes and non-linear models to com- James Flynn, Roelof Kuik
pute placement positions. Consider the inventory placement problem in an N-stage supply system
facing a stochastic demand for a single planning period. Each stage is
3 - Packing spherical caps in high dimensional spaces a stocking point holding some form of inventory that after a suitable
Cristiano Torezzan, School of Applied Sciences, University of transformation can satisfy demand. Stocking decisions are made be-
Campinas, Brazil, [email protected], Sueli fore demand occurs. The objective is to maximize the probability of
Costa achieving a given profit level. We prove the existence of optimal stock-
ing decisions that utilize at most three stages in the supply system. We
We consider the problem of packing a large number of equal spher- characterize properties of the optimal stocking decisions and provide
ical caps on the surface of the unit sphere. This problem is closely an efficient algorithm for computing them.
related to the kissing number problem and applications have appeared
in different areas. Although good approaches are known, most of them 3 - An inventory model with partial backorders assum-
become infeasible when either the number of caps or the dimension ing uniform demand
grows. We present a new modeling which allows to reduce the prob-
lem to the one of packing circles in a box in the half of the dimension.
Joaquín Sicilia, Dpt. de Estadística, Investigación Operativa y
Several examples are presented, some of them are the biggest known Computación, Universidad de La Laguna., Facultad de
constructive solutions in high dimensions (e.g. 16, 24). Matemáticas, Avda. Astrofísico Francisco Sánchez s/n,
38271, La Laguna. Tenerife., Canary Islands, Spain,
4 - A comparative study of 2D irregular object geome- [email protected], Valentín Pando, Luis A. San-José, Juan
try modelling solutions for cutting and packing prob- Garcia-Laguna
lems
In this work a stochastic inventory problem with additional order is
Ozgur Kulak, Çorlu Engineering Faculty, Namık Kemal studied. If the system is out of stock at the selling period, the vendor
University, N.K.Ü. Çorlu Mühendislik Fakültesi, Silahtar orders an extra lot size to satisfy a percentage of unmet demand. We
Mahallesi, Sinan Dede Mevkii Çerkezköy Yolu 3. km, Çorlu, assume the backorder rate depends on the amount of shortage and the
59860, Tekirdağ, Turkey, [email protected] fraction of demand served with delay is described by a co-sinusoidal
non-increasing function of the unmet demand. Our objective consists
Industrially applicable packing and cutting solutions need to achieve of determining the optimal order size that maximizes the expected total
both a tightly fitting irregular object geometry modeling and a fast profit when demand is uniformly distributed. Sensitivity analysis and
placement optimization by computationally effective intersection, numerical examples are also presented.
translation and rotation operations. Modeling scalability is also im-
portant for different approximation requirements of concurrent opti- 4 - Inventory Control Under The Carbon Emission Trad-
mization algorithms. In this study, classical object boundary geometry ing Scheme
modeling and alternative quad tree modeling technique are compared
with respect to representation quality, scalability, processing time per
Marthy Stívaliz García Alvarado, Departement of Automated
intersection, rotation and translation operation. Manufacturing Engineering, École de technologie supérieure,
1100, rue Notre-Dame Ouest, H3C 1K3, Montreal, Quebec,
Canada, [email protected],
Marc Paquet, Amin Chaabane
 MD-10 Inventories have proven to be crucial in logistics. While new trends
force the integration of sustainable development into supply chain
Monday, 14:30-16:00 operations, the carbon emission trading scheme seems to be a good
RB-Theta way to achieve sustainable development efficiently. This integration
has raised new questions related to how inventory methods should be
Inventory Management 1 adapted to include carbon trading. In this talk will discuss the chal-
lenges of inventory modeling. Moreover, through a stochastic inven-
tory model, we show the direct link between the sustainability objec-
Stream: Production Management & Supply Chain tive and inventory control policies.
Management (contributed)
Contributed session
Chair: Amin Chaabane, Departement of Automated
Manufacturing Engineering, École de Technologie Supérieure,
1100, Notre Dame Street Ouest, H3C1K3, Montreal, Quebec,
 MD-11
Canada, [email protected] Monday, 14:30-16:00
Chair: Marthy Stívaliz García Alvarado, Departement of RB-Iota
Automated Manufacturing Engineering, École de technologie
supérieure, 1100, rue Notre-Dame Ouest, H3C 1K3, Montreal,
Traffic Management
Quebec, Canada, [email protected]
Stream: Transportation and Logistics
1 - A Serial Inventory System with Information Ex- Invited session
change Chair: Livia Mannini, Dep. of Civil Engineering, Roma Tre
Nima Yazdan Shenas, University of Science and Culture, Iran, University, Italy, [email protected]
Islamic Republic Of, [email protected]
1 - Traffic management and emissions estimation in a
A supply chain model consisting of one product, a supplier and a re- within day dynamic framework
tailer is considered. Demands at the retailer are generated by a Poisson
process. Not covered demands are backordered. The retailer carries
Simone La Spada, Department of Civil Engineering, Roma
inventory and replenishes stock according to a (Q, R) policy. Based Tre University, 00146, Rome, Italy, Italy,
on available information, the supplier’s policy is defined. Recently, the [email protected], Marialisa Nigro, Stefano Gori, Livia
optimal policy was obtained, where order size (Q) is given. We extend Mannini

68
 EURO 25 - Vilnius 2012 MD-13

Reduction of vehicle emissions is related to the improve of life quality Consistency of preferences is usually a desirable situation in decision
and sustainability. To estimate emissions on large scale urban network, making processes based on preference relations, e.g. the AHP. A rel-
approaches based on aggregated traffic estimates are followed, without atively large number of inconsistency indices has been proposed in
considering temporal variations of traffic conditions. The study wants literature in order to estimate inconsistency of preference. We propose
to develop a method to estimate pollutant emissions taking into account a study of inconsistency with respect to consensus where we analyze
the within-day variations of traffic conditions and parameters related to how the inconsistency of the consensual preference relation is affected
the different state of vehicles and that can easily be applied to evaluate by the inconsistency of the single decision makers. In particular, we
the results of off-line and on-line traffic management strategies in large will reason and dwell on the positive effects of consensus on the con-
urban network. sistency of preferences.

2 - Implementation of variable speed systems in an ac- 2 - Error based decision making on approximation meth-
cess road (c 31 n) to barcelona ods under fuzziness
M. Antonia de los Santos, Mechanical Engineering, UPC, Svetlana Asmuss, Department of Mathematics, University of
Diagonal 647, 08028, Barcelona, Spain, Latvia, Zellu street 8, LV-1002, Riga, Latvia,
[email protected], David Gallegos, Francisco Liesa [email protected], Vecislavs Ruza

The city of Barcelona was the first in Spain to introduce variable speed We present a methodology of decision making on approximation meth-
systems as a strategic tool to improve traffic management in 2009, in ods under uncertainty given by fuzzy sets. We consider approxima-
the roads C32 and C31S. The C31N is a main access road to Barcelona tion of real valued functions when a set we approximate over is fuzzy,
where these systems could be installed. The present work evaluates meaning that our interest is more focused at some parts of the set. In
potential benefits that the implementation of these intelligent systems order to estimate the quality of algorithms, we introduce an appropriate
involves. In order to achieve this target, a virtual model of the road is fuzzy analogue of a norm using a fuzzy valued integral and describe a
created, analysing and defining the traffic flow running in the road. To method of its evaluation. In this context, for approximation methods
check global potential benefits, 3 more cases are analysed including we obtain fuzzy valued error bounds for some classes of functions and
specific traffic jam situations. discuss criteria of the error optimal decision.

3 - Green timing and scheduling: an approach based on 3 - Indirect sociomapping

Cyril Höschl, QED GROUP, Czech Republic,
genetic algorithms
[email protected], Radvan Bahbouh
Giulio Erberto Cantarella, Dept of Civil Engineering,
University of Salerno, via Ponte Don Melillo, 1, 84084, Indirect sociomapping enables comparison of people as to similarity
Fisciano (SA), Italy, [email protected], Roberta Di Pace of their data profiles. The degree of belonging to the fuzzy set of sim-
ilarity is determined by the p-values for the statistical test comparing
This paper proposes an approach to traffic light optimization at a sin- both of the individual data profiles. Results are represented in the form
gle junction through genetic algorithms. Decision variables are green of a landscape, with the distances corresponding to the degree of sim-
times and their scheduling. Maximization of capacity and minimiza- ilarity and the heights showing the overall similarity to the other units
tion of delay are considered as objectives, also taking into account in the system. This landscape can be used as an interactive interface to
maximum queue length constraints. This approach seems relevant formulate statistical tests and visualize their results.
since it can be extended to signal synchronization with optimization
of green scheduling, differently from current practice. This research is 4 - Sociomapping of communication
a part of a project aiming at urban network design including optimiza- Radvan Bahbouh, QED GROUP, Czech Republic,
tion of traffic lights and street lane allocation. [email protected], Cyril Höschl
4 - Estimation of traffic flow conditions through data fu- Sociomapping makes it possible to analyse and visualise communica-
sion techniques tions in teams and organizations. This method is based on representing
Livia Mannini, Dep. of Civil Engineering, Roma Tre the communication interconnectedness through the degree of belong-
ing to the fuzzy sets of communication nearness. The obtained fuzzy
University, Italy, [email protected], Ernesto Cipriani, models can be mutually compared; this allows capturing of stable com-
Stefano Gori munication patterns, as well as of developmental trends. Subsequently,
the data are depicted in the form of a landscape. Sociomapping is used
Starting from the application of the procedure reported in Wang, Papa- in preparing teams for foreign military missions, in experiments simu-
georgiou (2005) based on the correction through the Extended Kalman lating flight to Mars, and in management teams, etc.
Filter (EKF) of the second order traffic model, also probe vehicles mea-
surements have been taken into account, added to the conventional
fixed ones. Several simulations have been carried out with Matlab.
Different data fusion techniques have been analyzed, specifically, the
fusion of measurements, rather than the fusion of estimations, has re-
vealed to be more effective in improving EKF estimation.  MD-13
Monday, 14:30-16:00
RB-Tau

Lot-sizing and Related Topics 4

 MD-12
Monday, 14:30-16:00 Stream: Lot-sizing and Related Topics
RB-Omicron Invited session
Chair: Luis Guimarães, Industrial Engineering and Management,
Decision-making and modelling under Faculty of Engineering of Porto University, FEUP, Portugal,
fuzziness [email protected]
Stream: Fuzzy Sets and Soft Computing 1 - The integrated lot sizing and scheduling problem in
Invited session the brewery: model and MIP-based heuristic
Chair: Mario Fedrizzi, Department of Computer and Management Maristela Santos, Department of Applied Mathematics and
Sciences, Universita di Trento, Via Inama 5, 38122, Trento, Italy, Statistics, University of Sao Paulo, Av. Trabalhador
[email protected] São-carlense, 400 - Centro, Caixa Postal: 668, 13560-970,
São Carlos, São Paulo, Brazil, [email protected], Tamara
1 - Boundary properties of inconsistency indices in Baldo, Reinaldo Morabito, Bernardo Almada-Lobo
group preference relations This paper addresses the lot-scheduling problem in the brewery in-
Matteo Brunelli, Åbo Akademi University, Finland, dustry. This problem is composed of two stages: the preparation and
[email protected], Michele Fedrizzi bottling of the liquids. The first stage may span over several days due

69
MD-14 EURO 25 - Vilnius 2012

to the fermentation process which complicates the synchronization of 2 - Parallel machine scheduling with a variable common
both stages. We propose a new mixed integer model for it consider- due window
ing multiple tanks and bottling lines. The model differs from those of Mikhail Y. Kovalyov, United Institute of Informatics
the literature on the first stage decisions and requirements. A MIP-
based heuristic is developed to obtain solutions capable of addressing Problems, National Academy of Sciences of Belarus,
the process and preliminary results are presented. Surganova 6, 220012, Minsk, Belarus,
[email protected], Adam Janiak, Wladyslaw
2 - Dynamic lot sizing problem with minimum order Janiak, Erhan Kozan, Erwin Pesch
quantities and remanufacturing option We study problems of scheduling jobs on identical parallel machines,
Irena Okhrin, Juniorprofessur in Information & Operations with a common due window to be assigned to all jobs. The objective is
Management, European University Viadrina, Grosse to minimize the sum of job earliness, job tardiness, due window loca-
tion and size costs, which are are nondecreasing job independent func-
Scharrnstrasse 59, 15230, Frankfurt (Oder), Germany, tions. Solution properties are established and dynamic programming
[email protected], Knut Richter algorithms are derived. Polynomial algorithm is given for the single
machine case, in which the due window size cost is a discretely con-
We focus on a special uncapacitated lot sizing problem where a man- vex or concave nondecreasing function and all the other cost functions
ufacturer can meet demand by either producing new items or by re- are linear.
manufacturing used items. Additionally, a minimum order quantity
restriction, instead of the setup cost, guarantees a certain level of pro- 3 - Structural properties of time-dependent scheduling
duction lots. A general model of this problem is formulated and several problems with the lp norm objective
useful properties of the optimal solution structure are investigated. Fi-
nally, we develop a one-dimensional dynamic programming procedure
Stanislaw Gawiejnowicz, Faculty of Mathematics and
for the originally two-dimensional dynamic model that generates the Computer Science, Adam Mickiewicz University,
optimal production plan for some special cases. Umultowska 87, 61-614, Poznan, Poland,
[email protected], Wieslaw Kurc
3 - Simultaneous production-distribution planning to We consider structural properties of single-machine time-dependent
coordinate multi-plant supply chains scheduling problems with linearly deteriorating jobs and the lp norm
Luis Guimarães, Industrial Engineering and Management, objective. We prove that the V-shape property, previously known only
for p=1, still holds for infinite many p>1, while the symmetry property
Faculty of Engineering of Porto University, FEUP, Portugal, does not hold for p » 1. We show that for p>1 the problems possess
[email protected], Diego Klabjan, Bernardo a kind of matrix convexity. Finally, we express the complexity of the
Almada-Lobo problems as a function of index p of the norm.
Inspired by a real case, we present a model and solution approach for 4 - Scheduling jobs with values dependent on their com-
production-distribution planning in multi-plant, multi-warehouse sup- pletion times
ply chains. The model assigns and schedules production lots to a set Tomasz Krysiak, Institute of Computer Engineering, Control
of machines, available at each plant, determining overtime, inventory
and transportation quantities. The objective is to minimize overall cost and Robotics, Wroclaw University of Technology,
while satisfying a deterministic demand triggered at the warehouses. Janiszewskiego 11/17, 50-372, Wroclaw, Poland,
The solution approach is based on the model using VNS to fix and im- [email protected], Adam Janiak
prove lots allocation guided by the sensitivity analysis of the LP solved We consider two scheduling problems with job values and losses of
to determine the remaining decisions. job values (costs) dependent on job completion times. In the first prob-
lem, we consider scheduling jobs with stepwise values deteriorating
over time. We prove strong NP-hardness of a single processor case
and construct a pseudo-polynomial algorithm for a special case with
unrelated processors. The second problem is a single processor one
 MD-14 with piecewise linear losses of job values increasing over time. We
prove strong NP-hardness of the problem and existence of a pseudo-
Monday, 14:30-16:00 polynomial algorithm for its special case.
RB-Omega

Scheduling with variable parameters I

 MD-15
Stream: Scheduling under Resource Constraints Monday, 14:30-16:00
Invited session RB-2101
Chair: Mikhail Y. Kovalyov, United Institute of Informatics
Problems, National Academy of Sciences of Belarus, Surganova 6, Nonlinear Optimization and Applications 3
220012, Minsk, Belarus, [email protected]
Chair: Adam Janiak, Institute of Computer Engineering, Control Stream: Nonlinear Programming
and Robotics, Wrocław University of Technology, Janiszewskiego Invited session
11/17, 50372, Wroclaw, Poland, [email protected] Chair: Max Demenkov, Institute of Control Sciences, Lab 16,
Russian Academy of Sciences, 65 Profsoyuznaya str., 117997,
1 - Complexity analysis of an assignment problem with Moscow, Russian Federation, [email protected]
controllable assignment costs and its implications in
scheduling 1 - Multistart Coupled with a Derivative-Free Filter Local
Dvir Shabtay, Dept. of Industrial Engineering and Search for Locating Multiple Solutions
Management, Ben-Gurion University of the Negev, POB 653, Florbela P. Fernandes, Department of Mathematics - ESTiG,
81045, Beer Sheva, Israel, [email protected], Liron Yedidsion, Polytechnic Institute of Bragança, Bragança, Portugal,
Moshe Kaspi [email protected], M. Fernanda P. Costa, Ana I. Pereira, Edite
M.G.P. Fernandes
We extend the linear sum assignment problem to the case where the A multistart technique coupled with a derivative-free filter local search
assignment cost is a function of the amount of resource allocated to algorithm for locating all the optimal solutions of a nonconvex con-
the agent. A solution is defined by the assignment of agents to tasks strained optimization is presented. To reach fast convergence to op-
and by a resource allocation vector. The quality of a solution is mea- timal solutions, the local search procedure is based on descent direc-
sured by two criteria: the total assignment cost and the total weighted tions. The filter-set concept is introduced to handle the constraints of
resource consumption. We address these criteria via four problem vari- the problem. The direction vector is descent for the objective function
ations and prove that three of them are NP-hard. In addition, we find if the point is feasible; otherwise, it is descent for the constraint viola-
that our problem is equivalent to a large set of scheduling problems tion. Numerical experiments with benchmark problems and a compar-
whose complexity has been an open question. ison with other methods are included.

70
 EURO 25 - Vilnius 2012 MD-17

2 - Bilevel optimization in stability analysis of nonlinear 2 - Catching uncertainty of wind

dynamical systems Yulia Gel, Statistics and Actuarial Science, University of
Max Demenkov, Institute of Control Sciences, Lab 16, Waterloo, 200 University Ave., N2L 3G1, Waterloo, ON,
Russian Academy of Sciences, 65 Profsoyuznaya str., 117997, Canada, [email protected]
Moscow, Russian Federation, [email protected] Sustainable wind energy has long been recognized as one of the most
We consider region of attraction for a dynamical system - a set of points attractive options but its generation is still found to be much easier
from which system trajectories go to a stable equilibrium. One can es- than its integration into liberalized electricity markets due to a highly
timate it via the sublevel sets of a positive definite Lyapunov function, volatile nature of wind. In this talk we propose a new approach to
which is decreasing along any trajectory in the region. We formulate probabilistic wind power forecasting which delivers competitive fore-
this task as a bilevel optimization over the function parameters and casts while imposing minimal requirements on observed data. This is
system state variables. On the lower level we have minimization of the especially critical as lack of expertise and related costs in wind farm
function with nonconvex equality constraint. On the upper level a size site selection still remain one of the key barriers to untapping wind
estimation of a sublevel set needs to be maximized. Local improve- resources in developing countries.
ment algorithm is discussed.
3 - SVM Models and Auction Protocols in Electricity Mar-
3 - Numerical solution of nonlinear optimal control prob- kets
lems, A comparative study Carlo Lucheroni, School of Science and Technologies,
M. Navabi, Shahid Beheshti University, GC, Iran, Islamic University of Camerino, via M. delle Carceri 9, 62032,
Republic Of, [email protected], E. Meshkinfam Camerino (MC), Italy, [email protected], Renato De
The aim of this paper is to compare four different iterative numerical Leone
techniques using in determination the optimal control law. The meth- Modelling of hourly electricity prices is mostly made by stochastic
ods are: Steepest Descent (SD), Variation of Extremals (VE), Quasi- difference equations, assuming a causal relation between succeeding
linearization (QL) and Collocation (CL). hours. Because of the power market structure, in fact this assumption
The Maximum radius orbit transfer in a given time problem is solved is true only at the level of succeeding days, since un-causal autocor-
utilizing these methods and comparisons are made in the terms of ac- relations can appear within each day, due to technical constraints en-
curacy, the rate of convergence, sensitivity to initial guess and the time forcement by system operators. Support Vector Machines used as au-
of computer processing. The results show that, CL method has the toregressive estimators on daily price hourly profiles offer a new way
least error, VE has the most sensitivity to initial guess. for price modelling, able to take into account intra-day correlations
without mixing them with inter-day correlation.
4 - Performance Analysis of Partial Use of Local Optimi-
sation Operator on Genetic Algorithm for TSP 4 - Mathematical methods for rainfall modelling
Milan Djordjevic, UP DIST, UP FAMNIT, Glagoljaska 8, Julia Piantadosi, Centre for Industrial and Applied
Slovenia, 6000, Koper, State, Slovenia, Mathematics, School of Mathematics and Statistics,
[email protected], Andrej Brodnik University of South Australia, Mawson Lakes Campus,
We study the influence of hybridization of a genetic algorithm with Mawson Lakes Boulevard, Mawson Lakes, 5095, Adelaide,
a local optimizer on instances of a TSPLIB. In tests we applied hy- South Australia, Australia, [email protected]
bridization at various percentages of genetic algorithm iterations. Less A major challenge for future management of water resources is to op-
frequent application of hybridization decreased the average running timize economic, social and environmental outcomes subject to sus-
time, whereas the quality of solution on average deteriorated only from tainable usage in a changing and highly variable climate. Historical
0.21% till 1.40% worse than the optimal solution. We studied at which records provide only one realisation and generation of realistic syn-
iterations to hybridize. We applied it at random iterations, at the initial thetic data is an important objective to assess the impact of rainfall
iterations, and the ending ones, and proved where being the best. variability on water systems. The aim of this work is to propose new
mathematical models for rainfall simulation to inform analysis of cur-
rent rainfall patterns and enable better projections for a comprehensive
range of future scenarios.
 MD-16
Monday, 14:30-16:00
RB-2103  MD-17
Uncertainty Analysis in Energy and Water Monday, 14:30-16:00
Resources RB-2105

Stream: Uncertainty and Perturbations in Optimization Further Applications of Location Analysis

and in Environmental and Energy Modelling
Invited session Stream: Applications of Location Analysis
Chair: John Boland, School of Mathematics and Statistics,
Invited session
University of South Australia, Mawson Lakes Blvd., 5095, Chair: Mercedes Landete, Departamento de Estadística y
Mawson Lakes, South Australia, Australia, Matemática Aplicada, University Miguel Hernández of Elche,
[email protected] Avda. del Ferrocarril s/n, 03202, Elche, Alicante, Spain,
[email protected]
1 - Reconciling rainfall modelling on differing time
scales 1 - Assessing Optimal Routes in the Natural Park of
John Boland, School of Mathematics and Statistics, Doñana (Spain)
University of South Australia, Mawson Lakes Blvd., 5095, Eva Barrena, Applied Mathematics I, University of Sevilla,
Mawson Lakes, South Australia, Australia, Avda. Reina Mercedes s/n, 41012, Sevilla, Spain,
[email protected], Julia Piantadosi [email protected], Francisco A. Ortega Riejos, Isabel Ternero,
Rainfall perform well for the time scales on which they are produced Miguel Angel Pozo
but for other time scales, a model’s performance can be erratic. Previ- This paper explores the compatibility between a successful manage-
ous experience in estimating five minute variance of wind farm output ment of environmental conservation and a sustainable development
derived from modelling ten second output series (Agrawal et al 2010) through rural tourism by designing optimal routes along environmen-
has led us to be able to perform a similar exercise with modelling daily tal units (cells) in a Natural Park. Two types of scenarios are assumed:
rainfall series in a fashion that preserves the monthly variance. We de- Safaris route, where the objective is to minimize the total distance trav-
velop an AR(3) model for daily rainfall (after multiplicative deseason- elled during supervising all the cells (appropriate for ranger’s route),
ing), and through standard transformations for stationary time series, and Zookeeper’s route, where a representative sample of cells must be
develop estimates for variances for monthly rainfall series that match visited (for a touristic route) (supported by Spanish/FEDER projects
the observed monthly variances. MTM2009-14243 and P09-TEP-5022).

71
MD-18 EURO 25 - Vilnius 2012

2 - A polyhedral study on location models with knap- 2 - Herding behavior of agents as a background of finan-
sack constraints cial fluctuations
Roberto Javier Cañavate Bernal, Métodos Cuantitativos e Aleksejus Kononovicius, Institute of Theoretical Physics and
Informáticos, Technical University of Cartagena (UPCT), Astronomy, Vilnius University, Lithuania,
Calle Real, 3, Facultad Ciencias Empresa, 30201, Cartagena, [email protected], Vygintas Gontis,
Murcia, Spain, [email protected], Mercedes Landete Bronislovas Kaulakys
In this paper we consider set packing location problems with knap- We focus on the universal nature of herding behavior leading to the
sack constraints. We propose to study the intersection polyhedron of macroscopic description by nonlinear stochastic differential equations
the two well-known problems: the classical knapsack problem (KP) applicable to the finance and other complex systems. Approach with
and the set packing problem (SP). We give conditions for some valid two groups of agents appears to be too crude to reproduce the details
inequalities of the KP polytope and the SP polytope to be facets for of financial markets. Thus we extend Kirman’s model to include three
the KP-SP problem. The obtained results also generalize polyhedral groups of interacting agents. This improvement provides more op-
properties of some knapsack related problems in the literature. portunities to reproduce sophisticated power law statistics of return in
financial markets.
3 - Delocation Models for Closing and Resizing Redun-
dant Branches during Bank Restructuring 3 - Bayesian statistical analysis of herding behavious:
Diego Ruiz-Hernandez, Quantitative Methods, CUNEF, c/ an application to the Spanish equity mutual funds
Serrano Anguita 9, 28004, Madrid, Spain, [email protected], Pilar Gargallo, Facultad de Economía y Empresa, Universidad
David Delgado-Gomez, Laureano Fernando Escudero, de Zaragoza, Gran Vía 2, 50005, Zaragoza, Spain,
Joaquin Lopez-Pascual [email protected], Laura Andreu, José Luis Sarto, Manuel
During restructuring processes due to mergers, banks face the prob- Salvador
lem of redundant branches competing with each other for customers.
As important as it is, the problem of closing down branches has not This paper proposes a Bayesian rolling window estimation procedure
been fully addressed in the literature. In this paper we introduce a new applied to the three factor model of Fama and French (1993) to anal-
branch closing and resizing model based on the capacitated facility yse the herding behaviour in the style exposures of mutual funds. This
location problem. The model considers closing down and costs, and procedure let dynamically select the length of the estimation window
addresses the problem of resizing open branches to accommodate cus- by means of weighted likelihood functions that discount the loss of
tomers displaced from closed branches. We motivate the problem with information due to time. The method is very flexible and allows us
an example from the Spanish saving banks sector. to consider different approaches to detect herding behaviour by taking
into account the uncertainty associated to the estimation of the style
4 - Different ways of locating spanning trees in a net- coefficients.
work
Mercedes Landete, Departamento de Estadística y
Matemática Aplicada, University Miguel Hernández of Elche,
Avda. del Ferrocarril s/n, 03202, Elche, Alicante, Spain,  MD-19
[email protected], Alfredo Marín
Monday, 14:30-16:00
In this work we present different formulations for the ordered mini-
mum spanning tree problem. We propose one formulation based on RB-2111
the flow variables and another based on the Miller-Tucker-Zemlin sub
tour elimination constraints. We distinguish between positive and neg- Financial Decision Making: Application of
ative values for the elements of the weight function. Finally, we de-
velop a computational study for comparing both formulations. It il-
Mathematical Optimization
lustrates how much the difficulty of the problems differs depending on
the weight function. The Conclusions section gives some advises for Stream: Operational Research and Quantitative Mod-
choosing the best formulation at each case. els in Banking
Invited session
Chair: Katsumasa Nishide, International Graduate School of
Social Sciences, Yokohama National University, 79-4 Tokiwadai,
 MD-18 Hodogaya-ku, 2408501, Yokohama, Japan, [email protected]
Monday, 14:30-16:00
RB-2107 1 - Competition and the Bad News Principle in a Real
Options Framework
Analysis of Price Dynamics and Herd Katsumasa Nishide, International Graduate School of Social
Sciences, Yokohama National University, 79-4 Tokiwadai,
Behavior Hodogaya-ku, 2408501, Yokohama, Japan,
Stream: Financial Modelling & Risk Management (con- [email protected], Kyoko Yagi
tributed) We consider the investment timing problem where each firm knows
Contributed session when the economic condition changes in advance. When firm faces
an investment competition, the strategy significantly differs depend-
Chair: Frederik Druart, MOSI, Vrije Universiteit Brussel, ing on whether the firm is a leader or a follower. More concretely,
Twaalfmaandenstraat 9/12, 2000, Antwerpen, Belgium, a follower firm follows the so-called bad news principle proposed by
[email protected] Bernanke(1983) near maturity, while a leader firm optimally invest in
the project just based on the current and future economic conditions.
1 - Stock price dynamics and distribution of returns —
before, during and after the financial crisis 2 - Equilibrium in the Presence of Transaction Costs
Tibor Kis, Quantitative Methods in Economy, Faculty of Masaaki Kijima, Graduate School of Social Sciences, Tokyo
Economics, Segedinski put 9-11, 24000, Subotica, Serbia, Metropolitan University, 1-1 Minami-Ohsawa, 192-0397,
[email protected], Marija Cileg, Gabriela Vicko Hachiohji, Tokyo, Japan, [email protected]
In this paper we study the characteristics of return distributions for a We consider an equilibrium model in the presence of transaction costs.
number of stocks between 1995-2011. The analysis relates to separate Such problems have been considered quite extensively in the complete
sub periods distinguishing the year(s) of the late-2000s financial cri- market setting (no transaction costs). In the presence of proportional
sis searching for a shift in skewness, kurtosis and autoregressive char- transaction costs, however, we need to know the quantities of buying
acteristics of return distributions in sub periods and between differ- and selling assets. For the case of single risky asset, it will be shown
ent stocks, particular sectors and stock exchanges. Return distribution that the buy price increases and the sell price decreases as the cost in-
characteristics are investigated on different time levels: daily, weekly creases under some reasonable conditions. The trading volume is also
and monthly. decreasing with respect to the cost.

72
 EURO 25 - Vilnius 2012 MD-23

3 - Optimal Life Insurance Coverage and Annuities with 2 - Foreign Direct Investment Trends and Comparative
Borrowing and a Leverage Constraint Analysis for Chosen Transition Countries
Teruyoshi Suzuki, Graduate School of Economics, Hokkaido Snjezana Pivac, Faculty of Economics, University of Split,
University, Nishi 7 Kita 9, Kita-ku, 060-0809, Sapporo, Department of Quantitative Methods in Economics, Matice
Hokkaido, Japan, [email protected] hrvatske 31, 21000, Split, Croatia, [email protected]

This paper presents the optimal policies of life insurance coverage Foreign direct investments (FDI) have high positive impact on eco-
and annuities for a retired agent using the investment/consumption nomic impetus especially in transition countries. So in the focus of
model with borrowing. One of features in our model is imposing non- this paper are the structure and forms of FDI and their influence on
negativity constraints on the insurance coverage and annuities consid- crucial macroeconomic variables. In the FDI inflow analysis the coun-
ering positive premium loading in the insurance market. It was found try risk rating estimation has been essential. FDI efficiency analysis
from our analytical result that there is an interval of the bequest inten- is enriched with correlation between Incremental Capital Output Ratio
sity where the agent has no demand for both insurance and annuities. (ICOR) and GDP increase. Multivariate classification of ten transition
countries has been carried out according to all regarding indicators.
4 - Robust Portfolio Optimization with Copulas
Iakovos Kakouris, Computing, Imperial College London, 3 - A mathematical solution to the Nigerian petroleum
Imperial College London, Exhibition Road, SW7 2AZ, products supply crisis
London, United Kingdom, [email protected], Berc Rustem Adewoye Olabode, mathematics, yaba college of technology,
yaba, lagos, +234, yaba, lagos state, Nigeria,
Conditional value-at-risk (CVaR) is widely used in portfolio optimiza- [email protected]
tion as a measure of risk. CVaR is clearly dependent on the underlying
probability distribution of the portfolio. We show how copulas can be Nigeria is the largest oil exporter in Africa and rank sixth in the world.
introduced to any problem that involves distributions and how they can The country for more than two decades has found itself in petroleum
provide solutions for the modelling of the portfolio. We use this to products supply crisis. With thorough investigation, necessary param-
provide the copula formulation of the CVAR of a portfolio. Given the eter is developed to run the policy iteration techniques on continuous
critical dependence of CVaR on the underlying distribution, we use a semi — Markov Decision Process. The solution to the model is ob-
robust framework to extend our approach to Worst Case CVaR through tained by selecting an arbitrary stationary policy that governs the prob-
the use of rival copulas. lem.

4 - Stochastic Dominance in economic and financial

context, overview and applications
Elena Almaraz Luengo, Estadística e Investigación Operativa,
 MD-20 Facultad de Ciencias Matemáticas (UCM), c/Arroyo de la
Monday, 14:30-16:00 Media Legua 68, 2o B, 28030, Madrid, Spain,
RB-2113 [email protected], Eduardo Almaraz Luengo
Energy consumption and price We analyze different types of Stochastic Dominance (SD) and its prin-
forecasting cipal applications in different knowledge areas, with special interest in
economic and financial context. Some points discussed are: SD con-
cepts in connection with particular and interesting random variables in
Stream: Data Mining in the Financial Sector Economy; Consistency of Mean-Variance rules and its application in
Invited session weighted random variables; SD in particular economical and financial
Chair: Richard Weber, Department of Industrial Engineering, stochastic processes; SD in context of assets valuation. We finish with
University of Chile, Republica 701, 2777, Santiago, Chile, the concept of Almost Stochastic Dominance and its possible applica-
tions in economic and financial context.
[email protected]

 MD-21  MD-23
Monday, 14:30-16:00 Monday, 14:30-16:00
RB-2115 RB-Delta

Financial Mathematics and OR 4 Various Advances in Generalized

Stream: Financial Mathematics and OR Differentiation and Optimization
Invited session Stream: Generalized Differentation and Optimization
Chair: Tansel Avkar, Department of Mathematics, Middle East Invited session
Technical University, 06531, Ankara, Turkey,
Chair: Alexander Kruger, School of Science, Information
[email protected]
Technology & Engineering, University of Ballarat, University
Drive, Mount Helen, P.O. Box 663, 3353, Ballarat, Victoria,
1 - A Parallel Procedure for Dynamic Multi-objective TSP Australia, [email protected]
Weiqi Li, School of Management, University of Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
Michigan-Flint, 303 East Kearsley Street, 48502, Flint, Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
Michigan, United States, [email protected] [email protected]
This paper proposes a new parallel search procedure for dynamic
multi-objective TSP. We design a multi-objective TSP in a stochas- 1 - Interior Epigraph Method for Nonsmooth and Non-
tic dynamic environment. The proposed procedure first uses parallel convex Optimization via Generalized Augmented La-
processors to identify the extreme solutions of the search space for grangian Duality
each of k objectives individually at the same time. These solutions are
merged into a matrix E. The solutions in E are then searched by paral-
Wilhelm Passarella Freire, Mathematics, Federal University
lel processors and evaluated for dominance relationship. The proposed of Juiz de Fora, Campus Universitário - Bairro Martelos. Juiz
procedure was implemented in two different ways: a master-worker de Fora - MG, Brasil, 36036-900, Juiz de Fora, Minas Gerais,
architecture and a pipeline architecture. Brazil, [email protected], Regina Burachik, C
Yalcin Kaya

73
MD-24 EURO 25 - Vilnius 2012

We propose a new method (IEM) for constrained nonsmooth and non- Several European OR pioneers are listed among the 43 distinguished
convex optimization which uses a generalized augmented lagrangian scholars portrayed in the 2011 volume "Profiles in Operations Re-
duality scheme. The new method takes advantage of the special struc- search’, written, compiled and edited by A. Assad and S. Gass. These
ture of the epigraph of the dual function. We present numerical ex- include Steven Vajda (1901-95), born in Budapest, but known as the
periments by using test problems from the literature. In particular, British father of linear programming (LP) and the person who intro-
we study several instances of the kissing number problem. Our ex- duced LP to both Europe and Asia. An account of Steven’s life and
periments show that the quality of the solutions obtained by IEM is work is provided.
comparable with those obtained by other solvers.
3 - U.S. OR Pioneers: Engagements in European OR
2 - A Novel Approach for Solving the Geometric Dis- Arjang Assad, School of Management, University at Buffalo,
tance Problem SUNY, 160 Jacobs Management Center, Buffalo, 14260-4000,
Helder Venceslau, Federal University Rio de Janeiro - UFRJ, Buffalo, NY, United States, [email protected]
Brazil, [email protected], Leonardo Nascimento, Early developments of Operational Research (OR) owed much to ex-
Adilson Elias Xavier, Gerhard-Wilhelm Weber changes between OR pioneers in North America and Europe. This pre-
sentation focuses on key engagements of OR pioneers from the U.S. in
The geometrical distance problem in graphs is characterized by de- European OR. Examples are drawn from the earliest periods through
termining the nodes’ positions in a Euclidian space, according to the the 1980s to illustrate the different natures of these engagements and
given distances associated with the arcs. It is a non-convex and non- their impact on the field.
differentiable problem. It has a relevant application in the determina-
tion of proteins’ geometrical structures. It is solved by the Hyperbolic
Smoothing Technique connected to a speed-up extrapolation scheme.
Computational results obtained in the resolution of large instances of
a difficult canonic problem show the efficiency and robustness of the
 MD-25
method. Monday, 14:30-16:00
CC-A23
3 - Generalized Solutions and Optimal Investment in In-
finite Horizon Control Problem in Capital Accumula- Renewable Energies
tion Model
Marta Kornafel, Department of Mathematics, Cracow Stream: Energy, Environment and Climate 2
University of Economics, Poland, Invited session
[email protected] Chair: Mario Ragwitz, FhG-ISI, 76139, Karlsruhe, Germany,
[email protected]
Control problem in capital accumulation model with vintage structure
in Neoschumpeterian framework is presented. Model is described by 1 - A new perturbing parameter for interior point meth-
transport equation on bounded domain. Coefficients of the state equa-
tion are allowed to be discontinuous functions, what differs our ap-
ods applied to short term hydroelectric scheduling
proach from the considerations in the existing literature. Problem of Aurelio Oliveira, Computational & Applied Mathematics,
existence and uniqueness of solution for the state equation is discussed State University Of Campinas, DMA IMECC Unicamp, C. P.
in our presentation. It is shown that among generalized solutions there 6065, 13081-970, Campinas, SP, Brazil,
exists viscosity one to the state equation on extended domain. Optimal [email protected], Lilian Carvalho
investment is obtained via direct method The short term hydroelectric scheduling problem can be formulated as
a network flow model and efficiently solved employing interior point
methods. In this work, a new approach to compute the perturbing pa-
rameter in the primal-dual interior point method is presented. Numeri-
cal results for short term hydroelectric scheduling applied to IEEE test
 MD-24 systems and actual Brazilian systems are presented and compared to
those obtained early. The experiments show that both approaches are
Monday, 14:30-16:00 attractive for both: running time and robustness and that the new one
CC-A11 requires less iterations to achieve convergence.

Pioneers in Operations Research 2 - Optimal Underground Pumped Hydroelectric Storage

Design
Stream: Pioneers in Operations Research Amir José Daou Pulido, Chair of Energy Systems and Energy
Invited session Economics, Ruhr - Universität Bochum, IB 4 - 32,
Universitätsstr. 150, 44801, Bochum, Germany,
Chair: Graham Rand, Dept. of Management Science, Lancaster [email protected], Hermann-Josef Wagner, Marco K.
University, The Management School, LA1 4YX, Lancaster, Koch, Eugen Perau, Ulrich Schreiber, André Niemann
Lancashire, United Kingdom, [email protected] Optimal design of utility scale energy storage systems has been
strongly researched in the last decades. However, there are few stud-
1 - Von Neumann and Vazsonyi: OR pioneers born in Bu- ies addressing Underground Pumped Hydroelectric Storage (UPHS).
dapest In Germany, UPHS has become an interesting technology for both en-
Graham Rand, Dept. of Management Science, Lancaster ergy system flexibility and mining sector. We propose an optimiza-
tion model for UPHS design, i.e., reservoirs, waterways and turbo ma-
University, The Management School, LA1 4YX, Lancaster, chinery configuration. The model aims to find the UPHS design that
Lancashire, United Kingdom, [email protected], Saul maximizes long-term profit, given a certain power market development
Gass scenario.

The 2011 volume "Profiles in Operations Research", written, compiled 3 - Investment Incentives under the Influence of Capac-
and edited by A. Assad and S. Gass, provides biographies of 43 distin- ity Aggregation in Regulated Industries
guished OR pioneers. Three of these were born in Budapest, but made Sabine Pallas, TU München, Germany, [email protected]
their pioneering contributions elsewhere. This paper complements the The purpose of this paper is to investigate the influence of cost based
following one by outlining the fascinating life and times of John von remuneration on a regulated company’s investment behavior when ca-
Neumann, who made seminal contributions to, inter alia, game theory, pacity aggregation occurs and investments overlap. To this end a
utility theory and simulation, and Andrew Vazsonyi, who was at the discrete-time optimization model is solved analytically for both par-
forefront of OR’s move into business and industry after World War II. ties. For an expansion of renewable energy large investments in the
grid are necessary. Network operators are subject to a governmental
2 - Steven Vajda, European OR pioneer cost-based remuneration, which can set disincentives to invest. How-
Jakob Krarup, Dept. of Computer Science, University of ever, this effect has not been investigated for two-stage overlapping
Copenhagen, Ydervang 4, DK-3460, Birkeroed, Denmark, investments with stepwise capacity expansion.
[email protected]

74
 EURO 25 - Vilnius 2012 MD-27

4 - Pollution permits, Strategic Trading and Dynamic 4 - Impact of carbon sequestration over the optimum
Technology Adoption forest rotation problem
Luca Taschini, Grantham Research Institute, London School Yavuz Gunalay, Faculty of Economics and Administrative
of Economics, Houghton St, WC2A 2AE, London, United Sciences, Bahcesehir University, Besiktas, 34353, Istanbul,
Kingdom, [email protected] Turkey, [email protected], Erhun Kula
This paper analyzes the dynamic incentives for technology adoption
in a transferable permits system, which allows for strategic trading
on the permit market. Technology adoption and allowance prices are The threat of climate change, which is also backed by the Kyoto Pro-
generated endogenously and are inter—dependent. It is shown that tocol, has given rise to the importance of the forestry sector. One of
the non—cooperative permit trading game possesses a pure—strategy the important problems of the sector is to determine the optimum ro-
Nash equilibrium, where the allowance value reflects the level of un- tation age the forest. The problem is first introduced in 1849 and still
covered pollution (demand), the level of unused allowances (supply), keeps its challenge among economists and silviculturists. Based upon
and the technological status. The proposed policy generates a price Samuelson’s work the optimum felling age occurs at a time when the
floor and restores the dynamic incentives to invest. net marginal benefits fall below the current rate of interest. We incor-
porate the carbon sequestration benefits and re-calculate the optimum
cutting age using a multiple rotation model.

 MD-26
Monday, 14:30-16:00
CC-A24

OR in Forestry I  MD-27
Monday, 14:30-16:00
Stream: OR in Agriculture, Forestry and Fisheries CC-A25
Invited session
Chair: Concepcion Maroto, Applied Statistics, Operations Agent-based Modeling of Diffusion
Research and Quality, Universitat Politecnica de Valencia, Camino Processes
de Vera S/N, 46071, Valencia, Spain, [email protected]
Stream: Decision Processes
1 - A comparison of multiple criteria methods for group Invited session
decision making in forest management Chair: Christian Stummer, Department of Business
Concepcion Maroto, Applied Statistics, Operations Research Administration and Economics, Bielefeld University, Chair of
and Quality, Universitat Politecnica de Valencia, Camino de Innovation and Technology Management, PO Box 10 01 31,
Vera S/N, 46071, Valencia, Spain, [email protected], 33501, Bielefeld, Germany, [email protected]
Marina Segura Maroto, Concepción Ginestar, Baldomero
Segura, Juan Uriol
Analytic Hierarchy Process, Goal Programming and Outranking Meth- 1 - The impact of customer dissatisfaction and negative
ods have been the approaches most applied to problems of sustainable word-of-mouth on the diffusion of innovations and
forest management. It is well known that the results depend on the
method used and one of the main uses of these approaches is to ob- the repurchasing behaviour: an agent based simu-
tain consensus or as negotiation tools. Thus, robust results or conclu- lation
sions need to be derived from the use of several techniques. This paper Markus Günther, Department of Business Administration and
presents a comparison of several methods for aggregating stakeholder Economics, Bielefeld University, Universitaetsstr. 25, 33615,
preferences as applied to the regional planning of Mediterranean for- Bielefeld, Germany, [email protected], Jana
est. Finally, we will discuss the results obtained.
Sonnberger
2 - Multi-criteria optimization method for designing a
harvesting and cableway layout for a given road net-
work for wood extraction Customer expectations towards a new product, which are composed
Leo Bont, ETH Zurich, CH-8092, Zürich, Switzerland, of individual demands, product information via personal communica-
tion and marketing measures, form the basis of customer satisfaction
[email protected], Hans Rudorf Heinimann, Richard or discontent. We introduce an agent-based model which contributes
Church to a better understanding of discontented clients communicating neg-
Cable-based technologies are a backbone when designing forest har- ative product information and their impact on the diffusion of an in-
vesting systems for steep slopes. However, layout and placement of novation. Additionally, repurchasing decisions, which differ from the
the cableways is challenging. To guarantee that wood harvesting costs initial adoption, positive network effects and individual agent traits like
are minimized and that the process has the least environmental impact extraversion and neuroticism are taken into account.
on the remaining forest, one must carefully locate both cable towers
and cableways. We developed an approach of mixed integer linear
programming for planning an optimal harvesting and cableway layout. 2 - New product diffusion and supply chain production-
The model delivered for terrain units up to 35 ha results within a rea-
sonable timeframe. sales policies: a comparative study
Tina Wakolbinger, WU (Vienna University of Economics and
3 - EcoForest — A fictive problem for teaching spatially- Business), Nordbergstraße 15, Vienna, Austria,
explicit, multi-objective optimization in forestry [email protected], Mehdi Amini, Michael Racer,
Jochen Breschan, Department of Environmental Sciences, Mohammad G. Nejad
ETH Zurich, CHN K73.1, Universitaetstr. 22, 8092, Zurich,
Switzerland, [email protected]
We present the EcoForest problem, designed to teach spatially-explicit, This paper analyzes the impact of alternative production—sales poli-
multi-objective optimization. A fictive parcel of open land is repre- cies on the diffusion of a new product and the generated NPV of profit.
sented as a grid raster of 8x8 cells. 40 cells must be re-forested such The key features of the ABMS model are: (i) supply chain capacity is
that the resulting pattern produces lots of ecological niches. Forest constrained; (ii) consumers’ new product adoption decisions are influ-
edges and forest core area indicate ecological niches. The correspond- enced by marketing activities as well as positive and negative word-
ing (multi-objective Integer Linear) optimization model identifies the of-mouth (WOM) between consumers; (iii) interactions among con-
optimal pattern by concurrently maximizing forest edges and forest sumers taking place in the context of their social network are captured
core area. Non-Inferior Set Estimation method is applied to compute at the individual level; and (iv) the new product adoption process is
an approximate Pareto-frontier. adaptive.

75
MD-28 EURO 25 - Vilnius 2012

3 - De-commoditization of a convenience product: an 4 - Existence of a pure strategy equilibrium in finite sym-

agent-based simulation of its market diffusion metric games where payoff functions are integrally
Christian Stummer, Department of Business Administration concave
and Economics, Bielefeld University, Chair of Innovation and Takahiro Watanabe, Graduate School of Social Sciences,
Technology Management, PO Box 10 01 31, 33501, Tokyo Metropolitan University, Minamioosawa 1-1,
Bielefeld, Germany, [email protected], Hachiouji_city, 1920397, Tokyo, Japan,
Elmar Kiesling, Markus Günther, Rudolf Vetschera, Lea M. [email protected], Takuya Iimura
Wakolbinger
The de-commoditization of a convenience product poses an interest- In this paper we show that a finite symmetric game has a pure strat-
ing challenge for innovation management that has to decide on proper egy equilibrium ifthe payoff functions of players are integrally con-
strategies for advertising, pricing, and roll-out of the new product. In cave (the negative of the integrally convex functions due to Favati and
markets in which information is largely disseminated through word-of- Tardella,1990). Since the payoff functions of any two-strategy game
mouth, an agent-based simulation may provide decision-makers with are integrally concave, this generalizes the result of Cheng et al.(2004).
forecasts of the diffusion process. In this talk we will present such A simple algorithm to find an equilibrium is also provided.
an approach and illustrate its application for the case of introducing a
second generation biofuel on the Austrian market.

 MD-29
 MD-28 Monday, 14:30-16:00
Monday, 14:30-16:00 CC-A29
CC-A27
Selected Topics on Mixed-Integer
Nonsmooth Optimization II Non-Linear Programming
Stream: Structured Optimization and Applications Stream: Mixed-Integer Non-Linear Programming
Invited session Invited session
Chair: Dominik Dorsch, Dept. Mathematics, RWTH Aachen Chair: Dennis Michaels, Institute for Operations Research, ETH
University, Templergraben 55, 52056, Aachen, NRW, Germany, Zuerich, Raemistrasse 101, 8092, Zuerich, Switzerland,
[email protected] [email protected]
1 - Equilibrium investments in a common value auction
environment with endogenous signals 1 - Minimizing convex functions over integer points
Eleftherios Couzoudis, Economics, University of Zurich, Michel Baes, IFOR, ETH, HG.G.22.1, Ramistrasse 101„
Chair for Quantitative Business Administration, 8092, Zurich, Switzerland, [email protected],
Moussonstrasse 15, 8044, Zurich, Switzerland, Alberto Del Pia, Yurii Nesterov, Shmuel Onn, Robert
[email protected], Markus Bürgi Weismantel
The presented normal form game is a common value auction where We consider the problem of minimizing a smooth and strongly convex
each bidder gathers an independent endogenous private signal about function over integer points in a polytope. We assume to have a black-
the offered good. We allow signal precision to be scaled continu- box procedure that solves some special quadratic integer problems with
ously in correspondence to the investment. In addition the seller can a constant approximation factor. Despite the generality of our problem,
offer a costly signal to the public, which leads to signal combina- we prove that we can find efficiently, with respect to some assumptions
tions. Through reformulation and the use of a Newton-type method on the encoding of the problem, a feasible solution with an objective
this model is solved for more than two players. Furthermore, the im- value close to the optimum. We describe a few situations where we
plications of our findings can support the financial regulation and the can implement the needed black-box procedure efficiently.
policy-making process.
2 - Local models in equilibrium optimization 2 - Solving MINLPs with SCIP
Vladimir Shikhman, Dept. Mathematics C, RWTH Aachen Stefan Vigerske, Mathematics, Humboldt University Berlin,
University, Templergraben 55, 52056, Aachen, Germany, Unter den Linden 6, 10099, Berlin, Germany,
[email protected], Hubertus Th. Jongen, [email protected]
Dominik Dorsch
We discuss recent extensions of the constraint integer programming
We study equilibrium optimization problems (EOPs) from a structural
framework SCIP for solving mixed-integer nonlinear programs. Non-
perspective, i.e. up to the smooth coordinate transformations locally
linear constraints (convex or nonconvex) are handled within an LP-
at their solutions. The latter equivalence relation induces classes of
based branch-and-cut algorithm by reformulation, linear relaxation,
EOPs. We focus on the stable classes corresponding to a dense set of
and domain propagation. In an extensive computational study, we
data functions. We prove that these "basic classes" are unique. Their
compare the performance of our implementation with state-of-the-art
simplest representatives are called local models. For particular EOPs
solvers for MINLP and analyze the impact of various solver compo-
basic classes and their local models are elaborated. The latter include
nents on the overall performance.
bilevel optimization, general semi-infinite programming and Nash op-
timization.
3 - RedNLP - Heuristic Approach to Large-Scale MINLPs
3 - On the structure of Nash equilibrium sets in Gas Transportation
Dominik Dorsch, Dept. Mathematics, RWTH Aachen Ralf Gollmer, Mathematics, University of Duisburg-Essen,
University, Templergraben 55, 52056, Aachen, NRW, Forsthausweg 2, D- 47057, Duisburg, NRW, Germany,
Germany, [email protected], Hubertus Th. [email protected], Rüdiger Schultz, Claudia
Jongen, Vladimir Shikhman Stangl
A Nash eaquilibrium problem (NEP) consists of simultaneous opti-
mization of N players’ objective functions under constraints. In a Detecting feasibility of transportation orders (nominations) in gas net-
GNEP also each players’ constraint functions might depend on the op- works is a problem of growing practical interest due to the unbundling
posing players’ choices. The number of these common constraints be- of gas trading and network operating companies. Under planning as-
comes crucial for a qualitative analysis of the solution sets: for GNEPs pects transport is viewed in steady state and can be modeled by large-
without common constraints and for classical NEPs we show that scale non-convex MINLPs. This poses challenging mathematical ques-
generically all Nash equilibria are jointly nondegenerate KKT points. tions. The talk addresses some structural properties of the constraints
Effects like kinks, boundary points, and nonclosedness might occur. modeling the sets of admissible points and sketches a heuristic ap-
Analytical results are given in detail. proach for the solution of the problem.

76
 EURO 25 - Vilnius 2012 MD-32

4 - Convex underestimation of edge-concave functions 4 - Strategic Capacity Planning in Knowledge Intensive

by a simultaneous convexification with multi-linear Organizations
monomials Manuel Mateo, Departament Business Administration,
Dennis Michaels, Institute for Operations Research, ETH Universitat Politecnica Catalunya, Avda Diagonal, 647, 7th,
Zuerich, Raemistrasse 101, 8092, Zuerich, Switzerland, E-08028, Barcelona, Spain, [email protected], Ernest
[email protected], Martin Ballerstein Benedito, Rocio de la Torre, Amaia Lusa, Carme Martinez,
Marta Mas
We address the construction of tight convex underestimators for an
edge-concave function over a box. In contrast to common relaxation Strategic capacity planning is a key decision in knowledge intensive
methods we derive the underestimators by a simultaneous convexifi- organizations (KIOs). It is basically related to determining the size
cation of one edge-concave function together with the set of all multi- and composition of the workforce in the long term, which means tak-
linear monomials. We show that the tightest underestimators are poly- ing decisions on hiring, firing, promotion, transfers and training of
hedral and give a complete facet-description. A computational case skilled people, considered as the main limiting factor. To the best of
study demonstrates the usefulness of the proposed relaxation technique our knowledge, there are no formalized procedures to deal with strate-
in global optimization. gic capacity planning in KIOs. The present study aims to define the
problem, identify the most relevant characteristics and propose a clas-
sification scheme in order to later develop specific solving methodol-
ogy and procedures.

 MD-30
Monday, 14:30-16:00
CC-A31
 MD-32
Monday, 14:30-16:00
Emerging Applications in Logistics CC-A34

Stream: Emerging Applications in Finance and Logis- Theoretical developments in Soft OR

tics
Invited session Stream: Soft OR and Problem Structuring Methods
Invited session
Chair: Paul Trodden, School of Mathematics, University of
Edinburgh, United Kingdom, [email protected] Chair: Jose-Rodrigo Cordoba-Pachon, School of Management,
Royal Holloway, University of London, Egham Hill, Egham,
1 - An MINLP approach to forming secure islands in Surrey, United Kingdom, [email protected]
electricity networks 1 - Comparing and Contrasting the formal modelling
Paul Trodden, School of Mathematics, University of techniques from Soft Systems Methodology and
Edinburgh, United Kingdom, [email protected], JOURNEY Making
Waqquas Ahmed Bukhsh, Andreas Grothey, Ken McKinnon Giles Hindle, Mangement Systems, Hull University Business
Intentional islanding is attracting an increasing amount of attention School, University of Hull, Cottingham Road, HU6 7RX,
as a means of preventing large-scale blackouts in electricity transmis- Hull, United Kingdom, [email protected]
sion networks. In this talk, a mathematical formulation for islanding Soft OR contains a family of approaches that support groups in a
is presented, in which suspected unhealthy components of the net- range of tasks including tackling complex problem situations and mak-
work are isolated while the load shed is minimized. To achieve bal- ing strategy. Two popular approaches are Soft Systems Methodology
anced, feasible islands, nonlinear AC power flow equations should be (SSM) and JOURNEY Making. Both approaches use formal mod-
included, resulting in an MINLP. In the proposed MILP formulation, elling techniques — purposeful activity system modelling in SSM
these terms are approximated by piecewise linear functions. The ap- and cognitive mapping in JOURNEY Making. This paper compares
proach is demonstrated by results on test networks. and contrasts these two modelling techniques. The techniques are
found to have fundamentally different theoretical make-ups, whilst
2 - Multiperiod Optimal Power Flow Using Cross Decom- synchronously allowing overlapping modelling strategies in practice.
position
Antonio Marmolejo, DAIC, INFOTEC, COPILCO 300. 2 - Decision Structures in Project Management
COYOACAN, 04350, CIUDAD DE MEXICO, DISTRITO Cathal Brugha, Management Information Systems, University
FEDERAL, Mexico, [email protected] College Dublin, Quinn School of Business, Belfield, 4, Dublin
4, Ireland, [email protected]
This work addresses Multiperiod Optimal Power Flow. The mathemat- We use meta-theory to show how Project Management structures de-
ical model is a Mixed Integer Non Linear Problem with binary vari- rive from four General Decision Activities: Proposition, Perception,
ables. We use Generalized Cross Decomposition to exploit the prob- Pull and Push. Project Development is shown to be made up of
lem structure and reduce the computational time. Original problem is three Committing Phases: Analysis, Design and Implementation, each
divided into a primal subproblem (Non Linear Problem), a dual sub- of which has three Convincing Others Stages: Self/Technical, Oth-
problem (Mixed Integer Non Linear Problem) and a Master Problem ers/Contextual, World/Situational. These form nine stages, each of
(Mixed Integer Problem). The approach is compared with Lagrangean which is focused on one of Four Decision Drivers: Committing Self,
Relaxation and Generalized Benders Decomposition. We present nu- Convincing Others, Adjusting Others and Adjusting Self.
merical results which show Cross Decomposition performance.
3 - Critical awareness of worldviews in organisational
3 - Optimum Renewable Energy Portfolio for Regional change
Heating Mike Yearworth, Systems Centre, University of Bristol,
Secil Ercan, Industrial Engineering, Istanbul Technical Queens Building, University Walk, BS8 1TR, Bristol, United
University, Turkey, [email protected], Zeynep Bektaş, Kingdom, [email protected], Charlotte Dunford,
Gulgun Kayakutlu Darren York, Patrick Godfrey
This study analyses the renewable energy resources for constructing Systems Practice is the application of a particular way of perceiving
an energy portfolio that would best respond to the regional demand and making sense of the world in order to aid understanding. We are
and conditions. Heating of an organized site of manufacturing SMEs concerned with the problem of organisational change that exists when
(small and medium enterprises) is targeted. Because of the continu- attempting to improve the use of Systems Practice in response to meet-
ous and non-deterministic structure of the renewable energy sources, ing complex design challenges. However, relying on mandate is not
nonlinear programming (NLP) is used in optimization. The proposed sufficient. We reflect on how change needs to originate from practition-
model aims to maximize the energy capacity of renewable energy re- ers that gain a critical awareness of their own worldview and achieve
placing the current fossil energy resources. The achievements will be a crucial shift towards an appreciation of the different epistemological
guiding the policy makers in reducing energy dependence. traditions underpinning Systems Practice.

77
MD-33 EURO 25 - Vilnius 2012

 MD-33  MD-34
Monday, 14:30-16:00 Monday, 14:30-16:00
CC-A37 CC-A39

OR for Energy and Resource Assignment and multicriteria games

Development in Developing Countries
Stream: Cooperative Game Theory
Stream: OR for Development and Developing Coun- Invited session
tries Chair: Marina Nunez, Mathematical Economics, University of
Invited session Barcelona, Av Diagonal, 690, 08034, Barcelona, Spain,
Chair: Javier Cano, Rey Juan Carlos University, Spain, [email protected]
[email protected]
Chair: Angel Udias, Rey Juan Carlos University, Spain, 1 - Z-Equilibrium for a Mixed Strategic Multicriteria
[email protected] Game
Arezki Ferhat, LAboratory of Modeling and Optimization of
1 - Expanding the Hydroelectric Power Capacity of the Systems (LAMOS), University of Bejaia, Algeria, University
Kwanza River of Bejaia, Route de Targa-Ouzamour, 06000, Bejaia, Algeria,
Javier Cano, Rey Juan Carlos University, Spain, [email protected], Mohammed Said Radjef
[email protected], Kiombo Jean Marie, David Rios-Insua In this paper, we study the Z-equilibrium for a mixed strategic multicri-
teria game. This concept is composed of two points: active equilibrium
The increasing demand and prices of crude oil and its derivatives are and the Pareto optimality of the active equilibrium. We give the exis-
forcing authorities to use more efficiently the current sources of energy, tence conditions of this equilibrium which are weaker than those of the
and to invest in alternative sources and new infrastructures. We have non-cooperative equilibrium for an n players normal form game. In-
analyzed the situation in Angola, proposing a strategic (and financially deed, we just need the compacity of the strategies sets and the continu-
viable) planning for the expansion of the hydroelectric power capac- ity of the payoff functions to ensure the existence of the Z-equilibrium.
ity of the Kwanza River, in order to cope with different and realistic
scenarios of future demands, avoiding the collapse of the Angolan En- 2 - Bilateral assignment games with the Monge property
ergy Reference System (ERS). The decision making problem includes
mixed nonlinear-integer terms.
Javier Martinez-de-Albeniz, Matematica Economica,
Financera i Actuarial, Universitat de Barcelona, Av. Diagonal,
2 - Valorization of riverbanks in the urban area 690, 08034, Barcelona, Spain,
Tomás Hanáček, PhD. Student, Faculty of architecture, STU, [email protected], Carles Rafels
Institute of Urban Planning and Land-Use Planning, Lidická We study bilateral assignment games where the assignment matrix sat-
3, 91101, Trenčín, Slovakia, [email protected] isfies the inverse Monge property. In this case, for any 2x2 subma-
trix the optimal matching is in its diagonal. Their cores are described
Degraded river waterfront areas become the subject of revitalization in by using only the central tridiagonal band of the elements of the ma-
many European cities. Many cities dispose of the attribute of the city trix. We introduce a suitable notion of matrix monotonicity, called
on the water. How can we evaluate the potential of the area, which tridiagonal-monotonicity, and in this case we define the assortative as-
combines the natural with the artificial environment? Cultural bene- signment game, characterize its core in a parametric representation and
fit and historical reference of the point based on water mean added give its extreme core points. We give a formula for the nucleolus and
value in this mathematical equation. Analytical method SKETCH and a description of the kernel.
GO searches opportunities how to optimize solutions for design urban
space through multisensual perception of the environment. An im- 3 - A geometric characterization of the nucleolus of the
portant aspect of the method is its multidisciplinary applicability and
possibility of comparison of each research element. assignment game
Marina Nunez, Mathematical Economics, University of
3 - Export Diversification and Resource-based Industri- Barcelona, Av Diagonal, 690, 08034, Barcelona, Spain,
alization: The Case of Natural Gas [email protected], Francesc Llerena
Olivier Massol, Center for Economics and Management, IFP Maschler et al. (1979) give a geometrical characterization for the inter-
School, 228-232 Avenue Napoléon Bonaparte, 92852, section of the kernel and the core of a coalitional game: allocations in
Rueil-Malmaison, France, [email protected] both sets are always the midpoint of certain bargaining range between
each pair of players. In the case of the assignment game the kernel can
For a small economy, the ownership of natural gas resources is usually be determined as those core allocations that satisfy a bisection property
described as a blessing, but past performances reveal a curse caused for each optimal pair. We now prove that the nucleolus of the assign-
by the large variability of export revenues. A modified mean-variance ment game can be characterized by requiring this bisection property
portfolio model is thus proposed to design a diversification strategy be satisfied not only for optimally matched pairs but also for optimally
centered on resource-based industries. Using a time series model of matched coalitions.
commodity prices, this model is put to work, to analyze the efficient
frontier, and evaluate the policies implemented in nine economies.

4 - Multicriteria Decision Aid for Equitable Water Distri-

bution Network  MD-35
Jose Luis Castaño Cabrales, Rey Juan Carlos University, Monday, 14:30-16:00
28943, Fuenlabrada, Spain, [email protected], Angel Udias,
CC-A41
David Rios-Insua, Javier Cano, Hocine Fellag
This work describes an equitable problem, the multiobjective manage- DEA and Performance Measurement:
ment (equity vs. efficiency) of water resources in the region of Ka- Applications 10
bila, in Algeria. External factors, as pumping operational schedules,
strategic planning, pipes leakages, village’s geographical location, and Stream: DEA and Performance Measurement (con-
network constraints make difficult to distribute water fairly in a reli-
able and cost-efficient manner. We have developed a decision support tributed)
system that implements different optimization algorithms (egalitarian, Contributed session
utilitarian, Kalai-Smorodinsky), to help water companies to take reli- Chair: Paula Guimaraes, Industrial Engineering, UFF, Paulo Silva
able and feasible decisions. Araujo number 95 apt 302, 20735230, Rio de Janeiro, Rio de
Janeiro, Brazil, [email protected]

78
 EURO 25 - Vilnius 2012 MD-37

1 - The Efficiency Measure Over Time with Undesirable 1 - The assessment of livability in European cities
Outputs: A Case of Auto and Auto Component Indus- Andreia Zanella, Faculdade de Engenharia da Universidade do
try in Taiwan Porto, Rua Dr. Roberto Frias, s/n, 4200-465, Porto, Portugal,
Yi-Chiuan Lai, Business Administration, Providence [email protected], Ana Camanho, Teresa Galvão Dias
University, 200 Chung-Chi Rd., Shalu District, 43301, In this study we address the assessment of livability in European cities.
Taichung, Taiwan, [email protected], Chin-Min Hsu In a first stage, the cities were evaluated taking into account two com-
Operation performance is used to measure operation results of a deci- ponents of livability: human well-being and environmental quality.
sion making unit. A DEA model that measures efficiency according The assessment is based on a Data Envelopment Analysis model spec-
to undesirable outputs is proposed. Several factors are included in the ified with a Directional Distance Function. The second stage involves
model. Input items include fixed assets, current assets, R&D cost, and exploring the exogenous factors that may promote livability in an ur-
number of employees. The desirable output is net sales, and the un- ban context. A decision tree is used to identify the main factors that
desirable output is defined as loss on inventories. Window analysis is characterize the cities and that may explain differences in performance.
used to discuss the efficiency change over time. Data were collected
from auto and auto component industries in Taiwan. We identify vari- 2 - Towards sustainability in construction: a DEA as-
ous issues that affect the operation efficiency. sessment at an urban level
Isabel Horta, Faculdade de Engenharia, Universidade do
2 - An application of canonical correlation analysis for
Porto, R. Dr. Roberto Frias, 4200-465, Porto, Portugal,
the econometric estimation of the stochastic produc- [email protected], Ana Camanho, Teresa Galvão Dias
tion frontier
João Silveira, Applied Social Sciences, University Regional The purpose of this research is to assess construction performance at
Integrated High Uruguay and Missions, URI - Santiago a municipality level, focusing on resource consumption. The best and
the worst practices are investigated using two types of DEA frontiers:
Campus - Brazil - RS, 97700-000, Santiago, RS, Brazil, the frontier of the production possibility set and an inverted frontier.
[email protected], Attus Moreira In addition, the factors associated with good levels of performance are
Since the stochastic frontier production model emerged in 1977, inter- explored using truncated regression. In a second stage, the change in
est in econometric analysis of productive efficiency has been increas- performance over time is analyzed applying the Malmquist index. To
ing. Yet this kind of analysis is troublesome with regards to multiple illustrate the methodology developed, the data related to Lisbon mu-
outputs. The multiple-equation approach is not well developed and nicipalities between 2002-2006 is used.
the ingleequation approach is subject to special conditions that are not
always fulfilled. A methodological alternative is proposed. The esti- 3 - An Application of Categorical Models of Data Envel-
mation process treats each one of the multiple outputs as a independent opment Analysis
variable and can be estimated by canonical correlation analysis. Luka Neralic, Faculty of Economics and Business, University
3 - Evaluation of the efficiency of investments in the of Zagreb, J. F. Kennedy 6, Stefaniceva 7, 10000, Zagreb,
host cities of the Olympic Games using Data Envel- Croatia, [email protected], Dubravko Hunjet, Richard E.
Wendell
opment Analysis (DEA)
Paula Guimaraes, Industrial Engineering, UFF, Paulo Silva This paper studies the efficiency of 127 selected towns in the Repub-
Araujo number 95 apt 302, 20735230, Rio de Janeiro, Rio de lic of Croatia using categorical models of Data Envelopment Analysis
Janeiro, Brazil, [email protected], Nissia Bergiante (DEA). The towns, represented as Decision Making Units (DMUs), are
characterized into four categories according to their respective popu-
The main idea of the Olympic Games is to create an atmosphere of lations. Using the number of employed workers and employed assets
global solidarity. However, behind it there is a financial plan applied to as inputs and income as an output, we consider a categorical input-
the host cities to support generated impacts. As a result is expected an oriented (output-oriented) model with constant (variable) returns-to-
increment in the number of visitors providing a financial return from scale. The paper presents and analyses computational results on effi-
services related to tourism, in addition to the revenue generated by the ciency of the towns.
games themselves. In this context, this study aims to evaluate the ef-
ficiency of the last five host cities using DEA. As input we chose the 4 - Benchmarking in maintenance and repairing in elec-
total investments and for outputs we included visitors (by plane), hotels
capacity, and Games revenue. tricity distribution networks using an additive DEA
model with incorporation of preferences
4 - A holistic approach for assessing the performance of Maria Gouveia, IPC/INESCC, Quinta Agricola - Bencanta,
maternity and newborn services 3040-316, Coimbra, Portugal, [email protected], Luis C.
Olga Li, Economics, UAlg, Campus de Gambelas, 8005-139, Dias, Carlos Henggeler Antunes
Faro, Algarve, Portugal, [email protected], Sérgio Santos,
Benchmarking studies provide a rational for quantifying the differ-
Carla Amado ences in performance, grasping the reasons for these differences, com-
The integration of health care services as a potential solution to im- paring with excellence targets, and developing ways the organization
prove their efficiency has attracted considerable interest in recent years. should follow to achieve them. This work uses a two-phase method
This paper proposes a conceptual framework for integrated maternal based on the weighted additive model that explores links between DEA
and newborn services and explores the use of network data envelop- and Multi-Criteria Decision Analysis incorporating managerial prefer-
ment analysis to assess the performance of the holistic system pro- ences to perform a benchmark study of network areas of an electricity
posed. By using data from several countries, an international compar- distribution company concerning maintenance and interruption repair-
ison is discussed. ing.

 MD-36  MD-37
Monday, 14:30-16:00 Monday, 14:30-16:00
CC-A43 CC-Act
DEA and Performance Measurement: Bioinformatics IV
Applications 2
Stream: Computational Biology, Bioinformatics and
Stream: DEA and Performance Measurement Medicine
Invited session Invited session
Chair: Luis C. Dias, Faculdade de Economia / INESC Coimbra, Chair: Piotr Lukasiak, Institute of Computing Science, Poznan
INESC Coimbra, Rua Antero de Quental, 199, 3000-033, University of Technology, ul.Piotrowo 2, 60-965, Poznan, Poland,
Coimbra, Portugal, [email protected] [email protected]

79
MD-38 EURO 25 - Vilnius 2012

1 - Protein structure quality assessment and modeling 1 - Pareto Set Approximation for the Multiobjective Set
support framework Covering Problem
Maciej Antczak, Institute of Computing Science, Poznan Margaret Wiecek, Department of Mathematical Sciences,
University of Technology, Pl. Marii Sklodowskiej-Curie 5, Clemson University, Martin Hall O-208, 29634, Clemson, SC,
60-965, Poznan, Wielkopolska, Poland, United States, [email protected]
[email protected], Piotr Lukasiak, Jacek
The Pareto set of the multiobjective set covering problem is approx-
Blazewicz, Krzysztof Fidelis imated within a specified accuracy. Two methods are proposed: one
Protein structure prediction using computational tools is great inter- based on the weighted-sum scalarization and the other based on the
est of humanity. Moreover, reliable computational methods designed max-ordering. The algorithms approximate all (weakly) Pareto solu-
to evaluate protein models quality is relevant in the context of pro- tions with the accuracy resulting from the problem size and data. Com-
tein structure refinement as currently available computational models putational results are included.
outnumber experimentally derived. The proposed method allows to
identify and visualize possible stereochemical, folding, packing incon- 2 - Multiobjective combinatorial optimization for select-
sistencies of protein structure. It is also particularly suited to assess ing treatment regimes in forestry
applicability of the target sequence to structural template alignments, Dmitry Podkopaev, Dept. of Mathematical Information
a major source of comparative modeling errors. Technology, University of Jyväskylä, P.O. Box 35 (Agora),
2 - OR applications for protein structure modelling and FI-40014, University of Jyväskylä, Finland,
docking [email protected], Artti Juutinen, Kaisa Miettinen,
Maciej Milostan, Poznan University of Technology, Pl. M. Mikko Monkkonen, Pasi Reunanen, Olli-Pekka Tikkanen
Skłodowskiej-Curie 5, 60-965, Poznan, Poland, We consider an approach to managing large forest landscapes by se-
[email protected] lecting for each small forest stand an individual treatment regime, i.e.,
We show a pathway paved by a number of computational extensive a set of management rules depending on forest’s current characteris-
analysis that lead us through a forest of genomic and structural data to- tics. The impact of treatment on the forest is determined through sim-
wards successful models of DCL proteins from Arabidopsis Thaliana ulation. We consider both economic and nature preservation aspects
and their interactions with RNA. The applied protocol include database and formulate the problem of selecting treatment regimes as a combi-
searches, to find potential homologous sequences, followed by mul- natorial multiobjective optimization problem with linear and quadratic
tiple sequence alignments generation, identification of conserved re- objectives. We present experiences of solving a computationally chal-
gions, identification of structural templates in PDB, secondary struc- lenging real-life problem with 30K forest stands.
ture prediction, MD simulations, protein-RNA docking and evaluation
of structures. We put emphasis on OR techniques. 3 - A bi-objective approach to reschedule new jobs in a
one machine model
3 - Quality assessment methodologies in analysis of Jacques Teghem, Mathro, Faculté Polytechnique/UMonss, 9,
structural models rue de Houdain, Rue de Houdain 9, 7000, Mons, Belgium,
Piotr Lukasiak, Institute of Computing Science, Poznan [email protected], Daniel Tuyttens
University of Technology, ul.Piotrowo 2, 60-965, Poznan,
We consider a one machine scheduling model with a classical objec-
Poland, [email protected] tive - either total completion time or maximal tardiness - and two sets
Proteins and RNA are the most important molecules in all living organ- of jobs: one with initial jobs already scheduled and one with new jobs
isms. In the crowded space of 3D structural models, the development which must be inserted in the schedule. As this reschedule can create
and improvement of reliable computational methods designed to eval- a disruption, a second disruption objective is considered, which can
uate the quality of protein and RNA models is relevant in the context of be formulated in four different manners. In this paper the aim is to
tertiary structure refinement. The correct identification of good models obtain the set of efficient schedules in regard of the two objectives.
and recognition of good methodologies against misleading ones gener- Algorithms are provided for the eight possible bi-objective problems.
ate higher level of confidence in results obtained by different method-
ologies. This aspect can influence the quality and usefulness of 3D 4 - Immune Algorithm for Multi-Objective Schedule Op-
structure prediction in the nearest future. timization in Railway Transport
4 - Rule extraction for pre-eclampsia based on Genetic Anatoly Levchenkov, Riga Technical University, 1658, Riga,
Latvia, [email protected], Ivars Alps, Mikhail
Algorithm
Gorobetz
Shohreh Alimohammadi, Perinatology, Medical faculty of
Hamedan, Hamedan, Hamedan, Iran, Islamic Republic Of, This paper presents dual population immune algorithm for multi-
[email protected], Amene Alimohammadi, Mahdi objective optimization of railway transport schedule. The target is
Ashrafi to minimize the risk of collisions between railway and auto trans-
port to reduce the human factor and prevent accidents and to minimize
In this article data about pregnant women with pre — eclampsia and idle time for road transport on level-crossing by increasing its capac-
mothers without pre-eclampsia were studied in order to determine the ity. Mathematical model and target function to prevent collisions and
rules of the disease with the help of Genetic Algorithms and to ob- crashes in railway transport is presented. Immune algorithm is pro-
tain understandable l knowledge on the disease areas. Information posed for optimization problem solution. Algorithm is tested using
about the disease, including 543 cases was divided in three categories: computer model of the transport system.
healthy, low risk and high risk group. After pre-processing, Genetic
Algorithms have been used for rule extraction of pre-eclampsia. The
three rules with the help of Genetic Algorithms (for each disease class,
a rule) for pre-eclampsia have been extracted.
 MD-39
Monday, 14:30-16:00
HH-Cousteau
 MD-38
Monday, 14:30-16:00 MADM Applications IV
HH-Colombus
Stream: MCDA: New Approaches and Applications
Combinatorial Multiobjective Optimization Invited session
Chair: Chin-Tsai Lin, Department of Business Administration,
Stream: Multiobjective Optimization Ming Chuan University, 5F, No.130, Jihe Rd., Shihlin District„
Invited session 11111, Taipei, Taiwan, [email protected]
Chair: Martin Josef Geiger, Logistics Management Department, Chair: Chie-bein Chen, International Business, National Dong
Helmut-Schmidt-University, Holstenhofweg 85, 22041, Hamburg, Hwa University, 1, Sec. 2, Da-hsueh Rd. Shou-feng, 974, Hualien,
Germany, [email protected] Taiwan, [email protected]

80
 EURO 25 - Vilnius 2012 MD-40

1 - The study of the university students consumer be-  MD-40

havior tea-shops as example Monday, 14:30-16:00
Yuan-Du Hsiao, Department of Business Administration,
HH-Livingstone
Chungyu Institute of Technology, No.40, Yi7th Rd., Keelung,
20103 Taiwan, R.O.C., 20103, Keelung, Taiwan, R.O.C., MADM Applications VIII
Taiwan, [email protected], Jen-Chia Chang, Mu-Hui Lai,
Liang-Yuan Hsiung Stream: MCDA: New Approaches and Applications
Invited session
This study main purpose are 1. To discuss the subjects who get drinks Chair: Chin-Tsai Lin, Department of Business Administration,
from consumer behavior. 2. Testing the difference from the consumer Ming Chuan University, 5F, No.130, Jihe Rd., Shihlin District„
of tea-shops. The study finding 1. More than half consumer is choos- 11111, Taipei, Taiwan, [email protected]
ing the shop criterion "important" of the project. 2. Consumer general Chair: Chie-bein Chen, International Business, National Dong
does not costs at fixed shop. 3. The ones often go shopping at the noon.
4. Almost ones always go to "Dou Di Tea-shops". From findings, the Hwa University, 1, Sec. 2, Da-hsueh Rd. Shou-feng, 974, Hualien,
suggestions for the tea-shop boss or studies experts reference related. Taiwan, [email protected]

1 - A Radial Basis Function Neural Network (RBFNN)

2 - The Study on Teachers’ Willingness to Adopt Approach for Multi-label Text Categorization Prob-
Computer-Aided Instruction in Public Vocational lems
High Schools Tai-Yue Wang, Dept. of Industrial and Information
Jen-Chia Chang, Institute of Technology & Vocational Management, National Cheng Kung University, 1 University
Education„ National Taipei University of Technology, 10608, Road„ 70101, Tainan, Taiwan, [email protected],
Taipei, Taiwan, [email protected], Yuan-Du Hsiao, Mu-Hui Hui-Min Chaing
Lai, Liang-Yuan Hsiung This work presents an automatic text categorization model based on
the RBFNN and utilizes valuable discriminative information in the
training dataset and incorporates background knowledge during model
The study with 126 sampled subject in mid-Taiwan. The reliability and learning. The Reuters 21,578 News dataset is utilized to demonstrate
validity of the questionnaire have been rendered positive, upon verifi- the application of the proposed model and to compare its performance
cation. The mean value of teachers’ willingness to adopt CAI is 3.97, with that of other models. The results vindicate that the performance of
ranged as moderate. Teachers are generally dissatisfied with the CAI the proposed model is comparable to that of other models for different
software, hardware facilities support and promote CAI in school; how- performance indices.
ever, these three factors have no significant connection with teachers’
willingness to apply CAI. The researcher is to offer various sugges- 2 - Fuzzy MCDM technique for planning the wetland en-
tions, based on this study, to schools and the education administrative vironment
departments. Vivien Y.C. Chen, Institute of Leisure and Health Business,
Taipei Chengshih University of Science and Technology, No.
3 - A study on relationship model among travel motiva- 2, Xueyuan Rd., Peitou, 112, Taipei, Taiwan,
tion, travel type, travel involvement, and travel ben- [email protected], Kuo Tzu-hsuan, Tang-Chung Kan
efit of Facebook users: A case of Taiwan domestic This paper presents a fuzzy multi-criteria analysis approach for select-
ing the best plan alternatives in wetland environment. A questionnaire
tourism was used to find out from three related groups comprising 15 experts.
Pei-Ting Chen, Travel Management, National Kaohsiung The subjectivity and vagueness is dealt with the criteria and alter-
University of Hospitality and Tourism, 81267, Kaohsiung, natives for selection process by using fuzzy numbers with linguistic
Taiwan, [email protected], Tang-Chung Kan, Kuo terms. Incorporated the decision makers’ attitude towards preference,
Tzu-hsuan overall performance value of each alternative can be obtained based on
the concept of Fuzzy Multiple Criteria Decision Making.

This study aims to discuss the relation among travel motivation, travel
3 - Improving the quality of leisure and tourism for
involvement, and tourism benefit of Facebook users. It also uses travel Theme Parks with a MCDM Model
type as the intervening variable to further explore its influence in re- Gwo-Hshiung Tzeng, College of Management, Hsinchu 300,
lation to travel pattern, travel involvement and tourism benefit. We National Chiao Tung University, Kainan University, Taoyuan
expect this research result will help understand Facebook users to un- 338, Taiwan, [email protected], Vivien Y.C. Chen
derstand characteristics of Taiwan domestic tourism. This study is ex-
pected to build an appropriate social networking users’ travel behavior The purpose of this paper is to probe how to use qualitative and quan-
model to develop distinctive and customized community tourism prod- titative measurements of Theme Parks to create plan indexes and crite-
ucts. ria, as well as how to help these indexes achieve the optimal levels for
each criterion. Previous efforts to measure leisure and tourism eval-
uations and plans have assumed that the criteria are independent, but
4 - Multi-Criteria Comparison of Catering Service Com- this assumption does not hold in real-world applications. In this study,
a hybrid multiple criteria decision-making model is used to address
panies Using Grey Relational Analysis: The Case of dependent relationships among various criteria.
Turkey
Alper Hamzadayi, Dokuz Eylul University, Turkey, 4 - Using F-PROMETHEE for evaluating and ranking
[email protected], Simge Yelkenci Kose, Sener constructive projects contractors (A Case Study of
Akpinar, Atabak Elmi, Hanifi Okan Isguder Mehr Housing Project of Hashtgerd New City - Iran)
Mahdi Nasrollahi, no.82 dehkhoda Ave. masjed St., 36161,
hashtgerd new town, tehran, [email protected]
Catering is the business of providing food and beverage at a remote
site or a site like business meetings and other social occasions. Select- In this paper a model for evaluating and ranking constructive projects
ing catering is an important multi-criteria decision making problem. In will be presented. This model is based on six key criteria (good his-
this study grey relational analysis (GRA) is used for the aim of select- tory, Equipment, Management & technical staff, Economic - Finan-
ing the best catering firm providing the most firm satisfaction. Due to cial, experience, and technical capabilities) and a conceptual frame-
the importance of criteria weights in decision making, Analytic Hier- work. These criteria and their weights were derived from previous
archy Process is used to find best values of criteria weights in GRA studies. The vagueness of the linguistic terms in the evaluation pro-
process. A case study is demonstrated and evaluated using the devel- cess required employment of fuzzy numbers. F-PROMETHEE was
oped multi-criteria methodology. used for the ranking projects. To test the model and as a case study,
contractors of housing projects in Iran were ranked.

81
MD-41 EURO 25 - Vilnius 2012

 MD-41  MD-42
Monday, 14:30-16:00 Monday, 14:30-16:00
HH-Heyerdahl BW-Amber

AHP/ANP 3 EEPA 2012 - 2

Stream: Analytic Hierarchy Process, Analytic Network Stream: EURO Excellence in Practice Award 2012
Process Invited session
Invited session Chair: Michel Bierlaire, ENAC INTER TRANSP-OR, École
Chair: William Wedley, Faculty of Business Administration, Polytechnique Fédérale de Lausanne (EPFL), GC B3 454, Station
Simon Fraser University, 8888 University Drive, V5A 1S6, 18, CH-1015, Lausanne, Switzerland, [email protected]
Burnaby, BC, Canada, [email protected]
1 - SPRINT: Optimization of Staff Management for Desk
1 - Correct Derivation Of Ratio Scale Preference Values Customer Relations Services
From Pairwise Comparison Matrices Daniele Vigo, DEIS, University of Bologna, Via Venezia 52,
Eng Choo, Faculty of Business Administration, Simon Fraser 47023, Cesena, Italy, [email protected], Claudio Caremi,
University, 8888 University Drive, V5A 1S6, Burnaby, BC, Angelo Gordini, Sandro Bosso, Giuseppe D’Aleo, Beatrice
Canada, [email protected], William Wedley Beleggia

We consider the problem of deriving ratio scale preference values of Staff Management (SM) is a critical issue in the design and manage-
n alternatives from pairwise comparison matrix elicited from the deci- ment of modern Desk Customer Relation Services (DCRSs) due to the
sion maker. We characterize the underlying ratio-relevant information. large amount of resources involved and the increasing pressure towards
This leads to a necessary condition for using the ratio-relevant infor- maintaining a very high level of service. We illustrate a Decision Sup-
mation in T correctly. The multiplicative form is shown to be the only port System for SM, called SPRINT, developed for a large multi-utility
simple row by row method that uses the ratio-relevant information in T company in northern Italy. After one year of service SPRINT has in-
correctly. The geometric mean method is the only well-known method troduced a considerable improvement in the process and achieved rel-
that satisfies the necessary condition for using the ratio-relevant infor- evant savings in terms of resource consumption and very high level of
mation in T correctly. service.

2 - Using Analytic Network Process (ANP) in Four Links 2 - Logistic planning using DSS FlowOpt
Model Mikael Rönnqvist, Département de génie mécanique,
Ihsan Yüksel, Busines Administration, Kirikkale University, Université Laval, G1V 0A6, Québec, Canada,
Kırıkkale University, IIBF, 71450, Kırıkkale, Turkey, [email protected], Patrik Flisberg, Mikael Frisk
[email protected], Erdem Aksakal, Metin Dagdeviren Skogforsk is the central research body for the Swedish forestry sec-
tor. Skogforsk has developed the decision support system FlowOpt. A
The aim of this study is to evaluate the strategic environment of an or- central part is a powerful optimization engine which has been a key
ganization within the framework of Lynch’s Four Links analysis by us- contribution to the success of the system. It makes use of a flexible
ing Analytic Network Process (ANP). In the study, firstly factors which network model with extensions including backhauling and cost shar-
have an impact on the organization performance were determined and ing possibilities. The system has been used in many case studies and
then inner dependencies between models and factors were examined. implementations during the last 10 years. It has been used to evalu-
The weights of factors were determined on the basis of these examined ate the performance and suggest improvements at single companies as
dependencies and weights were used for a case study to evaluate the well as several companies making collaborative schemes.
strategic environment. As result it was seen that analyzing the strategic
environment can be performed by ANP.
3 - Flood Prevention by Optimal Dike Heightening
3 - A hybrid MCDM approach to assess the sustainabil- Kees Roos, EWI, TU Delft, Mekelweg 4, 2628CD, Delft, ZH,
Netherlands, [email protected], Dick den Hertog, Ruud
ity of students’ preferences for university selection
Brekelmans, Carel Eijgenraam
Kabak Mehmet, Department of Industrial Engineering,
Turkish Army Academy, Kara Harp Okulu Dekanlığı, End. ve The Dutch government is very much aware of the flooding risks that
Sis.Müh.Böl., 06654, Ankara, Turkey, [email protected], The Netherlands is exposed to. This research tries to answer the fun-
Metin Dagdeviren damental questions of when and how much to invest in which parts
of the constituent segments of a dike ring protecting a certain area of
An integrated approach which employs ANP and PROMETHEE to- land. This problem is solved by using Mixed-Integer Nonlinear Pro-
gether is proposed. It is concerned with criteria influencing stu- gramming techniques. For homogeneous dike-rings explicit formulas
dent choice in Turkey to establish a model for predicting students’ for periodic solutions have been obtained. Dutch government agencies
preference for universities. The ANP is used to analyze the struc- use the model to analyze the main dike rings and to propose new safety
ture of the problem and to determine weights of the criteria, and the standards to be incorporated in the Dutch Water Act.
PROMETHEE is used to obtain final ranking, and to make a sensitivity
analysis. The results indicate that three factors, future career prospects
and opportunities, scholarship and university’s social life, are at the top
in the university selection.

4 - Ahp matrix convergence — a unit interpretation

 MD-43
William Wedley, Faculty of Business Administration, Simon Monday, 14:30-16:00
Fraser University, 8888 University Drive, V5A 1S6, Burnaby, BW-Granite
BC, Canada, [email protected], Eng Choo
Probabilistic Programming
Raising the paired comparison matrix to powers is efficient for calcu-
lating the principal eigenvector. The disadvantage is that higher order Stream: Stochastic Programming
calculations are difficult to comprehend. This paper suggests a modi- Invited session
fication - to interpret convergence of cell values as the simple average
of many conversion estimates. Invariance of ratios irrespective of the Chair: Tamas Szantai, Institute of Mathematics, Budapest
unit of measure is a trait of ratio scales. The eigenvector achieves this University of Technology and Economics, Muegyetem rkp. 3.,
trait, as the geometric mean that is used in group aggregation and has 1111, Budapest, Hungary, [email protected]
many desirable properties, and the simple mean of unit sum columns Chair: Andras Prekopa, RUTCOR, Rutgers University, 640
has proved to be quite accurate. Barholomew Road, 08854-8003, Piscataway, New Jersey, United
States, [email protected]

82
 EURO 25 - Vilnius 2012 MD-45

1 - A probabilistic constrained stochastic programming 1 - Illustrating the need to integrate pricing and supply
problem, where the technology coefficients in the chain decison-making
stochastic constraints are normally distributed ran- Peter Bell, Richard Ivey School of Business, University of
dom variables Western Ontario, N6A 3K7, London, Ontario, Canada,
Andras Prekopa, RUTCOR, Rutgers University, 640 [email protected]
Barholomew Road, 08854-8003, Piscataway, New Jersey,
United States, [email protected], Tamas Szantai This presentation will use three cases that describe real company situ-
ations to illustrate the role of pricing in supply chain management. I
A hybrid algorithm will be presented for the solution, where the (outer) will try to make the point that good pricing decisions make managing
supporting hyperplane algorithm is combined with a (inner) cutting a supply chain much easier: often supply chain issues (such as bot-
plane method. We report about the numerical experience in connec- tlenecks, too much or too little inventory or capacity) can be resolved
tion with the solution method presented. Special emphasis will be put through more informed pricing.
on the calculation of the function and gradient values.
2 - Optimal pricing and production decision in the pres-
2 - Solution of probabilistic constrained stochastic pro- ence of substitution
gramming problems with discrete random variables Sang Won Kim, College of Business Administration,
and mixed decision variables University of Ulsan, 93 Univ. Road, Mugeo-Dong, Nam-Gu,
Kunikazu Yoda, RUTCOR, Rutgers Center for Operations 680-749, Ulsan, Korea, Republic Of, [email protected],
Research, Rutgers University, 640 Bartholomew Rd, Peter Bell
08854-8003, Piscataway, NJ, United States,
[email protected], Andras Prekopa Many firms take into account the fact that the creation of price differ-
ences between market segments leads to price-driven substitution. This
We consider the probabilistic constrained stochastic programming effect will impact the firms’ price and production decisions. In this pa-
problem where the decision variables are integers and the random per, we consider the impact of price-driven substitution on a firm’s
right-hand side vector follows an r-concave discrete distribution. Use- pricing and production decisions for a single period. We investigate
ful formulations of related problems are presented with the concept of the impact of the symmetrical and asymmetrical demand substitution
p-efficient points of a probability distribution. We present a cutting on optimal prices, production levels and revenue.
plane type algorithmic solution to the problem.
3 - New results concerning probability distributions with
3 - Single commodity network design under probabilis- increasing generalized failure rates
tic constraint with continuous random variables Mihai Banciu, School of Management, Bucknell University,
Olga Myndyuk, Rutcor, Rutgers Center for Operations 119 Taylor Hall, 17837, Lewisburg, PA, United States,
Research, Rutgers, The State University of New Jersey, 640 [email protected], Prakash Mirchandani
Bartholomew Rd, 08854, Piscataway, NJ, United States,
[email protected], Andras Prekopa The generalized failure rate is defined as the extension of the hazard
rate of a continuous random variable. If the valuation distribution of
We formulate and solve problems to find optimal node and arc capaci- a product has an increasing generalized failure rate (IGFR), then the
ties in a network, where demands are random, under probabilistic con- associated revenue function is unimodal. Assuming the IGFR property
straints that ensures reliability on a high level. After elimination of the is thus very useful in pricing applications. In this talk we prove closure
redundant feasibility inequalities the problem is reduced to an LP that of the property under truncations, propose an extension of the original
is solved by the combination of an inner and outer algorithm providing definition of the property, provide a sufficient condition that guaran-
us with both lower and upper bounds for the optimum in each iteration. tees closure of the IGFR property under convolution, and extend the
The possible applications include power systems, water supply, traffic, concept to discrete distributions.
evacuation networks.
4 - Retail Selling with All-Pay Auctions
4 - Parallelisation of the so-called Cluster Benders Fredrik Odegaard, Richard Ivey School of Business,
Decomposition algorithm for solving two-stage University of Western Ontario, 1151 Richmond Street North,
stochastic linear problems N6A 3K7, London, Ontario, Canada, [email protected],
Francesc Solsona, Computer Science, University of Lleida, Chris Anderson
Jaume II, 69, 25001, Lleida, Catalunya, Spain,
[email protected], LluisM Pla, Josep Lluis Lerida, Jordi In the fixed list price channel consumers can purchase the item at p1. In
Mateo the all-pay auction consumers place a bid b, which they forfeit regard-
less of the outcome, and the highest bid wins the item. We consider a
L-shaped is a decomposition method used to solve stochastic linear modification where consumers can use their sunk bid as a credit and
problems via scenario analysis. This algorithm is made up of three buy the item directly for p2. We characterize a symmetric equilibrium
steps: the first solves the master problem, the second checks for fea- in the strategy and derive optimal prices p1 and p2. We consider both
sible cuts and the third checks for optimality cuts. These cuts are se- the situation when there is only one seller operating both channels, and
quentially added to the master problem to be solved whenever each when there are two sellers operating the two channels.
new cut is appended. When there is no more cuts, the optimal solution
is found. The cuts are identified by solving auxiliary submodels de-
rived from the scenarios. In this paper we propose the parallelisation
of the algorithm named Cluster Benders Decomposition
 MD-45
Monday, 14:30-16:00
BW-Water
 MD-44
Monday, 14:30-16:00 Management accounting and
BW-Marble management control 2
Topics in Revenue Management Stream: Simulation in Management Accounting and
Management Control
Stream: Revenue Management Invited session
Invited session Chair: Stephan Leitner, Dept. for Controlling and Strategic
Chair: Fredrik Odegaard, Richard Ivey School of Business, Management, Alpen-Adria-Universität Klagenfurt,
University of Western Ontario, 1151 Richmond Street North, N6A Universitätsstrasse 65-67, 9020, Klagenfurt, Austria,
3K7, London, Ontario, Canada, [email protected] [email protected]

83
ME-01 EURO 25 - Vilnius 2012

1 - Dynamic pricing & seat control problem with cancel-

lation and refund policy in airlines
Monday, 16:30-17:30
Moon-Gil Yoon, Business Administration, Korea Aerospace
University, 200-1 hwajun-dong, 471-712, Koyang-shi,  ME-01
Kyunggi-do, Korea, Republic Of, [email protected], Hwi Monday, 16:30-17:30
Young Lee
Opera
Changing customer behavior and airline market environments in air-
line industries require a new mechanism for improving the revenue Plenary Lecture: Professor Finn Kydland
management. We consider a dynamic pricing and seat control prob-
lem for discrete time horizon with cancellation and refund policy in Stream: Keynote, Tutorial and Plenary Lectures
the context of the airline industry. Applying the linear approximation
technique and given the price set for each time, we suggest a mixed Plenary session
Integer Programming model to solve our problem efficiently. From Chair: Marielle Christiansen, Department of Industrial Economics
the simulation results, we can find our model makes good performance and Technology Management, Norwegian University of Science
and can be expanded to other comprehensive problems. and Technology, Alfred Getz vei 3, N-7491, Trondheim, Norway,
2 - Product cost distortions in full cost accounting - A [email protected]
Monte Carlo simulation-based analysis
Catherine Grisar, Institute of Management Control and 1 - Dynamic Programming and Economics
Accounting, Hamburg University of Technology, Finn Kydland, University of California, Santa Barbara, United
Schwarzenbergstraße 95 D, 20173, Hamburg, Germany, States, [email protected]
[email protected], Matthias Meyer All interesting phenomena in macroeconomics are dynamic in nature.
An overstatement, perhaps, but only a slight one. As a consequence,
This paper presents a systematic approach to quantify the effect of over the past three or four decades, dynamic programming has been an
alternative costing system designs on product costs. Starting with a essential tool, including in my own research. In quantitative aggregate
stochastic full cost accounting system, we identify design parameters economics, dynamic programming plays a key role from model for-
and their possible specifications that are within the scope of cost ac- mulation to model calibration to computation of model outcomes. In
countants. The impact of these parameters on product costs is investi- the process, for example, of calibrating a model economy, its steady-
gated via simulation. Through experimental design, we can determine state relations are an essential part of what it takes to work backwards
the main and interaction effect of each design parameter. This paper from empirical relations among variables to what the model parame-
contributes to research and practice as it illustrates the interdependen- ters must be in order to be consistent with them. With advances in
cies within a full cost accounting system. the development of theory and computers becoming much more pow-
erful, the set of interesting questions that can be addressed with such
3 - Interactions among biases in costing systems: A models has expanded dramatically in the past decade or two. This is
simulation approach true especially for questions that dictate the inclusion of important het-
Stephan Leitner, Dept. for Controlling and Strategic erogeneity across current generations and/or across individuals more
Management, Alpen-Adria-Universität Klagenfurt, generally.
Universitätsstrasse 65-67, 9020, Klagenfurt, Austria, In models with a role for the government, anticipated future policy af-
[email protected] fects economic behavior in earlier periods. For example, future tax
policy affects investment behavior today. If we imagine policy to be
This simulation study presents results on effects of distortions in raw selected so as to optimize an objective (welfare) function, the resulting
accounting data on the quality of information provided by costing sys- policy, in the absence of a commitment mechanism, is generally time
tems. Results give insights into interactions among biases and indi- inconsistent. Aside from questions about its implementation, then, a
cate that multiple biases do not necessarily affect information quality consequence is that the formulation of the optimal-policy problem is
negatively. Surprisingly, in some setups interactions among multiple not recursive. But one can generally convert such a model into a re-
biases lead to mitigation, or even compensation among biases. Results cursive structure by introducing an additional pseudo-state variable —
indicate where (not) to tolerate biases and how to prioritize actions a shadow price — which is subject to its own constraint implied by
regarding data quality with respect to accuracy and cost of accuracy. the model. Similar issues about recursivity, potentially resolved in an
analogous manner, arise in many dynamic contracting environments.

84
 EURO 25 - Vilnius 2012 TA-02

Tuesday, 8:30-10:00 Using our toolbox LinTim we illustrate how decisions made in earlier
planning steps can influence the subsequent planning phases. Among
others we show how the quality of a timetable depends on decisions
made in the line planning phase, how good the approximation of the
 TA-01 passengers’ weights fits to the real behavior of the passengers, and how
Tuesday, 8:30-10:00 the robustness of a public transport system may be simulated.
RB-Alfa

Tutorial Lecture: Professor Anita Schöbel

Stream: Keynote, Tutorial and Plenary Lectures  TA-02
Tutorial session Tuesday, 8:30-10:00
Chair: Gerhard Wäscher, Fakultät für Wirtschaftswissenschaft, RB-Beta
Otto-von-Guericke Universität Magdeburg, Postfach 4120, 39016,
Magdeburg, Germany, [email protected] Graph Models in Logistics and
Scheduling
1 - Lines, Timetables, Delays: Models and Trends in Op-
timization of Public Transport Stream: Scheduling
Anita Schöbel, Institute for Numerical and Applied Invited session
Mathematics, Georg-August Universiy Goettingen, Chair: Maksim Barketau, United Institute of Informatics
Lotzestrasse 16-18, 37083, Göttingen, Germany, Problems, Academy of Sciences of Belarus, 220012, Minsk,
[email protected] Belarus, [email protected]
The talk consists of two parts: In the first part, a state-of-the-art sur-
vey about finding lines and timetables in the strategic planning of a
public transportation system will be provided, and the problem of de- 1 - Minimizing maximal weight of subsets in a bipartite
lay management, i.e. how to update the system in case of delays will graph
be explored. The second part will discuss ongoing research questions, Maksim Barketau, United Institute of Informatics Problems,
namely how the routing of the passengers can be included in the plan- Academy of Sciences of Belarus, 220012, Minsk, Belarus,
ning phases, how an integration of the planning phases can be simu- [email protected], Erwin Pesch, Yakov Shafransky
lated, and how robustness issues can be integrated. Theoretical and
experimental results on these topics will be shown.
In a bipartite graph G=(U,V,E) with weighted edges, set U of vertices is
Part 1 gives an overview on line planning, timetabling, and delay man- partitioned into disjoint subsets called components. The aim is to find a
agement. Given an existing public transportation network with its stops complete matching that minimizes the maximal weight of the compo-
(or stations) and direct connections, the first step in the strategic plan- nent (sum of the weights of the edges that have ends in the component).
ning of a transport system is to define lines and their frequencies. A We prove the strong NP-hardness of the problem and the absence of a
line is a path in the public transportation network along which regular polynomial approximation algorithm with a worst-case ratio less than
service is offered. We discuss various optimization models minimiz- 2 (unless P=NP). We develop heuristics that find solutions that are on
ing either the costs of the lines or maximizing the convenience for the average 2 percent away from the optimum. The problem is motivated
passengers. by a production planning in a railway hub.
If the lines have been found, the next step is to design a timetable.
There are two different models: Periodic timetables which are repeated 2 - Batch scheduling and transfer line design problems
on e.g. an hourly basis and aperiodic timetables. The usual aim is to Alexandre Dolgui, IE & Computer Science, Ecole des Mines
minimize the traveling time for the passengers. Integer programming de Saint Etienne, 158, cours Fauriel, 42023, Saint Etienne,
formulations will be provided for both problem types and algorithmic France, [email protected], Sergey Kovalev, Mikhail Y.
approaches for finding timetables will be reviewed.
Kovalyov, Jenny Nossack, Erwin Pesch
Coming to the operational phase, the question of the delay manage-
ment problem is how to react in case of delays such that the passen- We study a transfer line design problem, in which there are several
gers’ travel times do not increase too much. This concerns the decision types of operations to be assigned to stations. If a station is assigned at
if a punctual bus or train should wait for a delayed feeder bus or train or least one operation of a certain type, it induces a type dependent cost.
if it should better depart on time. In railway traffic also the limited ca- Precedence relations on the set of operations are given by an arbitrary
pacity of the tracks has to be taken into account, i.e. priority decisions digraph. The primary objective is to minimize the number of stations
have to be made. Also here, the state-of-the art of delay management and the secondary objective is to minimize the total type dependent
will be presented. cost. An equivalent batch scheduling model is presented. Obtained
The three problems discussed in Part 1 can be solved more or less results include computational complexity, heuristics, ILP formulations
efficiently. However, the algorithms and approaches are still not suit- and computer experiments.
able for solving real-world problems. In part 2 we will hence discuss
features that are missing, identify the resulting research questions and 3 - Periodic Scheduling for Wireless Access Networks to
show some first solution approaches aiming at making the algorithms
work in practice. the Internet
Celia Glass, Cass Business School, City University, 106
A first problem concerns the decision of the passengers. In many pa- Bunhill Row, EC1Y 8TZ, London, United Kingdom,
pers on line planning, time tabling, and delay management it is as-
sumed that it is already known how the passengers travel, i.e. a pas- [email protected]
senger’s weight is assumed to be known for every edge or activity in
the system. This is an unrealistic assumption since the route choice Wireless Access Networks provide low cost internet and broadband
of the passengers depends on the lines, the timetable and on the delay access, but have distinct limitations for scheduling. The access points,
management strategy. We will discuss how the passengers’ decisions used e.g. for WiFi, cannot multi-task. This disposes them to perfect pe-
may be integrated into the optimization process. riodic scheduling, which offers both reliability of service, and energy
saving. We consider binary tree access networks with local transmis-
Another issue is robustness. It is not helpful to have an exact optimal sion. We compare optimised and heuristic solutions, to demonstrate
solution that might get totally meaningless if a small disturbance oc- the difficulty of co-ordinating network transmissions without periodic-
curs. Hence, the aim should be to have a robust transportation system ity, and the efficiency of perfect periodic scheduling.
which performs well even if the scenario or the input data changes.
We exemplary illustrate different concepts on how robustness can be
integrated for the timetabling phase. 4 - New Bounds and Constraint Propagation Techniques
Specialized algorithms for every single planning phase in public trans-
for the Clique Partitioning Problem
portation are known. However, the best line plan is not helpful if it Erwin Pesch, FB 5, University of Siegen, Hoelderlinstr. 3,
only allows bad timetables. Hence, some effort should be made to find 57068, Siegen, Germany, [email protected], Florian
integrated solutions. Jaehn

85
TA-03 EURO 25 - Vilnius 2012

We consider the Clique Partitioning Problem that has several real life
applications such as groupings in flexible manufacturing systems, in
 TA-04
biology, in flight gate assignment, etc.. We present tighter upper Tuesday, 8:30-10:00
bounds for each search tree node than those known from literature, im- RB-L2
prove constraint propagation techniques for fixing edges in each node,
and present a new branching scheme. The theoretical improvements Air Transportation and Propagation
are reflected by computational tests with real life data.
Stream: Optimization in Public Transport
Invited session
Chair: Claus Gwiggner, Information Systems, FU Berlin, Garystr.
21, 14195, Berlin, Germany, [email protected]
 TA-03
Tuesday, 8:30-10:00 1 - Optimizing the Staff Schedule for Airport Immigra-
RB-L1 tion
Phi Doan, Aeronautics and Astronautics, University of Tokyo,
Logistics, Transportation, Traffic - 2 4-6-1 Komaba, Meguro-ku, Rcast building 4, room 515,
153-8904, Tokyo, Tokyo, Japan, [email protected]
Stream: Logistics, Transportation, Traffic
Contributed session The objective of this research is to shorten the waiting times at an in-
Chair: Erwin van der Laan, RSM Erasmus University, P.O.Box ternational airport by optimizing the staff schedule. First, an arrival
model predicts the arrival rates at the immigration desks by using the
1738, 3000DR, Rotterdam, Netherlands, [email protected] flight schedule. Second, a queueing model estimates the waiting times
for given service times and staff schedule. Last, an optimization model
that uses an evolutionary algorithm estimates the number of staff over
1 - The efficiency improving of traction drive test bench the day with the goal of minimizing the staff hours while meeting a
with supercapacitor energy storage system targeted maximum waiting time.
Genadijs Zaleskis, Faculty of Power and Electrical
Engineering, Institute of Industrial Electronics and Electrical 2 - Improvement of Static Runway Assignment Using
Engineering, Riga Technical University, 1 Kronvalda Blvd., Queueing Model
LV-1010, Riga, Latvia, [email protected], Viesturs Ryota Mori, Air Traffic Mangement Department, Electronic
Brazis Navigation Research Institute, 7-42-23,
Jindaiji-Higashimachi, Chofu, 182-0012, Tokyo, Japan,
In this article the results of computer modeling for the optimization [email protected]
of traction drive test bench with supercapacitor energy storage are de-
scribed. Test bench operation is considered in cases of the energy stor- Congestion is a critical issue at most hub airports. This paper tackles
age system working at various selected supercapacitor initial voltages. this problem occurring at the airport with most passengers in Japan, i.e.
Maximal increasing of possibility of vehicle test bench regenerative Tokyo International Airport. It has four intersecting runways which in-
braking with minimal decreasing of autonomous power supply mode terfere with each other. Although the runway an aircraft uses is deter-
possibility is investigated. There is estimated the energy storage sys- mined by its destination or departure airport to reduce air traffic con-
tem efficiency improving measures dependence from supercapacitor trollers’ (ATC) workload, this general rule can increase aircraft waiting
operational voltage ranges. time. To make runway operations more efficient, a queuing model is
implemented and the possible improvement is discussed with keeping
minimum increase of ATC workload.
2 - How to place products in a warehouse to minimize
forklifts worktime — a simple data mining based al- 3 - Optimal Trajectory Design by Infinite Dimensional
gorithm Optimization
Grzegorz Tarczynski, Department of Operational Research, Daniel Delahaye, French Civil Aviation University, 7 avenue
Wroclaw University of Economics, ul. Komandorska 118/120, Edouard Belin, 31055, Toulouse, France,
53-345, Wroclaw, Poland, [email protected] [email protected], Stephane Puechmorel

Trajectories are infinite dimensional objects. There are mainly two

Based on historical data, using data mining techniques, probability dis- classes of algorithms for trajectory design. The first class is based on
tributions and conditional probability distributions of goods purchase optimization and the second one on propagation algorithms. In this
can be determined and used to plan the allocation of goods in the ware- work we present two examples of such algorithms for aircraft trajec-
house. The Volume-Based Storage Strategies focus on how to put tory design. Both address the conflict resolution problem. The first
goods with the highest rotation in locations most easily available to one manipulates B-splines and the second one uses a light propaga-
warehouseman. However, often customers buy goods in sets. This pa- tion analogy to generate optimal geodesic trajectories. Results are pre-
per presents an algorithm that takes into account the most purchased sented on a real day of traffic over France for which all conflicts are
product sets. The effectiveness of the algorithm was verified using successfully solved.
simulation tool.
4 - Sequencing and Swapping Probabilities for Traffic
3 - How the NPV and average cost criterion lead to dif- Synchronization
ferent decisions in the vending machine problem Sakae Nagaoka, Air Traffic Management, Electronic
Erwin van der Laan, RSM Erasmus University, P.O.Box 1738, Navigation Research Institute, 7-42-23 Jindaiji
3000DR, Rotterdam, Netherlands, [email protected] Higashi-machi, Chofu-shi, 182-0012, Chofu, Tokyo, Japan,
[email protected], Claus Gwiggner, Yutaka Fukuda
The net present value (NPV) criterion is widely seen as an appropriate In air traffic flow planning processes, estimated times of arrival are
approach to deal with financial decision. In literature, however, it is based on information from departure times at the origin airport. How-
mainly the average cost (AC) criterion that is used. We analyze the ever, uncertainties about this information vary from aircraft to aircraft.
NPV and AC approach for the logistics of replenishing vending ma- We propose a probabilistic method for adjusting the scheduled time of
chines: every R time units the machine is inspected and replenished arrival for aircraft pairs assuming that rough information on the dis-
up to its capacity, where R should be chosen optimally. We show that tributions of estimation errors is available. We discuss the probability
there may be significant implications of using the AC criterion over the of swapping aircraft pairs and the conflict probability in relation to the
NPV criterion in terms of profit expectations and realizations. size of the separation buffer often imposed to the separation minimum.

86
 EURO 25 - Vilnius 2012 TA-06

 TA-05 schedule. Results of tests on several real-life instances show that emis-
sions can be significantly reduced when using speed optimization in
Tuesday, 8:30-10:00 supply vessel planning.
RB-L3

Maritime Transportation in Offshore

Industry
 TA-06
Stream: Maritime Transportation Tuesday, 8:30-10:00
Invited session RB-Gamma
Chair: Irina Gribkovskaia, Faculty of Economics, Informatics and
Social Sciences, Molde University College - Specialized Engineering and Hybrid search
University in Logistics, Postbox 2110, 6402, Molde, Norway,
[email protected] Stream: Metaheuristics
Invited session
1 - A simulation study of the fleet sizing problem for off- Chair: Saïd Hanafi, ISTV2, LAMIH-SIADE, University of
shore supply vessels Valenciennes, Le Mont Houy, 59313, Valenciennes, France,
Yauhen Maisiuk, Faculty of Economics, Informatics, and [email protected]
Social Sciences, Molde University College - Specialized
University in Logistics, Britvegen 2, 6411, Molde, Norway, 1 - Local search methods for conflict-free routing in a
[email protected], Irina Gribkovskaia multi-processor system on chip
The supply vessels provide offshore installations with supplies from
Marc Sevaux, Lab-STICC - CNRS UMR 3192, Université de
an onshore base according to weekly sailing plans. The goal is to de- Bretagne Sud - UEB, Centre de Recherche - BP 92116, 2 rue
cide the cost-optimal fleet of vessels on the long-term hire. The prob- de Saint Maude, 56321, Lorient, France,
lem is stochastic as sailing speed and service time depend on uncer- [email protected], Boureima Zerbo, André Rossi,
tain weather conditions. Due to delays some installations may not be Jean-Charles Creput
served within the planned route duration, and not received supplies
have to be delivered later. We propose a discrete-event simulation We present a combinatorial optimization problem for conflict-free
model which evaluates alternative fleet size configurations depending routing in a Network-on-Chip. Based on time division multiplexing
on several strategies of later delivery of supplies. and cyclic emission, the problem consists in finding a set of k-shortest
paths, such that packets will never conflict through the network but
2 - Routing and scheduling of offshore supply vessels can use shared communication links in an efficient way. On a time-
with fuel consumption minimization through deter- expanded graph, a set of shortest paths computation operators are pre-
mining the best discrete value of sailing speed on sented. Then, based on such operators, three iterated local search
schemes are presented and compared to address the problem.
each leg
Tatsiana Barysavets, Molde University College - Specialized 2 - A PSO-based Heuristic for energy-aware scheduling
University in Logistics, Norway, of Workflow applications on cloud computing
[email protected], Irina Gribkovskaia, Mikalai Sonia Yassa, Val d’oise, EISTI, Avenue du Parc, 95000,
Mikhailau Cergy, France, [email protected], Rachid Chelouah,
We consider the offshore supply vessel routing and scheduling prob- Hubert Kadima, Bertrand Granado
lem with incorporated speed decisions where the aim is to minimize
the fuel consumption. The value of the vessel speed on each sailing We investigate the problem of scheduling workflow applications on
leg is assumed to be taken from a given set. The problem is formulated cloud computing infrastructures. The cloud workflow scheduling is
as a MIP model. Two heuristic approaches are proposed: two-phase a complex optimization problem which requires considering various
approach where the set of feasible voyages is generated a priory, and scheduling criteria. Traditional researches mainly focus on optimizing
the problem is solved with a set partitioning like model; and a large the time and cost without paying much attention to energy consump-
neighbourhood search heuristic where the speed on each sailing leg is tion. We propose a new approach based en hybrid PSO heuristic to
determined simultaneously with the vessels schedule. optimize the scheduling performance. Our method is based on dy-
namic voltage scaling (DVS) technique to minimize energy consump-
3 - Routing of supply vessels to offshore installations tion. Simulation results emphasize the robust performance of our ap-
with deliveries and pickups of multiple commodities proach.
Eugen Sopot, Molde University College, Kirkebakken 27,
3 - Software Interfaces for Heuristic Solvers and the Fu-
6413, Molde, Vestland, Norway, [email protected],
Irina Gribkovskaia, Gilbert Laporte ture of Hyflex
Andrew J. Parkes, School of Computer Science, University of
Offshore installations are dependent on periodic deliveries of various Nottingham, Jubilee Campus, Wollaton Road, NG9 1BB,
goods from an onshore supply base and continuously generate pickup Nottingham, United Kingdom, [email protected], Matthew
demands. We consider the problem of routing supply vessels to off- Hyde, Gabriela Ochoa, Ender Özcan
shore installations as a multi-commodity vehicle routing problem with
pickups and deliveries. To guarantee the existence of a feasible solu- Stochastic local search is often highly effective; however, many prac-
tion to the problem it is assumed that each installation may be visited tical applications remain unexploited, not because known algorithms
once or twice. We propose a variable neighborhood search heuristic would fail, but simply because the development cost is too high. We
algorithm for the single vessel variant of this problem. discuss recent Computer Science work at the University of Notting-
ham to address this challenge; and to support rapid prototyping and
4 - Speed strategies for green supply vessel planning component-based development by increasing the modularisation of
Ellen Karoline Norlund, Faculty of Economics, Informatics heuristic search tools. In particular, we will discuss future extensions
and Social Sciences, Molde University College - Specialized to Hyflex, an API to separate adaptive search techniques from specific
University in Logistics, Britvegen 2, 6402, Molde, Norway, details of the problem domain.
[email protected], Irina Gribkovskaia
4 - An Application of Electromagnetic Meta-Heuristic
We study how to reduce emissions in supply vessel activities through Method for Solving System of Nonlinear Fredholm In-
speed optimization when planning vessel schedules by solving a MIP
model for a pre-generated set of voyages. Several speed strategies, de-
tegral Equations
termining speed for the entire voyage or optimizing speed for each voy- Hassan Taheri, Mathematics, Khayyam University,
age leg, are proposed. These strategies are applied either a priori dur- 91775-1159, Mashhad, Khorasan, Iran, Islamic Republic Of,
ing voyage generation or a posterior to the voyages in the constructed [email protected]

87
TA-07 EURO 25 - Vilnius 2012

In this paper we proposed an efficient algorithm for solving system of 4 - A real-life Inventory Routing Problem
nonlinear Fredholm integral equations (SNFIEs) by using the Electro- Benoît Tricoire, Institut de Mathématiques Appliquées,
magnetic Meta-Heuristic method (EM). First we choose an approxi- Université Catholique de l’Ouest, 3 Place André Leroy,
mate solution for SNFIE. Then we will have a system of nonlinear of
49008, Angers, France, [email protected], Eric Pinson
equations (SNEs). If we cannot compute this integral because of the
integrands involves some unknowns, then we choose a value for each We focus on a real-life problem that integrates stock constraints into
constant. But the question have is how do we select these values to the VRP. This problem, motivated by routing problems faced by re-
achive a good solution for the SNFIE? To ensure this question we try tail companies, can be related to Inventory Routing Problems. Our
to solve the problem by EM method. For solving the SNEs we pro- aim is to build a planning of pick-ups (to suppliers) and deliveries
posed a hybrid of the Newton-GMRES and EM methods. (to customers), deserved at minimum cost by a set of vehicle activi-
ties (routes verifying complex real-world operative constraints). We
propose a three-step method for our problem, using Lagrangean relax-
ation, GRASP, column generation, and tabu search. We compare our
results to those of end-users
 TA-07
Tuesday, 8:30-10:00
RB-Eta
 TA-08
Vehicle routing in practical settings Tuesday, 8:30-10:00
RB-Epsilon
Stream: New Trends in Vehicle Routing
Invited session Supply Chain Design
Chair: Jorge E. Mendoza, Institute of Applied Mathematics,
Université Catholique de l’Ouest, 3 Place André Leroy, 49008, Stream: Supply Chain Planning
Angers, France, [email protected] Invited session
Chair: Victor Pillac, Automatique - Productique, Ecole des Mines Chair: Alparslan Serhat Demir, Industrial Engineering, Sakarya
de Nantes, 4 Rue Alfred Kastler, La Chantrerie, 44300, Nantes, University, Sakarya University Esentepe Kampusu Endustri Muh.
France, [email protected] Binasi M5 Kat 3-311, 54100, Sakarya, Turkey,
[email protected]
1 - Solving an Industrial Waste Collection Problem using
a Hybrid Column Generation Algorithm 1 - Use of decomposition method in forest fuel supply
Jesper Larsen, Department of Management Engineering, chain
Technical University of Denmark, Produktionstorvet, Amirhossein Sadoghi, Finance Department, Frankfurt School
Building 426, 2800, Kgs. Lyngby, Denmark, of Finance & Management, Sonnemannstraße 9-11, 60314,
[email protected], Kristian Milo Hauge Frankfurt am Main, Germany, [email protected], Helene
We present a problem of collection industrial waste. In this problem Lidestam
waste collection is handled by a fleet of vehicles. Each vehicle can In this research, we address the capacitated, multi-commodity, multi-
carry up to eight skip containers of which a maximum of two can be period, multi-stage facility location problem regarding production, dis-
full at the same time. We present an approach to route the vehicles tribution and allocation in the case that forest residues are to be con-
based on a combination of column generation (CG) and metaheuristics. verted into fuel. With increased number of facilities, products and time
The performance is assessed by comparing the results that it achieves periods, the model becomes large and large scale optimization tech-
to results achieved by an algorithm that is based purely on metaheuris- niques are necessary to get a solution within limited time. A heuristic
tics. The results show that the hybrid CG algorithm finds superioir solution based on a computationally efficient decomposition method
solutions than the purely heuristic algorithm. is proposed. Numerical results and comparison with other possible
methods are presented.
2 - Multi-stage, multi-period distribution planning with
inventory and routing considerations 2 - Modular Supply Chain Optimization in the Construc-
Dmitry Ivanov, Supply Chain Management, Berlin School of tion Industry: An Application
Economics and Law, Germany, [email protected], Boris Pedro Rijo, DECivil, IST, Rua Comandante Cousteau, lote
Sokolov, Alexander Pavlov 4.04.02.B 3o D, 1990-067, Lisboa, Portugal, [email protected],
A real case-study of distribution planning is considered. An origi- Amílcar Arantes
nal approach of combining static inventory-routing and optimal con- Globalization and the need for product differentiation at a fair price
trol models is proposed to optimal planning of a multi-stage, multi- made supply chain a particularly relevant issue for the construction in-
commodity distribution network in the multi-period mode with adap- dustry. The companies have to look for decisions that optimize the
tive update of demand, capacity, and supply information. Optimal dis- supply chain system and integrate in the process their suppliers and
tributions plans are calculated for optimistic and pessimistic scenar- clients. Issues like facility location, inventory and transport manage-
ios. Subsequently, these plans are analyzed subject to different distur- ment must be considered. In this work we focus on the optimization of
bances and regarding distribution network design and sourcing plan- the supply chain of a complete prefabricated kitchen module using lin-
ning decisions. ear programming techniques. The results show guidelines concerning
supply chain configurations and operations.
3 - Extending the Periodic Vehicle Routing Problem: A
Case Study in Beverage Logistics 3 - Robust Supply Chain Network Design by Consider-
Dominik Pfeiffer, Chair for Information Systems and Supply ing Different Risk Mitigation Strategies
Chain Management, University of Münster, Faeghe Mohamad Doost, industrial engineering, urmia
Leonardo-Campus 3, 48149, Münster, NRW, Germany, university of technology, Band Ave, Urmia, Iran, Urmia, West
[email protected], Bernd Hellingrath Azarbayjan, Iran, Islamic Republic Of,
[email protected], Shabnam Rezapour
This paper deals with a variant of the Periodic Vehicle Routing Prob-
lem which allows multiple tours to be run per vehicle and day, deliv- This paper develops a stochastic mathematical formulation for design-
ering each customer no more than once a day, respecting driving time ing the network of a supply chain comprising several production fa-
constraints, and distributing multiple deliveries to the same customer cilities, distribution centers and retailers in markets under uncertainty.
in the planning period as evenly as possible. We develop algorithms In this model, we consider reserving extra capacity, holding strategic
solving the instances of the case studied. The results are validated stock and keeping substitutable facility strategies to mitigate the effects
against historical data from the case at focus. We are able to realize of possible disruptions. We use a path-based formulation that helps us
considerable cost reductions and evaluate the algorithms with respect consider supply-side uncertainties. We illustrate the model outputs and
to the solution quality and efficiency. discuss the results through several numerical examples.

88
 EURO 25 - Vilnius 2012 TA-10

4 - Determining Multiple Warehouse Locations and Cus- based on linear programming and some further amplification of the
tomers to be Served by Using Genetic Algorithm constraint propagation, which are followed by the results of experi-
Alparslan Serhat Demir, Industrial Engineering, Sakarya mental study.
University, Sakarya University Esentepe Kampusu Endustri
Muh. Binasi M5 Kat 3-311, 54100, Sakarya, Turkey, 4 - A biased random key genetic algorithm for the 2D
[email protected] and 3D bin packing problem
José Fernando Gonçalves, Faculdade de Economia do Porto,
In this study, distribution network of a tire manufacturing factory is ad- Universidade do Porto, Rua Dr. Roberto Frias, s/n, 4200-464,
dressed. In the distribution network, customers are at the different geo- Porto, Portugal, [email protected]
graphical locations and warehouses have to be established in different
places to meet the product demand of customers. The problem is the
In this paper we propose a biased random key genetic algorithm for the
determination of the locations where the warehouses are established
2D and 3D bin packing problem. For each GA chromosome we con-
and which warehouse will meet the customers’ demands to minimize
struct a solution based on a maximal-space heuristic which packs the
total transportation cost. The problem is modeled and solved by using
boxes according to the order supplied by chromosome. Two placement
genetic algorithm technique.
heuristics are considered and an improvement procedure is applied to
the solution. Computational tests carried on a set of 854 benchmark
instances taken from the literature validate the quality of the solutions
and the approach. Supported by Fundação para a Ciência e Tecnologia
(FCT) project PTDC/EGE GES/117692/2010.
 TA-09
Tuesday, 8:30-10:00
RB-Zeta

Cutting and Packing 5  TA-10

Tuesday, 8:30-10:00
Stream: Cutting and Packing RB-Theta
Invited session
Chair: José Fernando Gonçalves, Faculdade de Economia do Inventory Management 2
Porto, Universidade do Porto, Rua Dr. Roberto Frias, s/n,
4200-464, Porto, Portugal, [email protected] Stream: Production Management & Supply Chain
Management (contributed)
1 - A Comparison of Approaches for Solving the 3D Con- Contributed session
tainer Ship Loading Planning Problem by Represen- Chair: Farouk Yalaoui, Institut Charles Delaunay, ICD LOSI,
tation by Rules University of Technology of Troyes, 12, Rue Marie Curie BP
Anibal Azevedo, Production engineering, State University of 2060, 10000, Troyes, France, [email protected]
Campinas, Rua dos Aimorés, 480, Apt. P.34, 13081-030, Chair: Christian Larsen, Economics, CORAL, Aarhus School of
Campinas, São Paulo, Brazil, [email protected], Cassilda Business, Aarhus University, Fuglesangs Alle 4, DK-8210, Aarhus
Ribeiro, Galeno Sena, Antônio Chaves, Luiz Salles Neto, V, Denmark, [email protected]
Antônio Moretti
The proposed paper presents two contributions: A new 3D Container 1 - Dynamic supply chain inventory management: a
Ship Loading Planning Problem modeled as a bi-objective framework generic mathematical programming approach
that minimizes two criteria: the number of movements and also the Joaquim Jorge Vicente, CEG - IST, Portugal,
instability measure computed as the distance between gravity and geo-
metric center. A new representation that allows a compact and efficient
[email protected], Susana Relvas, Ana Paula
encoding which enables the solution of large-scale problems proper re- Barbósa-Póvoa
lated with real-life scenarios. For example, an instance problem which
demands a total of 40,545,000 binary variables will need only 30 vari- Inventory management plays an important role in supply chains. This
ables with the proposed approach. is explored in the present work where a flexible Inventory Manage-
ment (IM) policy is modeled through a mixed-integer linear pro-
2 - A global optimization approach for three dimensional gramming model. This dynamically optimizes a multi-period, multi-
rectangular packing problems warehouse/retailer and multi-product supply chain under deterministic
and uncertain demands. Continuous and Periodic Review policies are
Pei-Chun Wang, Graduate Institute of Industrial and Business also modeled and tested over the same system for comparison. The re-
Management, Taipei University of Technology, No. 1, Sec. 3, sults show that the proposed IM policy outperforms the others leading
Chung Hsiao E. Road, Taipei 106, Taiwan, 106, Taipei, to lower operational costs.
Taiwan, [email protected]
The problem addressed in this paper aims to pack a set of rectangular
2 - The relationship between purchasing strategy, man-
boxes into a large rectangular container in such a way that the occu- ufacturing performance and financial performance
pied volume space is minimized. The boxes can be any rectangular Ahmed Attia, business management, damanhour university,
stackable objects with different sizes and may be rotated. This paper elgomohoria st., 000, damanhour, elbehera, Egypt,
transforms the packing problem into a mixed-integer linear program by [email protected]
an improved piecewise linearization technique which uses fewer extra
0-1 variables and constraints. The reformulated model can be solved Purchasing is one of the logistics activities playing a major role for get-
to obtain a global optimum and is more computationally efficient than ting a competitive advantage through reducing the total cost, reducing
previous studies with deterministic approaches. the number of suppliers, building partnership with the suppliers, etc.
The purchasing strategy will be the effective tool for achieving such
3 - Constraint programming approaches, search strate- benefits. The current study examines the direct effect of the purchas-
gies and bounds in problems of orthogonal packing. ing strategy on the financial performance of the company, and also the
Marat Mesyagutov, Numerical Mathematics, Dresden indirect effect through manufacturing performance.
University of Technology, Zellescher Weg 12 - 14 (C 319),
01069, Dresden, Germany, [email protected], 3 - Spare parts sharing with joint optimization of main-
Gleb Belov, Guntram Scheithauer tenance and inventory policies
Constraint programming is an effective approach for discrete optimiza-
Christian Larsen, Economics, CORAL, Aarhus School of
tion problems. Since it allows the non-linear modeling, we consider Business, Aarhus University, Fuglesangs Alle 4, DK-8210,
some known higher dimensional approaches within that new paradigm. Aarhus V, Denmark, [email protected], Hartanto Wong, Lars
In the talk we discuss different know and new strategies, pruning rules Relund Nielsen

89
TA-11 EURO 25 - Vilnius 2012

We consider a collaborative arrangement where a number of compa-

nies are willing to share expensive spare parts, required for both fail-
 TA-13
ure replacement and preventive maintenance purposes. We develop Tuesday, 8:30-10:00
a discrete-time Markov decision model for the joint optimization of RB-Tau
maintenance and spare parts inventory policies for both a single- and a
multi-company problem. The cost savings obtained as a result of shar- Semiconductor and Pharmaceuticals
ing are evaluated. A number of cost allocation schemes, making all the
companies involved being better off by sharing the spare parts rather Production
than acting independently, are developed.
Stream: Manufacturing and Warehousing
Invited session
Chair: Lars Moench, FernUniversität in Hagen, 58097, Hagen,
Germany, [email protected]
 TA-11 1 - Stochastic Programming for New Product Introduc-
Tuesday, 8:30-10:00 tion in the Pharmaceutical Industry
RB-Iota Klaus Reinholdt Nyhuus Hansen, Section for Supply Chain
Management and Production, TU Munich, Arcisstrasse 21,
Transport Networks 80333, Munich, Germany, [email protected], Martin
Grunow
Stream: Transportation and Logistics
Invited session Due to limited patent protection, pharmaceutical companies are focus-
Chair: Anna Sciomachen, DIEM, University of Genova, Via ing more on the new product introduction process and addressing the
risks found prior to product launch. Where the widespread pipeline and
Vivaldi 5, 16126, Genova, Italy, [email protected] capacity planning models address R&D risks, we here focus on exoge-
nous risks arising from the negotiations with the authorities such as
e.g. delayed market authorization. We present how these risks can be
1 - Feeder bus network design problem: a new solving addressed via two-stage stochastic modeling for effective launch plan-
procedure and real size applications ning and also how capacity can be improved to consider these risks.
Francesco Ciaffi, Dipartimento di Scienze dell’Ingegneria
Civile, Università Roma Tre, Via Vito Volterra 62, 00146, 2 - Enhancing standard mid-term planning in semicon-
Roma, Italy, [email protected], Ernesto Cipriani, Marco ductor manufacturing
Petrelli Phillip Kriett, Technical University Munich, Germany,
[email protected], Martin Grunow
The present research deals with a methodology for solving the feeder Enterprise-wide tactical planning determines a capacity-feasible prod-
bus network design problem in a real size large urban area. The solv- uct mix. State-of-the-art tactical planning frameworks aggregate re-
ing procedure is articulated in 2 phases: generation of two different source information and neglect the assignment of jobs to machines.
and complementary sets of feasible routes, using a heuristic algorithm, Yet, certain semiconductor manufacturing steps such as testing can
and the optimal network design using a GA, calculating simultaneously be performed on flexible, parallel, and in particular non-identical re-
optimal routes and frequencies, in order to provide a good balance be- sources. Here, this aggregation results in low capacity utilization and
tween maximization of the service coverage area and minimization of infeasible production plans. We propose an exact solution approach
the overall travel time. The proposed procedure has been applied on which captures resources and is compatible with current software. The
two real-life networks, Winnipeg and Rome. approach is tested on real-world data.

3 - Order release planning by iterative linear program-

2 - Delivery splitting problem with multiple origins
ming and simulation: An analysis of the underlying
Tomas Subrt, Dept. of Systems Engineering, Czech
University of Life Sciences, Kamycka 129, 165 21, Prague 6 - coordination mechanism
Suchdol, Czech Republic, [email protected] Hubert Missbauer, Information Systems, Production and
Logistics Management, University of Innsbruck,
Universitätsstrasse 15, 6020, Innsbruck, Austria,
This problem deals with logistic network design issues and is focused [email protected]
on optimal splitting of deliveries from multiple sources to multiple des-
tinations. It is supposed to have a logistic network where the summary We deal with order release planning algorithms in manufacturing plan-
supply of all destinations can be satisfied by sources’ capacities. Ev- ning and control that allow time-varying lead times by iterating be-
ery arc of such network is weighted by cost per item shipment func- tween a release models with fixed lead times and a simulation model
tion. Due to the common effect of flow scale economies such func- that updates the lead times. Convergence is a critical issue here, and
tion is generally concave. This article demonstrates possible solution a theoretical foundation has not been provided up to now. We present
methods and results implementation using mathematical programming an analysis of the theory behind this iterative mechanism that should
tools. help to explain the convergence problems and to improve the methods.
The analysis is performed using a single-stage order release model in
discrete and continuous time.
3 - Freight terminal location in multimodal networks
Anna Sciomachen, DIEM, University of Genova, Via Vivaldi 4 - A Scheduling Approach for Complex Job Shops with
5, 16126, Genova, Italy, [email protected], Transportation
Daniela Ambrosino Lars Moench, FernUniversität in Hagen, 58097, Hagen,
Germany, [email protected], Rene Driessel
In this work we present a heuristic method for evaluating possible lo- We consider a scheduling problem for complex job shops with auto-
cations for freight intermodal terminals, that are dry ports. Aspects mated material handling systems (AMHS). Scheduling problems of
coming from both classical simple plant location problems and shortest this type are important in semiconductor manufacturing. The perfor-
path ones on multimodal graphs are combined in a two phase proce- mance measure is the total weighted tardiness. We present a modi-
dure. We first select the possible dry ports by analysing their position in fied shifting bottleneck heuristic for the integrated scheduling prob-
the network and their communication capabilities with the other nodes lem. The heuristic is applied in a rolling horizon setting. We study the
by using a multimodal connectivity criterion. Then we apply a heuris- performance using simulation. In addition, we change the number of
tic algorithm for finding optimal multimodal O-D routes in network. vehicles to see the impact of the capacity of the AMHS on the overall
Preliminary results are given performance.

90
 EURO 25 - Vilnius 2012 TA-15

 TA-14 operations due to limited availability of resources. Efficient approach

is discussed which allows identification of the most suitable project
Tuesday, 8:30-10:00 schedule instances. It applies simultaneous generation and evaluation
RB-Omega of representative population of schedule instances. A criteria hierarchy
is applied with this regard. The approach also facilitates identification
Scheduling with variable parameters II of desirable schedule features.

Stream: Scheduling under Resource Constraints

Invited session
Chair: Yakov Shafransky, United Institute of Informatics  TA-15
Problems, National Academy of Sciences of Belarus, Surganov str. Tuesday, 8:30-10:00
6, 220012 Minsk, Belarus, 220012, Minsk, Belarus, RB-2101
[email protected]
Chair: Stanislaw Gawiejnowicz, Faculty of Mathematics and Semi-infinite methods and applications
Computer Science, Adam Mickiewicz University, Umultowska 87,
61-614, Poznan, Poland, [email protected] Stream: Semi-Infinite Optimization
Invited session
1 - Minimizing Maximum Lateness for Single Machine Chair: Ana I. Pereira, Department of Mathematics - ESTiG,
under Uncertain Due Dates and Precedence Con- Polytechnic Institute of Braganca, Campus de Sta Apolonia,
straints Apartado 134, 5301-857, Braganca, Portugal, [email protected]
Dzmitry Sledneu, Lund University, Sweden,
[email protected], Yakov Shafransky 1 - Strong duality in robust linear semi-infinite program-
ming
Problem of minimizing maximum lateness for one machine under Miguel Goberna, Estadística e Investigación Operativa,
precedence constraints is considered. For each due date we have an Universidad de Alicante, Ctra. San Vicente s/n, 03080, San
interval of its possible values and the due date may take any value
from this interval regardless of the will of the decision maker. A fea-
Vicente del Raspeig, Alicante, Spain, [email protected]
sible schedule is called globally optimal schedule if it remains optimal In this talk, we propose a duality theory for semi-infinite linear pro-
under any possible values of the due dates. We formulate necessary gramming problems under uncertainty in the constraint functions, the
and sufficient conditions for a schedule to be globally optimal and pro- objective function, or both, within the framework of robust optimiza-
pose an algorithm for constructing such a schedule. As a by-product, tion. We show that robust duality holds whenever a robust moment
we formulate necessary and sufficient conditions for the optimality of cone is closed and convex. We then show that robust moment cone
a schedule for the deterministic version of the problem. is closed and convex if and only if robust duality holds for every lin-
ear objective function of the program. We also give robust forms of the
2 - Scheduling precedence-constrained jobs with mixed Farkas lemma for systems of uncertain semi-infinite linear inequalities.
processing times and maximum cost criterion 2 - General semi-infinite programming
Marek D˛ebczyński, Faculty of Mathematics and Computer Vladimir Shikhman, Dept. Mathematics C, RWTH Aachen
Science, Adam Mickiewicz University, Umultowska 87 University, Templergraben 55, 52056, Aachen, Germany,
Street, 61-614, Poznań, Wielkopolskie, Poland, [email protected], Hubertus Th. Jongen
[email protected], Stanislaw Gawiejnowicz We consider general semi-infinite programming (GSIP) from a topo-
We consider single-machine scheduling problems with arbitrary prece- logical point of view. We focus on the description of the closure of the
dence constraints and maximum cost criterion. We show how to solve feasible set, the Symmetric Mangasarian Fromovitz Constraint Quali-
the problems in polynomial time when job processing times are vari- fication, the Nonsmooth Symmetric Reduction Ansatz, appropriate no-
able and mixed, i.e. some of them are fixed, while the other ones are tion of Karush-Kuhn-Tucker points and critical point theory.
variable and take into account the effects of learning, ageing or job 3 - Reduction method with multistart technique for
deterioration.
semi-infinite programming problems
3 - Scheduling jobs on unrelated parallel machines with Ana I. Pereira, Department of Mathematics - ESTiG,
general positional deterioration to minimize the total Polytechnic Institute of Braganca, Campus de Sta Apolonia,
processing cost Apartado 134, 5301-857, Braganca, Portugal,
Yakov Shafransky, United Institute of Informatics Problems, [email protected], Florbela P. Fernandes, M. Fernanda P. Costa,
National Academy of Sciences of Belarus, Surganov str. 6, Edite M.G.P. Fernandes
220012 Minsk, Belarus, 220012, Minsk, Belarus, Semi-infinite programming problems can be efficiently solved by re-
[email protected] duction type methods. In this work a new global reduction method for
semi-infinite programming is presented. The multilocal optimization
Set of independent jobs is to be processed on unrelated parallel ma- is carried out with a multistart technique and the reduced problem is
chines. The processing time of a job is the product of its basic pro- approximately solved by a primal-dual interior point method combined
cessing time and a deterioration coefficient that depends on the job, on with a two-dimensional filter line search strategy. The filter strategy is
the machine and on the position of the job in the job sequence on this used to promote the global convergence of the algorithm. Numerical
machine. Each of the coefficients is a non-decreasing function of the experiments with a set of well-known problems are shown and com-
position number. For each machine, we have a cost of processing a job parisons with other methods are presented.
for one time unit on the machine. The aim is to construct a schedule
that minimizes the total cost of processing all the jobs. We propose a 4 - Study of optimization problems with analytic con-
polynomial algorithm to solve the problem straint functions
Tatiana Tchemisova, Departmento of Mathematics, University
4 - Multicriteria optimisation of construction project of Aveiro, Campus Universitario de Santiago, 3810-193,
schedules Aveiro, Portugal, [email protected], Olga Kostyukova
Grzegorz Ginda, Faculty of Materials and Environment For convex SIP problems with analytic constraint functions, we ap-
Sciences, University of Bielsko-Biała, INSTITUTE OF ply our approach based on the notion of immobile indices and their
TEXTILE ENGINEERING AND POLYMER MATERIALS, immobility orders. Implicit Optimality Criterion proved for the gen-
Pl.Fabryczny 5, 43-300, Bielsko-Biała, Poland, eral case of problems with 1-dimensional index set allows to replace
[email protected], Miroslaw Dytczak, Tomasz testing optimality in the convex SIP by testing in a special nonlinear
problem. We study some specific properties of this problem and prove
Wojtkiewicz new optimality conditions. Special attention is paid to the case when
Complexity of optimal construction project scheduling results from the constraints of the original SIP are presented by analytic functions
numerous feasible orders of technological operations, availability of and do not satisfy the Slater condition.
different operation realisation modes and possible concurrency among

91
TA-16 EURO 25 - Vilnius 2012

 TA-16 1 - Multi-criteria covering-based location of volunteer

Tuesday, 8:30-10:00 fire departments
Brigitte Werners, Management and Economics,
RB-2103
Ruhr-University Bochum, Universitätsstr, 44780, Bochum,
Asset management applied to energy and Germany, [email protected], Dirk Degel
the environment Timeliness is one of the most important objectives that reflect the qual-
ity of emergency services such as firefighting systems. Sufficient fire-
Stream: Uncertainty and Perturbations in Optimization fighting facilities must be established and located to provide high qual-
ity services over a wide area with spatially distributed demands. To op-
and in Environmental and Energy Modelling timize their location, the objectives minimizing the average travel time
Invited session and minimizing the longest travel time are in conflict with minimizing
Chair: Thomas Archibald, Business School, University of costs. Different multi-criteria methods are used to compare solutions
Edinburgh, 29 Buccleuch Place, EH8 9JS, Edinburgh, United for an urban area with several volunteer firefighting departments.
Kingdom, [email protected] 2 - Non-full coverage facility location problems
Maria Cortinhal, Quantitative Methods, ISCTE- CIO, Av. das
1 - Long-term asset maintenance optimization at Scot- Forças Armadas, 1649-026, Lisbon, Portugal, [email protected]
tish Water
We present new discrete facility location problems. These new mod-
Travis Poole, Scottish Water, United Kingdom, els broad the generic setting for the single source facility capacitated
[email protected], Thomas Archibald, Robert problem and for the single source modular facility capacitated problem
Murray by allowing a non-full coverage of customer demands. Additionally, it
is considered a penalty function that allows doing a cost-full coverage
A Knowledge Transfer Partnership between Scottish Water and the trade-off. For each problem, two models are suggested. Computational
University of Edinburgh has produced an asset maintenance optimiza- experiments with CPLEX showed that reformulated models give better
tion tool which produces long-term (25-year) maintenance plans for results. To enhance the quality of the results, some valid inequalities
Scottish Water’s assets. The optimizer implements a number of opti- were developed and tested.
mization techniques, and addresses a set of different planning scenar-
ios. By using a common currency for risks and costs, it is able to con- 3 - Locating Undesirable Facilities
sider multiple asset types simultaneously. Scottish Water spends over H.a. Eiselt, University of New Brunswick, P.O. Box 4400,
£700m maintaining assets each year, so even a modest improvement in E3B 5A3, Fredericton, NB, Canada, [email protected],
efficiency of plans will lead to significant savings. Vladimir Marianov
2 - Practical Issues in Asset Management within UK Wa- We locate undesirable facilities for nonhazardous materials, such as
ter Industry landfills, given an objective that minimizes a combination of costs and
pollution. In contrast to most models that consider the effects of pollu-
Jake Ansell, Business Studies, The University of Edinburgh, tion only near the facilities, we assume that there are undesired effects
29 Buccleuch Place, EH4 1ET, Edinburgh, United Kingdom, on wider areas, as those caused by trucks transporting the waste. Our
[email protected] model includes not only locations, but also facility sizes as parameters.
The model is formulated, its properties are investigated, and some pre-
Water companies are large complex organisations which deliver fresh liminary computational evidence is presented.
water to households and industry, and take away waste water from
both. The paper will review many aspects of managing within this 4 - Using Clustering Heuristics to Solve a Family of De-
context including the nature of the data, intervention actions, the pos- mand Covering Models
sibilities of implementing optimal maintenance actions and impact of Ioannis Giannikos, Business Administration, University of
delays. It will explore issues around condition grade and time based
models.
Patras, University of Patras, GR-26500, Patras, Greece,
[email protected], Basilis Boutsinas, Antiopi Panteli
3 - Modelling Asset Deterioration using Structured Ex- We discuss demand covering models to determine locations for servers
pert Judgement that optimally cover a given set of demand points. Our clustering
Graeme Blair, Scottish Water, United Kingdom, heuristic processes the input data to determine clusters that result in
[email protected], Deborah Gee, Matthew smaller problems. It is based on the concept of bi-clusters, which are
special sub matrices of a given coverage matrix. The algorithm starts
Revie, Lesley Walls by identifying appropriate bi-clusters of the coverage matrix and then
combines them to define an aggregate solution, which is improved with
This work is motivated by an industry problem; a utility seeks to model a local search heuristic. The proposed algorithm is tested in a series of
asset deterioration to predict future failures. Model estimates inform widely known test problems.
strategic investment and are subject to scrutiny by the regulator. A
model is developed for an asset class which has limited historical sta-
tistical records. Modelling deterioration with respect to time or state is
explored. Using the theory of structured expert judgement, a process
for eliciting probabilities is designed. The model validation approach
and the value of a subjective, state-based approach to asset deteriora-  TA-18
tion modelling are described. Tuesday, 8:30-10:00
RB-2107

Advances in Location Modeling

 TA-17 Stream: Network and Discrete Location
Tuesday, 8:30-10:00 Invited session
RB-2105 Chair: Dmitry Krass, Rotman School of Mgmt, University of
Toronto, 105 St. George st., M5S 3E6, Toronto, Ontario, Canada,
Covering Models [email protected]

Stream: Applications of Location Analysis 1 - Prepositioning of Supplies in Preparation for a Hurri-

Invited session cane with Forecast Information Updates
Chair: Ioannis Giannikos, Business Administration, University of Rajan Batta, Industrial and Systems Engineering, University
Patras, University of Patras, GR-26500, Patras, Greece, at Buffalo (SUNY), 208 F Davis Hall, 14260, Buffalo, New
[email protected] York, United States, [email protected], Gina Galindo

92
 EURO 25 - Vilnius 2012 TA-20

Given a foreseen hurricane, it is possible to use prediction models in We solve a mean-variance optimization problem of a defined contribu-
order to obtain periodic forecasts about its main characteristics such as tion pension scheme in the accumulation phase. The financial market
its path, wind force and time of landfall. We present a dynamic model consists of: (i) the risk-free asset, (ii) a risky asset following a GBM,
for pre-positioning supplies in such a setting. Our model has two dis- and (iii) a bond driven by a stochastic interest rate whose dynamics
tinguishing features: the possible destruction of supply points during follows a mean-reverting process. We solve the associated Hamilton
the disaster event and the use of forecast information updates in order Jacobi Bellman PDE and find a closed-form solution for the optimal
to strategically modify and improve the pre-positioned quantities and investment strategy. Numerical applications show how the proportions
locations. of bond and risky asset decrease when retirement approaches.
2 - Organization of a public service through the solution
3 - Optimal consumption, investment and life insurance
of a Districting Problem
Carmela Piccolo, Department of Business and Management with surrender option guarantee
Engineering, University of Naples Federico II, via Cristoforo Morten Tolver Kronborg, Department of Mathematical
Colombo 19, 80030, Castello di Cisterna, Italy, Sciences, University of Copenhagen, Copenaghen, Denmark,
[email protected], Giuseppe Bruno [email protected]
A districting problem consists in subdividing a region into districts on We present the optimal consumption, investment and life insurance
the basis of an objective function. Districting models can also be used strategy for an investor, endowed with labor income, searching to max-
to describe problems when a service has to be organized in a region. imize his utility over cumulative consumption, bequest upon death and
The decision about the number of districts and the allocation of the terminal wealth when he is restricted to fulfill a binding capital con-
users can be performed considering the conflicting objectives of two straint of an American type. The optimal strategy combines a long
actors: the planner aiming at minimizing the total costs and the users position in the optimal unrestricted allocation with an American put
interested to reduce a measure of accessibility. We propose a general option. In order to stay self-financing, the investor changes his bud-
mathematical formulation and an application to a real case study. The get constraint for the unrestricted allocation whenever the constraint is
results are analyzed and discussed. active.
3 - Inventory Location and Transshipment Problem
Dmitry Krass, Rotman School of Mgmt, University of 4 - Allowing for Tail Risk, and Aversion to Tail Risk, in
Toronto, 105 St. George st., M5S 3E6, Toronto, Ontario, Optimal Portfolios for Long-Horizon Investors
Canada, [email protected], Oded Berman, Alex Iqbal Owadally, Faculty of Actuarial Science and Insurance,
Shlakhter Cass Business School, City University, London, EC1Y 8TZ,
We analyze an inventory location problem where facilities are allowed London, United Kingdom, [email protected], Zinoviy
to satisfy some of the demand by transshipping available inventory be- Landsman
tween each other and customers may change the shopping patterns
based on stock availability at the facilities. These features make the Asset return distributions are heavy-tailed and investors, particularly
model much more difficult than either the inventory location or trans- nearing retirement, are sensitive to extreme market events in the tail
shipment models in the literature. By applying Infinitesimal Pertur- of these distributions. The tail mean-variance model proposed in in-
bation Analysis (IPA) algorithm — a form of approximate dynamic surance risk management involves a criterion focusing on the risk of
programming we show how realistic-size versions can be solved and rare but large losses. It does not satisfy the property of positive homo-
obtain some interesting managerial insights. geneity, and the optimal solution typically requires numerical methods.
We use a convex optimization method and a mean-variance character-
ization to find an explicit and easily implementable solution with and
without a risk-free asset.
 TA-19
Tuesday, 8:30-10:00
RB-2111

Pension Funds  TA-20

Tuesday, 8:30-10:00
Stream: Actuarial Sciences and Stochastic Calculus RB-2113
Invited session
Chair: Elena Vigna, Dipartimento di Scienze Economico-Sociali e Multicriteria Analysis for Investment
Matematico-Statistiche, Università di Torino and Collegio Carlo Decision Making
Alberto, corso Unione Sovietica 218 bis, 10135, Torino, Italy,
[email protected] Stream: Decision Making Modeling and Risk Assess-
ment in the Financial Sector
1 - A risk-based premium: What does it mean for DB Invited session
plan sponsors? Chair: Luiz F. Autran M. Gomes, Management, Ibmec/RJ, Av.
An Chen, Department of Economics, University of Bonn, Presidente Wilson, No. 118, Room 1110, 20030020, Rio de
Adenauerallee 24-42, 53113, Bonn, NRW, Germany, Janeiro, RJ, Brazil, [email protected]
[email protected], Filip Uzelac
This paper develops a risk-based valuation model for pension insur-
ance provided to defined benefit (DB) plans by the Pension Benefit 1 - Frameworks of Strategic Decision Behavior on In-
Guaranty Corporation (PBGC). It takes account of investment policies vestment and Risk Management
of the pension fund and of the DB plan sponsor. In addition, our model Mei-Chen Lo, National United University, 360, Miaoli,
accounts for the premature termination of the pension fund caused by Taiwan, [email protected]
the underfunding of the plan sponsor, so-called distress termination.
To obtain realistic estimates of the PBGC premium and to examine our
valuation formula, we calculate risked-based premiums for 25 promi- Effective investment and risk management, as the part of financial sys-
nent DB plan sponsors. tem, has strong impact on the performance of the enterprises. In this
study, the strategic decision behaviors are discussed, and two MCDM
2 - Mean-variance optimization in DC plan with stochas- methods were used: 1.Analytic Hierarchy Process method for setting
the weights of dimensions criteria; 2.Technique for Order Preference
tic interest rate by Similarity to Ideal Solution for assessment the relative performance
Elena Vigna, Dipartimento di Scienze Economico-Sociali e viewed by different groups of experts. The procedures help to find the
Matematico-Statistiche, Università di Torino and Collegio improvement directions through the study of the strategic behaviors on
Carlo Alberto, corso Unione Sovietica 218 bis, 10135, Torino, the investment and risk management.
Italy, [email protected], Francesco Menoncin

93
TA-21 EURO 25 - Vilnius 2012

2 - An Approach to Multicriteria Sorting within the Ver- 2 - An EPQ Model for Deterioration Items and Exponen-
bal Decision Analysis Paradigm tial Demand Rate Taking into Account the Time Value
Eugenia Furems, Decision Making, Institute for System of Money
Analysis, 9, Prospect of 60 let Octyabrya, 117312, Moscow, Vikram jeet Singh, MATHEMATICS, Lovely Professional
[email protected] University, Jalandhar-Delhi G.T Road(NH-1), 144402,
Multicriteria sorting (MS) is often used inter alia as a model for invest- Phagwara, Punjab, India, [email protected]
ment alternatives assessment, where a class is the subset of alternatives In this study we develop an inventory model with exponential demand
with equivalent feasibility. Verbal Decision Analysis (VDA) is one of with Time Value of Money. Deterioration occurs as soon as the items
approaches for MS problem solving. A number of VDA-based meth- are received into inventory and it follows two parameter Weibull distri-
ods use DM’s preferences as the only source of information and en- butions. There is no repair or replacement of deteriorating items during
sure obtaining the completness and consistency of classification rules, the replenishment cycle. Product transactions are followed by instan-
while avoiding the exhaustive search. A new dialogue strategy for such taneous cash flow Shortages are allowed and partially backlogged. The
methods is proposed to reduce a DM’s cognitive load and to enhance system operates for a prescribed period of a planning horizon. Produc-
the ways of rules consistency providing. tion rate is demand rate dependent. The problem is discussed under the
inflationary environment.
3 - Comparing decisional maps
Valérie Brison, Mathematics and Operational Research, 3 - Pricing fx forwards in OTC markets - new evidence
UMONS, Belgium, [email protected], Marc Pirlot for the pricing mechanism when faced with counter-
The purpose of this work is to provide models to compare maps rep- party risk
resenting the state of a region at different stages of its evolution. We Stefan Stöckl, FIM Research Center Finance & Information
formulate three mathematical models all based on several axioms that Management, University of Augsburg, 86135, Augsburg,
make sense in some geographic contexts. We start with a simple one, Bavaria, Germany, [email protected],
which doesn’t take into account any geographic aspect. In the second
one, we introduce one geographic aspect and then we generalize this Alexander Leonhardt, Andreas Rathgeber, Johannes Stadler
model to take into account any finite number of geographic aspects. In line with existing empirical results, this paper demonstrates, using
daily foreign exchange (fx) market data for five currencies (CHF, EUR,
4 - Using the Choquet-extended TODIM method for a GBP, USD, YEN), that, since the beginning of the financial crisis, mar-
multicriteria analysis of improvements in a major ket pricing of fx forwards does not match the pricing formula derived
road in the Southeastern Region of Brazil: the from the covered interest rate parity (CIP). Therefore, the CIP leads
Paraty-Cunha Highway to systematic mispricing in relation to future fx spot rates. Overall,
Luiz F. Autran M. Gomes, Management, Ibmec/RJ, Av. four statistically significant factors for this mispricing were identified.
The high significance of the counterparty risk demonstrates that pric-
Presidente Wilson, No. 118, Room 1110, 20030020, Rio de ing models should be reviewed.
Janeiro, RJ, Brazil, [email protected], Maria Augusta
Machado 4 - Qualitative multi-attribute model for evaluating com-
Once significantly improved, Paraty-Cunha Highway will be the major panies’ interoperability
road linkage between Paraty and its hinterland of Brazil. A key moti- Borka Jerman Blazic, Laboratory for Open Systems and
vation behind investing on the improvement of that highway has to do Networks, Jozef Stefan Institute, Jamova cesta 39, 1000,
with the fact that Paraty is dangerously close to Angra dos Reis. We Ljubljana, Slovenia, [email protected], Vladislav Rajkovic,
formulate the investment decision making problem in a multicriteria Arnas Bareisis, Ausra Kentrait
framework. A behavioral multicriteria decision model is used. The
analysis is based on the paradigm of cumulative prospect theory. A In the paper a model to support enterprises in improving interoperabil-
synthesis of the analysis leads to recommendations to decision mak- ity will be presented. The methodology considers conceptual, organi-
ers. zational and technological maturity of an enterprise regarding business
strategy, processes, services and data. For the evaluation we propose
a qualitative hierarchical multi-attribute model. The model is imple-
mented within a DEX framework and will be illustrated by examples.

 TA-21
Tuesday, 8:30-10:00
RB-2115  TA-22
Financial Mathematics and OR 5 Tuesday, 8:30-10:00
RB-2117
Stream: Financial Mathematics and OR
Invited session Institutional and Technological Changes
Chair: Tansel Avkar, Department of Mathematics, Middle East in Market and Transitional Economies
Technical University, 06531, Ankara, Turkey,
[email protected] Stream: Mathematical Models in Macro- and Microe-
conomics
1 - Using the coverage data structure to solve a bi- Invited session
criteria constructive model aiding to identify non- Chair: Ludmilla Koshlai, Systems analysis and OR, Institute of
dominated portfolios Cybernetics, Gonchar str.,65-a,apt.20, 01054, Kiev, Ukraine,
Javier Pereira, Escuela de Ingeniería Informática, Universidad [email protected]
Diego Portales, Avenida Ejercito 441, Santiago, Chile, Chair: Jean-Francois Emmenegger, Quantitative Economics,
[email protected], Fernando Paredes University of Fribourg, Bd de Pérolles 90, F440, 1700, Fribourg,
Fribourg, Switzerland, [email protected]
We previously proposed a bi-criteria constructive model to find the
non-dominated portfolios, a problem formulated in terms of satisfac-
tion of a given set of technical requirements. We argued that this is 1 - DSS for technological planning
applicable in situations where early and detailed business information Oleksandr Pylypovskyi, Radiophysical, Taras Shevchenko
is poor. Solution was based on a preference-programming model found National Univesity Of Kyiv, 252187, Kyiv, Ukraine,
in literature. Here, we improve this approach considering the structure [email protected], Ludmilla Koshlai, Petro Stetsyuk
of the project-requirement matrix, which is not treated on traditional
portfolio modeling. Numerical examples show that this improves the We consider a software for decision support for structural-
pruning process of the original algorithm. technological changes based on intersectorial optimization models de-
veloped by Prof. M. Mikhalevich. Optimization models are nonlinear

94
 EURO 25 - Vilnius 2012 TA-24

programming problems (NLP) with two objective functions for max- 1 - An inverse function result and some applications to
imization: final consumer incomes and multiplier "cost-value of pro- sensitivity of generalized equations
duction". Solutions for NLP are based on r-algorithm, programms are Gabor Kassay, Mathematics, Babes-Bolyai University, 1 M
written on Octave language. MiSTC is developed using Qt library and
provide tools for analysis of input/output data for intersectorial models. Kogalniceanu 1, 400084, Cluj, Romania,
The protocol of interaction with user is recorded in HTML. [email protected]
We extend an inverse function theorem to set-valued case in metric
2 - Modeling the Returns of Securities on the Financial spaces. Defining a condition number and the concept of well condi-
Markets tioning for parametric generalized equations at a certain initial value
Jean-Francois Emmenegger, Quantitative Economics, of the parameter, our inverse function theorem allows us to determine
how much the initial problem can be perturbed in order to preserve
University of Fribourg, Bd de Pérolles 90, F440, 1700, its well conditioning. An application to the framework of vector opti-
Fribourg, Fribourg, Switzerland, mization problems is then given. Finally we identify a special class of
[email protected] well conditioned set-valued mappings.

A reason of the recent turbulences (since 2007) on the international fi- 2 - Extensions of Metric Regularity
nancial markets is the under evaluation of risks and the over evaluation Alexander Kruger, School of Science, Information
of expected returns. How can these return series be modeled? Bache- Technology & Engineering, University of Ballarat, University
lier’s (1900) idea was to construct a random-walk model, for security Drive, Mount Helen, P.O. Box 663, 3353, Ballarat, Victoria,
and commodity markets. The empirical evidence shows that Bache- Australia, [email protected], Andrei Dmitruk
lier’s idea does not hold, as Mandelbrot and Fama (1963) showed. This
paper continues this discussion and proposes data-based methods to The presentation is devoted to some extensions of the metric regularity
calculate more efficient financial risk indicators. property for mappings between metric or Banach spaces. Several new
concepts are investigated in a unified manner: uniform metric regu-
larity, metric multi-regularity for mappings into product spaces (when
3 - Forecasting Ukrainian cargo transport system indi- each component is perturbed independently), as well as their Lipschitz-
cators like counterparts. The properties are characterized in terms of certain
Elena Pervukhina, Dept. of Information Systems, Sevastopol derivative-like constants. Regularity criteria are established based on a
National Technical University, Universitetskaya Str., 33, set-valued extension of a nonlocal version of the Lyusternik—Graves
99053, Sevastopol, Crimea, Ukraine, theorem due to Milyutin.
[email protected], Jean-Francois Emmenegger, 3 - Frechet and proximal Regularity of perturbed dis-
Victoria Golikova
tance functions at points in the target set in Banach
The paper addresses forecasting of transport volumes based on empir-
spaces
ical econometric models. The peculiarity of transitional economy is Messaoud Bounkhel, Department of Mathematics, King Saud
taken into account. Therefore the data generating processes of cargo University, College of Science, PO Box: 2455, 11451,
volumes has to be modeled with special care. The present analysis Riyadh, Saudi Arabia, [email protected]
considers the forecast performance of multivariate time series models,
comprising different modes of the Ukrainian cargo transport system. This talk is devoted to study the Frechet and proximal Regularity at
Two forecast methods are proposed. Both results illustrate the lack of points in the target set of perturbed distance functions dJ_S(·) deter-
correspondence of the transport industry with respect to the European mined by a closed subset S and a Lipschitz function J(·). Also, we
standards. provide some important results on the Clarke subdifferential of dJ_S(·)
at those points in arbitrary Banach space.
4 - Peculiarities of Labour Market in a Transition Econ- 4 - Some recent contributions to convex calculus
omy Marco A. López-Cerdá, Statistics and Operations Research,
Ludmilla Koshlai, Systems analysis and OR, Institute of Alicante University, Ctra. San Vicente de Raspeig s/n, 3071,
Cybernetics, Gonchar str.,65-a,apt.20, 01054, Kiev, Ukraine, Alicante, Spain, [email protected]
[email protected] In this talk we present a general formula for the optimal set of a re-
laxed minimization problem in terms of the approximate minima of a
The labour market of official sectors of economy in transition is con- given data function. This formula is used for deriving explicit charac-
sidered as the typical example of imperfect market. Therefore, we as- terizations of the subdifferential mapping of the supremum function of
sume that monopsony and oligopsony are the main kinds of competi- an arbitrarily indexed family of functions, exclusively in terms of the
tion, producing the impact on wages during the transition. We consider data functions. We also discuss on possible alternative approaches and
optimization models for the case of monopsony and oligopsony. Ex- applications to subdifferential calculus.
istence conditions formulated for optimal strategies of employers and
properties of these strategies are analyzed. Investigations demonstrate
that dependence between wages and demand for employers’ produc-
tion in oligopsony is similar to dependence in the case of monopsony.
 TA-24
Tuesday, 8:30-10:00
CC-A11
 TA-23 Demand Forecasting
Tuesday, 8:30-10:00
RB-Delta Stream: Forecasting
Invited session
Regularity in Nonsmooth Analysis Chair: Aris Syntetos, Centre for Operational Research and
Applied Statistics - Salford Business School, University of
Stream: Generalized Differentation and Optimization Salford, Maxwell Building, The Crescent, M5 4WT, SALFORD,
Invited session United Kingdom, [email protected]
Chair: Alexander Kruger, School of Science, Information
Technology & Engineering, University of Ballarat, University 1 - Grouping seasonality and the formation of groups
Drive, Mount Helen, P.O. Box 663, 3353, Ballarat, Victoria, Aris Syntetos, Centre for Operational Research and Applied
Australia, [email protected] Statistics - Salford Business School, University of Salford,
Chair: Marco A. López-Cerdá, Statistics and Operations Research, Maxwell Building, The Crescent, M5 4WT, SALFORD,
Alicante University, Ctra. San Vicente de Raspeig s/n, 3071, United Kingdom, [email protected], John Boylan,
Alicante, Spain, [email protected] Mona Mohammadipour

95
TA-25 EURO 25 - Vilnius 2012

Estimating seasonality based on individual seasonal indices (ISI) often We investigate the stability of a cartel gathering the non-OECD natu-
leads to unsatisfactory results. An alternative is to use the knowledge ral gas exporting countries. Our analysis is based on a deterministic,
of demand at some aggregate/group level to improve forecasts at the discrete-time, finite-horizon oligopoly model of investment and pro-
individual level. This approach is usually referred to as group sea- duction equilibrium strategies. We implement a feedback information
sonal indices (GSI); an important assumption in its application is that structure to solve the dynamic inconsistency of the open loop Stack-
a grouping mechanism is available. Our work provides empirical evi- elberg dynamic game. The model is calibrated to represent the world
dence on the comparatives merits of ISI & GSI and the issue of choos- natural gas market under a "business as usual" scenario (projections of
ing between them. The formation of seasonal groups is also explicitly economic growth, demography, oil price) and used to formulate some
addressed and linked to performance results. policy recommendations for gas importing countries.

2 - Forecasting in production planning by adaptive ex- 2 - Expectation Formation on Future Markets and Boom-
ponential smoothing methods and-Bust Cycles in Electricity Markets: Evidence
Frank Herrmann, Innovation and Competence Centre for from an Agent-Based Simulation
Production Logistics and Factory Planning, University of Daniel Ziegler, Chair for Management Sciences and Energy
Applied Sciences Regensburg, PO box 120327, 93025, Economics, University Duisburg-Essen, Universitaetsstrasse
Regensburg, Germany, [email protected] 12, 45117, Essen, Germany, [email protected]
Demands of customers for products and of the production for parts are Agent-based simulations have the potential to provide insights how
being forecasted quite often within the operational production plan- risks and disequilibria affect investments and may induce investment
ning and control by IT Systems (PPS systems) like the SAP system via cycles. We present a modular agent-based model for the long term
exponential smoothing. There parameters need to be changed if the analysis of interrelated wholesale electricity markets. A future market
characteristics of the time series has changed. Since a manual change translates expectations and spot market outputs into noisy price sig-
is very time consuming, industrial practice is interested in adaptive ex- nals, which serves as inputs. First results indicate that the dynamics
ponential smoothing methods. There state of the art, there limitation of investment cycles strongly depend on the way market participants
in terms of unstable forecasts, there performance in empirical studies form their expectations.
and there usage in PPS systems are presented.
3 - Decision problems including limited liquidity in en-
3 - Forecasting Intermittent Demand by Hyperbolic- ergy markets
Exponential Smoothing Oliver Woll, Universitaet Duisburg-Essen, Universitaetsstraße
Armagan Tarim, Management, Hacettepe University, Beytepe, 12, 45117, Essen, Germany, [email protected],
06800, Ankara, Turkey, [email protected], Steven Christoph Weber
Prestwich, Roberto Rossi, Brahim Hnich In most energy markets, the liquidity of products with long-term matu-
rity is limited. Standard models for corporate hedging do not cope with
Croston’s method is superior to exponential smoothing when demand
this situation. This paper provides an analytical approach for solving
is intermittent, but is known to be biased. Variants of the method re-
the problem by including a liquidity function into the standard mean-
move the bias, but only the recent variant called TSB addresses the
variance model going back to Markowitz. The paper then analyses
problem of demand obsolescence. We describe a new forecasting
optimal hedging strategies for power generators. It is shown that the
method called Hyperbolic-Exponential Smoothing that handles obso-
optimal hedging strategy not only depends on price volatility and mar-
lescence by decaying hyperbolically when demand is zero. In a full
ket liquidity but also on the size of the initial open position and on the
factorial design experiment on various smoothing factors, demand dis-
remaining planning horizon.
tributions and intermittencies, it has similar bias to TSB and even better
forecast accuracy. 4 - Planning of Energy Supply Chains based on Domes-
4 - Stochastic models for time-dependent intermittent tic Energy microgeneration
demand Georgios Kopanos, Department of Chemical Engineering,
Clint Pennings, Rotterdam School of Management, Erasmus Centre for Process Systems Engineering, Imperial College
University, Netherlands, [email protected], Jan van Dalen, London, Roderic Hill Building, South Kensington Campus,
Erwin van der Laan SW7 2AZ, London, London, United Kingdom,
[email protected], Michael Georgiadis, Efstratios
Intermittent demand is characterized by several subsequent periods Pistikopoulos
without demand. Croston developed a popular method for forecast-
ing by assuming independence between inter-arrival time and quantity This work addresses an emerging non-classical Energy Supply Chain
demanded. However, this seems unnatural in many practical situa- (ESC) based on decentralized energy production via microgeneration.
tions (preventive or corrective maintenance) and has been empirically In particular, several domestic microgenerators are connected so as to
proven to be unrealistic. We developed a stochastic model to forecast form an energy micro-grid that allows residents to interchange energy
demand that explicitly takes into account the time dependency and as- among each other. Thermal and electrical energy demand of every
sessed the potential for performance improvement in inventory man- household must be satisfied, while excessive electricity production can
agement relative to other popular frameworks. be sold to the macro-grid. A new mathematical programming frame-
work for the energy production planning of this new type of ESC is
proposed, and a representative case study is presented.

 TA-25
Tuesday, 8:30-10:00  TA-26
CC-A23 Tuesday, 8:30-10:00
CC-A24
Modelling Markets with Imperfections
Optimization in Design of Water Systems
Stream: Energy, Environment and Climate 2
Invited session Stream: OR in Water Management
Chair: Christoph Weber, Universität Essen, Universitätsstr. 11, Invited session
45117, Essen, Germany, [email protected] Chair: Elcin Kentel, Department of Civil Engineering, METU,
Orta Dogu Teknik Universitesi, Universiteler Mahallesi,
1 - Cartelization in the natural gas industry, a model- Dumlupinar Blv. No:1, 06800, Ankara, Turkey,
based analysis [email protected]
Albert Banal Estanol, Universitat Pompeu Fabra, 08002, Chair: Halil Önder, Civil Engineering, Middle East Technical
Barcelona, Spain, [email protected], Steven University, Middle East Technical University, Department of Civil
Gabriel, Olivier Massol Engineering, 06800, Ankara, Turkey, [email protected]

96
 EURO 25 - Vilnius 2012 TA-28

1 - An improved decomposition-based heuristic for the 1 - Combining equity and utilitarianism in a mathemati-
pressurized water irrigation network design problem cal programming model
Margarida Pato, ISEG (Technical University of Lisbon), CIO Hilary Paul Williams, Operational Research, London School
(University of Lisbon) and ISEG (Technical University of of Economics, Houghton Street, WC2A2AE, LONDON,
Lisbon), Rua do Quelhas, 6, 1200-781, Lisboa, Portugal, United Kingdom, [email protected], John N. Hooker
[email protected], Graça Gonçalves, Luis Gouveia We show how equity and utilitarianism may be combined in a math-
Designing a pressurized water distribution network for irrigation pur- ematical programming model, which applies particularly to the provi-
poses (WDNP) is a highly complex problem that aims at minimizing sion of health care. When the disparity in the cost of care of a par-
costs while obeying many technical constraints. A mixed binary non- ticular group exceeds a threshold level the objective gradually moves
linear programming model for WDNP will be presented along with from one of equity to one of utilitarianism. The resulting formula-
an improved decomposition heuristic based on a linearization of the tion, in its unmodified form, is non-convex and its hypograph is non
model. The computational results obtained from the heuristic with in- MIP representable. When reformulated the model is easily solved and
stances simulating a real application will be shown and compared to demonstrates interesting results on a dataset based on some US and
results from standard software. We conclude that the heuristic is a UK data.
solid approach to the WDNP.
2 - Equitable preferences: representation and use in
2 - Use of spreadsheet optimization for management in
practical problems
groundwater engineering Nikolaos Argyris, Management, Operational Research Group,
Halil Önder, Civil Engineering, Middle East Technical London School of Economics and Political Science,
University, Middle East Technical University, Department of Houghton Street, WC2A 2AE, London, United Kingdom,
Civil Engineering, 06800, Ankara, Turkey, [email protected] [email protected]
This work presents a groundwater management model that combines
analytical solutions of the groundwater flow equation with linear pro- We consider the problem of centralized inequality-averse resource al-
gramming to determine the best pumping scheme and optimum config- location. We first discuss a set of axioms that may characterize "equi-
uration for the dewatering system to drain groundwater in a construc- table’ preferences over allocation profiles. We show that, under mild
tion site. It is based on spreadsheet application and it is a relatively low conditions, an equitable preference ordering over a finite set of alloca-
cost and rapidly applicable methodology. Using spreadsheets for opti- tions can always be represented by a symmetric, non-decreasing and
mization problem will be beneficial in closing the technology transfer concave function. Further, we show that the set of all such represen-
gap between the development of optimization technique and their ac- tations compatible with a set of revealed preferences has a succinct
ceptance and practical use by practicing engineers. polyhedral representation. Finally, we discuss how these results may
be used in choice and ranking problems.
3 - Estimation of aquifer parameters in groundwater
management using spreadsheet optimization as an 3 - Incorporating preference information in multicriteria
inverse problem problems with equity concerns
Elcin Kentel, Department of Civil Engineering, METU, Orta Ozlem Karsu, Management, London School of Economics,
Dogu Teknik Universitesi, Universiteler Mahallesi, Houghton Street, WC2A 2AE, LONDON, United Kingdom,
Dumlupinar Blv. No:1, 06800, Ankara, Turkey, [email protected], Alec Morton
[email protected], Halil Önder, Cüneyt Taşkan We consider Multi Criteria Decision Making (MCDM) problems in-
A spreadsheet optimization using a non-linear error function is utilized volving equity concerns which are highly encountered in real life, es-
for estimation of aquifer parameter as an inverse problem based on an pecially in public sector. From a modelling point of view, preference
analytical solution of groundwater flow. The values of transmissivity for equity can be handled by imposing person anonymity and quasi-
and storage coefficient are determined from measured drawdown val- concavity conditions on the model of the DM’s preferences. One so-
ues at observation wells. Spreadsheet optimization provides the practi- lution approach for MCDM problems is based on taking into account
tioners, educators, and researchers an efficient and convenient method value judgments which the Decision Maker (DM) has provided. We
for determining coefficients of aquifer, and a practical platform for rou- suggest such an approach for problems with equity concerns and intro-
tine evaluations. The proposed development is a relatively low cost and duce substantial new theory.
rapidly applicable methodology.
4 - Aversion to health inequalities in healthcare prioriti-
4 - A hybrid model for forecasting the streamflow data sation: a multiobjective mathematical programming
Alpaslan Yarar, Civil Engineering, Selcuk University, Turkey, perspective
[email protected], Mustafa Onucyildiz, Hülya Yarar Alec Morton, Management/ Operational Research, London
In this study, a hybrid model, Wavelet-Neuro Fuzzy (WNF), has been School of Economics, Houghton St, London, wc2a2ae,
used to forecast the streamflow data of 5 Flow Observation Station
(FOS), which belong to Sakarya Basin in Turkey. In order to evaluate London, England, United Kingdom, [email protected]
the accuracy performance of the model, Linear Regression (LR) model We discuss the prioritisation of healthcare projects where there is a
has been used with the same data sets. The comparison has been made concern about health inequalities. Our analysis begins with a standard
by Root Mean Squared Errors (RMSE) of the models. Results showed welfare economic model of healthcare resource allocation. We show
that hybrid WNF model forecasts the streamflow more accurately than how the problem can be reformulated as one of finding a particular sub-
LR model. set of the class of efficient solutions to an implied multiobjective op-
timisation problem. Algorithms for finding such solutions are readily
available, and we demonstrate our approach through a worked example
of treatment for clinical depression.
 TA-27
Tuesday, 8:30-10:00
CC-A25
 TA-28
Inequality Averse Decisions Tuesday, 8:30-10:00
CC-A27
Stream: Decision Processes
Invited session Hierarchical Optimization
Chair: Alec Morton, Management/ Operational Research, London
School of Economics, Houghton St, London, wc2a2ae, London, Stream: Structured Optimization and Applications
England, United Kingdom, [email protected] Invited session
Chair: Nikolaos Argyris, Management, Operational Research Chair: Eleftherios Couzoudis, Economics, University of Zurich,
Group, London School of Economics and Political Science, Chair for Quantitative Business Administration, Moussonstrasse
Houghton Street, WC2A 2AE, London, United Kingdom, 15, 8044, Zurich, Switzerland,
[email protected] [email protected]

97
TA-29 EURO 25 - Vilnius 2012

1 - A poisson input queueing system for threshold pol- A mixed 0-1 nonlinear optimization model is presented to solve the
icy of machine repair problem with degraded failure Collision Avoidance for Air Traffic Management Problem. We give a
Rekha Choudhary, Mathematics Dept., Govt. Engg. College, new configuration for each aircraft such that every conflict situation is
avoided. If some aircrafts violate the safety distances, a conflict sit-
110, Swarn Jayanti Nagar, 321001, Bharatpur, Rajasthan, uation occurs. Due to the difficulty to solve the problem by MINLP
India, [email protected] engine software in short time, a heuristic way is developed for obtain-
ing good solutions in short time. The main results will be reported by
This investigation deals with the study of Optimal threshold policy for comparing the exact solutions with the heuristic ones for short-scale
machine repair problem with R heterogeneous removable repairmen. problems.
The first repairman turns on for repair only when K1 failed units are
accumulated and starts repair after a setup time, which is assumed to 2 - Conflict resolution by minor speed adjustments
be exponentially distributed. The life time and repair time of failed
units are assumed to be exponentially distributed. To obtain steady David Rey, LICIT, IFSTTAR, Bron, France,
state queue-size distribution, recursive technique is used. Various per- [email protected], Christophe Rapine, Rémy Fondacci,
formance measures are established using steady-state probabilities. A Nour-Eddin El Faouzi
cost function is also deduced.
We present a reformulation of a nonlinear optimization problem en-
2 - Expansion Planning of Storage Technologies in Re- countered in Air Traffic Management (ATM). A current challenge in
newable Generation Systems ATM is to increase airspace capacity to deal with a growing traffic de-
Christian Kraemer, Institute of Power Systems and Power mand. One way to address the capacity problem is to smoothly regulate
the traffic flow by performing minor adjustments on aircraft speeds. To
Economics, RWTH Aachen University, Schinkelstr. 6, 52064, guarantee the required safety standards in ATM, one needs to prevent
Aachen, Germany, [email protected], Andreas potential conflicts from occurring. This speed regulation framework
Schäfer, Manuel Jäkel, Albert Moser can be modeled as a nonlinear optimization problem which we pro-
pose to reformulate as a Mixed Integer Linear Program.
Rising amounts of renewables and the age structure of European gen-
eration systems require the planning of new generation units. Stor- 3 - Airline tail assignment optimization: the impact of
age technologies are supposed to play a significant role for storing re-
newable energy and providing flexibility. Expansion planning (EP) of
aircraft heterogeneity
storage units needs to consider time-dependencies in order to evaluate Patrícia Ribeiro, Technical University of Lisbon, Lisbon,
future benefits. It is shown that the long-term and large-scale EP prob- Portugal, [email protected], Susana Relvas, Nuno
lem can be broken down to its most important constraints. The derived Leal
model simulates the development of thermal and storage units under
all relevant technical and economic constraints. Operating with low margins in a competitive industry, airlines seek
strategies to minimize operating costs and improve operational effi-
3 - The Optimality Antisymmetrical rank function in ciency. One possible strategy consists in considering heterogeneity
poset among aircraft tails when assigning them to the planned flights. We
Zahra Yahi, SEGC-LMD, Béjaia University, Faculty of aim to optimize the tail assignment process of the Airline TAP Portugal
by taking into account the different characteristics and performances of
Economic, Management and Trade Sciences, Algeria, each aircraft. The savings achieved by optimizing a mixed integer lin-
[email protected], Sadek Bouroubi ear programming model integrating the re-design of lines of flights and
the tail assignment process are presented.
In studying the optimality rank function, several results are given. A
sufficient condition is given by Alexiv. The optimality of the rank func-
4 - Aircraft conflict avoidance: a mixed-integer nonlin-
tion depends also on the type of the poset; e.g., for the rank function
about a distributive poset, a normal poset is optimal. Our objective are ear optimization approach
studies of optimality of the Antisymmetrical rank function in a partic- Sonia Cafieri, Lab. MAIAA, Dept. de Mathematiques et
ular poset. We give some sufficient condition of the Antisymmetrical Informatique, Ecole Nationale d’Aviation Civile, 7 Ave.
rank function and some results in relation with the optimality of the Edouard Belin, 31055, Toulouse, France,
rank function in poset. [email protected]

Detecting and solving aircraft conflicts, which occur when aircraft

sharing the same airspace are too close to each other according to their
predicted trajectories, is a crucial problem in Air Traffic Management.
 TA-29 We focus on mixed-integer optimization models based on speed regu-
Tuesday, 8:30-10:00 lation. We first solve the problem to global optimality by means of an
exact solver. The problem being very difficult to solve, we also pro-
CC-A29 pose a heuristic procedure where the problem is decomposed and it is
locally exactly solved. Computational results show that the proposed
MINLP in Airline and Air Traffic approach provides satisfactory results.
Management applications
Stream: Mixed-Integer Non-Linear Programming
Invited session
Chair: Sonia Cafieri, Lab. MAIAA, Dept. de Mathematiques et
 TA-30
Informatique, Ecole Nationale d’Aviation Civile, 7 Ave. Edouard Tuesday, 8:30-10:00
Belin, 31055, Toulouse, France, [email protected] CC-A31
Chair: Claudia D’Ambrosio, LIX, CNRS - Ecole Polytechnique,
route de Saclay, 91128, Palaiseau, France, Modeling Approaches and Solution
[email protected] Algorithms
1 - On solving the collision avoidance problem for ATM Stream: Emerging Aspects of Production Planning in
by solving a Mixed 0-1 nonlinear optimization model Continuous Process Industries: Theory, Optimization,
heuristically and Practice
Laureano Fernando Escudero, Dept. de Estadística e Invited session
Investigación Operativa, Universidad Rey Juan Carlos, Chair: Christoph Schwindt, Institute of Management and
c/Tulipan, S/n, 28933, Mostoles (Madreid), Spain, Economics, Clausthal University of Technology, Julius-Albert-Str.
[email protected], Antonio Alonso-Ayuso, F. Javier 2, 38678, Clausthal-Zellerfeld, Germany,
Martin-Campo [email protected]

98
 EURO 25 - Vilnius 2012 TA-31

1 - Heuristic decomposition and LP-based scheduling in cial Intelligence

make-and-pack production Contributed session
Norbert Trautmann, Department of Business Administration, Chair: Takashi Onoda, System Engineering Lab., CRIEPI, 2-11-1,
University of Bern, Ordinariat für Quantitative Methoden der Iwado Kita, Komae-shi, 201-8511, Tokyo, Japan,
BWL, Schützenmattstrasse 14, 3012, Bern, BE, Switzerland, [email protected]
[email protected], Philipp Baumann Chair: Anastasia Motrenko, Applied mathematics and
We deal with the short-term scheduling of make-and-pack production management, MIPT, Moscow, Russian Federation,
processes. The planning problem consists in minimizing the produc- [email protected]
tion makespan while meeting a given demand subject to a large variety
of technological constraints. The problem size of real-world instances
requires the usage of heuristics. 1 - An evaluation of the Generalized Additive Neural Net-
We propose to schedule groups of batches iteratively using a work spam filtering approach
continuous-time MILP formulation; the assignment of the batches to Tiny Du Toit, School of Computer, Statistical and
the groups and the scheduling sequence of the groups are determined Mathematical Sciences, North-West University, North-West
using a priority rule. We report on computational results for a real- University, 11 Hoffman Street, 2531, Potchefstroom,
world production process. North-West, South Africa, [email protected], Hennie
2 - Modeling Formulation and Solution Approach for a Kruger
Continuous Process Problem
Krystsina Bakhrankova, Applied economics, SINTEF - The performance of a Generalized Additive Neural Network on a pub-
Technology and society, Box 4760 Sluppen, S. P. Andersens licly available corpus is investigated in the context of statistical spam
filtering. The impact of different feature set sizes on an automated con-
veg 5, 7465, Trondheim, Norway, struction algorithm is studied using cost-sensitive measures. Experi-
[email protected], Truls Flatberg ments show high performance where legitimate e-mails are assigned
Production planning of continuous systems is less covered in the pro- the same cost as spams. Applications where legitimate e-mails are
cess industry literature relative to their batch counterparts. This work allocated a much higher cost than spams should be avoided. This de-
presents a modeling formulation and a corresponding solution ap- crease in performance is caused by the aggressive feature dimension
proach for a real-world optimization problem, where bulk chemicals reduction required by the algorithm.
are produced via a completely continuous non-intermittent process. It
also provides relevant analysis with respect to model properties and 2 - Applying hybrid models to analyze the adoption in-
solution times as well as potential economic benefits of applying the
proposed methodology in practice. tention of mobile applications
Yang-Chieh Chin, International Business, Asia University,
3 - Planning of a continuous production process in the 500, Lioufeng Rd., Wufeng, 41354, Taichung, Taiwan,
printing industry [email protected], Chiao-Chen Chang
Philipp Baumann, Department of Business Administration,
University of Bern, IFM, AP Quantitative Methoden, Mobile applications are one of the most rapidly growing segments of
Schützenmattstrasse 14, 3012, Bern, Switzerland, the software market. The goal of this study is to gain insight into the
[email protected], Norbert Trautmann factors that affect user intention to adopt mobile applications. Firstly, a
dominance-based rough set approach (DRSA), a rule-based decision-
Offset printing is a common method to produce large amounts of print- making technique, is used to determine the adoption intentions associ-
ing matter. We consider a real-world offset printing process that is used ated with decision rules in mobile applications. The second phase of
to imprint customer-specific designs on napkin pouches. The planning the project uses formal concept analysis (FCA) to infer decision rules
problem consists in allocating printing-plate slots to the designs such and variables. Practical and research implications are also offered.
that a given customer demand is fulfilled, all technological require-
ments are met and the total printing cost are minimized. We formulate
this planning problem as a mixed-integer linear program, and we report 3 - Semantic Web services composition with query
on computational results for industrial problem instances. rewriting under constraints
Khaled Sellami, LMA Laboratory, Bejaia University / EISTI
4 - Comparing models for operational production plan-
France, 06000, Bejaia, Algeria, [email protected],
ning and scheduling in single-stage continuous pro- Mohamed Ahmed-Nacer, Rachid Chelouah, Hubert Kadima,
cesses: Process Systems Engineering vs. Opera- Nadia Halfoune
tions Research
Ana Paula Barbósa-Póvoa, Dept. De Engenharia e Gestao, The concept of "Web services" is essentially an application available
IST, Av. Rovisco Pais, 1, 1049-001, Lisbon, Portugal, on the Internet by a service provider, and accessible by customers
[email protected], Pedro Amorim, Bernardo Almada-Lobo, through standard Internet protocols. Examples of services currently
Tânia Pinto_Varela available are the booking travel online, banking or the implementation
of the management of the supply chain. The purpose of this work is to
Several researchers from the two communities, Operational Research present, in one hand, a model of semantic annotations for describing
and Process Systems Engineering, have focused on mathematical for- the Web services and the user request and in another hand, an algo-
mulations for the simultaneous lot-sizing and scheduling of single- rithm which discovers and composes the Web services using the query
stage continuous processes with complex set-up structures. This prob- rewriting under constraints.
lem arises in the glass, beer, and dairy production. Although recent
research has been performed by both mentioned communities, there is
no intense communication between these research efforts. This work 4 - Logical analysis of data for a study of proverbs
attempts a systematic analysis of the recent formulation developments Jorge Santos, Matemaatica, Univ Evora, Rua Romão
to narrow the gap between both communities on this problem. Ramalho, 59, 7000-671, Évora, Portugal,
[email protected], Luís Cavique, Armando Mendes

A case study of proverbs is presented as a part of a wider project, based

 TA-31 on data collected by thousands of interviews and involving a set of
Tuesday, 8:30-10:00 thousands Portuguese proverbs. We search the minimum information
needed to identify the birthplace of an interviewee in a database with
CC-A33 inconsistencies. An approach to data reduction is given by the Logi-
cal Analysis of Data (LAD). LAD handicaps, like the inability to cope
Data Mining: Web and Social-Oriented with the contradiction and the limited number of classification classes,
Applications will be overcome in this version of Logical Analysis of Inconsistent
Data.
Stream: Data Mining, Knowledge Discovery and Artifi-

99
TA-32 EURO 25 - Vilnius 2012

 TA-32  TA-33
Tuesday, 8:30-10:00 Tuesday, 8:30-10:00
CC-A34 CC-A37

Soft OR case studies OR and Transportation: Applications in

Stream: Soft OR and Problem Structuring Methods Developing Countries
Invited session Stream: OR for Development and Developing Coun-
Chair: Giles Hindle, Mangement Systems, Hull University tries
Business School, University of Hull, Cottingham Road, HU6 7RX, Invited session
Hull, United Kingdom, [email protected]
Chair: Youssef Masmoudi, University of Sfax, Hight School of
1 - Extending WASAN — Case Study of a UK Police Commerce of Sfax, BP 954, 3018, Sfax, Tunisia,
Force [email protected]
Chris Smith, OIM Group, Aston University, Aston Business Chair: Habib Chabchoub, LOGIQ, Institut Supérieur de Gestion
School, Aston Triangle, B4 7ET, Birmingham, West Industrielle, 3018, Sfax, Sfax, Tunisia,
Midlands, United Kingdom, [email protected], Duncan [email protected]
Shaw 1 - Static multiclass truck assignment model: an appli-
This paper extends the theoretical and practical application of Waste cation to Nigeria
and Source Matter Analysis (WASAN) methodology beyond its initial Precious Ikem, Civil Engineering, imperial, Skempton
conception. Applying WASAN in a case outside of the environment Building, sw7 2az, London, United Kingdom,
it was designed for begins to show that WASAN has generic proper-
ties and can be used in a number of different problem situations. To [email protected], Michael Bell
successfully apply WASAN in the new case significant development of This paper reports on the development of a traffic model built to esti-
the methodology was required. The development of the methodology mate the potential impact of a dry port solution on traffic congestion in
will take an action research approach operationalised in a case study Lagos. It outlines a conceptual framework for assigning import freight
environment. This paper will form part of the researchers PhD. traffic to a road network while considering the characteristics of the
freight haulage industry in developing countries, particularly Nigeria.
2 - The secret’s in the mix: using OR to inform learning The use of a static multiclass user equilibrium assignment model with
and teaching developments an inter-zone container flow survey data is proposed. The classes rep-
Jo Smedley, Centre for Excellence in Learning and Teaching, resent containerized cargo categorized by the type of vehicle carrying
University of Wales, Newport, Lodge Road, Caerleon, NP18 the container or its contents.
3QT, Newport, Wales, United Kingdom, 2 - New approach to the Single Track Railway Schedul-
[email protected] ing Problem
Problem structuring methods help to structure complex problems to Maya Laskova, The Institute of Control Sciences V. A.
gain a common understanding among a group and progress on a com- Trapeznikov Academy of Sciences, Moscow, Russia, Russian
mitted course of action. This paper illustrates how a combination of Federation, [email protected], Alexander
soft and hard OR approaches supported the design, development and Lazarev, Elena Musatova
implementation of an organisational learning and teaching initiative
across a UK University. OR as a collaborative learning "language" We consider the single track railway scheduling problem with two sta-
across disciplines and topics supported effective and efficient engage- tions. Two subsets of trains are given, where trains from station one go
ment helping to achieve successful outcomes and inform continuing to station two, and trains from station two go to station one. All trains
developments. have the same speed. At most one train from station one or two can be
on the track at any time. We consider the single track railway schedul-
3 - A conceptual modelling framework for Public Health ing problem with two stations with optimization criteria of minimizing
economic modelling additional completion time for each trains. We propose a heuristic ap-
proach to The Single Track Railway Scheduling Problem.
Hazel Squires, ScHARR, University of Sheffield, Regent
Court, 30 Regent Street, S1 4DA, Sheffield, South Yorkshire, 3 - Humanitarian Operations Research in Southern
United Kingdom, [email protected], Jim Chilcott, Africa
Ron Akehurst, Jennifer Burr Hildah Mashira, Applied Mathematics, National University of
Commonly used methods for health economic modelling are often di- Science and Technology, 14407 Inkhaka Circle, Selbourne
rectly applied to Public Health (PH) interventions. However, an inad- Park, Bulawayo, Zimbabwe, [email protected]
equate understanding of these complex PH problems and the resulting The HIV/AIDS pandemic has reached an unprecedented scale in South
implications for model development means that inappropriate model Africa. The burden that this has placed on the country is already re-
structures may be used. We present a conceptual modelling frame- stricted health care resources place a greater emphasis on the value
work (CMF) to facilitate model development within PH economic of Anti Retroviral drug distribution. The aim of my project is to de-
modelling, developed from (i) a review of key challenges of PH eco- sign a distribution model for the department of health in the Limpopo
nomic modelling, (ii) a review of CMFs and (iii) qualitative research to province. This will seek to present major stages applicable to building
understand modellers’ experiences developing PH economic models. effective models and routes that are cost effective and ensure that drugs
4 - Participatory Decision Processes in Rural Communi- are delivered to almost every part of the province.
ties in Tanzania
Joe Kakeneno, Management Systems, Tanzania Ports
Authority, P.O Box 9184, Dar es Salaam, N/A, Dar es Salaam,
N/A, Tanzania, United Republic Of,  TA-34
[email protected], Cathal Brugha Tuesday, 8:30-10:00
We discuss the usability of the Structured Multi-Criteria Decision- CC-A39
Making (MCDM) methodology in participatory decision processes
for selecting suitable irrigation methods to be implemented by rural Environment and Sustainable
communities in Tanzania. An MCDM framework which could be in- Development - Green Teachers
tegrated into existing community participatory decision making pro-
cesses was developed and used to arrive at community preferences.
The framework could be used to support distributed decision making Stream: Optimization for Sustainable Development
in various problem contexts and situations. Invited session
Chair: Azizah Hanim Nasution, Graduate School of Natural

100
 EURO 25 - Vilnius 2012 TA-36

Resources and Environment Management, University of Sumatera 2 - Dynamic Pricing of Fashion Products: The Effects of
Utara, Indonesia, [email protected] Demand Learning and Strategic Consumer Behavior
Yossi Aviv, Olin Business School, Washington University in
1 - A Markov-based model in managing coordination re- Saint Louis, Campus Box 1133, 1 Brookings Drive, 63130,
lationship of school communities to achieve environ- Saint Louis, MO, United States, [email protected]
mental behaviour
We propose a dynamic-pricing model of a retailer that sells a product
Azizah Hanim Nasution, Grad.School of Env. Manag & to strategic consumers. The seller learns about the market size through
Natural Resources, University of Sumatera Utara, FMIPA sales observations. This raises an interesting phenomenon: consumers
USU, 20155, Medan, North Sumatera Province, Indonesia, can influence the seller’s perception about the market size. We will
[email protected], Herman Mawengkang discuss the latter point, and examine the effectiveness of price commit-
The world today concerns with environmental problems. Most of the ment strategies. We will also consider a model of a retailer that does
problems might be caused by human behavior.The most effective way not incorporate learning from early sales. This leads to an interest-
to enhance environmental behavior is through education. The commu- ing question: is it better to become sophisticated (capable of learning)
nities involved in the educational system of a school can be regarded when facing strategic consumers?
as a multi agent system. In this paper we use Markov-based dynamic
influence diagram to model the coordination relationships such that 3 - The study of a time-dependent Freight Transporta-
agents are able to both represent and infer how their activities affect tion Problem
other agents’ activities in a way to achieve the environmental behavior Xiang Song, School of Mathematics, University of
objective. Portsmouth, Lion Gate Building, Portsmouth, United
2 - A decision analysis approach model to maximize stu- Kingdom, [email protected]
dents’ cognition of environmental problems Freight transportation is a major component of the supply chain man-
Hidayati Hidayati, Environmental Protection Board, agement. We aim to study a "time-dependent’ freight transportation
Government of North Sumatera Province, Jl. Diponegoro, problem, which takes varied time between two locations into consid-
eration. The main methodology we adopt is a number of dynamic pro-
Medan, Indonesia, [email protected], Azizah Hanim gramming state space relaxation techniques and their applications to
Nasution solving the time-dependent Freight Transportation Problem. The sim-
A learner is a cognitive system that develops by his/her information and ulated data from a software-development company, which provides ve-
knowledge-processing activities. To maximise the learner’s cognitive hicle routing and scheduling solutions to UK-based customers, will be
development, knowledge-intensive environments are essential particu- used for evaluating our result.
larly for achieving environmental knowledge. This paper proposes a
model based on a decision analysis approach evaluating students’ cog- 4 - An Integrated Approach to Green Product and Sup-
nitive development toward environmental problems. ply Chain Design
3 - A Stochastic Programming model for Sustainable Cornelia Schoen, GISMA Business School, Leibniz
Production Planning of Crude Palm Oil Industry University Hannover, Germany,
Hendaru Sadyadharma, Grad.School of Env. Manag & [email protected]
Natural Resources, University of Sumatera Utara, PSL USU, In many industries, product design increasingly requires to integrate
20155, Medan, North Sumatera Province, Indonesia, economic objectives with environmental thinking - driven by raising
[email protected], Herman Mawengkang ecological concerns, regulatory pressures, and the potential to create a
marketing edge through sustainable operations. A major challenge of
This paper addresses a multi-objective stochastic programming model green design is that it must not only embrace a product’s key features
of the sustainable production planning of crude palm oil. The model from a consumer perspective but also all underlying supply chain pro-
takes into account conflicting goals such as return and financial risk cesses that determine a product’s ’greenness’. We present an integrated
and environmental costs. The uncertainty comes from the price of optimization approach for green product and supply chain design along
crude palm oil. Starting from it two single objective models are for- with applications.
mulated: a maximum expected return model and a minimum financial
risk (pollution penalties) model. We transform the stochastic program-
ming model into a deterministic multi-objective model using sampling
average approach.
 TA-36
Tuesday, 8:30-10:00
 TA-35 CC-A43
Tuesday, 8:30-10:00 DEA and Performance Measurement:
CC-A41 Applications 3
Pricing and Supply Chain Management Stream: DEA and Performance Measurement
Stream: Operations/Marketing Interface Invited session
Invited session Chair: Emmanuel Thanassoulis, Aston Business School, Aston
University, Operations and Information Management, B4 7ET,
Chair: Kathryn E. Stecke, University of Texas at Dallas, United BIRMINGHAM, United Kingdom, [email protected]
States, [email protected]
1 - Impact of Returns Policies on Retail Assortment and 1 - Prioritizing project activities via DEA methodology
Pricing Decisions Yossi Hadad, Industrial Engineering and Management, SCE -
Alex Grasas, Economics and Business, Universitat Pompeu Shamoon College of Engineering, Balik Bazel, 8 Peretz
Fabra, Ramon Trias Fargas 25-27, 08005, Barcelona, Spain, Lasker St., Beer Sheva 84519, Israel, 84100, Beer Sheva,
[email protected], Aydin Alptekinoglu Israel, [email protected], Baruch Keren, Lea Friedman
We analyze a retailer’s assortment, pricing and return policy (fraction Ranking project activities by importance, and then clustering the activ-
of price refunded upon return) decisions. The retailer must choose its ities into subgroups that require additional attention is very important.
assortment from an arbitrary set of products, and determine the price Ranking project activities may assist project managers in identifying
and refund amount for every product. We model the consumer choice the most significant activities, and thus allocate resources effectively.
behavior using a nested-MNL-based choice model, and derive a sim- A multi-criteria ranking based on several indexes may provide better
ple metric to rank products, which reveals the optimal assortment quite rankings than those based on a single index. This research proposes a
efficiently. We compare the optimal policies for this integrated model method for ranking project activities, where each activity is evaluated
to the case when the return policy is exogenous, driven by category- or by several indexes. The proposed method applies DEA methodology
store-wide considerations. and the Super Efficiency model.

101
TA-37 EURO 25 - Vilnius 2012

2 - Cognitive Effects of DEA on Performance Assess- 2 - A simulation-based optimization tool for patient allo-
ment cation to clinical studies
Nadia Vazquez Novoa, Institute of Management Control and Stephan Tiesler, University of Jena, Faculty of Business and
Business Accounting, TU Braunschweig, Pockelsstraße 14, Economics, Chair of Business Informatics, Carl-Zeiss-Straße
38106, Braunschweig, Lower Saxony, Germany, 3, 03643, Jena, Thuringia, Germany,
[email protected], Heinz Ahn [email protected], Johannes Ruhland
Psychological evidence suggests that the use of DEA efficiency scores In all sorts of clinical studies, patient enrolment and recruitment con-
may lead to significant cognitive biases. An experimental study con- stitutes both a critical success factor and a scarce resource. In large
sidering the representativeness and anchoring effects of DEA scores project settings numerous studies with diverse intake requirements and
was conducted. The findings not only confirm that DEA scores act as due dates are carried out simultaneously, creating competing demand
a strong performance marker when deciding on which DMUs should for a patient "supply’ that is stochastic and subject to numerous le-
be awarded for their non-financial performance, but also show that gal, structural and medical restrictions. We develop a simulation based
the scores may significantly influence a posterior financial assessment. optimization tool that will allow for optimal allocation of patients to
These results have practical consequences for planning, reporting, and studies in real time and that can also be used to guide strategic issues
controlling processes that incorporate DEA scores. of study planning.
3 - More New Features of Data Envelopment Analysis 3 - Using decision analytic modeling for the optimal di-
Online Software (DEAOS) chotomization of diagnostics
Mohammad-Reza Alirezaee, School of Mathematics, Iran Gimon de Graaf, Epidemiology, University Medical Center
University of Science and Technology, Hengam St., Resalat Groningen, Hanzeplein 1, P.O. Box 30 001, 9700 RB,
Sq., 16846, Tehran, Iran, Islamic Republic Of, Groningen, Netherlands, [email protected], Douwe
[email protected], Ali Niknejad, Nassrin Alirezaee Postmus
DEAOS has been presented as a professional web application for data The chosen cut-off on a diagnostic test for clinical decisions has
envelopment analysis (DEA) including several available models, mul- far-reaching consequences on costs and health effects. Surprisingly,
tiple time periods facilities, useful features, user friendly interface and this cut-off is almost never chosen based on such downstream conse-
reporting, importing data, exporting results and easy to use on inter- quences, but rather on an arbitrarily chosen balance between false pos-
net. Here more new features, added to DEAOS, including categorical itives and false negatives. We describe how an optimal cut-off based
selection, analytical hierarchy process (AHP) analysis, and many other on downstream consequences can be identified with help of multi-state
items will be presented. DEAOS is available at www.DEAOS.com. modeling of a patient’s disease progression. We illustrate this method
by means of a case study of a diabetes screening program.
4 - Data Envelopment Analysis software for the ad-
vanced users 4 - Custom contract and the role of Group Purchasing
Ali Emrouznejad, Aston Business School, Aston University, Organizations (GPOs) as information intermediaries
B4 7ET, Birmingham, United Kingdom, Vera Tilson, University of Rochester, 14627, Rochester,
[email protected], Emmanuel Thanassoulis United States, [email protected], Abraham
This paper presents software that takes its features closer to the lat- Seidmann, Rajib Saha
est developments in the DEA literature. The new software addresses a
variety of issues such as: Assessments under a variety of possible as- Many hospitals in the US join GPOs in order to get deeper group dis-
sumptions of returns to scale including NIRS and NDRS; undesirable count contracted by the GPOs. However, some members further nego-
input/output variables, slack-based measures, truly unlimited number tiate directly with the same vendors. The common perception is that
of assessment units (DMUs); analysis of groups of data by estimat- hospitals benefit from such directly-established "custom contracts’ as
ing automatically separate boundaries by group; Malmquist Index and they yield lower prices. Using a game-theoretic model, we find that the
its decompositions; Super efficiency; Cross efficiency; Allocative effi- provision for custom contracts, in fact, benefits vendors at the expense
ciency and Bootstrapping. of hospitals. We show, how with the provision for custom contracts,
GPOs expectedly act as demand aggregators for small hospitals, and
as information intermediaries for the rest.

 TA-37
Tuesday, 8:30-10:00  TA-38
CC-Act Tuesday, 8:30-10:00
OR in Health & Life Sciences 1 HH-Colombus

Stream: OR in Health & Life Sciences (contributed) Interactive Multiobjective Optimization:

Contributed session Methods and Applications
Chair: Abraham Seidmann, University of Rochester, 14627,
Rochester, NY, United States, [email protected] Stream: Multiobjective Optimization
Invited session
1 - Utility of quantitative methods in strategy — making Chair: Kaisa Miettinen, Dept. of Mathematical Information
process for blood donation system — logistics ap- Technology, University of Jyvaskyla, P.O. Box 35 (Agora),
proach FI-40014, University of Jyvaskyla, Finland, [email protected]
Sebastian Twaróg, Department of Business Logistics, Chair: Jussi Hakanen, Dept. of Mathematical Information
University of Economics in Katowice, 1 Maja 50, 40-287, Technology, University of Jyvaskyla, P.O. Box 35 (Agora),
Katowice, Poland, [email protected], Anna FI-40014, University of Jyvaskyla, Finland, [email protected]
Ojrzyńska, Grażyna Trzpiot, Jacek Szołtysek
1 - Interactive Gradient Projection and Reference Point
An effective blood donation system is centrepiece to assuring health
care in every country. Improvement of such a system is an important Approach for Multiobjective Performance Planning
task for logistician. This paper aims to point out the possibility of ap- Dong-Ling Xu, Manchester Business School, The University
plications of chosen quantitative methods in developing the blood do- of Manchester, F37 MBSE, Booth Street West, M15 6PB,
nation system. An important part of our research was multivariate and Manchester, England, United Kingdom, [email protected],
spatial differentiation of discussed issues. Verified was the usefulness Jian-Bo Yang
of multivariate method data mining and spatial autocorrelations. Those
results are prerequisite for creating a blood donation system model. In the paper, equivalence relationships are explored between data en-
velopment analysis (DEA) and multiple objective linear programming

102
 EURO 25 - Vilnius 2012 TA-40

models, leading to a hybrid approach in which the two functions of Gabriela Fernández Barberis, Quantitative Methods, San
performance assessment and planning can be integrated where DM’s Pablo CEU University, 23, Julián Romea St., 28003, Madrid,
preferences can be taken into account in an interactive fashion. It is Spain, Spain, [email protected], María del Carmen Escribano
proved that the input-oriented DEA dual models are identical to ref-
Ródenas, Maria Del Carmen Garcia Centeno
erence point minimax models, both of which can be used for con-
ventional efficiency analysis, whilst the latter can be used to conduct We propose New Types of Generalized Criteria which gives the de-
trade-off analysis for performance planning based on a gradient pro- cision maker the chance to express his preferences more easily. To
jection approach. A case study for a supplier performance assessment illustrate the relevance of the preference functions introduced in the
problem is explored in detail. analysis we applied the PROMETHEE Methods with New General-
ized Criteria to order the preference between the daily financial returns
2 - Decision making in a multi-objective paper mill de- of some Stock Market Indexes of different countries. In the financial
sign problem market, the volatility is an essential variable. We have used different
econometric models to estimate the stochastic volatility.
Ingrida Steponavice, Dept. of Mathematical Information
Technology, University of Jyvaskyla, FI-40100, University of 2 - Towards a new classification of Spanish Saving
Jyvaskyla, Finland, [email protected], Sauli Ruuska, Banks: application of multicriteria decision aid meth-
Kaisa Miettinen ods
Milagros Gutiérrez Fernández, Financial Economy and
Application of interactive multiobjective optimization to support deci-
sion making in industry where modern production processes necessi- Acounting, University of Extremadura, Av, University s/n,
tate increasingly complex and computationally costly models imposes 10071, Cáceres, Spain, [email protected], Gabriela
challenges. A computationally expensive integrated control and design Fernández Barberis, Ricardo Palomo Zurdo
problem concerning both flexibility in design and amount of capital
The objective of this paper is to propose a classification of the Spanish
invested in paper is considered. A computationally inexpensive surro-
Saving Banks under a criterion of integration that takes into account
gate problem is prepared with the PAINT method while the interactive
economic and social variables. We have study 45 saving banks in the
IND-NIMBUS tool is used to direct a search in finding the most satis-
period 1999-2009. Multicriteria decisions methods belong to the fam-
factory solution according to the DM’s preferences.
ily of Outranking Relations that have proved to be a tool which is very
important in this type of analysis.
3 - Consistent parametric representation of Pareto opti-
mal solutions via geometric criteria
Alberto Lovison, Dipartimento di Metodi e Modelli
Matematici, Università degli Studi di Padova, 35121, Padova,
Italy, [email protected], Markus Hartikainen  TA-40
Tuesday, 8:30-10:00
In many practical multiobjective optimization problems, the set of HH-Livingstone
Pareto optimal (PO) solutions exhibits non trivial manifold structures
both in objective and decision spaces. In particular, for nonconvex
objective functions, different branches of the set of PO solutions can
Dynamic Pricing
be mapped one onto the other, causing serious problems to approx-
imation algorithms. We propose an algorithm based on geometrical Stream: Revenue Management
criteria which can discriminate among different branches and produce Invited session
consistent parametric representations of the set of PO solutions, as is
shown by examples.
Chair: Mikhail Nediak, School of Business, Queen’s University,
143 Union Street, K7L 3N6, Kingston, Ontario, Canada,
4 - Parameterized achievement scalarizing functions [email protected]
based approach to solve multicriteria median loca-
1 - Revenue Management with Lifetime Value Consider-
tion problem
ations: Balancing Customer Acquisition and Reten-
Olga Karelkina, Mathematics, University of Turku, Turun
Yliopisto, 20014, Turku, Finland, [email protected] tion Spending for Firms with Limited Capacity
Anton Ovchinnikov, University of Virginia, Darden School of
This research addresses interactive optimization techniques based on Business, 100 Darden Blvd, 22903, Charlottesville, VA,
parameterized achievement scalarizing functions (ASFs). A decision [email protected]
making process is simulated for multicriteria median location problem
This paper discusses the interaction between revenue management
to illustrate the way how synchronous usage of ASFs may reduce the
(RM) and customer relationship management (CRM) for a firm that
number of iterations in an interactive process and speed up its con-
operates in a customer retention situation but faces limited capacity.
vergence to the most preferred solution. Numerical experiments are
We present a dynamic programming model for how the firm balances
performed for the case of three objectives.
investments in customer acquisition and retention, as well as retention
across multiple customer types. We characterize the optimal policy
and discuss how the policy changes depending on capacity limitations.
We then contrast the modeling results with those of a behavioral ex-
periment.
 TA-39 2 - Use of exact algorithms for Partially Observable
Tuesday, 8:30-10:00
Markov Decision Processes in solving a Dynamic
HH-Cousteau Pricing problem
Shahin Abbaszadeh, School of Management, University of
MCDA: New Approaches and Applications Southampton, University of Southampton, University Road,
in Financial Markets SO17 1BJ, Southampton, United Kingdom,
[email protected]
Stream: MCDA: New Approaches and Applications
Invited session We use Partially Observable Markov Decision Processes (POMDP) to
find optimal dynamic pricing policies for a retailer of short-life-cycle
Chair: Gabriela Fernández Barberis, Quantitative Methods, San products with no replenishment during the season. The objective is to
Pablo CEU University, 23, Julián Romea St., 28003, Madrid, maximize expected profit using predefined prices during the season.
Spain, Spain, [email protected] We show our problem has a Convex and Piecewise Linear value func-
tion and employ three exact POMDP algorithms that make use of that
property. We analyse performance of these methods in comparison to
1 - Multiple Criteria Decision Aid Methods with New common practices and strategies such as myopic pricing and discuss
Generalized Criteria: an application to the financial managerial insights and potential future research.
markets

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TA-41 EURO 25 - Vilnius 2012

3 - Name-Your-Own-Price sales channels: Can strategic  TA-42

consumers improve their performance with informa- Tuesday, 8:30-10:00
tion exchange or collaboration? BW-Amber
Mikhail Nediak, School of Business, Queen’s University, 143
Union Street, K7L 3N6, Kingston, Ontario, Canada, Simulation Models and Decision Analysis
[email protected], Tatsiana Levina, Yuri Levin,
Jeff McGill Stream: Stochastic Modeling and Simulation in Engi-
Supplier reluctance to openly advertise large discounts lead to the cre- neering, Management and Science
ation of opaque name-your-own-price channels, where firms can sell Invited session
discounted products in generic categories without revealing their iden-
tity until a purchase is completed. Prices in these channels are con- Chair: Erik Kropat, Department of Computer Science, Universität
cealed and bid-sampling is restricted. Consumers responded by devel- der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577,
oping social networking practices aimed at exploiting these services. Neubiberg, Germany, [email protected]
In this work, we explore several robust bidding strategies and the value Chair: Silja Meyer-Nieberg, Department of Computer Science,
of collaboration among consumers in the form of exchange of bid his- Universität der Bundeswehr München, 85577, Neubiberg,
tory, coordinated bidding, and risks-pooling.
Germany, [email protected]
Chair: Sonia De Cosmis, School of Science and Technology,
Università di Camerino, via Madonna delle Carceri 9, 62032,
Camerino (MC), ITALY, Italy, [email protected]
 TA-41
Tuesday, 8:30-10:00
1 - Modelling a Distribution Operation Using Discrete
HH-Heyerdahl
Event-Based Simulation
AHP/ANP 4 Amílcar Arantes, Civil Engineering-DECivil, IST/Technical
University of Lisbon, Av. Rovisco Pais, 1049-001, LISBOA,
Stream: Analytic Hierarchy Process, Analytic Network Portugal, [email protected]
Process
Invited session This work considers the development of a simulation model and its
Chair: Y. Ilker Topcu, Industrial Engineering, Istanbul Technical applications to a case-study based on realistic inputs from a distribu-
University, Istanbul Teknik Universitesi, Isletme Fakultesi, Macka, tion company. It considers the activities and resources involved in the
34357, Istanbul, Turkey, [email protected] distribution process and the chain configuration. The model was de-
veloped after a literature review and interviews, which were essential
for problem characterization and to get realistic data. The results show
1 - Applying ANP to Select Strategic Alliances for Inter- that event based simulation and the SIMUL8 can work as a valid design
national Tourist Hotels in Taiwan distribution chain decision tool, especially because it can cope with the
Su-Chuan Shih, Business Administration, Providence real world inevitable randomness.
University, 200 Chung Chi Road, Business Administration,
43301, Taichung City, Taiwan, Taiwan, [email protected] 2 - Generation of EPC based Simulation Models
International tourist hotels often adopt strategic alliance to increase Christian Mueller, Dep. of Management and Business
their competition advantage. This study employs Analytic Network computing, TH Wildau, Bahnhofstrasse, D-15745, Wildau,
Process to select strategic alliance types. The result shows the most
important key criterion is the performance goal of the alliance. Un-
Germany, [email protected]
der the key criterion, the index of profit rate is weighted more than
the others. The preference alliance types are ordered as: the complex In this paper, we present a approach, where business processes are for-
activities, the electronic channels, and the physical shops. mulated in EPC notation with some extensions about simulation rele-
vant data. For EPC modeling Bflow, an Eclipse plugin is used. From
2 - An Integrated Multi-Criteria Approach for the Evalua- this EPC model we generate a DesmoJ simulation model. A DesmoJ
tion and Control of Strategic Options model contains a set of Java classes that use the DesmoJ simulation
Ralf Kaspar, Chair of Managerial Accounting, University of framework. Based on the Java programing language, the generated
Osnabrueck, 49069, Osnabrueck, Germany, models can extended in all directions. The generation mechanism sup-
[email protected] ports a technique, so that the modeling extensions are not lost by re-
generation. Bflow and DesmoJ, are both open source projects.
The evaluation and control of strategic options within the strategic
management process is fundamentally complicated by multiple and
mutually influencing objectives, internal and external factors, lack 3 - Rare-Event Estimation for Density Dependent Mod-
of transparency, complexity and conflicts of interest. To cope with els
these difficulties a suitable multi-criteria decision support approach
is required. Research has led to the development of an ANP based Adam Grace, Mathematics, University of Queensland,
framework. Supported by a case study it is a contribution to an im- University of Queensland, St Lucia, 4072, Brisbane, QLD,
proved evaluation of strategic options incorporating advanced SWOT- Australia, [email protected]
Analysis, BOCR modeling and group decision making.
3 - A Multi-Criteria Based Evaluation of "Innovation Many complex systems in chemistry, biology and engineering can be
Strategy Selection’ modeled via density dependent models. Applications include chemical
reactions, population dynamics and traffic flow in telecommunication
Ozge Surer, Industrial Engineering, Istanbul Technical networks. Rare-event estimation and simulation for such models can
University, ITU Isletme Fakultesi, Macka, 34357, Istanbul, be difficult. We present an alternative approach to this problem which
Turkey, [email protected], Sezi Cevik Onar, Y. Ilker Topcu utilizes the limiting behavior of density dependent models. We demon-
Innovation is a crucial tool for firms to compete, thus it is necessary to strate this method requires fewer samples than current methods, and is
define the factors which affect this process. Containing interrelations also more robust to correlation issues.
among the related factors, a multi criteria approach utilizing network
models should be used. In accordance with the iterative steps of An-
alytic Network Process, innovation strategy types and related factors
4 - Adding adaptability to Discrete Event Simulation
are identified by opinions of experts and the literature survey. Rela- through parameterisation
tions among these factors are revealed and their relative importance Francesco Aggogeri, Department of Mechanical Engineering,
and the priorities of the strategies are assessed, based on the pairwise University of Brescia, Via Branze 38, 25123, Brescia, Italy,
comparison answers of the experts. [email protected], Gian Mauro Maneia, Marco
Mazzola, Angelo Merlo

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 EURO 25 - Vilnius 2012 TA-44

A novel approach is proposed aiming to facilitate simulation of man- This paper will present an analysis of optimal expansion of generation
ufacturing processes by fast modelling and evaluation. Architecture and transmission capacity for a country-level power system model of
and validation of a DES-based parametric model are presented. The Europe. Important driving factors for investments in new infrastruc-
model consists on a flexible and adaptable solution enabling to simu- ture like annual demand, fuel prices and prices for CO2 emissions, are
late either manufacturing cells and complex lines with same structure. taken directly from the Global Change Assessment Model (GCAM).
So a user can tailor the model on his processes without specific knowl- As electricity demand in GCAM is only calculated for two regions,
edge of simulation software. The authors acknowledge the support of Western Europe and Eastern Europe, a disaggregation based on statis-
the European Commission through the project COPERNICO (CP-IP tical data is used to get country-wise demand. The expansion problem
229025-2). is formulated as a two-stage stochastic linear program.

 TA-43  TA-44
Tuesday, 8:30-10:00 Tuesday, 8:30-10:00
BW-Granite BW-Marble

Stochastic programming in energy Computer vision (1)

Stream: Stochastic Programming Stream: Machine Learning and its Applications
Invited session Invited session
Chair: Asgeir Tomasgard, Applied economics and operations Chair: Teofilo deCampos, Center for Vision Speech and Signal
research, Sintef Technology and society, Trondheim, Norway, Processing, University of Surrey, GU2 7XH, Surrey, United
[email protected] Kingdom, [email protected]
Chair: Fei Yan, Center for Vision Speech and Signal Processing,
University of Surrey, GU2 7XH, Surrey, United Kingdom,
1 - The value of storage at household level: A smart grid [email protected]
perspective Chair: Ivan Reyer, Dorodnicyn Computing Centre of RAS, ul.
Stein W. Wallace, Management Science, Lancaster University Pererva d. 58, kv. 153, 109451, Moscow, Russian Federation,
Management School, LA1 4YX, Lancaster, United Kingdom, [email protected]
[email protected]
1 - Anomaly detection in machine perception systems
As the percentage of wind power increases, storage of energy will be
needed. The purpose of this work is to understand the question of stor- Josef Kittler, Centre for Vision, Speech and Signal
age bottom-up. Is there any value in storage at residential level, and if Processing, University of Surrey, GU2 7XH, Guildford,
so, what is the value? We do not not assume behavioural changes, only United Kingdom, [email protected]
that the building uses its storage capabilities optimally.
Anomaly detection in engineering systems is cast as a problem of de-
tecting outliers to the distribution of observations representing a state
2 - Gas Network Topology Extension for Multiple Sce- of normality. We focus on anomaly detection in machine perception.
narios We argue that in addition to outlier detection, anomaly detection in ma-
Jonas Schweiger, Optimization, Zuse Institute Berlin (ZIB), chine perception systems requires other detection mechanisms. They
Takustr. 7, 14195, Berlin, Germany, [email protected] include incongruence detection, data quality assessment, decision con-
fidence gauging, and model drift detection. These mechanisms are
Due to the European regulation gas networks have to become more elaborated and their application illustrated on a problem of anomaly
flexible. Investments are needed to allow the network operator to ful- detection in a sports video interpretation system.
fill different demand scenarios. We developed a model for the network
extension problem for multiple demand scenarios. That is, we search 2 - Learning Optimal Semantically Relevant Visual Dic-
cost-optimal network extensions such that a variety of demand scenar- tionary using Evolutionary Algorithms
ios can be realized. The problem is described by a two-stage stochastic Ashish Gupta, CVSSP, University of Surrey, University of
program. We propose a decomposition along the scenarios and solve Surrey, GU27XH, Guildford, Surrey, United Kingdom,
the problem by a Branch&Bound-algorithm. Non-convex MINLP are [email protected]
used to model the gas network and solved as subproblem.
We propose a novel optimally discriminative visual dictionary learn-
3 - A Bilevel Programming Approach to Modeling of ing method using evolutionary algorithms. Due to large intra-category
Transmission Capacity Planning appearance variation, semantically equivalent descriptors are scattered
Paolo Pisciella, Department of Information Technology and over feature space. Current methods, using hard or soft assignment,
are unable to cluster these equivalent descriptors, inter-leaved with
Mathematical Methods, Unversity of Bergamo, Italy, other categories, together. We over partition feature space, generat-
[email protected], Marida Bertocchi, Maria Teresa ing a huge population of tiny syntactically cohesive partitions, which
Vespucci are optimally assigned, with locality constraints, so as to obtain a max-
imally discriminative visual dictionary.
We introduce a model intended for the analysis of the upgrade of the
national transmission grid. The problem is modeled as a bilevel pro- 3 - Transductive Transfer Learning for Action Recogni-
gram with mixed integer structure in both, upper and lower level. Up- tion
per level is defined by the transmission company problem which has to Teofilo deCampos, Center for Vision Speech and Signal
decide on how to upgrade the network so to avoid congestions. Lower
level models the reactions of generating companies, which take a de- Processing, University of Surrey, GU2 7XH, Surrey, United
cision on new facilities and power output, and market operator which Kingdom, [email protected], Nazli FarajiDavar
strikes a new balance between demand and supply providing new zonal
prices. In video processing, it is often the case that one video may contain
several samples of actions that share a number of low level features
(eg illumination, motion style, etc). Therefore, each video constitutes
4 - Long-term expansion of the European Power System a domain. We show that, for action classification, a classifier that is
Under Various Emission Mitigation Scenarios trained with one video may lead to poor performance when applied
Christian Skar, Department of Electric Power Engineering, to another video, but if the unlabelled samples of this other video are
Norwegian University of Science and Technology, 7491, available, it is possible to apply a transductive transfer learning tech-
Trondheim, Norway, [email protected], Asgeir nique, leading to a significant improvement in performance.
Tomasgard, Gerard Doorman

105
TA-45 EURO 25 - Vilnius 2012

 TA-45 capacity from an emergency option at a higher cost. An asymmetric

case is also discussed.
Tuesday, 8:30-10:00
BW-Water

Stochastic Logistical Networks

Stream: Stochastic Modelling in Logistical Networks
Invited session
Chair: El-Houssaine Aghezzaf, Industrial Management, Ghent
University, Technologiepark 903 -, Campus Ardoyen, 9052,
Zwijnaarde, Belgium, [email protected]
Chair: Derek Verleye, Industrial Management, Ghent University,
Technologiepark 903, 9052, Zwijnaarde, Belgium,
[email protected]

1 - An Approximate Scenario-based Approach to Design

Robust Supply Chain Networks under Uncertainty
Walid Klibi, Operations Management and Information
Systems Department, BEM / CIRRELT, 680 cours de la
Libération, 33405, Bordeaux, France, [email protected],
Alain Martel
Supply Chain Networks (SCN) must be designed to last for several
years and cope with any plausible future, and thus involve a value max-
imization problem under uncertainty. The original SCN design model
is intractable. We propose some complexity reduction mechanisms to
tackle the problem, and the design model is reduced to a bi-criterion,
multi-period, two-stage stochastic program with recourse. This model
considers future scenarios including high-impact disruptive events and
recourse variables anticipating response policies in case of disruptions.

2 - On a strict solution algorithm for a stock replenish-

ment policy with fill-rate constraints in the two-step
supply chain
Takashi Hasuike, Graduate School of Information Science and
Technology, Osaka University, 2-1 Yamadaoka, 565-0871,
Suita, Osaka, Japan, [email protected], Koji
Okuhara, Nobuyuki Ueno
This presentation proposes a strict solution algorithm to obtain a stock
replenishment policy with fill-rate constraints in the two-step supply
chain. In previous researches, it is hard to solve this model strictly,
because the model is formulated as a non-deterministic programming
problem with several stochastic constraints. In order to overcome
the disadvantage and develop a strict and efficient solution approach,
the deterministic equivalent transformations in mathematical program-
ming are performed. Then, the strict optimal stock replenishment pol-
icy is explicitly obtained.

3 - Stochastic and dynamic patient transportation

Jakob Puchinger, Mobility, AIT - Österreichisches
Forschungs- und Prüfzentrum Arsenal Ges.m.b.H.,
Giefinggasse 3, 1210, Wien, Austria,
[email protected], Ulrike Ritzinger, Richard Hartl
We consider a patient transportation problem for an emergency med-
ical service in Vienna. The organization has to perform a large num-
ber of patient transports every day and, in addition, has to respond to
arising emergency calls. In the considered application, about 60% of
transportation requests are known in advance, whereas other requests
are occurring throughout operations. Therefore, a stochastic and dy-
namic variant of the dial-a-ride problem is considered. The problem
instances are big, consisting of a fleet of around 120 vehicles serving
800 to 1000 requests a day.

4 - Supply chain coordination with capacity reservation

and emergency option
Guillaume Amand, HEC-Ulg, University of Liège, boulevard
du rectorat, 7 - Bât. B31, 4000, Liège, Belgium,
[email protected], Yasemin Arda
This study analyzes the contractual relation between a retailer and a
supplier with the aim of determining possible deviations from the op-
timal system performance. In order to face a random demand, the re-
tailer submits a contract to the supplier based on the number of units
delivered and the capacity used to serve the retailer. Before the uncer-
tainty is resolved, the supplier has to decide of the capacity that he re-
serves. Once the demand is known, the carrier may request additional

106
 EURO 25 - Vilnius 2012 TB-03

Tuesday, 10:30-12h00 2 - Approximation Schemes for Scheduling on a Sin-

gle Machine Subject to Cumulative Deterioration and
Maintenance
 TB-01 Kabir Rustogi, School of Computing and Mathematical
Tuesday, 10:30-12h00 ScienceMathema, University of Greenwich, Old Royal Naval
College, Park Row, Greenwich, SE10 9LS, London, United
RB-Alfa
Kingdom, [email protected], Vitaly Strusevich, Hans Kellerer
Tutorial Lecture: Professor Guy We consider a scheduling problem on a single machine to minimize
Desaulniers the makespan. The processing conditions are subject to cumulative de-
terioration, but can be restored by a single maintenance period (MP).
Stream: Keynote, Tutorial and Plenary Lectures The decision-maker is free to choose when to start the MP. We link the
Tutorial session problem to the Subset-sum problem (if the duration of MP is constant)
and to the Half-product problem (if the duration of MP depends on
Chair: Marc Sevaux, Lab-STICC - CNRS UMR 3192, Université its start time). For both versions of the problem, we adapt the exist-
de Bretagne Sud - UEB, Centre de Recherche - BP 92116, 2 rue de ing fully polynomial-time approximation schemes to our problems by
Saint Maude, 56321, Lorient, France, [email protected] handling the additive constants, which are of the opposite sign with the
variable part of the objective.
1 - 20 years of column generation for the vehicle routing
3 - Supply Chain Scheduling in a Competitive Environ-
problem with time windows
ment
Guy Desaulniers, École Polytechnique de Montréal and Miguel Zamarripa, Departamento de Ingenieria Quimica,
GERAD, H3C 3AT, Montréal, Canada, Universitat Politècnica de Catalunya, Spain,
[email protected] [email protected], Antonio Espuña
Column generation is a well-known mathematical programming tech-
nique for solving large-scale optimization linear problems. In the mid- Someofthepublished works address Supply chain under uncertainty in
1980s, it was shown that it can be successfully embedded in a branch- the available data, very few of them put the issue in a realistic opera-
and-bound framework (yielding a branch-and-price method) for solv- tional environment, taking into account that the SC of interest will have
ing integer programs. Since then, it has become the most popular ex- to compete with other supply chains which, like to work as efficiently
act methododology for solving several classes of vehicle routing prob- as possible to cover the same market demands. This work proposes to
lems. As a fertile testbed, the vehicle routing problem with time win- introduce into the model information about the expected performance
dows (VRPTW) played an important role in this success. It consists of the competing supply chains (including the SC of interest) to im-
of finding a set of least-cost vehicle routes to deliver goods to a set of prove the operational decision making in a competitive/cooperative en-
customers. Each customer must be visited exactly once within a given vironment using Game Theory optimization.
time window and each route must respect vehicle capacity. In this
talk, we survey the evolution of the column generation methods devel- 4 - Scheduling of coupled tasks with high multiplicity
oped for the VRPTW, starting from the seminal work of Desrochers, Michaël Gabay, Laboratoire G-SCOP, 46 avenue Félix Viallet,
Desrosiers, and Solomon (1992). In particular, we present various path 38031, Grenoble, France,
relaxations proposed to avoid solving the NP-hard elementary short- [email protected], Gerd Finke, Nadia
est path subproblem, labeling algorithms used to generate their corre-
sponding columns, and valid inequalities tightening the lower bounds,
Brauner
including those that are directly defined on the master problem vari-
The problem of scheduling tasks on a radar system can be modeled us-
ables. We discuss certain acceleration strategies, report computational
ing coupled-tasks. We consider the case where all tasks are identical.
results, and highlight current and future challenges.
This case raises original complexity questions and belongs to so-called
high multiplicity scheduling problems. We present some complexity
issues and results regarding the problem. We also describe a series of
counter-examples showing that this problem is unlikely to be in NP.
 TB-02
Tuesday, 10:30-12h00
RB-Beta
 TB-03
Scheduling and Logistics Tuesday, 10:30-12h00
RB-L1
Stream: Scheduling
Invited session Logistics, Transportation, Traffic - 3
Chair: Vitaly Strusevich, School of Computing and Mathematical
Sciences, University of Greenwich, Old Royal Naval College, Park Stream: Logistics, Transportation, Traffic
Row, Greenwich, SE10 9LS, London, United Kingdom, Contributed session
[email protected] Chair: Markus Bohlin, Swedish Institute of Computer Science,
Box 1263, SE-16429, Kista, Sweden, [email protected]
1 - Adding an Extra Machine to a Shop Parallel Identical
Machines 1 - A heuristic solution approach for a real-size hierar-
Vitaly Strusevich, School of Computing and Mathematical chical hub location problem
Sciences, University of Greenwich, Old Royal Naval College, Julia Sender, Institute of Transport Logistics, TU Dortmund
Park Row, Greenwich, SE10 9LS, London, United Kingdom, University, Leonhard-Euler-Str. 2, 44227, Dortmund, NRW,
[email protected], Kabir Rustogi Germany, [email protected], Uwe Clausen
We consider the problems of processing jobs on m parallel identical
machines to minimize the makespan or the total flow time. We measure In wagonload traffic, flows of single wagons with different origins and
the machine impact for m machines to the one with m+1 machines. For destinations are consolidated on their routes through the railway net-
the makespan, in the preemptive case the impact is (m+1)/m, while in work. The specific hierarchical hub-and-spoke-network is built up by
the non-preemptive case the impact is 2. For minimizing the total flow several formations yards, which differ, for example, in their size and
time, we prove that the impact is (m+1)/m. We present polynomial- function. We present a specific hub location model for a strategic net-
time algorithms that determine an optimal number of machines, pro- work design problem in wagonload traffic, which covers most charac-
vided that each machine incurs a cost and the objective function cap- teristics of wagonload traffic in German railway logistics, and a new
tures a trade-off. heuristic decomposition approach for solving the problem.

107
TB-04 EURO 25 - Vilnius 2012

2 - Auto-Carrier Distribution Problem with Highly Vari- Consider a set of jobs and a set of parallel identical machines. Ev-
able Daily Demand at Dealers ery job has: fixed start and finish times, a resource requirement, and
Tsung-Sheng Chang, Graduate Institute of Logistics a value. Every machine owns R units of a renewable resource and
can process more than one job at a time, provided the resource con-
Management, National Dong Hwa University, 1, Sec.2, sumption is at most R. Two questions arise: Which is a job subset
Da-Hsueh Rd., Shou-Feng, 974, Hualien, Taiwan, of maximum total value that can be scheduled on a given number of
[email protected], Hao-Ping Jiang machines? Which is the minimum number of machines required to
schedule all jobs? For both problems we discuss complexity, heuristic
Typically, auto-carriers must return to their original depots after com- and exact approaches, and preliminary computational experiments.
pleting their daily duties. However, such an operations strategy is quite
ineffective in the presence of highly variable daily demand at dealers. 2 - Capacitated Network Design with Facility Location
Hence, this research intends to tackle the auto-carrier distribution prob- Ivana Ljubic, Department of Statistics and Operations
lem that involves the main characteristics of multiple depots, multiple Research, University of Vienna, Bruennerstr. 72, 1210,
staging areas, multiple trips, time window constraints, and no fixed
home depots. We first mathematically model the distribution problem,
Vienna, Austria, [email protected], Bernard Gendron,
and then propose an optimization-based solution algorithm to solve the Stefan Gollowitzer
NP-hard distribution problem.
We consider a new network design problem that arises in the design of
last mile telecommunication networks and combines the capacitated
3 - Monte Carlo Simulation Techniques with Parallel network design problem with the single-source capacitated facility lo-
Heuristics applied to solve the Capacitated Vehicle cation. We compare several MIP formulations with respect to the qual-
Routing Problem ity of their lower bounds and propose new sets of valid inequalities for
Thiago Guimaraes, Centro Universitario Franciscano do the problem. We also develop a branch-and-cut approach and provide
Parana, Rua Mateus Leme, 1244 - Apartamento 201 - Centro a computational study to assess its performance.
Cívico, 80530000, Curitiba, Parana, Brazil,
3 - A Branch-Cut-and-Price algorithm for the Piecewise
[email protected], Luis Gustavo Pereira, Wesley José
Nogueira Medeiros Linear Network Flow Problem
Tue Christensen, Economics and Business, Aarhus University,
It presents on this paper a new approach to solve the Capacitated Vehi- Fuglesangs Allé 4, 8210, Aarhus V, Denmark, [email protected],
cle Routing Problem. The proposal is based on Cluster First-Route Martine Labbé
Second strategy, employing Monte Carlo Simulation Techniques to
cluster the demand points and Classical Heuristics with permutation 2- In this paper we present an exact solution method for the network flow
opt to generation of the routes. Parallel computing techniques are used problem with piecewise linear costs. This problem is fundamental
to reducing the processing time. An extensive computational experi- within supply chain management and extends the fixed-charge trans-
ment with classical instances showed an average deviation of 1,40% portation problem in a straight-forward way and has numerous appli-
compared with its exact results on the other hand a greatly reduced cations. We propose a Dantzig-Wolfe reformulation of the problem
processing time. and extend this to an exact method by branching and the addition of
valid inequalities. On a number of randomly generated test instances
4 - Shunting with car mixing using column generation the proposed method compares favorable to a standard mixed-integer
programming solver with a significant reduction in runtime.
Markus Bohlin, Swedish Institute of Computer Science, Box
1263, SE-16429, Kista, Sweden, [email protected],
Florian Dahms, Holger Flier, Matus Mihalak

We consider a specific railway shunting problem that arose in the

Hallsberg hump yard, specified formally by Bohlin et al. who showed
 TB-05
it to be NP hard. A natural MIP formulation give a weak linear re- Tuesday, 10:30-12h00
laxation and consequently a large MIP gap. In our new work we use RB-L3
an extended formulation to model the problem’s specifications while
maintaining a tight relaxation. To solve the linear relaxation of our Problems on graphs I
formulation we utilize column generation. The lower bounds provided
by our relaxation are close (often exact) to the optimal objective and
can be calculated in reasonable time for large instances. Stream: Discrete Optimization, Geometry & Graphs
(contributed)
Contributed session
Chair: Nair Abreu, Production Engineering, Federal University of
Rio de Janeiro, Rua Joao Lira 106/401, Leblon, 22430 210, Rio de
 TB-04 Janeiro, Rio, Brazil, [email protected]
Tuesday, 10:30-12h00
RB-L2 1 - On rational approximation of geometric graph
Vladimir Benediktovich, Department of Combinatorial
Approaches for Integer Programming Models and Algorithms, Institute of Mathematics of NAS of
Belarus, Surganova str., 11, 220072, Minsk, Belarus,
Stream: Combinatorial Optimization [email protected]
Invited session
A geometric graph is rational if all its edges have rational lengths. Kle-
Chair: Juan José Salazar González, Estadística e Investigación ber (2008) asked for what graph its vertices can be slightly perturbed
Operativa, Universidad de La Laguna (Tenerife), Av. Astrofísico in their e-neighborhoods so that the resulting graph becomes rational
Francisco Sánchez, s/n, Facultad de Matemáticas, 38271, La (e-approximation) and in addition vertices have rational coordinates
Laguna, Tenerife, Spain, [email protected] (rational e-approximation). Any geometric cubic graph has a rational
Chair: Martine Labbé, computer Science, Université Libre de e-approximation for any e>0 (2008). In 2011 Dubickas assumed the
Bruxelles, CP210/01, Boulevard du Triomphe, 1050, Bruxelles, existence of up to 4 vertices of degree above 3. We prove that any
Belgium, [email protected] connected geometric graph with maximum degree 4 and vertex w of
deg(w)<4 has a rational e-approximation for any e>0.

1 - Optimal interval scheduling with a resource con- 2 - New spectral upper bounds on the size of k-regular
straint induced subgraphs
Carlo Filippi, Quantitative Methods, University of Brescia, Domingos Cardoso, Departamento de Matematica,
Contrada S. Chiara 50, 25122, Brescia, BS, Italy, Universidade de Aveiro, Campus Universitario de Santiago,
[email protected], Enrico Angelelli, Nicola Bianchessi 3810-193, Aveiro, Portugal, [email protected], Sofia Pinheiro

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 EURO 25 - Vilnius 2012 TB-07

In (Haemers’ Ph.D. thesis, 1980) an upper bound (based on the least 3 - From constructive search to local search
and largest adjacency eigenvalues) on the independence number of ar- Cristina C. Vieira, Department of Electronics and Informatics
bitrary graphs was introduced. Later, in (Lu et al, 2007), upper bounds Engineering, University of Algarve, Faculty of Science and
(using the largest Laplacian eigenvalue) were deduced. For regular
Technologies, Campus de Gambelas, Faro, Localidade,
graphs, in (Bussemaker et al, 1976) a spectral upper bound on the or-
der of induced subgraphs with average degree d was obtained. This Portugal, [email protected], Carlos M. Fonseca
upper bound is herein extended to arbitrary graphs, introducing three Constructive search may be reinterpreted as local search by consider-
new upper bounds, based on adjacency, Laplacian and signless Lapla- ing an appropriate solution space, defining a neighbourhood structure
cian eigenvalues, respectively. based on the original construction rules and specifying how to evaluate
incomplete solutions. The resulting problem formulation is compati-
3 - Graph spectra and combinatorial optimization ble with both local and constructive optimisation methods, and allows
Nair Abreu, Production Engineering, Federal University of very different metaheuristics to be studied on exactly the same (local)
Rio de Janeiro, Rua Joao Lira 106/401, Leblon, 22430 210, formulation of a given (global) optimisation problem. The proposed
Rio de Janeiro, Rio, Brazil, [email protected], approach is illustrated in the context of ACO and evolutionary algo-
Claudia Justel, Domingos Cardoso rithms on the TSP.

4 - Algorithm of inspired by virus and bacterium attack:

Wilf(1967), followed by Hoffman(1970), presented the first results
on graph spectra in combinatorial optimization by introducing graph A meta-heuristic approach as an optimization tool
eigenvalue bounds to the chromatic number. Later several articles ap- Mahdi Bashiri, Shahed University, Iran, Islamic Republic Of,
peared relating eigenvalues to classical invariants of graphs: stability [email protected], Masoud Bagheri, Zeinab
and clique numbers, matching, connectivity and isoperimetric num- Rasoolinezhad
ber. Furthermore, some hard combinatorial optimization problems
have been approximated by using spectral techniques. We present a In this paper, a new meta-heuristic algorithm has been proposed based
survey of significant results about graphs spectra applied to combina- on virus and bacterium attack (VBA). Actually presented solution ap-
torial optimization. proach is inspired by attack of virus and bacterium to human body.
In the proposed algorithm, virus and bacteria attack to reach the body
cells death. Some numerical examples have been selected from the lit-
erature to consider the proposed VBA’s efficiency. Also the algorithm
has been compared by the genetic algorithm (GA). The computational
results verify its efficiency from computational time and solution qual-
 TB-06 ity aspects as well.
Tuesday, 10:30-12h00
RB-Gamma

Performance evaluation and new  TB-07

metaheuristics Tuesday, 10:30-12h00
Stream: Metaheuristics RB-Eta
Invited session
Chair: Cristina C. Vieira, Department of Electronics and
Vehicle Routing and Logistics
Informatics Engineering, University of Algarve, Faculty of Optimization
Science and Technologies, Campus de Gambelas, Faro,
Localidade, Portugal, [email protected] Stream: Vehicle Routing and Logistics Optimization
Invited session
1 - Using a multicriteria function to evaluate metaheuris- Chair: Erdener Özçetin, Industrial Engineering, Anadolu
tics performance University, Iki Eylül Kamp., MMF END 107, 26000, Eskişehir,
Paulo Oswaldo Boaventura-Netto, Production Engineering, Turkey, [email protected]
Federal University of Rio de Janeiro/COPPE, Rua Pinheiro
Machado 99, ap. 1508, Laranjeiras, 22231-090, Rio de 1 - A Parallel Procedure for Dynamic Multi-objective TSP
Janeiro, RJ, Brazil, [email protected], Valdir Melo Weiqi Li, School of Management, University of
Michigan-Flint, 303 East Kearsley Street, 48502, Flint,
We propose a multicriteria evaluation scheme based on Condorcet Michigan, United States, [email protected]
ranking technique. It uses weights associated to the algorithms from a
set being object of comparison. We used five criteria and a function on We propose a new parallel search procedure for dynamic multi-
the set of natural numbers to create a ranking. The comparison involves objective traveling salesman problem. We design a multi-objective
three well-known problems of combinatorial optimization, taking in- TSP in a stochastic dynamic environment. The proposed procedure
stances from public libraries. Each algorithm was used with essentially first uses parallel processors to identify the extreme solutions of the
the same structure, the same local search was used and the initial so- search space for each of k objectives individually at the same time.
lutions were similarly built. The metaheuristics GRASP, Tabu Search, These solutions are merged into a matrix E. The solutions in E are then
ILS and VNS, participate from the comparison. searched by parallel processors and evaluated for dominance relation-
ship. The proposed procedure was implemented in two different ways:
2 - Performance Assessment of Electromagnetism-like a master-worker architecture and a pipeline architecture.
Algorithm 2 - Solving the vehicle routing problem with time win-
Alkin Yurtkuran, Industrial Engineering Department, Uludag dows by an interior point branch-price-and-cut
University, Uludag University, Industrial Engineering framework
Department, 16059, Bursa, Turkey, [email protected], Pedro Munari, ICMC, University of Sao Paulo, Sao Carlos,
Erdal Emel Sao Paulo, Brazil, [email protected], Jacek Gondzio
Meta-heuristic algorithms are robust and efficient techniques for solv- In this talk, we present a branch-price-and-cut framework for the ve-
ing complex real-world problems. Electromagnetism-like Algorithm hicle routing problem with time windows which is based on a primal-
(EMA) is one of the recently introduced population based meta- dual interior point method for efficiently solving the linear relaxations
heuristic which simulate the behavior of charged particles on an elec- at each branch node. The interior point method is used to obtain well-
trical field. This work provides a comparison between EMA and pop- centred, non-optimal solutions that are used to improve the genera-
ular foraging and evolutionary algorithms using well-known CEC05 tion of columns and valid inequalities. Computational results using
benchmark functions based on the solution value and solution time. the Solomon’s instances show that the proposed approach has a bet-
The results show that the performance of EMA is comparable to novel ter overall performance than the best branch-price-and-cut framework
meta-heuristic algorithms in terms of solution quality and time. available in the literature.

109
TB-08 EURO 25 - Vilnius 2012

3 - A Parallel Algorithm for Vehicle Routing Problem on 3 - A vendor managed inventory model with transporta-
GPUs tion to geographically dispersed retailers
Erdener Özçetin, Industrial Engineering, Anadolu University, Marcel Turkensteen, Business Studies, ASB, Fuglesangs Alle
Iki Eylül Kamp., MMF END 107, 26000, Eskişehir, Turkey, 4, 8210, Aarhus V, Denmark, [email protected], Christian Larsen
[email protected], Gurkan Ozturk This study considers a vendor that supplies a set of geographically dis-
persed retailers and wishes to use a coordinated inventory and distri-
Vehicle Routing Problem (VRP) is a common and difficult logistics bution policy that minimizes the total costs incurred. Routing consid-
problem. To reach a solution with exact methods is mostly hard, sev- erations, an infinite time horizon, and demand uncertainty make the
eral meta-heuristics have been developed. Graphics processing units problem hard to solve for existing approaches. Our solution is to es-
(GPUs) on enhanced graphics cards are used to solve hard optimiza- timate transportation distances with continuous approximation. Using
tion problems with implementing meta-heuristic algorithms by paral- Markov chain modeling, we then derive the delivery zones and vehicle
lelizing. In this paper, a parallel algorithm has been proposed for VRP. utilization policies in combination with optimal inventory policies at
The performance of the algorithm, especially in execution time has the vendor and the retailers.
been shown by solving literature test problems.

4 - Solving Vehicle Routing Problems with Equipment

Allocation
Philip Kilby, NICTA and The Australian National University,  TB-09
Locked Bag 8001, 2601, Canberra, ACT, Australia, Tuesday, 10:30-12h00
[email protected], Fabien Tricoire RB-Zeta
We look at a routing problem where some tasks require particular
equipment (and may require more than one type of equipment). The
Cutting and Packing 6
equipment allocated to a vehicle is a decision variable, and restricts the
vehicles that can perform each task. Stream: Cutting and Packing
We look at two methods for solving the combined equipment alloca- Invited session
tion and vehicle routing problem. One method uses a standard vehicle Chair: Andreas Bortfeldt, Dept. of Information Systems,
routing solver, modified in a modular way to incorporate the additional University of Hagen, Profilstrasse 8, 58084 Hagen, Germany,
functionality. We also describe a method based on column generation. 58084, Hagen, FR Germany, Germany,
[email protected]
1 - Optimal cutting of the raw materials
Jaroslav Hanzel, Institute of Control and Industrial
 TB-08 Informatics, Slovak University of Technology, Ilkovicova 3,
Tuesday, 10:30-12h00 812 19, Bratislava, Slovakia, [email protected],
RB-Epsilon Ladislav Jurisica, Anton Vitko, Marian Klucik, Peter Paszto
The contribution deals with optimal utilization of the materials in the
VMI and Delivery industry. The problem is to find and cut out the rectangular part from
the metal plate with no defects and a maximal surface. Simple al-
Stream: Supply Chain Planning gorithm applicable in the embedded systems with restricted computa-
tional resources is proposed. It is able to quickly find solutions close
Invited session to optimal solution with low computational cost. On the other hand the
Chair: Marcel Turkensteen, Business Studies, ASB, Fuglesangs problem was solved also by means of standard optimization method.
Alle 4, 8210, Aarhus V, Denmark, [email protected] The analysis and comparison of proposed and standard methodology
on the basis of computed data is given.
1 - Shipment consolidation by collaborative planning 2 - Different criteria to sort the list of pieces in 2D-
between industrial suppliers under VMI policy Orthogonal Strip Packing Problem
Waldemar Kaczmarczyk, Department of Operations Research Fernando Garcia_Perez, Matematicas Aplicadas, Universidad
& Information Technology, AGH University of Science & de Alcala de Henares, Edificio de Ciencias. Campus
Technology, al. Mickiewicza 30, 30-059, Krakow, Poland, Universitario, Carretera Madrid-Barcelona Km. 33,600,
[email protected] 28805, Alcala de Henares, Madrid, Spain,
In industrial supply chains just-in-time policy forces frequent and [email protected], Joaquin Aranda Almansa, Miguel
small shipments. Transportation costs can be reduced by consolidation Delgado Pineda
of shipments, but this is possible only if shipments can wait until the In the two-dimensional strip packing problem, 2D-SPP, a set of n rect-
consolidated shipment is accumulated. The Vendor Managed Inven- angular items and a strip of width W and unlimited height are given.
tory system opens another possibility, suppliers may coordinate their Each item has an height and a width. This problem consists of allo-
shipments in advance. Proposed concept of horizontal collaborative cating orthogonally all the items, without overlapping, by minimizing
planning enables more frequent consolidation without delivery delays. the overall height of the packing. It is usual to sort the small pieces in
Presented results show potential benefits of such collaboration. order to improve the result. We study the influence on the outcome of
different criteria to sort the list of pieces and how to select the optimal
2 - An Improved Robust Particle Swarm Optimization Al- criterion using around 1,000 instances from the literature.
gorithm to the Uncertain Inventory Routing Problem 3 - Generation of Two-dimensional Guillotine Cutting
Isa Nakhai Kamalabadi, Department of Industrial
Patterns by Genetic Algorithms and Fit-Heuristics
Engineering, School of Engineering, Tarbiat Modares
Lilian Caroline Xavier Candido, Federal University of Parana,
University, Jalal Ale Ahmad Highway, P.O.Box: 14115-143,
Avenida Candido de Abreu, numero 304, apartamento 905,
14115-143, Tehran, Tehran, Iran, Islamic Republic Of,
80530000, Curitiba, Parana, Brazil,
[email protected], Ali Hossein Mirzaei
[email protected], Thiago Guimaraes
We address a multi-period multi-product uncertain inventory routing This paper proposes a new strategy for generation of two-dimensional
problem where products are produced and delivered from one manu- guillotine cutting patterns, with non-stages and two stages with the
facturer to a set of retailers through a fleet of heterogeneous capaci- possibility of rotation of the items in both cases. The methodology is
tated vehicles. Here, split delivery is permissible but each vehicle can divided into two phases: first, the items are selected and grouped into
travel just a tour per period. The uncertainty follows an unknown but subsets by genetic algorithms. In the second phase, heuristics are em-
bounded pattern. Due to the complexity of the problem, we develop ployed to determine fitting geometric arrangement of the cutting pat-
an improved robust particle swarm optimization algorithm to solve the tern. Computational experiments performed with classical instances
problem. The computational results show that the developed algorithm from the literature indicate excellent results for some instances with
outperforms the benchmark algorithms. very low processing time for all of them.

110
 EURO 25 - Vilnius 2012 TB-11

4 - Algorithms Based on Particle Swarm Optimization  TB-11

for the Two-dimensional Knapsack Problem Tuesday, 10:30-12h00
David Álvarez, São Paulo State University, Brazil, RB-Iota
[email protected], Ruben Romero

This study presents the (un)constrained (un)weighted k-staged fixed

Transportation and Logistics
and rotated two-dimensional guillotineable single knapsack problem.
An encoding based on slicing tree is presented. Four algorithms, Stream: Transportation and Logistics
based on the Particle Swarm Optimization (PSO) metaheuristic were Invited session
used: basic PSO, PSO with the mutation operator, a hybrid of Variable Chair: Sadegh Niroomand, Industrial Engineering, Easterm
Neighborhood Search (VNS) with PSO and a hybrid of VNS and PSO
including the mutation operator as a turbulence factor. The computa-
Mediterranean University, Turkey,
tional results on large sets of test cases show that the methodology is [email protected]
very efficient for the two-dimensional knapsack problems.
1 - Developing a sustainable model for city transporta-
tion networks
Narges Shahraki, industrial engineering, koc university, koc
university, istanbul, Turkey, [email protected], Metin
 TB-10 Turkay, Ali Fattahi
Tuesday, 10:30-12h00
In this paper, we consider the design and upgrade of city transportation
RB-Theta networks using robust and exact optimization methods. The transporta-
tion network is represented with a directed graph G(N, A), where N is
Inventory Management 3 the set of nodes and A is the set of edges connecting these nodes. In
the design and upgrade of the network, it is important to assign de-
Stream: Production Management & Supply Chain mand for different sectors (such as housing, industry, commerce and
Management (contributed) services) to certain locations in the metropolitan area while achieving
a sustainable transportation system. We incorporate economical, social
Contributed session and environmental aspects of triple bottom line of sustainability.
Chair: Hicham Chehade, ICD- LOSI, University of Technology of
Troyes, 12 Rue Marie Curie, 10000, Troyes, France, 2 - Inventory and Transport Planning of Raw Materials
[email protected] for Steel Enterprises
Chair: Harry Groenevelt, Simon School of Business, University of Hua-An Lu, Department of Shipping and Transportation
Rochester, Wilson Blvd, 14627, Rochester, NY, United States, Management, National Taiwan Ocean University, #2,
[email protected] Pei-Ning Road, 202, Keelung, Taiwan,
[email protected]
1 - An Inventory Model to Determine The Optimal Mix of
Steel enterprises required different kinds of raw materials for smelting
Owned and Rented Items their products. For reducing transport costs, maritime carriers are used.
Leonardo Epstein, School of Engineering, Universidad The whole inventory and transport planning of raw material imports
Adolfo Ibáñez, Av. Diagonal Las Torres 2640, (of 209 B), for a steel company is a complicate problem. This study proposes two
Peñalolén, Santiago, Chile, [email protected], Eduardo models: one for inventory scheduling of raw materials and voyage al-
González-Császár location of different ship types; one for ship assignment in considering
of deployment by own carriers or spot charter vessels. This planning
procedure was applied to a real case study for China Steel Corporation
Inventory models for rental items may be used to plan operations that
in Taiwan.
involve lending or renting tools, or providing service such as access to
telephone lines. We address the situation where the service provider
owns an inventory of items, which may not be sufficient to meet de- 3 - Experimenting a Metaheuristics for a Flexible Trans-
mand. Additional items may be obtained by renting them from another port Service
provider. Thus, emerges the problem of determining the optimal num- Pasquale Carotenuto, Istituto per le Applicazioni del Calcolo
ber of items the provider must own to maximize his expected profit "M. Picone", Consiglio Nazionale delle Ricerche, via dei
within a time horizon. We consider the situation where the number of Taurini 19, 00185, Roma, RM, Italy, [email protected],
users is finite and future demand is uncertain.
Daniele Monacelli, Marco Turco
2 - Analysis of Supply Contracts with Total Minimum A demand responsive transport system (DRTS) is a flexible system in
Quantity Commitment and Fixed Order Costs which the stops are fixed and tours are variable. Client takes a reserva-
Frank Y Chen, Department of Management Science, City tion about a trip which could be in the same day or in the next. DRTS
University of Hong Kong, Hong Kong, China, can be analyzed by two kind of dynamisms. The first is about the way
in which requests arrives to the system. In this case DRTS could be
[email protected] static if the algorithm runs after received all the requests, or can be dy-
namic on line if the algorithm runs while the requests are arriving to
We study a supply contract that specifies a minimum total (cumula- the system. The second kind of dynamism is about when the requests
tive) order quantity over the planning horizon (e.g., one year). Each are served: on reservation or on service.
replenishment order incurs both fixed and variable costs. We show the
optimal policy to be of a modified (s, S) form. 4 - Optimal Supermarket Layout
Sadegh Niroomand, Industrial Engineering, Easterm
3 - Heuristics for the (Q,R,S) inventory policy
Mediterranean University, Turkey,
Harry Groenevelt, Simon School of Business, University of
[email protected], Bela Vizvari
Rochester, Wilson Blvd, 14627, Rochester, NY, United States,
[email protected] The optimal layout of a supermarket is determined. It is well-known
that the amount of sales is an increasing function of the length of the
We will compare the performance of a number of heuristics for the (Q, customer’s path. To increase the sales, the objective is to increase
R, S) inventory policy. This is a general policy that includes periodic the travelled path in the shop. Based on real life observations, cus-
and continuous review base stock and order point-order quantity poli- tomers are classified into 16 classes. It is supposed that each customer
cies as special cases. The heuristics trade off computational effort and uses the optimal solution of the relevant TSP when visits departments.
accuracy, and provide estimates for a number of different performance The mathematical model maximizes the total weighted length of the
metrics, such as inventory holding and backorder costs, unit fill rate, 16 TSPs’ optimal solutions. The model uses the dual of DFJ model.
order fill rate, in-stock probability, etc.. Numerical results are presented.

111
TB-12 EURO 25 - Vilnius 2012

 TB-12  TB-13
Tuesday, 10:30-12h00 Tuesday, 10:30-12h00
RB-Omicron RB-Tau

Robustness in Public Transportation Geometric Clustering

Stream: Optimization in Public Transport Stream: Geometric Clustering
Invited session Invited session
Chair: Marie Schmidt, Institut für Numerische und Angewandte Chair: Andreas Brieden, Universität der Bundeswehr München,
Mathematik, Georg-August-Universität Göttingen, Lotzestraße Werner-Heisenberg-Weg 39, 85579, Neubiberg, Germany,
16-18, 37073, Göttingen, Germany, [email protected]
[email protected] Chair: Peter Gritzmann, Mathematics, TU München, Arcisstr. 21,
D-80290, Munich, Germany, [email protected]
1 - Robust Lockmaster’s Problems
Christina Büsing, Operations Research, RWTH Aachen
University, Kackertstraße 7, 52072, Aachen, Berlin, Germany, 1 - On the Diameter of Partition Polytopes
[email protected], Elisabeth Günther Steffen Borgwardt, Fakultät für Mathematik, Technische
Universität München, Boltzmannstr. 3, 85748, Garching,
An efficient solution of the lockmaster’s problem (LockP) reduces the Bayern, Germany, [email protected]
transportation time of goods along waterways and thus makes this
means of transport a competitive and environmental friendly alterna-
tive to trucks or railways. The LockP is to manage the lockage times We study the combinatorial diameter of so-called ’partition polytopes’,
such that ships arriving from different levels of a waterway get up or which are associated to partitioning a set of n items into clusters
down lifted minimizing the total waiting time. Due to delays a pre- C_1,...,C_k of prescribed sizes t_1,...,t_k. We derive upper bounds on
defined schedule may turn infeasible. To deal with these changes, we their diameter in the form of t_1+t_2, n-t_1 and n/2, which is a general-
introduce robust models, obtain compact ILP-formulations and com- ization of the well-known diameter-2 result for the Birkhoff polytope.
pare their performance on real data of the Kiel Canal. The constructive, graph-theoretical proof yields an effective algorithm
to transfer such a partition into another one by applying a number of
2 - Robustness in Periodic and Aperiodic Timetabling ’cyclical exchanges’ in between the clusters that adheres to our prov-
Marc Goerigk, Georg-August Universitaet Goettingen, 37083, ably low diameter bounds.
Goettingen, Germany, [email protected],
Anita Schöbel
2 - A New Algorithmic Approach in Mitigating Supply
In public transport timetabling, arrival and departure times need to be Chain Risk
scheduled for a set of vehicles, minimising travel times. This can be
done with or without periodically reoccurring events, resulting in the Michael Öllinger, Universität der Bundeswehr München,
periodic and aperiodic timetabling problem. Germany, [email protected], Andreas Brieden,
Peter Gritzmann
Finding timetables that also consider robustness against delays is a re-
cently emerging field of research, with a wide variety of concepts how
to define robustness. In our world of distributed production supply chain safety is an impor-
In this talk an experimental evaluation of robust timetables on close- tant issue. A new algorithmic model for supply chain safety is intro-
to real-world data is given. Both the aperiodic as well as the harder duced based on geometric clustering. Each cluster represents a differ-
periodic case are considered. ent supply chain component in the supply network, responsible for a
part of the overall production. Aiming for a minimum probability of
3 - On the improvement of robustness in railway station a failure, the clustering constructs optimal supply chain components.
areas The basic model is given in detail, complemented with simulations that
Thijs Dewilde, Centre for Industrial Management/Traffic & indicate the excellent behavior in terms of mitigating supply chain risk
and constructing a robust supply chain.
Infrastructure, University of Leuven, Celestijnenlaan 300A,
bus 2422, B-3001, Leuven, Belgium,
[email protected], Peter Sels, Dirk Cattrysse, 3 - Forecasting risk by means of geometric clustering
Pieter Vansteenwegen Andreas Brieden, Universität der Bundeswehr München,
Werner-Heisenberg-Weg 39, 85579, Neubiberg, Germany,
To improve the robustness of a railway system in station areas, we
introduce a repetitive procedure to successively optimize the train [email protected], Peter Gritzmann
routing problem and to reinforce this solution by applying timetable
changes in a tabu search environment. We introduce the spread of the Applying the law of large numbers is a convenient way to predict risk
trains in the objective function for the route choice and timetabling for a large and at the same time homogenous data set. Unfortunately
modules. The performance of our algorithms is evaluated based on the in practice you have either just small but homogenous or many, but at
case study for Brussels’ area, using a discrete event simulation. The the same time inhomogenous, datasets. In the talk a new method is
computational results indicate an improvement in robustness and a re- presented that can deal with this problem.
duction in knock-on delay.

4 - Robust bicriteria paths 4 - On optimal weighted balanced clusterings and power

Marie Schmidt, Institut für Numerische und Angewandte diagrams
Mathematik, Georg-August-Universität Göttingen, Peter Gritzmann, Mathematics, TU München, Arcisstr. 21,
Lotzestraße 16-18, 37073, Göttingen, Germany, D-80290, Munich, Germany, [email protected], Andreas
[email protected], Kenneth Kuhn, Andrea Brieden
Raith, Anita Schöbel
Finding robust solutions of optimization problems is important in prac-
tice and well researched for single-objective problems. However, in We study weighted clustering problems under balancing constraints
many applications one has to deal with several objective functions. with a view towards separation properties. We introduce gravity poly-
Motivated by the application of routing airplanes through convective topes and more general gravity bodies that encode all feasible cluster-
weather, where two conflicting objective functions are given by the ings. Then we show that their extreme points correspond to strongly
length and the risk of the chosen route, we extend robustness concepts feasible power diagrams, certain specific cell complexes, whose defin-
to the bicriteria case and develop new robustness concepts. The con- ing polyhedra contain the clusters, respectively. Further, we character-
cepts are analyzed for different uncertainty sets and relations between ize strongly feasible centroidal power diagrams in terms of the local
the different concepts are identified. optima of some ellipsoidal function over the gravity polytope.

112
 EURO 25 - Vilnius 2012 TB-16

 TB-14 1 - Numerical methods for solving semi-infinite pro-

Tuesday, 10:30-12h00 grams with infinitely many conic constraints
Takayuki Okuno, Graduate School of Informatics, Kyoto
RB-Omega
University, Yoshida-Honmachi, Sakyo-Ku, 606-8501, Kyoto,
New models in batch scheduling Japan, [email protected], Shunsuke Hayashi,
Masao Fukushima
Stream: Scheduling under Resource Constraints The semi-infinite program (SIP) is normally represented with infinitely
Invited session many inequality constraints, and has been studied extensively so far.
Chair: Mikhail Y. Kovalyov, United Institute of Informatics However, there have been few studies on the SIP involving conic con-
straints, even though it has important applications such as Chebyshev-
Problems, National Academy of Sciences of Belarus, Surganova 6, like approximation, filter design, and so on. In this talking, we focus
220012, Minsk, Belarus, [email protected] on the SIP with an infinite number of conic constraints. We provide
Chair: Ammar Oulamara, Lorraine University, LORIA UMR some applications and algorithms for solving it.
7503, Parc de Saurupt, 54000, Nancy, France, [email protected]
2 - Zimmermann-cutting plane algorithm for solving
1 - Scheduling a hybrid flowshop with a serial batch ma- non-symmetric fuzzy semi-infinite linear program-
chine: application to chemotherapy production ming problems
Ameur Soukhal, University of Tours, Computer Science Somayeh Khosravi, Mathematics, Shiraz University of
Laboratory, 64, avenue Jean Portalis, 37200, Tours, France, Tecnology, Shiraz, Iran, Islamic Republic Of,
[email protected], Jean-Charles Billaut, Yannick [email protected], Alireza Fakharzadeh
Kergosien, Christophe Lenté, Jean-François Tournamille
The Unity of Biopharmacy and Clinical Oncology of CHRU of Tours This paper introduces a solution method for fuzzy semi-infinite linear
produces cancer drugs and deliver them to nursing care services. Be- programming problems, in which contains the crisp objective function
cause these services are dispersed within a vast hospital complex, a and the infinite number of fuzzy constraints. The solution method is
person is dedicated to deliver the drugs. After being produced, the the kind of cutting plane algorithm in which its sub-problem are solved
preparations are controlled by an automaton that is in charge to check by using the Zimmermann-method. The convergence of the algorithm
the correct dosage of the various compounds of each preparation. The is proved and some numerical examples are given.
controller can be considered a serial batching machine. The objective
of this study is to propose production methods to minimize the delays. 3 - The alpha-BB based cutting plane method for semi-
infinite program with multi-dimensional index set
2 - Scheduling an unbounded batching machine with
Shunsuke Hayashi, Graduate School of Informatics, Kyoto
job processing time compatibilities University, Yoshida-Honmachi, Sakyo-Ku, 606-8501, Kyoto,
Adam Janiak, Institute of Computer Engineering, Control and Japan, [email protected], Kensuke Goumoto
Robotics, Wrocław University of Technology, Janiszewskiego
11/17, 50372, Wroclaw, Poland, [email protected], Recently, Shiu and Wu proposed the algorithm for semi-infinite pro-
Adrien Bellanger, Mikhail Y. Kovalyov, Ammar Oulamara gram (SIP) combining the alpha-BB method with the cutting plane
The problem of scheduling jobs on an unbounded batching machine is method. In this study, we extend their algorithm to the case where the
considered. The machine can process any number of jobs simultane- index set in the SIP is multi-dimensional. When the index set is one-
ously in a batch, subject to an additional constraint that, in the same dimensional, the "refinement step" in the algorithm is just to divide a
batch, the job processing times are compatible. There are processing closed interval into the left and the right. However, such a division is
time intervals for the jobs. The job processing times are compatible if not unique in the multi-dimensional case. We also apply the algorithm
the corresponding processing time intervals intersect. The batch pro- to the three-dimensional design-centering problem, which can be cast
cessing time is equal to the left endpoint of the intersection of the job as an SIP with a two-dimensional index set.
processing time intervals in this batch. The objective is to minimize a
regular function of job completion times. 4 - Weighted Voronoi cells via quadratic systems
Margarita Rodríguez Álvarez, Dpto. Estadística e
3 - An optimal algorithm to schedule jobs on two identi- Investigación Operativa, Universidad de Alicante, Ctra.
cal parallel machines with an operator Alicante-San Vicente s/n, 03690, San Vicente del Raspeig,
Djamal Rebaine, Informatique et mathématique, Université du Alicante, Spain, [email protected], Miguel Goberna,
Québec à Chicoutimi, 555, boul. de l’Université, G7H 2B1, Virginia N. Vera de Serio
Chicoutimi, Québec, Canada, [email protected], Mohammed
Zouba, Pierre Baptiste Given a set T such that each point s has assigned a positive weight
We consider the scheduling problem on two identical machines with w(s), the multiplicatively weighted (MW) Voronoi cell of s is the set of
an operator to minimize the makespan. The operator supervision is points closer to s than to any other point of T for the distance d(.,t)/w(t).
done through a subset of working modes to divide up his interventions The MW-Voronoi diagram of T is the family of MW-Voronoi cells of
over the machines. The processing times then become variable as they all the elements of T. Recently, we applied the theory of linear semi-
depend on the working mode being utilized. Therefore, the process of infinite systems to get information on the ordinary Voronoi cells and
building a schedule includes the search of the subset of working modes diagrams (with the same weight for all the points of T). In this talk, we
to utilize along with the order and the duration of their utilization. A apply results on quadratic systems to MW-Voronoi cells and diagrams.
pseudo-polynomial time algorithm is exhibited to produce an optimal
solution within a free changing mode.

 TB-16
 TB-15 Tuesday, 10:30-12h00
Tuesday, 10:30-12h00 RB-2103
RB-2101
Theory and Applications of Constrained
Algorithms for Semi-Infinite Optimization Equilibria
Stream: Semi-Infinite Optimization Stream: Uncertainty and Perturbations in Optimization
Invited session and in Environmental and Energy Modelling
Chair: Margarita Rodríguez Álvarez, Dpto. Estadística e Invited session
Investigación Operativa, Universidad de Alicante, Ctra. Chair: Jacek Krawczyk, School of Economics and Finance,
Alicante-San Vicente s/n, 03690, San Vicente del Raspeig, Victoria University of Wellington, 6140, Wellington, New
Alicante, Spain, [email protected] Zealand, [email protected]

113
TB-17 EURO 25 - Vilnius 2012

1 - Global emission ceiling versus international cap and 1 - P-HUB approach for the optimal park-and-ride facility
trade: a comparison based on normalized Nash equi- location problem
libria Vladimir Marianov, Electrical Engineering, Pontificia
Jacqueline Morgan, Department of Mathematics and Statistics Universidad Catolica de Chile, Vicuna Mackenna 4860,
& CSEF, University of Naples Federico II, Via Cinthia, 7820436 Macul, 7820436, Santiago, Chile,
80126, Napoli, Italy, [email protected], Fabien Prieur [email protected], Felipe Aros-Vera

We model climate negotiations as a two-stage game. In the first stage, We optimally locate Park and Ride (P&R) facilities, modeled as ca-
players agree on a global emission cap (GEC). In the second one, they pacitated hubs. P&R usage is maximized. Commuters can either use
non-cooperatively choose either their emission level or their emission the service or choose to travel by car only, and their behavior follows
quota, under the cap that potentially binds them together. When the a gravitational model. We consider users’ generalized cost and attrac-
emission cap is binding, among the coupled constraints Nash equilib- tiveness of P&R facilities as input for the gravity rule. For small in-
ria, we select a normalized equilibrium. With and without emission stances of the problem, we propose a novel linearization of the gravity
trading, there exists a range of values for which a binding cap im- rule. A modification of the Heuristic Concentration Integer procedure
proves all players’ payoff. Moreover GEC outperforms the ITC system is applied to solve larger instances. Numerical results are shown, in-
in terms of emission reduction and payoff gains. cluding a case in Queens, NY.

2 - Hub location under uncertainty

2 - Robust Nash Equilibrium in a Class of Multi-Leader-
Francisco Saldanha-da-Gama, CIO/DEIO, University of
Follower Games Lisbon, FCUL-DEIO, Bloco C6, Piso 4, 1749-016, Lisbon,
Masao Fukushima, Kyoto University, Japan, Portugal, [email protected], Sibel A. Alumur, Stefan Nickel
[email protected]
In this work, we address several aspects concerning hub location prob-
In this paper, we focus on a class of multi-leader-follower games un- lems under uncertainty. Two sources of uncertainty are considered: the
der uncertainty with some special structure. By means of the robust set-up costs for the hubs and the demands to be transported between
optimization technique, we first formulate the game as the robust Nash the nodes. Generic models are presented for single and multiple allo-
equilibrium problem, and then the generalized variational inequality cation versions of the problems. Using a set of computational tests we
(GVI) problem. We then establish some results on the existence and analyze the changes in the solutions driven by the different sources of
uniqueness of a robust leader-follower Nash equilibrium. We also ap- uncertainty considered isolated and combined.
ply the forward-backward splitting method to solve the GVI formula-
tion of the problem and present some numerical examples. [This is a 3 - Hub and Spoke Network Design with Single-
joint work with Ming Hu.] assignment, Capacity Decisions and Balancing Re-
quirements
3 - Regulation of pollution in a Cournot equilibrium Stefan Nickel, Institute for Operations Research, Karlsruhe
Lars Mathiesen, Economics, Norwegian School of Institute of Technology (KIT), Geb 11.40, 76128, Karlsruhe,
Economics, Helleveien 30, 5045, Bergen, Norway, Baden-Wuertemberg, Germany, [email protected], Isabel
[email protected] Correia, Francisco Saldanha-da-Gama
This paper is concerned with modeling polluters that form an oligopoly An extension of the capacitated single-allocation hub location problem
in their product market. Adding emission-constraints converts the is considered in which not only the capacity of the hubs is part of the
Cournot-Nash equilibrium into a generalized Nash equilibrium prob- decision making process but also balancing requirements are imposed
lem (GNEP). When coupling constraints are common and correspond- on the network. The decisions involve: the selection of the hubs, the
ing shadow prices are equal to all players the resulting equilibrium is a allocation of the spoke nodes to the hubs, the flow distribution through
complementarity problem (CP). Conditions for convergence of a New- the sub network defined by the hubs, and the capacity level at which
ton process to a unique equilibrium of the CP are shown to be similar to each hub should operate. A set of computational experiments is per-
those of the Cournot-Nash model. Computational results demonstrate formed and the results are reported.
its efficiency compared to other approaches.
4 - Supermodular Properties in Hub Location
4 - Economics of collective monitoring: a study of envi- Ivan Contreras, Concordia University, H3G 1M8, Montreal,
ronmentally constrained electricity generators Canada, [email protected], Elena Fernandez
Jacek Krawczyk, School of Economics and Finance, Victoria
University of Wellington, 6140, Wellington, New Zealand, In this work we show how a generalized hub location problem, that
includes as particular cases well-known hub node and hub arc loca-
[email protected], Javier Contreras, James Zuccollo
tion problems, can be stated as the maximization of a supermodular
function. As a consequence, we obtain worst-case bounds on the per-
We tackle welfare differences between individual and collective moni- formance of a greedy heuristic. Moreover, we present two integer pro-
toring of pollution. Given a model of emissions propagation the regu- gramming formulations for the generalized hub location problem. One
lator can calculate the optimal emissions quota for each generator and of these formulations is derived from the properties of supermodular
enforce it through individual monitoring. That will maximise welfare, functions, and involves variables with at most two indices. Computa-
but may be expensive because of implementation costs. An alternative tional experiments confirm the efficiency of such formulation.
is provied. We use a 3-node network, find that the welfare loss from
collective monitoring can be small and that the imposition of trans-
mission and environmental restrictions may benefit the “inefficient”
generator and decrease consumer surplus.
 TB-18
Tuesday, 10:30-12h00
RB-2107
 TB-17
Tuesday, 10:30-12h00 Location Analysis: Advanced
RB-2105 Optimization Tools
Hub Location I Stream: Continuous Location
Invited session
Stream: Hub Location Chair: Víctor Blanco, Quant. Methods for Economics & Bussines,
Invited session Universidad de Granada, Facultad de Ciencias Economicas y
Chair: Ivan Contreras, Concordia University, H3G 1M8, Montreal, Empresariales, Campus Cartuja, 18011, Granada, Spain,
Canada, [email protected] [email protected]

114
 EURO 25 - Vilnius 2012 TB-20

1 - Expanding Search for a Hider on a Network 1 - Selecting prospects for cross-selling financial prod-
Steve Alpern, Mathematics Department, London School of ucts using multivariate credibility
Economics, Houghton Street, WC2A 2AE, London, United Fredrik Thuring, Actuarial Science, Cass Business School,
Kingdom, [email protected], Thomas Lidbetter 106 Bunhill Row, EC1Y 8TZ, London, United Kingdom,
A Hider H is hidden somewhere on a network Q. A Searcher chooses [email protected], Jens Perch Nielsen, Catalina Bolance
continuously expanding sets, of total length. Starting at a given point
A, he captures the Hider at the first time T with H in set. This new For many companies a possible way to expand its business is to sell
search paradigm models searching by a team of agents. We solve the more products to preferred customers in its portfolio. Data on the cus-
Bayesian problem on a tree (where the distribution of H is known) and tomers’ past behaviour (e.g. past claiming history, for insurance prod-
the game where the Hider chooses H and T is the payoff, for certain ucts, or past information on defaulting, for banking products) is stored
types of networks. This extends the article S. Alpern, ’Find-and-Fetch in the company’s data base and can be used to assess whether or not
on a Tree’, Operations Research 59 (2011). more products should be offered to a specific customer. This study
implements a method for using historical data of each individual cus-
2 - Solving the franchisor-franchisee bi-objective opti- tomer, and the portfolio as a whole, to select a target group of customer
mization problem to whom more products would be offered.
Pilar M. Ortigosa, Computer Architecture and Electronics, 2 - A logistic regression approach to estimating cus-
University of Almería, Ctra. Sacramento s/n, La Cañada de
tomer profit loss due to lapses in insurance
San Urbano, 04120, Almería, Spain, [email protected], Juana
Ana Maria Perez-Marin, Econometrics and Statistics,
López-Redondo, Jose Fernandez, Aranzazu Gila Arrondo,
University of Barcelona, Av. Diagonal 690, Faculty of
Carmen G. Escamilla, Victoria Plaza Leiva
Though the problem of obtaining the Pareto-front for this problem has
Economics, 08034, Barcelona, Barcelona, Spain,
been previously tackled through exact general methods, they require [email protected], Montserrat Guillen, Manuela Alcañiz
high computational effort. In this work, we propose a new multi- This article focuses on business risk management in the insurance in-
objective optimization heuristic algorithm, which deals with the prob- dustry. A methodology for estimating the profit loss caused by each
lem at hand in a fast and efficient way. It combines ideas from dif- customer in the portfolio due to policy cancellation is proposed. Us-
ferent multi-objective and single-objective optimization evolutionary ing data from a European insurance company, customer behaviour over
algorithms, although it also incorporates new devices which help to re- time is analyzed in order to estimate the probability of policy cance-
duce the computational requirements, and also to improve the quality lation and the resulting potential profit loss due to cancellation in two
of the provided solutions. different lines of business contracts. Implications for understanding
customer cancellation behaviour as the core of business risk manage-
3 - Optimal Timings of Project Control Points using Fa-
ment are outlined.
cility Location Model and Simulation
Narjes Sabeghi, Applied Mathematics, Ferdowsi University of 3 - Developing customer fidelity programs and strate-
Mashhad, Faculty of Mathematical Sciences, gies within customer relationship management activ-
No10,ladan10,vakilabad BLV,Mashhad,Iran, Mashhad, Iran, ities
Islamic Republic Of, [email protected], Hamed Aras Keropyan, Economics and Business Organization,
Reza Tareghian, Hassan Taheri, Mohammad Amini University of Barcelona, 08034, Barcelona, Spain,
Approaches with static view to the project control suffer from the fact [email protected], Ana Maria Gil-Lafuente
that the possibility of corrective actions is missing. In this paper, we
consider a dynamic view to the project control and use an adapted ver- Over the last decade, Customer Relationship Management (CRM) ac-
sion of the facility location model to find optimal timings of the control tivities have become fundamental for companies. Every time it is being
points. A simulation model is then used to predict the possible devia- more costly to acquire new customers than retaining the existing busi-
tions from the base plan at each control point. Borrowing ideas from ness, therefore the big corporations are more disposed to invest more
disturbance management, corrective actions are taken. This process resources for existing customers in order to assure their satisfaction and
continues until the timing of the last point of control is obtained. fidelity with the company. In this study our objective is to implement
a fuzzy based Hungarian Method that will allow us to develop effi-
4 - A hierarchy of SDP-relaxations for multifacility or- cient customer fidelity programs and strategies for different customer
dered median problems segments within CRM activities.
Víctor Blanco, Quant. Methods for Economics & Bussines,
Universidad de Granada, Facultad de Ciencias Economicas y
Empresariales, Campus Cartuja, 18011, Granada, Spain,
[email protected], Justo Puerto, Safae EL Haj Ben Ali
We consider multifacility ordered median continuous location prob-
 TB-20
lems with any norm, and in any dimension. We show that there is a Tuesday, 10:30-12h00
sequence of semi definite programming relaxations that converges to RB-2113
the optimal solution of the problem by using a Lasserre’s moment ap-
proach. Furthermore, in order to solve larger problems, we prove that Financial Modeling and Optimization
we can exploit the sparsity and the symmetry of the original problem
to reduce, considerably, the size of the SDP problems in the sequence.
Stream: Decision Making Modeling and Risk Assess-
ment in the Financial Sector
Invited session
 TB-19 Chair: Hüseyin Tatlidil, Statistics, Hacettepe University, Hacettepe
Tuesday, 10:30-12h00 Universitesi Beytepe Kampusu Istatistik Bolumu, Beytepe, 06532,
Ankara, Turkey, [email protected]
RB-2111
1 - Portfolio optimization with a new quantile-based risk
Quantitative Models for Risk Management
measure
in Insurance Cristinca Fulga, Gheorghe Mihoc-Caius Iacob Institute of
Stream: Actuarial Sciences and Stochastic Calculus Mathematical Statistics and Applied Mathematics of
Romanian Academy, Calea 13 Septembrie No.13, Sector 5,
Invited session 050711, Bucharest, Romania, [email protected]
Chair: Montserrat Guillen, Econometrics-UB, University of
Barcelona, Diagonal, 690, E-08034, Barcelona, Spain, We develop a portfolio selection method which takes into considera-
tion the recent positive evolution of the risky assets that are not com-
[email protected] prised in the portfolio available at the moment of the decision by using
Chair: Ana Maria Perez-Marin, Econometrics and Statistics, the Analytical Hierarchy Process. Our model relies on a new quan-
University of Barcelona, Av. Diagonal 690, Faculty of Economics, tile based risk measure which is defined using the modified loss dis-
08034, Barcelona, Barcelona, Spain, [email protected] tribution according to the decision maker’s loss aversion preferences.

115
TB-21 EURO 25 - Vilnius 2012

We investigate the practical performance of the proposed Mean-Risk Tatiana Zolotova, Chair f Applied mathematics, State
model on a portfolio composed of some of the most representative se- University of the Ministry of Finance of the Russian
curities of the Bucharest Stock Exchange. Federation, 127006, Moscow, Nastasinsci lane, house 3, case
2, Research financial institutions, 127006, Moscow, Russian
2 - Probability distribution models for european stock Federation, [email protected]
index returns The work is devoted to the description of the general model of the risk
Chris Katris, Engineering Sciences, University of Patras, management, including two submodels: the model of an estimation of
26504, Patras, Greece, [email protected], Sophia system effectiveness and the model of an estimation of the risk of its
Daskalaki functioning. The general model can be applied to decision-making in
conditions of risk for various complex systems and processes. Prob-
We study the marginal distributions of daily returns for eight European lems of management are considered for stochastic processes at the
Stock Market Indices and attempt to fit the Generalized Hyperbolic strategic and share investment, using various estimations of risk. Meth-
and mixtures of Normal Distributions. We also create a model that ods of these problems decision in view of criteria of efficiency and risk
combines the Generalized Pareto for the tails and other distributions are offered.
for the rest of the data. The above marginal distributions are then con-
sidered as static models for parametric estimation of the Value at Risk 2 - Stochastic Hybrid Dynamical Financial Systems and
Evaluation of the models concludes this work. Their Optimization
Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
3 - A Query for Statistical Arbitrage in Fixed Income Mar- Middle East Technical University, ODTÜ, 06531, Ankara,
kets for Developing Countries Turkey, [email protected], Büsra Temocin, Azar Karimov,
Sait Satiroglu, Center For Computational Finance, Ozyegin Erdem Kilic, Yeliz Yolcu Okur
University, Kusbakisi Cad No:2, Altunizade Uskudar, 34662, We represent dynamics in finance under uncertainty and covariance.
Istanbul, Turkey, [email protected], Emrah Sener, An emerging representation tool for this is Stochastic Differential
Emrah Ahi Equations. Is has become acknowledged that additionally an impulsive
part is needed, together amounting for Levy processes. Even these are
This paper studies the Nelson-Siegel framework driven fixed income often composed piecewise with changes happening at thresholds. We
arbitrage strategy in three developing countries. We consider the rich present several classes of these Hybrid Systems, discuss problems of
cheap analysis and buttery trades which historically present abnormal identification, keeping them between barriers and optimizing portfo-
yields to maturity, taking as reference a robust zero-coupon yield curve lios with regard to them, discussing approaches of Hamilton-Jacobi-
fitted with bond prices. The main contribution of the paper is the Bellman and Maximum Principle.
construction-optimization, back-testing and comparison of our fitted
yield curves and Z-score based strategies. We show that "intellectual
3 - Parameter Estimation for Stochastic Differential
capital" required yield curve arbitrage strategies produce positively Equations
skewed returns also in emerging markets. Tansel Avkar, Department of Mathematics, Middle East
Technical University, 06531, Ankara, Turkey,
4 - The Performance of Value at Risk and Expected [email protected], Gerhard-Wilhelm Weber
Shortfall Under Subfamilies of Generalized Hyper- Stochastic differential equations play a fundamental role in modeling
bolic Distributions: Evidence from ISE-30 dynamic phenomena in nature, technology and economy. Models de-
Ali Sabri Taylan, Market Oversight, Turkish Derivatives fined via SDEs usually depend on finite or possibly infinite dimen-
sional parameters. To obtain a useful model, it is critical to estimate
Exchange, Vadeli Islem ve Opsiyon Borsasi A.S., Akdeniz them. But these equations are hard to represent by a computer and to
Cd. Birsel Is Mrk. No:14 Kat:6, 35210, Izmir, Turkey, resolve. We express them in the manner of approximation by a dis-
[email protected], Hüseyin Tatlidil cretization and additive models with splines. Our estimation refers to
the linearly involved spline coefficients and the partially nonlinearly
The approach based on normal distribution was used in the studies of involved probabilistic parameters.
guessing the VaR as a standard risk measuring criterion. However, in
many researches it is understood that the distribution of return series of 4 - A Surrogate Constraint Approach for a Scenario-
financial variables has heavy tails and it is skewed and straight. In this based Capital Budgeting Model
study, we fit subfamilies of generalized hyperbolic distributions and José Paixão, Dept. Statistics and Operations Research,
evaluate the performance of quantile-based risk measures such as VaR Faculty of Sciences - University of Lisbon, Bloco C6 - Campo
and Expected Shortfall with a dataset of daily prices of ISE-30 Index
and stocks. We also examine the differences between the success rates Grande, 1749-016, LISBOA, Portugal, [email protected],
of the calculated risk measures. Anabela Costa
Contingent claims analysis can be used for project evaluation when
the project develops stochastically over time and the decision to invest
can be postponed. In that perspective, a model has been presented in
the literature. However, the corresponding linear integer program turns
out to be quite intractable even for small size instances. In this talk, we
 TB-21 present a surrogate constraint relaxation for the original problem yield-
Tuesday, 10:30-12h00 ing the determination of lower and upper bounds for the optimal value
RB-2115 of the problem. Computational experience, allowing the comparison
with other approaches, is reported.
Financial Mathematics and OR 6
Stream: Financial Mathematics and OR
Invited session  TB-22
Chair: Tatiana Zolotova, Chair f Applied mathematics, State Tuesday, 10:30-12h00
University of the Ministry of Finance of the Russian Federation, RB-2117
127006, Moscow, Nastasinsci lane, house 3, case 2, Research
financial institutions, 127006, Moscow, Russian Federation, Mathematical Models in Macro- and
[email protected] Microeconomics 1
Chair: Tansel Avkar, Department of Mathematics, Middle East
Technical University, 06531, Ankara, Turkey, Stream: Mathematical Models in Macro- and Microe-
[email protected] conomics
Invited session
1 - The general approach to the modeling of the risk Chair: Marta Kostrzewska, Institute of Mathematics, University of
management procedures and its specification for in- Silesia, ul. Bankowa 14, Katowice, 40-007, Katowice, Poland,
vestment problems [email protected]

116
 EURO 25 - Vilnius 2012 TB-24

1 - Efficiency-Indices for revealed preference tests: 1 - Robust Optimization in Spline Regression Models for
Complexity results and algorithms Target-Environment Networks
Bart Smeulders, Faculty of Business and Economics, KU Ayse Özmen, Scientific Computing, Institute of Applied
Leuven, Naamsestraat 69, 3000, Leuven, Belgium, Mathematics, Middle East Technical University,
[email protected], Frits Spieksma Kazimkarabekir Mah. 2048. Sok No:5/5, Etimesgut, 06790,
In this paper, we prove a number of complexity results regarding Ankara, Turkey, [email protected], Erik Kropat,
efficiency-indices for revealed preference tests. These indices are often Gerhard-Wilhelm Weber
used in micro-economics as a measure of consumer rationality. While
a number of observations regarding the difficulty of calculating these Solutions to optimization problems can represent significant sensitiv-
indices are made in the economics literature, few formal results exist. ity to perturbations in the parameters of the problem. So, optimiza-
For one popular efficiency-index we provide exact polynomial time tion affected by parameter uncertainty is a focus of the mathematical
algorithms, whilst for two other common efficiency-indices we prove programming and a need to tackle uncertain data when optimization
NP-Hardness for four different axioms of revealed preference. results are combined within real-life applications. Since the regres-
sion models of target-environment networks can be affected by noise,
2 - Who’s Number One? Asymmetric Production Costs we introduce spline regression models using MARS, Conic MARS
as a Determinant of Quality Rankings (CMARS) and, their robust versions under polyhedral uncertainty by
Mihkel Tombak, Management, University of Toronto, 3359 using robust optimization that deal with data uncertainty.
Mississauga Rd North, L5L 1C6, Mississauga, Ontario,
Canada, [email protected], Sergio Meza 2 - Optimal parameters region for Pulse Width - Pulse
We examine how production cost asymmetries affect the way firms Frequency and Pseudo-Rate modulators
compete in prices and quality in a vertical differentiation model and M. Navabi, SMARTLAB, Shahid Beheshti University, GC,
obtain an endogenously determined quality ranking. When cost differ- 1234, NY, Iran, Islamic Republic Of,
ences grow, quality differentials decrease, and when they grow large [email protected], Hamed Rangraz
enough, we have a unique duopoly equilibrium where the low-cost
firm offers high quality. We illustrate the robustness of these results to Pulse Width - Pulse Frequency, the device that translates the continu-
different costs of quality formulations and find our results are strength- ous commanded torque signal to an on/off signal, is analyzed, the opti-
ened when adding costs of quality. We conduct a welfare analysis and mal range of its parameters is determined and compared with pseudo-
discuss implications. rate modulator. Thrusters used as attitude control actuator operate in
3 - Time-varying regression model of gross domestic on-off mode, but controller create a continuous signal, therefore a unit
is needed to translate continuous signal while providing lowest fuel
product consumption and thruster firing for attitude control of spacecraft. Two
Damir Atygayev, Control/Management and Applied modulators are selected and optimized through system analysis.
Mathematics, Moscow Institute of Physics and Tehnology,
Russian Federation, [email protected], Vadim Mottl 3 - Economically optimal days open and days dry in high
In this paper, we review time-varying linear regression, which is the milking cows
essence of recovering some hidden dependences (GDP’s components), Joanna M. Makulska, Department of Cattle Breeding,
which are time-varying in the general case. Feature of this model is University of Agriculture in Krakow, al. Mickiewicza 24/28,
the assumption of zero presence of noise in the observations and hid-
den components. This assumption imposes additional constraints on 30-059, Kraków, Poland, [email protected], Andrzej
the observations and the functional dependence of the hidden compo- W˛eglarz, Anna Stygar
nents. The method being proposed is simple in tuning and has linear
computational complexity with respect to the signal length. Numerous investigations indicate a necessity to change standard rec-
ommendations on the optimal length of days open and days dry in high
4 - Games in the network flows yielding dairy herds. This study presents the solutions obtained from
Marta Kostrzewska, Institute of Mathematics, University of the multi-level hierarchic Markov model developed to support the eco-
Silesia, ul. Bankowa 14, Katowice, 40-007, Katowice, Poland, nomically optimal decisions on insemination, drying-off and replace-
[email protected], Leslaw Socha ment of high milking cows. The biological, technical and economic
parameters of the model were derived based on the empirical data rep-
The aim of this presentation is to study the cooperative games related resenting the conditions of dairy cattle production in Poland and on the
to the network cost flow problem. We consider the network in which results of a literature review.
the set of arcs is shared between K players. Every coalition is inter-
ested in maximizing the value of the preference function together with
minimizing the linear function representing the total cost of a flow.
The coalition is wining if both criteria do not exceed defined extreme
values. The properties and the costs of stability of defined games are
studied.  TB-24
Tuesday, 10:30-12h00
CC-A11
 TB-23 Financial Forecasting and Risk Analysis
Tuesday, 10:30-12h00
RB-Delta Stream: Forecasting
Invited session
Mathematical Programming and Chair: Patricia Xufre, CIO-FCUL and NovaSBE, Edificio C6,
Regulatory - Ecological Systems Campo Grande, 1749-016, Lisboa, Portugal, [email protected]

Stream: Mathematical Programming 1 - Are the tails different from the body?
Invited session Jose Faias, UCP, Catolica Lisbon School of Business and
Chair: Erik Kropat, Department of Computer Science, Universität Economics, Palma de Cima, VAT 501082522, 1649-023,
der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577, Lisbon, Portugal, [email protected]
Neubiberg, Germany, [email protected]
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics, In recent years there has been an increasing interest in modeling depen-
dence in heavy tail phenomena such as the latest turbulence episodes
Middle East Technical University, ODTÜ, 06531, Ankara, Turkey, in financial markets. We measure extremal correlation in international
[email protected] equity markets. Our analysis offers a new perspective into the dynam-
Chair: Joanna M. Makulska, Department of Cattle Breeding, ics governing asset return comovements during periods of stress at the
University of Agriculture in Krakow, al. Mickiewicza 24/28, cross-country and cross-sectoral levels.
30-059, Kraków, Poland, [email protected]

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2 - Investment models with a VaR constraint 2 - An application of Revenue Management in remanu-

Patricia Xufre, CIO-FCUL and NovaSBE, Edificio C6, facturing: the case of a third party remanufacturer
Campo Grande, 1749-016, Lisboa, Portugal, Joao Quariguasi, MACE, University of Manchester,
[email protected], Antonio Rodrigues Manchester, United Kingdom,
[email protected], Andy Reade,
We analyse how VaR (Value-at-Risk) can be used directly to design Azadeh Dindarian
an investment strategy. We propose 2 methods to build an investment
model based on the profit maximization with VaR constrained: (i) the Optimally deciding as to whether recycle, refurbish, remanufacture or
distribution of the returns is stationary, (ii) a recursive way to estimate retrieve parts from a returned product is no trivial task, and is dictated
VaR allowing adaptation to new information. The estimation of the by a number of factors: the WTP for the remanufactured product, scrap
quantile is made through a new neurocomputational procedure. Both prices, remanufacturer’s idle capacity. Moreover, in the case of large
methods were tested for several price time series, as well as with arti- third party remanufacturers, these decisions have to be made hundreds
ficial data generated according to different stochastic models. of thousands of times a year. In this paper, using real data obtained
from a large remanufacturer in the UK, and drawing on revenue man-
3 - Recursive quantile estimation vs. quantiles from re- agement techniques, we develop an automated system to support such
cursive density estimation decisions.
Jose Luis Carmo, CIO and University of Algarve, Portugal, 3 - Robust design of production networks for second
[email protected], Antonio Rodrigues generation synthetic bio-fuel
Many decision problems, namely in the areas of financial investing, Grit Walther, Schumpeter School of Business and Economics,
inventory management or quality control, are approachable by the re- Chair of Production and Logistics, Bergische Universität
cursive estimation of quantiles, from (possibly) nonstationary time se- Wuppertal, Rainer-Gruenter-Str. 21, 42119, Wuppertal,
ries. In this work, we compare different recursive quantile estimation Germany, [email protected], Thomas Spengler,
methods, and end up concluding, on the basis of empirical evidence, in Anne Schatka, Laura Hombach
favour of an alternative approach: the computation of quantiles from
recursively estimated probability densities, the latter being accom- Second generation synthetic bio-fuels can make an important contribu-
plished through an original adaptive exponential smoothing method. tion to sustainable mobility. However, there are currently high uncer-
tainties with regard to development of production technology, future
4 - How the stochastic problem drives the Brazilian elec- political requirements, and future demand. We develop a multi-period
MIP-model for integrated location, capacity and technology planning
tric sector for the design of production networks for second generation synthetic
Reinaldo Souza, Departamento de Engenharia Elétrica, bio-fuels. Principle network configurations are developed, and the un-
Pontifícia Universidade Católica do Rio de Janeiro, Rua certainties are regarded using a scenario based approach.
Marquês de São Vicente, 22453-900, Rio de Janeiro, RJ,
Brazil, [email protected], Pedro Ferreira, Fernando 4 - An integrated model for sustainable food logistics
Luiz Cyrino Oliveira management
Mehmet Soysal, Operations Research and Logistics,
This article aims, first of all, at presenting the reader a broad perspec- Wageningen University, Hollandseweg 1, 6706 KN,
tive of the Brazilian Electric sector, identifying the process of trans- Wageningen, Netherlands, [email protected], Jacqueline
formation through which it underwent during the last decades, arriving Bloemhof, Jack van der Vorst
at the Brazilian Electric Sector’s (BES) New Model. With this New
Model, it is shown how a good modeling of the stochastic variable Food supply chains (FSCs) require different quantitative models for
is determinant to the good functioning of the BES’ three fundamen- aiding management decisions, mainly because of the perishability of
tal pillars, that is, planning, operation, and accounting and settlement the product. Addition of sustainability concerns makes models for the
process of the energy transactions in the short term market. FSCs more challenging. In this study, we develop a generic MILP
model for the logistics management of FSCs while considering the per-
ishability of the products and the sustainability (GHG emissions) of the
transportation modes. The model minimizes various costs, while ful-
filling demand requirements and can be used as a decision support tool
for improving the sustainability of FSCs.
 TB-25
Tuesday, 10:30-12h00
CC-A23

Sustainable Supply Chains  TB-27

Tuesday, 10:30-12h00
Stream: Environmental Issues in Operations Manage- CC-A25
ment
Invited session Decision Analysis in Practice
Chair: Mehmet Soysal, Operations Research and Logistics, Stream: Decision Processes
Wageningen University, Hollandseweg 1, 6706 KN, Wageningen,
Netherlands, [email protected]
Invited session
Chair: Mara Airoldi, Dept of Management, London School of
Economics and Political Science, Houghton Street, WC2A 2AE,
1 - Carbon-Optimal and Carbon-Neutral Supply Chains
London, United Kingdom, [email protected]
Charles Corbett, UCLA Anderson School of Management,
110 westwood plaza, box 951481, 90095-1481, Los Angeles, 1 - Assessing the value for money of UK public services
CA, United States, [email protected], Felipe Tom McBride, National Audit Office, SW1W 9SP, London,
Caro, Tarkan Tan, Rob Zuidwijk United Kingdom, [email protected]
We introduce a model of joint production of GHG emissions in gen- The National Audit Office provides the UK Parliament with indepen-
eral supply chains, decomposing total footprint into processes, each of dent assurance on the use of public resources. One way we do this is by
which can be influenced by any combination of firms. We examine publishing around 60 Value for Money (VfM) reports per year. These
when the supply chain can be carbon-optimal, ie. when all firms ex- reports are on topics as diverse as dementia services and banking sup-
ert first-best emissions reduction effort levels. We find that, to induce port. OR plays an important role in our work. For example they can be
carbon-optimal effort levels, emissions need to be over-allocated. This used to construct a counterfactual to assess if VfM has been achieved;
means that the focus in the LCA and carbon footprinting literature on or to examine the integrity of Government forecasts. This presentation
avoiding double-counting is, in the context of setting incentives, mis- will give an overview of our role, and present 3 case studies of how we
guided. have used OR to analyse UK public services.

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2 - Disinvestments in practice 3 - Double and One Sided Moral Hazard in the Three-tier
Mara Airoldi, Dept of Management, London School of hierarchical Organization of the Venture Capital Fi-
Economics and Political Science, Houghton Street, WC2A nance
2AE, London, United Kingdom, [email protected] Ayi Gavirel Ayayi, Science de la gestion, Université du
Québec, 3351 Boulevard des Forges, G9A 5H7, Trois
A challenge faced by many public sector organisations is how to re- Rivières, Québec, Canada, [email protected]
duce costs. Disinvesting is more challenging than allocating additional
spend, because the staff who know the service best do not see honest The paper studies double-sided moral hazard problem (MHP) between
presentation of the options as being in their interest. We show how venture capitalists (VCs) and entrepreneurs and one-sided MHP be-
a decision conferencing approach was used to help a health authority tween the investors in the venture capital funds and VCs because of
make critical decisions about the reconfiguration of an eating disorders the direct impact of the moral hazard on the performance of the funds
service in order to secure cost savings, and discuss lessons learned. as well as on the growth and the success of the investees. I show that
an optimal compensation contract can reconcile the different needs and
concerns of the three contracting parties; given the information distri-
3 - Tackling uncertainties in multi-criteria decision sup- bution and the behavioral assumptions. Global optimization program
port for sustainable water infrastructure planning is used to solve goal congruence optimal contract.
Lisa Scholten, System Analysis, Integrated Assessment and
Modelling, EAWAG:Swiss Federal Institute of Aquatic
Science and Technology, Ueberlandstr 133, P.O.Box 611,
8600, Dubendorf, Zurich, Switzerland,  TB-29
[email protected], Judit Lienert Tuesday, 10:30-12h00
To support water infrastructure choices under uncertain scenarios, CC-A29
MAUT is applied to a case study in Switzerland. Different sources of
uncertainty from internal and external factors of MCDA will be con- MINLP and Nonlinear Network Flows in
sidered during evaluation. Due to the complexity of elicitation and
uncertainty modeling, usually much simplified preference models are
Gas Transport I
used (e.g. risk neutrality, additive aggregation). Knowing (from global
sensitivity analysis), which uncertainty really matters, will help to fo- Stream: Mixed-Integer Non-Linear Programming
cus on more adapted elicitation design. The overall decision analytic Invited session
framework and first results will be presented. Chair: Benjamin Hiller, Optimization, Zuse Institute Berlin,
Takustr. 7, 14195, Berlin, [email protected]
1 - Checking Feasibility in Stationary Models of Gas
Transportation
 TB-28 Claudia Stangl, Mathematics, University of Duisburg-Essen,
Tuesday, 10:30-12h00 Butlerstrasse 10, 47058, duisburg, Germany,
CC-A27 [email protected], Rüdiger Schultz
Checking the feasibility of transportation requests belongs to the key
Optimization Modeling tasks in gas pipeline operation. In its most basic form, the problem is
to decide whether a certain quantity of gas can be sent through the net-
work from prescribed entries to prescribed exit points. In the stationary
Stream: Structured Optimization and Applications case, the physics of gas flow together with technological and commer-
Invited session cial side conditions lead to a pretty big (nonlinear, mixed-integer, finite
Chair: Marcel Sinske, Institute of Operations Research, Karlsruhe dimensional) inequality system. We present elimination and approxi-
Institute of Technology, Kaiserstraße 12, 76131, Karlsruhe, mation techniques so that the remaining system gets within the reach
of standard NLP-solvers.
Germany, [email protected]
2 - The Gas Network Nomination Validation Problem - An
1 - Taxonomy of concepts and terms in administration, MIP Approach
OR and management Bjoern Geissler, Mathematics, FAU Erlangen-Nürnberg,
Erwin Reizes, O.R., Fac.Ing./UdelaR,Uruguay, Luis A.de Discrete Optimization, Cauerstraße 11, 91058, Erlangen,
Herrera 1042,ap.1701 (home), ap.1701, 11300, Montevideo, Germany, [email protected], Alexander
Uruguay, [email protected] Martin, Antonio Morsi, Lars Schewe
Nomination validation constitutes kind of a core problem for many op-
A Taxonomy of concepts and terms seems necessary to scope with the timization tasks in gas economy. It is about to decide whether a gas
"Babel" of synonyms and homonyms in administration, OR and man- network can be operated such that given demands are satisfied subject
agement theory and practice. Based on ideas of Logic, System Theory, to legal, physical and technical constraints. The nomination validation
Linguistics, Biology, OR and Informatics, a uniform correspondance problem is most naturally modeled as nonconvex MINLP. However, for
of concepts and terms is given. large networks these models are intractable by state-of-the-art MINLP-
solvers. We present an alternative approach based on a new kind of
2 - Measuring the Performance of TV Campaigns based MIP-relaxations and provide computational evidence for its suitability
even for large real-life instances.
on DEA: an Empirical Study
Katsuaki Tanaka, Faculty of Business Administration, 3 - Gas Network Topology Optimization
Setsunan University, 17-8 Ikedanakamachi, 572-8508, Jesco Humpola, Optimization, Zuse Institute Berlin,
Neyagawa, Osaka, Japan, [email protected], Takusstrasse 7, 14159, Berlin, Berlin, Germany,
Yoshinori Matano [email protected], Thorsten Koch, Thomas Lehmann, Jonas
Schweiger
Though much efforts have been done to have a understanding of the We aim for topology optimization of large-scale, real-world gas trans-
TV advertising effects, there is no definite standard. The frontier anal- mission networks. Given a nomination, i.e. a balanced allocation of
ysis is useful clarifying whether the campaign is efficient or not. DEA source and sink flows, we look for a suitable setting of all network
is a frontier analysis based on the empirical data. By observing the dis- components and a cost optimal selection of new network elements,
tance from the frontier, it provides the improvement of the inefficient such that the requested amount of gas can be transmitted through the
DMU. In this paper, DEA is employed to measure the performance of network without violating physical or operational constraints. The
TV advertising campaigns. Each campaign is considered as a DMU - problem can be stated as a non-convex MINLP, which we solve by
the inputs are the advertising expenditures whereas the outputs are the a special tailored combination of the solvers SCIP and IPOPT and a
awareness and knowledge of the campaigns. heuristic that makes use of the dual values of the IPOPT calls.

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4 - Modeling flow in gas transmission networks using The joint production and distribution planning problem usually ad-
shape-constrained expectile regression dresses batching of orders disregarding lot sizing. We investigate the
Fabian Sobotka, Economics, Universität Goettingen, Platz der value of considering lot sizing versus batching for a multi-customer de-
livery problem with routing and perishable products. Results show that
Göttinger Sieben 5, 37073, Göttingen, Niedersachsen, lot sizing is able to deliver better solutions than batching. Moreover,
Germany, [email protected], Radoslava the flexibility due to lot sizing decisions can reduce production and
Mirkov, Werner Römisch, Thomas Kneib distribution costs. Finally, these savings are leveraged by customers
with tight time windows and production systems with non-triangular
The gas flow within a gas transmission network is studied with the setups.
aim to optimise such networks. A geoadditive model for describing
the dependence between the maximum daily gas flow and the tempera-
ture on network exits is proposed. Semiparametric expectile regression
provides the possibility to model the upper tail of the response distri-
bution while accounting for the spatial correlation between different
exits. The effect of the temperature is modeled with shape constraints  TB-31
to include knowledge about gas load profiles and to allow for a realistic Tuesday, 10:30-12h00
prediction. CC-A33

Data Analysis and Its Applications

Stream: Data Mining, Knowledge Discovery and Artifi-
 TB-30 cial Intelligence
Tuesday, 10:30-12h00 Contributed session
CC-A31 Chair: Irina Yatskiv, Computer Science, Transport and
Applications and Decision Support Telecommunication institute, Lomonosova 1, LV-1019, Riga,
Latvia, [email protected]
Systems
1 - Extending Learning Vector Quantization for mixed-
Stream: Emerging Aspects of Production Planning in type data classification
Continuous Process Industries: Theory, Optimization, Chung-Chian Hsu, Dept. of Information Management,
and Practice National Yunlin University of Science and Technology, 123
Invited session University Rd. Sec. 3, 640, Douliou, Yunlin, Taiwan,
Chair: Jim Everett, Centre for Exploration Targeting, University of [email protected], Jiang-Shan Wang, Hung-Yi Tsai,
Western Australia, 49 Goldsmith Rd, 6009, Nedlands, WA, JongChen Chen
Australia, [email protected]
Real-world data usually consist of categorical and numeric values.
Learning Vector Quantization (LVQ), a useful classification technique,
1 - A decision-support tool for designing cost-effective however handles only numeric data. Categorical values need to be con-
biopharmaceutical manufacturing processes verted to numeric ones prior to training. Nevertheless, careless conver-
Sofia Simaria, Biochemical Engineering, University College sion schemes can lose semantics inherent in categorical values and may
London, Torrington Place, WC1E 7JE, London, United result in reduced classification accuracy of LVQ. In this study, we pro-
pose an extended LVQ which incorporates a distance scheme: distance
Kingdom, [email protected], Richard Allmendinger, hierarchy for taking into account the semantics. Experimental results
Suzanne Farid demonstrated effectiveness of ELVQ.
A decision-support tool using genetic algorithms to aid the design of 2 - Continuous predictor modality multinomial corre-
flexible and cost-effective multi-product facilities that can cope with
diverse biopharmaceutical drug candidates is presented. Results from lated interpretation
an industrially relevant case study show that the most cost-effective Andrew Yatsko, ITMS Dept., University of Ballarat, Mt.
purification sequences and equipment sizing strategies that meet de- Helen campus, 3350, Mount Helen, VIC, Australia,
mand and purity targets for each product in the facility are identified. [email protected], Andrew Stranieri,
Emphasis is also placed on the use of graphical methods to allow the Adil Bagirov, Herbert Jelinek
visualisation of trade-offs in the set of optimal solutions so as to en-
hance the decision-making process. Compactness of data leads to improved performance of classification
algorithms. Discretization of continuous features is also a way to uni-
2 - Optimal Supply Chain Planning: Service Levels and form representation of problems with nominal features. Certain reli-
Profitability Scores able, yet simple techniques exist. At the same time, interval optimiza-
Ana Amaro, Applied Mathematics and Informatics, ISCAC, tion of multiple attributes poses a significant challenge. This article
explores a suboptimal approach based on cluster analysis. The method
Accounting and Administration College of Coimbra, Quinta is being compared to others and appears to be competitive, although
Agrícola, Bencanta, 3040-316, Coimbra, Portugal, limits exist to what can be achieved, imposed by noise, data specifics,
[email protected], Ana Paula Barbósa-Póvoa and the bias of classification methods.
Globalization has led businesses to focus on the worldwide markets. 3 - Assessing Bayesian Network classifiers for software
To maintain competitive advantage, process industries and associated
supply chains (SCs) have to address new challenges. The present con-
defect prediction
tribution develops a Mixed Integer Linear Programming formulation Karel Dejaeger, Faculty of Business and economics,
to model different SC performance and planning criteria such as ser- Katholieke Universiteit Leuven, Naamsestraat 69, 3000,
vice levels and profitability. These represent efficiency goals and SCs’ Leuven, Belgium, [email protected], Thomas
ability to manage customers’ expectations. The impact of each plan- Verbraken, Bart Baesens
ning strategy on the optimal plan is analysed and the applicability is
illustrated through an industrial pharmaceutical SC. Software testing is a crucial activity during software development and
defect prediction models assist practitioners herein by providing an
3 - Joint lot sizing and routing problem of perishable upfront identification of faulty software. While Naive Bayes (NB) is
goods often applied in this regard, citing predictive performance and com-
prehensibility as its major strengths, alternative Bayesian algorithms
Márcio Antônio Ferreira Belo Filho, Instituto de Ciências boosting the promise of simpler networks remain underexposed. We
Matemáticas e de Computação, Universidade de São Paulo, explored 15 such classifiers, in combination with a Markov blanket
Avenida Trabalhador são-carlense, 400 - Centro, São Carlos, feature selection procedure, and found that simpler models can be con-
São Paulo, Brazil, [email protected], Pedro Amorim, structed using Bayesian classifiers other than NB.
Franklina Toledo, Christian Almeder, Bernardo Almada-Lobo

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4 - A decision support system for ERP implementation 4 - It looks like a PSM and it does what a PSM does but
in small and medium sized enterprise is it a PSM?
Ying Xie, Dept of System Management and Strategy, Amanda Gregory, Business School, University of Hull, HU6
University of Greenwich, Business School, Park Row, SE10 7RX, Hull, United Kingdom, [email protected],
9LS, London, United Kingdom, [email protected] Jonathan Atkins

ERP implementation is challenging for small and medium sized enter- The defining characteristics of a PSM and the set of approaches to
prises (SMEs) as it is time consuming and risky. An integrated decision which the label can be applied are generally agreed. This paper fo-
support system for ERP implementation (DSS_ERP) is developed inte- cuses on extending the label PSM to approaches that have the char-
grating analytical regression models, a simulation model and nonlinear acteristics of a PSM but which have been developed outside of the
programming models. The DSS_ERP offers an analytical model to ac- OR/systems field and the potential (dis)advantages of this. The dis-
curately monitor the progress each critical success factor (CSF) makes cussion will be illustrated by reference to such an approach, the DP-
along the time horizon and monitor the cost consumed; it determines SIR (Drivers — Pressures — State Changes — Impacts — Responses)
the priorities of CSFs and facilitates decision makings on resource al- framework, which is widely used within the particularly ’wicked’ con-
locations. text of ecosystem management.

 TB-32  TB-33
Tuesday, 10:30-12h00 Tuesday, 10:30-12h00
CC-A34 CC-A37

Developing Methodology in Soft OR Logistic and Development

Stream: Soft OR and Problem Structuring Methods Stream: OR for Development and Developing Coun-
Invited session tries
Chair: Amanda Gregory, Business School, University of Hull,
Invited session
HU6 7RX, Hull, United Kingdom, [email protected] Chair: Youssef Masmoudi, University of Sfax, Hight School of
Commerce of Sfax, BP 954, 3018, Sfax, Tunisia,
[email protected]
1 - Evaluating interventions using a lean systems Chair: Habib Chabchoub, LOGIQ, Institut Supérieur de Gestion
methodology Industrielle, 3018, Sfax, Sfax, Tunisia,
Gavin Betts, Hull University Business School, University of [email protected]
Hull, Cottingham Road, HU6 7RX, Hull, East Yorkshire, Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
United Kingdom, [email protected] Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
[email protected]
This research seeks to evaluate the Vanguard Methodology. This
methodology has been developed by Vanguard Consulting over thirty
years and has been labelled a lean systems methodology in the litera- 1 - Time Dependant Intermodal Transportation in the Re-
ture. It has been designed for the service sector and claims improved gion of Marmara
service at reduced costs. An evaluation framework developed to assess Giray Resat, Industrial Engineering, Koc University, Turkey,
cases using this methodology will be presented. [email protected], Metin Turkay

2 - The use of the CAQDAS (Computer Aided Qualitative This talk presents a multi-objective optimization model for combin-
Data Analysis Software) to structuring problems in ing different transportation modes (such as Road, Rail and Sea ) in the
design and operation of an intermodal transportation network in a re-
Operations Research gion. The problem is formulated as a mixed-integer optimization prob-
William Vianna, Information Science, Federal University at lem that accounts for time and congestion dependent vehicle speeds.
Santa Catarina- Brazil, Rua Cônego Bernardo, 100. ap. 202, We represent the modeling approach, data analysis and outline the im-
Trindade, 88036570, Florianópolis, Santa Catarina, Brazil, portant characteristics of the mathematical programming problem for
[email protected], Eduardo Hoji, Edilson Giffhorn minimization of the transportation cost and time simultaneously for the
Marmara Region of Turkey.
The aim of this study is to propose the use of CAQDAS (Computer
Aided Qualitative Data Analysis Software) to support the analysis of 2 - 3D Container Ship Loading Planning Problem with
qualitative data in structuring problems in Operations Research. The multiple scenarios
application is given in terms of data integration between postgraduate Luiz Salles Neto, Federal São Paulo State University,
evaluation system and the Basic Education system evaluation in Brazil. 12231-280, São José dos Campos, São Paulo, Brazil,
The qualitative data repository favors recursivity and structured return
to data at any stage of development of the multicriteria model.
[email protected], Anibal Azevedo, Antônio Moretti,
Antônio Chaves
3 - Exploring the use of Collaboration Engineering The proposed paper presents a new 3D Container Ship Loading Plan-
approaches within the practice of Soft Systems ning Problem with multiple scenarios. This problem is modeled as
Methodology a bi-objective framework that minimizes two criteria: the number of
Aida Azadegan, Business School, Nottingham University movements and also the instability measure computed as the distance
Business School, Apt. 1/3, 1 Rice Street, M3 4JL, Manchester, between gravity and geometric center for every different scenario. To
deal with this multiobjective and stochastic problem a new represen-
United Kingdom, [email protected], Giles Hindle tation that allows a compact and efficient encoding which enables the
solution of large-scale problems proper related with real-life scenarios.
Soft OR contains a family of approaches that support groups in a range
of tasks including tackling complex problem situations and making 3 - Graph Theoretic Properties and Algorithms with Ap-
strategy. There has been increased interest in supporting the facilita-
tion of Soft OR approaches in practice. This paper explores the use
plication in Disaster Response
of Collaboration Engineering ideas within the practice of Soft Systems Reza Zanjirani Farahani, Kingston Business School, Kingston
Methodology. In particular, we examine the use of ThinkLets to script University London, Room 330, Kingston Hill, KT2 7QH,
the tools and steps of Soft Systems Methodology. Kingston Upon Thames, London, United Kingdom,
[email protected], Hannaneh Rashidi Bajgan

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TB-34 EURO 25 - Vilnius 2012

This paper considers directing paths in transportation networks so that A multi-product fish production planning produces simultaneously
all points could be reached. These problems are hard to solve optimally multi fish products from several classes of raw resources. The qual-
while sometimes even sub-optimal solutions are acceptable provided ity of raw resources and market demand are uncertain during the plan-
we find them quickly; this application is evident in disasters. This ning period. This paper proposes a multi-stage stochastic integer pro-
paper presents two algorithms based on graph theoretic properties to gramming to model the production planning problem. A direct search
solve such problems; the first utilizes concept of faces in planar graphs method is used to solve the model.
and the second uses perfect matching rules. Such quick algorithms we
do not look for optimal solutions but these methods can also help speed
up current optimal algorithms.

 TB-35
Tuesday, 10:30-12h00
 TB-34 CC-A41
Tuesday, 10:30-12h00
CC-A39 Electric Mobility
Optimization for Sustainable Development Stream: Energy, Environment and Climate 2
1 Invited session
Chair: Patrick Jochem, Chair of Energy Economics (IIP),
Stream: Optimization for Sustainable Development Karlsruhe Institute of Technology (KIT), Hertzstr. 16, 76187,
Invited session Karlsruhe, Germany, [email protected]
Chair: Herman Mawengkang, Mathematics, The University of
Sumatera Utara, FMIPA USU, KAMPUS USU, 20155, Medan,
Indonesia, [email protected] 1 - A framework for modelling the electricity demand by
plug-in electric vehicles
1 - A Chance-constrained Optimization Model for a Wa- Rashid Waraich, Institute for Transport Planning and Systems,
ETH Zürich, Wolfgang-Pauli-Str. 15, 8903, Zürich, Zürich,
ter Distribution Network Problem
Switzerland, [email protected]
Asrin Lubis, Mathematics, Unimed/Graduate School of
Mathematics, University of Sumatera Utara, FMIPA USU,
20155, Medan, Sumatra Utara, Indonesia, Plug-in electric vehicles (PEVs) are envisioned by many as the cure
to several current problems, especially environmental ones. What is
[email protected], Herman Mawengkang often neglected in this context is that a large scale penetration of such
The optimal design of a Water Distribution Network (WDN) consists vehicles may also pose new challenges, as charging these vehicles will
of the choice of a diameter for each pipe, the pipe line network design, result in changes of current electricity demand patterns. The presented
and the pipe length. In this paper we propose a nonlinear stochas- work introduces a framework, which models electricity demand by
tic optimization model for tackling a WDN under the consideration PEVs by extending a transport simulation called MATSim. The frame-
of reliability in water flows. The nonlinearities arise through pressure work allows the evaluation of new charging policies and helps pinpoint
drop equation. We transform the stochastic programming model into a possible bottlenecks in the electric grid.
deterministic multi-objective model using sampling average approach.
Then we solve the result model using an interactive method. 2 - Technical and Economical Aspects of Integrating
2 - Land use management problems under uncertainty Plug-in Electric Vehicles in Large Scale Power Sys-
Siti Rusdiana, Mathematics, University of Syiah Kuala, tems
FMIPA USU, 20155, Medan, North Sumatera Province, Miguel Carrión, Electrical Engineering, University of Castilla
Indonesia, [email protected] - La Mancha, Avda Carlos III, s/n, Campus Fábrica de Armas,
45071, Toledo, Spain, [email protected], Luis
This paper is to find an optimal land portfolio composition through Sanchez-rodriguez
time under market uncertainty. We assume that an optimal land use
management program will involve a gradual sequence of conversion
decisions through time, evolving as each land allocation value becomes Plug in - Electric Vehicles (PEVs) are becoming an actual option to
known more accurately. In this paper we formulate stochastic pro- replace traditional combustion-engine cars. In this situation, it is a pri-
gramming model, which takes into account the uncertainty related to ority to analyze the impact of an extensive usage of electric vehicles
the market value of revenues accruing from the land in different states. in actual power systems. In this work, we study the technical and eco-
nomical aspects of the integration of PEVs in the Iberian Peninsula
3 - How to Determine Optimum Promotions through CLV power system (MIBEL). Three different approaches modelling the co-
Maximization?: A Case Study in a Turkish Bank ordination between the system operator and PEVs users are consid-
ered. Finally, a realistic case study is solved and sensitivity studies are
Fusun Ulengin, Industrial Engineering, Dogus University, performed.
Dogus Universitesi, Muhendislik Fak. Endustri Muh. Bol,
Acibadem, Kadikoy, 34722, Istanbul, Turkey,
[email protected], Yeliz Ekinci, Nimet Uray 3 - Integrating Electric Vehicles into the Germany Elec-
tricity Grid — an Interdisciplinary Analysis
The purpose of this study is to develop a methodology to guide man- Patrick Jochem, Chair of Energy Economics (IIP), Karlsruhe
agers in determining the optimal promotion campaigns for differ- Institute of Technology (KIT), Hertzstr. 16, 76187, Karlsruhe,
ent market segments in order to maximize the Customers’ Lifetime Germany, [email protected], Thomas Kaschub,
Value. It aims to find an optimal promotion plan for a service com-
pany through stochastic dynamic programming. It also determines the Alexandra-Gwyn Paetz, Wolf Fichtner
’value’ states for the customers using classification and regression tree
analysis. An experiment is designed to observe the impacts of different This study analyses the integration of electric vehicles (EV) into the
promotion campaigns on customers. It is applied in a private Turkish German power grid including different demand respond (DR) ap-
bank and the improvement of profit is tested. proaches from a technical, economical and user perspective. For this
an overview of the future German electricity market with the focus on
4 - A stochastic optimization model for multi-product EV integration is given. It is shown that the shortage in the regional
fish production planning problem under uncertainty and local electricity grid is increased. DR can help to tackle this issue
in raw resources and demand by controlled unidirectional or bidirectional (V2G) charging of EV.
Intan Syahrini, Mathematics, University of Syiah Kuala, From the current perspective especially the first alternative seems to be
attractive in all considered disciplines.
FMIPA USU, 20155, Medan, North Sumatera Province,
Indonesia, [email protected], Herman Mawengkang

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 EURO 25 - Vilnius 2012 TB-37

 TB-36  TB-37
Tuesday, 10:30-12h00 Tuesday, 10:30-12h00
CC-A43 CC-Act

DEA and Performance Measurement: OR in Health & Life Sciences 2

Applications 4 Stream: OR in Health & Life Sciences (contributed)
Stream: DEA and Performance Measurement Contributed session
Invited session Chair: Leanne Smith, School of Mathematics, Cardiff University,
Senghennydd Road, CF24 4AG, Cardiff, United Kingdom,
Chair: Zilla Sinuany-Stern, Industrial Engineering and
[email protected]
Management, Ben Gurion University, Beer-Sheva, 84105,
Chair: Paul Harper, School of Mathematics, Cardiff University,
Beer-Sheva, Israel, [email protected]
CF24 4AG, Cardiff, United Kingdom, [email protected]
1 - Analysing the Research and Teaching Quality 1 - A Takt time based resource optimization technique
Achievement Frontier to minimize patient wait time in hospitals
David Mayston, Economics and Related Studies, University Jyoti R. Munavalli, Computer Science & Engineering, PESIT,
of York, University of York, Y010 5DD, York, United India,Ph.D Research Scholar with Maastricht University,
Kingdom, [email protected] Netherlands, Ring Road„ BSK III stage, 580083, bangalore,
karnataka, India, [email protected], Frits van
The paper analyses the achievement possibility frontier between re- Merode, Srinivas A
search and teaching quality in higher education. It finds sev-
eral important reasons why the associated feasible set is likely to We propose a technique to address the resource optimization, patient
be non-convex, making use of the standard performance analy- flow balancing and wait time minimization in a hospital set-up. We
sis technique of Data Envelopment Analysis less valid. The pa- present a mathematical model for resource optimization which is based
per therefore investigates the alternative Free Disposal Hull tech- on Takt time concept (average time a patient spends in a hospital for
nique, and compares the results of deploying these techniques treatment) for each department in all the timeslots and considers the de-
to the performance evaluation of UK Departments of Economics. pendency constraints. The Linear programming solution provides the
See: http://york.ac.uk/media/economics/documents/ discussionpa- resource allocation pattern for each department during every time slot
pers/2011/1125.pdf within the resource availability to balance the patient flow and achieve
higher patient satisfaction levels.
2 - Benchmarking the implementation path to efficiency:
2 - Optimizing the emergency distribution network in the
The case of small regional airports
Ekaterina Yazhemsky, Business School, Hebrew University of case of epidemic outbreaks response
Jerusalem, Mount Scopus, 91905, Jerusalem, Israel, Tom Dasaklis, Department of Industrial Management,
[email protected], Nicole Adler, Tolga Ülkü University of Piraeus, 80 Karaoli & Dimitriou str., 18534,
Piraeus, Attica, Greece, [email protected], Nikolaos
Small and regional airports suffer from limited traffic, large fixed facil- Rachaniotis, Costas Pappis
ities and insufficient revenues to cover their costs. The question is how Effective control of an epidemic’s outbreak calls not only for a rapid
these airports should be structured, managed and financially supported response but also for the establishment and management of an emer-
in order to survive. Efficient operations contribute to decreasing the gency supply chain. During the control effort huge amounts of medical
financial dependency of airports on subsidies. According to a DEA- supplies should be distributed from central warehouses to local areas.
based, bound adjusted measure, the efficiency levels of 89 European In this paper an epidemic diffusion model based on differential equa-
airports are determined. Due to heterogeneity across the sample, mul- tions is coupled with an emergency logistics distribution model. An
tiple ideal points are applied to identify implementation paths and to integrated solution approach is proposed combining epidemics control
highlight managerial best practices. rules and logistics network design. A numerical example is finally pre-
sented illustrating the methodology proposed.
3 - Performance assessment of wind farms
Clara Vaz, School of Technology and Management, 3 - Modelling ambulance location and deployment in
Polytechnic Institute of Bragança, Campus de Santa Apolónia, Wales
Apartado 134, 5301 - 857, Bragança, Portugal, [email protected] Leanne Smith, School of Mathematics, Cardiff University,
Senghennydd Road, CF24 4AG, Cardiff, United Kingdom,
This study develops a methodology to provide insights regarding the [email protected], Paul Harper, Vincent Knight, Israel
performance of wind farms from a European player in energy sec- Vieira, Janet Williams
tor. Firstly, the DEA is used to measure the performance of wind
farms in generating electricity from the resources available and non- Response time targets for the Welsh Ambulance Service Trust (WAST)
discretionary variables such as wind (speed and availability). This are not currently being met, particularly for high priority emergencies
analysis enables to identify the benchmarks whose best practices can in rural areas. A discrete event simulation makes use of initial vehicle
be emulated by inefficient units and provides useful information for allocations given by a developed location model, in order to identify
regulators in the sector. Secondly, bootstrap procedures are applied to the affect demand, number of available vehicles and handover times
obtain statistical inference on the efficiency estimates. have on regional response. The aim of these mathematical models is to
help WAST make better decisions on locations, capacities and deploy-
4 - Hospitals efficiency in Israel: 1999-2009 ments, so that they may provide a more efficient and effective service
Zilla Sinuany-Stern, Industrial Engineering and Management, and achieve the Government set targets.
Ben Gurion University, Beer-Sheva, 84105, Beer-Sheva, 4 - MetSim: a simulation support tool using meteorolog-
Israel, [email protected], Dov Chernichovsky, Lea Friedman ical information to improve the planning and man-
Data Envelopment Analysis (DEA) is used to measure the efficiency
agement of hospital services
of major general hospitals in Israel, during 1999-2009. The inputs are Paul Harper, School of Mathematics, Cardiff University,
number of standard beds; the outputs are number of hospitalization CF24 4AG, Cardiff, United Kingdom, [email protected],
days and number of discharges. In the second phase, we used regres- R John Minty
sion analysis, to examine the effect of size, and type of ownership on
hospitals efficiency. We found that independent hospitals are the most Improved short-term predictions of hospital admissions and bed oc-
efficient and have decreasing returns to scale, followed by the gov- cupancy offer the potential to plan resource needs more accurately
ernmental and public hospitals which have increasing returns to scale. and effectively. The MetSim project explores the relationship between
Also Malmquist analysis was used over time. weather and health, building novel Bayesian models that are more sen-
sitive to the weather. Short-term forecasts of the numbers of admis-
sions categorised. In turn, MetSim uses hazard ratios embedded within

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TB-38 EURO 25 - Vilnius 2012

a simulation framework to provide forecasts of short-term bed needs.

The web-based tool has been piloted in UK hospitals and is supported
 TB-39
by the Met Office. Tuesday, 10:30-12h00
HH-Cousteau

MCDA: New Approaches and Applications

1
 TB-38 Stream: MCDA: New Approaches and Applications
Tuesday, 10:30-12h00 Invited session
HH-Colombus Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
Hybrid Evolutionary Multiobjective [email protected]
Optimization Algorithms Chair: Yves De Smet, SMG - CODE, Université Libre de
Bruxelles, Boulevard du Triomphe CP 210-01, 1050, Bruxelles,
Stream: Multiobjective Optimization Belgium, [email protected]
Invited session
1 - Monotonicity and minimax biproportional apportion-
Chair: Karthik Sindhya, of Mathematical Information Technology,
ments
University of Jyväskylä, Finland, [email protected]
Paolo Serafini, Dept. of Mathematics and Computer Science,
University of Udine, Via delle Scienze 206, 33100, Udine,
1 - A Preference-based Evolutionary Algorithm for Multi- Italy, [email protected]
objective Optimization: The Weighting Achievement We deal with biproportional apportionment problems (BAP). On one
Scalarizing Function Genetic Algorithm hand we may approach BAP via the axiomatic approach where some
Ana Belen Ruiz, Applied Economics (Mathematics), axioms are stated and the assigned seats must satisfy the axioms. An-
other approach requires the definition of quotas and the seats must min-
University of Malaga, C/ Ejido, 6, 29071, Malaga, Spain, imize an error measure wrt the quotas. It is therefore important to un-
[email protected], Rubén Saborido Infantes, Mariano Luque derstand to what extent error minimization methods satisfy the most
common axioms. In this talk we investigate the axiom of monotonic-
ity and show that minimization of the maximum absolute error with
We suggest a preference-based EMO algorithm which asks the DM respect to regional quotas satisfies monotonicity.
for a reference point (RP) and which is based on the EMO algorithm
NSGA-II and on achievement scalarizing functions (ASFs). In prac- 2 - Multi attribute regional market location problem
tice, an ASF finds the closest efficient solution to the RP, and this based on the clustering approach
solution also depends on a weight vector used in the ASF. The pro- Mohsen Yahyayi, Shahed University, Iran, Islamic Republic
posed approach modifies the dominance criterion of NSGA-II in order
to highlight solutions closer to the RP. The classification of the points
Of, [email protected], Mahdi Bashiri
into the nondominated fronts is done according to the values that each Regional market location is considered in this paper; a hybrid approach
solution takes on an ASF, using different weight vectors. is presented including 3 phases of clustering, elimination and decision
making. In the first phase cities are clustered with maximum homo-
geneity. Then low potential points are eliminated. Finally cities are
2 - Preference-based Evolutionary Algorithm for Multi- ranked to be a regional market according to (1) Distance from the clus-
objective Bilevel Optimization ter median point optimized by SFLP to have less transportation cost,
Pekka Malo, Information and Service Economy, Aalto (2) City population, (3) Distance from major transportation corridors,
(4) Tourism attractions. Our approach was applied in Iran regional
University School of Economics, Runeberginkatu 22-24, market using 10-means clustering.
00100, Helsinki, Finland, [email protected]
3 - A Careful Look at Criterion Importance and Weights
Pekka Korhonen, Aalto University School of Economics,
We present an evolutionary framework for solving multiobjective 00100, Helsinki, Finland, [email protected], Jyrki
bilevel problems, where the upper-level has multiple objectives and Wallenius, Anssi Oorni
lower-level has a single objective. The implementation of the algo-
rithm is based on a new technique for approximating the optimal lower- We investigate the connection between announced importance of crite-
level solution mapping by a class of smooth and continuous single- ria and weights. Our considerations are based on a simple experimental
valued functions. The algorithm is well-motivated by the recent results setting, where the subjects were asked to pairwise compare alternatives
obtained for general parametric optimization problems and set-valued with two criteria. We used the subjects’ responses to choices to esti-
analysis. The performance of the algorithm is demonstrated with re- mate the weights and compared them to "direct’ (given) weights. The
spect to a collection of scalable test-problems. comparison was based on prediction power of a linear function. Our
results point out that there is a reason to question the common belief
that the values of the weights have the same rank order as criteria im-
3 - A Hybrid Evolutionary Multi-objective Optimization portance.
Algorithm for Enhanced Convergence and Diversity
Karthik Sindhya, of Mathematical Information Technology, 4 - Rank reversal in the PROMETHEE I and II rankings: a
University of Jyväskylä, Finland, [email protected], summary of recent investigations
Kaisa Miettinen, Kalyanmoy Deb Yves De Smet, SMG - CODE, Université Libre de Bruxelles,
Boulevard du Triomphe CP 210-01, 1050, Bruxelles,
Belgium, [email protected], Céline Verly, Julien
Evolutionary multi-objective optimization (EMO) algorithms are used Roland
to find approximate Pareto optimal solutions, though they have slow
convergence speed. We present a modular hybrid EMO algorithm in- The multicriteria methods based on pairwise comparisons suffer from
cluding a local search module (involving an achievement scalarizing possible rank reversal occurrences when the set of alternatives is modi-
function) to increase the convergence speed, a diversity enhancement fied. We study this distinctive feature in the scope of the PROMETHEE
module, etc. It can be connected with various EMO methods like I and II methods. First, empirical tests are conducted on the basis of
MOEA/D. Numerical tests on test problems indicate the efficacy of artificial data sets in order to quantify the likelihood of rank reversal
our hybrid EMO algorithm, which can also be used to handle dynamic instances. Then conditions to avoid this phenomenon are provided.
process simulation based multi-objective optimization problems. Finally, we investigate manipulation risks on a simplified version of
PROMETHEE II.

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 EURO 25 - Vilnius 2012 TB-42

 TB-40 Takao Ohya, School of Science and Engineering, Kokushikan

Tuesday, 10:30-12h00 University, 4-28-1 Setagaya, 154-8515, Setagaya-ku, Tokyo,
Japan, [email protected], Eizo Kinoshita
HH-Livingstone We have proposed a Super Pairwise Comparison Matrix (SPCM) to
express all pairwise comparisons in the evaluation process of the dom-
Preference Learning 1 inant analytic hierarchy process or MDAHP as a single pairwise com-
parison matrix. This paper shows, by means of a numerical counterex-
Stream: Preference Learning ample, that in MDAHP an evaluation value resulting from the applica-
Invited session tion of LLSM to a SPCM does not necessarily coincide with that of the
evaluation value resulting from the application of the GMMDAHP to
Chair: Krzysztof Dembczynski, Institute of Computing Science, the evaluation value obtained from each pairwise comparison matrix
Poznan University of Technology, Piotrowo 2, 60-965, Poznan, by using the geometric mean method.
Poland, [email protected]
Chair: Willem Waegeman, Department of Applied Mathematics, 2 - Research on the comparison of electronic monetary
Biometrics and Process Control, Ghent University, Coupure links value in the information society
653, 9000, Ghent, Belgium, [email protected] Shunei Norikumo, General Management Department, Osaka
University of Commerce, 4-1-10, Mikuriyasakae-machi,
577-8505, Higashiosaka, Osaka, Japan,
1 - Active learning for preference learning [email protected]
Nir Ailon, Computer Science, Technion Israel Institute of This study considers the social influence that computerization of the
Technology, Taub Building, Technion City, 32000, Haifa, money to advance rapidly gives to an existing value of money and
Israel, [email protected] compares the value of money using dominant AHP. In late years the
money changed from a form printed on paper to electronic money and
Analyzing preferences lies in the intersection of many fields, most no- virtual money. Outwardly the money that the property was totally dif-
tably econometrics (discrete choice theory), combinatorial optimiza- ferent from the conventional substantial money and currency in even
tion and machine learning theory and practice. In a typical setting, the the same money came to flow on information system.
ultimate goal is to be able to predict the order of a given set of alter-
natives given a set of observed, noisy pairwise comparisons. In this 3 - An Application of Energy Alternative Selection: A
work I will discuss the adversarial noise case, and present a new ac- Fuzzy AHP-ELECTRE Methodology
tive learning ERM (Empirical Risk Minimization) algorithm with an Abit Balin, Industrial Engineering, Yildiz Technical
almost optimal preference query complexity and provable guarantees. University, Yildiz Technical University, Department of
Industrial Engineering, Besiktas, 34000, Istanbul, Turkey,
2 - Optimal recommendation sets
[email protected], Özge Nalan Alp Bilişik, Hayri
Paolo Viappiani, Computer Science Dept, Aalborg University,
Baraçlı
selma lagerfos vej 300, 9000, Aalborg, Denmark,
Energy planning problem is a very complex issue and has a lot of cri-
[email protected] teria that must be taken into account to solve this problem. The assess-
ment criteria that will be used in this study are technical, economic, en-
Utility elicitation is an important component of many applications, vironmental and social. All of the criteria must be determined and eval-
such as decision support systems. Such systems query users about their uated carefully because these criteria are so critical for governments,
preferences and offer recommendations based on the system’s belief human beings and environment. In this study, to make a decision about
about the user’s utility function. We analyze the connection between energy planning problems we use fuzzy AHP to determine the criteria
the problem of generating optimal recommendation sets and the prob- weights and ELECTRE to determine the best energy resource.
lem of generating optimal choice queries, considering both Bayesian
and regret-based elicitation. Our results show that, somewhat surpris- 4 - Dominant AHP as Measuring Method of Service
ingly, under very general circumstances, the optimal recommendation Value
set coincides with the optimal query.
Eizo Kinoshita, Urban Science Department, Meijo University,
3 - Large-scale training of linear ranking support vector 4-3-3 Nijigaoka, 509-0261, Kani, Gifu, Japan,
[email protected]
machines
The author believes is surpassed by AHP, a measuring method of value
Antti Airola, University of Turku, Finland, [email protected] of goods in a service economy. This is because a utility function which
represents value is expressed based on an absolute scale (best suited
We introduce a large-scale training algorithm for the linear ranking for an industrialized society) in utility theory, whereas in AHP, it is ex-
support vector machine, which is one of the most widely applied meth- pressed based on a relative scale (best suited for a service economy).
ods for inferring ranking models using machine learning. The method However, the author mathematically identifies a fundamental flaw of
generalizes the most efficient previously known method, which is ap- Saaty’s AHP in this paper, and proves that Dominant AHP, proposed
plicable to ordinal regression problems with a small constant number by Kinoshita and Nakanishi, is superior to Saaty’s AHP as a measuring
of classes, to tasks with an arbitrary number of different levels of util- method of value of services.
ity. This is achieved by combining a cutting plane optimization tech-
nique with the use of self-balancing binary search trees. The method
easily scales to millions of data points.

 TB-42
Tuesday, 10:30-12h00
BW-Amber
 TB-41
Tuesday, 10:30-12h00 Networks under Uncertainty
HH-Heyerdahl
Stream: Stochastic Modeling and Simulation in Engi-
AHP/ANP 5 neering, Management and Science
Invited session
Stream: Analytic Hierarchy Process, Analytic Network
Chair: Erik Kropat, Department of Computer Science, Universität
Process
der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577,
Invited session Neubiberg, Germany, [email protected]
Chair: Eizo Kinoshita, Urban Science Department, Meijo Chair: Sandra Rauscher, Management Science, Lancaster
University, 4-3-3 Nijigaoka, 509-0261, Kani, Gifu, Japan, University, United Kingdom, [email protected]
[email protected] Chair: Selis Onel, Chemical Engineering, Hacettepe University,
Department of Chemical Engineering, Beytepe Campus, 06800,
1 - Super Pairwise Comparison Matrix in MDAHP Beytepe, Ankara, Turkey, [email protected]

125
TB-43 EURO 25 - Vilnius 2012

1 - Research of the methods of stochastic approxima- 1 - Robustness in stochastic programs with the first or-
tion and genetic algorithms for the transport system der stochastic dominance and/or probabilistic con-
microscopic simulation models calibration straints
Elena Yurshevich, Mathematical Methods and Modeling Milos Kopa, Department of Probability and Mathematical
Department, Transport and Telecommunication Institute, Statistics, Charles University in Prague, Faculty of
Lomonosova str. 1, 1019, Riga, Latvia, [email protected] Mathematics and Physics, Sokolovská 83, CZ 186 75, Prague,
It is considered the calibration procedure of traffic flow’s microscopic Czech Republic, [email protected], Jitka Dupacova
models as an optimization problem of the vector of the model numer- The paper presents robustness results for stochastic programs with the
ical parameters. The problem is complicated by the absence of the first order stochastic dominance and probabilistic constraints. Due to
analytical model, capable to describe the relationship between the vec- their frequently observed lack of convexity and/or smoothness, these
tor of numerical parameters and objective function. It was considered programs are rather demanding both from the computational and ro-
the capability of the stochastic approximation and heuristic methods bustness point of view. Under suitable conditions on the structure of
application for calibration. The investigation was implemented using the problem and for discrete distributions we suggest a new robust port-
the transport system simulation model constructed in VISSIM package folio efficiency test with respect to the first order stochastic dominance.
and an aggregated data of traffic flow. We exploit the contamination technique to analyze the resistance with
respect to additional scenarios.
2 - Simulation Metamodeling using Bayesian Networks
2 - Chance constrained problems: reformulation using
Kai Virtanen, Mathematics and Systems Analysis, Aalto
University, School of Science, Finland, [email protected] penalty functions and sample approximation tech-
nique
We introduce a novel approach towards simulation metamodeling us- Martin Branda, Department of probability and mathematical
ing Bayesian networks (BNs). A BN represents the joint probability
distribution of a set of random variables and enables the efficient calcu- statistics, Charles University in Prague, Ke Karlovu 3, 12116,
lation of their marginal and conditional distributions. A BN metamodel Prague 2, Czech Republic, [email protected]
gives a non-parametric description for the joint probability distribution We compare basic formulations of stochastic programming problems
of simulation inputs and outputs as well as provides various what-if with chance constraints, generalized integrated chance constraints and
analyses by combining simulation data with expert knowledge. The penalties in the objective function. It is shown that the problems
construction and utilization of BN metamodels are illustrated with a are asymptotically equivalent. We discuss solving the problems us-
simulation example involving a queueing model. ing sample approximation technique. Rates of convergence and esti-
mates on the sample size are derived for problems with mixed-integer
3 - On the Peter Principle: An Agent Based Investigation bounded sets and/or several constraints. We present applications to an
into the Consequential Effects of Social Networks investment problem with real features and to a vehicle routing problem
with time windows, random travel times and demand.
and Behavioural Factors
Angelico Fetta, Maths, Cardiff University, United Kingdom, 3 - Robust Pricing of Monopolistic Cloud Computing
[email protected], Paul Harper, Vincent Knight, Services with Service Level Agreements
Israel Vieira, Janet Williams Vladimir Roitch, Department of Computing, Imperial College
The Peter Principle (PP) is a theory used to describe job incompetence London, 180 Queen’s Gate, SW7 2AZ, London, United
in a hierarchical organisation. It argues that should staff be compe- Kingdom, [email protected], Daniel Kuhn, Yike Guo
tent at a given level, their competence may not be implicit at a higher We address the optimal pricing of cloud computing services from the
level. Through the use of Agent Based Simulation coupled with social perspective of a monopolistic service provider that needs to manage
networks and organisational thought, the PP is assessed under previ- demand responsiveness and uncertainty. We formulate the pricing
ously unexplored conditions. Results show that the PP may not be as problem for on-demand based services as a multi-stage stochastic pro-
detrimental to organisational efficiency as previously thought, while gram and model service level agreements via chance constraints. Un-
promotion on merit offered the best efficiency trade off in the absence der weak assumptions about the demand uncertainty we show that the
of clear evidence of the PP paradigm. resulting model can be reduced to an equivalent two-stage stochastic
program. We state various new results. Finally, we investigate the
4 - Hybrid lateral transshipments in multi-item inventory possibility of selling unused capacity on a spot market.
networks
Sandra Rauscher, Management Science, Lancaster University, 4 - Tractable Dynamic Model of Price and Volume Given
United Kingdom, [email protected], Kevin Uninformed Market Maker
Glazebrook, Colin Paterson, Thomas Archibald Martin Smid, Econometrics, UTIA, Czech Academy of
Sciences, Pod Vodarenskou vezi 4, CZ 182 08, Praha 8, Czech
We present a new approach for addressing shortages in multi-location Republic, [email protected]
inventory systems facing multivariate, non-homogeneous Poisson de-
mand. A hybrid lateral transshipment policy allows rebalancing of in- We construct a simple yet realistic model of a market with a market
ventory levels along with reacting to stock-outs. We derive this by maker, maximizing the expected consumption while keeping the prob-
applying a dynamic programming policy improvement step to a no- ability of bankruptcy small. The market maker estimates the fair price
transshipment policy. Shipment costs are modelled with a knapsack- by means of a proxy. The order sizes are random. We show our model
like structure to accommodate different item types. We carry out an ex- to conform several stylized facts. Further, we describe a dynamics of
tensive simulation study showing the benefit of modelling multi-item the price and the traded volume and we show that the price volatility
transshipments against using single item models in parallel. can be decomposed into the part caused by the movements of the fair
price, the part due to the order arrivals and the part due to the uncer-
tainty.

 TB-43
Tuesday, 10:30-12h00  TB-44
BW-Granite Tuesday, 10:30-12h00
BW-Marble
Recent Applications of Probabilistic
Programming Computer Vision (2) and Machine
Learning
Stream: Stochastic Programming
Invited session Stream: Machine Learning and its Applications
Chair: Milos Kopa, Department of Probability and Mathematical Invited session
Statistics, Charles University in Prague, Faculty of Mathematics Chair: Teofilo deCampos, Center for Vision Speech and Signal
and Physics, Sokolovská 83, CZ 186 75, Prague, Czech Republic, Processing, University of Surrey, GU2 7XH, Surrey, United
[email protected] Kingdom, [email protected]

126
 EURO 25 - Vilnius 2012 TB-45

Chair: Fei Yan, Center for Vision Speech and Signal Processing, We study periodic review inventory systems with lost sales and ca-
University of Surrey, GU2 7XH, Surrey, United Kingdom, pacitated replenishments. This capacity restriction implies that the in-
[email protected] ventory position may not reach the order-up-to level when placing an
order, such that additional safety stock is needed to reach the same ser-
Chair: Ivan Reyer, Dorodnicyn Computing Centre of RAS, ul.
vice level. To determine the required level of safety stock, a generic
Pererva d. 58, kv. 153, 109451, Moscow, Russian Federation, iterative procedure based on Markov chain analysis is proposed. Com-
[email protected] putational experiments illustrate the impact of a limited replenishment
capacity on the required safety stock level, and the effectiveness of the
1 - Efficient Large Scale Scene Understanding proposed iterative calculation method.
Ramin Zabih, Cornell, Computer Science, 4130 Upson Hall, 2 - A stochastic model for controlling the deterioration
14853, Ithaca, New York, United States, [email protected],
of a two machines production system: Extensions to
Philip Torr
remanufacturing
Image understanding can be thoughts of a discrete labelling problem Pierre Dejax, IRCCyN, Ecole des Mines de Nantes, La
in which the goal is to decide a per pixel label. Labels might be such Chantrerie, 4, rue Alfred Kastler, BP 20722, 44307, Nantes
things as depth or object labels. This problem is very large scale dis- cedex 3, France, [email protected], Annie Francie
crete optimization, with millions of labels needing to be determined in Kouedeu, Jean-Pierre Kenne, Victor Songmene
the course of a video. In this talks I will discuss some tricks for making
this process efficient. A deteriorating production system consisting of two parallel machines
is investigated. The goal is to find the production rates of machines
2 - Skeleton Base and Scalable Boundary-Skeletal so as to minimize a long term average expected cost. The failure rate
Shape Model of one machine depends on its production rate. The paper proposes
a stochastic programming formulation of the problem and derives the
Ivan Reyer, Dorodnicyn Computing Centre of RAS, ul. optimal production policies numerically. Control policy parameters are
Pererva d. 58, kv. 153, 109451, Moscow, Russian Federation, obtained by simulation. Sensitivity analyses of system parameters are
[email protected], Ksenia Zhukova conducted to validate the proposed methodology. We finally present
an extension to reverse logistics.
A scalable shape model of an image is presented. It uses a polygonal
figure approximating a raster object and its skeleton base. The skele- 3 - A stochastic formulation of the disassembly line bal-
ton base is a subset of the figure’s skeleton. It defines a closed planar ancing problem
domain (skeleton core) describing possible position of a skeleton’s es- Mohand Lounes Bentaha, Industrial Engineering and
sential part for any region with Hausdorff deviation from the figure not
exceeding the given value. The skeleton base changes steadily and con- Informatics, Ecole des Mines de Saint-Etienne, 158 Cours
tinuously as the admissible deviation increases. The family of skeleton Fauriel, 42023, Saint-Etienne, France, [email protected], Olga
bases defines a scalable boundary-skeletal model reflecting shape fea- Battaïa, Alexandre Dolgui, Frédéric Grimaud
tures at various levels of detail.
The disassembly line balancing problem is studied under uncertainty.
3 - Structured Output Learning for Automatic Analysis Disassembly task times are assumed random variables with known
probability distributions. An AND/OR graph is used to model the
of Court Games precedence relations among tasks. The goal is to assign the disassem-
Fei Yan, Center for Vision Speech and Signal Processing, bly tasks to workstations while respecting precedence and cycle time
University of Surrey, GU2 7XH, Surrey, United Kingdom, constraints. The objective is to minimize the total line cost including
[email protected], Josef Kittler the incompletion cost arising from tasks not completed within the cy-
cle time. A stochastic linear mixed integer programming formulation
We investigate the application of structured output learning (SOL) in is developed.
automatic analysis of court games. We formulate the problem as one of
learning a mapping from observations to structured labels, where the 4 - Quantification of value of flexibility in a hybrid MTO
labels are event sequences, and employ max-margin Markov networks and MTS system
to achieve a max-margin solution in the joint feature space. We com- Beyazıt Ocaktan, Industrial Engineering, Sakarya University,
pare closely the more popular generative approach based on a hidden Balikesir University,Engineering Faculty, Industrial
Markov model (HMM) with our discriminative approach, and demon- Engineering Department M 5211, 10100, Balikesir, Turkey,
strate that our approach leads to an improved performance in real world
tennis video analysis. [email protected], Ufuk Kula
We consider a production system which produces products for make-
to-order and for make-to-stock. Our objective is to quantify the value
of flexible in this system. To achieve this, a production environment
consisting of 2 parallel machines is considered. Machine 1 produces
 TB-45 product 1 only. The other machine produces product 1 and product 2.
Product 2 is produced to order. We formulate this problem as an MDP
Tuesday, 10:30-12h00 and use approx. D.P. to determine approximately optimal control pol-
BW-Water icy of such system and quantify the value of flexibility, and provide
insight on when such flexibility is most beneficial.
Logistics and stochastics 1
Stream: Stochastic Modelling in Logistical Networks
Invited session
Chair: Birger Raa, Mgt Information Science & Operations Mgt,
Ghent University, Tweekerkenstraat 2, 9000, Gent, Belgium,
[email protected]
Chair: Wout Dullaert, Faculty of Economics and Business
Administration, VU University Amsterdam, De Boelelaan 1105,
1081 HV, Amsterdam, Netherlands, [email protected]

1 - The effect of capacitated replenishments on periodic

review inventory systems
Wout Dullaert, Faculty of Economics and Business
Administration, VU University Amsterdam, De Boelelaan
1105, 1081 HV, Amsterdam, Netherlands,
[email protected], Birger Raa

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TC-01 EURO 25 - Vilnius 2012

Tuesday, 12:30-14:00 2 - A special case of the minimization of tool switches

problem
Horacio Yanasse, LAC, INPE, Av. dos Astronautas 1758, CP
 TC-01 515 - INPE/CTE, 12227-010, São José dos Campos, SP,
Brazil, [email protected]
Tuesday, 12:30-14:00
RB-Alfa Consider the case where the MOSP graph corresponding to a mini-
mization of tool switches problem (MTSP) has some cutting vertex.
If we remove this vertex and all edges incident to it, an optimal solu-
Keynote Lecture: Professor Bjorn tion for the original problem can be built from optimal solutions of the
Jorgensen connected components of the resulting graph. We can use this result
to develop polynomial algorithms for special cases of the MTSP when
Stream: Keynote, Tutorial and Plenary Lectures the corresponding MOSP graph has particular topologies.
Keynote session 3 - Two sided disassembly line balancing problem
Chair: Peter Letmathe, Faculty of Business and Economics, Seda Hezer, Industrial Engineering, Selcuk University,
RWTH Aachen University, Chair of Management Accounting, Department of Industrial Engineering, 420031, Konya,
Templergraben 64, 52062, Aachen, Germany, Turkey, [email protected], Yakup Kara
[email protected]
The disassembly line balancing problem (DLBP) can be stated as the
assignment of disassembly tasks to workstations such that all the prece-
1 - Accounting dence relations are satisfied and some measure of effectiveness is op-
Bjorn Jorgensen, Accounting and Business Law, University of timized. In this study a mathematical model is proposed for two sided
Colorado at Boulder, UCB 419, 995 Regent Drive, 80309, diasssembly line balancing problem (TSDLBP) in which product flows
along a production line with workstations on both sides of the line. To
Boulder, CO, United States, [email protected] the best of our knowledge, the TSDLBP has not been applied to the
DLBP and so this is the first study about TSDLBP. The model’s per-
This presentation uses optimization and stochastic processes to pro- formance is evaluated using test problems.
vide a formal introduction to disclosure, financial accounting, and val-
uation. Financial accounting produces balance sheets, income state- 4 - Scheduling activities in a research centre to mini-
ments, and cash flow statements relying on two basic principles: Dou- mize the total energy consumption
ble entry bookkeeping and the accrual basis of accounting. Disclo-
sure of financial accounting statements is today mandatory for publicly
Maciej Lichtenstein, Institute of Computer Engineering,
traded firms. A single-period benchmark setting is initially used to es- Control and Robotics, Wroclaw University of Technology,
tablish what disclosures would maximize firm value in the absence of Janiszewskiego 11/17, 50-372, Wroclaw, Poland,
mandatory disclosure. Second, in a multi-period setting, the so-called [email protected], Adam Janiak, Tomasz
clean surplus relation ties together consecutive balance sheets through Krysiak, Mateusz Gorczyca
comprehensive income from the income statement. Third, under the
accrual basis of accounting, income decomposes into cash flows and We study the problem of scheduling activities in a research centre with
accruals. Since accruals arise from the non-cash component of income the objective of the total electrical power consumption minimization .
such as depreciation, accruals must reverse over time in the sense that The considered research center is powered by some number of "green
they add up to zero over the complete life cycle of the firm. I propose energy’ power plants and the activities conducted in that center deals
to model accruals as a moving average time-series process with a unit with the research on those power plants. There are given a time char-
root. This modeling approach has implications for how market values acteristics of the power plants efficiency, and the energy demands of
relate to earnings, cash flows, and balance sheet book values. all activities. We present the precise model of the considered research
center in terms of scheduling activities, which minimizes the total en-
ergy consumption over time.

 TC-02
Tuesday, 12:30-14:00  TC-03
RB-Beta Tuesday, 12:30-14:00
RB-L1
Scheduling in Robotics and
Manufacturing Sustainable Network Design and
Railway/Sea Transport
Stream: Scheduling
Invited session Stream: Sustainable Transport Planning
Chair: Seda Hezer, Industrial Engineering, Selcuk University, Invited session
Department of Industrial Engineering, 420031, Konya, Turkey, Chair: Joachim R. Daduna, Hochschule für Wirtschaft und Recht
[email protected] Berlin Berlin, Badensche Str. 52, 10825, Berlin, Germany,
[email protected]
1 - The Job Shop with Blocking and a Rail-Bound Trans-
fer System 1 - Road-Rail-Sea hub location-allocation with sustain-
Reinhard Bürgy, Dept of Informatics, University of Fribourg, ability considerations
Bd de Pérolles 90, 1700, Fribourg, Switzerland, Ali Fattahi, Industrial Engineering, Koc University,
[email protected], Heinz Gröflin Rumelifeneri, Sariyer, 34450, Istanbul, Istanbul, Turkey,
[email protected], Metin Turkay
Considered is the following Job Shop with no buffers. Jobs are pro- Integration of different transportation modes in geographical regions
cessed on machines and transferred from one machine to the next by offers a number of advantages with respect to cost, environmental
robots (or cranes) moving on a single rail. The robots do not pass impact and some social considerations. Important decisions in this
each other, but can "move out of the way’. The objective is to find integration include hub location and flow allocation. Although this
the starting times for all operations, the assigned robots for all trans- problem is very important, it has not been examined with sustainabil-
fer operations and the trajectory of each robot, in order to minimize ity considerations previously. In this paper, the design of intermodal
makespan. We give a disjunctive graph formulation and use the job in- transportation is expressed as a MILP problem including sustainability
sertion (sub-) problem as a mechanism for local search. Computational considerations. The accuracy and efficiency of the model is tested on
results support the value of the approach. a number of instances derived from real data.

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 EURO 25 - Vilnius 2012 TC-05

2 - Green supplier network design based on customer the number of hops between each terminal and an arbitrary root does
segmentation not exceed a given hop limit H. In this work, we show how to model the
Leyla Ozgur, Industry Engineering, Pamukkale University, problem over layered graphs and introduce a branch-and-cut approach
for solving this model. Furthermore, comparisons to previously pro-
Pamukkale Üniversitesi Kampüsü Rektörlük Binası Bilgi posed flow- and path-based models are given.
İşlem Daire Başkanlığı, 20070, Denizli, Turkey, Turkey,
[email protected], Semih Coskun, Askiner Gungor, Olcay 3 - On a time-dependent formulation for the travelling
Polat salesman problem
Customer awareness on environmental issues has increased signifi- Luis Gouveia, DEIO, University of Lisbon, Campo Grande,
cantly for the last couple of decades. Despite good intentions, there Bloco C6, 1749-016, Lisbon, Portugal, [email protected],
is a huge variation of demand for green products among customers in Maria Teresa Godinho, Pierre Pesneau
the market. For this reason, there is a segmentation requirement for
customers’ green purchasing trends. Green companies therefore need
We present an updated classification of formulations for the asymmet-
to redesign their green supplier networks (GSN) according to customer
ric travelling salesman problem (ATSP) where we contextualize a new
segments. In this study, a mathematical model is proposed to design
time-dependent formulation presented in Godinho et al (2010). The
a GSN based on customer segmentation by including the important
new formulation is an improved version of the Picard and Queyranne
criteria of production and marketing in green supply chain.
(PQ) formulation. The PQ formulation uses, as a subproblem, an exact
description of the n-circuit problem. The new formulation uses more
3 - Designing efficient transportation processes for sus-
variables and is based on using, for each node, a stronger subproblem,
tainable city logistics namely a n-circuit subproblem with the additional constraint that the
Joachim R. Daduna, Hochschule für Wirtschaft und Recht corresponding node is not repeated in the circuit.
Berlin Berlin, Badensche Str. 52, 10825, Berlin, Germany,
[email protected] 4 - The Recoverable Robust Two-Level Network Design
Discussions about City Logistics are mostly concerned with freight Problem
transport in urban areas. However, passenger traffic is not taken into Eduardo Álvarez-Miranda, Dipartimento di Elettronica,
account, even though it is essential that customers are able to reach re- Informatica e Sistemistica, Università di Bologna, Viale del
tail locations to make purchases. The objective is therefore to present Risorgimento 2, 40136, Bologna, BO, Italy,
a concept of a Passenger Traffic and Logistics Service Center that [email protected], Ivana Ljubic, S. Raghavan, Paolo Toth
stresses the accessibility of inner-city shopping areas by customers.
Here the underlying structures include the reduction of traffic in ur-
We consider a problem modeled as the two level network design prob-
ban areas by reducing motorized individual traffic as well as delivery
lem under uncertainty. One of two technologies can be installed on
processes in the commercial sector.
each edge and all nodes of the network need to be served by at least
the secondary one. There is uncertainty regarding the set of primary
customers; only a discrete set of realizations of them is available. The
network is built in two stages. We model this problem using recover-
able robustness, we provide mixed integer programming models and
 TC-04 use a branch & cut algorithm to solve it.
Tuesday, 12:30-14:00
RB-L2

Optimization problems on graphs and

networks  TC-05
Tuesday, 12:30-14:00
Stream: Combinatorial Optimization RB-L3
Invited session
Chair: Ivana Ljubic, Department of Statistics and Operations Problems on graphs II
Research, University of Vienna, Bruennerstr. 72, 1210, Vienna,
Austria, [email protected] Stream: Discrete Optimization, Geometry & Graphs
(contributed)
1 - Minimum Spanning Trees with Generalized Degree Contributed session
Constraints Chair: Victor Lepin, Institute of Mathematics, National Academy
Pedro Moura, DEIO, Faculty of Sciences University of of Sciences of Belarus, 11 Surganova str, 220072, Minsk, Belarus,
Lisbon, Cidade Universitária, Campo Grande, 1749-016, [email protected]
Lisbon, Lisbon, Portugal, [email protected], Luis Gouveia,
Amaro de Sousa 1 - Extremal graphs for the randic index when minimum,
We describe a MST problem which arises in the design of wireless maximum degree and order of graphs are odd
networks. In a wireless link, the signal strength on the receiver side Ljiljana Pavlovic, Department of Mathematics, Faculty of
decreases with the distance to the transmitter side. To guarantee that Natural Sciences and Mathematics, Radoja Domanovica 12,
the interference on the receiver side is under a given threshold, we 34000, Kragujevac, Serbia, [email protected], Tomica
impose a maximum amount of interference caused by the frequency
channels used by the other links on both end nodes of the link. Dif- Divnic
ferent types of links may be installed between two nodes depending
on the distance between them and their degrees. We introduce three Let G(k,m,n) be the set of connected simple n vertex graphs with min-
models and compare the corresponding LP relaxations. imum vertex degree k and maximum vertex degree m. The Randic
index of G is the sum of d(u)d(v) raised to the power of -1/2, where
2 - Layered Graph Approaches for the Hop Constrained d(u) is the degree of vertex u and the summation extends over all edges
Steiner Tree Problem with multiple Root Nodes uv of G. We find for k greater or equal to n/2, and k, m, n are odd,
extremal graphs for which this index attains its minimum value. We
Markus Leitner, Institute of Computer Graphics and show that the extremal graphs have only vertices of degree k, m and
Algorithms, Vienna University of Technology, Favoritenstraße m-1, the number of vertices of degree m-1 is one and the number of
9-11, 1040, Vienna, Austria, [email protected], Luis vertices of degree k is as close to n/2 as possible.
Gouveia, Ivana Ljubic
We consider the following generalization of the hop constrained
2 - Disjoint Path Problem in Mixed Acyclic Graphs
Steiner tree problem: Given an edge-weighted undirected graph whose Cong Zhang, Graduate School of Informatics, Kyoto
nodes are partitioned into root nodes, terminals and Steiner nodes, find University, sakyoku, higashitakeyamachi, 606-8393, kyoto,
a minimum-weight subtree that spans all the roots and terminals so that kyoto, Japan, [email protected], Hiroshi Nagamochi

129
TC-06 EURO 25 - Vilnius 2012

The disjoint path problem asks to find a set of vertex-disjoint paths be- 3 - A Multi-Objective Algorithm for Open Vehicle Rout-
tween k pairs of source and sink vertices. It is known that the problem ing Problems. A Real Case Study for a Spanish Com-
is NP-hard in a general undirected/directed graph, and the problem
with a fixed k admits a polynomial time algorithm for an undirected
pany with time constraints
graph or a DAG (directed acyclic graph). In this talk, we show a com- Ana Dolores López Sánchez, Economía, Métodos
mon generalization of these two results; i.e., the problem with a fixed k Cuantitativos e Historia Económica, Universidad Pablo de
can be solved in polynomial time when a mixed graph becomes a DAG Olavide, Carretera de Utrera, km 1, 41013, Sevilla, Spain,
by contracting each component consisting of undirected edges into a [email protected], Alfredo G. Hernandez-Diaz, Julian Molina,
single vertex. Rafael Caballero, Macarena Tejada
3 - Full cycle extendability of K(1,4)-restricted locally
connected graphs Vehicle Routing Problems (VRP) arise in transportation problems op-
Pavel Irzhavski, Department of Discrete Mathematics and timizing one or several objectives in conflict. We will focus on Open
Algorithmics, Faculty of Applied Mathematics and Computer Vehicle Routing Problems with a homogeneous fleet and three objec-
Science, Belarusian State University, Nezalezhnastsi ave., 4, tives (total distance, maximum travel time and number of routes). We
220030, Minsk, Belarus, [email protected], Yury Orlovich propose a multiobjective local search based algorithm capable of ob-
taining efficient solutions in reasonable times. A real case study for a
A graph G is K(1,p)-restricted if, for any subgraph H of G which is iso-
Spanish Company concerning the collection of workers at their homes
morphic to the complete bipartite graph K(1,p), the number of edges of
is also considered. Results demonstrate the validity of the proposed
the subgraph induced in G by all the vertices of H is at least p+(p-2).
algorithm compared to current routes.
We prove that a connected locally connected K(1,4)-restricted graph
on at least three vertices is either fully cycle extendable or isomorphic
to one of five exceptional (non-Hamiltonian) graphs. This result gen-
eralizes several previous results on the existence of Hamilton cycles in 4 - Tabu Search and Genetic Algorithms for the solu-
graphs. tion of the Capacitated Vehicle Routing Problem with
Time Windows
4 - Biclique partition for graphs with special blocks Arthur Gomez, University of Vale do Rio dos Sinos, AV
Victor Lepin, Institute of Mathematics, National Academy of unisinos 950, São Leopoldo, Brazil, Av. Joao Satt 25 apt
Sciences of Belarus, 11 Surganova str, 220072, Minsk, 802A, 91390364, porto alegre, rs, Brazil,
Belarus, [email protected], Oleg Duginov [email protected], Cristiano Galafassi, Leonardo
The biclique partition problem is to find a minimum number of edge- Chiwiacowsky
disjoint bicliques (complete bipartite subgraphs) that cover all edges
of a given graph. We present a linear-time algorithm for the biclique
partition problem in graphs whose blocks are complete graphs, cycles,
This paper addresses the Vehicle Routing Problem with constraints re-
complete bipartite graphs, special bipartite graphs or wheels.
lated to the vehicle capacity and time windows for customer service.
The problem is solved by a Hybrid Algorithm based on Tabu Search
and Genetic Algorithms metaheuristics. The algorithm performance
is evaluated assuming different values for the metaheuristics parame-
 TC-06 ters. Finally, the results are compared with the best heuristic and exact
methods results found in the literature. The Hybrid Algorithm here
Tuesday, 12:30-14:00 proposed shows efficiency and robustness, with several optimal solu-
RB-Gamma tions achieved.

Rich vehicle routing problems

Stream: Metaheuristics
Invited session
Chair: Jose Brandao, Management, University of Minho, Largo do
 TC-07
Paço, 4704 -553, Braga, Portugal, [email protected] Tuesday, 12:30-14:00
RB-Eta
1 - The Pickup and Delivery Problem with Cross-
Docking Opportunities Warehouse Operations Optimization
Hanne Petersen, Department of Transport, Technical
University of Denmark, Denmark, [email protected], Stream: Vehicle Routing and Logistics Optimization
Stefan Ropke Invited session
We present a pickup and delivery problem, where a number of requests Chair: Hasan Akyer, Industrial Engineering, Pamukkale
with time windows must be served. Each request consists of a pickup University, Pamukkale University Engineering Faculty, Industrial
and/or a delivery, and the aim is to construct a set of feasible vehicle Engineering Department, 20070, Denizli, Turkey,
routes at the lowest possible cost. Several cross-docks are available
to help carry out the transportation operations, allowing for transfer of
[email protected]
goods between vehicles and intermediate storage, and thus one request
can be served by one or multiple vehicles. The problem is solved us-
ing a Parallel Adaptive Large Neighbourhood Search, on real-life and 1 - Development of a systematic method to evaluate
generated data. packaging areas
Judith Weiblen, Institute for Material Handling and Logistics,
2 - Metaheuristics for the vehicle routing problem with
KIT, 76131, Karlsruhe, Germany, [email protected], Dominik
backhauls and soft time windows Berbig, Kai Furmans
Jose Brandao, Management, University of Minho, Largo do
Paço, 4704 -553, Braga, Portugal, [email protected]
The vehicle routing problem with backhauls and soft time windows Consolidation & packaging areas cause 26% of total costs in a distri-
(VRPBSTW) contains two distinct sets of customers: those that re- bution center. Due to a big rate of manual jobs, it is the most important
ceive goods from the depot and those that send goods to the depot. To process after storage & picking. But there is hardly any literature con-
each customer is associated an interval of time (time window), during cerning packaging areas. Thus we present both a systematic method
which each one should be served. This time window is called soft be- to structure and evaluate packaging areas including a KPI-System and
cause it can be violated, but this represents an additional cost. We solve best-practices to design such areas. Above all, a market study of tech-
the VRPBSTW using iterated local search and iterated tabu search. nical realization is shown. These results help to make tendering sim-
The performance of these metaheuristics is tested using a large set of pler,tenders can be compared better and monitoring and evaluation of
benchmark problems from the literature. packing areas gets possible.

130
 EURO 25 - Vilnius 2012 TC-09

2 - Optimal number of vehicles and paths of movement 2 - A Mixed Integer Programming Model for Shelf Life In-
in GridFlow systems with AGVs tegrated Planning, Scheduling and Distribution in Yo-
Melanie Schwab, Material Handling and Logistics, KIT, ghurt Production
Karlsruhe, Germany, [email protected] Çağrı Sel, Department of Industrial Engineering, Dokuz Eylul
University, Dokuz Eylul University, Department of Industrial
The new concept GridFlow is an automatic materialflow system to Engineering, Buca, 35160 Izmir, Turkey, 35160, Izmir,
buffer, sort and store pallets. The pallets are arrangned in a grid with at
least one empty location and each can be moved in four directions, if no Turkey, [email protected], Bilge Bilgen
other pallet is blocking it. Pallets are moved by AGVs which drive un-
derneath the pallets. Sequential movement of pallets allows to retrieve In this study, we deal with a supply chain problem on yoghurt pro-
pallets that can not be accessed directly. As investment for vehicles is duction to make production and distribution decisions in an integrated
the main cost factor in the system, the optimal number of vehicles and way and focus not only on the packaging stage, but also the fermen-
path of movement is derived from a mixed integer optimization model tation/incubation stage. We introduce a new multi-echelon, multi-
which shall be presented. period and multi-objective mixed integer linear programming model.
Sequence-dependent times and costs, perishability constraints, shelf
3 - Optimization of the order-picking processes in the life, labor and working time restrictions are explicitly taken into ac-
count. As a result of the study, optimal solutions are obtained within a
warehouse
reasonable computational time.
Michal Jakubiak, Logistics, Wroclaw University of
Economics, Komandorska 118/120, 50-345, Wrocław,
3 - A production-inventory problem in pharmaceutical
Poland, [email protected]
supply chain — mixed integer approach
The order picking problems in a warehouse are an important aspect in Pawel Hanczar, Department of Logistics, University of
improving the productivity of modern logistic hubs. According to vari- Economics, ul. Komandorska 118/122, 54-608, Wroclaw,
ous estimates, the costs associated with order picking in the warehouse Poland, [email protected]
are from 55 - 65% of the total material handling costs. The author, us-
ing simulation tools, examines what factors influence the selection of The paper considers the production inventory problem in pharmaceu-
moving methods during the process of order picking in the warehouse. tical supply chains. First the structure of the supply chain being an-
alyzed is presented and the production process is briefly described.
4 - A novel heuristic approach for the joint order batch- Three optimization models were taken into account in the main part of
ing and picker routing problems in warehouses the research. The first two models were used to ensure (only if possi-
Hasan Akyer, Industrial Engineering, Pamukkale University, ble) the feasibility of production and to minimize setup times for one
Pamukkale University Engineering Faculty, Industrial period. The third model takes into account all periods on the planning
Engineering Department, 20070, Denizli, Turkey, horizon. The paper finishes with the presentation of results from a real
life application of the presented models.
[email protected], Osman Kulak, Mustafa Egemen Taner
A novel heuristic approach is proposed to solve order batching and 4 - Use of Lagrangian decomposition in coordination of
picker routing problems jointly for multiple cross aisles warehouse refinery production and sales planning
systems. The clustering algorithm integrated with GAs is developed Jiehong Kong, Department of Finance and Management
to provide fast and effective solutions for the order batching problem. Science, NHH Norwegian School of Economics, Helleveien
We adjust the routing problem of pickers as a TSP and propose efficient
TSP heuristics. Numerical experiments are carried out to evaluate the 30, 5045, Bergen, Norway, [email protected], Mikael
performances of the proposed methods. GANN comes out to be the Rönnqvist
most attractive method in terms of solution quality and computational
efficiency. The integrated planning model in refinery operation is a highly nonlin-
ear problem. The standard decoupled approach is to divide the problem
into two subproblems representing refinery production and sales plan-
ning. Information such as approximate component and product prices
are used to coordinate the solutions. To converge to a solution, re-
 TC-08 strictions on the volumes are also needed. In this paper we propose
a decomposition scheme based on LaGrange decomposition. It gener-
Tuesday, 12:30-14:00 ates solutions that are more stable than the existing approaches without
RB-Epsilon requiring additional volume constraints.

Applications
Stream: Supply Chain Planning
Invited session  TC-09
Chair: Mikael Rönnqvist, Département de génie mécanique, Tuesday, 12:30-14:00
Université Laval, G1V 0A6, Québec, Canada, RB-Zeta
[email protected]
Colourings, Independence and
1 - Mathematical programming models for master plan- Assignment
ning in ceramic tile supply chains. Evaluation and
comparison of distributed and centralised scenarios. Stream: Graphs and Networks
David Pérez Perales, Organización de Empresas, (CIGIP), Invited session
Universidad Politécnica de Valencia, Camino de Vera, 46022, Chair: Reinhardt Euler, Informatique, Université de Brest, 20 av.
Valencia, Spain, [email protected], Mareva Alemany Le Gorgeu, B P 817, 29285, Brest, France,
[email protected]
This paper deals with the replenishment, production, and distribution
problem in a ceramic tile supply chain. A distributed decision-making
approach made up of two decisions centers is initially considered in a 1 - Lessons for finding Mutually Orthogonal Latin
multi-item, multi-facility and multi-level context. For each one, a de- Squares (MOLS) for n=10 from new and old proofs
terministic MIP model for the multi-period master planning aiming to
maximize their own local profits is proposed. Then, an ideal central-
for infeasibility of n=6
ized approach is also evaluated as a benchmark. An example based on Gautam Appa, Operational Research, London School of
modifications of real-world industrial problems is presented to evaluate Economics, Houghton Street, WC2A 2AE, London, United
and compare both scenarios. Kingdom, [email protected], Reinhardt Euler, Anastasia
Kouvela, Dimitris Magos, Yiannis Mourtos

131
TC-10 EURO 25 - Vilnius 2012

A Latin Square of size n is an nxn matrix with numbers 1 to n appearing An intermediary firm has to buy some quantity of an output directly
once in each row & column. Two Latin Squares are mutually orthog- from the producer. But the producer has two possible ends to allo-
onal if each of the n square pairs of numbers (s,t) where s,t range in cate its production between them, one end being certain and the other
1,...,n, occur exactly once in the n square cells. It is known that there one being uncertain. The problem of the intermediary firm is a pric-
does not exist an orthogonal pair for n=6. We review the proofs of ing problem: that of determining the price in the certain end in order
this by Tarry(1901), Fisher&Yates (1934), Yamomoto (1954), Stinson to get exactly the desired amount of output from the producer. In this
(1984), Dougherty (1994), Appa&Magos&Mourtos (2004) and extend paper, we model a situation of this kind, and study some aspects of the
the work of Mann (1944). The purpose is to see what can be useful in behavior both of the producer and of the intermediary firm.
deciding whether there exist 3 MOLS of size n=10.
2 - Integrated Pricing and Scheduling for Order Out-
2 - On the recognition of 2-row orthogonal Latin rectan- sourcing in a Supply Network
gle circuits Woldemar Wedel, Business Information Systems and
Anastasia Kouvela, Management Science Group, London Operations Research, University of Kaiserslautern, 8050,
School of Economics and Political Science, 29 Abercorn Pl, Zurich, Switzerland, [email protected], Yike Hu, Oliver
Flat 171, NW89DU, London, United Kingdom, Wendt
[email protected], Gautam Appa, Reinhardt Euler,
Dimitris Magos, Yiannis Mourtos Our work analyzes various pricing strategies and multiattribute dy-
namic pricing mechanisms for the outsourcing of manufacturing and
This study focuses on the completabilty of incomplete pairs of orthog- logistics service orders in a supply network. Via multi-agent sys-
onal Latin squares to identify all reasons that forbid it. We present this tem simulation we investigate how prices should depend on resource
problem as a 3-index assignment problem and as a first step give the availability, the negotiable contract execution time, the cost structure
complete clutter of 2-row orthogonal Latin rectangle circuits. These and willingness to pay of the network participants and their market
are minimal structures that forbid completability. To identify them in structure. We compare the performance of cost-, competition-, and
any incomplete pair of orthogonal Latin squares we present a polyno- market/demand-oriented pricing strategies for determining an adequate
mial time recognition algorithm. lower price bound as a basis for interactive pricing.

3 - Polyhedral aspects of cardinality constraints 3 - On Coordination under Random Yield and Random
Yiannis Mourtos, Management Science & Technology, Demand
Athens University of Economics & Business, Greece, M. Güray Güler, Industrial Engineering, Bogazici University,
[email protected] Turkey, [email protected], Taner Bilgic
A cardinality constraint states that every value of a discrete set must be The aim of this study is to analyze coordination in a supply chain with
received by a minimum and a maximum number of variables involved random yield and random demand. We study five well known contracts
in that constraint. Adopting an IP perspective, we study the polytope from the literature and show that all but the wholesale price contract
defined as the convex hull of vectors satisfying multiple cardinality are able to coordinate the chain under voluntary compliance. We also
constraints. We provide families of facets and efficient separation al- provide a sensitivity analysis on the optimal policy parameters.
gorithms and establish a convex hull relaxation for the case of 2 con-
straints. We discuss the relationship of multiple cardinality constraints 4 - Layout Planning and Shelf Space Allocation in Retail
to some generalizations of graph colouring. Store: A Case Study for Chain Markets in Turkey
Yelda Cansu Adali, Industrial Engineering, Istanbul Kultur
4 - Approximating the multi-level bottleneck assignment
University, Istanbul Kultur University, Atakoy Kampus,
problem Istambul, Turkey, [email protected], Rifat Gürcan
Frits Spieksma, Operations Research and Business Statistics, Özdemir, Kayhan Karaman
Katholieke Universiteit Leuven, Naamsestraat 69, B-3000,
Leuven, Belgium, [email protected], The study addresses layout planning and shelf space allocation prob-
Trivikram Dokka, Anastasia Kouvela lems simultaneously in a retail store. In the layout planning, placement
of category areas is determined on the store floor such that areas do not
We consider the multi-level bottleneck assignment problem (MBA). overlap. In the shelf space allocation problem, space area and location
This problem is described in the recent book "Assignment Problems" of each unit on the shelf need to be determined. A two stage mathemat-
by Burkard et al. (2009) on pages 188 - 189. One of the applications ical model will be developed for solving the above mentioned problem
described there concerns bus driver scheduling. We view the problem for maximizing total sales revenue in the period. The developed model
as a special case of a bottleneck m-dimensional assignment prob- lem. will be implemented in a real life retailer’s store layout and shelf space
We give approximation algorithms and inapproximability results, de- allocation problem.
pending upon the completeness of the underlying graph.

 TC-11
 TC-10 Tuesday, 12:30-14:00
Tuesday, 12:30-14:00 RB-Iota
RB-Theta
Exact Methods for Arc Routing Problems
Pricing and Applications
Stream: Arc Routing
Stream: Production Management & Supply Chain Invited session
Management (contributed) Chair: Claudia Bode, Chair of Logistics Management, Gutenberg
Contributed session School of Management and Economics, Johannes Gutenberg
Chair: M. Güray Güler, Industrial Engineering, Bogazici University Mainz, 55099, Mainz, Germany,
University, Turkey, [email protected] [email protected]

1 - A pricing problem in a two-ends model under uncer- 1 - Mixed Capacitated General Routing Problem: Exact
tainty and Heuristic Methods
Alberto A. Álvarez-López, Quantitative Applied Economics Francesca Vocaturo, Dipartimento di Economia e Statistica,
II, UNED (Spanish National University of Distance Università della Calabria, Via Pietro Bucci - Cubo 0C, 87036,
Education), Paseo Senda del Rey, 11, 28040, Madrid, Spain, Arcavacata di Rende (CS), Italy, [email protected], Adamo
[email protected], Inmaculada Rodríguez-Puerta Bosco, Demetrio Laganà, Roberto Musmanno

132
 EURO 25 - Vilnius 2012 TC-13

The general routing problem (GRP) arises in contexts where it is In a public transport setting without seat reservations, the typical way
needed not only to service some arcs or edges of a graph, but also some peak demand can be balanced against operational and inventory costs
isolated vertices. It is common in many real-life applications of waste by balancing price strategy against rolling stock allocation. Since pas-
collection and mail delivery. Despite the importance, relatively few sengers have to share capacity, the satisfaction of a passenger is influ-
studies have been published on this problem. Moreover, most works enced by the allocation of other passengers. We will discuss a model
deal with the uncapacitated case. We present exact and heuristic ap- where we take individual tolerance levels for crowdedness into ac-
proaches for the capacitated GRP defined on a mixed graph. Compu- count. We aim to optimize a social optimum for this model and then
tational results are also reported. compare the results to a simulation where the passengers try to maxi-
mize their own individual satisfaction.
2 - Modeling the Rural Postman Problem with Time Win-
dows
Ingrid Marcela Monroy Licht, Mathematics and Industrial 3 - Improving railway infrastructure utilization through
Engineering, École Polytechnique de Montréal, 2900, boul. pricing mechanisms - Modelling train flows
Michal Kaut, SINTEF Technology and Society, PO Box 4760
Édouard-Montpetit. Chemin de Polytechnique., H3T 1J4, Sluppen, 7465, Trondheim, Norway, [email protected],
Montréal, Québec, Canada, [email protected], Adrian Werner, Arnt-Gunnar Lium, Truls Flatberg, Teodor
Ciro Alberto Amaya, André Langevin Gabriel Crainic, Teodor Gabriel Crainic
During the winter season it is necessary to monitor the formation of ice
on roads. This is the case in Quebec, Canada, where a patrol vehicle
must check the status of roads during certain time intervals, depending The goal of the project is to improve the utilization of the Norwe-
on weather conditions. To design efficient monitoring, we have mod- gian railway network by creating incentives for train operators to move
eled this problem as a Rural Postman Problem with Time Windows. some of their load to off-peak times, by assigning penalties to the us-
We explored three models to formulate the problem: a mixed integer age of specific sections at given times. This leads to a bilevel problem:
model in arcs, an equivalent problem in nodes and a constraint pro- in the upper level, we set the prices and in the lower level, the train
gramming problem. Some results are presented comparing the models operators create their routes.
on directed and non-directed graphs.
We focus on the lower-level optimization problem, in which we have
3 - Analysis of Pricing Problem Relaxations for the Ca- to approximate the way the train operators react to the usage prices,
pacitatad Arc Routing Problem while ensuring that the proposed schedule is feasible in the network.
Claudia Bode, Chair of Logistics Management, Gutenberg
School of Management and Economics, Johannes Gutenberg 4 - Computing capacity consumption of railway lines
University Mainz, 55099, Mainz, Germany, and networks
[email protected], Stefan Irnich Rob Goverde, Transport and Planning, Delft University of
We present an in-depth analysis of the pricing problem and possible Technology, Stevinweg 1, 2628 CN, Delft, Netherlands,
relaxations in the branch-and-price context for the CARP. Any pricing [email protected]
problem relaxation must be able to handle two sets of tasks for mod-
eling elementary routes and for branching. This complicates the pric-
ing relaxations. We expose the following relaxations of CARP pricing This paper describes a mathematical model to compute the capacity
problem: partially elementary tours, NG-route relaxation (including a consumption of a railway line and extends this concept to railway net-
dynamic version), and k-loop-free pricing. The requirement to con- works. Capacity consumption is measured as the occupation time plus
struct task-2-loop free tours is rather intricate for k-loop elimination. buffer time relative to the scheduled time interval. The occupation
Finally, acceleration techniques are addressed. time is obtained by compressing the timetable while maintaining fea-
sibility. This is modelled as a critical path problem over precedence
graphs. The line capacity problem is based on a microscopic model
which gives input to the macroscopic model of the network capacity
problem that also includes connections at stations.
 TC-12
Tuesday, 12:30-14:00
RB-Omicron

Capacity and Infrastructure  TC-13

Tuesday, 12:30-14:00
Stream: Optimization in Public Transport RB-Tau
Invited session
Chair: Rob Goverde, Transport and Planning, Delft University of Assembly systems and automotive
Technology, Stevinweg 1, 2628 CN, Delft, Netherlands, production
[email protected]
Stream: Manufacturing and Warehousing
1 - OR in shunt planning
Invited session
Joel van ’t Wout, Netherlands Railways, Netherlands,
[email protected] Chair: Rüdiger Berndt, Computer Science 7, Uni
Erlangen-Nürnberg, 91058, Erlangen, Germany,
The final planning phase for a railway operator is the shunt planning. [email protected]
This involves the processes within the local station area, mainly choos-
ing parking tracks and finding routes between the station and the shunt-
ing yard. OR models for shunt planning can be of great help to the 1 - Job rotation in assembly lines with disabled workers
planners of Netherlands Railways, because of limited parking and rout-
ing capacity in the Dutch railway network. Moreover, NS would like Alysson M. Costa, University of São Paulo, Brazil,
to make the shunt plans as late as possible, generating time pressure [email protected], Mayron César Oliveira Moreira
for the planners. We will present a model that solves the problem of
matching, parking and routing rolling stock.
We study the problem of planning job rotation schedules in assembly
2 - A model for balancing price, capacity and crowded- lines with heterogeneous workers. Practical motivation for this study
comes from the context of balancing assembly lines in sheltered work
ness in public transport centers for the disabled. We propose a new problem in which the tasks
Paul Bouman, Decision and Information Sciences, Rotterdam are kept fixed in the stations for the whole planning period while each
School of management, Erasmus University, Burgemeester worker rotates within a subset of the stations. A mathematical model
Oudlaan 50, 3062 PA, Rotterdam, Netherlands, and some preliminary results are discussed.
[email protected]

133
TC-14 EURO 25 - Vilnius 2012

2 - Improving ergonomics by OR methods applied in the Traditional approaches to solving the nurse rostering problem have
planning process: The example of the automobile in- mainly focused on the minimisation of the number of constraint vi-
olations across all the nurses. However, these rosters generally fail
dustry to ensure that individual nurses are treated fairly and the workload is
Alena Otto, Management Science, Friedrich-Schiller shared evenly amongst nurses. In this paper, we introduce new fair-
University Jena, Carl-Zeiß-Straße 3, 07743, Jena, Germany, ness measures and propose an agent-based framework for coopera-
[email protected] tive search that combines the strength of several heuristic and meta-
heuristic agents to optimise these measures in order to generate fair
Poor workplace ergonomics results in occupational diseases and in nurse rosters.
high costs for firms, e.g., from absenteeism and errors. It is possible to
improve ergonomics at low costs, especially at the earlier steps of plan- 2 - Multi-level Decision Support in Rostering and
ning. Then, mitigation of ergonomic risk factors also goes with raises Staffing
in productivity and a higher quality. Currently, firms have difficulties Patrick De Causmaecker, Computer Science/CODeS,
to incorporate ergonomic aspects into the planning process. We show Katholieke Universiteit Leuven, Campus Kortrijk, Etienne
examples of how to integrate ergonomic aspects into the planning deci- Sabbelaan 53, BE-8500, Kortrijk, Flanders, Belgium,
sions. We discuss important planning steps, formulate problem settings
and point out OR models.
[email protected], Stefaan
Haspeslagh
3 - Precompiled Configuration Spaces for the Verifica- The connection between rostering software and inter-ward decision
making is studied. The assignment of nurses to shifts in a ward is
tion of Consistency in Production Planning Pro- subject to a large numbers of constraints and must allow flexibility in
cesses meeting unforeseen circumstances. Often software is available to sup-
Rüdiger Berndt, Computer Science 7, Uni port the assignment task. We model the impact of the rostering strategy
Erlangen-Nürnberg, 91058, Erlangen, Germany, and the ward configuration on its operational platform in terms of de-
[email protected], Peter Bazan, mand and occupation. By studying the impact of algorithm behavior
Kai-Steffen Hielscher on the operational efficiency, a better informed management of load
and resource distribution becomes possible.
Highly customizable products and mass customization - as increasing 3 - The Nurse Scheduling Problem: Modelling the
trends of the last years - are mainly responsible for an immense growth Nurses’ Preferences in a Hospital in Turkey
of complexity within the digital representations of knowledge. This
also applies to the scope of car manufacturing and to the production Alejandra Duenas, Management, IESEG School of
planning processes and the involved data. We develop a method to Management, Socle de la Grande Arche, 1 Parvis de la
detect and analyze inconsistencies by employing a Multi-Valued Deci- Défense, 92044, Paris, France, [email protected], G.yazgi
sion Diagram (MDD) which encodes the set of all valid product con- TÜtÜncÜ
figurations. On this basis, we state a number of rules of consistency The nurse scheduling problem consists of generating a work schedule
that are checked by a set-based verification scheme. that considers working days and days off for nursing staff in a Turk-
ish hospital. Schedules meet all hard constraints and consider nurses’
4 - Queue Optimization in Deterministic Linear Manufac- preferences modelled by fuzzy sets and aggregated to determine an
turing Systems overall preference cost function. The schedules are generated by a hy-
Zuzana Němcová, Department of Information Technologies, brid approach based on an interactive method which is combined with
a multi-objective genetic algorithm(GA). The GA’s fitness function is
Faculty of Informatics and Management, University of Hradec based on goal and aspiration levels. The results reveal that the pro-
Králové, Rokitanského 62, 500 02, Hradec Králové, Czech posed approach generates good quality solutions.
Republic, Czech Republic, [email protected], Martin
Gavalec 4 - From Simplified to Detailed Solutions To The Nurse
Rostering Problem
The contribution describes cost optimization in deterministic linear Geetha Baskaran, Computer Science, The University of
queuing systems. A manufacturing system is linear if it consists of a Nottingham Malaysia Campus, Faculty of Science, Jalan
series of servers. Knowledge of the development of the queue lengths Broga, 43500, Semenyih, Kajang, Malaysia,
during the run of the system is useful for controlling the total costs.
The method of finding the optimal setup of service capacities of the [email protected], Andrzej Bargiela,
servers in each time period in which the service times stay unchanged Rong Qu
is suggested. It helps the manager of the system in deciding when and This paper presents a novel approach to solving the nurse rostering
how the service times of the servers should be changed. This results in through information granulation. Compared to the established schedul-
significant cost savings. ing methods,our approach involves judicious grouping (granulation) of
shift types that lead to a reformulation of the original problem in a sig-
nificantly reduced solution space. The schedules are then translated
back into the original problem space by considering the constraints that
could not be represented in the reduced space. The proposed method
has been evaluated on the standard benchmark problems and has shown
 TC-14 to be capable of finding high quality schedules.
Tuesday, 12:30-14:00
RB-Omega

Nurses Scheduling  TC-15

Tuesday, 12:30-14:00
Stream: Timetabling and Rostering RB-2101
Invited session
Chair: Geetha Baskaran, Computer Science, The University of Vector and Set-Valued Optimization I
Nottingham Malaysia Campus, Faculty of Science, Jalan Broga,
43500, Semenyih, Kajang, Malaysia, Stream: Vector and Set-Valued Optimization
[email protected] Invited session
Chair: Vicente Novo, Matematica Aplicada, Universidad Nacional
1 - Agent-based Cooperative Meta-heuristic search for de Educacion a Distancia, Juan del Rosal no. 12, 28040, Madrid,
Fairness in Nurse Rostering Spain, [email protected]
Simon Martin, Mathematics, University of Portsmouth, Lion Chair: Beatriz Hernández-Jiménez, Economics, University Pablo
Building, Lion Gate, PO1 3HE, Portsmouth, Hampshire, de Olavide, Edificio No 3, José Moñino - 2a planta-despacho26,
United Kingdom, [email protected], Pieter Smet, Ctra. de Utrera, Km. 1- 41013 Sevilla, 41013, SEVILLA, Spain,
Djamila Ouelhadj, Ender Özcan, Greet Vanden Berghe [email protected]

134
 EURO 25 - Vilnius 2012 TC-16

1 - Variational-like inequality problems and vectorial op-  TC-16

timization problems in Banach spaces Tuesday, 12:30-14:00
Gabriel Ruiz-Garzón, Estadistica e I.O., University of Cadiz,
Campus de Jerez de la Frontera, Avda. de la Universidad s/n, RB-2103
11405, Jerez de la Frontera, Cádiz, Spain, Perturbation and sensitivity in Markov
[email protected], Lucelina Batista dos Santos, Antonio
Rufián-Lizana, Rafaela Osuna-Gómez control problems and games
Stream: Uncertainty and Perturbations in Optimization
This work is devoted to the study of relationships between solutions of and in Environmental and Energy Modelling
Stampacchia and Minty vector variational-like inequalities and Pareto
and weak Pareto solutions of vector optimization problems in Ba- Invited session
nach spaces under pseudo invexity and pseudo monotonicity hypothe- Chair: Konstantin Avrachenkov, MAESTRO team, INRIA Sophia
ses. We have extended the results given by various authors to Banach Antipolis, 2004 Route des Lucioles B.P. 93, 06902, Sophia
spaces and the relationships obtained to weak efficient points in San- Antipolis, France, [email protected]
tos et al. are completed and enabled to relate Pareto points and solu-
tions of the weak and strong Minty, Stampacchia and perturbed vector Chair: Yi Zhang, Mathematical Sciences, University of Liverpool,
variational-like inequalities. Department of Mathematical Sciences, University of Liverpool,
L69 7ZL, Liverpool, Merseyside, United Kingdom,
[email protected]
2 - Efficiency in multiobjective variational problem un-
der generalized convexity 1 - Markov decision processes with unknown transition
Manuel Arana-Jiménez, Estadistica e Invesitigacion
matrices
Operativa, University of Cadiz, Facultad CCSS y de la
Masayuki Horiguchi, Department of Mathematics and
comunicacion, Av. Universidad s/n, 11405, Jerez de la
Physics, Faculty of Science, Kanagawa University, 2946
Frontera, Cadiz, Spain, [email protected], Antonio
Tsuchiya„ 259-1293, Hiratsuka, Kanagawa, Japan,
Rufián-Lizana, Rafaela Osuna-Gómez, Gracia M.
[email protected]
Nieto-Gallardo
We are concerned with Markov decision processes (MDPs) with un-
known transition matrices. We introduce a Bayesian approach of in-
We study effciency in multiobjective variational problems. For this tervals of prior measures to this uncertainty model, by which we can
purpose, we introduce new classes of functions, called V-KT(FJ)- estimate unknown transition matrices to be posterior interval of closed
pseudoinvex. These functions are characterized in order that all criti- convex set in each component and formulate interval estimated MDPs.
cal points (Kuhn-Tucker/Fritz John) are efficient solutions. That is, we We characterize this model as a controlled Markov set-chain model
propose the weakest properties on the functions involved in the mul- with intervals of transition matrices. Some convergence properties for
tiobjective variational problem, such that we can ensure that a critical uncertain MDPs of Bayesian approach are discussed and also numeri-
point is an efficient solution. These new classes of functions and re- cal experiments are shown.
sults are a generalization of others recently appeared in multiobjective
mathematical programming problems. 2 - Detecting non-Hamiltonicity in cubic graphs using
linear feasibility problems
3 - The exact l1 penalty function method for vector opti- Jerzy Filar, School of Computer Science, Engineering and
mization problems Mathematics, Flinders University, Sturt Road, 5042, Bedford
Tadeusz Antczak, Faculty of Mathematics and Computer Park, SA, Australia, [email protected], Michael
Science, University of Lodz, Banacha 22, 90-238, Lodz, Haythorpe, Serguei Rossomakhine
lodzkie, Poland, [email protected]
We present a series of linear feasibility problems containing a
polynomially-bounded number of constraints and variables. We show
In our considerations, we use the vector exact l1 penalty function that the feasibility problems are guaranteed to be feasible when gener-
method for solving convex and nonconvex vector optimization prob- ated for Hamiltonian cubic graphs, but may not be feasible otherwise.
lems. The most important property of this method, that is, exactness of We prove that cubic graph graphs always generate an infeasible set
the penalization, is examined. We show that, there exists a lower bound of constraints. We provide strong empirical evidence that almost all
of the penalty parameter, above which this value, the equivalence be- non-Hamiltonian cubic graphs can be identified as such using this ap-
tween the set of (weak) Pareto optimal solutions in multiobjective pro- proach.
gramming problem and the set unconstrained (weak) Pareto optimal
solutions in its associated vector penalized optimization problem with 3 - Transformation method for discounted continuous-
the vector exact l1 penalty function holds. time Markov decision processes with unbounded
rates
4 - Characterization of weakly efficient solutions for Yi Zhang, Mathematical Sciences, University of Liverpool,
non-regular vector optimization problems with conic Department of Mathematical Sciences, University of
Liverpool, L69 7ZL, Liverpool, Merseyside, United Kingdom,
constraints
[email protected], Alexei Piunovskiy
Beatriz Hernández-Jiménez, Economics, University Pablo de
Olavide, Edificio No 3, José Moñino - 2a planta-despacho26, The standard uniformization technique for reducing a continuous-time
Ctra. de Utrera, Km. 1- 41013 Sevilla, 41013, SEVILLA, Markov decision process (CTMDP) to a discrete-time Markov deci-
Spain, [email protected], Rafaela Osuna-Gómez, Marko A. sion process has been well known for long. This technique requires
Rojas-Medar the boundedness on the transition rates. In this talk, for a discounted
CTMDP in Borel spaces, we present a transformation method that gen-
eralizes the standard uniformization technique to the case of arbitrarily
In non-regular problems the classical optimality conditions are totally unbounded transition rates. We also obtain a necessary and sufficient
inapplicable. Meaningful results were obtained for scalar problems condition for the finiteness of the underlying value function, which
with conic constraints by Izmailov and Solodov. In this paper we give leads to a non-explosion condition for a CTMDP.
a necessary optimality condition for a non-regular vector optimiza-
tion problems with conic constraints defined using abstract spaces, and 4 - The expected total cost criterion for Markov decision
appropriate generalized convexity notions to show that the optimal- processes under constraints: a convex analytic ap-
ity condition given is both necessary and sufficient to characterize the proach
weakly efficient solutions set. The results that exist in the literature up Francois Dufour, Institut de Mathematiques de Bordeaux,
to now, even for the regular case, are particular instances of the ones
presented here. Universite Bordeaux, 351 Cours de la Liberation, 33400,
Talence, France, [email protected], Masayuki
Horiguchi, Alexei Piunovskiy

135
TC-17 EURO 25 - Vilnius 2012

This paper deals with discrete-time Markov Decision Processes under

constraints where all the objectives have the same form of an expected
 TC-18
total cost over the infinite time horizon. The existence of an optimal Tuesday, 12:30-14:00
control policy is discussed by using the convex analytic approach. We RB-2107
work under the assumptions that the state and action spaces are gen-
eral Borel spaces and the model is non-negative, semi-continuous and Competitive Location.
there exists an admissible solution with finite cost for the associated
linear program. Our result ensures the existence of an optimal solution
to the linear program given by an occupation measure of the process Stream: Continuous Location
generated by a randomized stationary policy. Invited session
Chair: Blas Pelegrin, Statistics and Operations Research,
University of Murcia, Spain, [email protected]

1 - Solving a Huff-type location model on networks

 TC-17 Rafael Blanquero, Estadística e Investigación Operativa,
Tuesday, 12:30-14:00 Universidad de Sevilla, Faculty of Mathematics, Tarfia S.N.
RB-2105 41012-Seville (Spain), 41012, Seville, Spain,
[email protected], Emilio Carrizosa, Amaya Nogales, Frank
Hub Location II Plastria
In this talk we address the problem of locating a single facility on a
Stream: Hub Location network according to the Huff competitive location model, where the
Invited session nodes of the network represent users asking for a certain service. The
Chair: Barbaros Tansel, Industrial Engineering, Bilkent University, objective function of this problem is shown to be multimodal and can
be written as the difference of two convex functions. This fact is ex-
Bilkent, 6800, Ankara, Turkey, [email protected] ploited in a branch and bound procedure which allows us to solve this
problem on networks of reasonable size. Computational results are
1 - A new approach to economies of scales in hub loca- presented.
tion problems 2 - Location models and GIS tools for franchise distribu-
Martin Baumung, Deutsche Post Endowed Chair of
tion
Optimization of Distribution Networks, RWTH Aachen
Rafael Suarez-Vega, Metodos Cuantitativos en Economia y
University, Kackertstrasse 7, 52072, Aachen, Germany,
Gestion, Universidad de Las Palmas de Gran Canaria, Edificio
[email protected]
Departamental de Ciencias Economicas y Empresariales,
Campus Universitario de Tafira, 35017, Las Palmas de Gran
Despite economies of scales being one of the main reasons for hub &
spoke networks, little attention has been paid to their adequate consid- Canaria, Las Palmas, Spain, [email protected], Dolores
eration in hub location models. In most of nowadays models unit trans- R. Santos-Peñate, Pablo Dorta-González
portation costs are assumed to be independent of the actual flow and We consider a competitive location model and GIS tools to make de-
are discounted by a constant factor on interhub links to take account of cisions in a franchise distribution system when a single facility has to
economies of scale. We present a new approach where transportation be located in a planar space. Two normally in conflict objectives are
costs are not incurred by flows but by vehicle tours. This way consol- involved, the maximization of the market share of the firm and the min-
idation can be achieved on any link of the network and the number of imization of the cannibalization. Maps representing the market share,
hubs no longer needs to be constrained. the cannibalization effect, or a combination of them, are obtained. GIS
tools allow the incorporation of forbidden regions and other restric-
2 - The ring star hub location problem: A Benders de- tions, and the visualization of the effects produced by the opening of a
composition approach new facility into the market.
Ricardo Camargo, Engenharia de Produção, Universidade
3 - On a biobjective location model for firm expansion
Federal de Minas Gerais, 30161-010, Belo Horizonte, Minas
Gerais, Brazil, [email protected], Gilberto Miranda, with binary customer behaviour
Henrique Luna, Elisangela Martins de Sá Algirdas Lančinskas, Institute of Mathematics and
Informatics, Vilnius University, Akademijos st. 4, LT-08663,
The ring star hub location problem is the design of a two level hier- Vilnius, Lithuania, [email protected], Julius
archical network: At the top, a ring network linking hubs, which are Zilinskas, Blas Pelegrin, Pascual Fernandez
selected from a node candidates set, while observing scale economies We study a bi-objective location model on a network for firm expan-
on the links; and, at the bottom, a star network, single allocating ex- sion in competition with other firms. The aim of the expanding firm is
changing flow customers to a hub. The problem is an extension of hub to maximize its market share and to minimize the cannibalism effect
location problems to rapid transit and telecommunication applications. caused by new facilities. Demand in each market is fixed and cus-
A new formulation is proposed and tackled by a Benders decomposi- tomers select the most attractive facility while attraction depends on
tion algorithm, which efficiently solves large scale instances to opti- facility quality and distance to the customers. Under general condi-
mality, due to a new cut selection scheme. tion, efficient locations are proved to be in the set of nodes. A heuristic
algorithm is proposed to find efficient solutions for a large set of mar-
3 - The p-Hub Median Problem on Incomplete Trans- kets. Computational results are discussed.
portation Networks
Barbaros Tansel, Industrial Engineering, Bilkent University,
Bilkent, 6800, Ankara, Turkey, [email protected],
İbrahim Akgün
 TC-19
The p-hub median problem has been studied so far under the assump- Tuesday, 12:30-14:00
tion of a fully connected (complete) network where there is an undi- RB-2111
rected arc present for each pair of nodes. Transportation networks in
the physical world are generally incomplete. That is, many of the arcs
may be missing. While an incomplete network problem can always
Risk Modeling and Risk Measures
be handled by converting it first to a complete network problem, we
strongly deviate from this tradition and give a new formulation that Stream: Actuarial Sciences and Stochastic Calculus
represents the problem directly on the given incomplete network. We Invited session
present the new formulation and certain modeling advantages related Chair: David Wozabal, TUM School of Management, Technische
to it.
Universität München, Arcisstraße 21, DE-80333, München,
Germany, [email protected]

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 EURO 25 - Vilnius 2012 TC-21

1 - Modeling the ATM Cash Delivery Problem as a Vehi- 2 - On distributional robust probability functions and
cle Dispatch Problem and Solving It via a New Hybrid their computations
Heuristic Algorithm Man Hong Wong, Systems Engineering and Engineering
Kübra Fenerci, Industrial engineering, Boğaziçi University, Management, The Chinese University of Hong Kong, Room
Mareşal Çakmak Cd. İnce Su Sk. Abacı Apt 8/1 609, William M. W. Mong Engineering Building, The
Şirinevler/İST., İstanbul, Turkey, Chinese University of Hong Kong, Shatin, N.T., Hong Kong,
[email protected], Ilhan Or, Ekrem Duman Hong Kong, [email protected], Shuzhong Zhang
The Savings’ and Sweep algorithms are two classical, but widely used Consider a random vector, and assume that a set of its moments infor-
approaches to find good near optimal solutions for vehicle routing mation is known. Among all possible distributions obeying the given
problems. A varient heuristic integrating the basic philosophies of moments constraints, the envelope of the probability distribution func-
these algorithms is developed and applied to the vehicle routing prob- tions is introduced in this paper as distributional robust probability
lem arising in the route optimization of ATM cash delivery vehicles. function. We show that such a function is computable in the bi-variate
An "angle criterion" (reflecting the spatial tendencies of the sweep ap- case under some conditions. Connections to the existing results in the
proach) is embedded into the "savings criterion" to generate a hybrid literature, as well as the applications in risk management, will be dis-
algorithm. Relative weights of the "sweep" and "savings" criteria are cussed.
experimentally determined.
2 - "Jumping Assets", "Timing Effect" and "Systemic 3 - Recent Features of UK Income Protection Claim Du-
Risk" in Portfolio Selection Problems rations
Sergio Ortobelli, MSIA, University of Bergamo, Via dei Isabel Cordeiro, Escola de Economia e Gestão, Universidade
Caniana, 2, 24127, Bergamo, Italy, [email protected], Enrico do Minho/CEMAPRE, ISEG, Escola de Economia e Gestão,
Angelelli Universidade do Minho, Campus de Gualtar, 2710-057,
In this paper we propose a comparison among the ex-post sample paths
Braga, Portugal, [email protected]
of the wealth obtained optimizing some large scale dynamic portfolio In this paper we calculate average claim durations conditioned on re-
strategies. We use the stock of the main US market of the last 20 years. covery, on death and not conditioned on any particular mode of claim
This empirical portfolio selection analysis has permitted: 1) To iden- termination, using the most recent graduations of the transition inten-
tify some assets, called "jumping assets", that present returns with big sities defined for a multiple state model for Income Protection (IP).
oscillations in a very short time. 2) To use portfolio strategies that max- These average claim durations are compared with similar durations
imize the time the portfolio reaches a loss and minimize the time the presented in Cordeiro (2002, 2007), calculated with graduations for
portfolio reaches an earn (Timing effect). 3) To forecast the periods of an earlier period. We also analyse other features of the distribution of
systemic risk. the duration of an IP claim. All this information can be very useful for
insurance companies selling IP policies.
3 - Robustifying Convex Risk Measures: A Non-
Parametric Approach 4 - Valuation of employee Stock Option with stochastic
David Wozabal, TUM School of Management, Technische exercise price for a Brazilian Firm
Universität München, Arcisstraße 21, DE-80333, München, Tara Keshar Nanda Baidya, Industrial Engineering, PUC-Rio,
Germany, [email protected] Rua Marquês de São Vicente 225 — Gávea, 22451-041, Rio
We are robustifying convex, version independent risk measures. The de Janeiro, RJ, Brazil, [email protected], Fernando Visser
robustified risk measures are defined as the worst case portfolio risk
over a Kantorovich neighborhood of a reference distribution. We Employee Stock Option is being used more and more in Brazil re-
demonstrate that the optimization problem of finding the worst case cently. The objective of our research is to propose a model to price
risk can be solved analytically and consequently closed form expres- this option in the Brazilian context. For this purpose, we have chosen
sions for the robust risk measures are obtained. We use these results to a Brazilian Airline firm called TAM S.A. The exercise price of this
derive robustified versions for several examples of risk measures and option is stochastic, it depends on the General Price Index of Brazil
demonstrate the favorable properties of the resulting robust measures called IGPM. It has another particularity, the stock option can be exer-
in rolling-window out-of-sample evaluations. cised only after a certain period of time. In our case, there are options
issued with a waiting period of 2, 3 and 4 years.

 TC-20
Tuesday, 12:30-14:00  TC-21
RB-2113 Tuesday, 12:30-14:00
RB-2115
Risk Assessment in the Financial Sector
Asset Pricing
Stream: Decision Making Modeling and Risk Assess-
ment in the Financial Sector Stream: Long Term Financial Decisions
Invited session Invited session
Chair: Tara Keshar Nanda Baidya, Industrial Engineering, Chair: Andreas Loeffler, Banking and Finance, Freie Universität
PUC-Rio, Rua Marquês de São Vicente 225 — Gávea, 22451-041, Berlin, Boltzmannstr 20, 14195, Berlin, Germany, [email protected]
Rio de Janeiro, RJ, Brazil, [email protected]
1 - A Study on Quantitative Evaluation of the Model for 1 - Optimal Stopping for Portfolio Management
the Piano Fingering Alexandra Spachis, Business School, Imperial College,
Keisuke Hotta, Faculty of Information and Communication, Exhibition road, SW7 2AZ, London, United Kingdom,
Bunkyo University, 1100 Namegaya, 253-8550, Chigasaki, [email protected], Eleni
Kanagawa, Japan, [email protected] Hadjiconstantinou, Nicos Christofides
The fingering problem is to decide the natural fingering for the music Optimal Stopping problems (OPM) offer a substantial improvement in
score. In the previous research, I studied the fingering of the musical terminating a procedure at an earlier stage thus in real-life problems
passage with single-note, 3rd or 6th-chord and the chord for both right saving costs of additional observations. The focus of this paper is on
and left hand respectively, by optimizing them as IP. The passage with the application of an OPM to the area of Portfolio Management. More
single-note is the most difficult because of the flexibility. Then, unnat- specifically, the Portfolio Management Problem (PMP) aims at max-
ural fingering was occurred in several passages. In order to improve imizing the expected return of an investor investing in a portfolio. A
the model and the cost function, I study the effects of them by measur- Dynamic Programming approach is proposed to solve the PMP and an
ing the existing qualitative results of the score quantitatively, and seek illustrative example is presented to explain the proposed mathematical
the better fingering. formulation and its computational implementation.

137
TC-22 EURO 25 - Vilnius 2012

2 - Misperceptions of Long-Term Investment Perfor- We consider the nonlinear programming problem for Leontief mod-
mance: Insights From An Experiment els (NLPL) with a bilinear objective function and linear constraints
Michael Stutzer, Finance, University of Colorado, 419 UCB, both for primal and dual Leontief models and two quadratic constraints
which normalize final demand and value added. We show that for pro-
80309, Boulder, CO, United States, ductive Leontief matrix the set of solutions of NLPL is determined by
[email protected], Susan Jung Grant the eigenvectors corresponding to the maximum eigenvalues of a cer-
tain symmetric matrices. For productive and indecomposable Leontief
The expected cumulative return is a reasonable long-term result in- matrices NLPL has a unique solution. Numerical examples for the ag-
dicator for repeated fixed dollar gambles. But long-term investments gregated 15 sectors Leontief model of Ukraine are given.
are better modeled by cumulating percentage returns, which are highly
positively skewed, making the median a far better measure of central- 3 - Upper bounds for optimization problem of inter-
ity. Our experimental findings show that many subjects, including ones sectoral planning of structural and technological
who have authored papers in the area, would make long-term invest-
ments in highly volatile assets with high expected return, but regret changes
doing so once they are shown the distribution of long-term cumulative Tamara Bardadym, Dept. of Nonsmooth Optimization
returns resulting from the investment. Methods, V.M.Glushkov Institute of Cybernetics, Prospekt
Akademika Glushkova, 40, 03187, Kyiv, Ukraine,
3 - A Note On Estimating CAPM-Betas [email protected], Oleg Berezovskyi
Andreas Loeffler, Banking and Finance, Freie Universität Two optimisation problems of interbranch planning of structural and
Berlin, Boltzmannstr 20, 14195, Berlin, Germany, technological changes formulated as quadratic type problems are con-
[email protected], Thomas Burkhardt sidered: to maximize the total income of consumers, and to maximize
Keynesian multiplicator "income growth - production growth". Pos-
Any CAPM-test uses an ex post formulation of the capital market line. sible ways for finding upper bounds by Shor’s technique with the use
In our note we show that the distribution of the noise has to be endo- of superfluous constrains are described. Numerical experiments for
genised.To this end we consider an model where assets follow a multi- 7-branch model were accomplished.
dimensional Brownian motion. Then we posses a model with multiple
price path that enables us to simulate the beta evaluation. Such, we
are able to determine the distribution of betas. Simulations using a
very simple Brownian setup already show that the resulting beta dis-
tributions have an enormous range. Even with largeR2 empirically
estimatedCAPM-returns should be carefully interpreted.
 TC-23
Tuesday, 12:30-14:00
RB-Delta

Complementarity Problems, Variational

 TC-22 Inequalities and Equilibrium
Tuesday, 12:30-14:00
RB-2117 Stream: Mathematical Programming
Invited session
Mathematical Models in Macro- and Chair: Sandor Zoltan Nemeth, School of Mathematics, The
Microeconomics 2 University of Birmingham, The Watson Building, Edgbaston, B15
2TT, Birmingham, United Kingdom,
Stream: Mathematical Models in Macro- and Microe- [email protected]
conomics Chair: Song Wang, Mathematics & Statistics, The University of
Invited session Western Australia, 35 Stirling Highway, Crawley, 6009, Perth,
Chair: Ludmilla Koshlai, Systems analysis and OR, Institute of Western Australia, Australia, [email protected]
Cybernetics, Gonchar str.,65-a,apt.20, 01054, Kiev, Ukraine,
1 - The Influence of Technical, Market and Legislative
[email protected]
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics, Factors on E-Waste Flows
Middle East Technical University, ODTÜ, 06531, Ankara, Turkey, Thomas Nowak, Transport and Logistics Management,
[email protected] Vienna University of Economics and Business,
Chair: Jean-Francois Emmenegger, Quantitative Economics, Nordbergstrasse 15, 1090, Wien, Austria,
University of Fribourg, Bd de Pérolles 90, F440, 1700, Fribourg, [email protected], Fuminori Toyasaki, Tina
Fribourg, Switzerland, [email protected] Wakolbinger, Anna Nagurney
In this paper, we analyze how technical, market, and legislative factors
influence the total amount and prices of e-waste that is collected, recy-
1 - An empirical assessment of customer lifetime value cled and (legally and illegally) disposed of. We formulate the e-waste
models network flow model as a variational inequality problem with four tiers:
Abdulkadir Hiziroglu, Management Information Systems, the model covers the behavior of sources of e-waste, collectors, pro-
Sakarya University, Esentepe Campus M-5 Building, Sakarya, cessors, and demand markets for precious and hazardous materials. In
54187, Sakarya, Turkey, [email protected], Serkan the numerical simulation of our model we can quantify the change of
Sengul prices and quantities when penalities for illegal dumping for example
is varied.
Customer lifetime value plays a key role in customer relationship man-
agement and has been carried out many sectors for decades. Re-
2 - Power penalty methods for nonlinear complementar-
searchers have proposed specific models for calculating customer life- ity problems
time value. Literature lacks of comparative research on assessing the Song Wang, Mathematics & Statistics, The University of
existing models. We evaluate two customer lifetime value models from Western Australia, 35 Stirling Highway, Crawley, 6009, Perth,
segmentation perspective. RFM model and basic structural model were Western Australia, Australia, [email protected]
compared and an evaluation from segmentation perspective was done.
The results indicated that basic structural model was superior to its Many real-world problems in classical and financial engineering are
peer using the same databases and variables. governed by nonlinear optimization problems with complex derivative
constraints called obstacles. Usually, these problems can be formu-
2 - On one nonlinear optimization problem for Leontief lated as Nonlinear Complementarity Problem (NCP). We present re-
cent advances in the power penalty approach to NCP, Mixed NCP and
models bounded NCP and prove converges results at an exponential rate. Nu-
Petro Stetsyuk, Nonsmooth optimization methods, Institute of merical results will be presented to demonstrate the theoretical expo-
Cybernetics, 40 Prospect Glushkova, 03187, Kiev, Ukraine, nential convergence rates.
[email protected]

138
 EURO 25 - Vilnius 2012 TC-25

3 - Necessary conditions for variational relation prob- 4 - Change detection training improves time series fore-
lems casting
Anulekha Dhara, Mathematics, Indian Institute of Technology Matt Twyman, Cognitive, Perceptual and Brain Sciences,
Gandhinagar, Vishwakarma Government Engineering College University College London, United Kingdom,
Complex„ Chandkheda, Visat-Gandhinagar Highway„ [email protected], Nigel Harvey
382424, Ahmedabad, Gujarat, India, Participants were asked to judge whether changes had occurred in time
[email protected] series, express confidence in those judgments, and forecast eight data
The model of variational relation problem was introduced recently points at the end of each series. Different participants performed the
in 2008 by Luc. It englobes several models of fixed points, opti- change detection or forecasting tasks (on the same set of time series)
mization, variational and quasivariational inequalities, equilibrium and in different orders. There were no differences in change detection per-
many others. In literature it is well known that if a point is a solution formance or confidence between the two groups, but participants who
of variational inequality then it is a solution of a projection problem. were asked to forecast first gave elevated and less accurate forecasts,
But such a condition need not hold for a variational relation problem. indicating that change detection training improves forecasting.
In this paper we aim to obtain necessary conditions for a point to solve
the variational relation problem.

 TC-25
Tuesday, 12:30-14:00
 TC-24 CC-A23
Tuesday, 12:30-14:00
CC-A11 Measurement of Sustainability
Judgmental Forecasting Stream: Environmental Issues in Operations Manage-
ment
Stream: Forecasting Invited session
Invited session Chair: Jutta Geldermann, Chair of Production and Logistics,
Chair: Zoe Theocharis, Cognitive, Perceptual and Brain Sciences, Universität Göttingen, Platz der Göttinger Sieben 3, D-37073,
UCL, 26 Bedford Way, WC1H 0AP, London, United Kingdom, Göttingen, Germany, [email protected]
[email protected]
1 - Developing the data envelopment analysis model
1 - Why do people damp trends when using their judg-
with incorporating the carbon footprint to measure
ment to make forecasts from time series?
the business operational efficiency
Nigel Harvey, Cognitive, Perceptual and Brain Sciences,
Li-Ting Yeh, Business Administration, National Central
University College London, Gower Street, WC1E 6BT,
University, I1-209,NO.300 Jung-da Rd.,Jung-li
London, London, United Kingdom, [email protected],
City,Taoyuan,Taiwan 320,R.O.C, Jhongli, Taiwan,
Stian Reimers
[email protected], Dong Shang Chang, Wenrong Liu
People’s forecasts underestimate the steepness of trends in time se-
ries. This trend damping may occur because 1) people anchor on the The three scopes of carbon footprint have become most suitable meth-
last data point and make insufficient adjustment to take the trend into ods to measure the greenhouse gases from the business operating activ-
account, 2) they adjust towards the average of the trends they have ities. This environmental perspective is considered by previous stud-
encountered within an experiment, or 3) they are adapted to damped ies to measure the business operational efficiency. With incorporating
trends in the environment. To eliminate 1), we show anti-damping the carbon footprint, the slack-based measure model is developed to
(the opposite of damping) for series that are negatively accelerated or evaluate environmental performance of business operations. Research
have shallow slopes. To eliminate 2), we show both damping and anti- sample is adopted from Carbon Disclosure Project with Fortune 500
damping when people forecast from a single series. Top Companies. The finding is useful to the government for amending
the industry and energy policy with sustainability.
2 - Judgmental interval forecasts: The effects of assess-
2 - Strategic and operational implications of climate
ment order and trend direction
Mustafa Sinan Gonul, Business Administration, Middle East change for supply chain management
Technical University, Universiteler Mah. Dumlupinar Blv. Costas Pappis, Department of Industrial Management,
No:1, Cankaya, 06800, Ankara, Turkey, University of Piraeus, 80 Karaoli & Dimitriou str., 18534,
[email protected], Mary Thomson, Dilek Önkal-Atay Piraeus, Attica, Greece, [email protected], Cristobal Miralles,
To generate judgmental forecasts of point, 90% and 50% intervals, five Tom Dasaklis, Nikos Karacapilidis
distinct values need to be assessed: i) 90% upper bound, ii) 90% lower Earth’s climate is rapidly changing as a result of increases in emissions
bound, iii) 50% upper bound, iv) 50% lower bound and v) point fore- of greenhouse gases caused by human activities. Escalation in regula-
cast. The interval bounds can either be assessed in an ordinary man- tions, market forces and shareholders’ value are paving the way for
ner (i&ii first, followed by iii & iv) or concentric manner (i&iii first, the decarbonization of supply chains. In this paper the implications of
followed by ii&iv) with points generated before or after the intervals. climate change for supply chain management in terms of strategic and
This research aims to explore the effects of assessment order and trend operational planning are identified and insights in the means, by which
direction on the performance of resultant forecasts. Findings are dis- supply chains could be better positioned to cope with climate change
cussed and implications are given. hazards in a low carbon economy, are provided.

3 - An exploration of judgmental forecasting biases us- 3 - Resource efficiency in supply chains: a review of net-
ing dynamic task environments work design and operational planning
Zoe Theocharis, Cognitive, Perceptual and Brain Sciences, Gábor Herczeg, Department of Management Engineering,
UCL, 26 Bedford Way, WC1H 0AP, London, United Technical University of Denmark, Produktionstorvet bygn.
Kingdom, [email protected], Nigel Harvey 424, 2800, Lyngby, Denmark, [email protected]
Judgmental forecasting tasks, which have mainly employed static dis- Achieving sustainable development in supply chain management by
plays of graphs or tables, have revealed several robust biases in fore- engaging in green operations is receiving increasing attention. Green
casters’ performance. These biases include trend damping, positive supply chain operations can be enhanced by increasing resource effi-
autocorrelation illusion and noise introduction. We investigated how ciency, e.g., through sustainable use of finite raw materials, etc.. We
people’s forecasts are influenced by presenting the data series as a dy- review the state-of-the-art on resource efficiency in supply chains from
namic display of successive bar charts. We found that both forecaster the aspect of supply chain design and operational planning. Further-
accuracy and the underlying information processing strategies were af- more, we develop a conceptual framework that identifies future direc-
fected by this. As a result, biases differed substantially from those tions and tools for enhancing theory and practice to improve green
previously reported. operations.

139
TC-26 EURO 25 - Vilnius 2012

4 - The varied contexts of environmental multicriteria 4 - Environmental impacts versus driving times - The
decision support processes routing of log-trucks with a new near-exact solution
Jutta Geldermann, Chair of Production and Logistics, approach
Universität Göttingen, Platz der Göttinger Sieben 3, D-37073, Marco Oberscheider, Institute for Production and Logistics,
Göttingen, Germany, [email protected], University of Natural Resources and Life Sciences, Vienna,
Meike Schmehl, Katharina Amann Feistmantelstraße 4, 1180, Vienna, Austria,
Various tools for analysing the impact of the environmental burden like [email protected], Jan Zazgornik, Manfred
Life Cycle Assessment have been developed, and the need to apply de- Gronalt, Patrick Hirsch
cision analysis is widely recognised. This paper draws conclusions on
the process of multicriteria decision support in various contexts: (1) The routing of log-trucks is compared for two objectives: minimizing
the development and validation of evaluation criteria for sustainable total driving times against minimizing the greenhouse gas emissions
bioenergy concepts, like a bioenergy village; (2) evolving requirements of timber transport. A new near-exact solution approach (NE) is in-
of electricity supply networks, which arise from projected fluctuating troduced for this multi depot vehicle routing problem with pick-up and
regenerative power generation, from a managerial viewpoint; (3) in- delivery and time windows. As benchmark a Tabu Search strategy with
dustrial risk and emergency management. a dynamically alternating neighborhood is used. The extensive numeri-
cal studies with real life data - concerning the supply of biomass power
plants - reveal the potential of the NE and show how efficient planning
can contribute to climate change mitigation.
 TC-26
Tuesday, 12:30-14:00
CC-A24
 TC-27
OR in Forestry II Tuesday, 12:30-14:00
CC-A25
Stream: OR in Agriculture, Forestry and Fisheries
Invited session Policy Analytics
Chair: Patrick Hirsch, Institute of Production and Logistics,
University of Natural Resources and Life Sciences, Vienna, Stream: Decision Processes
Feistmantelstrasse 4, 1180, Wien, Austria, Invited session
[email protected] Chair: Alexis Tsoukiàs, CNRS - LAMSADE, Université Paris
1 - On the optimal land allocation Dauphine, 75775, Paris Cedex 16, France,
Jussi Uusivuori, Finnish Forest Research Institute Metla, [email protected]
Unioninkatu 40 A, FIN-00170, Helsinki, Finland, Chair: Vivien Kana Zeumo, MIDO, University Paris Dauphine,
[email protected] LAMSADE, University Paris Dauphine, 75775 Paris Cedex 16,
Land allocation between productive land and conservation is studied. 75775, Paris, Paris, France, [email protected]
Private decision-making is described in two cases: when access to con-
served land is closed, and when there is an open access to conserved 1 - Policy analytics: what it is and how to distinguish it
land. In the latter case the land size designated to conservation will Valerie Belton, Dept. Management Science, University of
be smaller than in the former. Policy rules are derived for a social op- Strathclyde, 40 George Street, G1 1QE, Glasgow, United
timum. When a closed-access regime is opened, optimal policies be-
come dependent on wealth differentials between land-owning and non- Kingdom, [email protected], Alexis Tsoukiàs
landowning members of society. Utility of both groups is increased if In this talk we discuss the term "policy analytics" as a distinguished
willingness-to-pay for conservation is utilized. field of scientific investigation as well as of decision support practice.
2 - Scheduling sawmill operations using robust opti- We present a policy cycle analysis and we show why decision analysis
and analytics need to be specifically conceived in order to take care of
mization the new challenges in this exciting area.
Sergio Maturana, Ingenieria Industrial y de Sistemas, P.
Universidad Catolica de Chile, Casilla 306 Correo 22, 2 - An ANP-based approach for addressing sustainabil-
Santiago, Chile, [email protected], Mauricio Varas, Jorge ity in urban transformation projects
Vera Valentina Ferretti, Urban and Regional Studies and Planning,
Scheduling sawmills operations is difficult due to the uncertainty of Politecnico di Torino, Viale Mattioli 39, 10125, Torino, Italy,
log supply and product demand. In this work robust optimization ap- [email protected], Marta Bottero, Andrea Di
proach is used to take into account uncertainties in product demand
and raw material availability when scheduling sawmill operations. The Maggio, Silvia Pomarico, Marco Valle
performance of the robust solutions was tested using Montecarlo’s The paper addresses the problem of sustainability assessment of a new
method. Numerical evidence shows an interesting relationship be- transport infrastructure through the use of the Analytic Network Pro-
tween the product’s holding/shortage costs and the level of conser- cess. The model takes into consideration the different aspects of the
vatism, and also provides some insights about the impact of the budgets decision-making process, namely, economic, environmental, social,
of uncertainty in the performance of the robust solutions. transport and urban planning aspects that have been organized accord-
3 - Vehicle routing for transporting forest fuel and com- ing the categories of Benefits, Costs, Opportunities and Risks. The
results of the work are a ranking of alternative solutions and a list of
bined mobile chipper scheduling the most important elements of the decision problem that have been
Jan Zazgornik, Institute of Production and Logistics, represented by means of specific thematic maps.
University of Natural Resources and Life Sciences, Vienna,
Feistmantelstrasse 4, 1180, Vienna, Austria, 3 - Poverty measurement: a decision aiding perspective
[email protected], Manfred Gronalt Vivien Kana Zeumo, MIDO, University Paris Dauphine,
This work presents a vehicle routing problem for transporting forest LAMSADE, University Paris Dauphine, 75775 Paris Cedex
fuel including combined mobile chipper scheduling. A mathematical 16, 75775, Paris, Paris, France, [email protected], Alexis
model was formulated as a multi-depot vehicle routing problem with Tsoukiàs
time windows. Additional constraints were used to model the queu-
ing of trucks at a mobile chipper that chips wood directly into a truck. In this paper we present a new methodology aiming at aiding the de-
The objective is to minimize total working times of the drivers, which sign, implementation and monitoring of poverty reduction policies.
includes to keep waiting times of trucks low at the mobile chipper. The new methodology extends capabilities theory in a practical way
Besides the model formulation a dynamic tabu search with alternating allowing to assess how clusters of similarly "poor" can improve their
strategy was used to solve larger problem instances. condition.

140
 EURO 25 - Vilnius 2012 TC-29

4 - InViTo: an integrate approach for supporting the 4 - Dimensions of trust involved in human actions
evaluation of transport scenarios against climate change
Isabella Lami, Polytechnic of Turin, 10125, Turin, Italy, Annette Hohenberger, Middle East Technical University
[email protected], Francesca Abastante, Stefano Pensa, (METU), Informatics Institute, Cognitive Science Program,
Marta Bottero, Elena Masala Cankaya Ilcesi Universiteler Mah, Dumlupinar Bulvari No:1,
06800, Ankara, Turkey, [email protected]
This study presents an innovative approach for integrating the Analytic
Network Process (ANP) and the visualisation tools. By the use of In- This paper explores the spatio-temporal, cognitive, social and emo-
teractive Visualization Tool - InViTo, the work shows the contribution tional dimensions of trust involved in people’s actions against climate
of the proposed approach to the decision-making process in handling change. Due to its vast spatio-temporal scale, climate change is a major
the data collected, using specific 2D and 3D maps created by the sys- challenge that necessitates humans to extend their interfaces with the
tem. The case study is an application of the ANP and InViTo to a environment on the above-mentioned dimensions. Trust is an essen-
section of the Project CODE24 showing the potentialities of the con- tial precondition in this process. To the extent that we can trust in the
joint use of the two techniques in helping selecting a suitable scenario various environments that embed us and into the available resources,
for transport improvement. we can reduce and possibly handle the higher complexity with which
climate change challenges us.

 TC-28
Tuesday, 12:30-14:00  TC-29
CC-A27 Tuesday, 12:30-14:00
CC-A29
Boundaries and Interfaces
MINLP and Nonlinear Network Flows in
Stream: Models of Embodied Cognition Gas Transport II
Invited session
Chair: Susie Vrobel, The Institute for Fractal Research, Stream: Mixed-Integer Non-Linear Programming
Ernst-Ludwig-Ring 2, 61231, Bad Nauheim, Hessen, Germany, Invited session
[email protected] Chair: Jesco Humpola, Optimization, Zuse Institute Berlin,
Takusstrasse 7, 14159, Berlin, Berlin, Germany, [email protected]
1 - Cold-blooded loneliness: Social exclusion leads to
lower skin temperatures 1 - An automated method for the booking validation
Hans IJzerman, Social Psychology, Tilburg University, problem
Warandelaan 2, 5037AB, Tilburg, Netherlands, Benjamin Hiller, Optimization, Zuse Institute Berlin, Takustr.
[email protected] 7, 14195, Berlin, [email protected]
Recent findings have stressed links between physical warmth and af- We propose an automated approach to solve the booking validation
fection (see IJzerman & Koole, 2011). We promote the role of skin problem faced by gas network operators: Given a set of transmission
temperature, arguing that simulations of temperature are used to inter- capacity contracts (a booking), check whether all balanced gas flows
pret communal relationships. The results support that complex social that may result from those contracts are technically realizable. Our
metaphors are scaffolded onto bodily temperature changes: Social ex- approach is based on MINLP methods for checking gas flow realiz-
clusion leads to lower finger temperatures (Study 1), while negative ability complemented by a method for generating a representative sub-
affect typically so experienced is alleviated after holding a warm cup set of the gas flows that may arise. This generation method combines
(Study 2). We discuss interactions between body and social relations a stochastic model for gas offtakes and a deterministic model for the
specifically and core cognitive systems in general. contractual limitations of both injections and offtakes.
2 - Are Free Association Clusters Ad-Hoc Humanoid 2 - Heuristic Long-term Planning of Natural Gas Trans-
Agents ? portation Networks
Antal Borbely, N.Y. Psychoanalytic Institute, 675 West End Daniel Heuberger, Institute of Power Systems and Power
Ave, #1A, 10025, New York, NY, United States, Economics, Schinkelstr. 6, 52056, Aachen, Germany,
[email protected] [email protected], Albert Moser
During free association in psychoanalysis association clusters are New challenges for natural gas TSO arise, due to the liberalization of
formed. They represent themes relevant at that moment but they can the energy markets and the started regulation of natural gas networks in
also be compared to ad-hoc humanoid agents. Their functioning and Europe. Long-term planning is an acknowledged method to quantify
the relationships formed with each other as well as with the analysand the impact of different uncertainties in order to calculate cost efficient
and analyst are explored. Agents relate to each other on social, human, network structures. This paper introduces a heuristic method for cal-
and intrapsychic levels. Every agent is constituted by other agents as culating cost-efficient natural gas transportation networks. In this con-
part of an inexhaustible hierarchy. The spatial and temporal structure text requirements for the optimization are presented and the developed
of this hierarchy is maintained by metaphoric processes involved in method is introduced. Finally, the practical applicability is proved by
memory, anticipation, and creativity. means of exemplary results.

3 - Toward a ’rationality’ tuned with human life 3 - Design of Hydrogen Transmission Pipe Networks for
Marina Alfano, Conservatorio di Musica Girolamo France
Frescobaldi, Ferrara, Ministero Pubblica Istruzione, Italy, Via Daniel De Wolf, Economie Gestion, Université du Littoral,
Previati 22, 44121, Ferrara, Italy, 189B avenue Maurice Schumann, B.P. 5526, 59379,
[email protected], Rosolino Buccheri Dunkerque Cedex 1, France, [email protected]
In order to include interaction in physics and to account for the philo- We develop an economic model for the deployment of hydrogen trans-
sophical consequences of Gödel theorems, we have to accept the an- port network. First, we present a state of the art of the existing methods
thropological datum that, at the dawning of the civilization, human to design pipe networks. Having established the physical constraints
cognition was based on a process of co-oscillatory resonance estab- and the specific costs for the transport of hydrogen, we present the
lished by man with his environment as the effect of a hearing ampli- mathematical program in order to determine the optimal topology and
fied by his body and transmitted to his consciousness. By admitting sizing of the network. A theoretical important result concerning the
that such ’subjective’ knowledge is nowadays disregarded but not lost, topology of the networks is demonstrated. Then we present the heuris-
we look to a more effective rationality by integrating the ’scientific’ tics used to solve the model. Finally, the model is applied to the devel-
one into a wider, more comprehensive wisdom opment of a new hydrogen network in France.

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4 - Stochastic nonconvex MINLP models and global op- 4 - On Generating a Secure, Representative Sample
timization for natural gas production network design from a Database
under uncertainty Robert Garfinkel, OPIM, University of Connecticut, Box
Xiang Li, Chemical Engineering, Queen’s University, Dupuis U41IM, 06029, Storrs, CT, United States,
403, 19 Division Street, K7L 3N6, Kingston, Ontario, Canada, [email protected]
[email protected], Asgeir Tomasgard, Paul I. Barton
A database manager (DBA) has access to a number of records pertain-
Scenario-based stochastic nonconvex MINLP models are developed ing to entities. The fields of the database can be partitioned into bins.
to facilitate the design of natural gas production networks under un- Each entity can allow its record to be included in a sample, based on a
certainty, where the nonconvexity comes from bilinear, quadratic and privacy constraint that specifies the minimum number of other partici-
power functions involved. As a gas network involves large invest- pants that satisfy "similarity’ conditions. Two measures are given, one
ments, a small performance gain made in the design can translate into local and one global, for the "representativeness’ of a sample based on
significant increase in profits, it is desirable to solve the problem to the population of the database. Then it is determined which sample
global optimality. A novel global optimization method, called non- sizes are privacy-feasible, and how to maximize representativeness for
convex generalized Benders decomposition (NGBD), is developed to these sample sizes.
achieve this goal efficiently.

 TC-30  TC-31
Tuesday, 12:30-14:00 Tuesday, 12:30-14:00
CC-A31 CC-A33

Data confidentiality 1 Applications of the Neural Networks

Stream: Data Confidentiality Stream: Data Mining, Knowledge Discovery and Artifi-
Invited session cial Intelligence
Chair: Robert Garfinkel, OPIM, University of Connecticut, Box Contributed session
U41IM, 06029, Storrs, CT, United States, Chair: Yoshifumi Kusunoki, Osaka University, Japan,
[email protected] [email protected]
Chair: Anastasia Motrenko, Applied mathematics and
1 - Solving L1-CTA in 3D tables by an interior-point management, MIPT, Moscow, Russian Federation,
method for block-angular problems [email protected]
Jordi Cuesta, Chemical Engineering, University Rovira i
Virgili, Av. Països Catalans 26, Sant Pere i Sant Pau, 43007, 1 - Supplier’s performance measurement using intelli-
Tarragona, Catalunya, Spain, [email protected], Jordi gent clustering
Castro Meltem Gulserin, Industrial Engineering, Istanbul Technical
Given a table with sensitive information, CTA looks for the closest safe University, Macka, 34367, Istanbul, Turkey,
table. We focus on CTA for 3D tables using the L1 distance between [email protected], Mine Isik, Gulgun Kayakutlu
the original and protected tables. The resulting linear programming
problems are solved by a specialized interior-point algorithm which This research aims to propose a supplier performance measurement
solves the normal equations by a combination of Cholesky factoriza- model including the supplier relations. Factors affecting the perfor-
tion and preconditioned conjugate gradients (PCG). Quadratic regular- mance for procurement are accumulated through the literature survey
izations are used to improve the performance of PCG. Computational but improved with the expert support.The proposed model clusters the
results are reported for a set of linear optimization problems of up to suppliers according to the performance using Self Organized Maps
50 million variables and 25 million constraints. based on Kohonen networks.This model benefits the historical data to
support the future plans in a changing business environment. A case
2 - Optimal Data-Independent Noise for Differential Pri- study on automotive suppliers is presented. This research will be valu-
vacy able for designing the roadmap of supplier management.
Josep Domingo-Ferrer, Dept. of Computer Engineering and
Maths, Universitat Rovira i Virgili, Av. Països Catalans 26, 2 - Modelling the behaviour of masonry walls under out
43007, Tarragona, Catalonia, Spain, [email protected], of plan loading by ANN
Jordi Soria-Comas M. Sami Donduren, Selcuk University, Turkey,
Differential privacy is a notion offering general and clear privacy guar- [email protected]
antees for the individuals in a database. The effect of the presence
or absence of any single individual on the response to a query is lim- In this study, out-of plane failures of two masonry walls having differ-
ited. The response mechanism can be viewed as an output perturbation ent mortar properties were investigated and the results were modeled
where the real response is computed and noise-added before release. with Artificial Neural Networks (ANN).First masonry wall is knitted
The usual choice is Laplace noise adjusted to the global sensitivity of and plastered by conventional mortar and the second test specimen is
the query function. We show that Laplace noise is not optimal, and we knitted and plastered by improved mortar which has Sikalatex as an
construct optimal noise distributions. additive. As a result, the failure strength of the wall increased by 25%,
which had improved binding property with additive material. And it
3 - Solving L2-CTA by perspective reformulations has been seemed that the ANN model can produce acceptable results.
Jordi Castro, Statistics and Operations Research, UPC, 08034,
Barcelona, Catalonia, Spain, [email protected], Claudio 3 - Estimating the behaviors of reinforced concrete
Gentile, Antonio Frangioni columns under axial load effect by ANN
Controlled tabular adjustment (CTA) is an emerging technology for M.Tolga Cogurcu, Selcuk University, Turkey,
the protection of tabular data. CTA minimizes the distance between [email protected]
the (unsafe) original and the protected table. CTA results in challeng-
ing MILP or MIQP problems, if, respectively, L1 or L2 distances are The aim of this study is to estimate the load capacity and stress-strain
considered. We provide a novel analysis of perspective reformulations relationship of columns which have the same cross-sectional areas un-
for the particular MIQP-CTA formulation, with pairs of linked semi- der the effect of axial load by ANN. The results obtained in this study
continuous variables. Computational results will be provided, together have shown that ANN is a sufficient method to estimate the behaviour
with a comparison of the utility of the protected tables with L1-CTA of the columns. Results are analyzed with variance analysis on SPSS
and L2-CTA. program and with security edge controls.

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4 - Modelling the flexural behaviour of beams by ANN To cope with increasing fluctuating renewable infeed, new pump stor-
Mehmet Kamanli, Selcuk University, Turkey, age capacity needs to be installed to guarantee the stability of the power
[email protected] grid. Whereas recent scientific publications focus on the electricity
spot market for the valuation of pump storages, we propose an ap-
proach which combines the spot- with a reserve market optimization.
In this study artificial neural network method was used to predict the We derive the optimal operating strategy theoretically and solve the
deflection values of beams and compared with the experimental re- optimization problem by applying dynamic programming on a (nu-
sults of a testing series. Fort that aim, 6 reinforced concrete beams merical constructed) recombining price tree. In addition, we calculate
with constant rectangular cross-section were prepared and tested under the value of a representative pump storage.
pure bending. The neural network procedure was applied to determine
or predict the deflection values of 1/1 scaled model beams. The analyt-
ical results were compared with the test results and further predictions
including different mix designs can be possible at the end of the study.

 TC-33
Tuesday, 12:30-14:00
CC-A37
 TC-32
Tuesday, 12:30-14:00 Understanding, Modeling and
CC-A34 Implementation of OR for Sustainable
Development
Risk and Uncertainty in Energy Models
Stream: OR for Development and Developing Coun-
Stream: Emissions Trading and Energy tries
Invited session Invited session
Chair: Dominik Möst, Chair of Energy Economics, Technische Chair: Alexander Makarenko, Institute for Applied System
Universität Dresden, Hertzstraße 16, 01062, Dresden, Germany, Analysis, National Technical University of Ukraine "KPI",
[email protected] Prospect Pobedy 37, 03056, Kiev, Ukraine, [email protected]

1 - An Electricity Market Model with Generation Capac- 1 - Foreign Direct Investment Trends and Comparative
ity Investment under Uncertainty Analysis for Chosen Transition Countries
Andreas Schröder, Energy, Transportation, Environment, Snjezana Pivac, Faculty of Economics, University of Split,
DIW Berlin, Mohrenstr. 58, 10117, Berlin, Preussen, Department of Quantitative Methods in Economics, Matice
Germany, [email protected] hrvatske 31, 21000, Split, Croatia, [email protected]
This article presents an electricity dispatch model with endogenous Foreign direct investments (FDI) have high positive impact on eco-
electricity generation capacity expansion for Germany over the hori- nomic impetus especially in transition countries. So in the focus of
zon 2035. The target is to quantify how fuel price uncertainty impacts this paper are the structure and forms of FDI and their influence on
investment incentives of thermal power plants. Results point to two crucial macroeconomic variables. In the FDI inflow analysis the coun-
findings which are in line with general theory: Accounting for stochas- try risk rating estimation has been essential. FDI efficiency analysis
ticity increases investment levels overall and the investment portfolio is enriched with correlation between Incremental Capital Output Ratio
tends to be more diverse. (ICOR) and GDP increase. Multivariate classification of ten transition
countries has been carried out according to all regarding indicators.
2 - Wind power in Europe: Modeling of wind feed-in time
series with an hourly resolution 2 - Panel data analysis of institutional variables in at-
Alexander von Selasinsky, TU Dresden, Germany, tracting foreign direct investment in countries of cen-
[email protected], Michael Zipf tral and south- eastern Europe
Elza Jurun, Faculty of Economics, University of Split,
The research to be presented addresses the modeling of wind feed- Department of Quantitative Methods in Economics, Matice
in for EU27-countries. Based on six hour time series of wind speed hrvatske 31, 21000, Split, Croatia, [email protected], Mario
that are publically available, it is shown how time series of hourly Pecaric, Tino Kusanovic
wind feed-in can be constructed. In this context, an algorithm is pre-
sented that enables the transition from six hour to one hour time series.
The aim of the paper is to find out the relevance of institutional fac-
Whereas modeling wind feed-in on an hourly resolution is especially
tors vis-à-vis traditional variables indicating macroeconomic stabil-
relevant for energy system analyses, the research to be presented evalu-
ity in attracting foreign direct investment as a means of further eco-
ates calculated data by discussing the smoothing of wind power output
nomic restructuring and international competitiveness improvement.
through the spatial distribution of generation.
The Arellano-Bond dynamic panel based on multivariate factor analy-
sis of related variables has been carried out for 11 countries from Cen-
3 - Power Transmission Grid Expansion using Benders tral and South-Eastern Europe. The results show that after macroeco-
Decomposition nomic stability is realised institutional reform dynamism gains on the
David Gunkel, Chair of Energy Economics, TU Dresden, importance
Münchner Platz 3, 01069, Dresden, Germany,
[email protected], Friedrich Kunz 3 - General Sustainable Development Problems and OR
Alexander Makarenko, Institute for Applied System Analysis,
Power generation and demand of electric power spatially diverge as a National Technical University of Ukraine "KPI", Prospect
result of the proceeding energy transition. Consequently, the network Pobedy 37, 03056, Kiev, Ukraine, [email protected]
has to be extended to cope with the new requirements. This paper ad-
dresses a way to solve large-scaled mixed-integer problems of network The sustainable development (SD) concept is one of general recent
expansion planning applying benders decomposition. The results of problems. Many definitions of SD exist: the definition by Bruntland
the algorithm are exemplarily shown in a grid model. is most recognized and usable, but this definition is verbal. So for
computer modeling or quantitative decision—making on SD, further
4 - Valuation of Pumped Hydro Storages with respect to development and formalization of the concept are necessary. So we
propose the new formal definition of sustainable development. Also
the Electricity Spot and Reserve Power Markets we describe the role which strong anticipation plays in sustainable de-
Oliver Woll, Universitaet Duisburg-Essen, Universitaetsstraße velopment. Finally the new prospects for proposed ideas on SD are
12, 45117, Essen, Germany, [email protected], Bastian described, including OR and education problems.
Felix, Christoph Weber

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4 - A two-stage approach for distribution network design The dynamic of human contact can be considered as a potential point
problem in cosmetic & cleaning industry for predicting the spread of infectiuous disease. In this paper we con-
Rifat Gürcan Özdemir, Industrial Engineering Department, sider the SIRS model. We include the dynamic of human social inter-
action and social distance in the model such that it would be possible
Istanbul Kültür University, Atakoy Campus, to control the spread of the disease.
Atakoy-Bakirkoy, 34156, Istanbul, Turkey,
[email protected], Zeki Ayağ, Ufuk Kula 4 - Decomposition-based optimization of a large-scale
mesh-structured drinking water supply network
The paper proposes a two-stage approach which combines a linear
mathematical model and a simulation model to solve the problem of
Derek Verleye, Industrial Management, Ghent University,
distribution network design in one of the leading cosmetic and clean- Technologiepark 903, 9052, Zwijnaarde, Belgium,
ing companies. The mathematical model determines number of ware- [email protected], El-Houssaine Aghezzaf
houses, amount of material flows and selects third party logistic com-
panies based on their vehicle fleet size and types of vehicles inside the Optimization of production and distribution of drinking water in large
fleet. The simulation model involving uncertain nature of delivery is networks leads to significant economic savings. However, the result-
used to modify parameters of the mathematical model according to the ing optimization model belongs to the class of mixed integer nonlinear
performance of network system based on service time. problems (MINLP). In addition to this inherent theoretical complex-
ity some hydraulic restrictions are nonconvex. In this presentation we
discuss some possible decomposition approaches to solve practical in-
stances of this challenging optimization problem. These instances are
generated from an existing drinking water network in Flanders, Bel-
gium.
 TC-34
Tuesday, 12:30-14:00
CC-A39

Optimization for Sustainable Development  TC-35

Tuesday, 12:30-14:00
2 CC-A41
Stream: Optimization for Sustainable Development
Invited session Innovation in Logistics
Chair: Herman Mawengkang, Mathematics, The University of Stream: OR and Real Implementations
Sumatera Utara, FMIPA USU, KAMPUS USU, 20155, Medan,
Indonesia, [email protected]
Invited session
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics, Chair: Belarmino Adenso-Diaz, Engineering School at Gijon,
Middle East Technical University, ODTÜ, 06531, Ankara, Turkey, Universidad de Oviedo, Campus de Viesques, 33204, Gijon,
[email protected] Spain, [email protected]
Chair: Ben Lev, Decision Sciences, Drexel University, LeBow
College of Business, 101 N. 33rd st., 19104, Philadelphia, Pa,
1 - Multi objective stochastic programming model for
United States, [email protected]
waste management in crude palm oil industry
Meslin Silalahi, Mathematics, University of
1 - Company-wide Production Planning Using a Multiple
Sisingamangaraja-Tapanuli/Grad School of Mathematics
USU, FMIPA USU, 20155, Medan, North Sumatera Province, Technology DEA approach
Indonesia, [email protected], Hendaru Sebastián Lozano, Dept. of Industrial Management,
Sadyadharma, Herman Mawengkang University of Seville, Escuela Superior de Ingenieros, Camino
de los Descubrimientos, s/n, 41092, Seville, Spain,
The crude palm oil process does not need any chemicals as a pro- [email protected]
cessing aid. However, there are a number of environmental problems,
such as high water consumption, the generation of a large amount of The proposed centralized-DEA approach aims at minimizing the in-
wastewater with a high organic content, and the generation of a large put costs incurred to attain specified total, company-wide output lev-
quantity of solid wastes and air pollution. We include constraints in- els. Specific features of the proposed approach are the consideration
volving random parameters of waste, which are required to be satisfied of multiple technologies, lower and upper bounds on the production
with a pre-specified probability threshold. In this paper we propose a levels of each plant and the possibility of shutting down a plant, if nec-
multi-objective stochastic optimization model for tackling such envi- essary. The consideration of multiple technologies, in particular, takes
ronmental risk production planning problem. into account the existence of heterogeneity within the company’s facil-
ities. In that scenario, grouping all plants within a single technology
gives misleading results.
2 - Optimization approach for measuring the ecological
suitability of product packaging 2 - Bicriteria model for designing a container depots lo-
Zoran Rakicevic, Faculty of Organizational Scineces, gistic network
University of Belgrade, Jove Ilica 154, 11000, Belgrade, Belarmino Adenso-Diaz, Engineering School at Gijon,
Serbia, [email protected], Jovana Kojic Universidad de Oviedo, Campus de Viesques, 33204, Gijon,
Spain, [email protected], Antonio Palacio, Salvador
Limitation of available resources in the world and the general need of
reducing operating costs create a need to review the entire process of Furió, Sebastián Lozano
creating each element of the product, such as product packaging. This The container is a basic tool for all maritime logistic operations. Once
paper presents a new and different approach to the analysis of the eco- unloaded by the importers, containers must be stored in the terminal
logical suitability of product packaging, using an optimization model port or in a depot, waiting for an exporter needing them. The location
that is focused on its dimensions. General method is further applied of these container depots has an impact on the logistic costs, as well
to some of the most commonly used consumer products. The study as in the environment of the area, given the heavy traffic load inherent
shows that suboptimal packaging leads to higher material consump- to these operations. In this research we propose a bicriteria model for
tion and increase of prices of the final products. designing the depots network in a hinterland. Results are applied to the
case of the Port of Valencia.
3 - Modeling the spread of infectious disease based on
dynamic social network 3 - A mathematical model to design an inland network of
Firmansyah Firmansyah, Mathematics, University Muslim intermodal terminals
Nusantara, FMIPA USU, 20155, Medan, North Sumatera Carlos Andres, Management Department, Polytechnic
Province, Indonesia, [email protected], Herman University of Valencia, Camino de Vera S/N, 46022, Valencia,
Mawengkang Spain, [email protected], Salvador Furió, Julien Maheut

144
 EURO 25 - Vilnius 2012 TC-37

This paper shows how a mathematical model based on the typical hub We show that state dependent M/G/c/c queuing models provide a quan-
location problem has been used to develop a first analysis for the de- titative foundation for three-phase traffic flow theory. An important
sign of a network of intermodal inland terminals giving support to main property shown with the M/G/c/c model is that the travel time function
Spanish container seaports and their traffics. The main objective of the is not convex, but S-shaped (i.e. logistics curve). Extensive analytical
model is to reduce total transport costs through the optimal location of and simulation experiments are shown to verify the S-shaped nature of
a set of inland terminals connected to seaports by railway. The prob- the travel time function and the use of the M/G/c/c model’s method of
lem has been successfully solved using Gusek software, allowing an estimation of travel time over vehicular traffic links as compared with
interesting analysis about inland terminals location and their influence traditional approaches.
area.

 TC-36  TC-37
Tuesday, 12:30-14:00
Tuesday, 12:30-14:00
CC-A43
CC-Act
QMPD Session1
OR in Health & Life Sciences 3
Stream: Quantitative Models for Performance and De-
Stream: OR in Health & Life Sciences (contributed)
pendability
Contributed session
Invited session
Chair: Yw Chen, DYU, Taiwan, [email protected]
Chair: Markus Siegle, Computer Science, Universitaet der
Bundeswehr Muenchen, Universitaet der Bundeswehr Muenchen,
85577, Neubiberg, Germany, [email protected] 1 - Planning in a regional blood distribution network
Jose luis Andrade, Industrial Management, School of
1 - Memory-efficient bounding algorithm for the two- Engineering, University of Seville, Camino de los
terminal reliability problem Descubrimientos s/n, 41092, Seville, Spain,
Minh Lê, I10, TU Munich, Boltzmannstraße 3, 85748, [email protected], Pedro L. Gonzalez-R
Garching b. München, Bayern, Germany, [email protected]
Determining the two-terminal reliability of arbitrary redundancy sys-
tems modeled as combinatorial graphs is known to be NP-hard. Thus, We present an optimization model to plan the supply of blood products
bounding algorithms are used to cope with large graph sizes. Still, to hospitals in a regional blood distribution network. Blood units are
they have huge demands on memory. We propose a memory-efficient fixed shelf life resources to be used for the demanded surgeries, con-
implementation of an extension of the Gobien-Dotson bounding al- sidering urgency and blood substitution rules. The model outcomes
gorithm. Without reducing runtime, the compression of relevant data weekly decisions on the inventory levels of blood products and the
structures allows to use low-bandwidth high-capacity storage. This amount of units transferred from one location to another, to perform
way, available hard disk space becomes the limiting factor. We can low wastage and shortage levels. Our plan offers a single strategy
handle graphs with sizes reaching around 100 components. providing an average good performance with uncertain demands and
outcomes the needed level of donation promotion.
2 - An enhanced two-phase MAP fitting method
András Mészáros, Department of Telecommunications,
Budapest University of Technology and Economics, Magyar 2 - A cloud service to allocate emergent patients by
Tudósok Körútja 2., 1117, Budapest, Hungary, affinity set
[email protected], Miklós Telek Yuh-Wen Chen, Institute of IE and MOT, Da-Yeh University,
Markov arrival processes (MAPs) are used extensively in traffic mod- 112 Shan-Jeau Rd., Da-Tsuen„ Chang-Hwa 51505, Taiwan.,
eling. A wide variety of fitting procedures have been developed. Most 51505, Chang-Hwa, Taiwan, [email protected]
of these are computationally demanding or not general enough. To re-
solve this problem, two-step procedures of a specific type have been
made, which fit a phase-type distribution (PH) to static parameters in A large disaster always generates numerous trauma patients in a very
the first step, and extend it to a MAP in the second while fitting dy- short time. This study develops a cloud service to allocate these pa-
namic parameters. We present a method that aims at providing a good tients to appropriate hospitals in order to save their lives and guarantee
starting point for the second step by optimizing the representation of the service level of emergency medicine. First, the web-platform of
the PH that was produced by the first step. capturing vital signs of emergent patients is established. Second, a de-
cision model of multi-attribute decision making based on affinity set
3 - Time-parallel simulation for stochastic automata net- is developed. Finally, the decision model is practically launched in
works the web-platform to aid the transport decision for allocating emergent
Jean-Michel Fourneau, PRiSM, UVSQ, Universite de patients to hospitals.
Versailles, 45 avenue des Etats Unis, 78000, Versailles,
France, [email protected], Franck Quessette, Thu Ha Dao 3 - A business model for synchronized and patient-
Thi
centered Tele-health service
Time Parallel Simulation (TPS) is the construction of the time-slices of Jiun-Yu Yu, Business Administration, National Taiwan
a sample-path on a set of parallel processors (see Fujimoto2000, chap. University, No. 85, Sec. 4, Roosevelt Road„ 106, Taipei,
6 and references therein). TPS has a potential to massive parallelism as
the number of logical processes is only limited by the number of times
Taiwan, [email protected], Kwei-Long Huang
intervals which is a direct consequence of the time granularity and the
simulation length. Stochastic Automata Networks allow the construc-
tion of extremely large Markov chains. Here we show how we can use Tele-health is a promising solution to take care of patients with car-
TPS to solve efficiently some SAN models. The approach is based on diovascular disease. In this study, an integrated approach is applied
some notions of monotone models. to construct a self-sustainable business model for a newly established
Tele-Health Center (THC) to dynamically measure and continuously
4 - M/G/c/c state dependent travel time models and improve its performance. With process analysis, VISOR framework,
properties and balanced scorecard, a business model in the form of key perfor-
mance indicator (KPI) matrix is constructed. The causal structure of
J. MacGregor Smith, Mechanical and Industrial Eng. Dep., KPIs is investigated so that the growth-stimulating loops are identified,
University of Massachusetts at Amherst, 114 Marston Hall, helping THC prioritize its tasks to move forward.
University of Massachusetts, 1003, Amherst, MA, United
States, [email protected], F. R. B. Cruz

145
TC-38 EURO 25 - Vilnius 2012

 TC-38 A closely related type of problem in MCDA to that of sorting is clus-

tering. As in Data Mining, in MCDA too, no unanimous definition of
Tuesday, 12:30-14:00 clustering is given. We address this by formally defining several types
HH-Colombus of clustering in a MCDA context. We base our definitions on any out-
ranking relation from which different preferential situations can be ex-
Theory of Set-valued Optimization and tracted between the alternatives. We define the ideal result with respect
to these definitions and develop a method to find them. We present the
Applications implementation of this approach in the diviz software and illustrate it
using a well-known problem in MCDA.
Stream: Multiobjective Optimization
Invited session 2 - A new web service for the stable sorting of a set of
Chair: Tamaki Tanaka, Mathematics, Niigata University, Ikarashi alternatives
2, 8050, 950-2181, Niigata, Niigata, Japan, Thomas Veneziano, CSC, University of Luxembourg,
[email protected] Universite du Luxembourg, FSTC, 6, rue Richard
Chair: Gue Myung Lee, Department of Applied Mathematics, Coudenhove-Kalergi, 1359, Luxembourg, Luxembourg,
Pukyong National University, 599-1 Daeyeon 3-dong Nam-gu, [email protected], Patrick Meyer, Raymond Bisdorff
608–737, Busan, Korea, Republic Of, [email protected]
We present a new web service which computes the stable sorting of
1 - On Nonsmooth Optimality Theorems for Robust Mul- some alternatives into predefined categories, bounded with some given
tiobjective Optimization Problems profiles, according to the principles of the outranking methods. It takes
Gue Myung Lee, Department of Applied Mathematics, into account the notion of stability, which informs on the dependency
of the outrankings to the preorder of the weights, and defines for each
Pukyong National University, 599-1 Daeyeon 3-dong alternative an interval of categories on which it is affected in a sta-
Nam-gu, 608–737, Busan, Korea, Republic Of, ble manner: knowing the preorder of the weights only, not a precise
[email protected] setting, we ensure that the alternative will be sorted in one of the cate-
gories of the interval.
In this talk, we present optimality theorems for the robust counterparts
(the worst-case counterparts) of nonsmooth multiobjective optimiza-
tion problems with uncertainty data, which are called robust multiob- 3 - Visual PROMETHEE - A New Multicriteria Decision
jective optimization problems. The involved functions in the problems Aid Software
are locally Lipschitz. Moreover, we give examples showing that the Bertrand Mareschal, Solvay Brussels School of Economics
convexity of the uncertain sets and the concavity of the constraint func-
tions are essential in the optimality theorems. and Management, Université Libre de Bruxelles, Boulevard
du Triomphe CP 210/01, 1050, Brussels, Belgium,
2 - On DC set optimization problems [email protected]
Daishi Kuroiwa, Shimane University, Japan,
[email protected] Visual PROMETHEE is the latest software implementation of the
PROMETHEE and GAIA multi-criteria decision aid methods. It in-
Set optimization is a minimization problem whose objective function cludes all the standard features of the methods: PROMETHEE I and II
is set-valued and criteria of solution are based on set-relations. In this rankings, GAIA descriptive analysis, weight sensitivity analysis and
presentation, we propose a notion of DC set-valued functions and we data management tools. New features are introduced: visual rep-
study optimization problems with an objective DC set-valued function. resentations of the partial and complete PROMETHEE rankings, 3-
dimensional GAIA analysis, visual weight stability intervals, GAIA-
3 - Unified scalarization for sets and Ekeland’s varia-
web action profile display, input-output analysis, GIS (Google Maps)
tional principle for set-valued maps integration and an enhanced multi-scenarios model for GDSS capabil-
Tamaki Tanaka, Mathematics, Niigata University, Ikarashi 2, ities.
8050, 950-2181, Niigata, Niigata, Japan,
[email protected]
In this paper, we introduce a certain mathematical methodology on the
comparison between sets and Ekeland’s variational principle for set-
valued maps via several scalarizing functions. The original idea on the
sublinear scalarization for vectors was dealt by Krasnosel’skij in 1962
 TC-40
and by Rubinov in 1977, and then it was applied to vector optimization Tuesday, 12:30-14:00
with its concrete definition by Tammer (Gerstewitz) in 1983. Recently, HH-Livingstone
Kuwano, Tanaka, and Yamada define twelve types of unified scalariz-
ing functions for sets based on six kinds of set-relations proposed by Preference Learning 2
Kuroiwa, Tanaka, and Ha in 1997.
Stream: Preference Learning
Invited session
Chair: Krzysztof Dembczynski, Institute of Computing Science,
 TC-39 Poznan University of Technology, Piotrowo 2, 60-965, Poznan,
Tuesday, 12:30-14:00 Poland, [email protected]
HH-Cousteau
1 - Efficient algorithms for robust ordinal regression
Latest advances on MCDA software Tommi Tervonen, Econometric Institute, Erasmus University
Rotterdam, PO Box 1738, 3033HA, Rotterdam, Netherlands,
Stream: Innovative Software Tools for MCDA [email protected], Remy Spliet
Invited session
Chair: Bertrand Mareschal, Solvay Brussels School of Economics UTAGMS is an ordinal regression method that evaluates necessary and
and Management, Université Libre de Bruxelles, Boulevard du possible preference relations caused by holistic preference statements
Triomphe CP 210/01, 1050, Brussels, Belgium, on a set of decision alternatives evaluated in terms of multiple crite-
[email protected] ria. Traditionally the relations are computed by defining appropriate
LPs and using a solver. In our presentation we show that the relations’
computation can be formulated differently and asymptotically faster
1 - On Multi-Criteria Clustering
algorithms used. We also present and evaluate an MCMC sampling
Alexandru-Liviu Olteanu, CSC, University of Luxembourg, technique for uniform sampling of the general value functions used in
Luxembourg, [email protected], Patrick Meyer, stochastic extensions of UTAGMS.
Raymond Bisdorff

146
 EURO 25 - Vilnius 2012 TC-42

2 - Multicriteria sorting functions using valued assign- 2 - Determining effective criteria of Customers’ satisfac-
ment examples tion in kitchen worktops by using AHP
Olivier Cailloux, Laboratoire Génie Industriel, École Centrale Majid Azizi, Department of Wood and Paper, Faculty of
Paris, Grande Voie des Vignes, 92295, Châtenay-Malabry, Natural Resources,University of Tehran, Daneshkadeh St.,
France, [email protected], Brice Mayag, Vincent 31585-4314, Karaj, Tehran, Iran, Islamic Republic Of,
Mousseau, Luis C. Dias [email protected], Vahid Nabavi, Mehdi Faezipour
We propose to extend a classical elicitation technique for learning Determination of effective criteria in customer satisfaction of work-
MCDA sorting functions. Such a function assigns each alternative tops is very important for any company that produces this product. To
from a set of alternatives, evaluated on multiple criteria, to a category identify effective criteria for customers’ satisfaction five major groups
in a set of preference ordered categories. We ask the decision maker which are selling condition and price, delivery condition, guaranty, raw
for a set of assignment examples where each example contains several material quality and technological specification were selected. These
possible destination categories for an alternative, each associated with major groups have 19 sub-criteria. The priority rate of these criteria
credibility. We propose procedures to deduce from this information and sub-criteria was obtained by AHP. Sub-criteria of price, payment
several sorting functions, giving more or less precise results depending condition, top veneer quality, MDF quality and fast delivery had the
on the chosen credibility level. highest priorities, respectively.
3 - On the estimation of the parameters of Electre Tri
3 - Analysing numerically three different methods to es-
model in multi criteria ordinal sorting problem: a pro-
timate a priority vector from inconsistent pairwise
posal of new approach in two phases
comparison matrices in AHP
Valentina Minnetti, Scienze Statistiche, Università La
Attila Poesz, Corvinus University of Budapest, Fovam ter 8,
Sapienza, Italy, [email protected]
1093, Budapest, Hungary, [email protected],
In this paper we are interested in the Multi Criteria Sorting Problem; to Pekka Korhonen
solve it we use the Electre Tri method, based on the outranking relation
created through the Decision Maker’s preference information in terms In our paper we present a simulation framework in which the perfor-
of the Assignment Examples (AEs). This method requires the elici- mance of the estimating methods used to determine priority vector
tation of preferential parameters (weights, thresholds, profiles, cutting could be analysed in various inconsistency levels. Furthermore, we
level) in order to construct a preference model which best matches the study whether the implementation of the "Condition of Order Preser-
AEs. We propose a new methodology in two phases, taking into ac- vation" (COP) defined by Bana e Costa and Vasnick (2008) could pro-
count that the core of the analysis is the profiles’ estimation made by vide a better solution for the decision makers. The importance of our
linear programming problem. analysis is based on the author’s claim that the COP has to be satis-
fied by any priority methods, otherwise the method has a fundamental
4 - A ranking approach based on outranking relations weakness.
using mathematical programming
Selin Ozpeynirci, Industrial Systems Engineering, Izmir
University of Economics, Sakarya Cad. No156, 35330, Izmir,
Turkey, [email protected], Ozgur Ozpeynirci, Yigit
Kazancoglu  TC-42
We consider the problem of ranking alternatives evaluated on multiple Tuesday, 12:30-14:00
criteria, which may arise in many real life applications such as ranking BW-Amber
countries, projects, universities and students. Several outranking meth-
ods in the literature require the explicit definition of all parameters in
advance, which can be difficult for the decision maker. In this study,
Queueing Systems I
we develop an outranking based ranking method that uses mathemat-
ical modeling approach and requires only a subset of the parameters Stream: Stochastic Modeling and Simulation in Engi-
defined by the decision maker. A real life example is used to illustrate neering, Management and Science
the method. Invited session
Chair: Erik Kropat, Department of Computer Science, Universität
der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577,
Neubiberg, Germany, [email protected]
 TC-41 Chair: Büsra Temocin, Middle East Technical University, 06531,
Tuesday, 12:30-14:00 Ankara, Turkey, [email protected]
HH-Heyerdahl Chair: Devin Sezer, Middle East Technical University, Institute of
Applied Mathematics, Eskisehir Yolu, 06531, Ankara,
AHP/ANP 6 [email protected]

Stream: Analytic Hierarchy Process, Analytic Network 1 - The Availability and Separability of Unreliable Net-
Process works
Invited session Yat-wah Wan, Institute of Logistics Management, National
Chair: Pekka Korhonen, Economics and Management Science, Dong Hwa University, 1 Sec. 2, Da-Hsueh Road, Shou-Feng,
Helsinki School of Economics, Runeberginkatu 22-24, 100, 974, Hualien, Taiwan, [email protected]
Helsinki, Finland, [email protected]
Many networks of reliable stations have their steady-state distributions
in product form. Similar separable results exist for networks with unre-
1 - R&D Personnel Selection with Fuzzy Analytic Hierar- liable stations, where arrivals finding stations unavailable are blocked,
chy and the ups and downs of stations are reversible processes independent
Erhan Berk, Defence Science, Hava Duragi Lojmanlari 4.Blok of numbers of customers at stations. We show that the steady-state dis-
Daire:1, 06790, Ankara, Turkey, [email protected] tribution of an unreliable network can still be separable when ups and
downs of stations are dependent in some strong sense. We also look
In the 21st century where the competitive environment becomes very for general separable results for state-dependent arrivals and ups and
tough for companies in parallel with the drastic development in tech- downs of stations.
nology, only innovative companies became prominent. The R&D per-
sonnel in particular have played the major role in these emerging inno- 2 - Inequality of Stability in the M2/M2/1 Queue with Pre-
vations. In this study a Fuzzy Analytical Hierarchy Process (AHP)
method for the selection of R&D personnel has been proposed. A emptive Priority
case study has been conducted by using the weights obtained from the Hamadouche Naima, Recherche Operational, LAMOS,
Fuzzy AHP method and the results have been compared. University of Bejaia, Algerie, Bejaia, Algeria,
[email protected]

147
TC-43 EURO 25 - Vilnius 2012

This paper studies the M2/M2/1 queue with preemptive priority. We In this talk we present a Stochastic Capacitated Traveling Salesmen
use the strong stability method to approximate the characteristics of Location Problem in which a single facility has to be located in a given
the M2/M2/1 queue with preemptive priority by those of the M/M/1 area. This facility is used to serve a set of customers with unknown
queue. When the arrival intensity of the priority request is sufficiently position by traveling salesmen. The aim is to determine the service
small. First we give conditions of this approximation, second we give zone that minimizes the expected cost of the traveled routes. We pro-
the bound of approximation, in the last, we includes a numerical ex- pose a two-stage stochastic second order cone program where scenar-
ample and simulation results. ios are represented by different sets of customers. Optimal solutions
are compared with the Capacitated Traveling Salesmen Location Prob-
3 - Transient queues with correlated arrivals. Algorith- lem heuristic proposed by Simchi-Levi (1991).
mic approach
Claus Gwiggner, Information Systems, FU Berlin, Garystr. 3 - Optimal timing and capacity choice for pumped hy-
21, 14195, Berlin, Germany, [email protected], dropower storage
Sakae Nagaoka Ane Marte Heggedal, ENOVA, 7491, Trondheim, Norway,
Norway, [email protected], Emily Fertig, Gerard
We look into a queueing system where customers are pre-scheduled but
arrive with a certain delay. This is an old problem with few analytical
Doorman, Jay Apt
results. In particular, the arrival counting process contains serial cor- Pumped hydropower storage can smooth output from intermittent re-
relation. We identify this correlation structure for some special cases. newable electricity generators, facilitating their large-scale use in en-
Based on this we obtain transient solutions of the queue length. As ergy systems. Pumped storage ramps quickly enough to smooth wind
an application we derive decision rules for aircraft delay management power and could profit from arbitrage on the short-term price fluctua-
under uncertainty. tions wind power strengthens. We consider five capacity alternatives
for a pumped storage facility in Norway that practices arbitrage in the
4 - Optimal control by unreliable queueing systems with German spot market. Real options theory is used to value the invest-
broadcasting service ment opportunity, since unlike net present value, it accounts for uncer-
Alexander Dudin, Applied Mathematics and Computer tainty and intertemporal choice.
Science, Belarusian State University, 4, Independence Ave.,
4 - Mathematical Optimization of an Industrial-Scale En-
Minsk-30, 220030, Minsk, Belarus, [email protected], Bin Sun
gineering System
We consider an unreliable MAP/PH/N type queueing system where Selis Onel, Chemical Engineering, Hacettepe University,
each customer may be served in parallel by several available servers.
We show such advantages of this service discipline in comparison to
Department of Chemical Engineering, Beytepe Campus,
the classical service discipline as smaller average sojourn time and 06800, Beytepe, Ankara, Turkey, [email protected]
higher probability of the correct service. Problem of the optimal choice Performance of the drying section of a paper machine is analyzed
of the limiting number of servers, which can be involved into the ser- based on desired production rate while keeping drying parameters
vice of an arbitrary customer, is numerically solved. Numerical exam- within the limits. A steady state analytical model is developed by em-
ples illustrating effect of correlation in arrival process are presented. ploying material and energy balances on the system and is solved using
data collected for several paper grades to determine the drying parame-
ters most effective on energy consumption and the drying efficiency. A
linear programming method is used for the optimization of the param-
eters minimizing the total cost for electricity, natural gas, and steam
 TC-43 while maximizing the efficiency.
Tuesday, 12:30-14:00
BW-Granite

Stochastic programming in industry II  TC-44

Tuesday, 12:30-14:00
Stream: Stochastic Programming
Invited session BW-Marble
Chair: Csaba I. Fabian, Operations Research, Eotvos Lorand Ensemble Learning and Artificial Neural
University, Pazmany Peter setany 1/C, 1117, Buapest, Hungary,
[email protected] Networks
Chair: Achim Koberstein, DS&OR Lab, University of Paderborn, Stream: Machine Learning and its Applications
33098, Paderborn, Germany, [email protected] Invited session
1 - On integrating financial hedging decisions into a Chair: Sureyya Ozogur-Akyuz, Department of Mathematics and
model for global production network design Computer Science, Bahcesehir University, Bahcesehir University,
Achim Koberstein, Business Administration, Dept of Mathematics and Computer Science, Cıragan cad.
Goethe-University of Frankfurt, Grueneburgplatz 1, 60323, Besiktas, 34353, Istanbul, Turkey,
Frankfurt am Main, Germany, [email protected]
[email protected], Elmar Lukas, Marc Chair: Terry Windeatt, Electronic Engineering, Surrey University,
Naumann Faculty of Engineering & Physical Sciences, University of Surrey,
GU2 7XH, Guildford, Surrey, United Kingdom,
In this talk we present a multi-stage stochastic programming model [email protected]
for integrated planning of strategic production network design and fi-
nancial hedging under uncertain demands and exchange rates. Finan-
cial portfolio planning decisions on two types of financial instruments, 1 - New Considerations on Bias-variance Decomposi-
namely forward-contracts and options, are explicitly represented by tion in Ensemble Classifer Fusion
multi-period decision variables and a multi-stage scenario tree. We David Windridge, FEPS, University of Surrey, United
show computational results on an illustrative case study, which indi- Kingdom, [email protected]
cate that the integrated model can result in better planning decisions
compared to the traditional separated approach. Much progress has been made in the area of decision fusion though
the separation of the process into its effects on the bias and variance
2 - A Stochastic Second Order Cone Model for a of the ensemble. We investigate a previously unconsidered aspect of
Stochastic Capacitated Traveling Salesmen Location this process when feature spaces within the constituent processes are
non-overlapping, drawing an analogy between the processes of classi-
Problem with Recourse fier decision fusion and tomographic reconstruction. We demonstrate
Francesca Maggioni, Dept. of Mathematics, Statistics, that standard classifier fusion introduces a morphological bias at the
Computer Science and Applications, University of Bergamo, same time as reducing variance. By taking this into account we can
Via dei Caniana n. 2, 24127, Bergamo, Italy, Italy, substantially improve classification performance.
[email protected]

148
 EURO 25 - Vilnius 2012 TC-45

2 - Ensemble Pruning via DC Programming 2 - Confidence-based Optimization for the Newsvendor

Sureyya Ozogur-Akyuz, Department of Mathematics and Problem
Computer Science, Bahcesehir University, Bahcesehir Roberto Rossi, Business School, University of Edinburgh, 29
University, Dept of Mathematics and Computer Science, Buccleuch place, EH8 9JS, Edinburgh, United Kingdom,
Cıragan cad. Besiktas, 34353, Istanbul, Turkey, [email protected], Steven Prestwich, Armagan Tarim,
[email protected], Terry Windeatt, Raymond Brahim Hnich
Smith
Ensemble learning is a method of combining learners, however the We consider a Newsvendor problem in which the decision maker is
ensemble sizes are sometimes unnecessarily large which causes extra given a set of past demand samples. We employ confidence interval
memory usage and decrease in effectiveness. Error Correcting Output analysis in order to identify a range of candidate order quantities that,
Code (ECOC) is one of the well known ensemble techniques for multi- with prescribed confidence probability, includes the real optimal or-
class classification which combines the outputs of binary base learners der quantity for the underling stochastic demand process with known
to predict the classes for multiclass data. We formulate ECOC for en- distribution and unknown parameter(s). For these order quantities, we
semble selection problem by using difference of convex functions (dc) also produce cost upper and lower bounds. We apply our approach to
programming and zero norm approximation to cardinality constraint. Binomial, Poisson, and Exponential demand. For two of these distri-
Experiments show that it outperforms the standard ECOC. butions we discuss the case of unobserved lost sales.

3 - Short-term forecasting of light rail passenger de- 3 - Economic order quantity of an inventory control sys-
mand by artificial neural networks tem with order backlog
Gökhan Sürmeli, Management Engineering, Istanbul Eline De Cuypere, TELIN, University Ghent,
Technical University, ITU Isletme Fakültesi Oda No: A406, St-Pietersnieuwstraat 41, 9000, Ghent, Belgium,
Macka Kampusu-Besiktas, 34357, Istanbul, Turkey, [email protected], Koen De Turck, Dieter
[email protected], Dilay Çelebi, Demet Bayraktar Fiems
Accurate demand information is a key factor for the scheduling of pub- We present a mathematical model which evaluates the performance of
lic transportation systems. In this study, ANN is applied to passenger inventory control systems with order backlog. In terms of cost, we ac-
demand forecasting problem for the light rail service in Istanbul. Due count for holding, set-up and backlog costs. Production of units starts
to its success of solving forecasting problems and its simple architec- when the inventory level drops below the threshold value and stops
ture, an MLP model is preferred. Daily demand data is split into four when stock capacity is reached. Moreover, orders are backlogged and
time slots and neural networks are developed for each of them. The coupled to the completion of the units. The inventory problem is stud-
performance of the models is compared to the best fitting ARIMA or ied in a Markovian setting. Set-up times are phase-type distributed
exponential smoothing models in terms of root mean squared error and while order and product arrivals are modelled by a Markovian arrival
mean absolute percentage error. process.
4 - Optimizing the Backpropagation Algorithm for Train-
4 - Two Modified Preventive Maintenance Models in a Fi-
ing Artificial Neural Networks
Geraldo Miguez, COPPE / PESC, Universidade Federal do nite Time Span with Failure Rate Reduction
Rio de Janeiro, Brazil, R Mariz e Barros, 652/502, 20270-002, Chun-Yuan Cheng, Dept. of Industrial Engineering &
Rio de Janeiro, RJ, Brazil, [email protected], Management, Chaoyang Univerisity of Technology, 168
Nelson Maculan, Adilson Elias Xavier Gifong E. Rd., Wufeng„ 413, Taichung County, Taiwan,
This paper uses a new activation function, the Bi-Hyperbolic func-
[email protected], Min Wang, Mei-Ling Liu
tion, which offers a higher flexibility, and a faster evaluation time. For a preventive maintenance (PM) model over a finite time span,
It improves the performance of the Backpropagation algorithm acting shorter PM interval can result in a better expected total maintenance
straight at the topology of the network. Computational experiments cost (TC). However, the original optimal PM policies shown in liter-
with traditional problems of the literature show greater generalization ature are obtained by searching the optimal PM interval over a con-
capacity, faster convergence, higher computational speed and smaller strained range. We propose two modified failure-rate-reduction opti-
number of neurons network architecture. The network configuration is mal PM policies: one is developed by releasing the constraint of the
also simplified, making this process faster and easier to be completed. PM interval searching range; another is constructed by postponing the
starting time of the PM program based on the fact that equipment is
not easily fail in the early stage of its useful life.

 TC-45
Tuesday, 12:30-14:00
BW-Water

Logistics and stochastics 2

Stream: Stochastic Modelling in Logistical Networks
Invited session
Chair: Dieter Fiems, Ghent University, St-Pietersnieuwstraat 41,
9000, Gent, -, Belgium, [email protected]
Chair: Eline De Cuypere, TELIN, University Ghent,
St-Pietersnieuwstraat 41, 9000, Ghent, Belgium,
[email protected]
1 - Estimating Repair Effects in Failing Systems
Ernie Love, Segal Graduate School of Business, Simon Fraser
University, 500 Granville Street, Vancouver, Canada, V6C
1W6, Vancouver, British Columbia, Canada, [email protected]
Abstract The purpose of this research is to estimate the repair effects
a repairable system undergoes repeated failures and repairs. Data was
collected on a cement kiln incurring150 failures and 5 shutdowns for
overhaul. Causes of failure were identified as operational, mechanical
or electrical. The unit was restarted but with an (expected) improved
failure rate by virtue of the repair. Repair improvements are modeled is
a Kijima Type-II virtual age framework. Covariate data was also used
to better estimate the failure/repair process.

149
TD-01 EURO 25 - Vilnius 2012

Tuesday, 14:30-16:00 the simple recourse problem, appeared independently in Beale (1955)
and Dantzig (1955); they suggested to distinguish and penalize two
types of violations only.
 TD-01 The significant progress in the seventies happened thanks to Prékopa
(1971) who opened applications of models with joint probabilistic con-
Tuesday, 14:30-16:00 straints. Another important extension, to multistage stochastic pro-
RB-Alfa grams, has aimed at a more realistic treatment of the dynamic or se-
quential structure of real-life decision problems: When the informa-
Tutorial Lecture: Professor Jitka tion becomes known sequentially period-by-period, recourse decisions
responding to the new information can be made; see e.g. Dupacová
Dupacova (1995) for a brief introduction.

Stream: Keynote, Tutorial and Plenary Lectures The theoretical results for various types of stochastic programming
models were influenced and supported by achievements in optimiza-
Tutorial session tion, probability and statistics and in computer technologies. In the
Chair: Stein W. Wallace, Management Science, Lancaster 1980’s, a special care to software development was initiated and has
University Management School, LA1 4YX, Lancaster, United resulted in the IIASA volume edited by Ermoliev and Wets (1988).
Kingdom, [email protected] Areas of further prospective applications have been delineated.
At present there are standardized types of stochastic programming
1 - Stochastic programming - a flexible tool for decision models (e.g., two-stage and multistage stochastic programs with re-
making under uncertainty course, models with individual and joint probabilistic constraints, inte-
ger stochastic programs) with links to statistics and probability, to para-
Jitka Dupacova, Probability and Math. Statistics, Charles metric and multiobjective programming, to stochastic dynamic pro-
Univ, Faculty of Math. and Physics, Sokolovska 83, gramming and stochastic control with relevant software systems avail-
CZ-18675, Prague, Czech Republic, able or in progress. We refer to recent monographs and textbooks Birge
[email protected] and Louveaux (1997, 2011), Kall and Mayer (2005, 2011), Shapiro,
Dentcheva, and Ruszczyski (2009), handbook edited by Shapiro and
The development of stochastic programming started six decades ago Ruszczyski (2003), collection edited by Infanger (2011) and to the
when Beale (1955), Dantzig (1955), Charnes and Cooper (1959) and stochastic programming bibliography by van der Vlerk (1996–2007).
others observed that for many linear programs to be solved, the values
of the coefficients were not available. To solve these problems, the un- The first applications appeared already in the fifties of the last century,
known values of coefficients were mostly replaced by their observed e.g. Ferguson and Dantzig (1956), Charnes, Cooper, and Symonds
past values. The obtained solutions were then feasible and optimal (1958). They were based on simple types of stochastic programming
with respect to one, maybe very rare set of observed coefficients. The models, such as stochastic linear programs with simple recourse and
suggestion was to replace the deterministic view by a stochastic one models with individual probabilistic constraints. Moreover, special as-
and to assume that the unknown coefficients or parameters, say u, are sumptions about the probability distribution P were exploited.
random and that their probability distribution P is known and indepen- By now, significant applications of stochastic programming have been
dent of the decision variables. A decision has to be taken before the made in many areas, such as transportation, production planning and
realization of the random coefficients is known, using the knowledge allocation of resources, management of hydropower and water re-
of probability distribution P. sources, energy production and transmission, optimization of tech-
The prototype stochastic program (we focus on in the sequel) aims at nological processes, telecommunications, financial modeling and risk
the selection of the “best possible" decision x belonging to a decision management.
space X subject to certain constraints. To build a decision model means
There are many excellent recent papers on successful large-scale real-
to specify the set of feasible decisions and to define a real objective
life applications of stochastic programming. We refer to collections
function which generates, independently of individual realizations of
Ziemba and Mulvey (1999) for a selection of financial problems,
random factors, a preference relation on the set of feasible decisions.
Wallace and Ziemba (2005) devoted to non-financial applications, to
"Hard" constraints are usually reflected in definition of X. The outcome
Conejo, Carrión, and Morales (2010) focused on energy markets and
of the decision x which satisfies them depends on realization of random
collection edited by Bertocchi, Consigli, and Dempster (2011) on ap-
parameter u and is quantified as f(x,u). For different realizations one
plications in finance and energy.
obtains different optimal values and different optimal solutions and the
question is which of these decisions should be accepted. The common Stochastic programming is an example of a field which connects var-
way is to use the expectation Ef(x,u) of the random objective function ious areas of optimization, probability and statistics, numerical math-
f(x,u) as the overall objective function, which is then independent of ematics and computer science with the broad territory of operations
realizations of random parameters and exploits solely their probability research. The success of applications is conditioned by a close collab-
distribution P. Numerous other criteria of optimality with such prop- oration with users and it benefits from the team work. Even if imple-
erty can be constructed. The risk-adjusted expected return objective mentation of complex stochastic programming models frequently re-
function of the Markowitz model, Markowitz (1952), is a well known quires simplifications and/or approximations, their outcome may point
early example. Of course, the choice of the criterion should reflect the at new decision strategies.
purpose of the solved real-life problem.
We shall focus on the modeling issues. From the modeling point of
When the random factors appear also in constraints, one may require view, stochastic vehicle routing, stochastic networks and stochastic fa-
that the constraints are satisfied for all possible realizations, a request cility location problems have been mostly treated as a natural extension
common in robust optimization. In this case, the set of feasible solu- of the stochastic transportation problem with simple recourse, whereas
tion could be unnecessarily small or even empty whereas, depending individual probabilistic constraints have appeared in the context of the
on the solved problem, some violation of constraints might be toler- stochastic nutrition model and in water resources management mod-
able. Hence, we have to specify which decisions will be accepted as els. The impressive early collection of case studies related to real-life
feasible. Again several approaches can be utilized: applications of joint probabilistic constraints was edited by Prékopa
* To use the expected values of the random constraint functions; (1978, 1985); it reflects the prevailing interest in applications to water
resources problems at that time.
* To require that the constraints are satisfied with prescribed probabil-
ities for each constraint separately – individual probabilistic or chance To apply stochastic programming means primarily to be familiar with
constraints, the idea of Charnes and Cooper (1958), or jointly for sev- the real-life problem in question, its purpose, constraints, and with the
eral constraints – joint probabilistic or chance constraints; available level of information concerning the influential random fac-
tors. It is important to exploit the problem structure and to be aware of
* To penalize constraints violations by a penalty q(x, u) assigned to
alternative models. One can consider different objective functions and
decision x when it violates the constraints for the realization u and to
to model the same problem using probabilistic constraints or penaliz-
incorporate the penalty term into the final objective function.
ing the constraints violation or to combine both. Very often there is no
For stochastic linear programs a special type of penalty was designed: convincing reason why to prefer one approach to another. The choice
q(x, u) equals the optimal value of the second stage linear program of model is tied to the data structure and it is frequently influenced
which evaluates the effort for the cheapest possible compensation of by the decision maker’s individual attitude and the software available.
discrepancies caused by the decision x when the realization u occurs. To use the penalty or recourse approach means to quantify the losses
This approach is known as stochastic linear programming with re- caused by the considered discrepancies, which may be a difficult task
course. The simplest choice of the second stage program, called now for the decision maker, who often prefers to assign probabilities ad hoc

150
 EURO 25 - Vilnius 2012 TD-02

and to solve a stochastic program with individual probabilistic con-

straints. This model, however, does not distinguish the magnitudes of
 TD-02
constraints violations. Tuesday, 14:30-16:00
We shall illustrate the modeling issues and the interplay between the
RB-Beta
problem setting and the stochastic programming model building by se-
lected examples related mainly to water resources management and Scheduling in Transport
planning; see e.g. Prékopa (1978, 1985), Dupacová (1979), Dupacová
et al. (1991), Escudero (2000), Edirishinghe et al. (2000) and refer- Stream: Scheduling
ences therein. Invited session
ACKNOWLEDGEMENT. This work was partly supported by the Chair: Jose M. Framinan, Industrial Management, School of
Czech Science Foundation grant P402/11/0150. Engineering, University of Seville, Avda. de los Descubrimientos
MAIN REFERENCES s/n, Seville, Spain, [email protected]
Beale, E. (1955), On minimizing a convex function subject to linear
inequalities, Journal of the Royal Statistical Society B 17:173-184. 1 - The problem of minimization maximum weighted
Bertocchi, M., Consigli, G., Dempster, M. A. H., eds. (2011), Stochas- lateness of orders for two railway stations/
tic Optimization Methods in Finance and Energy, Springer, New York. Dmitry Arkhipov, ORSOT, Institute of Control Sciences,
Birge, J. R., Louveaux, F. (2011), Introduction to Stochastic Program- Pervomayskaya str., 28a - 53, 141707, Dolgoprudny, Moscow,
ming, 2nd Ed., Springer, New York. Russian Federation, [email protected], Alexander
Lazarev
Charnes, A., Cooper, W. W. (1959), Chance-constrained programming,
Management Science 5:73-79.
The following scheduling problem is considered. There are two rail-
Charnes, A., Cooper, W. W., Symonds, G. H. (1958), Cost horizons way stations with double track. In each station there exists a variety
and certainty equivalents: An approach to stochastic programming of of orders. Each order is a wagon with it’s release date, value(weight)
heating oil, Management Science 4:235-263. and due date. Wagons are delivered by train. All trains consist of the
Conejo, A. J., Carrion, M., Morales, J. M. (2010), Decision Making same number of wagons and overcome the distance between stations
Under Uncertainty in Electricity Markets, Springer, New York. in the same amount of time. Dynamical programming algorithm con-
structing the optimal schedule in compliance with criterion of minimal
Dantzig, G. B. (1955), Linear programming under uncertainty, Man- maximum weighted lateness in O(n6) operations.
agement Science 1:197-206.
Dupacová, J.(1979), Water resources system modelling using stochas- 2 - Public transport system route reliability estimation
tic programming with recourse, in: Kall, P., Prékopa, A., eds., Recent using macromodelling
Results in Stochastic Programming, LNEMS 179, Springer, Berlin, pp. Irina Pticina, Transport and Telecommunication institute,
121-133. Lomonosova 1, LV-1039, Riga, N/A, Latvia, [email protected],
Dupacová, J. (1995), Multistage stochastic programs: The-state-of- Irina Yatskiv
the-art and selected bibliography, Kybernetika 31:151–174.
Dupacová, J., Gaivoronski, A. A., Kos, Z., Szántai, T. (1991), Stochas- The main purpose of this research is to investigate the possibility of
tic programming in water management: A case study and a comparison estimation the Arrived Time (ATR) and Travel Time Reliability (TTR)
of solution techniques, European J. Oper. Res. 52:28-44. for a single route on the macromodel of urban transport system. The
experiments were conducted at the macromodel (VISUM) of Riga
Edirisinghe, N. C. P., Patterson, E. I., Saadouli, N. (2000), Capacity transport system. The actual travel trip time between stops and be-
planning model for multipurpose water reservoir with target priority tween route’s end stops and the vehicle arrived time at the end stop
operation, Ann. Oper. Res. 100:273-303. were obtained as the results of the experiments. According to obtained
Ermoliev, Yu., Wets, R. J.-B., eds. (1988), Numerical Techniques for data have been calculated ATR and TTR for the single bus route and
Stochastic Optimization Problems, Springer, Berlin. for its each stops.

Escudero, L. F. (2000), WARSYP, a robust modelling approach for 3 - Scheduling interfering jobs in a permutation flow-
water resources system planning under uncertainty, Ann. Oper. Res.
95:313–339. shop
Paz Perez Gonzalez, Industrial Management, University of
Ferguson, A., Dantzig, G. B. (1956), The allocation of aircraft to Seville, Camino de los descubrimientos s/n, 41092, Sevilla,
routes: An example of linear programming under uncertain demand,
Management Science 3:45-73.
Spain, [email protected], Jose M. Framinan
Infanger, G., ed. (2011), Stochastic Programming, Springer, New Most contributions regarding scheduling interfering jobs refer to one-
York. machine setting. This paper studies the problem of scheduling two
Kall, P., Mayer, J. (2011), Stochastic Linear Programming; Models, sets of jobs on permutation flowshop with the objectives of total com-
Theory, and Computation, 2nd Ed., Springer. pletion times for both sets. Since one machine case is known to be
NP-hard and there are some approximate algorithms, we analyze their
Markowitz, H. M. (1952), Portfolio Selection, J. of Finance 6:77–91. adaptations to the flowshop setting. The methods are compared in an
Prékopa, A. (1971), Logarithmic concave measures with application to extensive test bed and computational results are provided.
stochastic programming, Acta Scientiarium Mathematicarum (Szeged)
32:301-316. 4 - A Variable Neighbourhood Search (VNS) algorithm
Prékopa, A., ed. (1978), Studies in Applied Stochastic Programming, for solving Read Mix Concrete Production and De-
MTA SzTAKI, Budapest, 80/1978 and 167/1985. livery Scheduling Problem (RMCPDSP)
Shapiro, A., Dentcheva, D., Ruszczynski, A. (2009), Lectures in
Anna M. Coves, Institute of Industrial and Control
Stochastic Programming. Modeling nd Theory, MPS-SIAM. Engineering, UPC, Diagonal 647, 08028, Barcelona, Spain,
[email protected], M. Antonia de los Santos
Shapiro, A., Ruszczyski, A., eds. (2003), Stochastic Programming,
Vol. 10 of Handbooks in Operations Research and Management Sci-
In this communication we present a VNS algorithm for solving RM-
ence, Elsevier.
CPDSP. Integration of production and delivery is critical in the case of
van der Vlerk, M., Stochastic Programming Bibliography. World Wide Ready Mix Concrete, as it expires approximately an hour and a half
Web, http://www.eco.rug.nl/mally/spbib.html, 1996-2007. after it is produced. We propose three rules of VNS based on coding
that includes the following aspects: plant order assignment; delivery
Wallace, S. W., Ziemba, W. T., eds. (2005), Applications of Stochastic priority; and time of first delivery for each order. We then combined
Programming, MPS-SIAM. this VNS algorithm with an MS algorithm that we had previously de-
Ziemba, W. T., Mulvey, J., eds. (1999), World Wide Asset and Liabil- signed. We have found that using the two algorithms together provides
ity Modeling, Cambridge Univ. Press. better results by running only the VNS algorithm.

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TD-03 EURO 25 - Vilnius 2012

 TD-03  TD-04
Tuesday, 14:30-16:00 Tuesday, 14:30-16:00
RB-L1 RB-L2

Sustainable Road Transport and Vehicle Routing problems

Routing
Stream: Combinatorial Optimization
Stream: Sustainable Transport Planning Invited session
Invited session Chair: Eleni Hadjiconstantinou, Business School, Imperial
Chair: U.Mahir Yildirim, Industrial Engineering, Sabanci College London, South Kensington Campus, SW7 2AZ, London,
University, Sabanci University, Faculty of Engineering and Natural United Kingdom, [email protected]
Sciences, Tuzla, 34956, Istanbul, Turkey, Chair: Vladimir Ejov, School of Computer Science, Engineering
[email protected] and Mathematics, Flinders University, Sturt Road, 5042, Bedford
Park, SA, Australia, [email protected]
1 - Minimum cost VRP with time-varying speed data and
congestion charge
Richard Eglese, The Management School, Lancaster 1 - An Adaptive Memetic Algorithm using Large Neigh-
University, Department of Management Science, LA1 4YX, bourhood Search for the Multi-Depot Pickup and De-
Lancaster, Lancashire, United Kingdom, livery Problem
[email protected], Liang Wen Pairoj Chaichiratikul, Business School, Imperial College
A heuristic algorithm is introduced for vehicle routing and scheduling London, 18, Elvaston Place, SW7 5QF, London, United
problems to minimize the total travel cost, including fuel, driver and Kingdom, [email protected], Eleni
congestion charge costs. The fuel cost depends on the speed for a ve- Hadjiconstantinou
hicle to travel along any road in the network and varies according to
the time of travel. If a vehicle enters the congestion charge zone dur-
ing the daytime, a fixed charge is applied. The approach is tested on
a constructed data set and also using real traffic data for the London The objective of this NP-hard problem is to minimise the routing cost
area. The results are also evaluated in terms of the CO2 emissions. of the fleet of vehicles serving transportation requests in a large ge-
ographical coverage, subject to customer requirements. We propose
2 - Analysis of optimal vehicle speed: from supersonic a new heuristic approach that involves hybridisation between Adap-
wave devices to GPS transceivers tive Large Neighbourhood Search (ALNS) and Adaptive Memetic Al-
Hiroyuki Kawano, Department of Systems Design and gorithm (AMA). The proposed heuristic is computationally tested on
Engineering, Nanzan University, Seirei-cho 27, Seto, standard benchmark instances from the literature. The preliminary
computational results are promising; the proposed heuristic is capable
4890863, Seto, Aichi, Japan, [email protected] of obtaining improved feasible solutions for some instances.
In Hanshin Expressway Company, vehicle traffic is monitored by su-
personic wave detection devices along 500 meter intervals, but it is
not possible to observe accurate traffic conditions. Recently, traffic
log of highway patrol vehicles equipped GPS transceivers are stored 2 - The capacitated minimum spanning tree problem
into a database system. We integrate the log data, including vehicle with time windows
speed, latitude and longitude, and weather data. Based on optimal ve- Manolis Kritikos, Department of Management Science and
hicle speed model, we calculate continuous complement positions of Technology, Athens University of Economics and Business,
vehicles. We analyze optimal traffic volume and flows depending on 76, Patission street, 10434, Athens, Athens, Greece,
different lines and time zones.
[email protected], George Ioannou
3 - A bi-objective Pollution-Routing Problem: trade-offs
between fuel consumption and driving time
Emrah Demir, School of Management, University of We address the Capacitated Minimum Spanning Tree Problem with
Southampton, 67 Kitchener Road, Portswood, SO17 3SF, Time Windows (CMSTPTW). The CMSTPTW is an extension of the
SOUTHAMPTON, Hampshire, United Kingdom, Capacitated Minimum Spanning Tree Problem (CMSTP). In the CM-
STPTW, it is required to form the capacitated minimum-cost tree net-
[email protected], Tolga Bektas, Gilbert Laporte work such that the time windows constraints on the demand nodes are
This paper studies a bi-objective Pollution-Routing Problem, an exten- satisfied. For the solution of the CMSTPTW, we propose a greedy
sion of the Vehicle Routing Problem with Time Windows, where one method. Our proposed method outperforms the greedy approach of
objective is to minimize fuel consumption, and the other total driv- Solomon for MSTPTW. This is an indication of the quality of our
ing time. A solution method is described where an Adaptive Large greedy method for the CMSTPTW.
Neighborhood Search algorithm, combined with a specialized speed
optimization algorithm, is used as a search engine for the application
of four a posteriori methods to generate Pareto-optimal solutions to the
problem. Results of extensive computational experimentation show the 3 - "Snakes and Ladders" heuristic algorithm (SLH) for
efficiency of the proposed approaches. the Hamiltonian cycles problem.
Vladimir Ejov, School of Computer Science, Engineering and
4 - Greenest paths in time-dependent transportation Mathematics, Flinders University, Sturt Road, 5042, Bedford
networks Park, SA, Australia, [email protected], Serguei
U.Mahir Yildirim, Industrial Engineering, Sabanci University, Rossomakhine
Sabanci University, Faculty of Engineering and Natural
Sciences, Tuzla, 34956, Istanbul, Turkey,
[email protected], Bülent Çatay We place the vertices of an undirected graph in some order on a circle.
The literature on the shortest path algorithms (SPA) on time-dependent Arcs between adjacent vertices on the circle are called snakes, while
networks is mainly focused on finding the fastest (minimum time) path. other arcs represented by chords are called ladders. The SLH algorithm
Yet the current approaches are not applicable to determine the green- uses operations inspired by the Lin—Kernighan heuristic to reorder the
est (minimum greenhouse gas emitting/fuel consuming) path on a real vertices on the circle so as to transform some ladders into snakes. The
transportation network. We discuss new approaches to find the green- use of a suitable stopping criterion ensures that the heuristic terminates
est path given the speed profile of the network and an appropriate emis- in polynomial time. We have observed that SLH is successful even in
sion function of speed. Computational test using random data show the cases where such cycles are extremely rare. Online demonstration will
potential savings and sustainability benefits of the new approaches over accompany the presentation.
the existing time-dependent SPA.

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 EURO 25 - Vilnius 2012 TD-06

 TD-05  TD-06
Tuesday, 14:30-16:00 Tuesday, 14:30-16:00
RB-L3 RB-Gamma

Problems on graphs III Relaxation Adaptive Memory

Programming
Stream: Discrete Optimization, Geometry & Graphs
(contributed) Stream: Metaheuristics
Contributed session Invited session
Chair: Peter Recht, OR und Wirtschaftsinformatik, TU Dortmund, Chair: Dorabela Gamboa, CIICESI-GECAD, ESTGF, Instituto
Vogelpothsweg 87, 44227, Dortmund, Germany, Politécnico do Porto, Casa do Curral, Rua do Curral, Apt. 205,
[email protected] 4610-156, Felgueiras, Portugal, [email protected]

1 - A Coloring Algorithm for Triangle-Free Graphs 1 - A RAMP Algorithm for Generalized Assignments
Mohammad Jamall, Mathematics and Statisics, Zayed Cesar Rego, University of Mississippi, University, 38677,
University, UAE, United Arab Emirates, Oxford, MS, United States, [email protected], Lutfu
[email protected] Sagbansua
We introduce a primal-dual RAMP algorithm for the solution of the
We give a randomized algorithm that properly colors the vertices of multi-resource generalized assignment problems. The algorithm com-
a graph G on n vertices with girth greater than 3 using O(D / log D) bines cross-parametric relaxation with the scatter search evolution-
colors, where D is the maximum degree of G. The algorithm succeeds ary procedure as a way to create compound memory structures that
with high probability, provided D is large enough. The number of col- effectvely integrate information from the primal and dual solution
ors is best possible up to a constant factor for triangle-free graphs. The spaces. We present extensive computation results that clearly support
existence of such a proper coloring was established by Kim and Jo- the merit of the proposed algorithm when compared with the best al-
hansson respectively. ternative approaches.

A complete version of our paper can be found at arXiv:1101.5721. 2 - RAMP for the Capacitated Facility Location Problem
Telmo Matos, CIICESI, ESTGF, Instituto Politécnico do
2 - An Efficient Algorithm for Stopping on a Sink in a Di- Porto, Casa do Curral, Rua do Curral, Apt. 205, 4610-156,
rected Acyclic Graph Felgueiras, Portugal, [email protected], Dorabela
Grzegorz Kubicki, Mathematics, University of Louisville, Gamboa, Cesar Rego
Natural Sciences 227, 40292, Louisville, Kentucky, United We present a relaxation adaptive memory programming (RAMP) ap-
States, [email protected], Wayne Goddard, Ewa proach for the capacitated facility location problem (CFLP). The al-
Kubicka gorithm uses dual ascent with tabu search to explore primal-dual rela-
tionships in a RAMP framework. A comparative analysis with the best
We consider an unordered version of the classical secretary problem. performing algorithms of the literature is presented and discussed.
Vertices of an unknown directed acyclic graph of order n are revealed 3 - A PD-RAMP Algorithm for the UFLP
one by one in some random permutation. At each point, we know the
subgraph induced by the revealed vertices. Our goal is to stop on a sink,
Dorabela Gamboa, CIICESI-GECAD, ESTGF, Instituto
a vertex with no out-neighbors. We show that this can be achieved with Politécnico do Porto, Casa do Curral, Rua do Curral, Apt.
probability inversely proportional to the square root of n. This is best 205, 4610-156, Felgueiras, Portugal, [email protected],
possible because the optinal stopping time on a sink in a directed path Telmo Matos, Fábio Maia, Cesar Rego
has the probability of success of that order of magnitude. We address the well-studied uncapacitated facility location problem
(UFLP) aimed at determining the set of possible locations where facil-
3 - On the Cubic Dimension of certain Classes of Bal- ities should be established in order to serve a set of customers with min-
anced Binary Trees into Hypercube imum cost. A relaxation adaptive memory programming (RAMP) ap-
Kamal Kabyl, Laboratory of Modeling and Optimization of proach is developed by combining dual relaxation with scatter search.
The results obtained on a standard testbed show the advantages of this
Systems LAMOS, Commercial Sciences Department, approach over the current state-of-the art algorithms for the UFLP.
University of Bejaia, Algeria, 06000, Bejaia, Algeria,
[email protected], Abdelhafid Berrachedi 4 - A Parallel RAMP Algorithm for the Set Covering Prob-
lem
The problem of embedding trees into the hypercube is much studied Tabitha James, Business Information Technology, Virginia
in graph theory. In fact many efforts have been devoted to find suf- Tech, 1007 Pamplin Hall, 24061, Blacksburg, VA, United
ficient conditions for which a tree T is a subgraph of the hypercube.
In this paper, we introduce some new classes of balanced binary trees
States, [email protected], Cesar Rego, José Humberto
by giving their cubical dimensions. Furthermore, these classes of trees Ablanedo Rosas
satisfy the conjecture of Havel [1984], which states that every balanced The relaxation adaptive memory programming (RAMP) framework al-
binary tree with 2 to the power of n vertices can be embedded in an n- lows for the combination of (primal) heuristic search methods with ex-
dimensional hypercube. act solution methodologies that solve a (dual) relaxation of the original
problem in order to create an algorithm that leverages both approaches
4 - A "min-max-theorem" for the cycle packing problem for difficult combinatorial optimization problems. In this study, we
propose a parallel RAMP algorithm for the solution of large scale set
in Euler graphs covering problems.
Peter Recht, OR und Wirtschaftsinformatik, TU Dortmund,
Vogelpothsweg 87, 44227, Dortmund, Germany,
[email protected], Eva-Maria Sprengel

We look for a set of edge-disjoint cycles of maximum cardinality in a  TD-07

graph G=(V,E). The problem is tackled by considering local traces T(v) Tuesday, 14:30-16:00
of G . Local Traces are not uniquely defined but their packing numbers RB-Eta
are. We prove that if G is is Eulerian every maximum edge-disjoint
cycle packing of G induces maximum local traces T(v) or every v in V.
In the opposite, if the total size of the local traces is minimal then the Manufacturing Issues
packing number of G must be maximum. The determination of such
traces leads to multi-commodity flow-problem with quadratic objective Stream: Supply Chain Planning
function. Invited session
Chair: Ignacio Eguia, School of Engineering. Dpt. of

153
TD-07 EURO 25 - Vilnius 2012

Management Science, University of Seville, Camino de los  TD-08

Descubrimientos s/n, 41092, Sevilla, Spain, [email protected] Tuesday, 14:30-16:00
RB-Epsilon
1 - Transportation scheduling in assembly lines under
storage constraints: A case study of the automobile Graph cut algorithms in Computer Vision
industry
Masood Fathi, Organziación Industrial, TECNUN Stream: Boolean and Pseudo-Boolean Optimization
Universidad de Navarra, School of Engineering (Tecnun)„ P Invited session
Manuel Lardizabal 13„ 20018, San Sebastian, Guipuzcoa, Chair: Ramin Zabih, Cornell, Computer Science, 4130 Upson
Spain, [email protected], María Jesús Alvarez, Hall, 14853, Ithaca, New York, United States, [email protected]
Victoria Rodríguez
1 - Graph Cuts for Scene Understanding
Study attempts to introduce an integrated model for production, in- Philip Torr, computing, oxford brookes university,
ventory and transportation in assembly lines under storage constraints. Department of Computing, School of Technology, Design and
An integrated optimization model which is a mixed integer linear pro- Environment Oxford Brookes, OX33 1HX., oxford, oxon,
gramming formulation is presented with multiple objectives such as United Kingdom, [email protected]
minimizing the number of tours, inventory level. To validate the pre-
sented model, it has been tested in a real case study in Volkswagen Within this talk I will describe how graph cuts can be used as the ba-
Navarra plant, Spain. Given that different priorities for objectives de- sic optimization algorithm for scene understanding. The problem of
fined in the discussed real case study exist, it has been tried to solve scene understanding is a basic one in computer vision which involves
the model through a goal programming framework. recognizing and recovering the shape of objects within a still image or
video.

2 - Modelling machine loading problem in reconfig- 2 - Proposal selection in higher-order graph cuts
urable manufacturing systems Hiroshi Ishikawa, Department of Computer Science and
Ignacio Eguia, School of Engineering. Dpt. of Management Engineering, Waseda University, Okubo 3-4-1, Shinjuku,
Science, University of Seville, Camino de los 169-8555, Tokyo, Japan, [email protected]
Descubrimientos s/n, 41092, Sevilla, Spain, [email protected], Recently, optimization of higher-order MRF with more than two labels
Jesus Racero, Fernando Guerrero became practical using higher-order graph cuts: the combination of i)
the fusion move algorithm, ii) the reduction of higher-order binary en-
ergy minimization to first-order, and iii) the roof dual algorithm. We
A Reconfigurable Manufacturing System (RMS) is designed to pro- discuss the choice of proposal labeling for fusion move to improve the
duce a family of parts that share some similarities using modular Re- efficiency of the higher-order graph cuts and present a simple tech-
configurable Machines. When modules are changed in a RM, different nique for generating proposal labelings that speeds up the algorithm
operations can be performed on the new machine configuration. This dramatically.
work is concerned with the loading problem in a RMS. This problem
deals with the allocation of the operations and the associated mod- 3 - Submodular Relaxations for Pseudo-Boolean Opti-
ules of a set of selected parts’ families among the RM, subject to the
technological and capacity constraints of the RMS. A MILP model is mization
developed with an objective function of balancing the workload. Fredrik Kahl, Centre for Mathematical Sciences, Lund
University, 22100, Lund, Sweden, [email protected],
Petter Strandmark
3 - Manufacturing process flexibility and capacity ex-
pansion using Robust Optimization features in We show how to use submodular relaxations for solving large-scale
AIMMS boolean optimization problems. The maximum lower-bounding relax-
ation is defined and analyzed. A method for constructing such relax-
Ovidiu Listes, Paragon Decision Technology, Paragon ations using generators of the cone of submodular functions is given,
Decision Technology, Schipholweg 1, 2034 LS, Haarlem, leading to a polynomial-time solution procedure via graph cuts. The
Netherlands, [email protected], Frédéric Babonneau, approach is applied to several challenging vision problems, e.g. stereo
Christian Van Delft, Jean-Philippe Vial and denoising. Experimental results confirm that our relaxations per-
form better than state-of-the-art, both in terms of tighter lower bounds
and increased number of assigned variables.
We address the problem of manufacturing process flexibility and ca-
pacity expansion under uncertain demands using Robust Optimization.
The model involves binary product-to-plant assignments and decisions
for expanding capacity. Affine decision rules are used for capacity
expansion and the amounts of processed products. We illustrate how
AIMMS can accommodate the model formulation under uncertainty
 TD-09
and generate the robust counterpart automatically. We also show how Tuesday, 14:30-16:00
the intuitive modeling concepts in AIMMS allow for flexible experi- RB-Zeta
ments and comparison of results based on various uncertainty sets.
EURO/ROADEF Challenge Session 1
4 - Multi-objective synchronized planning in dynamic
collaborative manufacturing networks Stream: EURO/ROADEF Challenge
Şenay Sadıç, University of Porto, Porto, Portugal, Invited session
[email protected], Jorge Pinho de Sousa, José Crispim Chair: Christian Artigues, LAAS, CNRS, 7 avenue du Colonel
Roche, 31077, Toulouse Cedex 4, France, [email protected]
Chair: H. Murat Afsar, Industrial Systems, University of
In manufacturing networks, collaboration and information sharing may
strongly contribute to the global system performance. Dynamic net- Technology of Troyes, 12 rue Marie Curie, BP 2060, 10010,
work planning by synchronizing operations and allocating activities is Troyes, France, [email protected]
a very hard problem due to its complex nature and increasing product Chair: Ender Özcan, Computer Science, University of
complexity. In this study we develop a multi-objective MILP model Nottingham, Jubilee Campus, Wollaton Road, NG8 1BB,
tackling this problem to minimize the overall operational costs of the Nottingham, United Kingdom, [email protected]
network and provide some flexibility to the units. The main drivers of Chair: Emmanuel Guere, Google, 38 Avenue de l’Opera, 75002,
the model are cost minimization and the concept of flexibility, as a way
to deal with different types of uncertainty. Paris, France, [email protected]
Chair: Eric Bourreau, COCONUT, LIRMM, 161 Rue Ada, 34000,
Montpellier, France, [email protected]

154
 EURO 25 - Vilnius 2012 TD-10

Chair: Kedad-Sidhoum Safia, LIP6 - UPMC, 4 Place Jussieu, 1 - How to deal with alternative cutting lengths in a one-
75005, Paris, France, [email protected] dimensional cutting stock problem
Chair: Marc Sevaux, Lab-STICC - CNRS UMR 3192, Université Markus Siepermann, Business Information Management, TU
de Bretagne Sud - UEB, Centre de Recherche - BP 92116, 2 rue de Dortmund, 44221, Dortmund, Germany,
Saint Maude, 56321, Lorient, France, [email protected] [email protected], Richard Lackes,
Torsten Noll
1 - ROADEF/EURO Challenge 2012 : Machine Reassign- The input material of the tubes production process consists of steel bars
that have to be cut into pieces before they are heated and rolled. In or-
ment der to avoid waste of input material the cuts of the input material have
Eric Bourreau, COCONUT, LIRMM, 161 Rue Ada, 34000, to be optimized which is a classical one-dimensional cutting problem.
Montpellier, France, [email protected], H. Murat Afsar, A special characteristic of the tubes production is that the same output
Christian Artigues, Emmanuel Guere, Ender Özcan, can be reached with different cutting lengths. Thus, the minimization
Kedad-Sidhoum Safia of input material gets more difficult. This paper presents a solution
how the optimization and the known algorithms have to be adapted.
We present the ROADEF/EURO 2102 challenge, an international op- 2 - A pseudo-polynomial time algorithm for a subclass
timization contest propose jointly by EURO, the French OR society
(ROADEF) and an industrial partner (GOOGLE). The subject is to im- of the Variable-Sized BPP with Conflicts
prove the usage of a set of machines. A machine has several resources Mohamed Maiza, Applied Mathematics Laboratory, Military
as for example RAM and CPU, and runs processes. You can move it Polytechnic School of Bordj El Bahri, EMP (Ex-ENITA), BP
from one machine to another. More than 80 teams from 33 different 17, Bordj El Bahri, 16111, Algiers, Algeria,
countries were initially registered. 30 teams are still competing for the [email protected], Mohammed Said Radjef, Sais
final round and will present their work during all the dedicated Stream.
Results will be announced during the last session.
Lakhdar
We propose a pseudo-polynomial time algorithm for the Variable Sized
BPP with Conflicts in the case where the size of the items is at least
2 - Attacking Google’s machine reassignment problem equal to one third of the largest bin capacity. After assigning each
using mathematical programming, metaheuristics three compatible items with size equal to one third of the largest bin to
and heuristics. the same largest bin, the algorithm solves the problem as a minimum-
Christos Gogos, Finance and Auditing, Technological weight matching problem in the weighted compatibility graph where
nodes are the items and adjacent items are mutually compatible. The
Educational Institute of Epirus, Psathaki, Nea Ktiria TEI,
weight of a given edge is the minimum cost for packing the corre-
48100, Preveza, – Please select one –, Greece, sponding two items in the same or in separate bins.
[email protected], Christos Valouxis, Panayiotis Alefragis,
Efthymios Housos 3 - Multiobjective genetic algorithms to the one-
dimensional cutting stock problem
Machine Reassignment is the problem of finding the best possible as- Silvio de Araujo, Departamento de Ciências da Computação e
signment of processes to machines. Each process move incurs cost that Estatística-DCCE, Universidade Estadual Paulista-UNESP, R.
has to be won back by better assignments of processes to machines. Cristovao Colombo, 2265 - Jd Nazareth, 15054-000, São José
Through the use of mathematical programming and metaheuristics our
approach reaches good results. It consists of an Integer Programming
do Rio Preto, São Paulo, Brazil, [email protected],
Module (IPM) and a Metaheuristic Module (MM). The IPM is capable Helenice Florentino, Kelly Poldi
of solving partitions of the problem involving subsets of processes and This paper deals with the one-dimensional integer cutting stock prob-
machines. The MM exploits a set of moves under the Late Acceptance lem. The case in which there is just one type of object in stock avail-
metaheuristic. The two modules are activated in turn. able in unlimited quantity is studied. A heuristic method based on
the multi objective genetic algorithms concept is proposed to solve the
3 - Hybrid Method for Machine Reassignment Problem problem considering two conflicting objective functions: minimization
of the number of objects and the number of different cutting patterns.
Saïd Hanafi, ISTV2, LAMIH-SIADE, University of This heuristic is empirically analyzed by solving randomly generated
Valenciennes, Le Mont Houy, 59313, Valenciennes, France, instances and the results are compared with other methods from the
[email protected], Hideki Hashimoto, Koji literature.
Nonobe, Michel Vasquez, Yannick Vimont, Mutsunori
Yagiura 4 - Optimization of the outbound boxes dimensions of
mobile phones in a factory located in the Industrial
Our algorithm combines exact and heuristic approaches for solving Park of Manaus in Amazon State, Northern of Brazil.
the machine reassignment problem (ROADEF/EURO challenge 2012). Fabricio Costa, Nokia Institute of Technology - INdT,
We employ ILS, tabu search, relaxation and projection technique. Lo- +559232365418, +559281065960, Manaus, Amazon, Brazil,
cal search uses two neighborhoods: shift and swap neighborhood, and [email protected]
incorporates an automatic control mechanism of the weights in the
The mobile phone is a device with high value added. Those products
evaluation function. Exploration of the search space avoids the trap
are transported by airplane, volume and weight of boxes influences the
of local optimality by using the reverse elimination method to provide
freight costs. Therefore the dimensions of outbound packages are very
an exact tabu list management (Glover 1990). This method allows our
important to that business. We considered three different types of con-
team to be qualified for the final phase with rank 5.
straints, such as dimensions, weight of boxes and operations. The re-
sults of new dimensions were: reduction of empty spaces inside boxes
and freight costs, reduction of the product damages in operation, trans-
port and collaborate to reduce the environment impacts. This industry
is located in Manaus, Amazon state, Brazil.
 TD-10
Tuesday, 14:30-16:00
RB-Theta
 TD-11
Cutting and Packing 7 Tuesday, 14:30-16:00
RB-Iota
Stream: Cutting and Packing
Invited session Heuristic Methods for Arc Routing
Chair: Silvio de Araujo, Departamento de Ciências da Problems
Computação e Estatística-DCCE, Universidade Estadual
Paulista-UNESP, R. Cristovao Colombo, 2265 - Jd Nazareth, Stream: Arc Routing
15054-000, São José do Rio Preto, São Paulo, Brazil, Invited session
[email protected] Chair: Ana Catarina Nunes, Dep. Métodos Quantitativos, ISCTE -

155
TD-11 EURO 25 - Vilnius 2012

IUL / Centro IO, Portugal, Av. das Forças Armadas, 1649-026, We present a framework that shows how the re-scheduling problem
Lisbon, Portugal, [email protected] can be solved in a robust way. This means that the new schedule is
to some extent insensitive to further changes in the environment. We
demonstrate our framework with a partical application in disruption
1 - Metaheuristics for household refuse collection management, namely the railway crew rescheduling problem. Tests
Ana Catarina Nunes, Dep. Métodos Quantitativos, ISCTE - on several instances of Netherlands Railways demonstrate that our ap-
IUL / Centro IO, Portugal, Av. das Forças Armadas, proach can be useful: if the crew schedule has to be modified more
1649-026, Lisbon, Portugal, [email protected], Maria than once, then the later rescheduling costs are lower.
Cortinhal, Cândida Mourão
The household refuse collection in large urban areas may be modeled 3 - A geometric approach for rescheduling railway
by the sectoring-arc routing problem (SARP). The SARP groups two timetables by considering passenger transfers in the
families of problems: sectoring (or districting) problems and capaci- system
tated arc routing problems (CARP). The SARP is defined over a mixed Francisco A. Ortega Riejos, Applied Mathematics I,
graph. Its aim is to identify a given number of similar sectors (sub-
graphs) and to build a set of collecting trips in each sector such that
University of Seville, 41012, Seville, Spain, [email protected],
the total duration of the trips is minimized. Metaheuristics are pre- Juan A. Mesa, Miguel Angel Pozo, Justo Puerto
sented, and computational results over a set of benchmark instances
are reported. This paper considers a transit line where trains circulate and stop at
the stations according to a predetermined schedule which is known
2 - Solving a location-arc routing problem using a TS- by the users. At any instant, passengers arrive to different stations in
VNS approach order to board these vehicles according to a model of distribution of
Rui Borges Lopes, Dep. of Economics, Management and passenger arrivals that is assumed deterministic. In this scenario, a
Industrial Engineering, CIO / University of Aveiro, Campus service rescheduling forced by an incidence is determined in order to
Universitário de Santiago, 3810-143, Aveiro, Portugal, minimize the loss of passengers who require transfers between differ-
ent line runs at the interchange stations (supported by Spanish/FEDER
[email protected], Carlos Ferreira, Beatriz Sousa Santos projects MTM2009-14243 and P09-TEP-5022).
Within location-routing it is easy to consider scenarios where the de-
mand is on the edges of a network, rather than on the nodes (referred 4 - Railway crew rescheduling on ultra-short term
in the literature as location-arc routing problems — LARP). Examples
include locating facilities for postal delivery, garbage collection, road
Pieter Fioole, PI, Netherlands Railways, stalpaertstraat 56,
maintenance and street sweeping. For the LARP we present an itera- 3067 XS, Rotterdam, Netherlands, [email protected]
tive approach (TS-VNS) composed of a tabu search (TS) and a vari-
able neighbourhood search (VNS), respectively, for the location and When extreme weather is predicted, Netherlands Railways switches
(arc) routing phases. Results are obtained for a set of test instances to a different timetable in order to be more robust. The correspond-
and compared with other approaches. ing rolling stock and crew duties must be changed then as well, which
leads to changing over 1,000 crew duties several hours before execut-
ing the plan. We will discuss the process of how this is done, as well
as the OR techniques that are used to achieve this. We will also discuss
the benefits of a changed timetable compared to the original one on a
 TD-12 day with extreme weather, as well as the benefits of OR techniques for
Tuesday, 14:30-16:00 rescheduling compared to manual dispatching.
RB-Omicron

Rescheduling
Stream: Optimization in Public Transport  TD-13
Invited session Tuesday, 14:30-16:00
Chair: Leo Kroon, Rotterdam School of Management, Erasmus RB-Tau
University Rotterdam, P.O. Box 1738, 3000 DR, Rotterdam,
Netherlands, [email protected] Logistics and Manufacturing &
Chair: Anita Schöbel, Institute for Numerical and Applied Warehousing
Mathematics, Georg-August Universiy Goettingen, Lotzestrasse
16-18, 37083, Göttingen, Germany, Stream: Inventory Management
[email protected] Invited session
Chair: Luca Bertazzi, Dept. of Quantitative Methods, University
1 - Recovery from disruptions with recovery length con- of Brescia, C.da Santa Chiara, 50, 25122, Brescia, Italy,
trolled [email protected]
Luis Cadarso, Matemática Aplicada y Estadística,
Universidad Politécnica de Madrid, Pz. Cardenal Cisneros, 3,
28040, Madrid, Spain, [email protected], Ángel Marín, 1 - Stochastic Dynamic Programming Algorithms for an
Gabor Maroti Integrated Logistic System with Outsourced Trans-
portation
This paper studies the disruption management problem of rapid tran-
sit rail networks. The task is to simultaneously adjust the timetable Demetrio Laganà, DEIS, University of Calabria, Ponte Pietro
and the rolling stock schedules, also dealing with the dynamic nature Bucci, 41/C, 87036, Rende, Italy, [email protected],
of demand. The objective is to minimize passenger inconvenience, Adamo Bosco, Luca Bertazzi
operational costs and the length of the recovery period (after which
operations are back to the undisrupted schedules). We apply a discrete
choice model for computing passenger demand, and we propose an in- We propose an exact dynamic programming and a rollout algorithm
tegrated MIP model for timetable and rolling stock recovery. We study for a logistic system with one product, one supplier, a set of retailers
problem instances of the Spanish operator RENFE. and outsourced deliveries over a time horizon. Each retailer has an
initial inventory level, a fixed storage capacity and a random demand.
2 - Robustness in crew re-scheduling An order-up-to level policy is applied. An inventory cost is charged if
the inventory level is positive, a penalty otherwise. The supplier has an
Dennis Huisman, Econometric Institute, Erasmus University,
initial inventory level and a production at each time. The problem is to
Rotterdam, Netherlands, [email protected], Lucas minimize the expected total cost over the horizon. Experiments were
Veelenturf, Daniel Potthoff, Leo Kroon, Gabor Maroti, Albert carried out on benchmark instances.
Wagelmans

156
 EURO 25 - Vilnius 2012 TD-15

2 - A modelisation for multimodal network design: ap- 2 - A Model for the Vessel Crew Scheduling Problem
plication to the hinterland of a port Alexander Leggate, Management Science, University of
Arnaud Knippel, Laboratoire de Math, INSA Rouen, INSA Strathclyde, Graham Hills Building, 40 George Street, G1
Rouen - LMI, Avenue de l’Universit, 76801, Saint-Etienne du 1QE, Glasgow, United Kingdom,
Rouvray, France, [email protected], Sophie [email protected], Tibor Illés, Robert Van der
Michel, Ibrahima Diarrassouba, Cédric Joncour Meer, Kerem Akartunali

We are interested on the evacuation of the containers towards the hin- Crew scheduling problems have been widely studied in various trans-
terland of a port. The transport modes tend to evolve by developing portation sectors — airlines, railways, urban buses, etc. However to
the alternative modes with the road: river or railway. The way in date there appear to be no applications of these problems in a mar-
which these modes must be organized put the question of the design itime setting. Here, we explore key differences between the maritime
of a multimodal network. In addition to choosing the mean of trans- problem and problems in other transport settings, and present formu-
port, one must decide where install the sites of transshipment and their lations for both the crew scheduling and re-scheduling problems for a
dimensioning. To model the strategic problem, we propose a gadget company operating a fleet of vessels on a global scale. Computational
to transform a multiple non oriented graph to a simple oriented graph. results are given, along with proposals for implementing this model as
Preliminary numerical results are shown. a tool within the company’s scheduling process.

3 - Approximated neighborhood evaluation for complex 3 - Heuristic Solution Approaches for Check-in Coun-
logistics support design problems ters’ Workforce Scheduling with Heterogeneous
Emanuele Manni, Department of Engineering, University of Skills
Salento, via per Monteroni, 73100, Lecce, Italy, Emilio Zamorano de Acha, Chair of Production Management,
[email protected], Abdallah Alalawin, Univerisity of Mannheim, Schloss SO 230, University of
Gianpaolo Ghiani, Chefi Triki Mannheim, 68161, Mannheim, Baden-Württemberg,
Germany, [email protected], Raik Stolletz
This paper deals with the design of the logistics support of complex
systems, based on a Level of Repair Analysis (LORA). We model a
multi-echelon and multi-indenture LORA variant with the simultane- Ground-handling agencies deal with the allocation of check-in coun-
ous definition of the spare parts at stock and the maintenance resource ters’ employees to shifts and day-offs in order to meet airlines’ de-
management policy. The goal is to minimize the life-cycle cost, sub- mand. Since airlines use different computer systems they schedule dif-
ject to constraints on the expected availability. The solution approach ferently qualified agents for the check-in process, thus ground-handlers
uses an optimization via simulation method to explore the search space need to assign multiskilled staff. To this problem we propose a MILP
efficiently through an Approximated Neighborhood Evaluation model, model and develop several heuristic solution approaches. Using real-
relying on the estimation of a number of parameters. world demand scenarios from a ground-handler at a German airport,
we analyze the influence of different qualification sets among employ-
ees in the workforce scheduling process.
4 - Combinatorial optimization techniques for the de-
sign of reconfigurable machines 4 - Scheduling Preventive Maintenances for Semicon-
Olga Battaïa, IE & Computer Science, Ecole des Mines de
ductor Manufacturing Using CP
Saint Etienne, Saint Etienne, France, [email protected],
Jan Lange, TU Dresden, Germany,
Alexandre Dolgui, Nikolai Guschinsky, Genrikh Levin
[email protected]
The problem is to design machine modules, such as working positions,
turrets and spindle heads, suitable for the given production process. Scheduling preventive maintenance tasks is complex when also regard-
This problem is formulated as a combinatorial optimization problem ing human resource limits and effects to the manufacturing process. In
where a known set of machining operations is partitioned into subsets this research a CP-based model for advanced maintenance schedul-
which are assigned to the pieces of equipment under precedence, in- ing is presented. Besides machines it comprises partly ordered main-
clusion, exclusion constraints among operations as well as productivity tenances which are restricted to individual time frames and are per-
and location constraints. The objective is to minimize the total equip- formed by several engineers having specific qualifications and avail-
ment cost. The solution method is based on searching the shortest path abilities. The objectives are the balancing of engineer activities, main-
in a specific graph. tenance minimization and best fit to the expected WIP. The proposed
approach is examined based on real manufacturing data.

 TD-14
Tuesday, 14:30-16:00  TD-15
RB-Omega Tuesday, 14:30-16:00
RB-2101
Workforce Scheduling I
Vector and Set-Valued Optimization II
Stream: Timetabling and Rostering
Invited session Stream: Vector and Set-Valued Optimization
Chair: Jan Lange, TU Dresden, Germany,
Invited session
[email protected] Chair: Vicente Novo, Matematica Aplicada, Universidad Nacional
de Educacion a Distancia, Juan del Rosal no. 12, 28040, Madrid,
Spain, [email protected]
1 - Ants for the Integrated Vehicle and Crew Scheduling
Chair: Enrico Miglierina, Dipartimento di Discipline
Problem Matematiche, Finanza Matematica ed Econometria, Università
David Pash, University of Primorska, PINT, 6000, Koper, Cattolica del Sacro Cuore, via Necchi 9, 20123, Milano, Italy,
Slovenia, [email protected], Andrej Brodnik [email protected]
We present an ACO (ant colony optimization) based meta-heuristic
for the integrated vehicle and crew scheduling problem. The quali- 1 - Lower and upper Ginchev derivatives of vector func-
ties of the produced solutions are compared to the optimal solutions tions and their applications to multiobjective opti-
of an IP based approach. We show on real-world instances that the
meta-heuristic finds solutions of better quality than the sequential IP mization
approach. Moreover, our meta-heuristic method can be applied to the Marcin Studniarski, Faculty of Mathematics and Computer
integrated vehicle-crew scheduling and rostering problem. Science, University of Lodz, ul. S. Banacha 22, 90-238, Lodz,
Poland, [email protected], El-Desouky Rahmo

157
TD-16 EURO 25 - Vilnius 2012

Based on the definitions of lower and upper limits of vector functions This paper is an exercise in computational economics, applied to a
introduced in our earlier paper, we extend the lower and upper Ginchev stochastic game model of climate policy. We aim to demonstrate the
directional derivatives to functions with values in finite-dimensional numerical implementation of an approximate dynamic programming
spaces where partial order is introduced by a polyhedral cone. This approach to compute Nash equilibrium solutions in a climate model
allows us to obtain some new higher-order optimality conditions for a with two groups of non-cooperating nations, via piecewise determinis-
cone-constrained multiobjective optimization problem. tic differential games. We characterize equilibrium strategies through
the solution of a family of interconnected deterministic equivalent dif-
2 - Saddle point results for approximate proper effi- ferential games, propose an approximation method and describe its im-
ciency in vector optimization problems plementation and analyze 2 case studies.
Lidia Huerga, Applied Mathematics, UNED, C/Juan del
Rosal, 12, 28040, Madrid, Spain, [email protected], César 2 - Modeling Climate Negotiations as a Game Design
Gutiérrez, Vicente Novo Problem
Guillaume Jean Tarel, Ordecsys, Place de l’Etrier 4, 1224,
We consider a constrained vector optimization problem on a locally Chêne-Bougeries, Switzerland, [email protected],
convex Hausdorff topological linear space with generalized cone con-
vexity assumptions. We introduce a new concept of approximate Alain Haurie, Frédéric Babonneau, Marc Vielle
proper saddle point based on a new set-valued Lagrangian function and
we give necessary and sufficient conditions for a type of approximate An international emissions trading scheme is implemented and a global
Benson proper efficiency through approximate proper saddle point re- safety emission budget is shared according to an equity rule which fa-
sults, where the complementary slack condition is bounded. vors developing or emergent countries with large populations. They
have the possibility to use strategically their emission rights to maxi-
3 - Global optimization in Rn with box constrains and mize the economic benefit from the supply of the emission rights mar-
ket. We propose a meta-model built from statistical emulation of a
applications computable general equilibrium model. The optimal design of this
Miguel Delgado Pineda, Matematicas Fundamentales, UNED, game is formulated and solved. The solution is interpreted in terms of
Edificio de Ciencias. UNED, C/ Senda del Rey, 9, 28040, stable international agreement.
Madrid, Spain, [email protected]
3 - Meta-modelling of coupled climate-economic dynam-
An algorithm is presented for global optimization of nonconvex nons-
mooth multiobjective optimization programs, min fs(x) with box con- ics
straints and all functions fs are Lipschitz. A Maple code is attached Frédéric Babonneau, EPFL-ORDECSYS, Switzerland,
for this monotonic set contraction algorithm. It converges onto the [email protected], Neil Edwards, Phil Holden, Amit
entire exact Pareto set and yields its approximation with given preci- Kanudia, Maryse Labriet
sion. Approximations for the ideal point and for the function values
over Pareto set are obtained. The code does not create ill-conditioned This paper applies the oracle-based method ACCPM for the cou-
situations and it is ready for engineering and economic applications. pling of the climate simulation model GENIE with the world energy
Results of examples are presented, with graphs. model TIAM. The objective is to compute a solution that maximizes
the TIAM economic utility function subject to a constraint on global
4 - A notion of condition number in multiobjective opti- warming. In this paradigm, a meta-model controls the global iteration
mization between the models which are treated as oracles. Here we use emu-
Enrico Miglierina, Dipartimento di Discipline Matematiche, lations in place of the simulation models to permit direct control over
Finanza Matematica ed Econometria, Università Cattolica del the smoothness of data exchanged in the process, while accelerating
Sacro Cuore, via Necchi 9, 20123, Milano, Italy, the overall process (emulated models are very fast).
[email protected], Monica Bianchi, Elena Molho,
4 - Climate Statistics for Energy Meteorology
Rita Pini
John Boland, School of Mathematics and Statistics, University
We introduce a condition numbers for a multiobjective optimization of South Australia, Mawson Lakes Blvd., 5095, Mawson
problem. Since, in multiobjective optimization, the solution set almost Lakes, South Australia, Australia, [email protected]
always is not a singleton, we develop an approach where the solution
set is considered as a whole. A pseudodistance between function is This will be a survey of the statistical tools I and my team have em-
defined such that the condition number provides an upper bound on ployed in evaluating the performance of energy systems subject to
how far from a well-conditioned function a perturbed function can be the influence of climate variables. It will include the following top-
choosen in order that it is well-conditioned also. An extension of clas- ics:Probabilistic forecasting of solar radiation time series at daily and
sical Eckart-Young distance theorem is proved, even if taking in ac- hourly time scales; Estimation and forecasting of wind farm output
count only a special class of perturbations. volatility; Construction of a model for prediction of diffuse solar ra-
diation; Interpolation of time series using Fourier Series. Keywords:
Time Series, Dynamical Systems, Volatility, Diffuse Solar Radiation,
Interpolation Methods

 TD-16
Tuesday, 14:30-16:00
RB-2103
 TD-17
Statistical, Games and Optimization Tuesday, 14:30-16:00
Analysis in Climate Meta-Models RB-2105

Stream: Uncertainty and Perturbations in Optimization Global Optimization 1

and in Environmental and Energy Modelling
Invited session Stream: Global Optimization
Chair: Alain Haurie, ORDECSYS, Place de l’étrier 4, 1224, Invited session
Chêne Bougeries, Switzerland, [email protected] Chair: Herman Mawengkang, Mathematics, The University of
Chair: Frédéric Babonneau, Ordecsys and EPFL, CH-1224, Sumatera Utara, FMIPA USU, KAMPUS USU, 20155, Medan,
Geneva, Switzerland, [email protected] Indonesia, [email protected]

1 - Computational Analysis of a Stochastic Climate 1 - On solving non-convex mixed-integer nonlinear pro-

Game Model gramming problems using active constraint strategy
Alain Haurie, ORDECSYS, Place de l’étrier 4, 1224, Chêne Hardi Tambunan, Mathematics, Quality University, FMIPA
Bougeries, Switzerland, [email protected], Olivier Bahn, USU, 20155, Medan, North Sumatera Province, Indonesia,
Roland Malhamé, Julien Thénié [email protected], Herman Mawengkang

158
 EURO 25 - Vilnius 2012 TD-19

The nonlinear mathematical programming problem addressed in this tool to disseminate spatial information. GIS and Statistical Software
paper has a structure characterized by a subset of variables restricted to evolution has enabled the approximation of activities of the statistical
assume discrete values, which are linear and separable from the con- and cartographical Public Bodies. In this paper the contribution of the
tinuous variables. The strategy of releasing nonbasic variables from application of Operational Research techniques (such as the location
their bounds, combined with the "active constraint" method, has been analysis) to the integration of the Institutes of Statistics and Cartogra-
developed. This strategy is used to force the appropriate non-integer phy of Andalusia is shown.
basic variables to move to their neighbourhood integer points. Suc-
cessful implementation of these algorithms was achieved on various 2 - A parametric analysis on optimal locations for an en-
test problems. tering firm under delivered price competition
2 - Developing an integrated model for river water qual- Blas Pelegrin, Statistics and Operations Research, University
of Murcia, Spain, [email protected], Pascual Fernandez, María
ity to estimate wastewater removal efficiencies
D. García
Syafari Syafari, Mathematics, University Negeri Medan,
FMIPA USU, 20155, Medan, North Sumatera Province, Facility location is an strategic decision for an entering firm which
Indonesia, [email protected], Herman Mawengkang competes on delivered pricing with some pre-existing firms. In this
paper, we analyze the effect on the optimal locations of the entering
Rivers and streams are an important component of the natural environ- firm produced by variations of the marginal delivered price. For dif-
ment, and need to be protected from all sources of pollution. Rivers, ferent scenarios in the transportation network of the Region of Murcia
however, are increasingly under threat from different pollutants, which (Spain), we study how optimal locations can change with delivered
include conventional pollutants and hazardous substances. In this pa- price, and how the profits obtained by the entering firm and its com-
per, dynamic integrated modelling of basic water quality and organic petitors vary with delivered price. Finally, some conclusions are pre-
contaminant fate in rivers are explored. In this framework, a basic sented.
river water quality model and organic contaminant submodel were de-
veloped and then linked in order to estimate the wastewater removal
efficiencies at each wastewater discharge site.
3 - Extended Hypercube Queueing Models for Stochas-
tic Facility Location Problems
3 - Modeling the dynamic interaction of social networks Burak Boyacı, ENAC, EPFL, EPFL ENAC INTER LUTS,
Maya Silvi Lydia, Computer Science, University of Sumatera GC C2 406 (Bâtiment GC) Station 18, 1015, Lausanne, Vaud,
Utara, FMIPA USU, 20155, Medan, North Sumatera Switzerland, [email protected], Nikolas Geroliminis
Province, Indonesia, [email protected], Herman
Mawengkang In this research, we are modeling the facility location problem for sys-
tems with many servers and stochastic demand, such as emergency re-
In terms of graph, social interactions can be modeled as networks. The sponse and on-demand transportation systems, by using spatial queues,
characteristic of the interactions is dynamic, changing continuously specifically hypercube queuing models (HQMs). We are proposing
over time. Most research are on static social networks. This pape pro- two extended HQMs and a heuristic method which uses an approach
poses a mathematical model to analyze the dynamic interactions in the similar to dynamic programming. Briefly, the heuristic solves a sub
social networks. problem for each sub region which is generated by using similarities
in demand and then combines them accordingly. Preliminary analysis
4 - Comparison of Novel Optimization Algorithms on In- gives promising results for some real life instances.
telligent Well Production Performance
Morteza Hassanababdi, Mathematics, Amirkabir University of
Technology, 424 Hafez Ave, Tehran, Iran„ 15875-441,
Tehran, Iran, Islamic Republic Of, [email protected],
Ali MirHassani, Mahdi Nadri Pari, Seyyed Mahdia Motahhari  TD-19
Tuesday, 14:30-16:00
A main challenges of oil and gas reservoir management is produc-
tion optimization. We employed 3 methods of Response Surface, RB-2111
Taguchi and Neural Network to model reservoir behavior. Optimiza-
tion algorithms were applied over the output of the foregoing methods: Heuristics
Quadratic Programming, NLP as a Gradient optimization algorithm
implemented in Response Surface and Taguchi methods, and Particle Stream: Nonlinear Programming
Swarm Optimization implemented in NN. We present results and a Invited session
comparison, and we rcommend on applicability of our algorithms for
Chair: Edite M.G.P. Fernandes, Algoritmi R&D Centre, University
other type of reservoirs.
of Minho, School of Engineering, Campus de Gualtar, 4710-057,
Braga, Portugal, [email protected]

1 - Using neural networks to map beam angles into in-

 TD-18 tensity objective function values in IMRT optimiza-
Tuesday, 14:30-16:00 tion problems
RB-2107 Joana Matos Dias, FEUC / INESCC, University of Coimbra,
Av. Dias da Silva, 165, 3004-512, Coimbra, Portugal,
Location Analysis [email protected], Humberto Rocha

Stream: Continuous Location In IMRT (Intensity Modulated Radiation Therapy) optimization prob-
lems radiation angles need to be found so that the prescribed radiation
Invited session doses are reached. The choice of optimization algorithms is limited
Chair: Burak Boyacı, ENAC, EPFL, EPFL ENAC INTER LUTS, due to the computational time needed to evaluate a given solution.
GC C2 406 (Bâtiment GC) Station 18, 1015, Lausanne, Vaud, Neural networks (NN) can be used as a black box mapping from ra-
Switzerland, [email protected] diation angles to intensity problem objective function values. NN can
be used inside several optimization algorithms, providing a fast way
of estimating the objective function values, allowing a near optimal
1 - Operational Research connecting Statistics and Car- solution to be found in reasonable computational times.
tography
José L. Pino, Estadística e Investigación Operativa, 2 - A study of derivative-free optimization techniques
Universidad de Sevilla, Avenida Reina Mercedes s/n, 41012, for handling the sampling aspect in automated algo-
Sevilla, Spain, [email protected], Ma Teresa Cáceres rithm configuration
Official statistics has the requirement to produce and disseminate dis- Zhi Yuan, IRIDIA, Université libre de Bruxelles, Av. F.
aggregated information that responds to the management demands of Roosevelt 50, CP194/6, 1050, Brussels, Belgium,
public administration and the society. Cartography is an indispensable [email protected], Thomas Stützle

159
TD-20 EURO 25 - Vilnius 2012

Automated algorithm configuration problem (ACP) has become an 3 - Implausible alternatives in the elicitation of multi-
emerging application of operations research, and has proved its impor- attribute value functions
tance. Finding a good setting for numerical parameters of an algorithm Rudolf Vetschera, Dept. of Business Administration,
can be regarded as a stochastic continuous optimization problem. This
work focuses on the sampling aspect of ACP, and advanced derivative- University of Vienna, Bruenner Str. 72, A-1210, Vienna,
free optimization techniques such as BOBYQA, CMA-ES, and MADS Austria, [email protected], Elisabeth Wolfsteiner,
are applied. We study their behavior on the ACP landscape, and extend Wolfgang Weitzl
them with specific techniques for handling the simulation stochasticity
in the ACP. Many elicitation methods for multiattribute value functions require
holistic evaluations of hypothetical alternatives. Generation of such al-
3 - Solving Quadratic 0-1 Knapsack Problem Using an ternatives often ignores correlation between attributes present in real
Artificial Fish Swarm Algorithm alternatives. We conducted an empirical study to test the effect of
implausible alternatives on response consistency. Using a constraint-
Edite M.G.P. Fernandes, Algoritmi R&D Centre, University based approach, we found that respondents facing implausible alter-
of Minho, School of Engineering, Campus de Gualtar, natives are more consistent with an additive model, and with stated
4710-057, Braga, Portugal, [email protected], Md. Abul intra-attribute preferences. All subjects had a low level of consistency
Kalam Azad, Ana Maria A.C. Rocha with stated inter-attribute preferences
The quadratic 0-1 knapsack problem finds a subset of items that yields 4 - Modified BIPOLAR Method for Multi-criteria Decision
maximum profit without exceeding the knapsack capacity. Some exact
as well as heuristic methods have been proposed for solving this type
Analyses under Risk
of problem. Recently, a population-based artificial fish swarm (AFS) Olena Sobotka, Operations Research, Wroclaw University of
algorithm that simulates the behaviors of fish swarm inside water has Economics, Komandorska str., 118/120, 53-345, Wroclaw,
emerged. We propose a binary version of AFS for solving quadratic Poland, [email protected], Ewa
0-1 knapsack problems. To make infeasible solutions to feasible ones Konarzewska-Gubala
we use the decoding algorithm. We test the method with a benchmark
set of problems available in literature. The multi-criteria decision problems with uncertainty outcomes of al-
ternatives with known probability distributions are considered. We
propose the outranking procedure for such alternatives based on the
multi-criteria decision method BIPOLAR. The procedure is: 1) to de-
fine the multi-criteria preference relations on the set of all alternative’s
 TD-20 outcomes by comparing with sets of "good" and "bad" objects defined
by decision maker and 2) to outrank the alternatives according to de-
Tuesday, 14:30-16:00 fined multi-criteria preference relations using the stochastic dominance
RB-2113 relations.

Decision Theory and Analysis

Stream: Decision Making Modeling and Risk Assess-
ment in the Financial Sector  TD-21
Invited session Tuesday, 14:30-16:00
Chair: Tina Comes, Institute for Industrial Production (IIP), RB-2115
Karlsruhe Institute of Technology (KIT), Hertzstr. 16, 76187,
Karlsruhe, Germany, [email protected] Risk Management
1 - Assessing the Impact of Stock Volatility on the Effi- Stream: Long Term Financial Decisions
ciency of Listed Commercial Banks: A Conditional Invited session
Nonparametric Approach Chair: Ulla Hofmann, Institute for Management, University
Anamaria Aldea, Economic Informatics and Cybernetics, The Koblenz, Universitätsstraße 1, 50670, Koblenz, Germany,
Bucharest Academy of Economic Studies, 010374, Bucharest, [email protected]
Romania, [email protected], Luiza Badin, Carmen
Lipara 1 - The general approach to the modeling of the risk
In this paper we employ nonparametric conditional methodology to management procedures and its specification for in-
assess the impact of external factors like stock volatility on the effi- vestment problems
ciency of commercial banks. The approach allows decomposing the Tatiana Zolotova, Chair f Applied mathematics, State
impact of external factors in impact on the attainable set in the input- University of the Ministry of Finance of the Russian
output space, and/or impact on the distribution of the efficiency scores. Federation, 127006, Moscow, Nastasinsci lane, house 3, case
We analyze listed commercial banks from FactSet database, as their 2, Research financial institutions, 127006, Moscow, Russian
reduced activity on financial markets is usually associated with lower
risk. The results provide a perspective on how listed commercial banks Federation, [email protected]
performed in 2009, after the crisis. The work is devoted to the description of the general model of the risk
management, including two submodels: the model of an estimation of
2 - Explaining Results and Uncertainties of a Robust system effectiveness and the model of an estimation of the risk of its
Scenario-Based Multi-Criteria Decision Support Sys- functioning. The general model can be applied to decision-making in
tem: Generation of Natural Language Reports conditions of risk for various complex systems and processes. Prob-
Tina Comes, Institute for Industrial Production (IIP), lems of management are considered for stochastic processes at the
Karlsruhe Institute of Technology (KIT), Hertzstr. 16, 76187, strategic and share investment, using various estimations of risk. Meth-
ods of these problems decision in view of criteria of efficiency and risk
Karlsruhe, Germany, [email protected], Frank Schultmann are offered.
In decision support systems, the purpose of generating natural lan-
guage reports is explaining the results of the analysis and comple- 2 - Growth Optimal Portfolio Insurance — does it pay
menting numeric results and visualisations. Natural language reports Ursula Walther, FB 1, Berlin School of Economics and Law,
add transparency and clearness to the evaluation. To extend these Badensche Str. 50-51, 10825, Berlin, Germany,
approaches for scenario-based decision support, a framework for the [email protected]
characterisation of uncertainties within the scenarios and the identi-
fication of the most significant uncertainties that drive the evaluation Growth optimal portfolio insurance (GOPI) is a very promising idea
is presented. This novel approach is used to generate reports, which because it combines the attractive features of growth optimality with
describe the reliability of scenarios and explain the results and of a curbing the high risk of such portfolios. Recent research has proposed
scenario-based multi-criteria decision support system. implementation rules in discrete time. We explore the empirical poten-
tial of GOPI in comparison to classic CPPI and option based portfolio

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insurance. For this purpose we perform extensive simulations with Reporting is an important issue in management accounting. In situa-
several types of underyings (time-series based and real world). Perfor- tions characterized by information asymmetry in an organization, e.g.,
mance is evaluated based on the entire return distribution applying a in the situation of upper and lower management, reporting is necessary
large set of risk and return figures. to ensure that the upper management has all the necessary informa-
tion. In our experimental study we analyze the reporting behavior in
3 - Analysis of Measurement Methods of the Utility different settings. We want to know how an agent’s participation in the
Function in context of Prospect Theory reporting process influences his/her willingness to truthful communi-
Ulla Hofmann, Institute for Management, University Koblenz, cation of private information, if there are (no) financial incentives to
Universitätsstraße 1, 50670, Koblenz, Germany, misrepresentation.
[email protected], Thomas Burkhardt 3 - Finding a fair cost allocation mechanism in flexible
In the literature, we find several experimental methods to measure the horizontal supply chains
value function as well as the probability weighting function of prospect Christine Vanovermeire, University of Antwerp, 2000,
theory. We compare several of those methods with regard to accuracy, Antwerp, Belgium, [email protected],
practicability, and theoretical foundation. Our aim is to identify accu-
rate and practical methods for individual PT-Utility functions, with a Kenneth Sörensen
particular focus on the assessment of risk attitudes in investment deci- As companies are faced with more stringent demands of clients and
sions. environmental laws, new logistics solutions such as horizontal collab-
oration among shippers are emerging. The total gain of such initiative
4 - Long-term Investment Behaviour Considering Finan- ranges from 9%-30%. Moreover, more optimization opportunities ex-
cial Constraints — An Analysis in the Context of In- ist as companies can be more flexible towards the aspects of delivery
formation Technology (e.g. delivery date) in order to create a better ’fit’ with their partners.
Stefan Pfosser, FIM Research Center Finance & Information However, one of the main implementation issues of such a collabora-
tion is dividing those gains. The ability of the Shapley value to give
Management, University of Augsburg, Universitätsstraße 12, incentives to be flexible is investigated.
86159, Augsburg, Germany,
[email protected], Vasko Isakovic
In line with existing studies, this paper explains the observable invest-
ment behaviour of firms in the context of Information Technology (IT)
by considering their financial constraints as well as specific aspects of  TD-23
IT investments. By applying a dynamic optimization model, the scarce Tuesday, 14:30-16:00
financial resources are optimally allocated to IT investments using a RB-Delta
cash reserve, so that their value contribution is maximized. Since we
show that a financially constrained firm can achieve a higher value con-
tribution by holding cash, we make an important contribution towards Recent Advances of Mathematical
making better long term decisions. Programming in Supply Chain
Management
Stream: Mathematical Programming
 TD-22 Invited session
Tuesday, 14:30-16:00 Chair: Turan Paksoy, Industrial Engineering, Science, Selcuk
RB-2117 University Industrial Engineering Department, Campus, 42100,
Konya, Turkey, [email protected]
Experimental Economics and Game Chair: Eren Ozceylan, Industrial Engineering, Natural and Applied
Theory Sciences, Selcuk University Industrial Engineering Department,
Campus, 42031, Konya, Turkey, [email protected]
Stream: Experimental Economics and Game Theory Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
Invited session Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
[email protected]
Chair: Ulrike Leopold-Wildburger, Statistics and Operations
Research, Karl-Franzens-University, Universitätsstraße 15/E3, 1 - An exact algorithm for the green vehicle routing
8010, Graz, Austria, [email protected]
problem
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
Çağrı Koç, Industrial Engineering, Selcuk University, Turkey,
Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
[email protected], Ismail Karaoglan, Sevgi Erdogan
[email protected]
The Green Vehicle Routing Problem (G-VRP) accounts for the addi-
1 - Reputation of arbitrators in bargaining models tional challenges associated with operating a fleet of Alternative Fuel
Vladimir Mazalov, Karelia Research Center of Russian Vehicles (AFVs). This study offers a mixed integer programming for-
mulation, an effective branch-and-cut algorithm and a simulated an-
Academy of Sciences, Institute of Appied Mathematical nealing algorithm for solving the G-VRP. The proposed branch-and-
Research,Karelia Research Center, Pushkinskaya st. 11, cut algorithm implements several valid inequalities adapted from the
185910, Petrozavodsk, Karelia, Russian Federation, literature for the problem and a heuristic algorithm based on simulated
[email protected], Julia Tokareva annealing algorithm to obtain upper bounds.
We consider final-offer arbitration procedure in case where there is 2 - Artificial Bee Colony Algorithm for Solving Uncapac-
more than one arbitrator. Two players, 1 and 2, are interpreted as La-
bor and Management and in dispute about an increase in the wage rate. itated Facility Location Problems
They submit final offers to a Jury with N arbitrators, each of them has Mustafa Servet Kıran, Computer Engineering, Science,
her own assessment presented by some CDF and reputation in Jury. 42075, Konya, Turkey, [email protected], Eren
Then we find the assesment distributed with weighted CDF of Jury Ozceylan, Turan Paksoy
and select the offer which is closest to this assessment. The Nash equi-
librium in this arbitration game is derived. We compare the optimal Artificial bee colony (ABC) algorithm is first investigated for solving
strategies with voting procedure solution. numerical optimization problems, inspired waggle dance and foraging
behaviors of honey bee colonies. In this study, an adapted version of
2 - The effects of honesty and social preferences on re- ABC is proposed to solve binary optimization problems such as un-
capacitated facility location problem (UFLP). The accuracy and per-
porting behavior formance of ABC have been examined on well-known twelve small,
Ulrike Leopold-Wildburger, Statistics and Operations medium and large sizes UFLPs and compared with particle swarm op-
Research, Karl-Franzens-University, Universitätsstraße 15/E3, timization (PSO). The experimental results show that ABC is better
8010, Graz, Austria, [email protected], Arleta than PSO in terms of solution quality and robustness.
Mietek

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3 - Comparisons of Different Fuzzy Mathematical Pro- 3 - Estimating autoregressive models in the presence
gramming Approaches on Supply Chain Network De- of missing data and non-normally distributed error
sign Problem terms
Nimet Yapici Pehlivan, Statistics, Selcuk University, Selcuk Korneel Bernaert, MOSI, VUB, Pleinlaan 2, 1030, Brussels,
University Science Faculty, Campus Konya/TURKEY, 42075, Belgium, [email protected], An Peeters
Konya, Turkey, [email protected], Eren Ozceylan, Turan
Paksoy Estimation of the parameters of an autoregressive model in the pres-
ence of missing data is typically performed using the Kalman filter to
In most realistic supply chain network (SCN) design problems, envi- obtain maximum likelihood estimators. These rely on the error term
ronment coefficients, model parameters and objectives are frequently being normally distributed. This paper constructs estimators using the
imprecise. Fuzzy set theory provides an appropriate framework to de- method of moments estimators which do not rely on this normality of
scribe uncertainty. The aim of this paper is investigating the effects of the error term. The performance of the method of moments estimator
different fuzzy mathematical programming approaches on a SCN de- is then compared to the maximum likelihood and some often-used ad
sign problem. A fuzzy mathematical model is developed for a multi- hoc (mean imputation, deletion) estimators in a simulation study for a
echelon SCN which has uncertainty in capacity, demand and objec- first-order autoregressive model.
tives. A test problem is presented and comparison of results of differ-
ent approaches is made using proposed problem. 4 - Neural networks for streamflow series forecasting: A
4 - Integration of Reverse Supply Chain Optimization comparative study between echo state networks and
and Disassembly Line Balancing MLP’s
Eren Ozceylan, Industrial Engineering, Natural and Applied Hugo Siqueira, Department of Systems Engineering,
Sciences, Selcuk University Industrial Engineering University of Campinas, College of Eletrical Engeneering,
Department, Campus, 42031, Konya, Turkey, Cidade Universitária Zeferino Vaz, Barão Geraldo District,
[email protected], Turan Paksoy 13083-970, Campinas, São Paulo, Brazil,
While reverse supply chain (RSC) optimization includes recycling and [email protected], Levy Boccato, Romis Attux,
disassembling activities through a supply chain; disassembly line bal- Christiano Lyra
ancing (DLB) problem involves determination a line design in which
used products are disassembled. The aim of this study is to optimize The forecast of seasonal streamflow series is fundamental for the sus-
and design the RSC that minimizes the transportation costs while bal- tainable use of water resources and it is a key information for hydro-
ancing the disassembly lines in disassembly centers, which minimizes electric generation planning. Echo state networks, recurrent structures
the total fixed costs of opened stations, simultaneously. A numerical characterized by a tradeoff between generation of memory from feed-
example and different scenarios are conducted to illustrate the applica- back and straightforwardness, are a contemporaneous alternative to ad-
bility of the proposed model. dress the problem. However, the possible benefits of this approach in
the problem still need proper clarification. This talk gives a contribu-
tion by discussing a comparative study of different ESN architectures
and a MLP, in several practical scenarios.
 TD-24
Tuesday, 14:30-16:00
CC-A11
 TD-25
Forecasting methods Tuesday, 14:30-16:00
CC-A23
Stream: Forecasting
Invited session Pathways toward low carbon transport
Chair: Aris Syntetos, Centre for Operational Research and
Applied Statistics - Salford Business School, University of Stream: Long Term Planning in Energy, Environment
Salford, Maxwell Building, The Crescent, M5 4WT, SALFORD, and Climate
United Kingdom, [email protected] Invited session
1 - Boot.EXPOS:Strength and sensibility Chair: Sandrine Selosse, Centre for Applied Mathematics, MINES
Clara Cordeiro, CEAUL, University of Algarve, Campus ParisTech, Rue Claude Daunesse, 06904, Sophia Antipolis,
Gambelas„ FCT, DM, 8005-139, Faro, Portugal, France, [email protected]
[email protected], Manuela Neves
Exponential smoothing methods are the launch platform for modelling 1 - GHG emissions cap impact on French biofuel mix us-
and through bootstrap several sample paths for a time series are cre- ing MARKAL/TIMES Model
ated. Since its beginning, Boot.EXPOS algorithm has showed promis- Paul Hugues, Centre for Applied Mathematics, MINES
ing results. For dependent data is well-know the bootstrap vocation ParisTech, Rue Claude Daunesse, BP 207, 06904, Sophia
in obtaining forecast intervals and now we also deviate this attention Antipolis, France, [email protected], Edi
for point forecast proposes. We will illustrate the performance of our
procedure for some well-know data sets and will emphasize its recent Assoumou, Nadia Maïzi
adaptation for forecasting time series with complex seasonal patterns.
One of the main reasons of biofuels development has been carbon mit-
2 - Complexity of exponential smoothing models and its igation. However, greenhouse gas emissions related to biofuel pro-
duction are dependent on the whole production pathway as well as
influence on forecast quality in retail land use change. To consider the wide impact of biofuel production
Johannes Püster, University of Münster - ERCIS, in long-term prospective, a full range of diverse but integrated aspects
Leonardo-Campus 3, 48149, Münster, NRW, Germany, have to be considered, such as: biomass supply, transportation, pack-
[email protected], Axel Winkelmann, aging, and transformation to biofuel. In this work, we investigate how
Justus Holler, Jörg Becker a CO2 emissions cap or a carbon tax would impact the French pathway
Retail poses several challenges on sales forecasting. The combination to low emissions, and the biofuel mix.
of broad assortment and high number of stores leads to a high amount
of time series, which need to be forecasted on a daily basis at providers 2 - Impact of a carbon tax on french tranports sector: A
of fast moving consumer goods. Appropriate forecasting models need TIMES model for mobility.
to be of good forecasting quality and of low complexity in order to Jean-Michel Cayla, EDF/Mines ParisTech, Paris, France,
allow for fast execution. This work presents a structured overview on [email protected]
complexity-influencing parameters of exponential smoothing models.
Based on a data set of 250 retail time series the influence of model In order provide insights about realistic pathways to low-carbon trans-
complexity on forecast quality is elaborated. ports in 2050, we have developed a TIMES model with a strongly de-
tailed module for transports in France. In particular we have developed

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an original approach that takes households heterogeneity and house- Sustainable management of fisheries is a pressing need for fish increas-
holds investment behavior as well as daily consumption behavior into ing importance as a high quality protein source. Stocks of the last wild
account. We are then able to better design realistic technology diffu- food are collapsing in many regions of the ocean. Optimal Control
sion curves. Then we study the impact of a carbon tax in transports theory is used to build spatial/temporal models for complex marine
sector and its ability to reduce CO2 emissions. ecosystems problems. Dynamic population interactions for competi-
tor/predator/prey multispecies are coupled discrete-time nonlinear dif-
3 - The option value of electrified vehicles from a welfare ference equations. A hyperbolic smoothing Nonlinear Programming
perspective method defines specific clusters; a reduced-gradient method is applied
to search the solution, and to parameters estimation.
Adrien Vogt-Schilb, CIRED, 75011, Paris, France,
[email protected], Manon Solignac, Céline Guivarch
3 - A mixed integer linear model for planning harvest ap-
We evaluate how much it is desirable to pay today to have the option of plied to apple orchards
buying electrified vehicles (EVs) tomorrow. From exogenous fuel and Marcela Gonzalez-Araya, Departamento de Modelación y
electricity prices distributions, we model total costs of ownership and Gestión Industrial, Universidad de Talca, Merced 437, s/n,
market shares of a set of technologies. We compare scenarios where Curicó, Región del Maule, Chile, [email protected],
EVs are available with scenarios without EVs. We quantify how EV’s Wladimir Soto-Silva
availability reduces the expected cost of the automotive system and its
exposure to oil prices variability. Adding an economy-wide carbon
constraint on the model, we show that EV’s availability also reduces An optimization model to support planning decisions of harvest in ap-
the expected carbon price. ple orchards is developed. The model seeks to minimize the costs of
hiring and firing work labor, machinery use and loss of fruit quality
4 - Technology and social factors in passenger trans- by not harvesting in the maturity date, subject to restrictions demand
for packaging plants, processing capacity packing plants, constraints
port: a comparative assessment of different lever- about production in each field of the orchard, time window constraints
ages for the harvest according to the apple variety planted in each field,
François Briens, Centre for Applied Mathematics, MINES among others. This model was applied to three apple orchards of
ParisTech, 06904, Sophia Antipolis, France, Maule Region.
[email protected], Edi Assoumou
4 - Sustainability of agriculture - only a dream consider-
This prospective research evaluates and compares the sensitivity of ing the world population growth?
CO2 emissions and energy consumption of the French passenger ve- Joern Hamann, Food quality and safety, University of
hicles fleet up to 2035, to different technological and sociological pa-
rameters, such as electric and hybrid technology penetration rates, the Veterinary Medicine, Hannover, FRG, Platanenring 10,
shares of the different power class in the fleet, the annual average 24119, Kronshagen, Schleswig-Holstein, Germany,
mileage, and households’ motorisation levels. The results highlight [email protected]
the importance of sociological factors and advocate for integrated ap-
proaches to engage in ambitious pathways toward low energy and car- Sustainability of agriculture tries to meet mankind’s needs of the
bon societies. present without compromising the future. The agricultural sector - cor-
nerstone of food security - has to provide food for almost 35 % more
people globally by mid-century. Without doubt, this can and will be
reached. However, the question is whether it is possible with a sus-
tainable agriculture. In any case, a lot of money must be spent on
 TD-26 agricultural innovations in order to reach the goal of sufficient food for
all especially without any further impairment of biological systems.
Tuesday, 14:30-16:00
CC-A24

OR in Agriculture, Forestry and Fisheries

Stream: OR in Agriculture, Forestry and Fisheries
 TD-27
Tuesday, 14:30-16:00
Invited session
CC-A25
Chair: Marcela Gonzalez-Araya, Departamento de Modelación y
Gestión Industrial, Universidad de Talca, Merced 437, s/n, Curicó, Uncertainties in Decision Processes
Región del Maule, Chile, [email protected]
Stream: Decision Processes
1 - Multiple criteria and group decision methods to val- Invited session
uate ecosystem services Chair: Ahti Salo, Systems Analysis Laboratory, Aalto University
Marina Segura Maroto, Applied Statistics, Operations School of Science and Technology, P.O. Box 11100, Otakaari 1 M,
Research and Quality, Universitat Politècnica de València, 00076, Aalto, Finland, [email protected]
Camino de Vera S/n, 46071, Valencia, Valencia, Spain,
[email protected], Concepcion Maroto, Baldomero
Segura 1 - Sources and management of uncertainty in invest-
ment appraisals influenced by corporate social re-
The traditional procedure of economic valuation is based on individual sponsibility
utility maximization. Nevertheless, many ecosystem services are con- Aron Larsson, Computer and System Sciences, Stockholm
sidered as public goods, affecting people and groups in society. Mul- University, 16440, kista, Stockholm, Sweden,
tiple Criteria and Group Decision Making have been used mainly in [email protected], Sara Vickman, Leif Olsson
environmental decision making, more than to explicit economic values
for ecosystem goods and services. This paper presents an exhaustive
up-to-date review with a classification of approaches and applications, In an exploratory study, we assess how managers try to account for
pointing out its main strengths and drawbacks to contribute to the val- corporate social responsibility in investment appraisals. We focus on
uation of ecosystem services in the future. how they manage uncertainty and the source of the uncertainties they
emphasize, and conclude that they are generally exposed to and also
2 - Optimal control models for sustainable fishery man- consider both aleatory and epistemic uncertainty and need to handle
aspects beyond ROI. There is a mix of macro and micro variables to
agement consider, creating a diversified environment where real options in com-
Joao Lauro D. Faco’, Dept. of Computer Science, bination with decision analysis modeling could help in structuring the
Universidade Federal do Rio de Janeiro, Av. do PEPE, 1100 / problem and enlighten different areas and aspects.
203, 22620-171, Rio de Janeiro, RJ, Brazil, [email protected]

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2 - Bayesian evaluation and selection strategies in port- 2 - Distortions of spatial phase and temporal-
folio decision analysis synchronism disorders in amblyopia
Eeva Vilkkumaa, Department of mathematics and systems Uwe Kämpf, Research Unit, Caterna GmbH, Biensdorf 78,
analysis, Aalto University, School of science, Systems D-01825, Liebstadt, Saxonia, Germany,
analysis laboratory, Aalto University, P.O.Box 11100, 00076 [email protected]
Aalt, Espoo, Finland, [email protected], Juuso Liesiö,
Amblyopia is a functional impairment of visual performance which
Ahti Salo is partially due to coherence losses in the cooperation of visual
In project portfolio selection, the projects’ future values are typically frequency-filter channels. Chaotic instead of synchronized states in re-
uncertain. We show how the Bayesian modeling of these uncertain- verberating feed-forward loops (i.e. a lack of perceptual anticipation)
ties increases the expected value of the selected portfolio, raises the induce disorders of temporal synchronism in the visuo-cortical sys-
expected number of optimal projects in the selected portfolio and de- tem’s neuronal "synfire chains’. The result is a distortion in the visual
creases post-decision disappointment. We also show that it pays off filters’ spatial phase. Accordingly, a narrow-band frequency-selective
to re-evaluate only those projects which can be re-evaluated relatively pattern stimulation is proposed as a supportive treatment of amblyopia.
accurately and which have particularly uncertain initial value estimates
that are close to the selection threshold. 3 - Effects of accuracy feedback on fractal characteris-
tics of time estimation
3 - Uncertain mine clearance quality and how it affects Sebastian Wallot, MINDLab, Aarhus University, Jens Chr.
the decision to perform quality control in humanitar- Skous Vej 20, 8000, Aarhus C, Denmark,
ian demining [email protected], Nikita Kuznetsov
Tobias Fasth, Department of Computer and Systems Sciences,
The current experiment investigated the effect of visual accuracy feed-
Stockholm University, Forum 100, SE-164 40, Kista, Sweden, back on the variability of time interval estimates. To assess the impact
[email protected], Aron Larsson, Love Ekenberg of feedback, the likelihood of receiving visual feedback was manip-
The IMAS standard for mine actions conforms to the ISO 2859 stan- ulated. Inter-tap intervals were analyzed with fractal and multifrac-
dard for quality control of cleared land. ISO 2859 is primarily aimed tal methods to quantify complex long-range correlation patterns in the
for use in the sampling of traditional industrial products, and not on timing performance. Increased amounts of feedback lead to a decrease
cleared land. The sampling plans are dependent on the acceptable qual- in fractal long-range correlations, as well to a decrease in the mag-
ity limit. This quality limit is subject to uncertainty and we specifically nitude of local fluctuations in the performance. Also, most data sets
address the problem of the deviance in the actual and acceptable qual- show significant multifractal signatures.
ity of cleared land, and how this influence the decision process and
the cost of quality control, leading to the question if whether quality
control should be conducted at all.

4 - Action Research for assessing the impact of  TD-29

scenario-based multi-criteria interventions on the Tuesday, 14:30-16:00
strategic decision-making process CC-A29
Camelia Ram, Operational Research Group, London School
of Economics, Houghton Street, WC2A 2AE, London, DEA and Performance Measurement:
[email protected] Methodology 3
The literature on the combined use of scenarios and multi-criteria de-
cision analysis (MCDA) continues to grow. While action research has Stream: DEA and Performance Measurement (con-
been advocated as an appropriate method for studying interventions tributed)
involving MCDA, guidelines on applying the methodology to provide
unique insights for future interventions remain limited. This paper ex- Contributed session
plores how action research was used to assess the value of a scenario- Chair: Chris Tofallis, Business School, University of
based MCDA intervention. The methodology was applied to support Hertfordshire, College Lane, AL10 9AB, Hatfield, Herts., United
the evaluation and enhancement of strategic options for a regional cor- Kingdom, [email protected]
poration in a developing country.
1 - Constructing rankings in DEA - a goal programming
approach
Paulo Morais, Engenharia Industrial e Gestão, Faculdade de
 TD-28 Engenharia da Universidade do Porto; Universidade Lusófona
Tuesday, 14:30-16:00 do Porto, Rua Roberto Frias, Rua Augusto Rosa, 24,
CC-A27 4200-465, Porto, Portugal,
[email protected], Ana Camanho
Anticipation and Synchronization This paper presents a goal programming model that allows comparing
units assessed with DEA. In classical models, given the fact that each
Stream: Models of Embodied Cognition unit is assessed with a unique set of weights that aims to maximize
Invited session its efficiency, the construction of rankings is not possible. Weights re-
strictions to establish a common set of weights is widely discussed in
Chair: Susie Vrobel, The Institute for Fractal Research, literature. Using the evaluation of quality of life of 206 European cities
Ernst-Ludwig-Ring 2, 61231, Bad Nauheim, Hessen, Germany, as an example, we propose a goal programming model that minimizes
[email protected] the deviations in relation to a composite indicator score obtained in a
previous stage.
1 - Trust as Embodied Anticipation
Susie Vrobel, The Institute for Fractal Research, 2 - On the Environmental Variables Analysis in Two
Ernst-Ludwig-Ring 2, 61231, Bad Nauheim, Hessen, Stages DEA
Germany, [email protected] Rafael C Leme, Federal University of Itajuba, UNIFEI-IEPG,
CP 50, 37500-903, Itajuba, MG, Brazil, [email protected],
Trust is defined as a temporal observer-participant extension. This ex- Anderson Paulo Paiva, Pedro Paulo Balestrassi, Paulo
tension is described in terms of succession and simultaneity, i.e. the Eduardo Steele Santos
length and depth of time: mutually exclusive temporal dimensions as
defined in my Theory of Fractal Time. While succession increases Benchmarking plays a central role under regulatory scene. DEA is
temporal complexity from an endo-perspective, simultaneity reduces a non-parametric efficiency performance technique usually used for
it through embodied anticipation. Successful incorporation of parts of benchmark analysis. The frontier is defined by the efficient firms that
the environment leads to the formation of a new systemic whole. envelop the less efficient firms, defining efficiency gap. An issue arises
when some environmental variables may influence the results. In this

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work, we propose an approach based in Design of Experiments and show that although the back-tracking heuristics can handle multi-
Desirability method to identify the impact of environmental variables dimensional non-hierarchical tables they fail to adequately protect hi-
on inefficiency gap, and define which most affect inefficiency. The erarchical ones. On average having one hierarchical dimension will
results are obtained using real Brazilian data. leave 30% of primary cells unprotected, two will leave 60% unpro-
tected and three will leave 90% unprotected.
3 - Value Efficiency for the FDH model
Merja Halme, Information and Service Economy, Aalto 3 - On data protection for graphs: application to social
School of Economics, Pl 11000, 00076, Aalto, Finland, networks
[email protected], Pekka Korhonen, Juha Eskelinen Vicenc Torra, IIIA-CSIC, Campus UAB s/n, 08193,
An approach to supplement preference information in the FDH model Bellaterra, Catalonia, Spain, [email protected], Klara Stokes
is introduced. We assume the Decision Maker (DM) evaluates the units
using an implicit value function reaching its maximum at his/her most Graphs are versatile structures that can be used to represent several
preferred unit as in Value Efficiency Analysis (VEA). The value func- types of information. In particular, the structure and the content of so-
tion is assumed to be quasi-concave and we use convex cones to ap- cial networks can be represented in terms of graphs, where nodes cor-
proximate its contours. Pairwise comparisons are used as preference respond to users and edges correspond to the relationships established
information. As in VEA the distance of each unit from the value func- between them. Data protection for graphs requires a proper definition
tion’s contour passing through the most preferred unit is approximated. for disclosure risk and information loss, as well as adequate data pro-
We discuss a real case of bank branches. tection methods. In this talk we will discuss k-anonymity for graphs,
some information loss measures, and the performance of protection
4 - Economic efficiency of europen air traffic control methods with respect to the measures.
systems
Kenneth Button, School of Public Policy, George Mason 4 - Improving the solution of CTA through valid inequal-
University, 3351 Fairfax Drive, (MS 3B1), 20124, Arlington, ities
Virginia, United States, [email protected], Rui Neiva José Antonio González Alastrué, Dept. Estadística e
Much analysis has been conducted on the efficiency of airlines, but less
Investigación Operativa, UPC, Edificio C5, Campus Nord,
has been done on air traffic control systems (ANSs). The diversity of Jordi Girona 1-3, 08034, Barcelona, Spain,
ANSs regimes in Europe allows rigorous comparison of 36 European [email protected], Jordi Castro
systems from 1998 to 2010. The bootstrapped DEA framework as-
sumes a multifaceted output function (safety and delay objectives) with Controlled tabular adjustment solves a mixed integer linear problem
both physical inputs (traffic volumes, labor, investment, flight hours for protecting statistical tables against the risk of disclosure, which is
controlled) and policy (ownership and financing systems). Attention a key concern for National Statistical Agencies. In this work we ob-
is paid to the relative efficiencies of different types of partnerships and tain some valid inequalities for CTA and show they may be useful in
the implications of financial structures. significantly improving exact (branch and bound) and heuristic (block
coordinate descent) procedures for CTA. Valid inequalities are derived
from a search through the standard constraints of the table, whenever
they include some sensitive cells.

 TD-30
Tuesday, 14:30-16:00
CC-A31
 TD-31
Data confidentiality 2 Tuesday, 14:30-16:00
CC-A33
Stream: Data Confidentiality
Invited session Data Mining in Economics and Ecology
Chair: José Antonio González Alastrué, Dept. Estadística e
Investigación Operativa, UPC, Edificio C5, Campus Nord, Jordi Stream: Data Mining, Knowledge Discovery and Artifi-
Girona 1-3, 08034, Barcelona, Spain, [email protected] cial Intelligence
Contributed session
1 - A Fix and Relax Heuristic for Controlled Tabular Ad- Chair: Ivan Reyer, Dorodnicyn Computing Centre of RAS, ul.
justment Pererva d. 58, kv. 153, 109451, Moscow, Russian Federation,
Daniel Baena Mirabete, Statistics and Operations Research, [email protected]
Universitat Politècnica de Catalunya, Spain, Chair: Renato Bruni, Dip. Ingegneria Informatica, Automatica e
[email protected], Jordi Castro Gestionale, University of Roma "Sapienza", Via Ariosto 25,
00185, Roma, Italy, [email protected]
Controlled Tabular Adjustment (CTA) is an emerging protection tech-
nique for tabular data. CTA results in a mixed integer linear program-
ming problem, which can be challenging even for tables of moderate 1 - Predicting the customer churn in Social Network
size. In this work the Fix and Relax (FR) strategy, based on partitioning
the set of binary variables into clusters to selectively explore a smaller games based on multiple criteria decision making
branch and bound tree, is applied to large CTA instances. We report models
computational results on a set of real and random CTA instances. FR is Chiao-Chen Chang, International Business, National Dong
competitive compared to Cplex in terms of finding a good upper bound Hwa University, No. 1, Sec. 2, Da Hsueh Rd., Shoufeng,
in difficult instances. 97401, Hualien, Taiwan, [email protected], Yang-Chieh
Chin
2 - Potential Breaches of Confidentiality in Statistical Ta-
bles containing Magnitude Data
Customer churn has become a critical issue, especially in the competi-
Martin Serpell, Department of Computing, University of the tive and mature social network game industry. This study applies rough
West of England, Frenchay Campus, Coldharbour Lane, BS16 set theory, a rule-based decision-making technique, to extract rules re-
1QY, Bristol, United Kingdom, [email protected], lated to customer churn; then adopts the Decision Making Trial and
Jim Smith, Alistair Clark Evaluation Laboratory (DEMATEL) technique to analyze the relation-
ship among characteristics in customer churn; and finally uses the flow
The purpose of this paper is to highlight potential unintended breaches graph, a path-dependent approach, to present the relationships between
in confidentiality in published statistical tables that have been pro- rules and different kinds of churn. Practical and research implications
tected using cell suppression. In order to protect large tables some are also offered.
cell suppression algorithms employ back-tracking heuristics. Tests

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TD-32 EURO 25 - Vilnius 2012

2 - Modeling partial customer churn: on the value of first ecosystems. This involves using a life cycle analysis approach to re-
product-category purchase sequences flect the emissions arising from the development and operation of CCS
Vera Miguéis, DEIG, Faculdade de Engenharia da and associated storage systems. The scenarios extend to 2050 and in-
clude comparison of both pre- and post-combustion CCS
Universidade do Porto, Porto, Portugal,
[email protected], Dirk Van den Poel, Ana Camanho, 2 - A simulation-based approach for a national inte-
João Cunha grated assessment model for Germany
Retaining customers has been considered one of the most critical chal- Patrick Breun, Institute for Industrial Production, Karlsruhe
lenges among those included in Customer Relationship Management Institute of Technology (KIT), Hertzstraße 16, D-76187,
(CRM). This paper proposes to include in partial churn detection mod- Karlsruhe, Germany, [email protected], Rebecca Ilsen,
els the succession of first products’ categories purchased as a proxy of Magnus Fröhling, Frank Schultmann
the state of trust and demand maturity of a customer towards a com-
pany in grocery retailing. We use logistic regression as the classifica- The talk describes the otello model, a national integrated assessment
tion technique. A real sample of approximately 75,000 new customers model (IAM) to support clean air policy in Germany. The model aims
taken from the data warehouse of a European retail company is used to at providing a tool to assess instruments for control of SOx, NOx, NH3,
test the proposed models. and CO2 emissions from industrial production, energy supply, trans-
port and residential buildings with respect to sustainability. Different
3 - Electricity consumption and economic growth types of policy instruments are evaluated considering criteria from the
causality in OECD countries: a panel cointegration three dimensions of sustainability. The simulation-based model, espe-
cially the industry sub model, are introduced and examples of scenario
approach calculations are presented.
Kasirga Yildirak, IAM, METU, 06531, Ankara, Turkey,
[email protected], Ali Sabri Taylan, Cumhur 3 - Managing without Growth: Italian Scenarios
Ekinci Simone D’Alessandro, Scienze Economiche, University of
Pisa, via Ridolfi 10, 56124, Pisa, Italy, [email protected],
This paper examines the long-run, short-run and causal relationship be-
tween electricity consumption and economic growth for a set of OECD
Giorgio Gallo, Giovanni Bernardo
countries. We also investigate the presence of any directional causal- This paper presents a structural model for the Italian economy by ap-
ity between real economic activity and electricity consumption. For plying system dynamics to scenario analysis. Government affects the
testing the relationship between electricity consumption and economic performance of the economy, through the use of instruments such as
growth, we make use of use panel unit roots, panel cointegration test, taxation, labour policies and market regulation. The aim is twofold.
panel causality and panel vector autoregressive model. First, we investigate the impact of public policies on six main perfor-
mance indexes: rate of growth, unemployment, poverty, fiscal position,
4 - Predicting the fundamental value of financial assets GHG emission, and inequality. Second, we evaluate whether it is pos-
by ridge regression sible to disjoint wellbeing and economic growth.
Michael Kamp, IAIS.KD.CAML, Fraunhofer IAIS, Schloss
Birlinghoven 1, 53754, Sankt Augustin, NRW, Germany, 4 - Computer modeling of urban air quality and related
[email protected], Mario Boley, Thomas helth effects
Gaertner Piotr Holnicki, Systems Research Institute of the Polish
Academy of Sciences, Newelska 6, 01-447, Warsaw, Poland,
Assessing the fundamental value of financial assets is crucial for in- [email protected], Zbigniew Nahorski, Marko Tainio
vestment as well as for market regulation. This problem is difficult,
because present fundamental values depend on disclosed information An important application of air pollution models is air quality manage-
and future value developments. Therefore, estimating them is es- ment and decision support. Modelling techniques allow us to assess
sentially a prediction task that can be addressed by machine learn- ecological impact of emission sources and benefits of emission abate-
ing. We show that good predictions can be achieved by performing ment. Complexity of such forecasting systems involves uncertainty of
ridge regression based on novel correlation features that capture intra- the model outputs. This paper addresses the problem of uncertainty of
and inter-dependencies of market segments. Despite their expressive emission inventory and the impact on air pollution predictions and ad-
power, these features can be extracted from public data. verse health effects. The computational experiment was implemented
for Warsaw Metropolitan Area, Poland, with the CALPUFF air disper-
sion model used as the forecasting tool.

 TD-32
Tuesday, 14:30-16:00
CC-A34
 TD-33
Tuesday, 14:30-16:00
National Integrated Assessment Models CC-A37

Stream: Emissions Trading and Energy OR for Education and Sustainable

Invited session Development
Chair: Magnus Fröhling, Institute for Industrial Production (IIP),
Karlsruhe Institute of Technology (KIT), Hertzstraße 16, D-76187, Stream: OR for Development and Developing Coun-
Karlsruhe, Germany, [email protected] tries
Invited session
1 - Environmental assessment of energy scenarios for Chair: Alexander Makarenko, Institute for Applied System
the deployment of carbon capture and storage (CCS) Analysis, National Technical University of Ukraine "KPI",
on coal fired power plants in the UK Prospect Pobedy 37, 03056, Kiev, Ukraine, [email protected]
Konstantinos Tzanidakis, Department of Power and Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
Propulsion, Cranfield University, Building 183, Room 803, Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
MK430AL, Bedford, United Kingdom, [email protected]
[email protected], Tim Oxley, Helen ApSimon
1 - Self-organization processes in the European Higher
Looking to 2030 and beyond integrated assessment modelling needs to
be extended to cover new energy technologies. We describe applica-
Education Area
tion of the UKIAM to different scenarios for the introduction of carbon Marek Frankowicz, Faculty of Chemistry, Jagiellonian
capture & storage (CCS) in the UK up to 2050, and investigate green- University, ul. Ingardena 3, 30-060, Krakow, Poland,
house gas emissions and air quality implications for human health and [email protected]

166
 EURO 25 - Vilnius 2012 TD-35

Usefulness and applicability of the theory of complexity to character- Chair: Theodor Stewart, Statistical Sciences, University of Cape
ize evolution and structural changes in European higher education is Town, Upper Campus, 7701, Rondebosch, South Africa,
discussed. Intrinsic dynamics of various processes induced by Bologna [email protected]
reforms is highlighted. Three cases are analyzed in more detail: dy-
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
namics of international mobility flows, the concept of self-extracting
quality management systems, and sectoral qualification frameworks Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
viewed as complex adaptive systems. Particular attention is paid to [email protected]
possibilities of applying OR techniques to support decision making
processes at the national and European level. 1 - Healthy housing environment in small towns in
Southeastern Poland
2 - Industrial heritage as an educational polygon for de- Justyna Kobylarczyk, Cracow University of Technology,
velopment strategies Poland, [email protected]
Vladimir Hain, Institute of History and Theory of The threats of contemporary civilization make it more and more diffi-
Architecture and Monument Restoration, Slovak university of cult to live in the city. Therefore, sustainable development is becoming
technology, Faculty of architecture, Námestie slobody 19, 812 a profound need of modern times. The author’s environmental research
carried out in some small towns of Southeastern Poland made it pos-
45, Bratislava, Slovakia, Slovakia, [email protected], sible to enumerate the most important needs of the inhabitants of this
Eva Kralova region. They influence the creation of a healthy housing environment
which is the imperative objective of sustainable development. Among
Industrial heritage provides one of the most important records on de- other features, they include safety and privacy as well as the nearness
velopment of cities and towns last two centuries. The basic purpose of of nature.
the "Educational polygon" is to develop a model and operational tools
to raise the awareness of the importance of valuable buildings as a part 2 - Combined multicriteria and scenario analysis as aid
of the cultural and technological history to stimulate social, econom- to sustainable development
ical and political decision to protect them in a new creative way. Its
prioritize conservation is a necessary aspect of a city development and
Theodor Stewart, Statistical Sciences, University of Cape
study shows example how to set up an appropriate framework for its Town, Upper Campus, 7701, Rondebosch, South Africa,
integration within existing structure. [email protected]
Evaluation of sustainable policies in the developing world context re-
3 - A hybrid MCDM approach to assess the sustainabil- quires consideration of many divergent criteria related to balancing so-
ity of students’ preferences for university selection cial, environmental, equitability and economic issues. Furthermore,
this occurs typically in a context of major levels of uncertainty, to a
Metin Dagdeviren, Department of Industrial Engineering, larger extent than in the developed world. We critically examine means
Engineering Faculty, Celal Bayar Bulvar, Gazi Unv. MMF, by which multicriteria decision analysis and scenario planning can be
Endustri Muh., 06570, Ankara, Turkey, combined into an integrated approach to address all issues. Illustra-
[email protected], Kabak Mehmet tions of the use of the integrated approach in the development context
will be discussed.
An integrated approach which employs ANP and PROMETHEE to-
gether is proposed. It is concerned with criteria influencing stu- 3 - The Antecedents and the Benefits of Partnership in
dent choice in Turkey to establish a model for predicting students’ PEF (Private Equity Fund) of South Korean Indus-
preference for universities. The ANP is used to analyze the struc- tries: The Sustainability Perspective
ture of the problem and to determine weights of the criteria, and the Hansuk Lee, Sangmyung Univeristy, Korea, Republic Of,
PROMETHEE is used to obtain final ranking, and to make a sensitivity
analysis. The results indicate that three factors, future career prospects [email protected], Seongtae Hong, In-Young Lee
and opportunities, scholarship and university’s social life at the top in In recent years, Sustainable Operations Management(SOM) has been
the university selection. receiving attention from many researchers. Most of the research on
SOM has been limited to conceptual frameworks, case studies and
4 - Competitive market vs. central planning economy some empirical papers. Social dimension of sustainability is concerned
with the well being of people and communities. This paper presents a
and long-run growth study aimed at quantifying the antecedents and benefits of partnership
Kenji Miyazaki, Faculty of Economics, Hosei University, in PEF(Private Equity Fund). With this research we made efforts to
4342 Aihara, 194-0298, Machida, Tokyo, Japan, study the social dimension of sustainability in the corporate social re-
[email protected] sponsibility context.

We use a simple model with an endogenous discounting rate and a lin- 4 - The effect of organizational communication in in-
ear technology to investigate whether a competitive equilibrium has a trapreneurship and business performance
higher balanced growth path (BGP) than a social planning solution. Şükran Öktem, Business Administration, Başkent University,
The implications are as follows. People with an inclination to compare Ankara, Turkey, [email protected], Hakan Turgut,
themselves with others have an endogenous discounting rate. Such İsmail Tokmak, Gözde Kubat
an inclination affects the economic growth rate in a competitive mar-
ket economy. A competitive market economy sometimes achieves a For achieving a sustainable competitive advantage in global compe-
higher economic growth than a central planning economy, but it some- tition, organizational communication for businesses and intrapreneur-
times fluctuates due to self-fulfilling prophecy. ship has gained importance. To identify the presence of the effect of
organizational communication in both intrapreneurship and business
performance in Ankara (Turkey), a survey has been carried out in dif-
ferent sectors for manufacturing industry companies. Analysis of data
from the survey with the help of the relations between these variables
will be conducted.
 TD-34
Tuesday, 14:30-16:00
CC-A39
 TD-35
OR for Sustainable Living and Tuesday, 14:30-16:00
Development CC-A41
Stream: Sustainable Living: Cognitive, Social, Eco- Robust logistic applications
nomical, Ecological and World View
Invited session Stream: OR Applications in Industry
Chair: Pedamallu Chandra Sekhar, Department of Medical Invited session
Oncology, Dana-Farber Cancer Institute, Boston, 02115, Ipswich, Chair: Tobias Winkelkotte, IT, zooplus AG, Sonnenstraße 15,
MA, United States, [email protected] 80331, München, Germany, [email protected]

167
TD-36 EURO 25 - Vilnius 2012

1 - Robust Model for Dynamic Multilevel Capacitated Fa- of the paper is to develop a hysteretic model for hop-by-hop overload
cility Location under uncertainty control in SIP server networks. A two-class priority queuing system
Vincenzo De Rosa, Chair of Business Administration and is considered. The model has a buffer with three thresholds and hys-
teretic load control. We obtained the algorithm for calculating the main
Logistics, Universität Erlangen-Nürnberg, Lange Gasse 20, performance measures of the system.
90403, Nürnberg, Germany,
[email protected], Marina Gebhard, 2 - Dependability assessment of large railway systems
Jens Wollenweber Grégory Buchheit, A3SI, Arts et Métiers Paristech, 4, rue
A new model formulation for the robust capacitated facility location Augustin Fresnel, 57078, Metz, France,
problem for distribution systems under uncertainty is presented. Min- [email protected], Olaf Malassé, Nicolae Brînzei
imizing the expectation of the relative regrets across scenarios over a
multi-period planning horizon is set as objective. It is achieved by The performance evaluation of systems and in particular their avail-
dynamically assigning multi-level production allocations, facility lo- ability depends on the dysfunctional behaviors and maintenance poli-
cations and capacity adjustments for uncertain parameter development cies of its subsystems and components. Our approach is based on au-
over time. The robustness and effectiveness of the MIP-model is shown tomatic generation of large scale Petri Nets, which are colored, timed
by comparison to a deterministic planning approach in an exemplary and hierarchical, from a meta-model leaning on atomic and elementary
setting where the future is assumed certain. components of both French and European railway signalling systems
whose behavior respects the specifications that are validated by a for-
2 - Scheduling Long Distance Transports in a Postal Dis- mal method. Metrics are defined for performance analysis from the
design, operation and maintenance point of view.
tribution Network
Tobias Winkelkotte, IT, zooplus AG, Sonnenstraße 15, 80331, 3 - Colored Petri Nets based modeling and simulation of
München, Germany, [email protected], Li
bandwidth allocation
Sun
Julija Asmuss, Institute of Telecommunications, Riga
Postal distribution consists of the sorting of big amounts of items and Technical University, Azenes str. 12, Riga, Latvia,
the transporting over long distances. Transports have to be scheduled [email protected], Gunars Lauks, Viktors Zagorskis
such that the sortings can be completed in time. The question is, when
to send transports from one sorting facility to another, while achieving We present the design and simulation of dynamically adaptive band-
a certain service level. We present an appropriate mixed-integer linear width allocation protocols in a changing network environment using
programming model to schedule transports such that a service level is Colored Petri Nets. The proposed approach as an example of DaVinci
achieved and the costs are minimal. We present a heuristic approach architecture allows describing how a single physical network can sup-
which searches a wide range of the solution space by systematically port multiple traffic classes with different performance objectives by
varying the desired service level. means of multiple virtual networks constructed over the physical one.
We consider the problem of bandwidth allocation as a maximization
3 - New approach to The Single Track Railway Schedul- problem for the aggregate performance and analyze simulation results
ing Problem for delay sensitive and throughput sensitive traffics.
Maya Laskova, The Institute of Control Sciences V. A.
Trapeznikov Academy of Sciences, Moscow, Russia, Russian 4 - SFERA: A Simulation Framework for the Perfor-
Federation, [email protected], Alexander mance Evaluation of Restart Algorithms in service-
Lazarev, Elena Musatova oriented systems
Alexandra Danilkina, Institute for Computer Science, Freie
We consider the single track railway scheduling problem with two sta- Universität Berlin, Takustr. 9, 14195, Berlin, Germany,
tions. Two subsets of trains are given, where trains from station one go
to station two, and trains from station two go to station one. All trains
[email protected], Philipp Reinecke, Katinka
have the same speed. At most one train from station one or two can be Wolter
on the track at any time. We consider the single track railway schedul-
ing problem with two stations with optimization criteria of minimizing Restart is a well-known client-side technique for improving perfor-
additional completion time for each trains. We propose a heuristic ap- mance and service availability. We illustrate SFERA framework fea-
proach to The Single Track Railway Scheduling Problem. tures with an evaluation of the optimal restart timeout in a complex
SOA system. We simulate different configurations using workflows
and model component response-times by phase-type distributions fit-
ted to measurements from a SOA tested. Several service-policies in-
cluding ageing servers and infinite servers are considered as well as
different arrival processes and restart algorithms. We compare com-
 TD-36 pletion times and service availability for different scenarios.
Tuesday, 14:30-16:00
CC-A43

QMPD Session2
 TD-37
Stream: Quantitative Models for Performance and De- Tuesday, 14:30-16:00
pendability CC-Act
Invited session
Chair: Markus Siegle, Computer Science, Universitaet der OR in Health & Life Sciences 4
Bundeswehr Muenchen, Universitaet der Bundeswehr Muenchen,
85577, Neubiberg, Germany, [email protected] Stream: OR in Health & Life Sciences (contributed)
Contributed session
1 - Queuing model of hop-by-hop overload control in SIP Chair: Fabricio Sperandio, INESC-TEC, Faculdade de
signaling network Engenharia, Universidade do Porto, Rua Dr. Roberto Frias, s/n,
Yuliya Gaidamaka, Telecommunication Systems Department, 4200-465, Porto, Portugal, [email protected]
Peoples’ Friendship University of Russia, 115419, Moscow,
Russian Federation, [email protected], Pavel 1 - Optimal timing of joint replacement using mathemat-
Abaev, Konstantin Samouylov, Alexandr Pechinkin, Sergey ical programming and stochastic programming mod-
Shorgin els
Major standards organizations, ITU, ETSI, and 3GPP have all adopted
Baruch Keren, Industrial Engineering and Management
SIP as a basic signalling protocol for NGN. The current SIP overload Department, SCE - Shamoon College of Engineering,
control mechanism is unable to prevent congestion collapse and may Bialik/Basel Sts., P.O.B. 950, 84100, Beer Sheva, Israel,
spread the overload condition throughout the network. The purpose [email protected], Joseph Pliskin, Yossi Hadad

168
 EURO 25 - Vilnius 2012 TD-39

The optimal timing for radical medical procedures as joint replace- 1 - IND-NIMBUS Framework for Interactive Multiobjec-
ment must be seriously considered. We show that under deterministic tive Optimization
assumptions the optimal timing for joint replacement is a solution of Vesa Ojalehto, Department of Mathematical Information
a mathematical programming problem, and under stochastic assump-
tions the optimal timing can be formulated as a stochastic program- Technology, University of Jyväskylä, P.O. Box 35 (Agora),
ming problem. For the case where the patient’s remaining life is nor- FI-40014 University of Jyväskylä, Finland, Finland,
mally distributed along with a normally distributed survival of the new [email protected], Jussi Hakanen, Kaisa Miettinen
joint, the expected benefit function from surgery is completely solved.
This enables practitioners to find the optimal timing. We present a framework for interactive multiobjective optimization
(IMO) called IND-NIMBUS. IND-NIMBUS is a stand-alone system
2 - Probabilistic Risk Assessment methods application for solving real-world nonlinear multiobjective optimization problems
and contains implementations of several IMO methods. Development
for medical device reliability principles of IND-NIMBUS have been interaction with the decision
Robertas Alzbutas, Lithuanian Energy Institute, Kaunas maker, computational efficiency, ability to change methods during the
University of Technology, LT-44403, Kaunas, Lithuania, solution process and utilization of the same modules with different
[email protected], Darius Naujokaitis, Vytautas Janilionis, methods e.g. for visualizing and storing solutions. Applications in-
Giedr Alzbutien clude radiotherapy treatment planning and chemical engineering.

In this paper the main techniques and methods of Probabilistic Risk 2 - State of Multiobjective Optimization Software
Assessment as well as their application for risk and reliability analysis Heinz Roland Weistroffer, Information Systems Department,
of medical devices are introduced. The focus is set on the Fault Tree Virginia Commonwealth University, Snead Hall, 301 West
Analysis (FTA) technique and related quantification methods based on Main Street, 23284-4000, Richmond, VA, United States,
Minimal Cut-Sets (MCS) and Binary Decision Diagram (BDD). Also, [email protected], Yan Li
an example of probabilistic assessments of simple system failure and
comparison of produced outcomes is presented. The main advantages We present an overview and a comprehensive survey of current multi-
and disadvantages of MCS and BDD as well as FTA application for objective optimization (MOO) software. The purpose of this work is
Risk Informed Decision Making are described too. two-fold: For the academic researcher we provide an annotated com-
pendium of MOO implementations to show what has been done and
3 - Integrating probability distribution elicitation with where there are gaps. For the practitioner interested in solving specific
Markov decision modeling: a case study in the treat- MODM problems, we provide a selection guideline to find the most
ment of patients with heart failure suitable software to meet his or her needs.
Qi Cao, Department of Epidemiology, University Medical 3 - On Developing User Interface for Interactive Multiob-
Centre Groningen, P.O. Box 30001, 9700 RB, Groningen, jective Optimization
Netherlands, [email protected], Douwe Postmus, Hans Hillege, Jussi Hakanen, Dept. of Mathematical Information
Erik Buskens Technology, University of Jyvaskyla, P.O. Box 35 (Agora),
Early-stage economic evaluations of novel medical equipment are FI-40014, University of Jyvaskyla, Finland,
characterized by evidence scarcity as data from clinical research is still [email protected], Kaisa Miettinen, Suvi Tarkkanen,
missing. These evaluations must therefore be based on evidence from Hannakaisa Isomaki
less direct sources, such as early bench or animal testing and expert
judgement. In this study, we discuss how the resulting uncertainty in By using interactive multiobjective optimization (IMO), a decision
the model parameters can be incorporated in a probabilistic way by maker (DM) progressively provides preference information in order
integrating probability distribution elicitation with Markov decision to find the most satisfactory compromise between the conflicting ob-
modeling. The method is illustrated in a case study in the treatment jectives. In this paper, we consider possibilities the research field of
of patients with heart failure. visual analytics can provide for supporting the decision making pro-
cess and information exchange between IMO methods and a DM. The
4 - Robust surgery scheduling via simulation optimiza- implementation of an IMO method Pareto Navigator is used as an ex-
tion ample to demonstrate concrete challenges of interaction design and we
describe the incremental development of the user interface.
Fabricio Sperandio, INESC-TEC, Faculdade de Engenharia,
Universidade do Porto, Rua Dr. Roberto Frias, s/n, 4200-465, 4 - Laplacian Regular Multiple Criteria Linear Program-
Porto, Portugal, [email protected], Bernardo ming for Semi-supervised Classification
Almada-Lobo, José Borges Zhiquan Qi, Graduate University of Chinese Academy of
Surgery scheduling problems are characterized by strong uncertainty, Sciences, 200062, Beijing, China, [email protected]
compromising the results of deterministic optimization methods. This In this paper, inspired by the success of RMCLP, we proposed a novel
work presents a Simulation Optimization approach to the surgery Laplacian RMCLP (called Lap-RMCLP) method for semi-supervised
scheduling problem at the operational level. The system is composed classification problem. Unlike other methods based on graph, Lap-
by a multi-objective optimization search procedure and a stochastic RMCLP is a natural out-of-sample extension, which can classify data
simulation model, which is used to estimate the performance of alter- that becomes available after the training process, without having to re-
native schedules under uncertainty (variable surgery duration, cancel- train the classifier or resort to various heuristics. Furthermore, by ad-
lations, and emergencies). The approach aims to devise robust sched- justing the parameter, Lap-RMCLP can convert to RMCLP naturally.
ules, better fitting the stochastic nature of the problem. All experiments on synthetic and real data sets show that Lap-RMCLP
is a competitive method in semi-supervised classification.

 TD-38
Tuesday, 14:30-16:00  TD-39
HH-Colombus Tuesday, 14:30-16:00
HH-Cousteau
Multiobjective Optimization for Decision
Support MCDA software for real-world MCDA
problems
Stream: Multiobjective Optimization
Invited session Stream: Innovative Software Tools for MCDA
Chair: Heinz Roland Weistroffer, Information Systems Invited session
Department, Virginia Commonwealth University, Snead Hall, 301 Chair: Brian Reddy, ScHARR, University of Sheffield, 30 Regent
West Main Street, 23284-4000, Richmond, VA, United States, Court, S1 4DA, Sheffield, United Kingdom,
[email protected] [email protected]

169
TD-40 EURO 25 - Vilnius 2012

1 - a MCDA tool for evaluating the overall comfort on- 2 - A new rule-based method for label ranking
board the French high speed trains (TGV) Massimo Gurrieri, University of Mons, Rue du Houdain 9,
Mohamed, Lounes Mammeri, Innovation and reaserch, SNCF, 7000, Mons, Belgium, [email protected],
7 square des tilleuls, 92350, le plessis robinson, France, Xavier Siebert, Philippe Fortemps
[email protected] This work focuses on an application of preference ranking, where the
problem is to learn a mapping from instances to rankings over a fi-
Comfort being one of the main reasons why passengers like travelling nite set of labels. Our approach is based on a learning reduction tech-
by train, it is important for railway operators to be able to estimate the nique and provides such a mapping in the form of logical rules: if
overall comfort for various types of trains. We describe the first steps [antecedent] then [consequent], where [antecedent] contains a set of
of a study aiming at constructing a tool based on a multiple criteria de- conditions (connected by a logical conjunction operator (AND)) while
cision aiding approach. We consider the comfort as a judgment based [consequent] consists in a ranking among labels. This approach com-
on a set of complex elements by taking into account the passengers’ prises five phases: preprocessing, rules generation, post-processing,
point of view. We have proposed a hierarchical model of the comfort classification and ranking generation.
components and defined the associated scales and some interactions
between components. 3 - Learning preference relations with Kronecker ker-
2 - Eliciting ElectreTri category limits for a group of de- nels: Some theoretical and algorithmic results
Tapio Pahikkala, Turku Centre for Computer Science, 20014,
cision makers
Turku, Finland, [email protected]
Vincent Mousseau, LGI, Ecole Centrale Paris, Grande voie
des vignes, 92 295, Chatenay Malabry, France, In this talk, we consider a framework for learning various types of pref-
erence relations that is based on Kronecker product kernels and their
[email protected], Olivier Cailloux, Patrick Meyer modifications. As case studies, we consider tasks of inferring rank-
Multicriteria sorting assigns alternatives to predefined ordered cate- ings of objects and learning to predict nonlinear preferences, as well
gories. We consider the Electre Tri method, which involves 3 types of as extensions to more complex preference learning problems. Next,
parameters: 1) category limits defining the frontiers between consecu- we present theorems about the universal approximation properties of
tive categories, 2) weights and majority level specifying which coali- the considered kernel functions. Finally, we present computationally
tions form a majority, 3) veto thresholds characterizing discordance efficient learning algorithms for the considered problems and practical
effects. We propose an elicitation procedure to infer category limits results on several application domains.
from assignment examples provided by multiple DMs. The procedure
computes a set of category limits common to all decision makers, with 4 - Efficient information retrieval in bioinformatics with
variable weights and vetoes for each DM. conditional ranking algorithms
Willem Waegeman, Department of Applied Mathematics,
3 - Investigating mcda approaches for the national insti- Biometrics and Process Control, Ghent University, Coupure
tute for health and clinical excellence links 653, 9000, Ghent, Belgium,
Brian Reddy, ScHARR, University of Sheffield, 30 Regent [email protected]
Court, S1 4DA, Sheffield, United Kingdom, In domains like multimedia retrieval, bioinformatics, social network
[email protected] analysis and game playing, one can find retrieval tasks where the goal
consists of inferring a ranking of objects, conditioned on a target ob-
NICE uses evidence-based, health economic approaches to prioritise ject query. We recently presented a general machine learning frame-
interventions, reduce variation in levels of treatment between regions work for learning conditional rankings from various types of relational
and encourage best practice across the NHS. For various reasons it and structured data. In this talk we focus on three specific bioinfor-
is challenging to quantify, model and describe the multiple effects of matics applications: retrieval of enzymes w.r.t. functionality, ranking
public health interventions. As a result there is uncertainty around of ligands for computational drug design and modelling interactions
cost effectiveness, complicating decision processes. This presentation between bacterial species.
will describe some common problems in this area, explain why MCDA
techniques may help and explain where these approaches are currently
being further investigated for future use.

 TD-41
Tuesday, 14:30-16:00
 TD-40 HH-Heyerdahl
Tuesday, 14:30-16:00
Dynamical Systems and Mathematical
HH-Livingstone
Modelling in OR
Preference Learning 3
Stream: Dynamical Systems and Mathematical Mod-
Stream: Preference Learning elling in OR
Invited session Invited session
Chair: Krzysztof Dembczynski, Institute of Computing Science, Chair: Selma Belen, Mathematics and Computer, CAG University,
Poznan University of Technology, Piotrowo 2, 60-965, Poznan, Adana-Mersin Karayolu Uzeri, Yenice-Tarsus, 33800, TARSUS /
Poland, [email protected] Mersin, Turkey, [email protected]
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
1 - Improving ranking performance with cost-sensitive Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
ordinal classification via regression [email protected]
Hsuan-Tien Lin, Computer Science and Information
1 - Fractional partial differential equations driven by
Engineering, National Taiwan University, Taiwan,
[email protected], Yu-Xun Ruan, Ming-Feng Tsai fractional Gaussian noise
Mahmoud El-Borai, Mathematics, Faculty of science
This paper proposes a novel ranking approach, cost-sensitive ordinal Alexandria University, Dep. of Mathematics Faculty of
classification via regression (COCR). The approach applies a theoreti- science, Alexandria University Alexandria Egypt, 21511,
cally sound method for reducing an ordinal classification task to binary Alexandria Egypt, Egypt, [email protected], Khairia
ones and solves them with regression. In addition, COCR allows spec-
ifying mis-ranking costs to improve the ranking performance. The op- El-Said El-Nadi
portunity is exploited by deriving a corresponding cost for the popular Some fraction parabolic partial differential equations driven by frac-
ERR criterion. Evaluations on several large-scale data sets verify the tion Gaussian noise are considered. Initial-value problems for these
significant superiority of the ERR-tuned COCR over commonly used equations are studied. Some properties of the solutions are given un-
simple regression approaches. der suitable conditions and with Hurst parameter less than half.

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 EURO 25 - Vilnius 2012 TD-43

2 - A discrete system simulating an e-shop built bottom 2 - A survey analysis on the investment attitudes of in-
up from customer behavior dividual investors
Peter Vojtas, Software Engineering, Charles University, Belma Ozturkkal, International Trade and Finance, Kadir Has
Faculty of Mathematics and Physics, Malostranske nam. 25, University, Cibali, İstanbul, Turkey,
118 00, Prague, Czech Republic, [email protected], [email protected]
Ladislav Peska
This study aims to analyze determinants of trading behavior of local
Our motivation is modeling a web based e-shop from manager’s per- investors, where a survey of 55 questions on 85 people is used. The
spective. One of problems of such modeling is to find analytical de- survey is composed of four parts: demographic properties, perceived
scription. We combine database preference querying and our model of characters, investment preferences, portfolio diversification. The find-
learning user preferences for explicit/implicit users’ behavior. We pro- ings show that investors are subject to home bias and the surveyed
pose a simulation system with stochastic generated artificial users and investors prefer to invest in local equity market.
manager’s decision. In our experiments, distribution of user behavior
was collected in a real travel agency and system response contained 3 - Stochastic interventions: Methods to model uncer-
items based partly on advertisement, partly on popularity and partly on tainty
top-k object of each user in person. Shweta Agarwal, Management Science, London School of
Economics, New Academic Fields, Lincoln’s Inn Fields,
3 - Taxonomy of concepts and terms in administration WC2A 2AE, London, Great Britain, United Kingdom,
Erwin Reizes, O.R., Fac.Ing./UdelaR,Uruguay, Luis A.de [email protected], Gilberto Montibeller
Herrera 1042,ap.1701 (home), ap.1701, 11300, Montevideo,
Uruguay, [email protected] Managers frequently associate controlling risk with managing the un-
certainty that generates them. One way to represent this in decision
A taxonomy of concepts and terms seems necessary to cope with the models is by not treating uncertainties as exogenous but by allowing
Babel of synonyms and homonyms which plagues present System and the probability distributions of state variables to be altered by stochas-
Administration Theory and Practice. Therefore, based on these ideas, tic interventions. We define such an intervention using principles of
on OR and on ideas of Linguistic, Logic and Information, a bijective causal reasoning and propose modelling it with generalized condition-
mapping between concepts and terms is given. ing. The ability to model the effects of probability alteration can en-
hance the prescriptive scope of decision analytic tools in risk manage-
4 - A Hybrid Modelling Approach for Physical Network ment.
Design under Demand Uncertainty 4 - Records Properties of Nonstationary Time Series
Sutthipong Meeyai, Cranfield University, United Kingdom, Ana Elizabeth García Sipols, Estadística e investigación
[email protected] operativa, Universidad Rey Juan Carlos, c/ Tulipan s/n, 28933,
We consider a modelling approach for physical network design when
Madrid, Spain, [email protected], Clara Simon de
it is managed in a decentralised way. An optimization approach gen- Blas, M. Teresa Santos Martin
erally determines an optimum or near-optimum solution from a ’top-
down perspective.’ Instead of designing only from the standard ap- This paper compares the statistical properties of the records from inde-
proach, we examine the results from a ’bottom-up perspective’ by an pendent and identically distributed time series with those of time series
agent-based simulation. With the agent properties we can investigate containing a single unit root. It is shown that there are important dif-
operations by a local objective with a set of degree of freedom. We pro- ferences in both the limiting distributions and the convergence rates of
vide a modelling approach for network design with a numerical result the associated record counting processes. We prove some properties
from a real-world example. for the test statistic in the context of the renewal theory and we suggest
two new candidates to test the hypothesis of random walk with positive
and negative drift.

 TD-42
Tuesday, 14:30-16:00  TD-43
BW-Amber Tuesday, 14:30-16:00
BW-Granite
Advances in Stochastic Modeling and
Simulation Stochastic and robust optimization
Stream: Stochastic Modeling and Simulation in Engi- Stream: Stochastic Programming
neering, Management and Science Invited session
Invited session Chair: Abdel Lisser, LRI, Universite de Paris Sud, Bat. 650,
Chair: Basak Tanyeri, Bilkent University, Turkey, 91405, Orsay, France, [email protected]
[email protected]
1 - Solving SCOPF problems by a new structure-
1 - A Comparison of Artificial Neural Network and Multi- exploiting method
nomial Logit Models in Predicting Mergers Naiyuan Chiang, School of Mathematics School of
Nilgun Fescioglu-Unver, Industrial Engineering, TOBB Mathematics School of Mathematics School of Mathematics,
University of Economics and Technology, Sogutozu Cad. University of Edinburgh, Room 5620, JCMB, The King’s
No:43, Sogutozu, 06560, Ankara, Turkey, [email protected], Buildings, EH9 3JZ, Edinburgh, State, United Kingdom,
Basak Tanyeri [email protected]
Predicting who will propose merger bids and who will receive merger The aim of this paper is to demonstrate some new approaches to solve
bids is important to measure the price impact of mergers. This study the linearized security constrained optimal power flow (SCOPF) prob-
investigates the performance of artificial neural networks and multino- lem by OOPS, which is a modern structure-exploiting primal-dual
mial logit models in predicting bidder and target candidacy. We use interior-point implementation. Firstly, we present a reformulation of
a comprehensive dataset that covers the years 1979 to 2004 and in- the SCOPF model, in which most matrices only need to be factorized
cludes all deals with publicly listed bidders and targets. We find that once throughout the IPM iterations. Moreover, we use a precondi-
both models perform similarly while predicting target and non-merger tioned iterative method to solve the corresponding linear system and
firms. The multinomial logit model performs slightly better in predict- suggest several schemes to pick a good and robust preconditioner based
ing bidder firms. on combining different "active’ contingency scenarios.

171
TD-44 EURO 25 - Vilnius 2012

2 - A Second-Order Cone Programming approach for 2 - Nonlinear regression model generation and graph
Linear programs with joint probabilistic constraints transformations
Abdel Lisser, LRI, Universite de Paris Sud, Bat. 650, 91405, Roman Sologub, Innovations and High Technology, Moscow
Orsay, France, [email protected] Institute of Physics and Technology, 508, 86, Altufievskoe sh.,
Moscow, 127349, Moscow, [email protected]
In this this talk, we consider a special case of Linear programming
problems with joint probabilistic constraints (LPPC). We assume that We investigate a problem of non-linear regression model generation.
the constraint matrix is random with normally distributed coefficients The practical application is to define regression of strike and maturity
and independent rows. To solve this hard problem, we use the piece- of a European option towards its volatility. To derive the volatility
wise linear approximation and the piecewise tangent approximation to surface we use symbolic regression. The competitive models are gen-
come up with upper and lower bounds respectively. For this purpose, erated as superpositions of expert-given functions. The main problem
we solve two different second-order cone programming (SOCP) prob- of the model generation process is to filter the isomorphic models with
lems. Numerical results on randomly generated data are given. different structure. The methods of graph transformation are used as
solution. The result is a set of models of unique structures. The optimal
3 - Robust portfolio optimization - impact of copula and model is selected from this set.
estimation choice
Justyna Majewska, Department of Demography and Business 3 - Multiclass classification of cardio-vascular disease
Statistics, University of Economics in Katowice, 1 Maja 50, patients with sample size estimation
40-287, Katowice, Katowice, Poland, Anastasia Motrenko, Applied mathematics and management,
[email protected], Grażyna Trzpiot MIPT, Moscow, Russian Federation,
[email protected]
The paper deals with estimating risk-minimizing portfolios when de-
partures from standard assumption of Gaussianity are present. Its aim We discuss an algorithm that classifies four groups of patients, divided
is to investigate the impact of different copula on optimal portfolios, by their health condition. Concentrations of proteins in blood cells
when different robust alternatives to the classical variance portfolio are used as features. Our first objective is to select a set of features
optimization problem are used. Specifically, we examine some aspects that will classify the patients making minimum amount of errors. This
of the relationship of dependence structure and robust estimation. We selection is implemented by means of exhaustive search. Two classifi-
present applications using a data set based on a global portfolio of an cation strategies are investigated, "one versus all" and "all versus all".
emerging market investors located in Central and Eastern Europe. The second objective is the sample size. Amount of data is small, so we
evaluate minimum sample size, necessary for statistical significance of
4 - On reduction of quantile optimization problems with classification.
discrete distributions to mixed integer programming
4 - Mixture models in the financial time series forecast-
problems
ing
Vladimir Norkin, Operations Research, Institute of
Vadim Strijov, Russian Academy of Sciences, Computing
Cybernetics, Glushkov avenue, 40, 03187, Kiev, Ukraine,
Center, Vavilova 42-268, 119333, Moscow, Russia, Russian
[email protected], Andrey Kibzun, Andrey Naumov
Federation, [email protected]
In the report we suggest a method of equivalent reduction of a gen-
To forecast financial time series one needs a set of models of optimal
eral quantile optimization problem with discrete distribution of ran-
structure and complexity. The mixture model selection procedures are
dom data to large scale mixed integer programming problems. The
based on the coherent Bayesian inference. To estimate the model pa-
latter are supposed to be solved by standard discrete optimization
rameters and covariance matrix, Laplace approximations methods are
software. As a particular case a two-stage quantile stochastic op-
introduced. Using the covariance matrix one could split up the data set
timization problem is considered. Our main contribution consists
to form mixture of models and select a model with minimum descrip-
in establishing new conditions of equivalence between two formula-
tion length.
tions. Some generalizations can be found in http://www.optimization-
online.org/DB_HTML/2010/05/2619.html

 TD-45
 TD-44 Tuesday, 14:30-16:00
Tuesday, 14:30-16:00 BW-Water
BW-Marble
Quantitative Approaches in Managerial
Model Generation and Model Selection and Financial Accounting
Stream: Machine Learning and its Applications Stream: Quantitative Approaches in Managerial and
Invited session Financial Accounting
Chair: Michael Khachay, Ural Branch of RAS, Institute of Invited session
Mathematics and Mechanics, S.Kovalevskoy, 16, 620990, Chair: Matthias Amen, Chair for Quantitative Accounting &
Ekaterinburg, Russian Federation, [email protected] Financial Reporting, University of Bielefeld, Universitaetsstrasse
Chair: Vadim Strijov, Russian Academy of Sciences, Computing 25, 33615, Bielefeld, Germany, [email protected]
Center, Vavilova 42-268, 119333, Moscow, Russia, Russian
Federation, [email protected] 1 - Optimizing continuous inventory
Matthias Amen, Chair for Quantitative Accounting &
1 - Search for Optimal Composite Indicators Financial Reporting, University of Bielefeld,
Miroslav Klucik, Faculty of Economics, VSB-Technical Universitaetsstrasse 25, 33615, Bielefeld, Germany,
University of Ostrava, Havlickovo nabrezi 38, 701 21, [email protected]
Ostrava, Czech Republic, [email protected]
Physical inventory exists explicitly or implicitly (IFRS, ISA 501) in
Contemporary approaches to construct composite leading indicators all accounting systems. The German Commercial Code (Handelsge-
using economic theory and statistical analysis rely mostly on subjec- setzbuch, HGB) requires an annual physical inventory for each item of
tive decisions of researchers and analysts. An artificial intelligence tool the balance sheet. Traditional physical inventory requires a stop of op-
— genetic programming — can mine all the information available in erations of the production plant for a certain period around the balance
large data sets and help to construct models best fitted to the reference sheet date. To ensure continuous production continuous inventory is
data. The composition of indicators and the lead of time series are be- also allowed. We present an optimization approach to determine the
ing searched for by symbolic regression. The structure of associated schedule of stocktaking in a continuous inventory system during the
information between reference series and large data sets is shown. accounting period.

172
 EURO 25 - Vilnius 2012 TE-01

2 - Meta Managerial Accounting — quantitative ap-

proaches for designing managerial accounting sys-
Tuesday, 16:30-17:30
tems
Markus Puetz, Chair, Department of Managerial Accounting  TE-01
and Control, WHL Graduate School of Business and Tuesday, 16:30-17:30
Economics, Hohbergweg 15 - 17, D-77933, Lahr,
Opera
Baden-Wuerttemberg, Germany, [email protected]
Meta Managerial Accounting (MMA) is used to design effective man- Celebration of EURO and its Presidents
agerial accounting systems for practical applications. In this presenta-
tion 3 MMA approaches will be discussed: 1. Analytical and graph Stream: Keynote, Tutorial and Plenary Lectures
theoretical approach for representation of business and control pro- Plenary session
cesses with open decision networks. 2. First order predicate logic
approach for specification of business and control processes and po- Chair: M. Grazia Speranza, President of EURO, EURO Office,
tentials, including handling of verification and validation tasks which ULB CP210/01, 1050, Bruxelles, Belgium,
refer to control methods. 3. Approach for implementation of simula- [email protected]
tion based open decision networks for MMA purposes. Chair: Gerhard Wäscher, President-Elect of EURO, EURO Office,
ULB CP210/01, 1050, Bruxelles, Belgium, [email protected]
3 - Corporate taxes, capital structure and valuation:
Combining Modigliani/ Miller and Miles/ Ezzell 1 - 40 Years of EURO: History, Applications, Future Po-
Ulrich Schäfer, Professur für Finanzen und Controlling, tentials
Georg-August-Universität Göttingen, Platz der Göttinger Hans-Jürgen Zimmermann, Operations Research, Aachen
Sieben 3, 37073, Göttingen, Germany, Institute of Technology, Korneliusstr.5, 52076, Aachen,
[email protected], Stefan Dierkes Germany, [email protected]
40 years ago, i.e. in 1972, the world looked quite different from to-
Valuing a company with Discounted Cash Flow (DCF) approaches day: Logistics were slower and more complicated: The best way to
requires assumptions about the financing strategy. In general, pure travel from Europe to the USA was by ship, which took between 5
strategies are considered thus far: Either, according to Modigliani and and 13 days. Alternatively one could take a "Super Constellation" and
Miller, debt levels or, following Miles and Ezzell, capital structure tar- go via Island in 24 hours. There were no electronic booking systems,
gets are pre-determined for all periods. In this paper, it is shown how customs-and passport control at each European Border, but no security
to value a company for an arbitrary combination of these strategies. systems at airports, no terrorism and no hijacking of planes. Commu-
The familiar approaches are embedded into a common framework. For nication was as clumsy: No fax, no email, no courier services, a letter
practical application, a combined financing allows for a more realistic between Europe and oversees took two to three weeks, each single
modeling of a company’s financing strategy. letter had to be typed ,and there were neither social nets nor a www.
Professionally there existed three large OR-journals (and a number of
4 - Electronic transfer of financial data to banks - rea- small national ones), East and West was separated by the Iron Curtain.
sons for refusal and possible improvements "Large" OR-Societies existed in the USA, Japan and Great Britain and
Karina Sopp, University of Vienna, Bruenner Straße 72, 1210, in Europe there were a dozen of smaller national OR Societies. There
Vienna, Austria, [email protected] was hardly any communication between these European societies and
if one wanted to know what was going on in OR in another Euro-
Electronic transfer of financial data based on a reporting language like pean country, the best way was, to ask a colleague in the USA. In the
XML or XBRL gets more and more common in multiple areas. How- USA Ackoff had stated (in 1979) "American Operations Research is
ever in the communication between banks and their business customers dead though not yet buried". Under these circumstances the presidents
the distribution of financial information in alternative formats still re- of the European OR societies met at the IFORS conference 1972 in
mains dominant and therefore shows potential for further development. Dublin and came to the conclusion, that this situation of OR in Europe
To detect the reasons for the lack of acceptance a survey was carried was sub-optimal and should be improved. They met again in 1973
out among approximately 2000 Austrian accountants. The results of and 1974 and decided to organize the first European OR conference
the survey show next to the reasons for the low acceptance the condi- at the end of January 1975 in Brussels. There were 500 participants
tions which have to be met for a higher acceptance. and the representatives of 10 European countries. In the framework of
this conference EURO was founded, 7 European working groups were
started, the EURO-bulletins was started and it was decided to prepare
the publication of a European OR journal (EJOR). In the meantime
EURO has 30 member countries, several professional journals, about
30 working groups, several very successful types of events, several
prizes and awards, a very impressive web-page, and has had 25 suc-
cessful EURO conferences. Hence: EURO has turned out to be a very
successful organization. The success of OR can, however, not only be
measured by the manifold growth of EURO ! As an applied discipline
the situation of OR in Europe should also be considered from the point
of view of available OR-tools, from its public visibility, the areas of
applications, the education in this area, and its relationship to other
disciplines that have emerged in the meantime and are relevant for OR.
In some of these dimensions OR can certainly also be considered to be
very successful. In others there are still or again big challenges that
have to be met, if OR is also to be successful in the future. In this pre-
sentation some of these challenges will be considered in more detail
and some ways suggested, how they can possibly be met.
2 - Celebration of the EURO Presidents
M. Grazia Speranza, President of EURO, EURO Office, ULB
CP210/01, 1050, Bruxelles, Belgium,
[email protected], Gerhard Wäscher
EURO is especially pleased and proud to recognise the 17 former
EURO presidents with a special celebration as part of this plenary ses-
sion. To celebrate the 25th EURO conference we look back on the
development of the Association and its continued growth and success.
This is a perfect time to reflect on our history and thank former presi-
dents for their strong guidance and leadership.

173
WA-01 EURO 25 - Vilnius 2012

Wednesday, 8:30-10:00 3 - Integer programming and constraint propagation for

scheduling under energy constraints
Christian Artigues, LAAS, CNRS, 7 avenue du Colonel
 WA-01 Roche, 31077, Toulouse Cedex 4, France, [email protected],
Pierre Lopez, David Rivreau
Wednesday, 8:30-10:00
RB-Alfa We consider a scheduling problem where activities are subject to time
windows and "energy" resource constraints. The amount required by
each activity on the energy resource at each time has to be decided
Keynote Lecture: Professor Boris Polyak such that it lies between a minimum and a maximum once the activity
is started and before the activity is finished. The total amount of en-
Stream: Keynote, Tutorial and Plenary Lectures ergy required instantaneously cannot exceed a maximal limit and, for
Keynote session each activity, the total energy brought must fulfill its demand. To solve
this NP hard problem we propose integer programming and constraint
Chair: Leonidas Sakalauskas, Operational Research, Institute of propagation techniques.
Mathematics & Informatics, Akademijos 4, LT-08663, Vilnius,
Lithuania, [email protected] 4 - A preprocessing procedure to improve recent ex-
act algorithms for the resource-constrained project
1 - Robust eigenvector problem and its application to scheduling problem
PageRank Alexander Schnell, Dept of Management, University of
Boris Polyak, Laboratory of adaptive and robust systems, Vienna, Austria, [email protected], Richard
Institute for Control Science, Profsojuznaya 65, 117997, Hartl
Moscow, Russian Federation, [email protected] This talk deals with exact algorithms for the standard version of the
resource-constrained project scheduling problem assuming a single
There are novel approaches to Robust Linear Programming and Robust mode, non-preemption and renewable resources. Thereby, we analyse
Least Squares which convert them into nonsmooth convex optimiza- and enhance Branch and Bound algorithms from the literature com-
tion problems. We provide similar technique for robust eigenvector bining principles from Constraint Programming, Boolean Satisfiability
problem for stochastic matrices. Such robust formulations are natural Solving and Mixed-Integer Programming. In this context, we propose
for numerous ranking problems. The approach is compared with stan- a preprocessing step to two state-of-the-art algorithms to improve their
dard ones, such as PageRank. Numerical optimization algorithms for computational performance. The results on instances with 60 (120)
nonsmooth problems arising are addressed. jobs show the efficiency of our preprocessing procedure.

 WA-02  WA-03
Wednesday, 8:30-10:00 Wednesday, 8:30-10:00
RB-Beta RB-L1

New Models for Project Scheduling EURO/ROADEF Challenge Session 2

Stream: Project Management and Scheduling Stream: EURO/ROADEF Challenge
Invited session Invited session
Chair: Christian Artigues, LAAS, CNRS, 7 avenue du Colonel Chair: H. Murat Afsar, Industrial Systems, University of
Roche, 31077, Toulouse Cedex 4, France, [email protected] Technology of Troyes, 12 rue Marie Curie, BP 2060, 10010,
Troyes, France, [email protected]
Chair: Christian Artigues, LAAS, CNRS, 7 avenue du Colonel
1 - An integrated solution procedure for project staffing Roche, 31077, Toulouse Cedex 4, France, [email protected]
Broos Maenhout, Business Informatics and Operations Chair: Ender Özcan, Computer Science, University of
Management, Ghent University, Tweekerkenstraat 2, 9000, Nottingham, Jubilee Campus, Wollaton Road, NG8 1BB,
Gent, Belgium, [email protected], Mario Nottingham, United Kingdom, [email protected]
Vanhoucke Chair: Eric Bourreau, COCONUT, LIRMM, 161 Rue Ada, 34000,
We study a strategic scheduling problem that integrates project
Montpellier, France, [email protected]
scheduling and personnel staffing in order to determine how to staff Chair: Emmanuel Guere, Google, 38 Avenue de l’Opera, 75002,
and schedule single projects as best as possible. A decision is made on Paris, France, [email protected]
the best mix of resource types (regular workers, overtime and tempo- Chair: Kedad-Sidhoum Safia, LIP6 - UPMC, 4 Place Jussieu,
ral workers) to carry out a single project. In this perspective, we want 75005, Paris, France, [email protected]
to determine the project schedule and deadline and the usage of the Chair: Marc Sevaux, Lab-STICC - CNRS UMR 3192, Université
different resources in order to minimize the total cost. de Bretagne Sud - UEB, Centre de Recherche - BP 92116, 2 rue de
Saint Maude, 56321, Lorient, France, [email protected]
2 - Variable resource consumption and dynamic ac-
tivity duration in the resource-constrained project 1 - Constraint-based large neighborhood search for ma-
scheduling problem chine reassignment
Torben Schramme, DS&OR Lab Paderborn, University of Jochen Speck, Institute of Theoretical Informatics, Karlsruhe
Paderborn, Warburger Straße 100, 33098, Paderborn, Institute of Technology, 76131, Karlsruhe, Germany,
Germany, [email protected], Leena Suhl, Stefan Bunte [email protected], Felix Brandt, Markus Völker
The resource-constrained project scheduling problem (RCPSP) has The presented approach is basically a large neighbourhood search that
been discussed in literature for decades, although there was only lit- iteratively improves the given solution. In each iteration a subset of
tle focus on handling dynamic resource consumption for activities. We processes is released, while all other processes stay on their current
will present an extension of this problem considering dynamic resource machine. Released processes are then reassigned to the machines by
allocation for every execution period of an activity which leads to ac- a constraint program and the first improving solution is selected. We
tivities with a fixed workload but variable duration. We will show some evaluate different neighbourhood selection strategies, branching tech-
related practical problems with such requirements, discuss the difficul- niques and optimization to improve performance on big instances. Fur-
ties of this extension for current solving methods and show some ideas thermore, we present a network flow formulation that allows to com-
how to deal with them. pute lower bounds on the necessary costs.

174
 EURO 25 - Vilnius 2012 WA-05

2 - Constraint-based large neighborhood search ap- 2 - A pallet arrangement algorithm for legal loads
proach based on constraint programming for the ma- Neil Jacobs, Logistics, Stellenbosch University, 7600,
chine reassignment problem Stellenbosch, Western Cape, South Africa, [email protected]
Deepak Mehta, Cork Constraint Computation Center, In road transport it is frequently found that a load of pallets in certain
University College Cork, Ireland, [email protected], Barry arrangements, contravenes legal axle mass and wheel mass restrictions
OSullivan, Helmut Simonis on a given vehicle. The need thus exists to find legal arrangements.
It is possible to determine an optimal position for the centroid of any
We use a large neighborhood search approach based on constraint pro- load for a given vehicle and let that position be the target point in ar-
gramming (CP) to solve the machine reassignment problem. We re- rangement processes. Arrangement for a pallet load centroid to a target
peatedly select a subset of processes and re-optimize the resulting sub- point presents a combinatorial problem, which could be very hard to
problem by reassigning machines to these processes using CP. The al- solve to optimality. A method which finds a feasible area (as opposed
gorithm often finds a solution that is significantly better than the initial to a target point) for the load centroid is presented. An algorithm is
one. One advantage of our approach is that we can restore the domains presented which finds legal arrangements for pallet loads.
of the variables efficiently when a subset of processes are removed
from a subset of machines. Therefore, there is no need to create new 3 - An algorithm for the bi-objective integer minimum
variables or domains for a subproblem. cost flow problem
Salima Nait Belkacem, Economy and Commercialisation des
3 - Combining VNS, Simulated Annealing, and a Greedy
Hydrocarbures, University of M’hamed Bougara, 1 avenue de
Heuristic for the ROADEF/EURO 2012 Challenge l’indépendance, 35000, Boumerdès, Algeria,
Frederic Roupin, LIPN, CNRS-UMR 7030, Université Paris [email protected]
13, 99 avenue, Jean-Baptiste Clément, 93430, Villetaneuse,
France, [email protected], Laurent In this paper, we propose an algorithm that finds more efficient integer
Alfandari, Franck Butelle, Camille Coti, Lucian Finta, Gérard non-extreme points in the objective space. This algorithm is based on
Plateau, Antoine Rozenknop the well known method. Our alternative method improved the second
phase of Sedeno-Noda and Gonzalez-Martin’s algorithm published on
We describe the resolution method of Senior Team S26 for the 2001. We show that our method gives more efficient points in the ob-
ROADEF/EURO 2012 Challenge. There are two main algorithms that jective space and we give a didactic example.
are used: Variable Neighborhood Search (VNS) and Simulated An-
nealing (SA). Both algorithms explore neighborhoods generated via 4 - On the optimization of a unidirectional picking line in
three types of moves: Swap, Shift and Ejection Chain. Initial solution a DC.
used is either the one provided by Google with the data set, or an alter- Jason Matthews, Department of Logistics, University of
native initial solution that we produce with a specific greedy heuristic. Stellenbosch, South Africa, [email protected], Stephan
Visagie
4 - A GRASP approach for the machine reassignment
problem A real life order pick operation making use of cyclical picking lines
Michaël Gabay, Laboratoire G-SCOP, 46 avenue Félix Viallet, used by Pep stores Ltd, South Africa, is considered. Multiple pickers
38031, Grenoble, France, walk in a clockwise direction around a conveyor belt past bin locations
while picking orders. The problem of assigning SKUs to bin locations
[email protected], Sofia Zaourar and the sequencing of the resulting orders for the pickers is discussed.
A strong lower bound on the number of cycles needed for a fixed as-
We describe our approach to solve the machine reassignment problem. signment of SKUs is established and heuristics for assigning SKUs to
The main idea is to combine different heuristics to find good quality bin locations presented.
solutions. We apply a GRASP metaheuristic scheme: first, a construc-
tive heuristic inspired by vector bin packing problem builds various
solutions. Then we use local search to improve these solutions. We
take advantage of problem constraints structure to design moves that
keep the solution feasible and are very fast to apply.
 WA-05
Wednesday, 8:30-10:00
RB-L3
 WA-04 Topics in combinatorial opimization I
Wednesday, 8:30-10:00
RB-L2 Stream: Discrete Optimization, Geometry & Graphs
(contributed)
Combinatorial Optimization: Applications Contributed session
Chair: Eric Bourreau, COCONUT, LIRMM, 161 Rue Ada, 34000,
Stream: Combinatorial Optimization Montpellier, France, [email protected]
Invited session
Chair: Stephan Visagie, Department of Logistics, University of 1 - A column generation model for Eternity 2
Stellenbosch, Posbus 3404, Matieland, 7602, Stellenbosch, South Eric Bourreau, COCONUT, LIRMM, 161 Rue Ada, 34000,
Africa, [email protected] Montpellier, France, [email protected]
Eternity II is a combinatorial problem: a 2D edge matching puzzle.
1 - Selecting subsets of foods to measure nutrient expo- The goal is to place 256 square tiles on a 16x16 square such that all
sure: the max_r method adjacent tiles have matching colors along their common edge. Despite
Hannelie Nel, Department of Logistics, Stellenbosch 2 million dollars proposed by Tomy, nobody, between 2007 and 2010
University, Private Bag X1, Matieland, 7602, Stellenbosch, was able to find a solution. We will show an innovative way to describe
Western Province, South Africa, [email protected], Martin the problem: a polyomino packing problem with additional cardinality
constraints. We propose a column generation model. We validate it,
Kidd on smaller instances generated with the same parameter as the original
(inaccessible!) instance.
In human nutrition, the max_r method measures specific nutrient ex-
posure. This method calculates the optimal subset of foods that max- 2 - Optimization of a Nonlinear Workload Balancing
imizes the Pearson correlation of a given nutrient intake, for example
iron, based on the chosen subset of foods with the total nutrient intake Problem
(iron, for example) based on all the foods. This paper illustrates the use Stefan Emet, Dept of Mathematics and Statistics, University
of metaheuristics to solve this combinatorial optimization problem. of Turku, Vesilinnantie 5, FI-20014, Turku, Finland,
[email protected]

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We consider the optimization of a printed circuit board (PCB) assem- When working in B2C environments, distribution logistics often deal
bly unit. The production unit consists of a number of lines of different with customers who are not at home. If a customer’s service time is
machines in series for inserting electronic components on bare PCBs. substantial compared to the travel times, it is clear this impacts the
The objective is to optimize the usage of the lines by optimally allo- number of customers one vehicle can serve in its tour. Taking this into
cating the jobs to the machines of each line. The balancing problem account, we developed in collaboration with a home vending company
is modeled and solved using Mixed Integer Nonlinear Programming a VNS meta-heuristic that creates least-cost routes for a fleet of identi-
(MINLP) techniques. It is shown that the presented model can be con- cal trucks. Given the impact of real-world constraints on the solution,
vexified in an equivalent linear form. A set of test problems is success- we used real travel times. Our method solved instances of up to 30.000
fully solved. customers within reasonable time.

3 - Efficient Parallel Algorithm for Solving UNSAT 3-SAT 3 - Environmental unit commitment problem with CO2
and Similar Instances Via Static Decomposition taxes
Emir Demirović, Mathematics, Faculty of Natural Sciences, Marko Mladenovic, Numerical Mathematics and
Bosnia And Herzegovina, [email protected], Haris Optimization, University of Belgrade Faculty of Mathematics,
Gavranovic Serbia, [email protected], Igor Crevits, Saïd Hanafi,
We rework our SAT solver, D-Sat, to work in a parallel environment.
Nenad Mladenovic, Raca Todosijevic
As with D-Sat, the solution space is decomposed into simpler pieces , The unit commitment problem (UC) consists of optimally scheduling
i.e., the original problem is decomposed into smaller problems, which electrical power plants to produce sufficient power each hour with min-
are solved in parallel and combined to obtain the solution of the orig- imal fuel expenses. Depending on the fuel used by the plants a certain
inal problem. Any existing solver may be used to process the newly amount of carbon dioxide (CO2) will be emitted to the atmosphere.
decomposed pieces, as long as it outputs sufficient information about Ecological taxes that follow this emission vary from country to coun-
the solution process. Our experimental results show that significantly try and can be more expensive than the fuel itself. In this paper we
lower execution times can be achieved for UNSAT 3-Sat and similar offer a new and more realistic model for solving the UC problem in-
instances. cluding CO2 environmental taxes. To solve this new model we used
the VNS methaheuristic.
4 - Clique-Forest partitions of P-4-tidy graphs
Sulamita Klein, COPPE-PESC, Universidade Federal do Rio 4 - A system based on ontologies, agents and meta-
de Janeiro, Caixa Postal 68511, Cidade Universitária, heuristics applied to the multimedia service of the
21941-972, Rio de Janeiro, RJ, Brazil, [email protected], brazilian digital television system
Loana Nogueira, Raquel Bravo, Fabio Protti Toni Wickert, Informatic, Unisinos - Universidade do Vale do
A graph G is a P4-tidy graph if, for any induced subgraph H of G iso- Rio dos Sinos, Av. Unisinos - 950, São Leopoldo, RS, Brazil,
morphic to a P-4, there exists at most one vertex outside H forming [email protected], Arthur Gomez
an induced P4 along with three vertices of H. This work considers the
problem of (C,F)-partitions of P4-tidy graphs, that is, the problem of With the advent of the Brazilian Digital Television System the users
determining if the set of vertices of a P4-tidy graph can be partitioned will be able to have an interactive channel. Thus, will be possible
into 2 subsets C and F such that C induces a complete graph and F to access the multimedia application server, i.e., to send or to receive
induces a forest (acyclic graph). We characterize the P4-tidy-(C,F) emails, to access interactive applications, among others. This paper
graphs by forbidden subgraphs and we present a linear-time algorithm proposes the development and the implementation of an architecture
to recognize this class. that includes a module that suggests the content to the user accord-
ing to his profile and another module to optimize the content that will
be transmitted. The implementation was developed using ontologies,
software agents and metaheuristics.

 WA-06
Wednesday, 8:30-10:00
RB-Gamma  WA-07
Wednesday, 8:30-10:00
Variable Neighborhood Search and hybrid RB-Eta
metaheuristics
Logistics and Vehicle Routing
Stream: Variable Neighborhood Search
Invited session Stream: Vehicle Routing and Logistics Optimization
Chair: Dauwe Vercamer, Marketing, Ghent University, Invited session
Tweekerkenstraat 2, 9000, Gent, Belgium, Chair: Juan José Salazar González, Estadística e Investigación
[email protected] Operativa, Universidad de La Laguna (Tenerife), Av. Astrofísico
Francisco Sánchez, s/n, Facultad de Matemáticas, 38271, La
1 - Variable neighborhood search for Unit commitment Laguna, Tenerife, Spain, [email protected]
problem Chair: Hipólito Hernández-Pérez, Estadística e Investigación
Raca Todosijevic, Mathematical Institute of the Serbian Operativa, Universidad de La Laguna (Tenerife), C/ Astrofísico
Academy of Sciences and Arts, 11000, Belgrade, Serbia, Francisco Sánchez s/n, 38271, La Laguna, Canarias, Spain,
[email protected], Igor Crevits, Saïd Hanafi, Marko [email protected]
Mladenovic, Nenad Mladenovic
Unit commitment (UC) problem for thermal units consists of finding 1 - One stage approximation algorithm to solve the
optimal electricity production plan in long time period of T hours. For 2LCVRP
the first time Variable neighborhood search based heuristic is suggested Javier Faulin, Department of Statistics and OR, Public
in this paper as a mean for solving it. In each hour, economic dispatch University of Navarre, Los Magnolios Builing. First floor,
(ED) problem which is the problem of convex programming is solved
by lambda iteration method. Neighborhood structure Nk is defined by Campus Arrosadia, 31006, Pamplona, Navarra, Spain,
opening or closing k thermal units. Extensive computational results [email protected], Angel, A. Juan, Alba Agustín,
are performed on well-known test instances from literature. Oscar Domínguez
2 - A VNS for the Real-Life Asymmetric Large-Scale We propose a parameter-less algorithm (MultiRound-2LCVRP meta-
heuristic) to solve the two-dimensional loading capacitated vehicle
MTSP with Stochastic Customers problem (2LCVRP). From the biased randomization of the Clarke and
Dauwe Vercamer, Marketing, Ghent University, Wright saving matrix, the algorithm merges routes that minimize dis-
Tweekerkenstraat 2, 9000, Gent, Belgium, tance costs and ensure loading feasibility. Our remarkable contribu-
[email protected], Dirk Van den Poel, Birger Raa tions are the next ones: (1) an optimal solution is reached from each

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round, (2) the algorithm combine implicitly two completely different We generalize the concept of an Euler walk to uniform hypergraphs.
heuristics in only one and (3) for the loading part, any considered The problem of deciding if a k-uniform hypergraph has an Euler walk
heuristic can be hold. is NP-complete, for k larger than 2. We prove that for a broad class of
uniform hypergraphs an obvious necessary condition for existence of
2 - Large Neighborhood Search for solving the Newspa- an Euler walk is sufficient as well. We also give a linear time algorithm
per Delivery Problem for constructing an Euler walk and an Euler tour (if they exist) in this
case. Motivations of studying Euler walks in hypergraphs come from
Belma Turan, Department of Business Administration, the areas of geographic information systems, computer graphics and
University of Vienna, Chair for Production and Operations integer programming.
Management, Brünner Straße 72, 1210, Vienna, Austria,
[email protected], Karl Doerner, Richard Hartl, 2 - Generalized Complexity of Subsumption
Verena Schmid Arne Meier, Institut für Theoretische Informatik, Fakultät für
Elektrotechnik und Informatik, Universität Hannover,
We consider a real-world problem of delivering daily and weekly Appelstrasse 4, 30167, Hannover, Germany,
newspapers. The goal is to find a minimal number of vehicles that
serve the stores at minimum travel costs. Fairness regarding the num-
[email protected]
ber of stops per driver is obtained by minimizing the number of stops Description Logics are a well known concept not only in the area of
per route. The objective is represented as a weighted sum of these three databases but also in the semantic web in terms of the web ontology
terms. The problem is formulated as a Multi Depot Multi Period Vehi- language OWL 2. We turn towards the subsumption problem which
cle Routing Problem with Time Windows. A method inspired by ideas has been referred to as the key inference problem by Nardi and Brach-
of Large Neighborhood Search is developed to solve the problem. We man. Given two formulae A, B and a terminology T, this problem asks
present results on data based on benchmark instances. if A implies B in every satisfying model for T. We restrict the allowed
quantifiers as well as the Boolean functions and classify the compu-
3 - A multi-commodity Pickup-and-Delivery Problem tational complexity of these fragments. The Boolean restrictions are
Hipólito Hernández-Pérez, Estadística e Investigación defined through Post’s lattice using the term of clones.
Operativa, Universidad de La Laguna (Tenerife), C/
Astrofísico Francisco Sánchez s/n, 38271, La Laguna, 3 - A satisfiability-based approach for generalized tan-
Canarias, Spain, [email protected], Juan José Salazar glegrams on level graphs
González Andreas Wotzlaw, Institut für Informatik, Universität zu Köln,
Köln, Germany, [email protected], Ewald
The "multi-commodity Pickup-and-Delivery Traveling Salesman Speckenmeyer, Stefan Porschen
Problem" is a generalization of the well-known TSP in which cities
correspond to customers providing or requiring known amounts of m A tanglegram is a pair of trees on the same leaf set with matching
different products, and the vehicle has a given capacity. It is assumed leaves in the two trees joined by an edge. They are used in com-
that a specified product collected from a customer can be supplied to putational biology to compare evolutionary histories of species. We
any other customer that requires a quantity of this product. We intro- present a propositional logic based formulation of two combinatorial
duce a Mixed Integer Linear Programming model for the m-PDTSP, problems: the planar embedding and the crossing minimization prob-
discuss a decomposition technique and describe some strategies to lem. We show that our approach can handle cases with more than two,
solve the problem. Computational results are presented also. not necessarily binary, trees defined on arbitrary leaf sets. We conclude
with an experimental comparison of our technique and several known
4 - The Robust Vehicle Routing Problem with Stochastic heuristics for solving generalized binary tanglegrams.
Demand 4 - Satisfiability thresholds beyond k-XORSAT
Remy Spliet, Econometric Institute, Erasmus University Andreas Goerdt, Fakultät für Informatik, Technische
Rotterdam, Burgemeester Oudlaan 50, 3000DR, Rotterdam, Universität Chemnitz, 09107, Chemnitz, Germany,
Netherlands, [email protected], Adriana F. Gabor, Rommert [email protected], Lutz Falke
Dekker
We consider random systems of constraint equations of length k which
We consider a vehicle routing problem where a schedule has to be de- are interpreted as equations modulo 3: We show for k greater 15 that
signed before demand is known. Next, demand is revealed and we are the satisfiability threshold of such systems occurs where the 2-core
allowed to adjust the original schedule to ensure capacity constraints has density 1: The density is the number of equations divided by the
are satisfied. However, it is not allowed to differ too much from the number of variables. We show a similar result for random uniquely
original schedule. Difference is measured by counting arcs that are extendible constraints over 4 elements. Our results extend previous
used in the original schedule, but not in the adjusted schedule. We en- results of Dubois/Mandler for equations mod 2 and k = 3 and Conna-
countered this problem at Dutch retail chains. Too many adjustments, macher/ Molloy for uniquely extendible constraints over a domain of
distorts operations beyond what managers think is acceptable. We 4 elements with k = 3 arguments.
develop a heuristic based on the classical Cluster-First Route-Second
principle for the (Capacitated) Vehicle Routing Problem.

 WA-09
Wednesday, 8:30-10:00
 WA-08 RB-Zeta
Wednesday, 8:30-10:00
RB-Epsilon Graphs and networks I
Satisfiability and Hypergraphs Stream: Graphs and Networks
Invited session
Stream: Boolean and Pseudo-Boolean Optimization Chair: Nicolas Bourgeois, ESSEC Business School, 95000, Cergy,
Invited session France, [email protected]
Chair: Stefan Porschen, Fachgruppe Mathematik, Fachbereich 4,
HTW Berlin, Fachbereich 4, Treskowallee 8, 10318, Berlin, 1 - On tightness in the analyzis of Branch and Bound al-
Berlin, Germany, [email protected] gorithms.
Nicolas Bourgeois, ESSEC Business School, 95000, Cergy,
1 - Euler walks in uniform hypergraphs France, [email protected]
Zbigniew Lonc, Faculty of Mathematics and Information The running time of Branch-and-Bound algorithm is classically
Sciences, Warsaw University of Technology, pl. Politechniki bounded by the size of the recursion tree. Still, this analyzis fails to
1, 00-661, Warsaw, Poland, [email protected], Pawel capture the fact that instances do not meet worse case at every step.
Naroski Measure and Conquer was a first answer, showing how this upper

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WA-10 EURO 25 - Vilnius 2012

bound could be improved for several problems and algorithms. We model, the OEE only is reflecting a static image of the process effi-
display some classes of problems and algorithms where we prove that ciency. Since the influential variables can also be of stochastic nature
’Measure and Conquer’ analyzis cannot be tight as well, and purpose a our approach attempts to simulate these stochastic behaviors. It is ex-
new strategy to decrease the bound again. This includes, for example, amined, in particular, whether it makes more sense reducing the OEE
the most straightforward algorithms for maximum clique. variability than reducing its average value. The validation of the model
will be confirmed by industrial application.
2 - Moderatly exponential approximation for Feedback
Vertex Set. 2 - A Two Stage Solution Procedure of Stochastic Pro-
Emeric Tourniaire, Lamsade, Paris Dauphine University, gramming Problem for Production Planning with Ad-
75000, Paris, France, [email protected] vance Demand Information
Nobuyuki Ueno, Dept. of Management Information Systems,
A feedback vertex set of a graph is a set that hits every cycle. Find- Prefectural University of Hiroshima, 1-1-71 Ujina-Higashi,
ing a minimal vertex set is one of the original Karp’s problems, it is Minami-Ku Hiroshima-City, 734-8558, Hiroshima, Japan,
also APX-complete. On the other hand, some exponential algorithms
faster than 2n have recently been issued [Fomin et al., 2009], but the
[email protected], Koji Okuhara, Takashi Hasuike
upper bound they found in O(1.74n) remains quite intractable for large Under demand uncertainty, the production planning problem with in
instance. Following the paradigm defined by [Bourgeois, Escoffier and advance demand information is formulated as a nonlinear stochastic
Paschos, 2010], we design a branching algorithm which can solve this programming problem. Feasible direction and cutting plane methods
problem with (1+epsilon) approximation ratio with smaller exponen- have been proposed, but they need the gradient of the probability func-
tial time. tion. We propose a two stage solution procedure. First, an approximate
solution is obtained by solving iteratively a linear programming prob-
3 - Fast algorithms for finding specific subgraphs in Bi- lem. Then, a near-optimal solution is looked for close to the solution,
ology using problem convexity and meta-heuristics. The proposed procedure
obtains near-optimal solutions efficiently.
Marc Bailly-Bechet, Biology, LBBE - Université Lyon 1,
Lyon, France, [email protected] 3 - Stochastic bi-level programming of production plan-
Modern biology generates huge volumes of data that can be integrated ning in a reconfigurable aircraft fuselage assembly
using a network framework. One frequent question is to isolate in Yohanes Kristianto, production, university of vaasa,
these graphs structures of interest. Finding appropriate connected sub- yliopistonranta 10, 65101, vaasa, vaasa, Finland,
graphs turns out to be a prize-collecting Steiner tree problem, com- [email protected]
putationally intractable. We develop a message-passing, probabilistic
and distributed formalism, inspired from statistical physics, and apply Our research is motivated by a real life aircraft manufacturing. While
our algorithm to various datasets combination in the baker’s yeast. Our the assembly sequence is not flexible due to the size of the aircraft
algorithm can deal with large data sets, run in parallel and be adapted parts and space constraint of the assembly plant. We solve the prob-
to other problems in systems biology. lem as a two-stage stochastic program where the production routing
and scheduling have to be established in advance by anticipating the
future variations about manufacturing lead times and the demands. We
4 - Bipartite finite Toeplitz Graphs observe that the reformulation of the problem into a shortest path prob-
Sara Nicoloso, IASI-CNR, Viale Manzoni 30, 00185, Roma, lem reduces the iteration time of the solution by implementing a col-
Italy, [email protected], Ugo Pietropaoli umn generation.
Let n, a_1, ..., a_k be distinct positive integers: a finite Toeplitz graph 4 - Strategic capacity planning in a single-site produc-
is a graph with n vertices, two of which are connected by an edge iff tion system considering renewal, maintenanece, in-
the absolute value of the difference of their indices is a_1, a_2, ...,
or a_k. We characterize the whole family of bipartite finite Toeplitz ventory and cash-flow management under uncer-
graphs with k=3: the proved result completes the characterization of tainty
their chromatic number, and is based on a simple characterization of Ernest Benedito, Organitzacio d’Empreses, Universitat
bipartite finite Toeplitz graphs with k=2. In addition, we characterize Politècnica de Catalunya, C/ Mare de Deu de Nuria, 41-43,
some classes of bipartite Toeplitz graphs with k=4. 08017 Barcelona, Spain, [email protected]
We propose a mixed-integer linear program for strategic capacity plan-
ning of a single-site production system, under uncertainty. The model
takes into account the production planning, the inventory and cash-
 WA-10 flow management, and tax payments. A computational experience is
described and the results are explained. We propose a robust strategy to
Wednesday, 8:30-10:00 reduce the resolution time, by reducing the periods in which a capacity
RB-Theta decision can be taken.

Non-deterministic models 3
Stream: Production Management & Supply Chain  WA-11
Management (contributed)
Wednesday, 8:30-10:00
Contributed session
RB-Iota
Chair: Ernest Benedito, Organitzacio d’Empreses, Universitat
Politècnica de Catalunya, C/ Mare de Deu de Nuria, 41-43, 08017 Scheduling problems with additional
Barcelona, Spain, [email protected]
Chair: Frédéric Dugardin, LOSI, University of Technology of constraints
Troyes, 12, rue Marie Curie, 10010, Troyes, France, Stream: Realistic Production Scheduling
[email protected] Invited session
Chair: Roman Capek, Department of Control Engineering, Czech
1 - Performance analysis through stochastic OEE simu-
Technical University in Prague, Technicka 2, 12135, Prague,
lation Czech Republic, [email protected]
Werner Schroeder, Economics and Business Management,
Montanuniversität Leoben, Franz-Josef-Strasse 18, 8700, 1 - New heuristics for the permutation flowshop problem
Leoben, Styria, Austria, with flowtime minimization
[email protected], Markus Gram Ruben Ruiz, Departamento de Estadistica e Investigación
To reduce hidden losses is an important aim of manufacturing com- Operativa Aplicadas y Calidad, Universidad Politecnica de
panies. The OEE is a well known and widely used operating metric Valencia, Camino de Vera S/N, 46021, Valencia, Spain,
to measure losses. Due to the deterministic nature of the calculation [email protected], Quan-Ke Pan

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 EURO 25 - Vilnius 2012 WA-13

In recent years a large number of heuristics have been proposed for 1 - A decomposition approach to real-time train
the minimization of the flowtime in the permutation flowshop schedul- rescheduling
ing problem. This paper presents a comprehensive review and com- Leonardo Lamorgese, SINTEF, Forskningsveien 1, 0314,
putational evaluation as well as a statistical assessment of 22 existing
heuristics has been carried out. Five new heuristics are presented. The OSlo, Norway, [email protected]
comparison results identify the best existing methods and show that the
five newly presented heuristics are competitive or better than the best Train rescheduling consists in the definition of new schedules and pos-
performing ones in the literature for the permutation flowshop problem sibly new routes for trains when a deviation from the official timetable
with the total completion time criterion. occurs. This must be done quickly and the new solution should min-
imize (a measure of) the total deviation. In contrast with the classic
2 - A soft computing based approach to integrated pro- "holistic" approach, we show how to decompose the problem into a
cess planning and scheduling with setup and ma- station problem and a line problem. This decomposition allows the use
of different models which can take advantage of the features of specific
chine capacity considerations railway infrastructure. We solve to optimality a number of real-life in-
Filiz Şenyüzlüler, Industrial Engineering, Zirve University, stances from single-track lines in Italy.
Zirve Üniversitesi Mühendislik Fakültesi, Kızılhisar Kampüsü
27260 Gaziantep, 27260, Gaziantep, Turkey, 2 - Opportunities and challenges with new railway plan-
[email protected], Adil Baykasoğlu, Turkay Dereli ning approach in Sweden
The benefits gained from integrated process planning and scheduling Malin Forsgren, SICS, Box 1263, 16429, KISTA, Sweden,
in manufacturing industry motivated researchers to pay great effort [email protected], Martin Aronsson, Sara Gestrelius, Hans
on this subject. The present work investigates a new approach which Dahlberg
makes use of Baykasoglu’s grammatical representation of generic pro-
cess plans and clonal selection algorithm in order to integrate process Long lead times in railway planning can give rise to a significant dis-
planning and scheduling. In this approach Giffler&Thompson Algo- crepancy between the original plan and the traffic eventually operated,
rithm and VIKOR method is employed by considering setup times and resulting in inefficient utilization of capacity. Research shows that the
machine capacity constraints. Proposed approach is applied to some railway sector in Sweden would benefit from a different planning ap-
literature problems in order to analyze its performance. proach in which capacity consuming decisions are pushed forward in
time whenever possible. This approach is currently being implemented
3 - Blocking hybrid flow shop robotic cell scheduling at Trafikverket, the Swedish Transport Administration. With it follows
problem with unrelated parallel machines, machine a number of mathematical opportunities and challenges, some of which
eligibility constraints and multiple part types will be presented in this talk.
Seyda Topaloglu, Industrial Engineering, Dokuz Eylul
University, 35160, Izmir, Turkey, [email protected], 3 - A Rapid Branching method for the Vehicle Rotation
Atabak Elmi Planning Problem
Markus Reuther, Optimization, Zuse-Institut Berlin,
This paper addresses the robotic scheduling problem in blocking hy- Takustrasse 7, 14195, Berlin, Germany, [email protected], Ralf
brid flow shop cells with unrelated parallel machines, machine eligibil- Borndörfer, Thomas Schlechte, Steffen Weider
ity constraints, multiple part types, and a single robot to convey parts
between stages. Initially, a mixed- integer programming model is pro-
posed to minimize the makespan. Due to the complexity of the model, The Vehicle Rotation Planning Problem is to schedule rail vehicles,
a simulated annealing based solution approach is developed using a i.e., the rolling stock, in order to cover the trips of a given timetable by
new neighborhood structure based on block properties. The computa- a cost optimal set of vehicle rotations. The Problem integrates several
tional results demonstrate that the developed SA algorithm is efficient facets of railway optimization, i.e., vehicle composition, fleet manage-
for this problem. ment, maintenance constraints, and regularity aspects. We propose an
Rapid Branching algorithm that we are using to solve very large scale
4 - Resource constrained project scheduling problem instances given by our industrial partner DB Fernverkehr AG, which is
the largest intercity railway operator in Germany.
with alternative process plans and total changeover
cost minimization 4 - Railway transportation planning optimization
Roman Capek, Department of Control Engineering, Czech Jean Damay, Innovation & Research, SNCF, 40, avenue des
Technical University in Prague, Technicka 2, 12135, Prague, terroirs de France, 75611, Paris, France, [email protected],
Czech Republic, [email protected] Francis Sourd
We study the RCPSP problem with alternative process plans where the
goal is to minimize the total changeover cost given by all performed Our contribution consists in the optimization of the passenger railway
changeovers. A special attention is paid to the model that includes transportation supply in a specific area. Given on this area the pos-
deadlines and covers a possibility to define more alternative ways how sible train routings and the passenger traffic forecasts on a regular
to complete the project. A selection of activities present in the schedule day, the model provides to the carrier a transportation plan that re-
influences both decision (finding a feasible schedule) and optimization spects structural hard constraints, minimizes the violation of specific
problem. We propose a heuristic based on local search that is per- soft constraints, and optimizes the customer conveyance and the in-
formed in a shifting time window. The heuristic is able to handle large herent investment costs. The resolution is based on a decomposition
scale instances in an efficient manner. of this large problem and embeds OR technics such as mixed integer
programming, meta-heuristic, or list algorithms.

 WA-12
Wednesday, 8:30-10:00  WA-13
RB-Omicron Wednesday, 8:30-10:00
RB-Tau
Railway Optimization I
Uncertainty in Inventory Management
Stream: Optimization in Public Transport
Invited session Stream: Inventory Management
Chair: Gabrio Curzio Caimi, Netzentwicklung, BLS Netz AG, Invited session
Genfergasse 11, 3001, Bern, Bern, Switzerland, Chair: Mario Guajardo, Finance and Management Science, NHH
[email protected] Norwegian School of Economics, NHH, Institutt for
Chair: Marco Laumanns, IBM Research - Zurich, 8803, Foretaksøkonomi, Helleveien 30, 5045, Bergen, Norway,
Rueschlikon, Switzerland, [email protected] [email protected]

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1 - Forest biomass planning under uncertainty 2 - An Optimisation Model for Staff Planning in a Home
Mikael Rönnqvist, Département de génie mécanique, Care Organisation
Université Laval, G1V 0A6, Québec, Canada, Pablo Andrés Maya Duque, Environment, technology and
[email protected], Patrik Flisberg, Mikael Frisk technology management, University of Antwerp,
Stadscampus, S.B.513, Prinsstraat 13, 2000, Antwerp,
The interest in forest biomass has increased dramatic. Compared to tra- Antwerp, Belgium, [email protected], Marco Castro,
ditional forest logistics, an additional transformation, chipping, must
be planned. The demand at heating plants is uncertain with seasonal Kenneth Sörensen, Peter Goos
variations. This makes it difficult to coordinate the best use of re- In this talk, we present the core optimisation component of a decision
sources for harvesting, chipping, inventory and transportation. The support system that Landelijke Thuiszorg, a non-profit organisation
inventory management to secure supply is critical. Hence there is a that provides home care services for several provinces in Belgium, will
need for OR based decision support dealing with large scale opera- implement in order to assist the regional service planning. The optimi-
tions under uncertainty. We report on industrial case studies from the sation model takes into account assignment, scheduling and routing de-
Swedish forest industry. cisions simultaneously, while considering two objectives, namely the
service level and the travelled distance. A solution strategy based on
2 - Safety Stock Placement in Multi-Echelon Inventory a set partition formulation and a randomised local search is described
Systems - A Comparison of the Stochastic-Service and its performance is evaluated.
and Guaranteed-Service Approaches 3 - A Branch and Bound Algorithm for Pharmacy Duty
Thomas Wensing, INFORM GmbH, Pascalstr. 23, 52076, Scheduling Problem
Aachen, NRW, Germany, [email protected] Ozgur Ozpeynirci, Department of Logistics Management,
Izmir University of Economics, Sakarya Cad. No:156,
When demand is stochastic, one can think of two basic fulfillment-
policies for an inventory system. First, the system may fully capture Balcova, 35330, Izmir, Turkey, [email protected]
demand uncertainty and thus provide a constant (guaranteed) service In Turkey, the pharmacies provide service during the daytime of week-
time to the following levels. Second, uncertainty may only partially be days. At the nights of weekdays and at the weekends, only on duty
captured, meaning that the system’s supply process will be stochastic, pharmacies provide service. The pharmacy duty scheduling (PDS)
too. We analytically compare these two strategies based on a linear problem aims to assign duties to the pharmacies in the least costly
multi-echelon inventory system and indicate practical implications. way over a planning horizon. The PDS is multi-period facility location
problem with special side constraints and it is NP-Hard. We propose
3 - Inventory management and pooling of spare parts in a branch and bound algorithm and test the performance of the algo-
an energy company rithm on randomly generated instances. The study is supported by the
Mario Guajardo, Finance and Management Science, NHH Scientific and Technological Council of Turkey (TUBITAK).
Norwegian School of Economics, NHH, Institutt for 4 - A Mixed Integer Linear Program for Scheduling Prob-
Foretaksøkonomi, Helleveien 30, 5045, Bergen, Norway, lem
[email protected], Mikael Rönnqvist Lakhdar Djeffal, Universit Hadj-lakhdar, 05000, Batna,
We study the inventory of spare parts problem in an energy company,
Algeria, [email protected]
producer of oil and gas. Spare parts are stored in several plants, which Our work deals with a personal scheduling problem were the staff
control their inventory per separate based on a min-max system. We wishes and degrees of quality regarding their timetable are taken into
apply methods to decide control parameters for this system under the account. This optimization problem is modelled as a mixed integer lin-
fill rate constraint. We distinguish unit-size and lot-size demand cases, ear programming program. A solution algorithm based in branch and
based on several distribution models. After the control parameters are price procedure is then presented. Computational results are presented
found, we use them to analyze the impact of two main sources of sav- showing the ability of our algorithm to solve realistic instances and
ings: risk pooling among the plants and correcting inventory inaccu- comparison with other solution approaches.
racy coming from duplicate item codes.

 WA-15
 WA-14 Wednesday, 8:30-10:00
Wednesday, 8:30-10:00 RB-2101
RB-Omega
Vector and Set-Valued Optimization III
Workforce scheduling II Stream: Vector and Set-Valued Optimization
Stream: Timetabling and Rostering Invited session
Invited session Chair: Vicente Novo, Matematica Aplicada, Universidad Nacional
Chair: Lakhdar Djeffal, Universit Hadj-lakhdar, 05000, Batna, de Educacion a Distancia, Juan del Rosal no. 12, 28040, Madrid,
Algeria, [email protected] Spain, [email protected]
Chair: Elena Molho, Dipartimento di Scienze Economiche e
Aziendali, Università di Pavia, Via San Felice 5, 27100, Pavia,
1 - Solving the Integrated Physician and Surgery Italy, [email protected]
Scheduling Problem Under Stochastic Demand
Christophe Van Huele, Faculty of Economics and Business 1 - Accuracy functions and robustness tolerances in
Administration, Ghent University, Tweekerkenstraat 2, 9000, vector discrete optimization
Gent, Belgium, [email protected], Mario Yury Nikulin, Department of Mathematics and Statistics,
Vanhoucke University of Turku, Matematiikan laitos,Turun yliopisto,
Vesilinnantie 5, Luonnontieteiden talo, 20014, Turku, Finland,
We present a stochastic program to solve both the operating theatre
scheduling problem as the physician rostering problem. Both problems [email protected], Marko M. Mäkelä, Olga Karelkina
have received a huge amount of attention in literature, but the combi- A general vector combinatorial optimization problem is considered
nation remains untackled, largely due to complexity. The stochastic where individual linear cost functions are subject to small independent
integer programming formulation is created based on the most impor- perturbations. For the Pareto optimality principle appropriate defini-
tant objectives and restrictions of both problems. We analyze schedules tions of the worst-case relative regret and robust solution are specified.
after applying variation on the surgeries. Our experiments show some It is shown that these definitions are closely related to the concept of
interesting insights for physician roster schedulers as well as operating accuracy function. We also present formulae allowing the calculation
theatre scheduling managers. of robustness tolerances of a single cost vector.

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2 - On generalized well-posedness for vector optimiza- The multi-row facility layout problem is concerned with placing de-
tion partments along one or several rows so as to optimize objectives such
Ruben Lopez, Departamento de Matematica y Fisica as material handling and space usage.Significant progress has been
made in recent years on solving single-row problems to global op-
Aplicadas (DMFA), Universidad Catolica de la Santisima timality using semidefinite optimization. In our talk we present the
Concepcion, Alonso Ribera 2850, 409-0541, Concepcion, extension of the semidefinite programming approach to multi-row lay-
VIII Region, Chile, [email protected] out. Our computational results show that the proposed semidefinite
optimization approach provides high-quality global bounds in reason-
The aim of this work is to study notions of generalized well-posedness able time for double-row instances with up to 16 departments.
for vector optimization problems. To do this, we employ a recent no-
tion of approximate solution for vector optimization problems coupled 4 - A Branch-and-Price Approach for Sales Force De-
with a notion of variational convergence for vector-valued functions. ployment
3 - A notion of well-posedness in set-valued optimiza- Knut Haase, Institut f. Verkehrswirtschaft, Lehrstuhl BWL,
insb. Verkehr, Universität Hamburg, Von-Melle-Park 5,
tion
20146, Hamburg, Germany,
Elena Molho, Dipartimento di Scienze Economiche e
[email protected], Sven Müller
Aziendali, Università di Pavia, Via San Felice 5, 27100, Pavia,
Italy, [email protected], César Gutiérrez, Enrico The objective of sales force deployment is to maximize the total profit.
Miglierina, Vicente Novo In literature valid upper bounds are not provided. We propose a semi-
infinite binary model. The LP-relaxation is solved by column genera-
We study a notion of pointwise well-posedness in the setting of set tion. For the optimal objective function value of the LP-relaxation an
optimization. We study the properties of a scalarization of the set opti- upper bound is provided. Branch-and-Price is used to obtain a tight
mization problem in the sense of Gerstewitz that allows us to character- gap for the objective function value of the optimal integer solution.
ize the strict minimizers on a collection of cone-proper sets. We char- We propose contiguity constraints ensuring contiguous territories. The
acterize the well-posedness of the set optimization problem through largest instance comprises 50 potential locations and 550 sales cover-
the well-posedness, in the Tykhonov sense, of an associate family of age units: 1273 sec., gap < 0.01.
scalar optimization problems. Finally, we use a notion of quasicon-
vexity for set-valued maps in order to individuate a class of well-posed
problems.

 WA-17
Wednesday, 8:30-10:00
RB-2105
 WA-16
Wednesday, 8:30-10:00 Global Optimization 2
RB-2103
Stream: Global Optimization
Conic Optimization: Algorithms and Invited session
Applications Chair: Herman Mawengkang, Mathematics, The University of
Sumatera Utara, FMIPA USU, KAMPUS USU, 20155, Medan,
Stream: Linear and Conic Programming Indonesia, [email protected]
Invited session Chair: Dmitry Krushinsky, Department of Operations, University
Chair: Knut Haase, Institut f. Verkehrswirtschaft, Lehrstuhl BWL, of Groningen, Nettelbosje 2, 9747 AE, Groningen, Netherlands,
insb. Verkehr, Universität Hamburg, Von-Melle-Park 5, 20146, [email protected]
Hamburg, Germany, [email protected] Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
1 - Speeding up the spectral bundle method by solv- [email protected]
ing the quadratic semidefinite subproblems with a
1 - Modeling Super-flexibility Sustainable Distribution
PSQMR approach
Centre of a Supply Chain
Christoph Helmberg, Fakultät für Mathematik, Technische
Ronsen Purba, Mathematics Dept., STMIK Mikroskil
Universität Chemnitz, D-09107, Chemnitz, Germany,
Medan/Graduate School of Mathematics, University of
[email protected], Kim-Chuan Toh
Sumatera Utara, Jalan Thamrin No. 140 Medan North
The spectral bundle method is tuned to solving semidefinite programs Sumatera, Medan, Indonesia, [email protected]
(SDP) with large semidefinite matrix variables having constant or A supply chain is a network that performs the procurement of raw
bounded trace. For efficient bundle sizes, solving a quadratic semidef- material, the transportation of raw material to intermediate and end
inite subproblem by interior point methods formed the bottleneck so products, and the distribution of end products to retailers or customers.
far. We report on our experience with a preconditioned symmetric Super-flexibility is defined as the capacity to transform by adapting
quasi minimal residual (PSQMR) approach for computing the New- to new realities. So far, superflexibility has not been included in the
ton step in this interior point method like in the package QSDP. On our model of sustainable suply chain. In this paper we address a new opti-
test instances this results in significant savings. However, results are mization model to decide distribution centres based on super-flexibility
not yet satisfactory for cutting plane approaches. and environmental consideration.
2 - New results in copositive optimization 2 - Fish Processed Production Planning Under Uncer-
Mirjam Duer, Mathematics, University of Trier, 54286, Trier, tainty Considering Quality
Germany, [email protected] Tutiarny Naibaho, Mathematics, Quality University, FMIPA
Copositive programming (i.e., minimization of a linear function over USU, 20155, Medan, North Sumatera Province, Indonesia,
the cone of copositive matrices) is a highly useful tool to model non- [email protected]
convex quadratic problems, possibly even including binary variables. The goal in production planning is to meet customer demand. The
In this talk, we discuss some recent developments, such as copositivity major decisions are production and inventory levels for each product
tests, cutting plane algorithms and the relationship to Parrilo’s approx- and the number of workforce in each planning period. This paper con-
imation hierarchy. siders the management of small traditional business at North Sumat-
era Province which performs processing fish into several local seafood
3 - A Semidefinite Optimization Approach to Multi-Row products. The inherent uncertainty of quality to be met, leads the pro-
Facility Layout duction planning problem to a chance constraint programming model.
Philipp Hungerländer, University of Klagenfurt, Austria, We use scenario generation based approach for solving the model.
[email protected], Miguel Anjos

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3 - On multi-objective black box optimization of expen- In this paper we design a portfolio whose components are all currencies
sive objectives that are officially traded in Turkey. Based on the last five years daily
Vytautas Jancauskas, Vilnius University, LT-01513, Vilnius, data, the currencies lying outside the efficient frontier is excluded from
the analysis and then Sharpe Ratio function, whose independent vari-
Lithuania, [email protected], Antanas Zilinskas, ables are the weights of the corresponding currencies, is constituted.
Panos Pardalos Finally, the optimal weights maximizing this Sharpe Ratio function is
The problems are supposed non-convex, gradients not available; pos- found by using numerical optimization methods. This study can be
sible number of computations of objectives is relatively small. There- considered as one of the leading portfolio optimization works about
fore metrics used to evaluate algorithms should be defined correspond- the currencies traded in Turkey.
ingly. The selection of test functions representing real world expensive
multi-objective problems is discussed. Prospective of generalization 4 - Applications of portfolio theory to production plan-
of the algorithms, supposed to the single-objective global optimization ning for fish farms
of expensive problems, to the multi-objective optimization is analyzed
including Lipshitz approach, algorithms based on statistical models,
Marius Radulescu, Mathematical Statistics, Institute of
radial basis functions based algorithms. Mathematical Statistics and Applied Mathematics, Casa
Academiei, Calea 13 Septembrie, nr. 13, 050711, Bucharest,
4 - Optimality and multiobjectiveness of cell formation Romania, [email protected], Constanta Zoie
in group technology Radulescu, Sorin Radulescu
Dmitry Krushinsky, Department of Operations, University of
Groningen, Nettelbosje 2, 9747 AE, Groningen, Netherlands, The paper presents several single period portfolio selection models for
[email protected], Boris Goldengorin, Jannes Slomp production planning in fish farms. The aim of the models is to find
optimal fish production plans. A fish production plan is a couple (x,y)
In this talk we present an exact model for cell formation based on the formed by a binary matrix (denoted by x) that describes the alloca-
minimum multicut problem. We show that minimisation of intercell tion of fish species to pools and a vector y that describes the money
movement may not be appropriate as a sole goal. Several alternative allocations to pools. The objective functions and the constrains of the
objectives are proposed together with the ways of inserting them into models are the financial risk and the expected return of the fish pro-
the considered model. An industrial example is used for illustrative duction plans. In order to solve the models heuristic algorithms and
purposes. computer simulation is used.

 WA-20
Wednesday, 8:30-10:00  WA-21
RB-2113 Wednesday, 8:30-10:00
RB-2115
Portfolio Decision Analysis
Financial Service Management
Stream: Decision Making Modeling and Risk Assess-
ment in the Financial Sector Stream: Long Term Financial Decisions
Invited session Invited session
Chair: Marius Radulescu, Institute of Mathematical Statistics and Chair: Heinz Eckart Klingelhöfer, Managerial Accounting and
Applied Mathematics, Casa Academiei Române, Calea 13 Finance, Tshwane University of Technology, Building 12, Room
Septembrie nr.13, Bucharest 5, RO-76100, 050711, Bucharest, 117, Private Bag X680, 0001, Pretoria, Gauteng, South Africa,
Romania, [email protected] [email protected]

1 - Absolutely optimal portfolios 1 - Long-term Simulation of Investment Strategies

Gheorghita Zbaganu, Faculty of Mathematics and Informatics, Geraldine Tchegho, Faculty 7: Business Studies &
University of Bucharest, Academiei 14„ Bucharest, Romania, Economics; Department of Finance, University of Bremen,
[email protected], Marius Radulescu Hochschulring 4, 28359, Bremen, Germany,
Consider n risky assets. A portfolio is a n-dimensional vector whose [email protected], Thorsten Poddig
components represent the proportions of the sum owned by the investor
that are invested in assets. A portfolio x is called absolutely optimal if Pension funds and life insurance companies face the problem of long-
it realizes the maximum of the expected utility of its return for every term return guarantees, either as a promised return rate or any kind
concave utility function. The aim of the paper is to give characteri- of capital guarantee. Investors need to know how the return-risk-
zations of those financial markets for which a given portfolio is abso- profiles behave in the long run. We investigate vector autoregressive
lutely optimal. Here by a financial market we understand a random and Markov switching models as well as a simple random walk model
vector whose components are the random variables associated with the as benchmark to simulate asset returns using US macro economic data
rate of return of assets. from 1871-2011. We use a rolling estimation window to assess perfor-
mance and show that the different asset return simulation models lead
2 - Structured Portfolio Management under Ambiguity
to considerably varying results.
Jean-luc Prigent, ThEMA, University of Cergy-Pontoise, 33,
Bd du Port, 95011, CERGY-PONTOISE, France,
2 - Investments into Services
[email protected], Hachmi Ben Ameur
Heinz Eckart Klingelhöfer, Managerial Accounting and
In this paper, using results about martingale theory and convex analy- Finance, Tshwane University of Technology, Building 12,
sis, we determine the general optimal portfolio payoff within ambigu- Room 117, Private Bag X680, 0001, Pretoria, Gauteng, South
ity. We extend results of Leland (1980), Pflug and Wozabal (2007)
and generalize the robust optimization of Ben-Tal and Nemirovski
Africa, [email protected]
(1998,1999) by introducing the ambiguity index based on relative en-
tropy. Our findings have important applications in financial engineer- The paper investigates the characteristics of services and develops a
ing for the optimal design of financial structured portfolios. two-step approach for their valuation. The first step delivers the in-
dividually optimal service programme. The second step allows for
3 - Determination of the Optimal Weights in a Currency valuating investments into new services and for identification of the
Portfolio with Sharpe Ratio Maximizing Approach determinants of the investments price ceiling. The may be interpreted
as (corrected) net present values of the payments and the interdepen-
Celal Barkan Güran, Management Engineering, İstanbul
dencies arising from changes in the optimal programs. We use sensi-
Technical University, Ulus Sok. 11/8 Sezer Apt, Suadiye, tivity analysis and example to support these findings and to get more
34740, İstanbul, Turkey, [email protected], Oktay information on the effects of these determinants.
Taş

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 EURO 25 - Vilnius 2012 WA-24

3 - When to cut a tree The performance of Support Vector Regression (SVR) significantly de-
Fritz Helmedag, Economics, Technical University of pends on insensitive zone thickness, a penalty factor and kernel func-
Chemnitz, Chair VWL II, Thueringer Weg 7, 09107, tion parameters. The most popular algorithms for finding optimal pa-
rameters of SVR use optimization of cross-validation error function
Chemnitz, Germany, [email protected]
that is multiextremal in general case. We use global search algo-
For about two centuries, the optimal rotation period in forestry has rithm (based on information-statistical approach for global optimiza-
been debated intensively. According to the meanwhile prevalent opin- tion) to solve multiextremal optimization problem. The algorithm re-
ion, the so-called Faustmann condition solves the problem because it duces multidimensional problem to equivalent one-dimensional prob-
maximizes the present value of woodland. The result, however, con- lem by applying Peano-type space-filling curves.
tradicts the ’principle of maximum yield’, i.e. it is productively ineffi-
cient. The article develops Faustmann’s approach further and provides
an objective function suited to reconcile available cutting rules.

4 - When to cut a tree given sustainability constraints

Thomas Burkhardt, Campus Koblenz, IfM, Universitaet  WA-24
Koblenz-Landau, Universitätsstr. 1, 56070, Koblenz, Wednesday, 8:30-10:00
Germany, [email protected] CC-A11
In a remarkable paper Helmedag analyzes the problem when to cut a
tree and derives an optimality condition which is independent of the Data Mining and Decision Making
interest rate, as opposed to the well known Faustmann approach. We
discuss this approach and claim that a proper inclusion of sustainability Stream: Data Mining and Decision Making
constraints resolves the contradiction.
Invited session
Chair: Benjamin Gotthardt, Department of Mathematics and
Scientific Computing, Uni Graz, 8010, Graz, Styria, Austria,
[email protected]
 WA-23
Wednesday, 8:30-10:00
1 - Development of Traffic Accidents Prediction Model
RB-Delta
with Neural Networks
Optimization in Machine Learning Muhammed Yasin Çodur, Engineering/civil, Ataturk
University, Ataturk University Engineering Faculty Civil
Stream: Convex Optimization Engineering department no :224, 25240, Erzurum, Turkey,
[email protected], Ahmet Tortum
Invited session
Chair: Ronny Luss, Sierra Project Team, INRIA, France,
Road traffic accidents continue to be a major problem in Turkey. It
[email protected] is important to clarify the relationship between traffic accidents and
Chair: Vadim Strijov, Russian Academy of Sciences, Computing various influencing factors in order to reduce the number of traffic ac-
Center, Vavilova 42-268, 119333, Moscow, Russia, Russian cidents. The data was collected on the Turkey/Erzurum Highways. In
Federation, [email protected] order to minimize the uncertainty of the data, neural network theory
were applied. The neural network theory can provide fair learning per-
1 - Application of cutting plane methods in machine formance by modeling the human neural system mathematically. In
conclusion, this study focused on the practicability of the neural net-
learning work theory for traffic safety analysis.
Vojtech Franc, Department of Cybernetics, Czech Technical
University in Prague, FEE, Technicka 2, 16627, Prague,
Czech Republic, [email protected] 2 - Multi product Newsvendor-problem - solution with
NCP and a non-trivial effect
Cutting plane methods are optimization techniques that incrementally Benjamin Gotthardt, Department of Mathematics and
construct an approximation of a feasible set or an objective function by
linear inequalities called cutting planes. Numerous variants of this ba- Scientific Computing, Uni Graz, 8010, Graz, Styria, Austria,
sic idea are among standard tools used in convex nonsmooth optimiza- [email protected], Marc Reimann
tion. Recently, cutting plane methods have seen growing interest in the
field of machine learning. We describe basic theory behind these meth- This talk investigates a multi product Newsvendor-problem with two
ods and show several of their applications to solving machine learning limited capacity sources. Under uncertain demand the solution con-
problems. We concentrate on learning structured output classifiers and tains the production strategies (speculative, reactive, dual or no pro-
their applications in computer vision. duction) and the produced quantities for each product. Until now only
models governed by one limited capacity are known in literature. In the
2 - Sparse Rank-One Matrix Approximations: Convex solution proces a non-trivial effect was found: With decreasing level
Relaxations, Direct Approaches, and Applications to of one capacity (other one kept constant), a back-and-forth switch be-
Text Data tween production strategies occurs. Due to the special structure of the
Ronny Luss, Sierra Project Team, INRIA, France, Newsvendor an NCP is used to solve it.
[email protected], Marc Teboulle
The sparsity constrained rank-one matrix approximation problem is a 3 - A cash flow and profitability monitoring system for
difficult mathematical optimization problem arising in a wide array of retailers in the greek pharmaceutical industry
useful applications. We survey a variety of approaches including con- George Marinakos, Engineering Sciences, University of
vex relaxations and direct approaches to the original nonconvex for- Patras, 26500, Patras, Greece, [email protected],
mulation. Convex relaxations are solved by applying fast first-order Sophia Daskalaki, Theodor Drinias, Kostas Tsekouras
methods, while the direct approach builds on the conditional gradient
method. Numerical experiments and applications with text data will be
given. We present a cash flow and profitability monitoring solution designed
for Greek pharmacies. It relates accounting entries with credit time
3 - Optimizing support vector regression parameters by and so reflects the times of cash flows for a business unit. The equa-
using global search algorithm tions take into account attributes that affect liquidity. Monthly inflows
Alexey Polovinkin, Computational Mathematics and and outflows are represented by equations that eventually build the liq-
uidity curve and the cash flow balance overtime. The model has an
Cybernetics, Nizhny Novgorod State University, Nizhny
ambitious and useful purpose, to inform and consult the owners of the
Novgorod, Russian Federation, business units and the other members of the pharmaceutical chain and
[email protected], Konstantin Barkalov, Nikolai thus reduce financial risk for the chain.
Zolotykh, Iosif Meyerov, Sergey Sidorov

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WA-25 EURO 25 - Vilnius 2012

4 - Preference Modelling and Market Price Forecasting 4 - An evaluation of the European CCS potential
with Causal-Retro-Causal Neural Networks Olivia Ricci, Orleans Economic Laboratory, University of
Hans Georg Zimmermann, Corporate Technology CT T, Orleans, 45067, Orleans, France, [email protected],
Siemens AG, Otto-Hahn-Ring 6, 81730, München, Germany, Sandrine Selosse
[email protected], Ralph Grothmann, Carbon negative biofuels could be obtained if a carbon capture and ge-
Christoph Tietz ological storage (CCS) chain is applied to their production. This study
evaluates the potential of biofuels-CCS in the transport sector in order
Forecasting of market prices is a basis of rational decision making. to limit temperature increase as far below 2C as possible. This analysis
Recurrent neural networks offer a framework for modelling temporal is conducted with the multiregional TIAM-FR optimization model.
developments. Causality explains the present state of a system by fea-
tures, which are prior to the current state. Looking for alternatives, we
remember that markets are human made dynamical systems. In mi-
croeconomics we describe human behaviour with utility functions. If
we know the human reward function, we could describe the behaviour
of the market participants and thus the market by retro causal equa-
 WA-26
tions. This approach improves the forecasting accuracy. Wednesday, 8:30-10:00
CC-A24

OR and Environmental Management

 WA-25 Stream: OR and Environmental Management
Wednesday, 8:30-10:00 Invited session
CC-A23 Chair: Ralf Gössinger, Business Administration, Production and
Logistics, University of Dortmund, Otto-Hahn-Str. 6, 44227,
Future role of nuclear Dortmund, Germany, [email protected]
Stream: Long Term Planning in Energy, Environment Chair: Michael Kaluzny, Business Administration, Production and
Logistics, University of Dortmund, Germany,
and Climate [email protected]
Invited session
Chair: Nicklas Forsell, CMA, CMA, France, 1 - A Modified Cross Entropy Method for the Optimiza-
[email protected] tion of an Environmentally Sustainable Supply Chain
Ali Eshragh Jahromi, School of Mathematical Sciences, The
1 - Future challenges for the French power generation University of Adelaide, North Terrace Campus, 5005,
paradigm Adelaide, South Australia, Australia,
Edi Assoumou, Centre de Mathematiques Appliquees, Mines [email protected], Behnam Fahimnia
ParisTech, Sophia Antipolis, France, We develop an optimization model that minimizes the overall supply
[email protected], Vincent Mazauric, Nadia chain costs while explicitly incorporating multiple environmental per-
Maïzi formance measures including carbon emission, energy consumption
and waste generation. A modified Cross-Entropy solution approach is
In the late 80’s France shifted from fossil fuel consumption to electric- designed to determine the optimal production and distribution strate-
ity due to its nuclear power plants electricity producing capacity. We gies for the proposed environmentally sustainable supply chain. Lastly,
propose to examine the consequences of this shift in terms of long term numerical results from the model implementation in a real world case
energy policy in France. We apply an updated TIMES-FR model that study are analyzed and interesting practical and managerial implica-
optimizes energy systems with explicit descriptions of the technologies tions are discussed.
used. Through scenarios that reflect different nuclear policies, we il-
lustrate the impact of future energy choices on the evolution of French 2 - Resilience of the smart meter-enabled electricity
electricity generating system for the 2050 horizon and assess the ques- supply chains
tion of reliability of the system
Behzad Samii, Operations and Technology Management
2 - Looking Japan energy future after the 11th March Center, Vlerick Research, Reep 1, 9000, Gent, Belgium,
2011’s earthquake [email protected], Hakan Ümit
Adrien Wacziarg, EPI, EDF, 75, Paris, France, Controlling demand is one of the most effective —yet hard to reach-
[email protected], Nadia Maïzi, Prabodh ways to achieve resilience in any supply chain. In electricity supply
Pourouchottamin chains, fortunately, the real-time consumption data provided by the
smart meters can be instrumental in designing mechanisms to flatten
The scope of the study is to investigate the consequences of the Great demand (i.e. resilience by variability reduction) during the peak hours.
East Japan Earthquake on the energy future of Japan and elsewhere, In this study, we use actual consumption data (recorded by the smart
while conducting prospective studies. One important focus will be meters in two Belgian tows during the summer of 2011) to propose
Japan’s possible long term evolution, beyond the current post-crisis and compare subscribers’ segmentation mechanisms based on the 15-
climate. This will lead to a better understanding of how other coun- minute and 24-hour meter reading frequencies.
tries, most notably western will change and the parameters that comes
into play. 3 - Value co-creation system for B2B service: A case
study on after-sales service of electric power indus-
3 - Critical Analysis of "Energy 2050" report: An try
overview of the French electricity mix Nobuhiko Nishimura, Faculty of Economics, Nagasaki
Renaud Dudouit, MINES ParisTech, 06904, Sophia Antipolis University, 4-2-1, Katafuchi, 850-8506, Nagasaki, Japan,
Cedex, France, [email protected] [email protected]
In wake of the Fukushima accident and national targets to reduce the The service proposal process in B2B sector still has been carried out
greenhouse gases emissions, Questions are being raced concerning mainly by experienced service engineers. The objective of this re-
how the French electricity mix will evolve. "Energy 2050’ report tries search is to establish efficient value co-creation process of the B2B
to answer these questions by studying 4 scenarios of nuclear produc- service for the after-sales service of electric power plants. A number
tion: extension of the operation of today’s nuclear power plants, accel- of service proposal documents were disassembled into elemental ser-
eration of 3rd generation (European Pressurized Reactor) deployment, vice components using the text mining. Each service proposal was
reduction of nuclear power capacity, and exit of the nuclear power. characterized as the integration of each elemental service component.
This study will analyze these different scenarios and evaluate their im- Then the causal relation of the criteria to the business circumstances
pact on the future French electricity mix. was modeled with Bayesian network approach.

184
 EURO 25 - Vilnius 2012 WA-28

4 - Energy price models: Regime switching with cluster- are sellers’ factors. Portfolios of these five factors are examined with
ing techniques respect to motivation to purchase in e-stores using an experimental de-
Baptiste Salasc, R&D, Air Liquide, Centre de recherche sign scheme. The attitude of buyers toward risk is examined using
Zukerman’s sensation questionnaire.
Claude & Delorme, 1, chemin de la porte des Loges B.P 126,
78354, Jouy-en-Josas, France, 4 - A multicriteria decision scheme for water pipe re-
[email protected], Steven Gabriel, Yohan Shim placement prioritization
Energy prices present different commonly known smooth features, like Youssef Tlili, GESTE, ENGEES, 1 Rue Quai Koch, 67000,
mean reversion, troubled by highly volatile periods in the occurrence Strasbourg, France, [email protected], Amir Nafi
of unexpected jumps, spikes or structural breaks. The purpose of this
work is to investigate the possibility to apply clustering methods used The goal of this study is to identify a reliable replacement policy for
in data mining (k-mean, k-median) to the detection and reproduction of pipes of a water distribution system. The paper deals with two topics:
one of the specific features of energy prices: the regime switching. The 1) Asset management of water networks which is based on the priori-
application of clustering techniques to energy price regime switching tization of pipes that require an urgent intervention for the rehabilita-
models improved significantly the robustness of the underlying mean tion or replacement. 2) Decision-making concerning the classification
reversion model parameters estimation of pipe candidates for renewal through the comparison between two
kinds of aggregation methods: a) sophisticated methods or models, b)
simple understandable schemes.

 WA-27
Wednesday, 8:30-10:00  WA-28
CC-A25 Wednesday, 8:30-10:00
Decision Support Systems CC-A27

Stream: Decision Support Systems OR Military Applications

Invited session Stream: OR in Military, Safety and Security Applica-
Chair: Pascale Zaraté, Institut de Recherche en Informatique de tions
Toulouse, Toulouse University, 118 route de NarBonne, 31062, Invited session
Toulouse, France, [email protected]
Chair: Ana Isabel Barros, Military Operations, TNO, POBox
96864, 2509 JG, The Hague, Netherlands, [email protected]
1 - Decisions, processes, and decision processes for
Chair: Herman Monsuur, Faculty of Military Sciences,
enabling risk sharing and performance creation at Netherlands Defence Academy, P.O. Box 10.000, 1780 CA, Den
the buyer-supplier interface Helder, Netherlands, [email protected]
Kristian Rotaru, Accounting and Finance, Monash University,
Australia, 900 Dandenong Rd, 3145, Caulfield East, Victoria,
1 - Taking uncertainty into account in Unmanned Aerial
Australia, [email protected], Carla
Wilkin, Leonid Churilov Vehicle tour planning
Lanah Evers, Defence, Security and Safety, TNO, P.O. Box
We investigate how, through alignment of risk-performance objective 96864, 2509 JG, The Hague, Netherlands,
trade-offs and underlying business processes, risk sharing and perfor- [email protected], Kristiaan Glorie, Suzanne van der Ster,
mance creation can be enabled at the buyer-supplier interface in col- Ana Isabel Barros, Herman Monsuur
laborative supply chain processes. This is achieved by extending the
Risk-Aware Value-Focused Process Engineering modeling methodol- Unmanned Aerial Vehicles (UAVs) are used to gather information for
ogy to formally represent value creation mechanisms that are driven both civilian and military purposes by capturing imagery of specific
by both performance improvement and risk minimization objectives of locations in the area of interest. We model this problem as the orien-
buyers and suppliers and align these mechanisms with process compo- teering problem. To cope with environmental dynamics, we introduce
nents at the buyer-supplier interface. the Two Stage Orienteering Problem (TSOP), which accounts for the
effect of fuel uncertainty on the tour information gain. Using stochas-
2 - Modelling to generate alternatives using biologically- tic programming we formulate and solve the TSOP and show that the
inspired algorithms resulting tours have a higher expected tour information gain than tours
Julian Scott Yeomans, OMIS, Schulich School of Business, resulting from a robust optimization approach.
York University, 4700 Keele Street, SSB S338, M3J 1P3,
2 - Multi objective decision analysis for fighter
Toronto, Ontario, Canada, [email protected],
Raha Imanirad squadrons flight scheduling problem
Mehmet Durkan, Turkish Staff College, Turkey,
In solving real-world programming applications, it is preferable to gen- [email protected]
erate numerous alternatives providing disparate perspectives. They
should possess near-optimal measures to all known modelled objec- Flight scheduling in fighter squadrons is a hard and complicated prob-
tive(s), but be different in their system structures. Biologically-inspired lem which comes with a dynamic environment and multiple decision
modelling-to-generate-alternative algorithms are particularly efficient makers. Using pilots as machines and missions to be flown as jobs, it
at creating multiple solution alternatives that both satisfy required sys- can be solved like an assignment problem. In this research, the Value
tem performance criteria and yet remain maximally different in their Focused Thinking method is applied to build a decision analysis model
decision spaces. Efficacy of some bio-inspired methods is demon- to help decision makers in fighter squadrons evaluate the mission-pilot
strated on some applications. matches. The model is used not only for evaluating matches but also
for ordering assignments to see priorities and proved to be helpful and
3 - The Role of product factors, sellers’ factors and atti- accelerated the assignment matching process.
tude toward risk on e-store purchasing
Arik Sadeh, Management of Technology, Holon Institute of 3 - Determining maintenance manpower requirements
Technology, 52 Golomb Street, P.O. Box 305, 58102, Holon, for aircraft units
Israel, [email protected] Nicole van Elst, TNO - Defense, Security and Safety, POBox
96864, 2509 JG, The Hague, Netherlands,
The willingness to purchase products in e-stores is examined. Three [email protected], Wouter Noordkamp
aspects of purchasing are explored: (1) the role of product factors, (2)
sellers’ factors and (3) the attitude of buyers toward risk. The product When introducing a new weapon system the required maintenance
factors are quality and price of a given product while accurate prod- manpower levels is an important issue. This paper describes how the
uct description, on-line seller accountability, and privacy and security Dutch manpower that is required to guarantee future F-35 operations

185
WA-29 EURO 25 - Vilnius 2012

has been calculated using simulation. Due to the nature of defense op- The proposal for improvement of the Three-Way perceptual map using
erations it is nearly impossible to compensate for shortages. Thus Mea- MDS involves the separation of the judges in homogeneous clusters,
sures of Effectiveness (MOEs) to determine whether the manpower so that more than one perceptual map of the group of judges will be
levels are adequate may not be based on averages. We describe which generated. The validation of clusters was performed with an Ex-ante
MOEs are used and how the required number of replications has been indicator of quality. The Final configurations obtained for each clus-
determined, since confidence intervals could not be used. ter were tested for effective separation of centroids within objects. The
separation ratio generated an Ex-post indicator of quality of the separa-
4 - Lifetime management of defence fleet capability tion of clusters. The results showed that the use of two or three clusters
Patrick Tobin, Arts and Sciences, Australian Catholic were optimal in most cases.
University, St Patricks Campus, Victoria Pde Fitzroy, 3065,
Melbourne, Victoria, Australia, [email protected]
Efficient management of defense fleet capability and effective mainte-
nance and replacement of assets over a variety of time horizons is an
important operational issue affecting various types of platform. Many
 WA-30
common features exist in studying all of these assets (platforms) in- Wednesday, 8:30-10:00
cluding efficient maintenance on a scheduled basis, dealing effectively CC-A31
with unscheduled maintenance and addressing long term sustainability
of capability which meet budget targets and use constraints. We look Scheduling Applications
at various approaches to the problem. Difficulties arise in each type of
approach which tackles this aspect.
Stream: Emerging Aspects of Production Planning in
Continuous Process Industries: Theory, Optimization,
and Practice
Invited session
 WA-29 Chair: Krystsina Bakhrankova, Applied economics, SINTEF -
Wednesday, 8:30-10:00 Technology and society, Box 4760 Sluppen, S. P. Andersens veg 5,
CC-A29 7465, Trondheim, Norway, [email protected]
Data Mining 1 - Single machine scheduling with due dates and per-
Stream: Optimization and Data Mining ishable raw materials
Jean-Charles Billaut, University of Tours, 37200, Tours,
Invited session
France, [email protected], Federico Della
Chair: Erik Kropat, Department of Computer Science, Universität Croce, Patrick Esquirol, Jean-François Tournamille
der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577,
Neubiberg, Germany, [email protected] We consider a single-machine scheduling problem. Each job is char-
acterized by duration, a due date and a quantity, corresponding to a
1 - Exact and heuristic algorithms based on Support raw material. All jobs require the same product, which is character-
Vector Machine for Feature Selection with applica- ized by a volume per vial and life duration after opening. We search
for a schedule, minimizing the quantity of lost product and satisfying
tion to Financial Problems a given value of the maximum lateness. This NP-hard problem comes
Renato De Leone, School of Science and Technologies, from a chemotherapy production, where perishable active agents are
Università di Camerino, via Madonna delle Carceri 9, 62032, required for the realization of medical drugs. Efficient solution meth-
Camerino, MC, Italy, [email protected], Sonia De ods based on integer linear programming are proposed.
Cosmis
2 - Optimum cost blending application in flour mills
SVMs are tool belonging to the class of supervised learning methods Mehmet Akif Sahman, Selcuk University, Turkey,
that can solve Regression and Feature Selection Problems. Robustness [email protected], Abdullah Oktay Dundar, Adem
can be incorporated to address the issue of uncertainties and bounded
variability in the data.In this talk we will present new heuristic algo- Alpaslan Altun
rithms for Robust Support Vector Regression and Feature Selection.We
will show that, the use of Simulated Annealing allows to efficiently The quality and trade-off optimization of the product produced at flour
select a subset of features,moreover, the use of robustness slightly de- mills is a significant problem. In this study, the most appropriate cost
creases the quality of the solution in the training set while improving blending decision in producing flour suitable to the quality sought by
the quality for the test set. customers from among various varieties and qualities of wheat was
realized by using linear programming (the Big M method). The appli-
2 - Arrhythmia Classification via Mathematical Program- cation was coded from among the object-oriented programming lan-
guages, Visual C#. Based on the results obtained, it was observed that
ming the linear program produced optimal value solutions that were rapid
Emre Çimen, Industrial Engineering, Anadolu Universty, and decisive.
Anadolu Üniversitesi İki Eylül Kampüsü Endüstri
Mühendisliği no:106, 26000, Eskişehir, Turkey, 3 - Production Scheduling in Batch Process Industries
[email protected], Gurkan Ozturk Using Timed Automata Models
Heart diseases are killing millions every year. A lot of people lose Subanatarajan Subbiah, Dept. of Biochemical and chemical
their lives due to failure of diagnose heart disease earlier. Therefore, engineering, Technische Universität Dortmund, Emil-Figge
early detection of arrhythmia which is significant portion of heart dis- strasse 70, 44227, Dortmund, NRW, Germany,
eases can be defined as a classification problem. The aim of this study [email protected], Christian
is to develop a arrhythmia classifier based on mathematical program- Schoppmeyer, Sebastian Engell
ming which consists of k-means clustering algorithm and polyhedral
conic functions. Proposed classifier is tested on Mit — Bih and UCI
The approach to model complex scheduling problems in the process
Arrhythmia databases.
industries by timed automata (TA) and to solve them using reachabil-
3 - Proposal for generation of the three-way Perceptual ity analysis is presented. The machines and the jobs are modeled as
sets of TA in a modular fashion and are composed to form a global
Map using non-metric Multidimensional Scaling with automaton (GA) - directed graph. The GA has an initial node where
clusters no task has been started and at least one target node where all tasks
Moacyr Machado Cardoso Junior, Production Department, to produce the products have been finished. Each path from the initial
Aeronautics Institute of Technology - ITA, R Licinio node to a target represents a schedule and a cost optimal reachability
Rodrigues Alves 114, Chácara Jafet, 08730661, Mogi das analysis is performed to compute the optimal schedule.
Cruzes, São Paulo, Brazil, [email protected], Rodrigo Scarpel

186
 EURO 25 - Vilnius 2012 WA-34

 WA-32 1 - Logistics significance of wood product manufactur-

Wednesday, 8:30-10:00 ing on competitiveness based management
Kristine Fedotova, Civil construction and real estate
CC-A34
economics, Riga Technical University, Meza 1/7-212,
DEA and Performance Measurement: LV-1048, Riga, Latvia, [email protected], Ineta
Geipele, Sanda Geipele
Methodology 4 Topicality is associated with the important contribution of wood prod-
ucts manufacturing in Latvian economy. Important role in develop-
Stream: DEA and Performance Measurement (con- ment of wood products manufacturing has improvement of wood prod-
tributed) ucts manufacturing that includes acceptance of strategic management
Contributed session decisions and solutions for wood resource flow optimization through-
out wood products added value chain, as well as an interference with
Chair: Cecilio Mar-molinero, Kent Business School, University of related industries. Solutions of logistics issues play leading role in in-
Kent, KBS, University of Kent, CT2 7PE, Canterbury, Kent, creasing manufacturing management by providing options of product
[email protected] manufacturing cost optimization.

1 - On the properties of a linear transformation of vari- 2 - Structural Reliability Analysis and Decision Support
ables in Data Envelopment Analysis Applying Probabilistic Methods
Abolfazl Keshvari, Aalto University School of Economics, Robertas Alzbutas, Lithuanian Energy Institute, Kaunas
Finland, [email protected], Pekka Korhonen University of Technology, LT-44403, Kaunas, Lithuania,
[email protected], Gintautas Dundulis
We consider the problem of making a linear transformation of vari-
ables in DEA. When a linear transformation is nonsingular, no prob- A probability-based modelling approach was developed to analyze re-
lems arise provided the efficient frontier is re-defined. Instead, prob- liability of critical structures and to support decisions for managing of
lems ensue, if a linear transformation is singular. This is the case, when uncertainty. If parameters of structural model are uncertain, then this
we reduce the number of variables. Using the geometrical structure of randomness is taken into account. As example the parameters impor-
DEA, we show how different sets of variables can change the domi- tant for structural integrity are analysed. The finite element method is
nance cones and affect the efficient frontier. We will consider various used for the deterministic analysis of strength and then applying proba-
dimension reduction methods applied in DEA and point out that a user bilistic methods the parameters under uncertainty were taken into con-
has to be very careful in choosing the method. sideration and probabilities of structural failure were estimated.

2 - Classifying Inputs and Outputs Based on TOPSIS 3 - Model of structure solution selection for the sustain-
Method Using Modified DEA Model able building’s design
Sahand Daneshvar, Industrial Engineering, Eastern Klaus Holschemacher, Faculty of Civil Engineering and
Mediterranean University, North Cyprus (via Mersin 10 Architecture, HTWK Leipzig, Karl-Liebknecht-Strasse 132,
Turkey), 5555, Gazimagusa, Famagusta, Turkey, 04277, Leipzig, Germany,
[email protected], Gokhan Izbirak [email protected], Ernestas Gaudutis,
Jolanta Tamosaitiene
In conventional data envelopment analysis, it is assumed that the input
versus output status of any particular performance measure is known. The aim of sustainable development is to minimize the ecological dam-
In some situations, finding the status of some variables from the input age resulting from infrastructure creation, operation and maintenance,
or output point of view is very difficult; these variables are treated as reduce the ecological footprint of human activities. Many concepts
both inputs and outputs and are called flexible measures. In this paper of sustainable design aren’t properly estimated in high rise buildings
the CCR Model, modified by facet analysis, and TOPSIS Method are design process. The objective of this research is to demonstrate how
used for classifying inputs and outputs based on Cook and Zhu (2007), simulation can be used to reflect fuzzy inputs, which allows more com-
for specifying the input versus output status of flexible measures. plete interpretation of model results. Authors discuss on advantages
and disadvantages of presented sustainable high rise building structural
3 - Weights in the multi-activity DEA model system selection model.
Cecilio Mar-molinero, Kent Business School, University of
4 - Selection of the rational modernization measures:
Kent, KBS, University of Kent, CT2 7PE, Canterbury, Kent,
[email protected], Fabiola Portillo, Diego Prior Case of art school modernization in Birstonas city
Tatjana Vilutiene, Department of Construction Technology
The standard DEA model assumes that the units to be assessed per- and Management, Vilnius Gediminas Technical University,
form a single activity by using inputs to generate outputs. The multi-
activity DEA model allocates efficiency scores to each one of the ac- Sauletekio ave. 11, LT01001, Vilnius, Lithuania,
tivities that are jointly performed, but there is a cost: the formulation [email protected], Česlovas Ignatavičius
becomes non-linear. We discuss the difference between the standard Significant reduction of energy costs, improvement of building indoor
and linearized model within a micro-economic theoretical framework, comfort conditions, reduction of pollution of the environment, im-
and use Karush-Kuhn-Tucker theory to demonstrate that the linearized provement of aesthetic appearance of the building and extending the
and the standard model only produce the same results if the units being lifetime of the building are important issues of modernization. This
assessed are 100% efficient at all activities. article presents the analysis of energy saving measures for art school
in Birstonas, Lithuania. Objective of the study is to select appropriate
energy saving measures by comparison of packages of energy saving
measures.

 WA-33
Wednesday, 8:30-10:00
CC-A37  WA-34
Wednesday, 8:30-10:00
Sustainable Development in Civil
CC-A39
Engineering and Multi-attribute Decision
Making Solution concepts for TU-games
Stream: OR for Sustainable Development Stream: Cooperative Game Theory
Invited session Invited session
Chair: Tatjana Vilutiene, Department of Construction Technology Chair: Ilya Katsev, St. Petersburg Institute for Economics and
and Management, Vilnius Gediminas Technical University, Mathematics, Russian Academy of Sciences, Tchaikovsky st. 1,
Sauletekio ave. 11, LT01001, Vilnius, Lithuania, 191187 St. Petersburg, Russia, 195067, Saint-Petersburg, Russian
[email protected] Federation, [email protected]

187
WA-35 EURO 25 - Vilnius 2012

1 - The [0,1]-nucleolus in 3-person cooperative TU- 1 - A proposal for redesign of the FedEx Cup playoff se-
games ries on the PGA TOUR
Nadezhda Smirnova, International Banking Institute, Russian Chris Potts, School of Mathematics, University of
Federation, [email protected], Svetlana Southampton, Highfiled, SO17 1BJ, Southampton,
Tarashnina Hampshire, United Kingdom, [email protected],
Nicholas Hall
We investigate a new solution concept of a cooperative TU-game called
the [0,1]-nucleolus in a class of 3-person TU-games. We construct ana- We propose a new design for The TOUR Championship, the final event
lytical formulas for calculation of the solution. Early it has been proved of the FedEx Cup playoff series on the PGA TOUR, whereby the tour-
that the [0,1]-nucleolus contains the prenucleolus, the SM-nucleolus nament is a strongly seeded match play event. We validate our design
for arbitrary 3-person TU-games and the modiclus for balanced games. by estimating the probability that a player with a particular rank en-
So, the obtained formulas are hold for them as well. tering The TOUR Championship finishes in various positions in the
FedEx Cup standings. A match play format is chosen because it is
closer to the spirit of a playoff event than stroke play. We discuss how
2 - The lexicographic prekernel our proposal achieves the various objectives outlined by PGA TOUR
Elena Yanovskaya, Game Theory and Decision Making, Commissioner Tim Finchem about a possible redesign.
St.Petersburg Institute for Economics and Mathematics, RAS,
Tchaikovsky st. 1, 191187, Saint-Petersburg, Russian 2 - The pooling of sports teams in parallel competitions
Federation, [email protected] Dennis Van den Broeck, MOSI, VUB, P.P. Rubensstraat 9,
1880, Kapelle-op-den-Bos, Belgium, [email protected]
The lexicographic prekernel of a cooperative game with transferable
utilities lexicographically minimizes the maximal surpluses of one Although the organization of sports competitions is widely discussed
player over another. It is a non-empty efficient solution contained in in literature, less attention was devoted to the phenomenon of parallel
both the least core and the prekernel, and it may not contain the prenu- competitions at some fixed hierarchical level. This is often the case in
cleolus (Yarom, 1981). In the pesentation a combinatorial characteri- countries covering huge geographical areas or in the organization of
zation of vectors belonging to the lexicographic prekernel is given. The regional sports. The term pooling is used for the process of grouping
characterization is a weak analog of the known Kohlberg’s (Kohlberg teams together in separate (parallel) competitions. In this contribution
1971) characterization of the prenucleolus with the help of balanced models based on mathematical optimization are given to achieve fair
collections of coalitions. results. Applications in Belgian football are discussed and recommen-
dations are given.
3 - The SD-prenucleolus for TU games 3 - Forecasting in-play match outcome in One-day inter-
Ilya Katsev, St. Petersburg Institute for Economics and
national Cricket
Mathematics, Russian Academy of Sciences, Tchaikovsky st.
Muhammad Asif, Center of Operational Research and
1, 191187 St. Petersburg, Russia, 195067, Saint-Petersburg,
Applied Statistics, University of Salford, 86 Ayres Road, M16
Russian Federation, [email protected]
7GP, Manchester, United Kingdom,
We introduce and characterize a new solution concept for TU games.
[email protected], Ian McHale
The new solution is called SD-prenucleolus and is a lexicographic We present a model to forecast in-play match outcome in One-day in-
value although is not a weighted prenucleolus. The SD-prenucleolus ternational cricket. We use the modified Duckworth/Lewis method to
satisfi?es several desirable properties and is the only known solu- estimate the remaining wickets resources at each given stage of the in-
tion that satis?fies core stability, strong aggregate monotonicity and nings. These resources can further be used as an important covariate
null player out property in the class of balanced games. The SD- for logistic model.
prenucleolus is the only known solution that satisfi?es core stability,
continuity and is monotonic in the class of veto balanced games 4 - Patient transportation and mountain running: look-
ing for optimal solutions
4 - Cooperative games on accessible union stable sys- Martin Bracke, Department of Mathematics, University of
tems Kaiserslautern, Gottlieb-Daimler-Str. 48, 67663,
Rene van den Brink, Econometrics, VU University Kaiserslautern, Rheinland-Pfalz, Germany,
Amsterdam, De Boelelaan 1105, 1081 HV, Amsterdam, [email protected]
Netherlands, [email protected], Encarnación Algaba, Chris
Dietz Mathematical Modelling with students at high school and undergradu-
ate/graduate level has long been our focus. This paper introduces two
We consider restricted cooperation in cooperative games where the set real-world problems, namely the planning of efficient patient trans-
of feasible coalitions (i) contains the emptyset, (ii) is union stable (i.e. portation in large hospitals and the design of optimal strategies in
the union of every two nondisjoint feasible coalitions is feasible), and mountain running. We are going to outline some important findings
(iii) satisfies accessibility (i.e. every feasible coalition has at least one from different student groups. Moreover, we shortly discuss similari-
player such that without this player the coalition is feasible). This gen- ties and differences of the various approaches as well as common chal-
eralizes several known set systems such as the sets of connected coali- lenges of the modelling teams.
tions in an undirected graph and antimatroids. We provide results on
these structures, their dual structures, their supports and an associated
restricted game.

 WA-36
Wednesday, 8:30-10:00
CC-A43
 WA-35
Wednesday, 8:30-10:00 Societal Complexity, Healthcare and
CC-A41 Sustainable Development
Sports and OR Stream: Methodology of Societal Complexity
Invited session
Stream: OR in Sports Chair: Dorien DeTombe, Methodology of Societal Complexity,
Invited session Chair Euro Working Group, P.O.Box 3286, 1001 AB, Amsterdam,
Chair: Luciano Mercadante, School of aAplied Science, Netherlands, [email protected]
University of Campinas, Pedro Zaccaria St, 1300, Jd Santa Luzia, Chair: Eizo Kinoshita, Urban Science Department, Meijo
Limeira, SP, Brazil, 13484350, Limeira, São Paulo, Brazil, University, 4-3-3 Nijigaoka, 509-0261, Kani, Gifu, Japan,
[email protected] [email protected]

188
 EURO 25 - Vilnius 2012 WA-38

1 - How to handle societal complexity Jelena Hadzi-Purić, Department for Computer Science,
Dorien DeTombe, Methodology of Societal Complexity, Chair Faculty of Mathematics, Studentski trg 16, 11000, Beograd,
Euro Working Group, P.O.Box 3286, 1001 AB, Amsterdam, Serbia, Serbia, [email protected], Jeca Grmusa
Netherlands, [email protected]
Pediatric drug dosing should be based on knowledge of the physiolog-
In the world of today there are many complex societal problems such ical characteristics of drugs and pharmacokinetic parameters obtained
as climate change and credit crisis, traffic and pollution. Policy makers during clinical trials. Evidence of safety and efficiency cannot be ex-
handle these problems globally or locally depending on the problem. trapolated from adults to children (especially for antibiotics therapy).
When policy makers are not trained during their academic education The objectives of this paper are to review the quantitative features of
they should ask for scientific support on handling complex societal chosen antibiotics, to introduce appropriate mathematical model and
problems. A scientific methodology for handling complex societal solver. We have also designed an extensible Web application that reg-
problems is developed in the field of Methodology of Societal Com- ularly updates the database with dosing changes, adverse reactions of
plexity. Applying this methodology leads to a more stable and sustain- drugs and biochemical parameters.
able changes of complex societal problems.
2 - An accurate model of Critical Care Unit through
2 - A framework for asking questions about the state of queueing theory
the art: the Methodology of Societal Complexity Izabela Komenda, Mathematics, Cardiff University,
Stephen Taylor, Champlain Regional College, Retired, 5320 Senghennydd Road, CF24 4AG, Cardiff, United Kingdom,
Avenue MacDonald, Apt 207, H3X 2W2, Cote Saint-Luc, [email protected], Jeff Griffiths, Vincent Knight
Quebec, Canada, [email protected]
The random behaviour of arrivals and lengths of stay within a Critical
Predicting the future of humankind is difficult and complex. The im- Care Unit (CCU) make for a complex system. As such dealing with
mediate future continues the past, but, while many scenarios provide the growing constraints on the healthcare system at the acute level is
possible futures, the dominant theme is change. Mediating change will difficult. In this study queueing theory is used to develop a new math-
be the predominant occupation of future societal leaders, and many ematical model of patients’ flow. Predictions from the model are com-
changes are rooted in complex societal problems. This session pro- pared to the observed performance of the Units in the real world, and
vides a framework for discussion of the current state and future of the sensitivity of the model to changes in Unit size is explored.
the study of complex societal problems, focusing attention on aspects
of the COMPRAM Methodology. The participants’ contributions will 3 - Providing healthcare for elderly in smart homes
guide leaders of the field find pathways to its future. Radu Prodan, Automation, Technical University Cluj-Napoca,
3 - Globalization or isolation?-Ricardo’s Model Gheorghe Baritiu Street, no.26-28, room 350, 400027,
Eizo Kinoshita, Urban Science Department, Meijo University, Cluj-Napoca, Cluj, Romania, [email protected], Ioan
4-3-3 Nijigaoka, 509-0261, Kani, Gifu, Japan, Nascu
[email protected] The main objective of this paper is that of proposing a smart environ-
ment which monitors the elderly people continuously in their daily liv-
Through the attempt to clarify justifiable economic circumstances ing at home and in case of happening of an accident or a major health
where a policy of globalization and/or a policy of national isolation problem sends an emergency call for help. The paper concentrates on
is proven valid, the author revealed in this thesis that there are two implementation details and practical considerations of merging the var-
such economic phases: An economy where the theory of comparative ious technologies into a functional system. (Acknowledgment: TUCN,
advantage, proposed by David Ricardo, is applicable and an economy paper supported by contract no. POSDRU/107/1.5/S/78534, project
where the theory is not applicable. The author applied his original ap- co-funded by the European Social Fund through the Sectorial Opera-
proach to prove the validity of Ricardo’s comparative advantage theory, tional Program Human Resources 2007-2013)
and found that the theory can be justified only when a macro economy
is in the primal problem phase.
4 - A compact formulation for the Kidney Exchange
4 - Critical systems practice in generating creative Problem
knowledge Xenia Klimentova, INESC TEC, 4000, Porto, Portugal,
Slavica P. Petrovic, Faculty of Economics, University of [email protected], Miguel Constantino, Ana
Kragujevac, D. Pucara 3, 34 000, Kragujevac, Serbia, Viana, Joao Pedro Pedroso, Abdur Rais, Filipe Alvelos
[email protected] In recent years several countries set programs that allow exchange of
Critical Systems Practice (CSP), as a metamethodology, is based on kidneys between two or more incompatible patient-donor pairs. These
critical systems thinking. CSP consists of four phases: creativity (to programs are commonly referred to as Kidney Exchange Programs
identify key dimensions of the problem situation), choice (to select (KEPs) and can be modeled as integer programs (IPs). Previously
a systems methodology/ies, methods for tackling the problem situa- proposed IP formulations are exponential either in the number of con-
tion), implementation (to make and implement proposals for change) straints or of variables. In this talk, a new compact IP formulation for
and reflection (to assess the intervention and learn about the problem the KEP will be presented. The new description and computational
situation and the methodology/ies, methods). Through paradigm diver- results will be compared to other known formulations.
sity protection, CSP seeks to provide creative knowledge for managing
complex organizational and societal problems.

 WA-38
Wednesday, 8:30-10:00
 WA-37 HH-Colombus
Wednesday, 8:30-10:00
CC-Act Multiobjective Optimization in Location
Problems
OR in Health & Life Sciences 5
Stream: Multiobjective Optimization
Stream: OR in Health & Life Sciences (contributed) Invited session
Contributed session Chair: José Rui Figueira, Instituto Superior Tecnico, Technical
Chair: Ana Viana, INESC TEC/ISEP, Campus da FEUP, Rua Dr. University of Lisbon, Av. Cavaco Silva, Tagus Park, 2780 - 990
Roberto Frias, 4220-465, Porto, Portugal, [email protected] Porto Salvo, 2780 - 990, Lisbon, Portugal, [email protected]
Chair: Christiane Tammer, Mathematics and Computer Science,
1 - Operations Research for pediatric care systems: an Martin-Luther-University Halle-Wittenberg, Theodor-Lieser-Str.
opportunity for the personal medical advisor in an- 5, D-06120, Halle, Germany,
tibiotic treatment [email protected]

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1 - Robust multicriteria optimization problems Lidija Zadnik Stirn, Biotechnical Faculty, University of
Elisabeth Köbis, Faculty of Natural Sciences II, Ljubljana, Vecna pot 83, 1000, Ljubljana, Slovenia,
Martin-Luther-Universität Halle-Wittenberg, Institute of [email protected]
Mathematics, 06099, Halle (Saale), Saxony-Anhalt, Germany,
[email protected] Management of protected areas which calls for an equilibrium of eco-
nomic, ecological, technological and social objectives is based on
In this talk, we propose a class of robust multicriteria optimization long-term, sustainable and multiple use (agriculture, forestry, water,
problems. We show that well-known robust optimization problems CO2, etc.) principles. Several stakeholders with conflicting interests
correspond to certain scalarizations of robust multicriteria optimiza- are included through participatory planning of development possibili-
tion problems by proving that solutions of the corresponding scalar ties. The model established on new developed group AHP methods and
problem are weakly and, under uniqueness conditions, strictly Pareto dynamic programming will be used to solve the treated management
optimal for the robust multicriteria problem. Additionaly, we show problem. The acceptable consistency of the aggregated group interval
that we get well-known concepts of robustness by using the Tammer- judgments is ascertained on individual crisp judgments.
Weidner-functional. Furthermore, we propose applications for robust
multicriteria optimization problems in location theory. 2 - A dynamic programming approach to analyze the de-
velopment of non conventional oil supply under un-
2 - Location Problems with Future Facilities
certainty: application to the Canadian oil sands
Andrea Wagner, Mathematics, Martin-Luther-University
Frederic Lantz, IFP-School, 228, avenue Napoleon Bonaparte,
Halle, Theodor-Lieser-Straße 5, 06120, Halle/Saale, Germany,
92852, Rueil-Malmaison, France, [email protected]
[email protected], Kathrin Klamroth,
Christiane Tammer The aim of this paper is to model the development of the non con-
ventional Canadian crude oil under uncertainty and increasing envi-
The talk deals with median location problems where the goal is to es- ronmental cost. First, a LP model has been set-up in a deterministic
tablish one new facility with respect to a set of existing facilities as approach. Second, a dynamic programming model has been devel-
well as a set of future facilities. Future facilities are equivalent to the oped with several crude oil prices and CO2 taxes level.The simulation
existing ones concerning their usage but they do not exist yet. In case for 2030 with the LP model point out that the Canadian tar sands could
of polyhedral distances the problem will be linearized. For the more represent a significant crude oil supply. However, the results of the
general case of an arbitrary norm, duality statements will be given us- dynamic programming model point out the negative impact of uncer-
ing a generalized Lagrange function. Further it will be shown that the tainties on the development of the resource.
dual of the linearized problem and the Lagrange dual problem coincide
in case of polyhedral norms.
3 - A Parallel Procedure for Dynamic Multi-objective TSP
3 - An algorithm for solving multicriteria location-cost Weiqi Li, School of Management, University of
optimization problems Michigan-Flint, 303 East Kearsley Street, 48502, Flint,
Shaghaf Alzorba, Mathematics, Martin-Luther-University, Michigan, United States, [email protected]
Richard-Paulick-Str.13, 1210, 06124, Halle, Sachsen-Anhalt, This paper proposes a parallel procedure for dynamic multi-objective
Germany, [email protected] TSP For each of the objectives, a multi-start local search algorithm
runs on several processors for the dynamic TSP. A solution attractor
We investigate a multicriteria location - cost optimization problem,
drives the local search trajectories to converge into a small region in the
where distances as well as cost functions are to be minimized. First, us-
solution space. This procedure identify the solutions from the solution
ing a decomposition method we solve the vector-valued location part.
attractor. This procedure not only generates a set of Pareto-optimal so-
A convex partition algorithm for the solution set of the location prob-
lutions, but also provides the structural information about each of the
lem is derived in order to minimize the linear (cost vector-valued) part
solutions, which can aid a decision-maker in choosing the best com-
over this partition. Finally, we present the implementation of the algo-
promise solution in real-time.
rithm in Matlab.

4 - Robustness in Multiobjective Optimization 4 - Bi-criteria optimization problem of binary objects

Jonas Ide, Fakultät für Mathematik, Georg-August-Universität flow servicing by stationary service processor with
Göttingen, Germany, [email protected], Anita storage container
Schöbel, Matthias Ehrgott Anastasia Kuimova, Department of Computer Sciences,
Control Systems and Telecommunications, Volga State
Robust Optimization considers problems with uncertain objective Academy of Water Transport, 5a Nesterova St., 603950,
function or feasible set. Due to various applications, many different
interpretations of robustness exist. These various concepts so far only Nizhni Novgorod, Russian Federation,
apply to single objective functions. Hence, the question arises how [email protected]
to extend these robustness concepts to multiobjective optimization. In
this talk we present some robustness concepts for multiobjective prob- The mathematical model of binary objects flow servicing in one servic-
lems. We will concentrate on strictly robust efficiency, discuss how ing processor system with storage container is considered. The prob-
to compute these robust solutions and show how this concept can be lem of synthesizing effective service policies subject to two indepen-
applied in portfolio optimization. dent criteria is formulated. This problem is proved to be NP-hard. It
is solved based on Pareto optimization concept. Total set of Pareto-
optimal service policies is synthesized using the bi-criteria dynamic
programming based algorithm. The model gives a description of mass
water-transport control processes such as diesel fuel deliveries to the
Northern Territories of the Yamal Peninsula.
 WA-39
Wednesday, 8:30-10:00
HH-Cousteau

Dynamic Programming 1  WA-40

Wednesday, 8:30-10:00
Stream: Dynamic Programming HH-Livingstone
Invited session
Chair: Lidija Zadnik Stirn, Biotechnical Faculty, University of Preference Learning 4
Ljubljana, Vecna pot 83, 1000, Ljubljana, Slovenia,
[email protected] Stream: Preference Learning
Invited session
1 - Decision support model based on group AHP and Chair: Willem Waegeman, Department of Applied Mathematics,
dynamic programming for optimal regulation of pro- Biometrics and Process Control, Ghent University, Coupure links
tected areas 653, 9000, Ghent, Belgium, [email protected]

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1 - Preference elicitation for interactive learning of Opti- 1 - Heteroscedastic processes in finance modelling
mization Modulo Theory problems Bohdan Pukalskyi, Students Science Association, National
Andrea Passerini, disi, University of Trento, via sommarive 5, Technical University of Ukraine, Kovalskyi provulok 5,
38100, Povo di Trento, Italy, [email protected], Paolo 03057, Kyiv, Ukraine, [email protected]
Campigotto, Roberto Battiti There exists a big amount of different models to explain financial pro-
cesses. Heteroscedastic modeling has important place among them.
We consider unknown decision maker preferences as weighted com- This paper analyses different heteroscedastic models in application to
binations of predicates in a certain theory of interest. We developed modern stock price forecasting to find the most adequate models for
an iterative approach alternating a search and a learning stage: (i) the better understanding of the market situation.
current approximation of the preference function is optimized (Opti-
mization Modulo Theory), providing a set of candidate solutions; (ii) 2 - Comparative analysis of methods for prediction of fi-
the preference function is refined according to the DM feedback on nance and economic processes.
these candidates. The learning stage relies on a sparse ranking algo-
rithm aimed at automatically selecting the relevant predicates and their
Yaroslav Shevchenko, Institute of Applied System Analysis,
combination, among a catalogue of candidate ones. National Technical University of Ukraine, Kovalsky lane 5,
03085, Kyiv, Ukraine, [email protected]
2 - On the characterization of a ranking procedure based In prediction of nonlinear nonstationary processes a number of difficul-
on a natural monotonicity constraint ties appears in selecting mathematical models relying on the quality of
Michael Rademaker, Departement of Mathematical predictions.This paper makes a comparative analysis of several math-
Modelling, Statistics and Bioinformatics, Ghent University, ematical models for price formation on stock exchange, so we’ll find
the most appropriate model from proposed according to the quality of
Coupure links 653, 9000, Gent, Belgium, prediction.
[email protected], Bernard De Baets
3 - Mathematical methods for regional sustainable de-
In previous work, we formulated a new ranking procedure in the tra-
ditional context where each voter has expressed a linear order relation velopment modeling based on SD measurement met-
or ranking over the candidates. The final ranking of the candidates is rics
taken to be the one which best adheres to a natural monotonicity con- Alexej Orlov, Students Science Association, Institute for
straint. For a ranking a>b>c, monotonicity implies that the strength applied system analysis of the National Technical University
with which a>c is supported should not be less than the strength with of Ukraine, Peremohy ave. 37, 03056, Kyiv, Ukraine,
which either one of a>b or b>c is supported. Though some properties
of the ranking procedure have been determined, a formal characteriza- [email protected]
tion is still ongoing. Usage of a system of factors (indices and indicators, based on expert
and statistical data) for measuring the sustainable development allows
3 - Preference learning for automated reasoning turning the sustainability study to the practical tool which is used in
Evgeni Tsivtsivadze, Radboud University, Heyendaalseweg strategic planning and decision-making. Sustainable development on
135, 6525 AJ, Nijmegen, Netherlands, [email protected], a regional level is one of urgent issues in governmental policies in de-
veloped countries. There are different metrics used for sustainable re-
Daniel Kuehlwein, Tom de Ruijter, Twan van Laarhoven, gional development estimation and modeling in the focus of this talk;
Josef Urban, Tom Heskes some cases of their application are considered and analyzed as well.
Learning reasoning techniques from previous knowledge is a largely
underdeveloped area of automated reasoning. As large bodies of for-
mal mathematical libraries are becoming available, the state-of-the-art
preference learning and ranking methods can help us to address a cor-
nerstone task for automated theorem provers, namely premise selec-
 WA-42
tion and ranking. In this talk I will briefly describe our recent results Wednesday, 8:30-10:00
on development and application of the preference learning and ranking BW-Amber
algorithms to the automated reasoning domain.

4 - Learning from preferences in the context of Case- Robust Optimization and Randomized
Based Reasoning (CBR) Methods
Patrice Schlegel, Mathematics and Computer Science,
Philipps-Universität Marburg, Hans-Meerwein-Straße 6,
Stream: Stochastic Modeling and Simulation in Engi-
35032, Marburg, Hesse, Germany, neering, Management and Science
[email protected] Invited session
Chair: Erik Kropat, Department of Computer Science, Universität
Recent research has shown the potential of exploiting knowledge con-
tained in preference data. Our goal is to apply this concept in the field der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577,
of Case-Based Reasoning, where it complements the underlying rea- Neubiberg, Germany, [email protected]
soning paradigm of solving problems by considering the stored solu- Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
tions of similar problems. We aim at liberating the method from the Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
rigidity and limitations of the problem-solution tuple by replacing the [email protected]
solution with preferences over a space of candidate solutions. Thereby, Chair: Ayse Özmen, Scientific Computing, Institute of Applied
it becomes more flexible while accommodating for the uncertain and
approximate nature of case-based problem solving. Mathematics, Middle East Technical University, Kazimkarabekir
Mah. 2048. Sok No:5/5, Etimesgut, 06790, Ankara, Turkey,
[email protected]
1 - A robust optimization approach to production plan-
 WA-41 ning under non-compliance risks
Wednesday, 8:30-10:00 Ban Kawas, IBM Research – Zurich, 8803, Rueschlikon,
Zurich, Switzerland, [email protected], Marco
HH-Heyerdahl
Laumanns, Eleni Pratsini
Young scientists doing research in OR In various industries, production companies face compliance risks as
governmental authorities enforce good manufacturing practices for the
protection of consumers and the environment. As failing inspections
Stream: Young People for System Theory, Optimization can be costly, companies should measure and manage their exposure
and Education to non-compliance risks. We study an adversarial decision model that
Invited session addresses these risks and aims to find a strategy reflecting a suitable
risk-return trade-off. Within the model, data uncertainty is addressed
Chair: Alexis Pasichny, Students’ Science Association, National using robust optimization techniques, and a compact formulation as a
Technical University of Ukraine, 37, Peremohy av., 03056, Kiev, robust MIP is derived.
Ukraine, [email protected]

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2 - Fast sample average approximation for minimizing and second-order SDC strategies. As a pilot case the optimization of
Conditional-Value-at-Risk the immunization strategy in fixed-income security portfolios is con-
Eduardo Moreno, Faculty of Engineering and Sciences, sidered under some sources of uncertainty.
Universidad Adolfo Ibañez, Avda. Diagonal Las Torres 2640
2 - Scenario cluster partitioning in the Lagrangian based
Of:532C, Peñalolen, Santiago, Chile,
[email protected], Daniel Espinoza procedures
Aitziber Unzueta, Applied Economy III, UPV/EHU,
Sample Average Approximation approach allows to solve stochastic Lehendakari Aguirre 83, 48015, Bilbao, Spain,
optimization problems, like minimizing CVaR, using linear program- [email protected], Laureano Fernando Escudero, María
ming. However, the number of samples required to get good approx-
imated solutions tends to be very large. In this work we propose an
Araceli Garín, Gloria Perez
automatic aggregation scheme to exactly solve linear programs with
CVaR objective function using sample average approximations with a A scenario Cluster based Lagrangian Decomposition scheme for ob-
very large number of scenarios. Our results shows that this aggrega- taining strong lower bounds to the optimal solution of two-stage
tion scheme is in average between 3-100 times faster than the standard stochastic mixed 0-1 problems is introduced. The aim consists of re-
LP-equivalent formulation. solving the Lagrangian dual problem via solving scenario cluster sub-
models once the nonanticipativity constraints have been dualized. We
3 - Stochastic optimization of nonlinear problems with report some computational experience to compare the performance of
several Lagrange multiplier updating schemes for different number of
constraints and differentiable functions: The wait scenario clusters. The results show that the cluster partitioning outper-
and see method forms the traditional scenario partitioning.
Kherchi Hanya, ENSSEA, 16000, Alger, Algeria,
[email protected] 3 - Parallel computing via break stage scenario cluster-
It’s a matter to do a stochastic optimization of nonlinear problems with ing for multistage stochastic programming
constraints and differentiable functions by using a passive method, Gloria Perez, Applied Mathematics and Statistics and
namely, the method of wait and see based on the work established in Operational Research, Universidad del País Vasco, Science
stochastic linear programming. This technique consists in studying the and Technology Faculty, Barrio Sarriena s/n, 48940, Leioa,
behavior of the optimum as the random effect of parameters of the ob- Spain, Spain, [email protected], María Merino, Laureano
jective function. We will try to establish the existence of a general Fernando Escudero, María Araceli Garín, Unai Aldasoro
probabilistic law managing the behavior of the optimum, and then we
can have the necessary information such as the mean and variance. Break Stage Scenario Clustering is introduced for decomposing mixed
integer optimization problems, where nonanticipativity constraints are
4 - Randomized Clustering: Weakening Necessary Con-
partially relaxed. We analyze the effect of using parallel programming
ditions for the Confidence Interval of the True Num- in several strategies. Main results are based on our BFC-MS procedure.
ber of Clusters We have implemented a C++ code that uses the CPLEX optimizer
Mikhail Morozkov, Sankt-Petersburg State University, within COIN-OR for solving the independent MIP submodels with
198504, St. Petersburg, Russian Federation, MPI. The experience shows the speedup obtained in the computational
cluster ARINA provided by the SGI/IZO-SGIker at the UPV/EHU.
[email protected], Oleg Granichin, Zeev (Vladimir)
Volkovich 4 - Vehicle Routing with Soft Time Windows and
Finding the true number of clusters in a data set has proved to be one Stochastic Travel Times: A Column Generation and
of the most challenging problems in cluster analysis. In this paper we Branch-and-Price Solution Approach
describe approach where the true number of groups is picked as the
slope discontinuity of the underlying index function. Randomized al- Michel Gendreau, MAGI and CIRRELT, École
gorithm is proposed to find confidence interval for such point. We pro- Polytechnique, C.P. 6079, succ. Centre-ville, H3C 3A7,
vide relaxed conditions for necessary conditions to find corresponding Montreal, Quebec, Canada, [email protected],
interval with a priori fixed level of confidence. The ideas of scenario Duygu Tas, Nico Dellaert, Tom Van Woensel, Ton de Kok
approach are used to significantly reduce computational intensity. Sev-
eral simulation examples are given. We study a vehicle routing problem with stochastic travel times. For
each customer, a soft time window allows early and late servicing.
The objective is to minimize the sum of transportation costs (total dis-
tance traveled, number of vehicles used and total expected overtime of
drivers) and service costs (penalties for time-window violations). We
 WA-43 apply a column generation procedure. The master problem is a clas-
Wednesday, 8:30-10:00 sical set partitioning problem. The pricing subproblem corresponds to
an elementary shortest path problem with resource constraints. Integer
BW-Granite solutions are obtained by branch-and-price.

Stochastic programming in industry I

Stream: Stochastic Programming
Invited session  WA-44
Chair: Laureano Fernando Escudero, Dept. de Estadística e Wednesday, 8:30-10:00
Investigación Operativa, Universidad Rey Juan Carlos, c/Tulipan, BW-Marble
S/n, 28933, Mostoles (Madreid), Spain,
[email protected] Data Analysis and Its Applications
1 - Risk averse measures in Stochastic mixed 0-1 Opti- Stream: Machine Learning and its Applications
mization Invited session
Larraitz Aranburu, Economía Aplicada III, UPV/EHU, San Chair: Michael Khachay, Ural Branch of RAS, Institute of
Bartolomé 28, 1.A, 48300, Gerniika-Lumo, Bizkaia, Spain, Mathematics and Mechanics, S.Kovalevskoy, 16, 620990,
[email protected], Laureano Fernando Escudero, Ekaterinburg, Russian Federation, [email protected]
María Araceli Garín, Gloria Perez, Gloria Perez
We present several risk averse measures for stochastic mixed 0-1 op- 1 - Forecasting algorithm for short time series with pre-
timization as alternatives to the objective function expected value op-
timization. Most of the proposed strategies are extensions of the two
liminary classification
stage case studied in the literature to the multistage environment. Ad- Irina Yatskiv, Computer Science, Transport and
ditionally, two innovative multistage strategies are proposed: a mix- Telecommunication institute, Lomonosova 1, LV-1019, Riga,
ture of CVaR and first-order SDC strategies and a mixture of CVaR Latvia, [email protected]

192
 EURO 25 - Vilnius 2012 WA-45

Algorithm for short time series forecasting on the basis of ARIMA Network capacity control (NCC) tools identify the most profitable pro-
model and classification are offered. A set of time series with lengths posals where the profitability is determined by incorporating a forecast
that is enough for forecast are grouped in homogeneous classes. The about the expected remaining demand. Inaccurate demand forecasts
"time series-centroid" (TSC) for each class is determined and the esti- compromise the transfer of NCC tools from the airline industry into the
mation of parameters of ARIMA model has been performed for it. The road haulage sector. However, road haulage product portfolios consist
short time series refer to one of the classes using the Mahalonobis dis- to a large part of flexible products with two or more execution modes.
tance. Then, a forecast on the basis a model for the TSC of determined We investigate if the large number of flexible products contributes to
class is built and then corrected by application the distance between the compensation of inaccurate demand forecasts and enable the re-use
TSC and short time series. of NCC tools in road haulage.

2 - A robust algorithm for sequential ANOVA with incom- 2 - Operational capacity management in the car rental
plete data industry
Carmen Anido, Economic Analysis: Quantitatve Economy, Claudius Steinhardt, Department of Analytics &
Autonoma University of Madrid, Faculty of Economics, Optimization, University of Augsburg, Universitätsstraße 16,
Cantoblanco., 28049, Madrid, Spain, [email protected], 86159, Augsburg, Germany,
Teofilo Valdes [email protected], Jochen Gönsch
We present an algorithm for ANOVA analysis of data under the follow- Car rental companies are often able to spontaneously adjust their fleet
ing robust conditions: (a) the data is not received in batch but sequen- size within a certain range in order to match market needs. We present
tially, (b) the data may be imprecise, (c) the error distributions may an approach that integrates these fleet decisions with revenue manage-
vary within the class of the strongly unimodal distributions and (d) the ment’s capacity control. To decide on the fleet size, we propose an
variance of the errors is unknown. The algorithm updates the analysis LP-formulation that is used in a hierarchical planning context with
as soon as a new data is received. This updating is simple, needs little a rolling horizon, allowing for the combination with arbitrary ap-
computational requirements, yields the estimates of the effect param- proaches of standard capacity control. To reveal the potential of the
eters and ends up estimating the asymptotic covariance matrix of the approach, we conduct extensive simulation studies based on real-world
parameter estimates. data from a European car rental company.
3 - A clustering method based on Independent Compo- 3 - Dynamic pricing and efficient management of instal-
nent Analysis lation and maintenance resources
Takashi Onoda, System Engineering Lab., CRIEPI, 2-11-1, Rupal Rana, Business School, Loughborough University,
Iwado Kita, Komae-shi, 201-8511, Tokyo, Japan, Epinal Way, Loughborough, United Kingdom,
[email protected] [email protected]
The clustering result in k-means clustering method depends heavily on
the chosen initial clustering centers. We propose a clustering method We consider a problem faced by many companies that use a fixed num-
based on the independent component analysis. The proposed method ber of employees to provide two services an installation service and a
does not need initial clustering centers. We evaluate the performance maintenance service. We propose to join resources of employees and
of our proposed method and compare it with some clustering methods use dynamic prices for installations in accordance to the demand for
by using artificial datasets and benchmark datasets. The experiments maintenance, and we explore, e.g., how changes in various problem
show that the normalized mutual information of our proposed method parameters affect the optimal policy structure. We investigate the eco-
is better than the normalized mutual information of k-means clustering nomic benefits of a joint strategy and find that dynamic pricing and
method, KKZ method and k-means++ clustering method. capacity flexibility works best.

4 - Dissimilarity Based on Cluster Discernibility on At- 4 - An EMSR approach for revenue management with
tribute Subsets planned upgrades
Yoshifumi Kusunoki, Osaka University, Japan, Jochen Gönsch, Department of Analytics & Optimization,
[email protected], Tetsuzo Tanino University of Augsburg, Universitätsstraße 16, D-86159,
Augsburg, Germany, [email protected],
Clustering is to classify given objects into clusters using their at- Sebastian Koch, Claudius Steinhardt
tributes. In this research, we focus on clustering for objects with nom-
inal attributes. For such objects, logical expressions such as "attribute We consider the capacity control problem with integrated upgrading.
a1 equals to v" are suitable to describe features of clusters. However, The optimal dynamic program for this problem is hard to solve even
clustering methods using dissimilarity for object pairs do not necessar- in the single-leg case, as multiple hierarchical resource types must be
ily output clusters having simple and compact logical expressions. So, considered simultaneously. Therefore, we propose a new heuristic ap-
we propose dissimilarity using cluster discernibility on attribute sub- proach that generalizes the well-known EMSR-a procedure. A simula-
sets. We apply the proposed dissimilarity to clustering, and examine tion study compares the performance to other capacity control methods
them by numerical experiments. incorporating upgrades. The results show that our approach signifi-
cantly outperforms existing methods including the successive planning
approaches widely used in commercial RM systems.

 WA-45
Wednesday, 8:30-10:00
BW-Water

Non-Airline Revenue Management

Applications
Stream: Advanced Inventory Control and Pricing
Strategies
Invited session
Chair: Jochen Gönsch, Department of Analytics & Optimization,
University of Augsburg, Universitätsstraße 16, D-86159,
Augsburg, Germany, [email protected]

1 - Network capacity control and road-based freight

transportation
Jörn Schönberger, University of Bremen, 28359, Bremen,
Germany, [email protected]

193
WB-01 EURO 25 - Vilnius 2012

Wednesday, 10:30-12h00 single machine scheduling problem. Moreover, we report on the results
of an experimental performance analysis comparing upper bounds ob-
tained with the MILP model and lower bounds that arise from solving
the linear program by column generation.
 WB-01
Wednesday, 10:30-12h00 3 - Lower bounds for a Fixed Job Scheduling Problem
RB-Alfa with an equity objective function
Damien Prot, Automatique et Productique, Ecole des Mines
Keynote Lecture: Professor Matteo de Nantes, 4, rue Alfred Kastler, 44307, Nantes Cedex 3,
France, [email protected], Tanguy Lapegue,
Fischetti Odile Bellenguez-Morineau
Stream: Keynote, Tutorial and Plenary Lectures We are interested in a problem that consists in assigning a set of tasks
Keynote session to a set of workers with specific skills. Given a targeted working load
Chair: Elena Fernandez, Universitat Politecnica de CAtalunya, for each worker, we want to maximize the fairness between workers;
Barcelona, Spain, [email protected] more precisely, our objective is to minimize the difference between the
highest and the lowest worker’s gap value, which is defined as the dif-
ference between the targeted working load and the real working load.
1 - On the role of randomness in exact tree search meth- We present specific lower bounds for this problem and compare them
ods with the one obtained by solving an integer linear program with an
Matteo Fischetti, DEI, University of Padua, via Gradenigo industrial software.
6/a, 35100, Padova, Italy, Italy, [email protected], Michele
4 - Increasing schedule robustness by task grouping
Monaci
Michel Wilson, Software Technology, Delft University of
High-sensitivity to initial conditions is generally viewed as a drawback Technology, Mekelweg 4, 2628 CD, Delft, Netherlands,
of tree search methods, as it leads to an erratic behavior to be mitigated [email protected], Cees Witteveen
somehow. In this talk we address the opposite viewpoint. Our working
hypothesis is that erraticism is just a consequence of the exponential An important problem in scheduling is ensuring robustness of solutions
nature of tree search, that acts as a chaotic amplifier, so it is largely in case of execution delays. We propose a new method, task grouping,
unavoidable. We discuss possible ways to actually take advantage of and apply it to resource-constrained project scheduling. Using this
randomness, and present computational experiments on a testbed of method tasks that must be executed sequentially can be grouped, but
difficult MILP instances. their definitive order is determined at execution time such that delays
can sometimes be mitigated. As a consequence, our method gener-
ates a set of execution options for a schedule. Using the well-known
PSPLIB instances, we show that our method can reduce the impact of
delays on the execution of the schedule significantly.
 WB-02
Wednesday, 10:30-12h00
RB-Beta
 WB-03
Preemption, Lower Bounds and Wednesday, 10:30-12h00
Robustness in Project Scheduling RB-L1
Stream: Project Management and Scheduling EURO/ROADEF Challenge Session 3
Invited session
Chair: Christoph Schwindt, Institute of Management and Stream: EURO/ROADEF Challenge
Economics, Clausthal University of Technology, Julius-Albert-Str. Invited session
2, 38678, Clausthal-Zellerfeld, Germany, Chair: Christian Artigues, LAAS, CNRS, 7 avenue du Colonel
[email protected] Roche, 31077, Toulouse Cedex 4, France, [email protected]
Chair: Ender Özcan, Computer Science, University of
1 - Incorporating costs in the RCPSP with pre-emption Nottingham, Jubilee Campus, Wollaton Road, NG8 1BB,
Francisco Ballestin, Department of Statistics and OR, Public Nottingham, United Kingdom, [email protected]
University of Navarra, Campus Arrosadia, S/N, 31006, Chair: Emmanuel Guere, Google, 38 Avenue de l’Opera, 75002,
Pamplona, Spain, [email protected] Paris, France, [email protected]
Chair: Kedad-Sidhoum Safia, LIP6 - UPMC, 4 Place Jussieu,
The classical models of project scheduling problems suppose that ac-
tivities are non-preemptable. However, some project environments al- 75005, Paris, France, [email protected]
low this assumption to be relaxed. Almost all published papers pre- Chair: H. Murat Afsar, Industrial Systems, University of
suppose that activities can be restarted at no additional cost, but this Technology of Troyes, 12 rue Marie Curie, BP 2060, 10010,
is not true in some practical situations. We define new models that Troyes, France, [email protected]
incorporate costs in the RCPSP with preemption. The cost might be Chair: Eric Bourreau, COCONUT, LIRMM, 161 Rue Ada, 34000,
of different types; this paper focuses in what we think are the most Montpellier, France, [email protected]
plausible and interesting ones. We offer algorithms capable of offering
quality solutions for each of the proposed models. Chair: Marc Sevaux, Lab-STICC - CNRS UMR 3192, Université
de Bretagne Sud - UEB, Centre de Recherche - BP 92116, 2 rue de
2 - Lower and upper bounds for preemptive project Saint Maude, 56321, Lorient, France, [email protected]
scheduling with generalized precedence relation-
ships 1 - Google/Roadef Challenge: a 100-line LocalSolver
Christoph Schwindt, Institute of Management and Economics, model model qualifies for the final round
Clausthal University of Technology, Julius-Albert-Str. 2, Romain Megel, e-lab, Bouygues SA, 75008, Paris, France,
38678, Clausthal-Zellerfeld, Germany, [email protected], Bertrand Estellon, Thierry Benoist,
[email protected], Tobias Haselmann Julien Darlay, Frédéric Gardi, Karim Nouioua
We study a project scheduling problem where the activities can be in- The machine reassignment problem proposed by Google is a very
terrupted at any point in time and generalized precedence relationships large-scale optimization problem. We solved it with LocalSolver,
between the activities have to be taken into account. After providing a the first math programming software combining the simplicity of use
formal problem statement, we introduce a novel MILP formulation and of a model-and-run solver and the power of local-search techniques
an optimization model combining a large-scale linear program with a for combinatorial optimization (www.localsolver.com). In practice it

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means that we merely translated the problem definition into a straight- This research provides a practical method for solving infeasible mixed-
forward 0-1 model and then launched LocalSolver on this model. integer programming models by correcting their constraints. The ini-
Ranked 25th among 82 teams from 33 countries, LocalSolver is the tial infeasible MILP is decomposed into two subproblems finally yield-
sole math programming solver qualified for the final round. ing to the correction problem which is deduced to an LP in case of
using the uniform correction criterion. The solution of the corrected
2 - Adaptive Local Search for Google Machine Reassign- MILP shows how the constraints (e.g. resources) of the initial infeasi-
ment problem ble model can be changed in a minimal way to make the model feasible
that can mean a technological update for the modeled production pro-
Emir Demirović, Mathematics, Faculty of Natural Sciences, cess (e.g. energy consumption reduction).
Bosnia And Herzegovina, [email protected],
Mirsad Buljubasic, Haris Gavranovic 3 - Integral simplex using decomposition
Francois Soumis, GERAD, 3000 Cote Ste-Catherine, H3T
We present a hybrid method to efficiently solve Google Machine Re- 2A7, Montreal, Québec, Canada, [email protected],
assignment problem. We study, implement, combine and empirically Issmail Elhallaoui, Zaghrouti Abdelouahab
examine different local search neighborhoods to solve the set of avail-
able instances. We present results obtained with the solver respecting Since the early ’70s, several authors proposed, without much success,
the given computational time of 5 minutes. The solutions obtained with adaptations of the simplex algorithm to reach an optimal integer solu-
longer runs and/or with relaxed constraints will also be reported. We tion to the set-partitioning problem, with a sequence of basic integer
also develop a decomposition method for the given problem improv- solutions. We present an algorithm that iteratively finds improving in-
ing overall numerical efficiency of the method. Some of the obtained teger solutions up to optimality by solving small subproblems. Theo-
results are proven to be optimal or near optimal. retical background and experimental results on problems up to 1 600
constraints and 500 000 variables are presented. Larger problems are
solved in time between 10 and 20 minutes.
3 - A Hybrid Large Neighborhood and Local Search for
the Machine Reassignment Problem 4 - A hybrid solution to configurate H.264/AVC video
Thibaut Vidal, CIRRELT - Université de Montréal & CODEC for the Brazilian Digital TV
ICD-LOSI - Université de Technologie de Troyes, 12, rue Iris Linck, University of the Sinos Valley, Av. Unisinos, 950,
Marie Curie, BP 2060, cedex, 10010, TROYES, France, 93022000, Sao Leopoldo, Rio Grande do Sul, Brazil,
[email protected], Hugues Dubedout, Renaud Masson, [email protected], Arthur Gomez
Julien Michallet, Puca Penna, Vinicius Petrucci, Anand This article presents a study focused on finding good solutions to im-
Subramanian prove the H.264/AVC CODEC configuration for encoding video to
the Brazilian Digital Television System (DBTS). A hybrid algorithm
A hybrid metaheuristic combining Local Search (LS), Large Neigh- called Simulator of Metaheuristics applied to a CODEC (SMC) was
borhood Search (LNS) and integer programming is proposed for the developed and it utilizes the concepts of Tabu Search and Genetic Al-
machine reassignment problem. The LS performs relocations and ex- gorithm. SMC will search for the best CODEC configuration by using
changes of processes with similar resource consumptions and depen- six parameters: bitrate, framerate, quantization parameters of the B, P
dency requirements among machines in the cluster. The LNS itera- and I slices; and the number of B slice in a Group Of Pictures. The
tively and adaptively selects a subset of decision variables whose op- goal is to get a compressed video with a good picture quality.
timized values are given by a compact integer programming formu-
lation. The method produces competitive results on the first set of
instances provided by the ROADEF 2012 challenge organizers.

 WB-05
Wednesday, 10:30-12h00
RB-L3
 WB-04
Wednesday, 10:30-12h00 Topics in combinatorial opimization II
RB-L2
Stream: Discrete Optimization, Geometry & Graphs
New Ideas in Integer Programming (contributed)
Contributed session
Stream: Combinatorial Optimization Chair: Robert Manger, Department of Mathematics, University of
Invited session Zagreb, Bijenicka cesta 30, 10000, Zagreb, Croatia,
Chair: Francois Soumis, GERAD, 3000 Cote Ste-Catherine, H3T [email protected]
2A7, Montreal, Québec, Canada, [email protected]
1 - Fixing rules, Reduction and Optimal resolution for
1 - A fast and accurate algorithm for stochastic integer the Knapsack Problem with Setups
programming, applied to stochastic shift scheduling Abdelkader Sbihi, Axe Logistique-Terre-Mer-Risque, Ecole
Rémi Pacqueau, GERAD, 3000 chemin de la Cote Sainte de Management de Normandie, Le Havre, France, 30, rue de
Catherine, H3T 2A7, Montreal, Quebec, Canada, Richelieu, 76087, Le Havre Cedex, France,
[email protected], Francois Soumis, Le [email protected]
Hoang The knapsack problem with setups (KPS) is a non standard hard vari-
ant of the knapsack problem with setups costs and constraints and with
Stochastic programming can yield significant savings over determin- many real-life applications. We present a two-phase optimal approach
istic approaches. However, stochastic approaches always lead to very for KPS: (i) the first one is a reduction based phase obtained by fix-
large problems, since recourse must be computed for every scenario. ing the variables to their optimal values in the solution via upper/lower
There is no fast and exact method for solving such problems. In this bounding rules and (ii) in the second phase, we apply an exact method
article, the L-shaped method is improved in two ways: a Benders cuts for the reduced problem composed by the remaining free variables. We
dynamic management algorithm for the master problem and a mul- considered both B&B and DP and we give a comparison study of the
tithreaded implementation to solve the subproblems. Those two im- two variants of the approach.
provements yield a heuristic able to solve a 10 million variables IP
problem in less than 5 minutes, with a very good accuracy, and enable 2 - Adding an Edge between Two Levels of a Complete
the resolution of larger instances. K-ary Linking Pin Structure Minimizing Total Dis-
tance
2 - Correction of an infeasible mixed integer linear pro- Kiyoshi Sawada, Department of Policy Studies, University of
gramming problem towards feasibility Marketing and Distribution Sciences, 3-1,
Dmitry Borodin, Optimization, OM partners, Belgium, Gakuen-nishi-machi, Nishi-ku, 651-2188, Kobe, Japan,
[email protected], Viktor Gorelik [email protected]

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This study proposes a model of adding relation to an organization In e-commerce complex markets there are numerous limitations and
structure which is a complete K-ary linking pin structure where every other ties between market participants and objects of trade. Frequently
pair of siblings in a complete K-ary tree of height H is adjacent such occurring constraints arising from a structure of the problem, as well
that the communication of information in the organization becomes the as preferences of participants, cause inability to reach a satisfactory
most efficient. When an edge between a node with a depth M and its outcome using bilateral negotiations. The solution is either the trade
descendant with a depth N is added, an optimal pair of depth (M,N)* on centralized auctions or the multilaterally negotiated agreement. In
is obtained by minimizing the total distance which is the sum of the the paper we consider two interaction protocols for the multilateral ne-
number of edges in shortest paths between every pair of all nodes in gotiation. One is based on the sequential message passing, the other
the complete K-ary linking pin structure. assumes parallel communication.

3 - Minimizing the costs of evacuation paths by decom- 3 - Symmetric rendezvous search on a hexagon
posing network flows John Howard, Operational Research, London School of
Jan Peter Ohst, Mathematics, TU Kaiserslautern, Germany, Economics, Houghton Street„ London, WC2A 2AE, United
[email protected], Stefan Ruzika Kingdom, [email protected]
In symmetric rendezvous search on a hexagon two players are initially
Many models and algorithms for large scale routing and flow optimiza- placed at two different vertices two edges apart. Each period they must
tion are known. The solution of such problems is naturally a flow on a move to one of the adjacent vertices. They try to meet in the least
network. However to implement this flow a decomposition into paths possible expected time using the same (mixed) strategy.
is required. While it is straight forward to find an arbitrary decompo-
sition the choice of the decomposition can have a tremendous effect This problem is unsolved, so we modify it by giving the players extra
on the properties of the single paths. The problem of finding optimal information. We are then able to solve the modified problem, thereby
decompositions is NP-hard but has not been investigated in detail. An giving a lower bound to the original problem. The solution requires
integer program for such problems as well as an approximation algo- an interesting analysis of the behaviour of two intertwined discrete dy-
rithm on series-parallel graphs are presented. namical systems.

4 - Implementing the work function algorithm by net- 4 - Lorenz and lexicographic maximal allocations for
work flows and flow cost reduction bankruptcy problems
Robert Manger, Department of Mathematics, University of Javier Arin, Economic Theory, University of the Basque
Zagreb, Bijenicka cesta 30, 10000, Zagreb, Croatia, Country, L. Agirre 83, 48015, Bilbao, Spain,
[email protected], Tomislav Rudec [email protected]
A bankruptcy problem consists of a set of claimants who must divide
This paper deals with the work function algorithm (WFA) for solv- between them an infinitely divisible good, the endowment, that is not
ing the on-line k-server problem. The WFA is usually implemented sufficient to satisfy their claims in full. We introduce egalitarian crite-
by network flow techniques including the flow augmentation method. ria to solve bankruptcy problems. We focus on two egalitarian criteria:
In the paper we develop a new implementation of the WFA, which is the Lorenz and lexicographic criteria. Talmud Rule is one of the most
again based on network flows, but uses simpler networks and the cost important sharing rules. We prove that this rule is also a lexicographic
reduction method. We also present experiments showing that our im- maximizer. This analysis allows a new sharing rule: Lexmax Rule. We
plementation is considerably faster than the conventional one. also characterize the sets of Lorenz maximal vectors of awards/losses.

 WB-06  WB-08
Wednesday, 10:30-12h00 Wednesday, 10:30-12h00
RB-Gamma RB-Epsilon

Industrial Organization Boolean Optimization in Graph Theory

Stream: Dynamical Systems and Game Theory Stream: Boolean and Pseudo-Boolean Optimization
Invited session Invited session
Chair: Luis Ferreira, Matemática, Escola Superior de Estudos Chair: Martin Milanic, UP IAM and UP FAMNIT, University of
Industriais e de Gestão, IPP, ESEIG, Rua D Sancho I, número 981, Primorska, Muzejski trg 2, 6000, Koper, Slovenia,
4480-876, Vila do Conde, Porto, Portugal, [email protected]
[email protected]
1 - Forbidden induced subgraph characterizations of
1 - Flexibility in a Stackelberg leadership graph classes
Luis Ferreira, Matemática, Escola Superior de Estudos Guillermo Durán, University of Buenos Aires, Argentina,
Industriais e de Gestão, IPP, ESEIG, Rua D Sancho I, número [email protected]
981, 4480-876, Vila do Conde, Porto, Portugal, In this talk we present several results about partial characterizations of
[email protected] different graph classes by forbidden induced subgraphs. First, we ana-
lyze three classes related to perfect graphs: clique-perfect, coordinated
We study the effects of product differentiation in a Stackelberg model and balanced graphs. Furthermore, we study two important classes of
with demand uncertainty, only for the first mover. We do an ex-ante intersection graphs: circular-arc and circle graphs. We will show the
and ex-post analysis, in terms of product differentiation and of the de- main results on these topics obtained for our group in the last 10 years.
mand uncertainty, of the profits of the leader and of the follower firms. Joint works with F. Bonomo, M. Chudnovsky, L. Grippo, M. Groshaus,
We show that even with small uncertainty about the demand, the fol- M.Lin, M. Safe, F. Soulignac, G. Sueiro, J. Szwarcfiter and A. Wagler.
lower firm can achieve greater profits than the leader, if their products
are sufficiently differentiated. 2 - A generalization of the P4-free graph sandwich prob-
lem to multigraphs
2 - Parallel vs. Sequential Interaction Protocols for the Endre Boros, RUTCOR, Rutgers University, 08854,
Multilateral Negotiations in Distributed, Multi-agent Piscataway, New Jersey, United States,
Environment [email protected], Vladimir Gurvich
Piotr Palka, The Faculty of Electronics and Information An n-multigraph is an n-edge colored complete graph. D is a 3 edge
Technology, Warsaw University of Technology, ul. colored triangle, and P is a 2 colored complete graph on 4 vertices, such
Nowowiejska 15/19, 00-665, Warsaw, mazowieckie, Poland, that each color defines a P4. In this paper we show a polynomial time
[email protected] algorithm to decide if a given n-multigraph contains a P- and D-free

196
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subgraph. This result generalizes the P4-free graph sandwich problem 3 - A Set Covering Approach to Solving Heterogeneous
introduced by Golumbic, Kaplan, and Shamir in 1995. As motivation Vehicle Routing Problem
and application, we consider n-person positional game forms. It is Milan Stanojevic, Faculty of Organizational Sciences,
known that such game forms are in a one-to-one correspondence with
P- and D-free n-graphs. University of Belgrade, Jove Ilica 154, 11000, Belgrade,
Serbia, [email protected], Bogdana Stanojevic
3 - The Price of Connectivity for Vertex Cover
Oliver Schaudt, Institut für Informatik, AFS, Universität zu We consider a vehicle routing problem with limited heterogeneous fleet
Köln, Weyertal 80, 50931, Cologne, Germany, of vehicles having various capacities, fixed costs and variable costs.
[email protected] Our approach provides approximate solution. It consists of two phases.
In first phase we generate set of "good" routes for all types of vehicles
We study a graph parameter called the Price of Connectivity for Ver- from the fleet. For this step we use randomized enhanced savings al-
tex Cover (PoC). It was recently introduced by Cardinal et al. and is gorithm. In second phase we solve to optimality set covering problem
defined as the ratio of the minimum size of a connected vertex cover using routes from the first phase. Varing number of generated routes
and the minimum size of a vertex cover. We prove structural results we can trade between solving time and solution quality. Computation
for the PoC. These results concern PoC-critical, PoC-perfect and PoC- results are presented.
near-perfect graphs.
4 - On the dominating tree problem
4 - Equistable graphs: conjectures, results, and con- André Rossi, Lab-STICC - UMR 3192, Université de
nections with Boolean functions Bretagne-Sud, Centre de Recherche, BP 92116, 56321,
Martin Milanic, UP IAM and UP FAMNIT, University of Lorient, France, [email protected]
Primorska, Muzejski trg 2, 6000, Koper, Slovenia,
[email protected] The problem under consideration is called the dominating tree prob-
lem. Let G be an edge weighted, simple, connected and undirected
Equistable graphs form a graph class generalizing the well known class graph. We want to build a tree of minimum cost on G such that each
of threshold graphs, and are closely related to general partition graphs vertex is either covered by the tree, or is adjacent to a vertex that is
and triangle graphs. No combinatorial characterization of equistable covered by the tree. The cost of every edge is assumed to be strictly
graphs is known, and the complexity status of recognizing equistable positive. We provide a simple proof of NP-hardness, and a series of
graphs is open. In this talk, we will present an overview of results cases where the problem can be solved in polynomial time. In addi-
and conjectures on equistable graphs and related classes. Whenever tion, we present a cutting plane approach to this problem.
applicable, connections to corresponding notions from the theory of
Boolean functions will be discussed. Joint works with V. Levit, S.
Miklavic, J. Orlin, G. Rudolf and D. Tankus.

 WB-10
Wednesday, 10:30-12h00
 WB-09 RB-Theta
Wednesday, 10:30-12h00
RB-Zeta Supply Chain Management 1
Optimization Problems on Graphs Stream: Production Management & Supply Chain
Management (contributed)
Stream: Graphs and Networks Contributed session
Invited session Chair: Rifat Gürcan Özdemir, Industrial Engineering Department,
Chair: Mirjana Cangalovic, Laboratory for Operational Research, Istanbul Kültür University, Atakoy Campus, Atakoy-Bakirkoy,
Faculty of Organizational Sciences, University of Belgrade, Jove 34156, Istanbul, Turkey, [email protected]
Ilica 154, Belgrade, Serbia, Serbia, [email protected]
1 - Managing and Measuring Business Performance
1 - An algorithm for finding the most probable cut set Otilija Sedlak, Quantitative Methods in Economics, Faculty of
Mirko Vujosevic, Faculty of Organizational Sciences, Economics Subotica, Ivana Sarica 14., Segedinski put 9-11,
University of Belgrade, ul. Jove Ilica 154, 11000, Belgrade, 24000, Subotica, Vojvodina, Serbia, [email protected],
Serbia, [email protected], Dragana Makajic-Nikolic, Zoran Ciric
Nebojsa Nikolic
A new approach for finding the most probable cut set is proposed. The Project performance has become a significant issue, especially as poor
structure of the system is firstly modeled as a fault tree with random performance in high profile information systems projects. The busi-
primary events as leafs, intermediate events as logic functions of pri- ness management critical success factors: cost, quality, time, customer
mary events, and the top event in the root. The top event is also a logic expectations. In this paper will be evaluated an integrative framework
function of the primary events. A cut set is a set of primary events of performance for managing and measuring to bring together numer-
which cause the occurrence of the top event. Given probabilities of ous and evolving strands. We believe it is important to investigate
the primary events, the problem is to find the most probable cut set. whether innovation theories can be generalized and empirical findings
An equivalent reverse Petri net is made and its properties are used for are applicable in different economic contexts.
developing a new algorithm.
2 - Optimization in supply chain decision making
2 - Strong metric dimension of generalized Petersen Marija Cileg, Quantitative Methods in Economy, Faculty of
graphs GP(n,1) Economics, Segedinski put 9-11, 24000, Subotica, Serbia,
Mirjana Cangalovic, Laboratory for Operational Research, [email protected], Tibor Kis
Faculty of Organizational Sciences, University of Belgrade,
Jove Ilica 154, Belgrade, Serbia, Serbia, [email protected], Performance improvement of companies participating in supply chains
Jozef Kratica, Vera Kovacevic Vujcic is necessary to achieve harmonization, co-operation, coordination and
efficiency. Partial optimization can be implemented in every stage of
Generalized Petersen graphs GP(n,k) were introduced by Coxeter in the chain, while general optimization deals with the whole of a given
1950. Recently, the metric dimension and the minimal doubly re- supply chain. In this paper one possible approach to optimization prob-
solving set of GP(n,k) have been investigated. In this paper we con- lems in a specific case is presented with creation of economic param-
sider a related problem of determining the strong metric dimension for eters necessary for realization of partial tasks. A modification of the
GP(n,1) and prove that it is equal to n. goal programming model is presented as well.

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3 - A Trade Credit Model for Supply Chain Coordination 3 - Flowshop scheduling with flexible operations:
Abhishek Chakraborty, Operations Management, Indian Throughput optimization
Institute of Management Calcutta, Diamond Harbour Road, Hakan Gultekin, Industrial Engineering, TOBB-University of
Joka, 700104, Kolkata, West Bengal, India, Economics and Technology, Endustri Muhendisligi Bolumu,
[email protected], Ashis Chatterjee TOBB Ekonomi ve Teknoloji Universitesi, Sogutozu Cad.
No:43, 06560, Ankara, Turkey, [email protected]
This paper considers a single vendor and single buyer supply chain
model where the vendor allows a trade credit to the buyer to synchro- In classical flowshop scheduling, processing times of the parts are as-
nize his production cycle with the ordering cycle of the buyer. The sumed to be fixed, predefined parameters. This assumption oversim-
vendor is being benefitted from the reduction in his set up costs while plifies the problem for the systems consisting of flexible machines ca-
the buyer is being compensated for the extra inventory that he is car- pable of performing different operations. In such systems, some of
rying through the trade credit offered by the vendor. Trade credit is the operations that a part requires can be processed by alternative ma-
developed as a mechanism for achieving supply chain coordination in chines. In order to maximize the throughput rate the assignment of
the weak form. these operations to the machines must be determined. In this study we
develop solution procedures for problems arising in 2 and 3-machine
flowshops producing identical or multiple parts.
4 - An Analysis of Supply Chain Related Graduate Pro-
grams in Europe 4 - Project Management Techniques: The Case of Agri-
Y. Ilker Topcu, Industrial Engineering, Istanbul Technical cultural Statistical Project
University, Istanbul Teknik Universitesi, Isletme Fakultesi, Alper Gucumengil, Foreign Relations Department, Turkish
Macka, 34357, Istanbul, Turkey, [email protected], Emel Statistical Institute, Yucetepe mah., Necatibey cad. No:114
Aktas, Sezi Cevik Onar, Des Doran Cankaya, Ankara, Turkey, [email protected],
Hüseyin Tatlidil
There is a continuous interest in analysing and designing SCM edu-
cation. Parallel to increasing impact of globalisation, more and more A general framework on Project Management(PM) approach is out-
companies operate in larger supply chains and there is an increasing lined and PM techniques,namely Gantt, CPM and PERT are scruti-
need for skilled employees trained in SCM. Motivated by lack of stud- nized in this paper.The immediate focus of study,however,is on the
ies on graduate level supply chain education, this research aims to de- assessment of an agricultural statistical project which is one of the
termine the current status of supply chain related programs offered at projects carried out as part of preparatory work in the adaptation pro-
graduate level in Europe. Our findings suggest that programs are clus- cess of Turkey to European Statistical System with reference to PM
tered according to the weight of various knowledge and skill areas such techniques.By way of assessment of completed project,the aim is to
as SCM, managerial or quantitative skills. improve current PM approach for international statistical projects and
to offer suggestions in adopting PM techniques in future projects.

 WB-11  WB-12
Wednesday, 10:30-12h00 Wednesday, 10:30-12h00
RB-Iota RB-Omicron

Other realistic scheduling problems Railway Optimization II

Stream: Realistic Production Scheduling Stream: Optimization in Public Transport
Invited session Invited session
Chair: Alper Gucumengil, Foreign Relations Department, Turkish Chair: David Canca, School of Engineers, University of Seville.,
Statistical Institute, Yucetepe mah., Necatibey cad. No:114 Av. de los Descubrimientos s/n, Isla de la Cartuja, 41092, Seville,
Cankaya, Ankara, Turkey, [email protected] Spain, [email protected]
1 - The management of rail system breakdowns for re-
1 - Due-date assignment problems with common flow-
ducing travel demand impacts
allowance
Luca D’Acierno, Dipartimento di Ingegneria dei Trasporti,
Gur Mosheiov, Business School, The Hebrew University of
Università degli Studi di Napoli "Federico II", Via Claudio,
Jerusalem, Mount Scopus, Jerusalem, 91905, Jerusalem,
21, 80125, Napoli, Italy, [email protected], Mariano Gallo,
Israel, [email protected], Baruch Mor
Bruno Montella, Antonio Placido
In due-date assignment problems with a common flow-allowance, the In urban context, the improvement of rail systems represents a useful
due-date of a given job is defined as the sum of its processing time and tool to promote the use of public transport and reduce environmen-
a job-independent constant. We study first the minsum version of the tal impacts of private car use. However, in the event of breakdowns,
problem. In this case, the scheduler has the option to perform a main- since faulty trains cannot usually be overtaken and their removal could
tenance activity which is rate modifying, i.e., improves the processing pose extreme difficulties, re-establishing the regular service could in-
times of the following jobs. We consider a number of versions of this volve inconveniently long travel times. Therefore, in this framework,
setting. We also study the minmax version of the problem, with ex- we analyse effects of management strategies for different levels of de-
tensions to position-dependent processing times, and to the (NP-hard) graded services in order to define the best solution to adopt to minimise
setting of parallel machines. travel demand discomfort.

2 - Approximate algorithms for one-machine scheduling 2 - New approaches for Wagon Routing in Railroad
with interfering jobs Freight Traffic
Paz Perez Gonzalez, Industrial Management, University of Robert Voll, Institute of Transport Logistics, TU Dortmund
Seville, Camino de los descubrimientos s/n, 41092, Sevilla, University, Leonhard-Euler-Strasse 2, 44227, Dortmund,
Spain, [email protected], Jose M. Framinan Germany, [email protected], Uwe Clausen
We consider a consolidation problem from railroad freight traffic. The
In this paper, we analyze the problem of scheduling two sets of jobs problem is modeled as a fixed charge multicommodity flow problem.
on one machine with the objectives of total completion times for both We present two new solution approaches based on a column genera-
sets. This problem is known to be NP-hard considering different ap- tion formulation. The first one is a Branch-and-Price-algorithm. The
proaches (Pareto, epsilon-constrained and linear convex), and several second method is a heuristic algorithm. We present computational re-
algorithms have been proposed in the literature. We analyze the ap- sults for a couple of test instances we constructed in cooperation with
proaches, compare the corresponding solution procedures, and present our industrial partners. Results from our computations are compared
new heuristics for the problem. to solutions provided by CPLEX.

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3 - Analysis of the variability of travel conditions and The knowledge about interdependency between decision making
flows along a transit line strategies and the stock fluctuation in a supply chain is important to
Vincent Benezech, Ecole des Ponts ParisTech, ENPC - identify those parts of a supply network which has the highest po-
tential for improving total uncertainty. Two scenarios are suggested:
LVMT, 6-8 avenue Blaise Pascal, 77455, Marne-la-Vallée, each supply partner designs its own material handling system and net-
France, [email protected], Fabien Leurent work configuration organizes an integrated material handling policy for
all supply partners. A multi-objective model is developed to compare
One major issue in transit planning pertains to service reliability. The these scenarios and identify under which situations lasting uncertainty
paper’s objective is to provide a stochastic model of traffic variability reduction can be achieved.
and passenger exposure along a transit route. Headways are treated
as random variables. Their distribution is estimated using data from 3 - An integrated inventory-transportation system with
the Transilien operator. Analytical formulas for the mean and variance periodic pick-ups and leveled replenishment
of passenger loads on any section of the line, as well as average pas-
senger exposure to crowding in the case of log-normal headways are Martin Grunewald, Institute of Automotive Management and
derived. In the general case, a zip-unzip algorithm computing gen- Industrial Production, Technische Universität Braunschweig,
eralised travel times is described, for inclusion in a complete traffic Katharinenstraße 3, 38106, Braunschweig, Germany,
assignment model. [email protected], Thomas Volling, Thomas Spengler

4 - A methodology to analyze quality of railway timeta- In this paper we develop a combined inventory-transportation system.
bles The principle idea is to integrate a simple replenishment policy with
a routing component to derive operationally consistent standard routes
David Canca, School of Engineers, University of Seville., Av. as a basis for milk-run design. Therefore we combine stochastic ve-
de los Descubrimientos s/n, Isla de la Cartuja, 41092, Seville, hicle routing with a replenishment policy which makes use of safety
Spain, [email protected], Eva Barrena, Encarnación Algaba, stock to level the variability propagated into transportation operations.
Alejandro Zarzo To evaluate the approach, we compare its performance with stochastic
vehicle routing as well as sequential vehicle routing and safety stock
Railway scheduling and timetabling are two of the classical stages in planning.
the hierarchical railway planning process and they perhaps represent
the step with major influence on user’s quality of service perception.
This paper considers the problem of timetable determination consid-
ering a dynamic behavior of passenger demand considering user and
service provider points of view. Aspects like the influence of train ca-
pacity are discussed. To illustrate the methodology an application to
 WB-14
the C5 line of Madrid rapid transit system is presented. Wednesday, 10:30-12h00
RB-Omega

Timetabling and Transport

 WB-13 Stream: Timetabling and Rostering
Wednesday, 10:30-12h00 Invited session
RB-Tau Chair: Hagai Ilani, Industrial Eng. and management, Shamoon
College of Engineering, 84 Jabotinsky st., 77245, Ashdod, Israel,
Transportation and Logistics Israel, [email protected]

Stream: OR Applications in the Automotive Industry 1 - Algorithm for Solving Two-Stations Railway Schedul-
Invited session ing Problem
Chair: Achim Koberstein, Business Administration, Elena Musatova, Institute of Control Sciences V. A.
Goethe-University of Frankfurt, Grueneburgplatz 1, 60323, Trapeznikov Academy of Sciences, Moscow, Russian
Frankfurt am Main, Germany, [email protected] Federation, [email protected], Alexander Lazarev
Chair: Martin Grunewald, Institute of Automotive Management
There are two railway stations and a set of freight cars which are
and Industrial Production, Technische Universität Braunschweig, characterized by departures and destinations, weight and significance.
Katharinenstraße 3, 38106, Braunschweig, Germany, Each car arrives to the departure in some release time and should be
[email protected] delivered to the destination before a due date. There are some restric-
tions on number of cars in a train. It is necessary to form trains and
1 - Choosing charge carriers to guarantee the efficient schedules that minimize a cost function. A polynomial algorithm is
proposed for solving the described problem.
material supply of production areas
Dominik Berbig, Institut für Fördertechnik und 2 - An Integrated Optimization Model for Timetabling
Logistiksysteme, KIT, Gotthard-Franz-Straße 8, 76131, and Machinist Assignment in Light Rail Transit Sys-
Karlsruhe, Germany, [email protected], Kai Furmans, Michaela tems
Köker, Maximilian Altefrohne Selmin DanisOncul, Management Engineering, Istanbul
Technical University, ITU Isletme Fakultesı, Macka-Istanbul,
To guarantee efficient material supply, it is crucial to choose adequate
charge carriers for every part number: The larger the carrier, the larger 34367, Istanbul, Turkey, [email protected]
is the required space, the number of contained pieces and, as a re-
sult, the fixed capital costs. The smaller it is, the higher the necessary This study proposed a novel model to solve the timetabling prob-
transportation frequency. This trade-off shows that choosing a charge lem combining with resource allocation of a light rail transit system.
carrier is subject to many parameters. Currently, this choice is often Firstly, a detailed literature review is carried out, then extensive inter-
based on the size only. This means wrong choices and wasted capital. views have been realized with authorized experts. Mathematical mod-
Thus, we present an approach to solve this problem, a new model and els are built and solved by mixed-integer programming using CPLEX
possible benefits. algorithm. Validation is made by comparing model results with real-
life application. Sensitivity analysis is also performed by changing
parameter values such as train capacity and also weights of objective
2 - The impact of decision making strategies in different function. Finally all the results are analyzed.
network types on stock fluctuation
Meisam Nasrollahi, Industrial Engineering, University of 3 - Real-time Control Procedures for Transit
Tehran, 32th - Masjed Jame St., Fasa - Fars - Iran, Alessandro Sales, Civil engineering, Università degli Studi
7461833749, Fasa, Fars, Iran, Islamic Republic Of, Roma Tre, via vito volterra, 62, 00146, Roma, Italy,
[email protected], Jafar Razmi, Reza Ghodsi [email protected], Stefano Carrese

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WB-15 EURO 25 - Vilnius 2012

In every high frequency transport system, the problem of regularity We consider the optimization of topology of mechanical structures in a
is critical. Randomness can increase passenger’s travel time. We fo- discretized finite element setting. These problems express shape opti-
cus the attention on the real-time deadheading problem, because dead- mization through a problem of optimal material distribution on a given
heading is the only way that allows to re-establish the correct headway element grid. Local stress constraints are essential for a realistic mod-
without increase of the lap time. When a vehicle is deadheaded, it runs eling. The resulting problem is a large-scaled mathematical program
empty from a terminal skipping a number of stations, typically in order with vanishing constraints (MPVC). In the recent past several numeri-
to reduce expected large headways at later stations. The objective is to cal recipes have been proposed for the treatment of MPVCs. The talk
determine the optimal number of stations to skip in order to minimize presents some of these approaches and reports on their success in the
passenger’s total travel time. numerical treatment of topology problems.

4 - A General Two-directional Two-campus Transport 4 - Branch and bound method for the competitive facility
Problem location problem
Hagai Ilani, Industrial Eng. and management, Shamoon Andrey Melnikov, Sobolev Institute of Mathematics, Russian
College of Engineering, 84 Jabotinsky st., 77245, Ashdod, Federation, [email protected], Vladimir Beresnev
Israel, Israel, [email protected], Elad Shufan, Tal Grinshpoun
We deal with the competitive facility location problem, where two
In the present work we extend a reduction of a simple case of a trans- players, the leader and the follower, sequentially open their facilities
portation problem between two destinations to the shortest path prob- in finite discrete space. Every consumer chooses one opened facility
lem. Our reduction is valid for a general two directional case where according to his own preferences. The problem consists in opening
a set of n requests for a ride between two destinations has to be ex- the leader’s facilities so as to obtain the maximum profit, taking into
ecuted by a fleet of K vehicles of given capacities, in order to mini- account the follower’s reaction. The problem is formulated in terms
mize the total waiting time of all the passengers. Our approach can of the bilevel integer programming. An exact procedure based on the
be implemented to the case where passengers have different levels of B&B method has been developed. Computational results for the ran-
importance. domly generated instances are discussed.

 WB-15  WB-16
Wednesday, 10:30-12h00
Wednesday, 10:30-12h00
RB-2101
RB-2103
Theory and algorithms of bilevel Linear and Quadratic Programming
programming I
Stream: Linear and Conic Programming
Stream: Variational Inequalities and Bi-Level Problems Invited session
Invited session Chair: David Bartl, Department of Mathematics, University of
Chair: Stephan Dempe, Mathematics and Computer Sciences, Ostrava, 30.dubna 22, 701 03, Ostrava, Czech Republic,
Technische Universitaet Freiberg, 09596, Freiberg, Germany, [email protected]
[email protected]
1 - On the complexity of steepest descent algorithms for
1 - Fuzzy bilevel optimization problem
minimizing quadratic functions
Alina Ruziyeva, Fakultät für Mathematik und Informatik, TU
Clovis Gonzaga, Dept. of Mathematics, Federal Univ. of
Bergakademie Freiberg, Akademiestr. 6, 09596, Freiberg,
Santa Catarina, Cx. postal 5210, Florianópolis, SC, Brazil,
Germany, [email protected], Stephan Dempe
Florianópolis, SC, Brazil, [email protected]
The optimal solution of a fuzzy optimization problem is described as
the set of Pareto optimal solutions of a corresponding multiobjective In this talk we examine patterns in the distribution of step lengths in
optimization problem. The preferable fuzzy optimal solution is sup- steepest descent algorithms for minimizing a convex quadratic func-
posed to have a maximal membership function value, i.e. it has the tion. We show how a large number of short steps are needed, and how
highest potential being realized by the follower. In the talk fuzzy these relate to the much smaller number of large steps. We note that the
bilevel optimization problems are considered in which the preferable order in which the step lengths is used is irrelevant, and show a worst
fuzzy optimal solution of the fuzzy lower level problem is used. Aim case example with a small number of variables. We also conceive a
of the talk is to describe a solution algorithm for this problem using the brute force algorithm which is in a certain way optimal.
stability region of this solution.
2 - Convex quadratic programming applied to the stabil-
2 - Necessary optimality conditions in pessimistic ity number of a graph
bilevel programming Maria F Pacheco, Instituto Politécnico de Bragança - ESTiG,
Alain B. Zemkoho, Mathematics and Computer Sciences, Quinta de Santa Apolónia, Gab. 112, 5301-857, Bragança,
Technical University Bergakademie Freiberg, Akademiestr. 6, Portugal, [email protected], Domingos Cardoso, Carlos J. Luz
09599, Freiberg, Saxonia, Germany,
[email protected] We deal with graphs whose stability number can be determined by a
convex quadratic program and describe algorithmic techniques for the
We consider the "pessimistic version" of bilevel programming pro- determination of maximum stable sets in such graphs (except there
grams. Employing advanced tools of variational analysis and gener- is an induced subgraph with least adjancency eigenvalue and optimal
alized differentiation, we provide a general frameworks ensuring the value of the convex quadratic program not changing if the neighbor-
Lipschitz continuity of the value functions. Several types of lower hood of any vertex is deleted). Such a graph is called adverse. As-
subdifferential necessary optimality conditions are derived. We also suming that every adverse graph has convex-QP stability number, an
derive upper subdifferential necessary optimality conditions of a new algorithm for the recognition of graphs with convex-QP stability num-
type. Certain links are established between the obtained necessary op- ber is introduced and applied to determine maximum matchings.
timality conditions for the pessimistic and optimistic versions in bilevel
programming. 3 - A discrete version of Farkas’ Lemma and Duality The-
3 - Vanishing Stress Constraints in Topology Optimiza- orem for homogeneous linear programming
David Bartl, Department of Mathematics, University of
tion of Mechanical Structures
Ostrava, 30.dubna 22, 701 03, Ostrava, Czech Republic,
Wolfgang Achtziger, Department of Mathematics, University
[email protected]
of Erlangen-Nuremberg, Chair of Applied Mathematics 2,
Cauerstrasse 11, 91058, Erlangen, Germany, We report a discrete version of Farkas’ Lemma, which is formulated in
[email protected] the setting of a module over a linearly ordered commutative ring (e.g.

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the ring of the integer numbers). Inspired by the trick of the homog- In this paper, we present a robust nonconvex optimization method for
enization, used to prove Gale’s Theorem of the alternative, which we clustering massive data using data streams. Our approach is based on
also show, we introduce the concept of the primal and dual problem of DC (Difference of Convex functions) programming and DCA (DC Al-
homogeneous linear programming. We present the optimality condi- gorithms) that have been successfully applied in various fields of ap-
tion for the primal and dual problem, respectively. In conclusion, we plied sciences. The method consists of two phases. Phase 1: the data
show that the Strong Duality Theorem holds for the problems. is divided into subsets on which an efficient DCA for clustering is in-
vestigated. Phase 2: another DCA for weighted clustering on the set of
4 - Optimization for switching control system centers obtained by phase 1 is studied. The numerical results on real
Shahlar Meherrem, Mathematics, Yasar University, Izmir, data sets show the efficiency of our method.
Turkey, Selcuk Yasar Camp, agacli yol , No.35-37, Bornova,
4 - Solving Generalized Orienting Problem using DCA
Izmir, Turkey, [email protected], Refet Polat
Anh Son Ta, LMI, INSA de Rouen, LMI, INSA de Rouen,
A class of nonsmooth optimal switching control problems is consid- +33, Rouen, France, [email protected], Hoai An Le Thi,
ered (nonsmoothness posed on the minimizing functional). The cost Tao Pham Dinh, Djamel Khadraoui
functional is to be minimized. Necessary optimality conditions are de-
rived by normal cone and Dubovitskii-Milyutin theory: a) treat local Orienteering problem is well-known as a NP-hard problem in trans-
minima via the empty intersection of certain sets in the primal space; portation with many applications. This problem aims to find a path
b) approximate the above sets by convex cones with no intersections; between a given set of control points, where the source and destina-
c) arrive at dual necessary optimality conditions in the form of an ab- tion points are specified with respect to maximize the total score of
stract Euler equation. The main result is a new optimality condition for collected points and satisfy the distance constraint. In this paper, we
the nonsmooth switching control system. first analyze the structure of a generalized orienting problem and a new
solution method, based on DC programming and DCA, is introduced.
Preliminary numerical experiments are reported to show the efficiency
of the proposed algorithm.

 WB-17
Wednesday, 10:30-12h00
RB-2105  WB-18
Wednesday, 10:30-12h00
DC programming and DCA 1 RB-2107
Stream: Nonconvex Programming: Local and Global Discrete Location
Approaches
Invited session Stream: Network and Discrete Location
Chair: Tao Pham Dinh, INSA Rouen, 76131, Rouen, France, Invited session
[email protected] Chair: Antonio Manuel Rodriguez-Chia, Estadistica e IO,
Universidad de Cádiz, Facultad de Ciencias, Pol. Rio San Pedro,
1 - A Continuous Optimization Approach for the General 11510, Puerto Real (Cadiz), Cadiz, Spain,
[email protected]
Art Gallery Problem
Mahdi Moeini, Institute of Operating Systems and Computer
Networks, Technical University of Braunschweig, IBR, 1 - The p-center problem with capacities and failure
Algorithms Group„ Muhlenpfordtstr. 23, 38106, ahead
Braunschweig, Germany, [email protected], Alexander Alfredo Marín, Departamento de Estadística e Investigación
Kroeller, Christiane Schmidt Operativa, University of Murcia, Facultad de Matemáticas,
Campus de Espinardo, 30100, Murcia, Spain, [email protected],
Suppose that an art gallery is in the shape of a polygon. The classical Inmaculada Espejo, Antonio Manuel Rodriguez-Chia
Art Gallery Problem (AGP) seeks for determining the minimum num-
ber of guards that are sufficient to oversee the entire art gallery. It has This work deals with the p-center problem, where the aim is to mini-
been proven that this problem is NP-hard even for very special cases. mize the maximum distance between any user and his reference cen-
We present a continuous optimization approach based on DC (Differ- ter, considering that in case of failure of any center, the capacities of
ence of Convex functions) programming techniques to solve the AGP the remaining centers must suffice to satisfy the demand of all users,
problem. The numerical experiments have been carried out on some taking into account that the users will have as a reference the closest
benchmark data sets and the results will be presented. surviving center. The problem is of interest when locating emergency
centers and, at the same time, taking precautions against emergencies
2 - A DC Programming technique for sparse regulariza- which can cause failure of the center it self. We consider different
formulations for the problem
tion in least-squares and logistic regressions
Mamadou Thiao, LITA, LITA- Université de Lorraine, 57000 2 - Assigning channels in cellular networks by neural
Ile du saulcy, Metz, France, [email protected], networks
Hoai An Le Thi, Tao Pham Dinh Enrique Dominguez, Dept. of Computer Science,
E.T.S.I.Informatica - University of Malaga, Campus Teatinos
This talk addresses a DC programming technique for solving ell_2 -
ell_0 simultaneous regularization problem in least-squares and logis- s/n, 29071, Malaga, Spain, [email protected], Jose Muñoz
tic regressions. We first consider the original ell_2 - ell_0 -regularized
problems and we reformulate them as DC programs with the help of Wireless communication constitutes one of the fastest growing indus-
new exact penalty techniques. The resulting DC programs possess very try segments in recent years, encompassing a number of application
nice DC structures and are quite adapted to convex DC relaxation tech- domains such as the cellular networks. Efficient allocation of chan-
niques. Experiments in the context of feature selection are performed nels for wireless communication in different network scenarios has
and the results on real-world data sets illustrate the potential and show become an extremely important topic of recent research. The main
the usefulness of this method. challenge lies in the fact that the channel allocation problem (CAP) is
NP-complete. In many practical situations, sometimes we may need to
be satisfied with a near-optimal solution because of a maximum allow-
3 - A DC programming approach for clustering massive able time limit is imposed for allocation of channels.
data sets
Hoai An Le Thi, Computer Science, University of Lorraine, 3 - A p-median model with distance selection
Ile du Saulcy„ 57 045, Metz, France, Stefano Benati, Department of Sociology, University of
[email protected], Ta Minh Thuy, Lydia Trento, Via Verdi 26, 38100, Trento, Italy,
Boudjeloud-Assala [email protected], Sergio García Quiles

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We are introducing an extension of the p-median model in which the 3 - Predictive Power of Generalized Additive Models in
units distance function, defined in an m-dimensional space, is the Insurance
sum of elementary distances calculated on spaces of dimension 1 (this Aysegul Iscanoglu Cekic, Statistics, Selcuk University,
model originate from cluster analysis). We let the researcher select
only q coordinates out of the m dimensional axes, so we are allow- KONYA, Turkey, [email protected]
ing different and possible distance definitions between the units. We
propose many ILP formulations to the model and compare their prop- In insurance an event or a claim is usually related with various num-
erties. ber of risk factors. The classification techniques are used to model
the impact of such factors on occurance of such events or claims. The
4 - Single Allocation Capacitated Ordered Median Hub generalized additive model is one of these techniques. In this study, we
implement the generalized additive models with Conic quadratic pro-
Location Models gramming approach (GAM-CQP) to the insurance framework. We also
Antonio Manuel Rodriguez-Chia, Estadistica e IO, compare the predictive performance of GAM-CQP with the classical
Universidad de Cádiz, Facultad de Ciencias, Pol. Rio San generalized additive models and some other techniques, e.g. general-
Pedro, 11510, Puerto Real (Cadiz), Cadiz, Spain, ized linear models and semi-parametric regression.
[email protected], Justo Puerto, Ana Bel
Ramos-Gallego 4 - An Application of Wavelet Regression in Exchange
Rate Estimation
In this paper we consider new formulations, based on the ordered me- Tarik Yilmaz, Statistics, Science Institute, Selcuk Universitesi
dian objective function, for capacitated hub location problems with
new distribution patterns induced by the different user’s roles within Alaaddin Keykubat Kampusu, Selcuklu, 42020, KONYA,
the supply chain network. This approach introduces some penalty fac- Turkey, [email protected], Aşır GenÇ
tors associated with the position of an allocation cost with respect to the
sorted sequence of these costs. First we present formulations for this In this study, our main aim is to forecast exchange rate in an effec-
problem, and then develop stronger formulations by exploiting proper- tive way. For this purpose we propose a new technique which is based
ties of the model. The performance of all these formulations is com- on wavelet regression. In order to evaluate the effectiveness of the
pared by means of a computational analysis. technique, the EURO(EUR) - U.S. Dollar (USD) parity data is used.
Effectiveness of the new process is also shown by backtesting.

 WB-19
Wednesday, 10:30-12h00  WB-20
RB-2111 Wednesday, 10:30-12h00
RB-2113
Predictive Modelling in Finance and
Insurance Financial Optimization 1
Stream: Simulation Methods in Finance Stream: Financial Optimization
Invited session Invited session
Chair: Aysegul Iscanoglu Cekic, Statistics, Selcuk University, Chair: J. E. Beasley, Mathematical Sciences, Brunel University &
KONYA, Turkey, [email protected] JB Consultants, Department of Mathematical Sciences, Kingston
Lane, UB8 3PH, Uxbridge, Middlesex, United Kingdom,
1 - Simulation Study for Modified Maximum Likelihood [email protected]
Estimations in Poisson Regression
Muslu Kazım Körez, Statistic Department, Faculty of 1 - A Risk-Return Approach to Enhanced Indexation
Science, Selcuk University, 42225, Konya, Turkey, Francesco Cesarone, Economics, University of Rome 3,
[email protected], Evrim Oral, Yunus Akdoğan, Coskun Faculty of Economics, Via Silvio D’Amico 77, 00145, Rome,
Kus Italy, [email protected], Renato Bruni, Andrea Scozzari,
Fabio Tardella
For most of the generalized linear models (GLM), the maximum likeli-
hood (ML) equations involve nonlinear functions of the parameters and
they are intractable. Solving these equations by iterations can be prob- Enhanced Indexation is the problem of selecting a portfolio that gener-
lematic for reasons of convergence to wrong values.In this study,We ates excess return with respect to a benchmark index. We propose a lin-
compare the ML and MML estimators with respect to their biases and ear bi-objective optimization model for enhanced indexation that max-
mean square errors. Moreover, we provide the coverage probabili- imizes average excess return and minimizes underperformance with
ties of the confidence intervals (based on ML and MML estimators) respect to the index over a given observation period. The efficient
of Poisson regression parameters by using a Monte Carlo simulation frontier for this problem can be easily computed with standard LP
study. We also investigate the revised MML estimators proposed by solvers. We describe interesting theoretical features of the model and
Oral (2005) with respect to their initials values. We show that ordi- we present some experimental results for well-known financial data
nary least squares estimators yield approximations as good as those sets showing promising out-of-sample performance.
proposed by Oral (2005).
2 - Portfolio selection model based on technical, funda-
2 - An Application of Wavelet Regression on Risk Anal- mental and market value analysis
ysis Tea Poklepović, Faculty of Economics Split, Domovinskog
Aşır GenÇ, Statistic, Selcuk University, Konya, Turkey, rata 54, 21000, Split, Croatia, [email protected], Branka
[email protected], Tarik Yilmaz Marasovic, Zdravka Aljinovic

In this study we make a risk analysis for a software company which The aim of this paper is to develop decision-making model for select-
plans to develop and launch a new product. In the analysis we firstly ing optimal portfolio in stock exchange based on technical and fun-
model the financial statements of the company. The model includes damental analysis. In the first step of the model the set of stocks are
both stochastic and deterministic variables. Therefore, we make a sim- selected based on technical analysis. In the second step optimal port-
ulation study and we provide 10-year cash flow tables for the company. folio will be formed from selected stocks using multi criteria method.
Then a risk analysis procedure is implemented. Moreover, we apply a The method is based on PROMETHEE II approach and different ac-
wavelet regression smoothing procedure to the obtained values and we counting criteria and those based on market values are used. The se-
find new risk values. Finally, these new risk values are compared with lected model has been applied in Zagreb Stock Exchange (ZSE) as a
Net Present Value and a decision plan is given. real case.

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3 - Computing the Nondominated Surface in Tri-criterion 3 - Information acquisition of new technology for main-
Portfolio Selection tenance and replacement investment decisions
Ralph E. Steuer, Terry College of Business, University of Thomas Yeung, Department of Industrial Engineering &
Georgia, Department of Banking and Finance, Brooks Hall, Automatic Control, Ecole des Mines de Nantes / IRCCyN, 4,
30602-6253, Athens, GA, United States, [email protected] rue Alfred Kastler B.P. 20722, La Chantrerie, 44307, Nantes,
France, [email protected], Khanh Nguyen, Bruno
Motivated by the desire to extend Markowitz portfolio selection to an
additional linear criterion (dividends, etc.), we demonstrate an exact
Castanier
method for computing the nondominated set of a tri-criterion program An important mission of managers is to determine the maintenance and
that is all linear except that one of its objectives is to minimize a con- replacement investment plan for equipment under technological evolu-
vex quadratic function. With the nondominated set of the resulting pro- tion. The arrival time and profitability of new technology are uncertain;
gram being a surface composed of curved platelets, a multi-parametric however information on this process may be acquired. We formulate
algorithm is devised for computing the platelets so that they can be a partially observable Markov decisions process to decide whether to
graphed precisely. In this way, graphs can display all tri-criterion non- obtain additional information as well as the action for the asset (wait,
dominated solutions at one time. maintain, replace) based on its state and the information available on
new technology. We provide structural properties of the optimal policy
4 - Portfolio rebalancing with an investment horizon and as well as numerical examples.
transaction costs 4 - One approach to reduce some aspects of costs as-
J. E. Beasley, Mathematical Sciences, Brunel University & JB
sociated with long term care
Consultants, Department of Mathematical Sciences, Kingston
Patricia Herranz, Economy, Quantitative Methods and
Lane, UB8 3PH, Uxbridge, Middlesex, United Kingdom,
Economic History, Universidad Pablo de Olavide, Ctra. Utrera
[email protected]
km 1, 41013, Seville, Spain, [email protected], Ana M. Martin
We consider the problem of rebalancing an existing financial portfo- Caraballo, M. Manuela Segovia-Gonzalez, Guerrero Flor
lio, where transaction costs (fixed and/or variable) have to be paid if New technological and scientific advances have allowed that in some
we change the amount held of any asset. We indicate the importance countries increases life expectancy but, unfortunately longevity causes
of the investment horizon when rebalancing such a portfolio and il- that many people have disabilities that limit or even make it impossible
lustrate the nature of the efficient frontier that results when we have to do activities of daily living. In this paper we analyze the relationship
transaction costs. We model the problem as a mixed-integer quadratic between the different diseases and different degrees of disabilities used
program with an explicit constraint on the amount that can be paid in under Spanish law. In this way the government could implement pre-
transaction cost. Results are presented for the solution of test problems vention policies that reduce the costs associated with long term care
involving up to 1317 assets. and improve the quality of life of disabled people. We are using the
new survey data EDAD 2008.

 WB-21  WB-22
Wednesday, 10:30-12h00
Wednesday, 10:30-12h00
RB-2115
RB-2117
Data Analysis in the Financial Sector
Fuzzy Optimization
Stream: Numerical Methods in Finance
Invited session Stream: Fuzzy Optimization - Systems, Networks and
Applications
Chair: Patricia Herranz, Economy, Quantitative Methods and
Economic History, Universidad Pablo de Olavide, Ctra. Utrera km
Invited session
1, 41013, Seville, Spain, [email protected] Chair: Erik Kropat, Department of Computer Science, Universität
der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577,
1 - Sampling Frequency and Stochastic Diffusion Pro- Neubiberg, Germany, [email protected]
cesses of Term Structure of Interest Rates and Ex- Chair: Yoshiki Uemura,
655-1,Yuzaki,Kawanishichou,Shikigun,636-0202,Nara,Japan,
change Rates
636-0202, Nara, [email protected]
A. Can Inci, College of Business - Finance, Bryant University,
Chair: Kateryna Pereverza, Students Science Association,
1150 Douglas Pike, 02917, Smithfield, RI, United States,
National Technical University of Ukraine, Kyiv, Scherbakova str.,
[email protected]
42/44, app. 54, Kyiv, Ukraine, [email protected]
Recent studies conjecture that higher frequency data provide a better
separation of continuous and jump components of a dynamic process. 1 - Involving fuzzy orders for multi-objective linear pro-
Stochastic processes such as jumps may not be fully utilized since gramming
they may be smoothed out with low frequency monthly or quarterly Olga Grigorenko, Mathematics, University of Latvia, Zellu
data. This study examines a sophisticated multi-country multi-state Street 8, LV-1002, Riga, Latvia, [email protected]
nonlinear stochastic model along with affine versions in the context of
sampling frequency. Empirical performances of the models are docu- In our work we propose to involve fuzzy order relations for solv-
mented and compared across models and across sampling frequencies. ing MOLP problems. We use fuzzy orders to describe the ob-
jective functions. Further the global fuzzy order relation is con-
2 - Seasonal allocation decision based on a multi- structed by aggregating the individual fuzzy order relations. Thus the
global fuzzy relation contains the information about all objective func-
objective optimization tions. In our approach we can naturally use compensatory aggrega-
Fellipe Santos, UFMG, 30580530, Belo Horizonte, Brazil, tion functions and even more we can use weights to show the prefer-
[email protected], Adriano Lisboa, Douglas ence of objective functions. This work is supported by ESF project
Vieira, Rodney Saldanha, Marcus Lobato 2009/0223/1DP/1.1.1.2.0/09/APIA/VIAA/008.
This paper discusses and formulates a simplified model of the Brazil- 2 - Forecasting Enrollments Based on Particle Swarm
ian energy market , from where a bi-objective optimization problem Optimization and Neural Network Based Fuzzy Time
for revenue and risk is derived in order to define optimal portfolios.
The resulting problem is a sub-differentiable analytical problem with
Series
guarantees to be solved to optimality by cutting-plane methods. Some Ozer Ozdemir, Statistics, Anadolu University, Anadolu
case studies are presented in order to test the formulation using the University Faculty of Science, Department of Statistics,
ellipsoidal algorithm. Eskisehir, Turkey, [email protected], Memmedaga
Memmedli

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Many forecasting studies used enrollments of the University of Al- We investigate a class of variable metric techniques to solve a con-
abama to show comparison results easily by applying the concept of vex constrained optimization problem. We investigate squared Hes-
fuzzy time series. So, in this paper, a forecasting study based on fuzzy sian metrics induced Legendre type functions and we characterize the
time series and particle swarm optimization is presented to find the geodesic curves of this kind of manifold. We propose a family of
proper model for this data set. Also, a new approach for neural network gradient-like algorithms for constrained optimization based on linear
based fuzzy time series is taken into account for forecasting because of search along the geodesics. We are particularly interested in finding
neural networks’ capabilities in handling nonlinear relationships. All conditions ensuring value convergence. We present two alternative
results are compared with other studies proposed in the literature to characterization for this algorithm and we introduce a sort of duality
show the performances of all models. scheme based on Legendre change of coordinates.

3 - Selection of appropriate smoothing parameter for 3 - Convergence of the coupling of an inexact general-
different sample size in nonparametric fuzzy local ized proximal algorithm with barrier methods
polynomial models Julio López, Matemática, Universidad Técnica Federico Santa
Munevvere Yildiz, Statistics, Anadolu University, Turkey, María, Av. Vicuña Mackenna 3939, San Joaquín, Santiago,
[email protected], Memmedaga Memmedli Metropolitana, Chile, [email protected]
Here, we introduce a barrier-type penalty for the nonlinear inequal-
In this paper, we considered the relationship between the smoothing ity constraints, then endowing the linear equality and conic constraints
parameter value and sample size as a simulation study in nonpara- with the Riemannian structure induced by the Hessian of an essen-
metric fuzzy local polynomial regression. For this aim, we developed tially smooth convex function, and finally considering the flow gen-
fuzzy version of generalized cross-validation criteria (GCV) for se- erated by the Riemannian penalty gradient vector. We investigate the
lecting smoothing parameter in nonparametric fuzzy local polynomial well-posedness of the resulting ODE and we prove that the value of the
models. The appropriate smoothing parameters are selected by GCV objective function converges to the optimal value. This convergence is
criteria for different sample size and then performances of the mod- extended to the sequences generated by a coupling of a generalized
els are compared using these appropriate smoothing parameters with proximal method with parametric barrier schemes.
sample sizes.
4 - Solving Network Flow Problems with General Non-
4 - Dynamic Clustering to Improve Marketing Decisions Separable Convex Costs using a Two-phase Gradient
in Retail Stores Projection Algorithm
Richard Weber, Department of Industrial Engineering, Kwong Meng Teo, Industrial & Systems Engineering,
University of Chile, Republica 701, 2777, Santiago, Chile, National University of Singapore, Singapore,
[email protected], Georg Peters [email protected], Trung Hieu Tran
We propose an algorithm to solve network flow problems with gener-
Clustering is a common technique for customer segmentation. In real- alized non-separable convex costs — problems often encountered in
life situations, however, customer behavior changes over time and so practical applications such as multi-commodity flows, traffic assign-
do customer segments. We present a methodology for dynamic rough ment and telecommunications problems. The algorithm can be im-
clustering and apply it to synthetic as well as to purchase data from plemented using general solvers such as CPLEX. Finally, we evaluate
a retail store. Comparing clustering techniques reveals the particular and compare the performance of the algorithm with other common ap-
advantages rough clustering offers. The results obtained from analyz- proaches, using several industrial size problems.
ing purchase data incrementally provide insides into changing buying
behavior which permits to anticipate Marketing decisions, such as e.g.
promotions or demand-specific advertisement.

 WB-24
Wednesday, 10:30-12h00
 WB-23 CC-A11
Wednesday, 10:30-12h00 Data Mining in Early Warning Systems
RB-Delta
Stream: Data Mining in Early Warning Systems
Recent Advances on Proximal Methods I Invited session
Stream: Convex Optimization Chair: Antonio Rodrigues, CIO-FCUL, University of Lisbon,
Invited session Edificio C6, Campo Grande, 1749-016, Lisboa, Portugal,
[email protected]
Chair: Hector Ramirez, Mathematical Engineering Department,
Universidad de Chile, Avda. Blanco Encalada 2120, Piso 5, 1 - Detection of seasonal changes in climate data by
Santiago Centro, Santiago, RM, Chile, [email protected]
comparative analysis; A case study for Turkey
Tülay Akal, Statistics, Middle East Technical University,
1 - Dual convergence for penalty algorithms in convex Turkey, [email protected], Fidan Fahmi, Elcin Kartal
programming Koc, Vilda Purutcuoglu Gazi, Cem Iyigun, Ceylan
Miguel Carrasco, Universidad de los Andes, Santiago, Yozgatligil, Inci Batmaz
7620001, Chile, [email protected], Felipe Alvarez, Thierry
In this study, we consider to investigate plausible climate changes in
Champion Turkey by clustering techniques implemented in data mining field. For
this purpose we choose a homogenous set of stations from the Cen-
We consider an implicit iterative method to solve a convex program- tral Anatolia region. We apply bi-plot, SAMMON mapping, fuzzy,
ming problem, which combines inexact variants of the proximal point k-means, and hierarchical clustering methods for benchmark meteoro-
algorithm with parametric penalty functions. For this primal itera- logical variables monthly recorded in Turkey. We evaluate the results
tive method is possible to associate a dual approximate multiplier se- in two periods: i) from 1950 to 1980 and from 1980 to 2010 separately,
quence. Under some conditions on the parameters, we show the con- ii) from 1950 to 2010 together. We also use paired statistical tests to
vergence of the approximate multiplier sequence towards a particular detect seasonal changes in these periods.
optimal solution of the dual problem
2 - Developing precipitation models for continental cen-
2 - Squared Hessian Riemannian metrics on convex sets tral Anatolia, Turkey
and gradient-like optimization methods Fulya Aykan, statistics, METU, atapark mah. 1335 sok.,
Cristopher Hermosilla, Equipe COMMANDS, École 23/16 atapark /keçiören, ankara, Turkey,
Polytechnique, INRIA-Saclay and ENSTA ParisTech, France, [email protected], Elcin Kartal Koc, Ceylan Yozgatligil,
[email protected], Felipe Alvarez Cem Iyigun, Vilda Purutcuoglu Gazi, Inci Batmaz

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Precipitation models help for deciding future scenarios of early warn- Our daily lives are facilitated by an increasing number of electric ap-
ing systems for droughts. In this study, we develop precipitation mod- pliances. However using electricity as two implications: a real time
els of continental central Anatolia, where drought has been a recurrent balance between total supply and demand, and a high environmental
phenomenon for the last several decades. In the study, the monthly pre- impact. In the transition toward sustainable energy systems smart grids
cipitation is modeled by using Time Series Regression and Multivari- have the potential to transform balancing with responsive demands and
ate Adaptive Regression Splines methods using 13 regressor variables to enable higher shares of renewables. Including these operational ad-
such as monthly mean pressure, monthly mean humidity, monthly vantages in long term model is challenging. This communication de-
mean vapor pressure and some temperature indices, measured for 30 scribes a methodology to quantify the long term impact of smart grid
years period (1980-2010). on future prospects for the electricity sector.

3 - New statistical methods for climate change investi-

3 - Towards Interactive Urban Planning with Local
gations
Search Techniques
Gregory Gurevich, Industrial Engineering and Management,
Bruno Belin, LINA, France, [email protected],
SCE - Shamoon College of Engineering, Balik Bazel, 84100,
Marc Christie
Beer Sheva, Israel, [email protected], Yossi Hadad
The main goal of this study is to present and apply recently devel- The task of urban planning consists in the spatial organization of the
oped nonparametric change point detection and estimation techniques various blocks, referred to as urban forms, that constitute a city (resi-
for confirming patterns of regional changes in temperature. Utilizing dential, commercial, industrial, ...). The spatial organization is guided
these methods, monthly temperatures (mean, mean maximum, mean by a collection of rules related to environmental, social, transportation,
minimum) and diurnal temperature ranges in different regions of Israel and energy questions. We propose a tool assist designers in this task by
have been investigated over a period of 37-years, (1967-2003). Monte modelling the problem as a local search optimisation task.To achieve
Carlo experiments were carried out to obtain the p-values of the pro- large-scale interactive editing, we introduce a dynamic list of banished
posed tests. The results were supported also by traditional statistical candidates and demonstrate its effectiveness to reduce the exploration
methods. of neighborhoods.
4 - Surveillance and security risk minimization in ports
Antonio Rodrigues, CIO-FCUL, University of Lisbon, 4 - Sustainable development and territory planning: a
Edificio C6, Campo Grande, 1749-016, Lisboa, Portugal, prospective approach to rethink cities
[email protected] Steve Lechevalier, Center for applied Mathematics, Mines
ParisTech, 1 rue claude Daunesse, 06560, Sophia Antipolis,
The protection of physical infrastructures from terrorist/criminal at- France, [email protected], Sandrine
tacks or from natural/technological disasters heavily relies on early
warning detection capabilities from sensor networks. For ports and
Selosse
harbours, surveillance optimization is an especially complex problem,
and different types of sensors should be used complementarily. We The "serious game" ECOTYPE aims to help cities to communicate
propose a methodology to estimate risk maps, both ex-ante and ex-post about issues of land use in a fun and interactive form. This is to design
the inclusion of a possible surveillance solution. Furthermore, we dis- and implement an interactive device involving prospective and repre-
cuss how the cost vs. risk optimization of solutions can be supported sentations of local development plan in an immersive space where the
by the estimation of response surfaces. public is invited to play the future of its territory. In a geodesic room,
the public will make choices about land use thanks to an interface.
Then, consequences will be represented in the present and the future
thanks to lights and sound.

 WB-25
Wednesday, 10:30-12h00
CC-A23
 WB-26
Smart cities and Smart grids Wednesday, 10:30-12h00
CC-A24
Stream: Long Term Planning in Energy, Environment
and Climate Multi-Criteria Decision Making and
Invited session Applications 1
Chair: Edi Assoumou, Centre de Mathematiques Appliquees,
Mines ParisTech, Sophia Antipolis, France, Stream: Multi-Criteria Decision Making and Environ-
[email protected] mental Management
Invited session
1 - Demand response in smart grid systems
Chair: Marta Castilho Gomes, CESUR, Instituto Superior
Abhilasha Aswal, Information Technology, International
Técnico, Av. Rovisco Pais, 1049-001, Lisboa, Portugal,
Institute of Information Technology Bangalore, India,
[email protected]
[email protected], Sunil Kumar Vuppala, G. N.
Srinivasa Prasanna
1 - On the generation of positional voting systems with
The general optimization problem in a smart grid system with de-
mand/price uncertainty is a min-max problem. In the presence of de- variable scores
mand response (DR) mechanisms, we show that if all the appliances on Bonifacio Llamazares, Economía Aplicada, Universidad de
the grid are controllable, then the optimizations are polynomial time Valladolid, Avda. Valle de Esgueva 6, 47011, Valladolid,
linear minimizations. We discuss algorithms to find the optimal so- Spain, [email protected]
lution in both the general case and DR case. We also discuss algo-
rithms for cases where only a subset of appliances can be controlled -
the number of uncertain variables is reduced but not eliminated com- Scoring rules are a well-known class of positional voting systems
pletely. Our results are based on both analysis and simulation. where fixed scores are assigned to the different ranks. However, the
main drawbacks of this decision rules is the choice of the scoring vec-
2 - Smart grids and prospective modeling for the elec- tor, since the winners may change according to the scores used. For
this reason, several methods have been suggested so that each can-
tricity sector didate may be evaluated with the most favorable scoring vector for
Stephanie Bouckaert, Center for applied Mathematics, Mines him/her. In this work we propose new positional voting systems that
ParisTech, 06560, Sophia Antipolis, France, allow to use different scoring vector for each candidate and avoid some
[email protected], Edi Assoumou, shortcomings of the methods proposed in the literature.
Nadia Maïzi

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2 - Rank-scaled Integral Indicators of Ecological Impact 2 - Hope: a web-based SDSS for urban management
Mikhail Kuznetsov, Moscow Institute of Physics and Joao Coutinho-Rodrigues, Dep. Civil Engineering, University
Technology, Russian Federation, of Coimbra, Faculty of Sciences & Tech. and
[email protected] INESC-Coimbra, Polo II, 3030-290, Coimbra, Portugal,
To compare objects or alternative decisions one must evaluate a qual- [email protected], Lino Tralhão, Eduardo Manuel
ity of each object. An integral indicator is a real-valued scalar which is Natividade-Jesus
corresponded to the object. We can construct an integral indicator hav-
ing a set of objects and features and a quality criterion. We use the set Given the urban population growth and the increase of complexity of
of features and expert-given indicators in the rank scales. That is, every urban systems, engineers and decision makers have to face new daily
object is ranked by the certain feature. We consider every rank-scaled challenges in urban management. OR techniques combined with mod-
feature as a polyhedral cone. To find final ranking we use Minkowski ern information technologies may provide new avenues to tackle such
sum of this cones. This methodology is used for the Croatian Thermal challenges. An ongoing development of a GoogleMaps-based pro-
Power Plants evaluation. totype - supporting user graphical edition and report through a web
browser in a PC (or in a smartphone generating in situ georeferenced
3 - Fast order recommendation separately for each ex- reports with alphanumeric and image contents) - embedding a multi-
plicit customer of large product system criteria models base running in an algorithm server, will be presented.
Peter Vojtas, Software Engineering, Charles University, 3 - Criteria weighting considering the interaction with in-
Faculty of Mathematics and Physics, Malostranske nam. 25, stitution’s goals
118 00, Prague, Czech Republic, [email protected], Sheu-Hua Chen, Distribution Management Dept., National
Alan Eckhardt Chin-Yi University of Technology, 35, Lane, Section 1,
Our motivation is a personalized recommendation for a web based e- Chung-Shan Road,Taipin, 411, Taichung, Taiwan,
shop (no aggregated advices like average user, most popular ...). Our [email protected], Hong Tau Lee
interest is in support of big number of users (each considered individ-
ually) for big number of alternatives (usually simple completely de- Conventionally, to engage new teacher the institution’s goals have to be
scribed products - not easy in web scaled applications). Our input is considered first, and then the criteria and their relative weights are de-
explicit user rating of a sample of products. We propose a data mining termined. In this research, we claim the determined weights for these
method, which based on sample rating, predicts rating (order) of all criteria may not appropriately reflect the preset priority of the goals.
products. We calculate user’s personal objectives and utility and out- This research proposes a faculty selection mechanism that was devel-
put top-k recommendations. We evaluate our experiments wrt. speed oped based on the analytic network process to handle such an interde-
(usually < 1 sec.) and order violations (e.g. Kendal tau rank). pendent situation. The nature of the proposed mechanism gives deci-
sion makers the chance to recheck for possible bias in criteria weight-
4 - A bi-objective linear programming model for haz- ing.
ardous medical waste management
Marta Castilho Gomes, CESUR, Instituto Superior Técnico,
Av. Rovisco Pais, 1049-001, Lisboa, Portugal,
[email protected], Joaquim R. Duque
Interest in medical waste management has raised in recent years across
 WB-28
Europe. In this work a bi-objective mixed-integer linear programming Wednesday, 10:30-12h00
model for hazardous medical waste (HMW) management is presented. CC-A27
It accounts for construction and operating costs of facilities (either
for waste decontamination or incineration), transportation costs and OR Military and Security Applications
the environmental assessment of solutions using the Eco-indicator 99
methodology. The problem of expanding the HMW incineration ca-
pacity in Portugal is addressed and real data used for an economic- Stream: OR in Military, Safety and Security Applica-
environmental trade-off analysis (with a Pareto curve). tions
Invited session
Chair: Ana Isabel Barros, Military Operations, TNO, POBox
96864, 2509 JG, The Hague, Netherlands, [email protected]
 WB-27
Wednesday, 10:30-12h00 1 - Interdiction in queueing networks
CC-A25 Tom van der Mijden, Twente University, Netherlands,
[email protected]
Web-based Spatial-temporal Collaborative In the literature on network interdiction focus is on time independent
Decision Support Systems models, although one can imagine situations in which a successful in-
terdiction can only take place in certain time windows. In our research
Stream: Decision Support Systems we will consider time dependent network interdiction by considering
an interdiction game played on a network of queues. An operator
Invited session routes customers through the network towards a destination, while an
Chair: Fatima Dargam, SimTech Simulation Technology, Ries interdictor attempts to intercept these customers during their service
Strasse 120, 8010, Graz, Austria, [email protected] times at the queues. We analyze optimal strategies for both the opera-
tor and the interdictor.
1 - Scalarising methods in DSS Weboptim
Vassil Guliashki, Optimization and Decision Making, Inst. of 2 - A Smuggling Game with the secrecy of smuggler’s
Information and Communication Technologies - BAS, Acad. information
G. Bonchev str., block 2, 1113, Sofia, Bulgaria, Ryusuke Hohzaki, Department of Computer Science, National
[email protected], Leoneed Kirilov, Krassimira Genova, Defense Academy, 1-10-20 Hashirimizu, 239-8686,
Boris Staykov Yokosuka, Kanagawa, Japan, [email protected]
We present a Decision Support System for solving Multiple - ob- This report deals with a two-person zero-sum multi-stage smuggling
jective Optimization Problems. Its basic characteristics are: user- game. Customs and a smuggler are allowed to take an action of patrol
independent, multisolver-admissibility, method-independent, hetero- and smuggling, respectively, within the limited number of chances.
geneity, and web-accessibility. Core system module is an original gen- Customs obtains reward by the capture of the smuggler and the smug-
eralized method including most MOP methods — reference point ap- gler gets reward by the success of smuggling. Almost all past re-
proach, reference direction approach, interval approach and etc. The searches modeled their games by complete information game. In this
choice of suitable scalarising function is made automatically depend- report, we deal with a game with asymmetric information, where only
ing on the Decision Maker’s dialog. The system provides an API in- Customs does not know past behavior of his opponent. We evaluate
terface for external use by third party developers. the value of information by deriving Bayesian equilibrium.

206
 EURO 25 - Vilnius 2012 WB-30

3 - Modelling covert social networks  WB-30

Ana Isabel Barros, Military Operations, TNO, POBox 96864, Wednesday, 10:30-12h00
2509 JG, The Hague, Netherlands, [email protected], Bob
van der Vecht CC-A31

Social Network Analysis has shown its potentials and shortcomings in DEA and Performance Measurement:
the analysis of covert networks in a military intelligence and criminal
investigation setting. In practice however, deciding whether a relation Applications 8
between two individuals in a covert network is present or not given the
available information is not an easy task. Often partial and/or unre- Stream: DEA and Performance Measurement (con-
liable and/or contradicting information is available. In this paper we tributed)
will introduce a structured method to merge information taking into Contributed session
account the reliability of the available sources used and context knowl-
edge available. Chair: Juha Eskelinen, Aalto School of Economics, 00076, Aalto,
Finland, [email protected]
1 - Scale efficiency analysis of Brazilian logistic service
providers industry
 WB-29 Carlos Ernani Fries, Department of Production and Systems
Wednesday, 10:30-12h00 Engineering, Federal University of Santa Catarina, Campus
CC-A29 Trindade - CTC/EPS, C.P. 476, 88010-970, Florianópolis,
Santa Catarina, Brazil, [email protected], Mônica M. M.
Support Vector Machines. New results Luna, Antonio G.N. Novaes
The Brazilian market for logistics services has experienced since the
90s a considerable increase in competition. To attain greater efficiency
Stream: Optimization and Data Mining LSPs have adopted new strategies such as specialization of offered ser-
Invited session vices or spreading out activities through firm growth. It is questioned if
Chair: Theodore Trafalis, Industrial Engineering, University of the limits of growth of LSP-scale enterprises have already been reached
Oklahoma, 202 West Boyd, Rm 124, 73019, Norman, OK, United or if there is room for further expansion. DEA evaluation of scale ef-
States, [email protected] ficiency of LSP in Brazil based on secondary data from 2004-2011
contributes to the definition of most promising scale for companies op-
erating in this market.
1 - Feature Ranking for Support Vector Machines with
Second-Order Cone Programming 2 - Estimating the longevity of breeding individuals in
Sebastian Maldonado, School of Engineering and Applied beef cattle herds
Sciences, Universidad de los Andes, Av. San Carlos de Juliana Cobre, Instituto de Ciências Matemáticas e de
Apoquindo 2200, Las Condes, Santiago, Chile, Computação, Universidade de São Paulo, Avenida
[email protected] Trabalhador são-carlense, 400, 13566-590, São Carlos, São
Paulo, Brazil, [email protected], Erlandson Saraiva,
This work addresses the issue of feature ranking for linear and kernel- Sabrina Caetano
based SVMs considering Second Order Cone Programming formula-
tions. These formulations provide a robust and efficient framework for Beef cattle breeding is particularly important in the Brazilian meat
classification, while an adequate feature selection process avoid errors market. The longevity maximization of breeding individuals gener-
in estimation of mean and covariances. Our approach is based on a se- ates higher revenues, reducing involuntary culling and also allowing
quential backward elimination, proposing different contribution mea- genetic grow. The goal of this study is to model variables risk, calving
sures to determine the feature relevance. Experimental results on real interval and age of cow at last calving, and to obtain the permanence
life microarray data sets demonstrate the effectiveness and efficiency rate of cows in the herd (long duration). We propose a joint frailty
of our approach. parametric model. This modelling considers calving dates, presence of
censored data and covariates. Computational results on a Nelore cattle
2 - A collaborative recommendation using edge data set validate this study.
weighted SimRank 3 - Intertemporal Sales Efficiency Analysis of a Bank
Ayaka Inoue, Graduate School of Science and Technology, Branch Network: A Stochastic Nonparametric Ap-
Sophia University, Kioi-cho 7-1, Chiyoda-ku, 1028554, proach
Tokyo, Tokyo, Japan, [email protected], Yuichiro Juha Eskelinen, Aalto School of Economics, 00076, Aalto,
Miyamoto Finland, [email protected], Timo Kuosmanen
We deal with a recommendation method based on the collaborative fil- We propose a new approach to assess the development of sales ef-
tering. Our recommendation approach is an elementary one based on ficiency over time. It uses a stochastic nonparametric approach,
voting by similar customers. We adopt BipartiteSimRank as a measure StoNED. This allows us to eliminate from our efficiency estimates the
of similarities between customers (items). Our main contribution is an impacts of both stochastic noise and changes in demand and exoge-
extension of SimRank by introducing edge weights for practical use in nous conditions. The project is conducted in close collaboration with a
electric commerce. We also report a computational result using a real- retail bank. The monthly efficiencies of the branches of the case bank
life data that includes a purchase history, personal information and site were estimated over several years. Our approach is applicable to the
accesses of each customer. performance management of financial institutions and other network
based sales organizations.
3 - An Adaptive Weighted Kernel Technique for Online
4 - An automatic democratic approach to weight setting
Training with Imbalanced Data
applied to the new human development index
Theodore Trafalis, Industrial Engineering, University of
Chris Tofallis, Business School, University of Hertfordshire,
Oklahoma, 202 West Boyd, Rm 124, 73019, Norman, OK,
College Lane, AL10 9AB, Hatfield, Herts., United Kingdom,
United States, [email protected], Nicolas Couellan
[email protected]
Kernel methods are widely useful for data classification problems. In Weight selection for a multi-dimensional index is a thorny problem.
the case of imbalanced datasets kernel techniques perform poorly in This is often bypassed by the ’agnostic’ option of equal weights, as
predicting the minority class for imbalanced data. Imbalanced datasets in the Human Development Index — a ranking of nations by the UN
exist in several application areas such as medical diagnosis problems. Development Programme. Whatever weights are chosen, some nations
We develop an incremental weighted scheme of classifying imbalanced will feel disadvantaged. We propose a 2-step approach to avoid arbi-
data online and provide computational results for several imbalanced trary weights: (1) Find the most advantageous set of weights for each
data sets. Our results show that the proposed incremental scheme out- nation in turn - we use multiplicative DEA as the new HDI is based on
performs a batch version of weighted SVM both in terms of minority a weighted product. (2) Regress the associated optimal scores on the
class prediction accuracy and training speed. components to find a single weight set.

207
WB-32 EURO 25 - Vilnius 2012

 WB-32 1 - Sustainable and hhealthy housing: exploring stake-

Wednesday, 10:30-12h00 holders’ views
Agne Prochorskaite, School of the Built Environment,
CC-A34
Liverpool John Moores University, Liverpool John Moores
DEA and Performance Measurement: University, Byrom Street, L3 3AF, Liverpool, United
Kingdom, [email protected], Vida Maliene
Applications 5 Sustainable housing policy and initiatives need greater alignment with
health and well being agenda. However, implementation of this is a
Stream: DEA and Performance Measurement (con- highly complex problem as multiple objectives and different stake-
tributed) holders’ views need to be considered. The paper presents a sustainable
Contributed session and healthy housing criteria system based on a comprehensive review
of existing codes, standards and literature on housing and health. The
Chair: Sanjeet Singh, Operations Management, Indian Institute of aim of this is to allow evaluation and ranking of dwellings according to
Management Calcutta, DH Road, Joka, 700104, Kolkata, West different stakeholder priorities of sustainability, health and well-being
Bengal, India, [email protected] housing features.
2 - Development of a multicriteria model for comprehen-
1 - Measuring Team Performances sive assessment of residential units
Kei Ogiwara, Operating Research, 84-4 Aza Ebinokuchi Jana Selih, Department of Civil and Geodetic Engineering,
Tsuchiya, 015-0055, Yurihonjo City, Japan, University of Ljubljana, Jamova 2, 1000, Ljubljana, Slovenia,
[email protected], Tsutomu Mishina, Alejandra Gomez [email protected]
Padilla The change of the buyers’ position in the current economic recession
conceived a need for a tool used to assess various features of the resi-
Teams are organized at any given time to pursue high levels of output dential unit, and make the decision regarding the purchase on a ratio-
in common business settings. Forming an effective team depends on nal basis. The proposed model is based on five main criteria: location,
who is involved in it and how the results can be evaluated as the fi- architectural design, technical quality, living comfort and energy ef-
nal team outputs. Each employed member brings the necessary skills ficiency. The sub-criteria enable thorough but still robust description
to the team to accomplish individual targets. Generally teams have of the property of the unit. The applicability of the proposed model
multiple targets, and the team success rests on how to deploy suitable is exhibited by the parametric analysis, where different units within
combinations of the members’ skills; these issues are treated as team Slovenian territory are assessed.
functions. Managing a team is another factor to success. Considering
jointly team functions and management is required. 3 - Sustainable development problems of the apartment
policy in Latvia
2 - Group cohesion and organizational performance Sanda Geipele, Riga Technical University, Mezha Street 1/7,
Cristina-Petronela Durneac, Sociology, S.N.S.P.A., Romania, 212 room, LV-1048, Riga, Latvia, [email protected],
[email protected] Ineta Geipele, Iveta Stamure
The aim of the research is to state the problems of the Social economic
environment within the apartment policy in Latvia. Results discov-
This paper aims to make a contribution to understanding the level of ered would be the base to elaborate suggestions for optimization of
cohesion and performance in economic and financial organizations in dwelling technologies. The mathematic, monographic and statistical
Romania. The analysis was performed in 12 economic and financial or- forecast methods were applied. The general evaluation of economical
ganizations from Bucharest. Based on quantitative data obtained from and ecological situation of two housing funds and technologies of the
an organizational survey, the general goal of the research is to make a dwelling houses elaborated with defining principles of rent price form-
contribution to the in-depth exploration, better understanding and ex- ing justifies chances of the sustainable development of social economic
planation of the existence and the importance of group cohesion on environment in Latvia.
organizational performance.
4 - Model for municipal real estate strategic manage-
3 - DEAHP Approach for Manpower Performance Evalu- ment
ation Egl Klumbyt, Department of Civil Engineering Technologies,
Sanjeet Singh, Operations Management, Indian Institute of Kaunas University of Technology, Krasevskio 30-25,
Management Calcutta, DH Road, Joka, 700104, Kolkata, LT-50280, Kaunas, LITHUANIA, Lithuania,
West Bengal, India, [email protected], Remica Aggarwal [email protected], Rasa Apanaviciene
Municipalities are usually the largest real estate owners and managers.
The manpower in a company or organization constitutes an important Only about 30% of major European cities are able to provide amount
and essential asset to an organization. In this paper we have integrated and value of their real estate portfolios. The Lithuanian Free Market
DEA to generate local weights of alternatives from pairwise compari- Institute has introduced its first Index of Municipalities in Lithuania
son of judgment matrix used in the Analytic Hierarchy Process (AHP) and states, that none of the Lithuanian municipality has been devel-
for a three attribute system for measuring performance of manpower oped its real estate management strategy. The article presents the new
at different levels of managerial hierarchy. Multiple expert judgments model helping to manage municipal real estate management effectively
have been considered for weight determination of the attributes. DEA- by taking into account the priorities of strategic economic and social
AHP (DEAHP) has been proposed in this paper as an alternative to the development tendencies of the region.
traditional methods of weight derivation in AHP.

 WB-34
Wednesday, 10:30-12h00
 WB-33 CC-A39
Wednesday, 10:30-12h00
CC-A37 Games and decision making
OR in Sustainable Urban Development Stream: Cooperative Game Theory
Invited session
Stream: OR for Sustainable Development Chair: Sirma Zeynep Alparslan Gok, Mathematics, Faculty of Arts
Invited session and Sciences, Suleyman Demirel University, Faculty of Arts and
Chair: Vida Maliene, School of the Built Environment, Liverpool Sciences, Suleyman Demirel University, Department of
John Moores University, Byrom Street, L3 3AF, Liverpool, United Mathematics, 32260, Isparta, Turkey,
Kingdom, [email protected] [email protected]

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 EURO 25 - Vilnius 2012 WB-37

1 - Coalition formation in a bargaining game with a fixed 1 - Solving Constraint Programming problems with
payments contract and delegation AIMMS
Haruo Imai, KIER, Kyoto University, Yoshida HOnmachi, Guido Diepen, AIMMS, Schipholweg 1, 2034 LS, Haarlem,
Sakyo, 606-8501, Kyoto, Japan, [email protected] Netherlands, [email protected]

Coalition formation for bargaining is examined when coalitional con- Besides the support for the traditional Mathematical Programming like
tracts are limited to delegation to a member in return of fixed pay- (Non-)Linear Programs and Mixed Integer Programs, AIMMS now
ments (adopted in the uniqueness literature). Specifically, SSPE of also supports Constraint Programming (CP). Typically CP performs
three stage games (coalition formation, coalitional bargaining, and bar- very well on highly combinatorial problems, which can be difficult to
gaining game) are investigated. Such equilibria exist and nontrivial model/solve with mathematical programming. AIMMS supports both
coalition structures emerge. We show that for order-independent equi- common global constraints from CP (e.g., count/alldifferent), as well
libria, the softest player tends to be favored, but such equilibria may as specific scheduling constraints, which are useful when modeling
not exist, by means of a CRRA example. Iterating above stages, also scheduling problems in AIMMS.
we show that a nested coalition structure emerges.
2 - LocalSolver: black-box local search for combinato-
2 - The impact of issue salience and distance in proba- rial optimization
bilistic spatial voting indexes Julien Darlay, e-lab, Bouygues SA, 32 avenue Hoche, 75008,
Tom Blockmans, MOSI, Vrije Universiteit Brussel, Pleinlaan Paris, France, [email protected], Thierry Benoist,
2, 1050, Brussel, Belgium, [email protected], Frank Bertrand Estellon, Frédéric Gardi, Romain Megel, Karim
Plastria, Stefano Benati, Guiseppe Vittucci Marzetti Nouioua

We present a generalization of a probabilistic spatial voting index. The We present LocalSolver 2.0, a black-box solver for combinatorial op-
impact of the distance function on the results of the model is exam- timization based on local-search techniques. It can handle very large
ined, comparing between (squared) Euclidean and Manhattan distance. nonlinear problems with millions of 0-1 variables on a standard com-
A distinction is made between the results that are weighted and un- puter. LocalSolver offers simple APIs as well as an efficient modeling
weighted by issue salience, representing the parties’ policy priorities. language for fast prototyping. It has been tested on classical bench-
Instead of using the bliss points of the parties as a proxy for the coali- marks and succeeded the first phase of Google ROADEF/EURO chal-
tion, we use an alternative method for estimating the coalition consen- lenge. Moreover LocalSolver is used in several industrial applications:
sus. Empirical applications illustrate the influence these three factors maintenance planning, energy optimization, TV media planning.
have on the voting indexes.
3 - Deploying MPL Optimization Models on Servers and
3 - Blocks of flats renovation game Mobile Platforms
Agne Reklaite, Vilnius University, Lithuania, Bjarni Kristjansson, Maximal Software, Ltd., Boundary
[email protected] House, Boston Road, W7 2QE, London, United Kingdom,
[email protected], Sandip Pindoria
In this paper a renovation of blocks of flats is studied. A game is con-
structed, which allows government to organise full-scale renovation, The IT industry is currently undergoing a major shift, away from tra-
effectively use the resources of residents and have relatively low gov- ditional standalone applications, to new platforms such as tablet com-
ernment expenses on renovation. In the presented game the decisions puters and mobile phones. In this presentation, we will demonstrating
of individual residents lead to an efficient equilibrium. Vilnius’ central for the first time, a new server-based version of MPL OptiMax, that
heating data is analysed and optimal strategies are built for residents makes writing mobile applications relatively quick and easy process.
of several types of apartment blocks. The results indicate that resi- We will demonstrate how to integrate optimization models seamlessly
dents’ decisions highly depend on the expected heating price but may with online data, and then deploying them on a server for servicing
be influenced by other factors. both web and mobile clients, using standard programming languages,
such as CSharp, VB, C/C++ or Python.
4 - On the interval Shapley value: two new characteriza-
tions
Sirma Zeynep Alparslan Gok, Mathematics, Faculty of Arts
and Sciences, Suleyman Demirel University, Faculty of Arts
and Sciences, Suleyman Demirel University, Department of  WB-37
Mathematics, 32260, Isparta, Turkey, Wednesday, 10:30-12h00
[email protected]
CC-Act
The Shapley value, one of the most common solution concepts in Oper- OR in Health & Life Sciences 6
ations Research applications of cooperative game theory, was defined
and axiomatically characterized in different game-theoretic models. In
this study we focus on the Shapley value for cooperative games where
Stream: OR in Health & Life Sciences (contributed)
the set of players is finite and the coalition values are compact inter- Contributed session
vals of real numbers. We give two new characterizations of the interval Chair: Vassilis Kostoglou, Department of Informatics, Alexander
Shapley value with the aid of the properties of efficiency, symmetry TEI of Thessaloniki, P.O. Box 141, 57400, Thessaloniki, Greece,
and strong monotonicity and by using interval dividends. [email protected]

1 - Improve OR utilization and reduce number of re-

quired beds
 WB-35 Theresia Van Essen, University of Twente, Netherlands,
Wednesday, 10:30-12h00 [email protected], Johann Hurink, Erwin Hans
CC-A41 Due to increasing health care costs, hospitals are forced to reduce the
number of beds on the nursing wards while still increasing their pro-
Optimization Modeling I duction. In this presentation, we solve this problem by creating an op-
erating room (OR) schedule which maximizes the OR utilization and
Stream: Software for OR/MS minimizes the number of required beds. The solution approach con-
Invited session sists of two steps: (1) generate surgery blocks that maximize OR uti-
lization and satisfy several resource constraints and (2) assign blocks
Chair: Bjarni Kristjansson, Maximal Software, Ltd., Boundary to ORs and days such that the number of required beds is minimized.
House, Boston Road, W7 2QE, London, United Kingdom, The solution approach is tested on real-life data.
[email protected]

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WB-38 EURO 25 - Vilnius 2012

2 - Optimal experimental design for a pure birth process about the rolling stock location and status, communicate it to the server
with incomplete information and other devices, and use it to avoid dangerous situations. The authors
Ali Eshragh Jahromi, School of Mathematical Sciences, The examine the means of communication between the embedded devices
and their effectiveness. The authors review data analysis methods used
University of Adelaide, North Terrace Campus, 5005, to detect, predict and control undesirable rolling stock travel condi-
Adelaide, South Australia, Australia, tions.
[email protected]
3 - A Multi-Objective Minimum Cost Flow Problem to De-
Our goal is to estimate the rate of growth of a population governed by
a stochastic model. We may choose n time points at which to count the sign Safe Walking-Routes for School Children
number of individuals present, but due to detection difficulties, or con- Ken-ichi Tanaka, The University of Electro-Communications,
straints on resources, we are able only to observe each individual with 1-5-1, Chofugaoka, Chofu, Tokyo, Japan, 182-8585, Tokyo,
fixed probability p. We discuss the optimal times at which to make our Japan, [email protected], Ryuhei Miyashiro, Yuichiro
n observations in order to maximize Fisher Information. For computa- Miyamoto
tional and analytical reasons which will be discussed, we specifically
focus on the cases n=1 and n=2, presenting both theoretical and nu- For school children to walk safely to and from school, it is important
merical findings. to walk in groups, not alone. However, walking together may force
children to walk longer distances than those of their shortest paths. A
3 - Implementation of an OR model for the comparison multi-objective minimum cost flow problem is presented in which both
of higher technological education specialties the total walking distance and the total distance walked alone for chil-
Vassilis Kostoglou, Department of Informatics, Alexander dren are minimized. Pareto optimal solutions show that the total dis-
TEI of Thessaloniki, P.O. Box 141, 57400, Thessaloniki, tance walked alone can be greatly reduced by making children slightly
Greece, [email protected], Michael Vassilakopoulos, deviate from their shortest paths. Heuristically obtained solutions for
a real road network are also analyzed.
Christos Koilias
This work focuses on the comparison of the specialties provided by 4 - Use of Adaptive Control Systems in Multi-Criteria
the higher technological education regarding graduates’ employment Tasks in Electric Transport Control
status and vocational prospects. A survey OR model is introduced Andrejs Potapovs, Faculty of Power and Electrical
consisting of original data collection from 5,183 Greek graduates cor- Engineering, Riga Technical university, Riga Kalku 1,
responding to 45 specialties through a structure questionnaire and tele-
phonic interviews. Bivariate, multivariate, and cluster analysis iden- LV1658, Riga, Riga, Latvia, [email protected]
tified the statistically significant differences, leading to findings and
Nowadays, there are very topical issues, which are connected with the
providing guidelines for the selection of a field of studies that leads to
security of rail transport routing and it is caused by the fact that train
a more promising professional career.
intensity and the speeds, which raise the requirements for an obser-
vation of a train movement timetable and for the safety level of all
train movement, are constantly increasing. The following assumption
is proposed: a programmable logic controller (PLC) with a control
program on the basis of the adaptive control algorithms, smooth and
 WB-38 precise braking of a train in multi-criteria motion conditions in a sin-
Wednesday, 10:30-12h00 gle train anti-collision system.
HH-Colombus

Multiobjective Optimization and

Transportation  WB-39
Wednesday, 10:30-12h00
Stream: Multiobjective Optimization
Invited session HH-Cousteau
Chair: Anatoly Levchenkov, Riga Technical University, 1658, Dynamic Programming 2
Riga, Latvia, [email protected]
Chair: Mikhail Gorobetz, Institute of Industrial Electronics and Stream: Dynamic Programming
Electrical Engineering, Riga Technical University, 1 Kalku Street, Invited session
Riga, Latvia, [email protected]
Chair: Martina Hesse, Chair of Production and Lgistics,
1 - Multi-Objective Road Pricing: A Game Theoretic and Georg-August-Universität Göttingen, Platz der Göttinger Sieben 3,
37073, Göttingen, Germany,
Multi-Level Optimization Approach
[email protected]
Anthony Ohazulike, Applied Mathematics, University of
Twente, Drienerlolaan 5, 7522 NB, Enschede, Netherlands,
[email protected], Georg Still, Walter Kern, Eric van 1 - A Dynamic Classification and Prediction Model for
Berkum Road Departure Warning Systems
Andre Possani Espinosa, Department of Digital Systems,
Using a game theoretical approach, we develop a pricing scheme Instituto Tecnológico Autónomo de México, Rio Hondo No.1,
that internalizes multiple traffic externalities. Further, we extend the 01080, Mexico City, D.F., Mexico, [email protected],
single authority road pricing scheme to a scheme with multiple ac-
tors/stakeholders or regions. Road users’ interests are represented in Marta Cabo Nodar, Edgar Possani
the upper and the same level as the decision makers, thus, making
them active players in the toll setting game. Having shown that pure One of the main tasks identified in the SAFESPOT IP Project, co-
Nash equilibrium (NE) toll may not exist among the stakeholders (with funded by the European Union, was the development of a Road De-
likely opposing objectives), we design a mechanism that induces NE parture Prevention Application. This application relies on the identi-
which coincides with system optimum. fication and prediction of vehicle trajectories in order to provide in-
advance warnings to drivers and therefore prevent deadly road acci-
2 - Multi-objective optimization with an immune algo- dents. Continuing with this work, we will present an application of a
dynamic adaptive model evaluated with real and simulated data. Re-
rithm for a railway safety control system sults obtained are compared with previously implemented techniques.
Andrew Mor-Yaroslavtsev, Riga Technical University,
Kronvalda bulv.1, LV-1010, Riga, Latvia, [email protected], 2 - Some applications of Optimal Control in Sustainable
Anatoly Levchenkov Fishing in the Baltic Sea
This paper describes an immune clonal selection algorithm used to- Dmitriy Stukalin, Universität Greifswald, Greifswald
gether with a negative selection algorithm for use in an intelligent University, Rathenau-Str., 47, 17489, Greifswald, Germany,
railway electric vehicle safety system. Embedded devices collect data [email protected]

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 EURO 25 - Vilnius 2012 WB-41

Problems related to the implementation of optimal control theory for The expert-robot interaction is framed as a Learning-to-rank problem:
the three-dimensional dynamic model cod-herring-sprat (the fish pop- the robot demonstrates a policy, that is ranked by the expert w.r.t. to
ulations management problem) are presented. They belong to a class previous policies. Active Ranking and Reinforcement Learning are
of models called Lotka-Volterra models influenced by several natu- combined: the robot learns an estimate of the expert’s preferences, and
ral processes and human activities. Interacting species, which inhabit demonstrates the most informative policy w.r.t. this estimate. The dif-
in a common habitat with limited resources, will be considered. The ficulty comes from the fact that the preference estimate is learned from
problem of optimal harvest policy is solved for the controls of various the behavioral space, while the active learning criteria are defined on
classes and their behaviour is analyzed. the parametric space. The resulting approach is discussed w.r.t. Inverse
RL on standard benchmarks.
3 - Supporting Tailor-made Performance Management
3 - A simple algorithm for multi-label ranking
Systems by System Dynamics — A Multiple Criteria
Krzysztof Dembczynski, Institute of Computing Science,
Based Software Evaluation Poznan University of Technology, Piotrowo 2, 60-965,
Wolfgang Ossadnik, Department Business Management / Poznan, Poland, [email protected], Wojciech
Managerial Accounting, University of Osnabrueck, Kotlowski, Eyke Hüllermeier
Rolandstrasse 8, 49069, Osnabrueck, Germany,
[email protected], Ralf Kaspar We discuss the problem of rank loss minimization in the setting of
multi-label classification. In this setting, the rank loss counts the num-
A fundamental task of Management Accounting is the development, ber of label pairs, in which a relevant label does not precede an ir-
implementation and continuous improvement of Performance Manage- relevant label in the predicted ranking. We show that a simple al-
ment Systems (PMS). These can be visualized by strategy maps which gorithm that trains a binary classifier for each label independently is
link key performance indicators according to relevant cause-and-effect competitive to the more complex state-of-the-art approaches that rely
relationships. Based on the dynamic character of PMS the use of Sys- on minimization of pairwise convex surrogates of the rank loss. Dur-
tem Dynamics (SD) is necessary to take into account temporarily de- ing the talk, we will give theoretical arguments that justify this simple
laying and retroactive influences. In our study, we show the process of approach.
dynamic modeling in performance management as well as the results
of a multi-criteria evaluation of SD software products.

4 - Modeling carbon storage in cascading usage sys-

tems of wood and derived timber products  WB-41
Martina Hesse, Chair of Production and Lgistics, Wednesday, 10:30-12h00
Georg-August-Universität Göttingen, Platz der Göttinger HH-Heyerdahl
Sieben 3, 37073, Göttingen, Germany,
[email protected], Jutta Geldermann System Dynamics: demographics and
The carbon storage period of forests can be extended by a material use
methodology
of wood and derived timber products: the storage effect of forests is
continued in wooden products. A serial connection of multiple mate- Stream: System Dynamics Modeling and Simulation
rial applications including re- and upcycling loops with a final ener- Invited session
getic use describes the idea of cascading biomass resources. Relevant Chair: David Wheat, Geography, University of Bergen, Nedre
parameters and data sources for modeling carbon flows and sinks are
presented and the adequacy of multi-agent and dynamic system mod-
Fjellsmug 6, 5018, Bergen, Norway, [email protected]
eling approaches is discussed.
1 - A Simulation Model of Demography & Economy in
Lithuania
David Wheat, Geography, University of Bergen, Nedre
Fjellsmug 6, 5018, Bergen, Norway, [email protected]
 WB-40 Lithuania’s shrinking labor force is a much-discussed result of emigra-
Wednesday, 10:30-12h00 tion and more deaths than births. Yet, the long-run macroeconomic
HH-Livingstone scenario is uncertain. If demographic dynamics prove problematic for
economic growth, the reinforcing feedback effects will further discour-
Preference Learning 5 age family formation and encourage emigration—a vicious circle. Will
counteracting feedback effects be strong enough to avoid economic
stagnation? This paper examines this question with a system dynamics
Stream: Preference Learning model that integrates cross-disciplinary theories with data from Lithua-
Invited session nia’s economy and demography.
Chair: Willem Waegeman, Department of Applied Mathematics,
Biometrics and Process Control, Ghent University, Coupure links 2 - A Simulation-based Analysis of Trends in Immigra-
653, 9000, Ghent, Belgium, [email protected] tion and Crime
Richard McDowall, University of Bergen, Vilhelm
Bjerknesvei 57, 5081, Bergen, Norge, Norway,
1 - Preference-based reinforcement learning [email protected]
Weiwei Cheng, Mathematics and Computer Science,
University of Marburg, Germany, [email protected] The connection between immigration and crime is a contentious is-
sue in debates over immigration policy in European countries, in part
We discuss the integration of two sub-fields of machine learning, because there is little consensus over the extent of immigrant criminal-
namely preference learning and reinforcement learning (RL). While ity. This paper contributes an endogenous explanation of crime trends
conventional RL methods are restricted to deal with numerical rewards, in Oslo, using a dynamic simulation model adapted from a cohort-
in many applications the feedback signals are qualitative but not quan- survival model of immigrant populations and criminal behavior. The
titative. Therefore, building on novel methods for preference learning, ultimate contribution of this study is the provision of a tool to aid crim-
we equip the RL agent with qualitative policy models. We build on inal justice capacity planning and immigration policy design.
an existing method for approximate policy iteration based on roll-outs
and make use of a specific type of preference learning methods, the 3 - Diagramming a Feedback Model of Emigration
label ranking method. Rasa Cincyte, University of Bergen, Norway,
[email protected], David Wheat
2 - Preference-based policy learning
Research on the emigration issue reveals the absence of a unified the-
Riad Akrour, INRIA Saclay Île-de-France, 91405, Orsay ory to guide data collection and analysis, as well as policy design. Re-
Cedex, France, [email protected], Marc Schoenauer, cent contributions narrow this literature gap by identifying emigration
Michèle Sebag drivers that cross disciplinary boundaries and form feedback loops.

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WB-42 EURO 25 - Vilnius 2012

This paper extends the endogenous perspective with causal loop di- Oil refining is a series of processes that aim to separate the crude oil
agramming—a system dynamics tool. Another contribution of this into pre-standardized fractions. The way these processes can be com-
paper is a conceptual framework to facilitate developing a simulation bined result in a variety of schemes where each one can be used as
model for empirically testing a unified emigration theory and policy a production plan. This work presents a methodology, based upon
options in the Lithuanian context. stochastic programming (SP) that support the decision makers in the
mid-term operations planning of an oil refinery. Results generated by
4 - Modelling the Mechanisms of Behaviour Change at running a multi-period two-stage SP model are used to measure the im-
the Population level in a Social Marketing Context pact on the economic efficiency when not considering the randomness
Brian Dangerfield, Centre for Operations Management, of the demand and the receipt of crude oil.
Management Science & Statistics, University of Salford,
Salford Business School, Maxwell Building, The Crescent,
M5 4WT, Manchester, United Kingdom,
[email protected], Norhaslinda Zainal Abidin  WB-43
We need to better understand the drivers and mechanisms of Wednesday, 10:30-12h00
population-level human behaviour change when the objective is to BW-Granite
achieve a societal benefit. A review is made of the recent contributions
which system dynamics has offered for the design, comparison and Extended Two-Stage Linear Stochastic
evaluation of societal policies in a social marketing context. Specifi-
cally, in the case of childhood obesity, a description is given of how a Programs
system dynamics model might be used to aid the design of policies to
promote beneficial changes in eating habits. Stream: Stochastic Programming
Invited session
Chair: Rüdiger Schultz, Mathematics, University of
Duisburg-Essen, Lotharstr. 65, D-47048, Duisburg, Germany,
 WB-42 [email protected]
Wednesday, 10:30-12h00
BW-Amber 1 - Nonlinear Two-Stage Stochastic Programs
Rüdiger Schultz, Mathematics, University of Duisburg-Essen,
Energy Systems Planning Lotharstr. 65, D-47048, Duisburg, Germany,
[email protected], Tobias Wollenberg
Stream: Stochastic Modeling and Simulation in Engi- The paradigms of two-stage stochastic linear programming readily ex-
neering, Management and Science tend to two-stage decision making under nonanticipativity in general.
Invited session Our talk picks up this abstract observation and elaborates nonlinear
two-stage models of that kind. We report on applications of nonlinear
Chair: Erik Kropat, Department of Computer Science, Universität two-stage stochastic programing in areas as different as supply net-
der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577, works for grid-based scarce commodities and shape optimization with
Neubiberg, Germany, [email protected] linearized elasticity.

2 - Some Remarks on Linear Stochastic Bilevel Pro-

1 - Planning Critical Resources for Offshore Oil Field
grams
Development under Uncertainty
Charlotte Henkel, Mathematics, University of
Leonidas Sakalauskas, Operational Research, Institute of
Duisburg-Essen, Forsthausweg 2, 47057, Duisburg, Germany,
Mathematics & Informatics, Akademijos 4, LT-08663,
[email protected]
Vilnius, Lithuania, [email protected], Leonardo Moraes, Luiz
Carlos Sousa, Roger Rocha, Adilson Elias Xavier Compared to linear stochastic two-stage programs, linear stochas-
tic bilevel problems (LSBP) exhibit a strongly increased complexety.
This work considers the problem of planning critical resources for off- Starting from a deterministic linear bilevel problem, we derive struc-
shore oil field development for a horizon of one year. Field develop- tural properties for LSBPs using state-of-the-art parametric optimiza-
ment activities comprise a complex mix of resources that are intercon- tion techniques. As an outcome, we obtain rather weak analytical re-
nected in a way that their management is a challenging task due to the sults. This significantly effects risk measures and solution algorithms
uncertainties of the activities durations. In an oil field development for this kind of problem. We emphazise our results by instructive ex-
one of the key elements are the rigs, however they can only operate amples.
effectively if they are supplied by a certain amount of resources on the
right time. We model this problem using stochastic programming and 3 - Decomposition Methods for Stochastic Programs
compare with the deterministic model. with Dominance Constraints Induced by Linear Re-
2 - A decision rule approach to medium-term hy- course
dropower scheduling under uncertainty Dimitri Drapkin, Mathematics, University of Duisburg-Essen,
Paula Rocha, Department of Computing, Imperial College Forsthausweg 2, D-47057, Duisburg, Germany,
London, SE7 2AZ, London, United Kingdom, [email protected]
[email protected], Wolfram We develop linear programming equivalents for two-stage stochastic
Wiesemann, Daniel Kuhn models with linear recourse and dominance constraints of first and sec-
ond order. In the favourable case, where only continuous variables are
We present a multistage stochastic optimisation model for the medium- present in the second stage, cutting-plane decomposition algorithms
term scheduling of a cascaded hydropower system. Electricity spot are proposed and discussed along with the computational results.
prices change on a much shorter time scale than the hydrological dy-
namics of the reservoirs in the cascade. We exploit this property to re- 4 - A stochastic programming approach to optimization
duce computational complexity: we partition the planning horizon into of information retrieval
hydrological macroperiods, and we account for intra-stage price vari-
ability by using price duration curves. Moreover, we restrict the space Vitaliy Vitsentiy, International Information, Ternopil National
of recourse decisions to those affine in the observable data, thereby Economic University, Ternopil, Ukraine,
obtaining a tractable approximate problem. [email protected]
3 - Refinery Operations Planning under Uncertainty The research problem of optimization of the expected relevance of re-
trieved documents in search sessions with feedback is considered. We
Leonardo Nascimento, Federal University Rio de Janeiro, propose to use Multistage Stochastic Programming for this. To convey
Brazil, [email protected], Helder Venceslau, Adilson the endogenous uncertainty with gradual resolution, non-anticipativity
Elias Xavier, Virgilio Jose Martins Ferreira Filho, Leonidas constraints in a "tight" linear relaxed form were developed using hy-
Sakalauskas, Roger Rocha brid optimization methods. In experiments with simulated database of

212
 EURO 25 - Vilnius 2012 WB-45

documents, the proposed approach showed significantly better retrieval

effectiveness comparatively with traditional information retrieval and
 WB-45
two-stage stochastic programming. Wednesday, 10:30-12h00
BW-Water

Customer-Oriented Revenue Management

 WB-44 Stream: Advanced Inventory Control and Pricing
Wednesday, 10:30-12h00 Strategies
BW-Marble Invited session
Collective Learning Procedures Chair: Catherine Cleophas, Wirtschaftswissenschaften, Freie
Universität Berlin, Garystr. 21, 14195, Berlin, Germany,
Stream: Machine Learning and its Applications [email protected]
Invited session 1 - Selling to Heterogeneous Customers of Uncertain
Chair: Michael Khachay, Ural Branch of RAS, Institute of Value considering both Opportunity Costs and Mis-
Mathematics and Mechanics, S.Kovalevskoy, 16, 620990, classification in a Dynamic Revenue Management
Ekaterinburg, Russian Federation, [email protected] Approach
Chair: Vadim Strijov, Russian Academy of Sciences, Computing Michael Mohaupt, Dresden University of Technology,
Center, Vavilova 42-268, 119333, Moscow, Russia, Russian Germany, [email protected], Andreas
Federation, [email protected] Hilbert
1 - Geometrical properties of connected search spaces Opportunity costs are very common practice in revenue management,
but loose significance as reference value if the true worthiness of a
for binary classification problem booking request cannot be observed at the time of decision for ac-
Oleksandr Frei, MIPT, Norway, [email protected] ceptance or denial. In customer-oriented revenue management this
The overfitting of machine learning algorithms is often caused by ex- problem may arise if customers differ in their future buying behav-
cessive complexity of the search space. In this work we study geo- ior (frequency, product choice) but cannot be classified into the ap-
metrical properties of connected search spaces in the special case of propriate customer segment unambiguously. By considering expected
binary classification problem. By introducing the technique of random (mis)classification we extend a bid-price control and show advance-
assignment of labels to data points, we show a couple of new proper- ments both in classification accuracy and revenues via simulation.
ties of splitting and connectivity profiles of an arbitrary search space.
These properties will be demonstrated for the set of linear classifiers in 2 - Deterministic Aggregation for Discrete Choice Mod-
three-dimensional space and for the set of conjunctive rules. els
Jonas Rauch, JRG MathOpt, University of Heidelberg,
2 - Approximation for Minimum Committee Problem Interdisciplinary Center for Scientific Computing, Im
Konstantin Kobylkin, Optimization, IMM UB RAS, Sophya Neuenheimer Feld 368, 69120, Heidelberg, Germany,
Kovalevskaya st., 16, 620990, Ekaterinburg, Sverdlovskaya, [email protected], Sebastian Sager
Russian Federation, [email protected] While widely used in simulation, complex discrete choice models are
We consider a problem giving an approximation for NP-hard mini- presently not as common in optimization, mainly due a lack of effi-
mum committee problem for two sets on the plane, the special case of cient, accurate aggregation methods. Most current approaches involve
learning problem: given sets A and B, a sequence of linear functions Monte Carlo simulation, which scales poorly with desired accuracy.
is called a committee if for every point a of A (b of B) there exists a We propose the use state-of-the-art numerical methods to compute
subsequence of functions each of which is positive (negative) over a choice probabilities deterministically for models with a linear utility
(over b) with length exceeding a half of the sequence length; the prob- function. Moreover, we present a way to efficiently compute deriva-
lem is to find the smallest length committee for A and B. Experiments tives of choice probabilities w.r.t. various parameters, making the
show the approximation problem to be reducible to the same one for method especially suitable for optimization purposes.
sets having less cardinality.
3 - Customer-Oriented Extensions of Revenue Manage-
3 - Combinatorial theory for ensemble of algorithms ment Models and the Value of Intuition
Andrey Ivakhnenko, Moscow Institute of Physics and Catherine Cleophas, Wirtschaftswissenschaften, Freie
Technology, Mocsow, Russian Federation, [email protected] Universität Berlin, Garystr. 21, 14195, Berlin, Germany,
The combinatorial theory (CT) of machine learning was recently devel- [email protected]
oped by K. Vorontsov. CT provides sharper estimations of generaliza- The spread of a customer-oriented view of revenue management moti-
tion ability (GA) comparing to statistical theory of machine learning. vates the extension of traditional demand models. In current practice,
In particularly, it establishes some new overfitting bounds for logical extensions of the model — when not solved analytically — are left
conjunction rules. Those bounds were used to improve learning meth- to the intuition of analysts. This paper categorizes customer-oriented
ods for logical classification algorithms on real-world data sets. In this model extensions and their requirements and suggests the system-
work we extend this approach to the ensembles of algorithms. We use atic use of simulations to evaluate the cost and benefit of extending
CT to find few simple algorithms with high GA and then combine them RM models. Finally, it proposes introducing intelligent agents to the
to ensemble by weighted voting. revenue management process to complement traditional analytic ap-
proaches.
4 - Computational complexity and approximability of
several geometric covering problems. 4 - Filtering techniques to improve forecasting from
Michael Khachay, Ural Branch of RAS, Institute of small numbers in revenue management
Mathematics and Mechanics, S.Kovalevskoy, 16, 620990, Philipp Bartke, Wirtschaftsinformatik, Freie Universität
Ekaterinburg, Russian Federation, [email protected], Berlin, 14195, Berlin, Germany,
Maria Poberiy [email protected]
The known Point Covering problem of finding the minimum cardinal- Modern RM methods incorporate sophisticated customer choice mod-
ity cover of a given finite subset of the plane by straight lines (Min- els that call for the estimation of a variety of parameters. Estimating
2PC) is NP-hard in the strong sense. We extend this result to the k- these parameters based on often sparse historical data becomes a key
dimensional case (for all fixed k>2). By polynomial reduction of the challenge previously been referred to as the problem of small numbers.
(k-1)PC to the kPC problem we show that the latter is NP-complete This paper proposes the application of filtering techniques well studied
in the strong sense. This reduction can be transformed into an L- in signal processing and control theory but rarely mentioned in RM lit-
reduction of the Min-(k-1)PC to the Min-kPC problem. Therefore, erature so far. In an agent-based simulation system, the performance of
the Min-kPC problem is Max-SNP-hard for all k>2 and consequently the proposed method in life-like scenarios is evaluated and compared
have no PTAS, unless P=NP. to more traditional methods.

213
WC-01 EURO 25 - Vilnius 2012

Wednesday, 12:30-14:00 1 - A modified branch and cut approach for Resource

Portfolio Problem under Relaxed Resource Dedica-
tion policy
 WC-01 Umut Besikci, Industrial Engineering, Bogazici University,
Wednesday, 12:30-14:00 Bogazici Universitesi Guney Kampus Muhendislik Fakultesi,
Bebek, 34342, Istanbul, Turkey, [email protected],
RB-Alfa Ümit Bilge, Gündüz Ulusoy
Keynote Lecture: Professor Jonathan Multi-project scheduling and management problem constitutes an im-
Caulkins portant part of the project scheduling literature. In this study we deal
with Resource Portfolio Problem (RPP) under Relaxed Resource Dedi-
Stream: Keynote, Tutorial and Plenary Lectures cation (RRD) policy. The Branch and Cut (B&C) procedure of CPLEX
Keynote session is modified with different feasible solution heuristics, branching strate-
gies and valid inequalities. The proposed modifications utilize the in-
Chair: Richard Hartl, Dept of Management, University of Vienna, sights gained from the previous studies we have carried out for RPP.
Bruenner Str. 72, A-1210, Vienna, Austria, The experimental results show that the proposed modifications have
[email protected] significant effect on solution quality.
1 - Providing a Scientific Basis for Managing Illegal
2 - Dynamic stochastic resource-constrained multi-
Drugs & Markets
project scheduling
Jonathan Caulkins, H. John Heinz III School of Public Policy
Rainer Kolisch, TUM School of Management, Technische
& Management, Carnegie Mellon University, 5032 Forbes
Universitaet Muenchen, Arcisstr. 21, 80333, Muenchen,
Avenue, 15289, Pittsburgh, United States,
Germany, [email protected], Thomas Fliedner,
[email protected]
Philipp Melchiors, Walter Gutjahr
What happens when formal training in operational analysis meets a
classic "wicked problem" with multiple conflicting objectives, com-
peting agency priorities, and abundant data that nevertheless do not We consider the problem where project arrive stochastically over time.
answer the questions that really matter? This talk gives one answer, Projects have a determistic network but stochastic activity durations.
drawing on 20+ years experience working on a particularly fascinating The objective is to minimize the average weighted makespan of the
problem — policy regarding control of illegal markets, notably those projects. We present solutions procedures which have been proposed
for illegal drugs. for this problem and compare their performance in an experiemtal
study.
The tools of operations research, industrial organizations, and eco-
nomics can be harnessed to provide an empirical, scientific basis for
drug policy making. The models discussed in this talk focus on drug 3 - Assorted sensitivity results in stochastic project net-
initiation (product diffusion), price responsiveness (elasticity of de- works
mand), and operation of the illegal supply chain, both during normal Anand Paul, University of Florida, United States,
times and when the distribution network is disrupted. Corresponding [email protected]
data are drawn from epidemiological studies, forensic laboratory anal-
ysis, undercover buys, and extensive interviews with incarcerated drug
smugglers and dealers in Australia, France, the UK, and the US. These We present some results pertaining to sensitivity issues in stochastic
models provide the foundation for estimating the cost-effectiveness project networks. First, we discuss how the impact of activity corre-
of different strategies for controlling drug use and associated social lation on mean project time depends on network topology. Second,
harms. we discuss a metric that quantifies the impact of activity variance on
mean project completion time; prior analytical results in the literature
However, I will not tell an entirely happy tale of Operations Research are qualitative rather than quantitative. Finally, we discuss conditions
(OR) as panacea, limited only by the outside world’s ignorance of its under which an increase in mean activity duration results in an increase
power. Rather, I will tell a story of a glass that is half full and yet also in mean project duration, keeping activity variances fixed.
half empty.
For example, these issues are truly "OR problems" in the sense that OR
ideas and insights underpin key dynamics and in the sense that knowl-
edge of OR empowers better understanding and solutions. However,
they are also problems of and for economics, sociology, political sci-
ence, demography, psychology, medicine, and other disciplines. OR  WC-03
can and should partner with other disciplines and perspectives when Wednesday, 12:30-14:00
grappling with fundamental strategy choices related to drug policy.
RB-L1
Likewise, the adversarial nature of the policy making process chal-
lenges an optimization-based way of looking at the world. EURO/ROADEF Challenge Session 4
The objective of this talk is to reflect on OR’s success and limitations
in this and some allied domains to draw meta lessons for how experts Stream: EURO/ROADEF Challenge
can effectively use mathematical models and operational analysis to
produce insights that inform decision makers in comparably messy do- Invited session
mains. Chair: Christian Artigues, LAAS, CNRS, 7 avenue du Colonel
Roche, 31077, Toulouse Cedex 4, France, [email protected]
Chair: Ender Özcan, Computer Science, University of
Nottingham, Jubilee Campus, Wollaton Road, NG8 1BB,
 WC-02 Nottingham, United Kingdom, [email protected]
Wednesday, 12:30-14:00 Chair: Emmanuel Guere, Google, 38 Avenue de l’Opera, 75002,
Paris, France, [email protected]
RB-Beta
Chair: Eric Bourreau, COCONUT, LIRMM, 161 Rue Ada, 34000,
Multi-Project Scheduling and Stochastic Montpellier, France, [email protected]
Chair: Kedad-Sidhoum Safia, LIP6 - UPMC, 4 Place Jussieu,
Project Scheduling 75005, Paris, France, [email protected]
Chair: H. Murat Afsar, Industrial Systems, University of
Stream: Project Management and Scheduling Technology of Troyes, 12 rue Marie Curie, BP 2060, 10010,
Invited session Troyes, France, [email protected]
Chair: Rainer Kolisch, TUM School of Management, Technische Chair: Marc Sevaux, Lab-STICC - CNRS UMR 3192, Université
Universitaet Muenchen, Arcisstr. 21, 80333, Muenchen, Germany, de Bretagne Sud - UEB, Centre de Recherche - BP 92116, 2 rue de
[email protected] Saint Maude, 56321, Lorient, France, [email protected]

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 EURO 25 - Vilnius 2012 WC-05

1 - Offline, enhanced, adaptive large neighborhood 1 - Minimizing setup time in colour printing schedules
search for the machine reassignment problem Alewyn Burger, Department of Logistics, Stellenbosch
Alberto Delgado, IT University of Copenhagen, Rued University, Private Bag X1, Matieland, 7600, Stellenbosch,
Langgaards Vej 7, 2300, Copenhagen, Denmark, [email protected], Western Cape, South Africa, [email protected], Neil
Yuri Malitsky, Dario Pacino, Kevin Tierney Jacobs, Jan van Vuuren, Stephan Visagie
We present an approach to solve the machine reassignment problem In this talk a scheduling problem is considered which arises in the
that combines complete and incomplete approaches into an offline, en- food industry where packaging requires overlay printing with multi-
hanced, adaptive large neighborhood framework. Random selection, ple colours. Printing machines used for this purpose typically accom-
services, and locations are the operators to create neighborhoods, while modate a small number of colours simultaneously, called a pallet. To
a constraint programming and MIP model, and a Tabu Search algo- minimise operation time it is desirable to schedule print jobs so that
rithm are used to re-optimize them. The selection of the neighborhood the number of pallet changes, as well as the number of cartridges that
operator is made based on online information, while the approach to have to be washed between pallet changes is minimized. We solve
re-optimized them is selected based on online information and offline the problem exactly for small problem instances and heuristically for
learning. larger instances.

2 - A hybridization of Simulated Annealing and sample 2 - The cost of link failure in network protection
Anton de Villiers, Logistics, Stellenbosch University, 53
local search for solving the machine reassignment
Crown Street Vierlanden, Durbanville, 7550, Cape town,
problem Western Province, South Africa, [email protected],
Marcus Ritt, Departamento de Informática Teórica, Alewyn Burger, Jan van Vuuren
Universidade Federal do Rio Grande do Sul, Brazil,
[email protected], Gabriel Portal, Leonardo de If the vertices of a network G denote facilities to be protected, and the
links between facilities denote routes along which protecting guards
Miranda Borba, Alexander J. Benavides, Luciana S. Buriol can move, a secure deployment is an assignment of guards, at most
We propose two heuristics based on local search with two neighbour- one per facility, to the facilities, with the property that, for every fa-
hoods: the first obtains a neighbour by moving a process to another cility v, there is either a guard at v or a guard at a facility adjacent
machine, and the second by swapping two processes on different ma- to v who, after moving to v, leaves the resulting deployment secure
chines. The first heuristic is a sample local search. It randomly chooses again. In this talk, bounds are established on the smallest number of
one of the best neighbours in the first neighbourhood, and uses the sec- guards required for a secure deployment on G after randomly removing
ond to escape local minima. The second heuristic is a Simulated An- a specified number of links from G.
nealing and uses only the first neighbourhood. The hybrid approach
runs Simulated Annealing with two sets of parameters in parallel, and 3 - Variable selection in NIR spectroscopy data using a
the sample local search in the remaining time. hybrid PSO algorithm
Martin Kidd, Dipartimento di Elettronica, Informatica e
3 - A co-evolutionary hyper-heuristic for ROADEF/EURO Sistemistica (DEIS), University of Bologna, Bologna, Italy,
Challenge 2012 Machine Reassignment problem [email protected]
Wojciech Jaśkowski, Institute of Computing Science, Poznan In chemometrics, near-infrared (NIR) spectroscopy is used to obtain
University of Technology, ul. Piotrowo 2, 60-985, Poznan, spectral data on samples for the purpose of predicting various proper-
Poland, [email protected], Piotr Gawron, Marcin ties of these samples. NIR data are typically used in conjunction with
Szubert, Bartosz Wieloch multivariate calibration methods in order to model these properties of
given samples, and a common obstacle is the presence of noise in the
We propose a co-evolutionary hyper-heuristic for solving combina- data. The use of heuristic methods to perform variable selection in
torial optimization problems. Our algorithm learns how to solve a NIR data has proved to be useful in the past, and in this talk a two-
problem by selecting and generating perturbation operators using the phase particle swarm optimisation algorithm is presented as a possible
nature-inspired concept of arm races between potential solutions and solution approach to this problem.
tests. It co-evolves a population of operators (solutions) with a pop-
ulation of states in the problem search space (tests). We evaluate the 4 - An optimisation-based sugarcane harvest schedul-
performance of the proposed method on the ROADEF/EURO Chal- ing decision support system for commercial growers
lenge 2012: Machine Reassignment problem using various operators:
local-search improvements, dedicated heuristics and MIP solver. in South Africa
Jonas Stray, Textilhögskolan, Hogskolan i Boras,
4 - A hybrid algorithm for machine reassignment Bryggaregatan 17, SE-501 90, Boras, Vastra Gotaland,
Arnaud Liefooghe, LIFL - CNRS - INRIA, Université Lille 1, Sweden, [email protected], Jan van Vuuren
Lille, France, [email protected], François Legillon, Commercial sugarcane growers in South Africa revise their seasonal
François Clautiaux, El-ghazali Talbi harvesting schedules continuously since factors such as environmen-
tal events, sucrose content, growth rate and cost of harvesting change
We present an algorithm for the machine reassignment problem of the
over time. Our decision support system (DSS) incorporates regres-
ROADEF/EURO 2012 challenge. Our approach is divided into two
sion analysis of sugar content and growth, costing and risk models for
phases, applied in a sequential way. First, an iterated local search al-
the events. An asymmetric travelling salesman problem with time-
gorithm is performed. It is based on a best-improvement hill-climber,
dependent costs model sequences the fields by maximising profit. The
whose neighborhood consists of all the moves that reassign a given
DSS is analysed through a case study, and results indicate that the DSS
process to another machine. Second, we aim at re-balancing the over-
may be useful in large-scale operations.
load cost over machines. We use an integer programming solver to
improve the incumbent solution locally by fixing some processes on
their current machine, and solving the initial model.

 WC-05
Wednesday, 12:30-14:00
 WC-04 RB-L3
Wednesday, 12:30-14:00
RB-L2
Topics in integer and mixed integer
programming I
Combinatorial Optimization: Applications
Stream: Discrete Optimization, Geometry & Graphs
Stream: Combinatorial Optimization (contributed)
Invited session Contributed session
Chair: Jan van Vuuren, Department of Logistics, University of Chair: Frank Fischer, Mathematics, Chemnitz University of
Stellenbosch, Private Bag X1, Matieland, 7602, Stellenbosch, Technology, Reichenhainer Str. 39, 09107, Chemnitz, Germany,
Western Cape, South Africa, [email protected] [email protected]

215
WC-06 EURO 25 - Vilnius 2012

1 - Investigation of properties and solving of combina- 1 - On the convergence to Walrasian prices in random
torial optimization problems with linear constraints. matching Edgeworthian economies
Igor Grebennik, Systems engineering, Kharkiv National Luis Ferreira, Matemática, Escola Superior de Estudos
University of Radio Electronics, flat 130, Geroev Truda str, Industriais e de Gestão, IPP, ESEIG, Rua D Sancho I, número
45, 61129, Kharkiv, Ukraine, [email protected], 981, 4480-876, Vila do Conde, Porto, Portugal,
Oleksii Baranov [email protected]

An optimization problem on a combinatorial set such as permutations, We show that for a specific class of random matching Edgeworthian
combinations as well as a special combinatorial set with linear con- economies, the expectation of the limiting equilibrium price coincides
straints is considered. As a result of inclusion mapping of the com- with the equilibrium price of the related Walrasian economies. This
binatorial set into Euclidean space and a convex extension of objec- result extends to the study of economies in the presence of uncertainty
tive function to convex set an equivalent optimization problem is con- within the multi-period Arrow-Debreu model, allowing to understand
structed. Estimates of minima for the convex functions on the combi- the dynamics of how beliefs survive and propagate through the market.
natorial sets under linear constraints are proposed. The estimates are
based on linear combinatorial problems with constraints and used in
2 - A cooperative version of one group pursuit game
the branch-and-bound algorithm. Examples are given. Yaroslavna Pankratova, Mathematics of economic research„
International Banking Institute, Nevsky pr. 60,
2 - On Mixed Integer Random Convex Programs Saint-Petersburg, Russian Federation, [email protected],
Giuseppe Calafiore, DAUIN, Politecnico di Torino, Corso Denis Kuzyutin
Duca degli Abruzzi, 24, 10141, Torino, Italy, We consider a nonzero-sum group pursuit game with one evader and
[email protected], Daniel Lyons, Lorenzo Fagiano m pursuers. At each time moment the players choose their directions
of motion. Each player knows the moment t and his own and all other
We consider mixed-integer (MI) optimization problems subject to N players’ positions. Moreover, the pursuer knows the directions cho-
randomly drawn convex constraints. We provide explicit bounds on the sen by the evaders at the moment t. We propose a rule to associate a
tails of the probability that the optimal solution found under the N con- corresponding cooperative game to a considered nonzero-sum pursuit
straints will become infeasible for the next random constraint. First, game. We prove that in the constructed cooperative game the core is
we prove that the number of support constraints (constraints whose re- not empty and time-consistent. Finally, we give a number of examples
moval strictly improves the optimal objective) in general convex MI that illustrate the main results.
problems is bounded by a number depending only on the dimension
of the decision vector. Then, we show that the tails of the violation 3 - On the Experimental Investigation of the Stock-
probability are bounded by a binomial distribution. Exchange Game Model
Igor Katin, Systems Analysis Department, Vilnius University
3 - The SCIP Optimization Suite - It’s all in the bag! Institute of Mathematics and Informatics, Akademijos str. 4,
Gerald Gamrath, Zuse-Institute Berlin, Takustr. 7, 14195, LT-08663, Vilnius, Lithuania, [email protected], Joana Katina,
Berlin, Germany, [email protected] Jonas Mockus
We present the SCIP Optimization Suite, a tool for modeling and A simple SEGM was introduced by J. Mockus in 2003 to simulate the
solving optimization problems. It consists of the modeling language behavior of several stockholders using fixed buying-selling margins at
ZIMPL, the LP solver SoPlex, and the constraint integer programming fixed bank yield in the context of Nash equilibrium. In this paper, an
framework SCIP. Besides being one of the fastest MIP solvers avail- extended USEGM is investigated. USEGM includes the transaction
able in source code, SCIP is able to solve a much wider range of opti- costs to reflect the reality better. To represent users that prefer lin-
mization problems including non-convex MINLP and provides support ear utility functions, USEGM adds the AR-ABS(p) model, minimizing
for branch-and-price. We report on current developments and new fea- the absolute values, to the traditional AR(p) model. The objective of
tures in the upcoming release 3.0, including enhanced MINLP support, USEGM is not forecasting, but simulation of financial time series that
exact integer programming, and parallelization. are affected by predictions of the participants.

4 - Dynamic Graph Generation in Lagrangian Relaxation

Frank Fischer, Mathematics, Chemnitz University of
Technology, Reichenhainer Str. 39, 09107, Chemnitz,
Germany, [email protected],
 WC-07
Christoph Helmberg Wednesday, 12:30-14:00
RB-Eta
Models based on time expanded networks, which are used in many
applications, grow very quickly when the number of time steps in- Rich vehicle routing problems
creases which makes it impossible to solve the models with standard
methods. We propose a dynamic graph generation technique that can Stream: New Trends in Vehicle Routing
be applied in Lagrangian relaxation or column generation approaches.
Instead of working on the full model, special cost structures allow to Invited session
keep only small sub-networks in memory but without loosing any in- Chair: Jorge E. Mendoza, Institute of Applied Mathematics,
formation. Numerical tests on a large scale train timetabling problem Université Catholique de l’Ouest, 3 Place André Leroy, 49008,
model demonstrate the effectiveness of dynamic graph generation. Angers, France, [email protected]
Chair: Victor Pillac, Automatique - Productique, Ecole des Mines
de Nantes, 4 Rue Alfred Kastler, La Chantrerie, 44300, Nantes,
France, [email protected]
 WC-06 1 - A Unified Hybrid Genetic Search for Vehicle Routing
Wednesday, 12:30-14:00 Problems
RB-Gamma Thibaut Vidal, CIRRELT - Université de Montréal &
ICD-LOSI - Université de Technologie de Troyes, 12, rue
Mathematical Economics Marie Curie, BP 2060, cedex, 10010, TROYES, France,
[email protected], Teodor Gabriel Crainic, Michel
Stream: Dynamical Systems and Game Theory Gendreau, Christian Prins
Invited session
A unified hybrid genetic search is proposed to address multi-attribute
Chair: Luis Ferreira, Matemática, Escola Superior de Estudos vehicle routing problems. This meta-heuristic relies on problem-
Industriais e de Gestão, IPP, ESEIG, Rua D Sancho I, número 981, specific route evaluation and assignment operators, along with generic
4480-876, Vila do Conde, Porto, Portugal, implementations of Split procedures, local-search improvement meth-
[email protected] ods, and genetic components. Furthermore, a bi-criteria evaluation of

216
 EURO 25 - Vilnius 2012 WC-09

individuals, driven by both contribution to population diversity and so- The Bipartite TSP appears in many industrial applications, e.g., to op-
lution quality, enables to enhance exploration capabilities and reduce timize the route of an assembly robot. In many cases the numerical
the risks of premature convergence. High-quality results are reported solution of TSP is based on the facets of its polyhedral set. The most
for a wide range of vehicle routing variants. important constraints are the degree inequalities and the subtour elim-
ination constraints. The simplest facet-defining inequalities after these
2 - Constraint-based Construction Heuristics for Rich ones are the comb inequalities in the general case. However in the bi-
Vehicle Routing Problems partite case the comb inequalities are not facet-defining, as it will be
proven in this presentation. The case of clique-tree inequalities is also
Felix Brandt, Logistics Systems Engineering, FZI discussed.
Forschungszentrum Informatik, 76131, Karlsruhe, Germany,
[email protected], Anne Meyer 2 - Some Results on Threshold Separability of Boolean
Constraint programming (CP) is successfully applied to rich vehicle Functions
routing problems (RVRP). However, during the construction phase CP Giovanni Felici, Istituto di Analisi dei Sistemi ed Informatica,
is used as a mere satisfiability checker, if at all, not using its power for Consiglio Nazionale delle Ricerche, Viale Manzoni 30,
finding an actual solution. In this work we want to show how CP can 00185, Roma, Italy, [email protected], Endre Boros
be applied during a construction phase. Therefore, we develop branch-
ing techniques analogous to established construction heuristics from We consider the conditions for the existence of a Linear Threshold
literature. Furthermore, we present our first results and compare the Function that separates two sets of Boolean vectors obtained by dis-
performance of different approaches. cretization of real valued data. Problems of this type are found in Su-
pervised Learning and Data Mining. We state a combinatorial neces-
3 - Generalized disaggregation algorithm for the vehi- sary and sufficient condition for the existence of such function when
cle routing problem with time windows and multiple points belong to the plane, and show how, when formulated as a lin-
ear program, this condition is equivalent to the Farkas’ Lemma. Such
routes equivalency provides insights for our problem in larger dimension that
Rita Macedo, LAMIH, Université de Valenciennes, Portugal, can be used in discretization algorithms.
[email protected], Saïd Hanafi, François
Clautiaux, Cláudio Alves, J. M. Valério de Carvalho 3 - Hardness Results for Approximate Pure Horn CNF
Formulae Minimization
We address the VRP with multiple routes and time windows. For this
variant of the VRP, there is a time interval within which every cus- Endre Boros, RUTCOR, Rutgers University, 08854,
tomer must be visited, and every vehicle is allowed to perform more Piscataway, New Jersey, United States,
than one route within the same planning period. We propose a general [email protected], Aritanan Gruber
disaggregation algorithm that improves the exact approach described
in (Macedo et al., 2011), and describe a novel rounding rule and a new We show that for a pure Horn Boolean function on n variables, unless
node disaggregation scheme based on different discretization units. In P = NP, it is not possible to approximate in polynomial time (in n) the
addition, we propose a new integer model for the problem, which can minimum numbers of clauses and literals to within factors of 2(log(1-
also assess if a solution is feasible or not. o(1))n) even when the inputs are restricted to 3-CNFs with O(n(1+e))
clauses, for some small e > 0. Furthermore, we show that unless the
4 - A Mixed Integer Linear Programming Model For Solv- ETH is false, it is not possible to obtain constant factor approximations
ing Large-Scale Integrated Location-Routing Prob- for these problems even in sub-exponential time (in n).
lems For Urban Logistics Applications at Groupe La
Poste
Matthias Winkenbach, Kuehne Foundation Endowed Chair in
Logistics Management, WHU - Otto Beisheim School of
Management, Burgplatz 2, 56179, Vallendar, Germany,
 WC-09
[email protected], Paul Kleindorfer, Bernard Wednesday, 12:30-14:00
Lemarié, Christèle Levêque, Alain Roset, Stefan Spinler RB-Zeta

We present a large-scale static, deterministic mixed inter linear pro- Maritime Transportation 3
gramming model solving an integrated location-routing problem in the
context of urban logistics services (ULS). We aim at determining an Stream: Maritime Transportation
optimal infrastructure and fleet design for an urban consolidation and
transportation network. The model is meant to quantitatively evaluate
Invited session
potential strategic moves of postal operators into the domain of ULS. Chair: Magnus Stålhane, Industrial Economics and Technology
Based on operating data from French La Poste, we analyse the key Management, NTNU, Alfred Getz veg 3, 7491, Trondheim,
drivers and sensitivities of optimal infrastructure and fleet design to Norway, [email protected]
support the development of profitable ULS.
1 - On routing and risk minimization in offshore heli-
copter transportation
Irina Gribkovskaia, Faculty of Economics, Informatics and
 WC-08 Social Sciences, Molde University College - Specialized
Wednesday, 12:30-14:00 University in Logistics, Postbox 2110, 6402, Molde, Norway,
[email protected], Oyvind Halskau, Fubin Qian
RB-Epsilon
Helicopters are often used for transporting crews to and from offshore
Boolean Functions and Their Applications installations. Helicopter transportation is regarded as one of the main
risks in the offshore industry and the oil companies want to minimize
Stream: Boolean and Pseudo-Boolean Optimization this risk. We show how the expected number of fatalities can be re-
Invited session duced by applying different routing strategies. We present trade-offs
between the number of helicopters used and the expected risk using
Chair: Endre Boros, RUTCOR, Rutgers University, 08854, real data from the Norwegian offshore industry.
Piscataway, New Jersey, United States,
[email protected] 2 - A combined pickup and delivery and inventory rout-
ing problem
1 - On the Polyhedral Set of Bipartite TSP Magnus Stålhane, Industrial Economics and Technology
Bela Vizvari, Industrial Engineering, Eastern Mediterranean Management, NTNU, Alfred Getz veg 3, 7491, Trondheim,
University, Gazimagusa, Mersin 10, Turkey, Norway, [email protected], Henrik Andersson, Marielle
[email protected] Christiansen

217
WC-10 EURO 25 - Vilnius 2012

We present a combined pickup and delivery and inventory routing Alfonso Pedraza-Martinez, Operations and Decision
problem from the tramp shipping industry. The fleet is heterogeneous Technologies, Indiana University, 1309 10th Street, Kelley
with each ship having a different load capacity, speed and cost struc- School of Business, 47405, Bloomington, INDIANA, United
ture. The inventories are paired, and there are additional optional car-
States, [email protected], Arian Aflaki
goes available. The objective is to maximize the revenue of transport-
ing spot cargoes, while keeping the inventory levels within their limits.
We model funding strategies for relief and development programs in
Two path flow formulations are presented, and the problem is solved
a multi-donor market with donation uncertainty. Donors decide how
using a branch-and-price method. Computational results will be pre-
much to donate to each program; a humanitarian organization decides
sented.
between 4 different funding strategies: 1) total earmarking; 2) partial
earmarking; 3) conditional earmarking; 4) no earmarking. By com-
3 - A base integer programming model and benchmark paring these four strategies we offer insights to humanitarian organiza-
suite for liner shipping network design tions on how to improve their levels of funding while keeping opera-
Fernando Alvarez, Goteborggata 9, 0566, Oslo, Norway, tional efficiency high.
[email protected], Berit Dangaard Brouer, Christian Edinger
Munk Plum, David Pisinger, Mikkel M. Sigurd 4 - Decentralisation and Earmarked Funding in Humani-
tarian Logistics for Relief and Development
The potential for making cost effective and energy efficient liner ship- Maria Besiou, Kuehne Logistics University, Brooktorkai 20,
ping networks using OR is huge and neglected. We believe access 20457, Hamburg, Germany, [email protected],
to domain knowledge and data is an entry barrier to approach the liner Alfonso Pedraza Martinez, Luk Van Wassenhove
shipping network design problem. The purpose of the benchmark suite
project is to provide access to the liner shipping domain for indepen- We study the International Humanitarian Organizations dual mission
dent OR researchers. We present the domain of liner shipping in re- of relief and development in decentralized, stochastic operations with
lation to mathematical programming. An IP model and a suite of in- different levels of earmarked funding, using system dynamics method-
stances based on real life data from the largest liner shipping company, ology. Focusing on equity and efficiency we find that a system with
Maersk Line, and several other stakeholders is presented. Finally, com- local procurement and short lead time may take longer to respond than
putational results yielding the first solutions to the benchmark suite are a system with global procurement and high lead time. Our results
presented. have important implications for humanitarian fleet management prac-
tice. Specifically, what organizational structure to adopt in different
organizational environments.

 WC-10
Wednesday, 12:30-14:00
RB-Theta  WC-11
Wednesday, 12:30-14:00
Humanitarian Logistics RB-Iota

Stream: Supply Chain Management Realistic parallel machines problems

Invited session
Chair: Maria Besiou, Kuehne Logistics University, Brooktorkai Stream: Realistic Production Scheduling
20, 20457, Hamburg, Germany, [email protected] Invited session
Chair: Olga Chub, Faculty of Applied Mathematics and
1 - The environmental impact of humanitarian opera- Management, Kharkiv national university of radioelectroniks,
tions Lenina str., 18, 43, 61166, Kharkiv, Ukraine,
Jurgita Balaisyte, INSEAD, Boulevard de Constance, 77305, [email protected]
Fontainebleau, none, France, [email protected],
Ruth Carrasco-Gallego, Luk Van Wassenhove 1 - Minimising tardiness in parallel machine scheduling
with additional mold type restrictions
The negative environmental impacts of relief operations arise at the Amelia White, Engineering Science, The University of
different stages of relief supply chain: from procurement, stock posi- Auckland, 70 Symonds Street, Auckland, Auckland, New
tioning, transportation to waste management. It is important to regard
environmental issues in humanitarian supply chain decisions. As a
Zealand, [email protected], Andrea Raith
result a growing number of humanitarian agencies are attempting to
integrate environmental considerations in their activities. We map the We study a parallel machine scheduling problem with sequence-
value chain and identify its economic, environmental and social issues dependent setup times. The jobs to be produced have due dates and
and look for ways to integrate environmental aspects in to humanitar- require a specific mold type to be installed on a machine for produc-
ian supply chains. tion. The setup time for these molds is significant and there is only
a small number of each type of mold available. We present a new
time-indexed IP formulation to minimise overall job tardiness, with
2 - The Effects of Unsolicited Donations in Disaster Re- constraints to model both the setup times of the molds on the machines
lief Operations and the restriction on the number of machines which can produce jobs
Nha-Nghi Huynh, Kuehne Logistics University, Kuehne of the same type at the same time.
Logistics University, Brooktorkai 20, 20457, Hamburg,
Hamburg, Germany, [email protected], Sandra 2 - MIP models and algorithms for earliness/tardiness
Transchel, Maria Besiou, Luk Van Wassenhove scheduling problems on parallel machines
Rosiane de Freitas Rodrigues, Institute of Computing, UFAM
Why do beneficiaries not get aid items they require or why do interna- / UFRJ, Brazil, [email protected], Rainer Xavier de
tional humanitarian organizations (IHO) deliver these not fast enough? Amorim, Bruno Cardoso Dias
A reason is the chaotic setting in which IHO operate. But what af-
fects high-priority (HP) deliveries more are material convergences at Scheduling problems with earliness and tardiness penalties are pre-
disaster entry points caused by unsolicited donations. They consume sented, each one or both together, involving parallel machines, and in-
excessive resources and create serious bottlenecks. We present a queu- dependent jobs with distinct processing times and priorities, all of them
ing model that illustrates the effects of unsolicited donations on the NP-hard problems. Classical MIP models with improvements, and ex-
Haiti relief operation and shows how systematic coordination could act and approximate approaches have been developed with tests on -
significantly increase the throughput of HP goods. based on - OR-Library instances. Significant results were obtained,
reaching optimal solutions when known, and having competitive per-
3 - Funding strategies in humanitarian operations for re- formance compared to the works available in the literature.
lief and development

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 EURO 25 - Vilnius 2012 WC-13

3 - Multiobjective parallel machine scheduling using mathematical model is proposed to solve the problems of assigning
memetic algorithms one or more yard cranes and of routing by using a genetic algorithm
Felipe Baesler, Industrial Engineering, Universidad del and developing heuristics based approach.
Desarrollo, Av Sanhueza 1750, Concepcion, Chile,
[email protected], Oscar Cornejo 3 - Empty container management and the linkage be-
tween global and local allocations in export oriented
This work presents a multiobjective optimization algorithm for the par-
allel machine scheduling problem based on the memetic algorithms countries: case of Thailand
paradigm (MA). This algorithm combines genetic evolution with lo- Montathip Chanpum, Institute of Transport and Logistics
cal search in the same way as traditional MA, but with the use of Studies, The University of Sydney, Room 201-5 C37,
independent populations for each objective, as well as a mechanism Newtown Campus, 2006, Sydney, NSW, Australia,
to find compromised solutions. The algorithm was tested and com- [email protected]
pared against four multiobjective techniques available in the literature,
MOGA, SPEA, NSGA II and MOGLS. Two objectives were consid-
ered for this problem, Cmax minimization and total tardiness mini- The availability of empty containers is a challenge for shipping lines
mization. in deficit areas of export oriented regions. This paper considers empty
container management at a global scale and its linkage to empty al-
4 - Mathematical model and method for optimal plan- location at a local scale in deficit areas by taking Thailand as a case
study. We conducted in-depth interviews with scholars and key rel-
ning several resources evant persons from private and public sectors. A framework linking
Olga Chub, Faculty of Applied Mathematics and empty container allocations between the global and local scales is pro-
Management, Kharkiv national university of radioelectroniks, posed, which will help to facilitate container movement and improve
Lenina str., 18, 43, 61166, Kharkiv, Ukraine, the efficiency of the global supply chain.
[email protected]
The resource planning multicriteria model provided that the demand 4 - Modeling and Optimal Management of Equipments of
for enterprise services is a deterministic function has been considered. the BMT Containers Terminal (Bejaia’s Harbor)
Enterprise functioning process is defined as a continuous sequence Fazia Aoudia-rahmoune, Operational Research, Laboratory
of projects. Some projects can (and should) be run simultaneously. LAMOS University of Bejaia, Laboratory LAMOS University
This fact causes of distribution of several restricted resources (time, of Bejaia, Traga Ouzemmour, 06000, Bejaia, Algeria,
finances, machines, human resources etc.) as between the works of
a single project, and between the works of various projects. Solution
[email protected], Sofiane Soualah, Aichouche Oubraham
method based on the interpretation of work as a geometric object and
use the optimal geometric design theory toolkit. The performance of a containers terminal is measured by the stopover
time and the transit cost. Indeed, in a world where,in addition to ri-
valry,the least movement is charged and where the time takes often un-
expected dimensions,reducing the time and cost of treatment becomes
the main objective at the expense of large investment in equipment and
 WC-12 management techniques. In this work, we were interested in the un-
loading process at BMT, and we determined the optimal combinations
Wednesday, 12:30-14:00 of equipment to be used. we develop a non-Markovian queues model
RB-Omicron and solve the problem by simulation.

Solution Methods at Seaport Container

Terminals
Stream: Container Terminal Operations  WC-13
Invited session Wednesday, 12:30-14:00
Chair: Erhan Kozan, Mathematical Sciences, Queensland RB-Tau
University of Technology, GPO Box 2434, 4001, Brisbane,
Queensland, Australia, [email protected] Emerging Issues in Order Fulfillment
1 - An Integrated Approach to Optimising Container Pro- Stream: OR Applications in the Automotive Industry
cesses at Multimodal Seaport Terminals Invited session
Erhan Kozan, Mathematical Sciences, Queensland University Chair: Bart MacCarthy, Operations Management Division,
of Technology, GPO Box 2434, 4001, Brisbane, Queensland, Nottingham University Business School, NG8 1BB, Nottingham,
Australia, [email protected], Brad Casey United Kingdom, [email protected]
A Multimodal Seaport Container Terminal (MSCT) consists of sub- Chair: Philip Brabazon, Portsmouth Business School, Richmond
systems that require optimisation of the operations within them, as Building, Portland Street, PO1 3DE, Portsmouth, United
well as synchronisation of the movements of machines and contain- Kingdom, [email protected]
ers between them. We present an integrated approach. Mathematical
models will be presented for the Storage Area Subsystem (SAS) and
Intra-terminal Transportation Subsystem (ITTS). Initial solutions are 1 - Auction-based coordination of retailers and manu-
improved through an innovative hyper-heuristic algorithm that inte- facturer in the sales of configurable products
grates the SAS and ITTS solutions together and optimises them via
meta-heuristic techniques. Andreas Matzke, Institute of Automotive Management and
Industrial Production, Technische Universität Braunschweig,
2 - Yard crane scheduling by using a genetic algorithm Katharinenstr. 3, 38106, Braunschweig, Germany,
at seaport container terminals [email protected], Thomas Volling, Thomas Spengler
Mehmet Ulaş KoyuncuoĞlu, Industrial Engineering,
Pamukkale University, Pamukkale University Information We propose a mechanism to improve channel coordination in the sales
Centre, 20070, Denizli, Turkey, [email protected], Osman of configurable products, assuming given capacities for product op-
tions. The approach combines two selling mechanisms. At first, the
Kulak, Olcay Polat, Mustafa Egemen Taner common list price mechanism between a manufacturer and multiple
Effective use of container terminal equipments is the most important retailers is adopted for initial configuration of products. Second, ex-
factors.Scheduling the yard cranes has an important role in improving cess capacities are sold as product upgrades by an auction mechanism.
the efficiency of terminals.In this paper, a novel approach is presented A numerical study evaluates the benefits of the approach under various
about free/restrictive deployment rules and also customer priority and conditions. As compared to static list prices, the approach allows for
deployment rules are examined in combination.For the purpose of min- higher revenues in the supply chain.
imizing total completion time of the operations, a mixed-integer linear

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2 - A review of works on the planning of capacities and 3 - Decision Support System for Modification of Timeta-
orders in build-to-order automobile production bles After Completion of Registration Process Involv-
Thomas Volling, Institute of Automotive Management and ing Backlog Subjects
Industrial Production, Technische Universität Braunschweig, Sanjeev Kumar Guleria, Office of Dean, Academic Affairs,
Katharienenstr. 3, 38106, Braunschweig, Germany, Thapar University, P.B. No. 32, 147004, Patiala, Punjab,
[email protected], Martin Grunewald, Andreas Matzke, India, [email protected], A.k. Lal, Daljit Singh Bawa
Thomas Spengler
We provide an overview about operations research (OR) models and The classes of backlog subjects are registered in the free slots of the
applications in build-to-order automobile production. We focus on two normal subjects. A free slot in a section of normal subjects is occupied
important planning objects which have not been considered in prior in some other section for studying a backlog subject. The methodology
reviews: the planning of capacities and orders. To bridge the gap be- involves the identification of all students who will get affected by this
tween conceptual works on the one hand and quantitative contributions change followed by the identification of clashes this change will make
on the other we provide a framework for the structuring of planning to any of the affected students. The proposed change is made only if
tasks. 45 works have been identified in the literature and are classi- no student suffers due to the proposed change.
fied according to the proposed framework. Open issues that should be
addressed by OR are discussed based on that. 4 - Examining Team Communication Using Question-
naires, Simulation, and Optimization
3 - Optimal design of open pipeline order fulfilment pro- Sara McComb, Purdue University, United States,
cesses in the volume automotive sector [email protected], Ralitza Vozdolska, Deanna Kennedy
Philip Brabazon, Portsmouth Business School, Richmond
Building, Portland Street, PO1 3DE, Portsmouth, United Communication is essential for coordinating team activities and exe-
Kingdom, [email protected], Bart MacCarthy cuting a team’s project. The relationship between communication and
successful performance, however, is complex. We examine this rela-
Order fulfillment processes used by volume automotive producers are
tionship, as well as the impact of information exchange, team size, in-
characterized by high variety and large scale. Simulation is used to
terdependence among teammates, and media choice on it. The results
study the effect of 11 principal control parameters on performance
from questionnaire data, simulation, and optimization suggest a curvi-
metrics in different customer markets. The experimental study uses
linear relationship dependent upon information exchange efficiency,
an NOLH design and a CHAID factor analysis. The parameter set-
communication requirements as a function of team composition, and
tings minimizing the cost of fulfillment in a market do not necessarily
whether exchanges are synchronous or asynchronous.
minimize the customer-centric metrics of lead time or the degree of
compromise experienced by customers. The results of the study show
the complexity in this type of order fulfillment process.

 WC-15
 WC-14 Wednesday, 12:30-14:00
Wednesday, 12:30-14:00 RB-2101
RB-Omega Discrete bilevel optimization and
Timetabling and People Variational inequalities
Stream: Timetabling and Rostering Stream: Variational Inequalities and Bi-Level Problems
Invited session Invited session
Chair: Sara McComb, Purdue University, United States, Chair: Diana Fanghaenel, Fachbereich Elektrotechnik/Informatik,
[email protected] Universität Kassel, Wilhelmshöher Allee 73, 34121, Kassel,
Germany, [email protected]
1 - Deterministic Optimization of Examination Timeta-
bles 1 - Global Optimization of Mixed-Integer Bilevel Pro-
Siti Khatijah Nor Abdul Rahim, School of Computer Science, gramming Problem
University of Nottingham, Jalan Broga, 43500, Semenyih, Zhaohui Xu, Fakultät für Mathematik, Technische Universität
Selangor, Malaysia, [email protected], Andrzej Chemnitz, Reichenhainer Str. 41/718 D-09107, Chemnitz,
Bargiela, Rong Qu Sachsen, Germany, [email protected]
We introduce a new optimization method for the examinations schedul-
ing problem by performing permutations of slots and reassignments This paper is concerned with mixed-integer nonlinear bilevel program-
of exams upon the feasible schedules. The permutations minimize ming problem, which has a nonlinear objective function and one pa-
the number of students taking exams in adjacent slots and guarantee rameter on the right-hand sides of the constraints in the lower level
a significant reduction of the cost which is further reduced by reas- problem. We propose an algorithm via an approximation of the op-
signing exams to other slots. Our method delivers competitive results timal value function of the lower level problem to solve the bilevel
compared to other constructive methods in the literature and maintains programming problem globally.
the same deterministic optimization pattern on all benchmark datasets
proving the generality and consistency of the method. 2 - The Branch-and-Sandwich Algorithm for Mixed-
Integer Nonlinear Bilevel Programming Problems
2 - The Classroom Allocation Problem in University
Polyxeni-Margarita Kleniati, Chemical Engineering, Imperial
Timetabling College London, South Kensington Campus, SW7 2AZ,
Antony Phillips, Engineering Science, University of London, United Kingdom,
Auckland, 70 Symonds St, 1010, Auckland, New Zealand, [email protected], Claire Adjiman
[email protected], Hamish Waterer, Matthias
Ehrgott, David Ryan We extend our newly introduced algorithm for general bilevel pro-
University timetabling is a large resource allocation problem, in which gramming problems, named Branch and Sandwich (B&S), to the dis-
both times and rooms are determined for each class meeting. Due to crete case. Auxiliary bounding problems are constructed in order to
the difficulty of the problem, it is often solved in two stages: timetable bound the inner optimal value function and provide constant bound
generation followed by room allocation. This paper looks at ex- cuts for the outer bounding problems. The originally proposed KKT-
act optimisation-based methods for allocating rooms to a timetable based relaxations for the inner-upper and outer-lower bounding prob-
in which times are preassigned. Computational results on full size lems are applicable with respect to the continuous inner variables and
datasets are presented, and the trade-off between different approaches for fixed integer inner variables. A hierarchical branching scheme with
is discussed. additional lists of nodes, as developed in B&S, is investigated.

220
 EURO 25 - Vilnius 2012 WC-17

3 - A bilevel problem with supermodular objective func- 3 - Computational experiments with a cutting plane al-
tion in the lower level gorithm for a time-indexed formulation
Diana Fanghaenel, Fachbereich Elektrotechnik/Informatik, Lotte Berghman, FEB, KU Leuven, Naamsestraat 69, 3000,
Universität Kassel, Wilhelmshöher Allee 73, 34121, Kassel, Leuven, Belgium, [email protected], Frits
Germany, [email protected] Spieksma
We consider an unrelated parallel machine scheduling problem where
We investigate a bilevel programming problem with continuous vari- the processing cost of each job is an arbitrary function of its starting
ables in the upper level and a parametric supermodular maximization time. It is shown that valid inequalities known from the literature can
problem in the lower level. We analyze the structure of this bilevel be applied to our time-indexed formulation. A new class of valid in-
problem to transform it into an equivalent one-level combinatorial equalities that contains variables related to multiple machines is pre-
problem. Furthermore, we discuss the properties of the equivalent sented. All these inequalities are incorporated in a cutting plane al-
problem. gorithm. Experiments show how the different classes of inequalities
contribute to closing the gap between the linear programming relax-
4 - Existence results for quasivariational inequalities ation and the integer optimum.
Didier Aussel, Lab.PROMES UPR 8521, University of
Perpignan, Technosud, Rambla de la thermodynamique, 4 - A Computer Technique for Solving Linear Program-
66100, Perpignan, France, [email protected] ming Problems with Bounded Variables
S.M.Atiqur Rahman Chowdhury, Department of
A quasi-variational inequality is a variational inequality in which the Mathematics, University of Dhaka, 1000, Dhaka, Bangladesh,
constraint set depends on the current point. Based on fixed point
and convergence techniques we prove various existence results un-
[email protected]
der weak assumptions on the set-valued operator defining the quasi- Linear Programming problems (LPPs) with upper bounded variables
variational inequality, namely quasimonotonicity and lower or upper can be solved using the Bounded Simplex method (BSM), without the
sign-continuity. Applications to quasi-optimization and traffic network explicit consideration of the upper bounded constraints. The upper
problem are also considered. bounded constraints are considered implicitly in this method which
reduced the size of the basis matrix significantly. In this paper, I devel-
oped MATHEMATICA codes for solving such problems. A complete
algorithm of the program with the help of a numerical example has
been provided. Finally a comparison with the built-in code has been
made for showing the efficiency of the developed code.
 WC-16
Wednesday, 12:30-14:00
RB-2103

Linear programming: Algorithms and

 WC-17
Wednesday, 12:30-14:00
Applications RB-2105
Stream: Linear and Conic Programming Nonconvex Programming
Invited session
Chair: S.M.Atiqur Rahman Chowdhury, Department of Stream: Nonconvex Programming: Local and Global
Mathematics, University of Dhaka, 1000, Dhaka, Bangladesh, Approaches
[email protected] Invited session
Chair: Hoai An Le Thi, Computer Science, University of Lorraine,
1 - The primal-dual column generation method Ile du Saulcy„ 57 045, Metz, France,
Pablo Gonzalez-Brevis, School of Mathematics, University of [email protected]
Edinburgh, United Kingdom,
[email protected], Jacek Gondzio, Pedro 1 - Solving the Multidimentional Assignment Problem
Munari via the Cross-Entropy method
Manh Nguyen Duc, LMI, INSA de Rouen, Avenue de
In this talk we will introduce a column generation method which uses
a primal-dual interior point method to obtain well-centred non-optimal l’Université, 76801, Saint-Étienne-du-Rouvray Cedex, Rouen,
solutions of the restricted master problems. We will show that the France, [email protected], Hoai An Le Thi,
method converges to an optimal solution of the master problem even Tao Pham Dinh
though non-optimal solutions are used in the course of the procedure. The multidimensional assignment problem (MAP) is a higher dimen-
Computational experiments will be presented using linear-relaxed re- sional version of the linear assignment problem, where we find tuples
formulations of three classical integer programming problems. The of elements from given sets, such that the total cost of the tuples is
results indicate that the method reduces the number of iterations and minimal. The MAP has many recognized applications such as data
running times when compared with standard approaches. association, target tracking and resource planning. While the linear as-
signment problem is solvable in polynomial time, the MAP is NP-hard.
2 - Compact Formulations of the Steiner Traveling In this work, we propose a new approach based on the Cross-Entropy
Salesman Problem (CE) method for solving the MAP. The efficiency of our method will
Saeideh D. Nasiri, Mathematics & Statistics and Operational be shown by testing for the large-scale problems.
Research, STOR-i DTC, Lancaster University, B44, Fylde 2 - On the Permuted Perceptron Problem - A New formu-
college, Lancaster University, LA1 4YF, Lancaster,
lation and approach
Lancashire, United Kingdom,
Hoai Minh Le, Université Paul Verlaine Metz, LITA, UFR
[email protected], Adam Letchford, Dirk
MIM, Ile du Saulcy, 57000, Metz, France,
Oliver Theis
[email protected], Hoai An Le Thi, Tiru Arthanari
The Steiner Traveling Salesman Problem (STSP) is a variant of the The permuted perceptron problem (PPP) has received renewed interest
Traveling Salesman Problem (TSP) that is particularly suitable when due to its application in Cryptanalysis. The problem can be cast into
dealing with sparse networks, such as road networks. The standard in- the DC (Difference of Convex functions) programming framework and
teger programming formulation of the STSP has an exponential num- solved by DC Algorithm as shown in: ’Solving the Perceptron Problem
ber of constraints, just like the standard formulation of the TSP. On by deterministic optimization approach based on DC programming and
the other hand, there exist several known compact formulations of the DCA’, Le Thi et al., Proc. of the IEEE Conference INDIN 2009. In
TSP, i.e., formulations with a polynomial number of both variables and this work we give a new formulation to PPP by using a parametric
constraints. In this study, we show that some of these compact formu- fow problem. An algorithm to solve the parametric fow problem and a
lations can be adapted to the STSP. probabilistic search of the parameter space are developed.

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3 - Rare event simulations applied to hierarchical sensor 3 - Sparsing arrival times in discrete location
planning with partially known subprocess models Maria Barbati, Business and Management Engineering
Frédéric Dambreville, DGA, 16bis Av. Prieur de la Cote d’Or, Department, University of naples Federico II, P.le Tecchio 80,
94110, Arcueil, France, [email protected] 80078, Naples, Italy, Italy, [email protected], Giuseppe
Bruno, Alfredo Marín
Information collection in the context of Intelligence process usually We consider a discrete two-stage location problem where the mini-
takes the form of a hierarchical, typically bi-level, planning problem. mum difference between two consecutive time arrivals of customers to
We are especially interested in the planning at the coordination level: a depot has to be balanced. Customers have to be allocated before to
a constraint oriented multisensor planning associated with a variety of a facility and after to the depot. In order to avoid the congestion of
mono-sensor control optimizations. In this contribution, we will model the depot the flow of customers will be the most balanced in the time.
our sensor models an approximation noise. Real sensor models will We propose different Integer Programming formulations and we iden-
provide indications for successive corrections of the planning process. tify different valid inequalities. Computational experiments have been
This paper studies strategies for optimizing these plan corrections. performed and the results have been discussed.
4 - optimisation in water management with passive aer- 4 - The reliable p-median problem with at-facility service
ation of tanks Maria Albareda Sambola, Statistics and Operations Research,
Nataliya Metla, AMS (MODSI), CRP Henri Tudor, 29 av. Technical University of Catalonia, C. Colom, 11, 08222,
John F. Kennedy, L-1855, Luxembourg-Kirchberg, Terrassa, Spain, [email protected], Yolanda Hinojosa,
Luxembourg, [email protected] Justo Puerto
A multi-objective formulation is proposed for optimal design of a small This work deals with a facility location model where service is pro-
water distribution system with a special issue on aeration of reservoirs vided at the facility sites. It is assumed that failures on facilities can
linked to water quality. Model Predictive Control approach is used to occur and, as a consequence, customers may need to follow a path
create a sequence of corresponding optimization problems over finite through the opened facilities until finding one that is available to pro-
time horizont. A specific feature belongs to the aeration component vide them service. The goal of the problem is to locate p facilities so
which is non-convex. A practical approach to cope with this problem that the expected total travel cost of the customers is minimized. Two
will be discussed. Finally, based on realistic consumption scenarios alternative mathematical programming formulations for this problem
numerical results for control strategy will be shown. are presented and an approximation based on network flows is ana-
lyzed.

 WC-18  WC-19
Wednesday, 12:30-14:00 Wednesday, 12:30-14:00
RB-2107 RB-2111

Location Routing Simulation in Estimation

Stream: Network and Discrete Location Stream: Simulation Methods in Finance
Invited session Invited session
Chair: Maria Albareda Sambola, Statistics and Operations Chair: Ahmet Çalık, Statistics, Selcuk University, Selçuk
Research, Technical University of Catalonia, C. Colom, 11, 08222, University Science Faculty, Campus Konya, 42075, Konya,
Terrassa, Spain, [email protected] Turkey, [email protected]
Chair: Aysegul Iscanoglu Cekic, Statistics, Selcuk University,
1 - Adaptive large neighborhood search for the two- KONYA, Turkey, [email protected]
echelon capacitated location routing problem 1 - Estimation of Stress-Strength Reliability for Expo-
Vera Hemmelmayr, Vienna University of Economics and nential Geometric Distribution
Business (WU), Nordbergstrasse 15, 1090, Vienna, Austria, Aydın Karakoca, Department of Statistics, Selcuk University,
[email protected], Claudio Contardo, Teodor Faculty of Arts and Sciences, Konya, Turkey,
Gabriel Crainic [email protected], İsmail Kınacı, Adem Yılmaz
We present an adaptive large neighborhood search heuristic (ALNS) In this study we are interested in estimation of the stress-strength re-
for the two-echelon location routing problem (2E-CLRP). The 2E- liability R=P(X>Y), X and Y are independent exponential-geometric
CLRP is an important problem arising in freight distribution and ad- (EG) random variables. The confidence intervals of R based on maxi-
dresses simultaneous location-routing within two-tiered systems. The mum likelihood and bootstrap methods are derived. An extensive com-
number and location of capacitated facilities has to be decided on both puter simulation is used for comparing the performances of these con-
levels while also routing a fleet of vehicles on each level. Computa- fidence intervals.
tional results conducted on several sets of instances are presented. We
compare the performance of the ALNS to several other methods pro- 2 - Simulation Study for the Comparison of Maximum
posed in the literature. Likelihood and Modified Maximum Likelihood Esti-
mators in Logistic Regression
2 - A Particle Swarm Optimization Approach for the Yunus Akdoğan, Statistics Department, Science Faculty,
Location-Routing Problem with Simultaneous Pickup Selcuk University, Selcuk University, 42225, Konya, Turkey,
and Delivery [email protected], Evrim Oral, Muslu Kazım Körez,
Ismail Karaoglan, Department of Industrial Engineering, Coskun Kus
Selcuk University, 42075, Konya, Turkey, The maximum likelihood (ML) equations are generally intractable and
[email protected], Fulya Altiparmak therefore the ML estimators are elusive. To rectify this situation, Tiku
developed the method of modified maximum likelihood (MML) esti-
This paper considers a Location-Routing Problem with Simultaneous mation in 1967. The method is now well established and gives es-
Pickup and Delivery which is defined as finding locations of the depots timators which are simple, unique and highly efficient. In fact, they
and designing vehicle routes in such a way that pickup and delivery are asymptotically fully efficient. Tiku and Vaughan (1997) used the
demands of each customer must be performed with same vehicle and method to extend the techniques of binary regression to nonlogistic
the overall cost is minimized. We propose a hybrid heuristic approach density functions. In this study, we consider the ML and MML estima-
based on particle swarm optimization, simulated annealing and integer tors in logistic regression. We compare the ML and MML estimators
programming formulation to solve the problem. Computational results with respect to their mean square errors via a Monte Carlo simulation
indicate that the proposed approach is able to find optimal/good quality study. We also investigate the coverage probabilities of confidence
solutions in a reasonable computation time. intervals of logistic regression parameters based on ML and MML es-
timators via simulations. We investigate the revised MML estimators

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proposed by Tiku and Vaughan (1997) with respect to their initials functions for all time moments. The production functions are mono-
values as well. We show that using least squares estimators as initial tonically increasing, strictly concave, bounded and differentiable. We
values provides approximations as good as those proposed by Tiku and use the consumption in the discounted form as an indicator of the ef-
Vaughan (1997). REFERENCES fectiveness. The solution is given for stable and depressive companies.
Tiku, M. L. and Vaughan, D. C., 1997, Logistic and nonlogistic density
functions in Binary Regression with nonstochastic covariates, Biomet- 3 - Longevity Risk Management and Financial Uneasy
rical Journal, 39, 883-898. Premonition
Tadashi Uratani, Industrial and System Engineerig, Hosei
3 - Estimation of stress-strength parameter for expo- University, Kajinocho 3-7-2, Koganei, 184-8584, Tokyo,
nential distribution based on masked data Japan, [email protected]
Demet Sezer, Statistics, Selcuk University, Selcuk University
Faculty of Science, Department of Statistics, Konya, Turkey, We consider longevity risk in aspect of national budget and social secu-
[email protected], İsmail Kınacı rity expenditure. Longevity is breaking national budget system through
pension and health-care deficits in Japan. The national debt is accumu-
In this study, we estimate the stres-strength parameter(R) for serial sys- lated in commercial banks as a major asset that becomes their crisis in
tems with two components based on masked data. In particular, we some conditions. We will examine the theoretical possibility of ap-
compute the maximum likelihood and Bayes estimates of R. The con- plication of longevity bond and derivatives to the risk management of
sidered systems consist of two independent components having non- pension budgetary system.
identical complementary exponential lifetime distributions. Also in
the numerical simulation study a comparison between Bayes and max- 4 - On Minimizing the Ruin Probability by Investment
imum likelihood estimates is introduced.
Mariya Nikitina, International Banking Institute, Russian
4 - Fuzzy AHP/DEA Approach For Relative Efficiency Of Federation, [email protected]
Private Universities In Turkey
A generalization of collective risk model is considered. We propose
Ahmet Çalık, Statistics, Selcuk University, Selçuk University a model in view of the possibility of investing part of the surplus in a
Science Faculty, Campus Konya, 42075, Konya, Turkey, risky asset. The assumption allows minimizing the probability of ruin
[email protected], Nimet Yapici Pehlivan, Ahmet of an insurance company by investment. This generalization of classi-
Pekgör cal model was computer simulated. The exact solutions and asymptotic
approximations to the probability of ruin were obtained.
In the study we apply integrated multi-criteria decision making
(MCDM) approach, including the fuzzy analytic hierarchy process
(FAHP) and data envelopment analysis (DEA) model. FAHP method is
fuzzy extension of AHP applied to solve decision making problems in
fuzzy environment. DEA method is a MCDM tool which solve prob-
lems that don’t require prior information for ranking the decision mak-  WC-21
ing units. In application part, integrated FAHP/DEA is applied to pri- Wednesday, 12:30-14:00
vate universities in Turkey. At first, for determining weights of criteria,
FAHP is used and then DEA is applied to rank universities. RB-2115

Ratings of Banks and Companies

Stream: Numerical Methods in Finance
 WC-20 Invited session
Wednesday, 12:30-14:00 Chair: Wissem Ennouri, Industrial Management, High Institute of
RB-2113 Industrial Management of Sfax-Tunisia, 74 Mecca Street, 3001,
Sfax, Sfax, Tunisia, [email protected]
Financial Optimization 2
1 - Cluster Analysis of Banks in Croatia Regarding their
Stream: Financial Optimization Characteristics
Invited session Ante Rozga, Faculty of Economics, Quantitative methods,
Chair: Mariya Nikitina, International Banking Institute, Russian University of Split, Matice Hrvatske 31, 21000, Split, Croatia,
Federation, [email protected] [email protected], Ksenija Dumicic, Blanka Škrabić Perić

1 - Investment timing with fixed and proportional costs Croatia privatized her banks to increase their financial performance.
of external financing As a result 95% of the banking sector is owned by foreigners. Cluster
Michi Nishihara, Graduate School of Economics, Osaka analysis used eight indicators. The analysis is done for 2003 and 2008.
There were 18 most important banks used. For 2003 two clusters were
University, 1-7, Machikaneyama, Toyonaka, 560-0043, obtained, almost completely divided into domestic and foreign owned
Osaka, Japan, [email protected], Takashi Shibata banks but one. First cluster had worse financial indicators suggesting
successful privatization. Results for 2008 show one change in clus-
We develop a dynamic model in which a firm exercises an option to ter membership, but the difference in their performance has narrowed
expand production with cash balance and costly external funds. While between two clusters, which is good result.
related papers explain their results only by numerical examples, we
analytically prove the following results. In the presence of only a pro-
portional cost of external financing, the firm with more cash balance 2 - Effectiveness of Credit Ratings
invests earlier; however, the presence of both proportional and fixed Ivan Lichner, Economic modeling and analysis, Institute for
costs leads to a non-monotonic relation between the investment time Economic Research SAS, Sancova 56, 81105, Bratislava,
and cash balance. Our results can potentially account for a variety of Slovakia, [email protected]
empirical results.
Credit rating agencies (CRAs) play an important role in the global fi-
2 - On optimal strategies for long-term business nancial markets because many market participants use their rating as-
Efim Bronshtein, Numerical Mathematics and Cybernetics, sessments. As CRAs have a history of failing to foresee the real fu-
Ufa State Aviation Technical University, K.Marx str., 12, ture development this paper aims to find answer whether or not should
USATU, 450000, Ufa, Russian Federation, financial markets trust CRAs. To find answer to this question the rat-
[email protected] ings of sovereign debt of selected EU countries will be compared with
Value-At-Risk measure based on fundamental economic factors. The
The problem of optimal allocation of resources, that the company re- analysis focuses on the ability of ratings to capture economic perfor-
ceived at time n = 1,2,... on the consumption and the production is mance of assessed country.
considered. The company’s activities we describe as the production

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3 - Small and Medium-Sized Businesses through the In the design of accurate acceptance sampling plan, it is usually needed
Credit Crunch: Evidence from the UK to know the actual quality level entailed by the customer. Particularly
Meng Ma, Business School, The University of Edinburgh, 29 in production environments, it may not be easy to define acceptance
sampling parameters including fraction of nonconforming, acceptance
Buccleuch Place, EH8 9JS, Edinburgh, United Kingdom, number, or sample size as crisp values. The purpose of this paper is
[email protected], Galina Andreeva, Jake Ansell to develop a new design procedure for single and double sampling
plans by attributes based on the fuzzy set theory by formulating this
Access to credit is a vital condition for SMEs survival and devel- problem as a multi-objective mathematical programming considering
opment, especially for young start-up enterprises. The credit crisis producer’s and consumer’s risks.
has put the problem of SME financing to the fore, with governments
putting considerable pressure on banks to lend to SMEs. This pre- 3 - Task Flow Control in the GRID-System
sentation looks at the credit risk modelling of the UK SMEs via lo- Vlad Kucher, Educational-scientific complex - Institute for
gistic regression applied to a large proprietary dataset, and explores applied system analysis, National Technical University of the
the behaviour of small businesses during the credit crisis and beyond Ukraine (KPI), 04111, Kiew, Ukraine,
(2007-2010) across industrial sectors, geographical regions, financial
situation and for start-ups versus mature businesses. [email protected]
The model of the planning process for the task performance in the
4 - Pricing Default and Financial Distress Risks in For- GRID-system with the multilevel hierarchical structure is introduced.
eign Currency Corporate Loans in Turkey The fuzzy-set approach and the application of the principle of square
Aycan Yilmaz, Institute of Applied Mathematics/ Financial stowage into the band of a given width, as well as the choice of an ag-
Mathematics, Middle East Technical University, Istanbul, gregate system as a mathematical model of the planning process, have
allowed the development of an algorithm, which minimizes the time of
Turkey, [email protected], IŞil Erol task performance as well as balances workload of resource suppliers.
Latest trends show that non-financial corporations are heavily financed 4 - The analysis of influence of a choice of a class of
by foreign exchange loans (fx-loans). The paper contributes to the lit- membership functions on quality of work of recogni-
erature on contingent claims pricing by developing a structural model
to value ‘the exchange rate risk’ and ‘the interest rate risk’ of fx-loans tion system
at the corporate level under volatile economic conditions in Turkey. Nigar Aliyeva, Institute of Information Technologies,
The paper uses explicit finite difference method and evaluates both fi- National Academy of Sciences of Azerbaijan, Baku,
nancial distress and default risks. The results suggest that currency Azerbaijan, [email protected], Elviz Ismayilov
depreciation and decline in interest rates result in financial distress and
trigger defaults. Was analyzed effectiveness of the hand-printed recognition system us-
ing neuro-fuzzy sets with membership functions from different classes.
For pattern features was constructed smooth membership functions,
and also known triangular, trapezoidal, Gaussian and bell membership
functions. Analyzed results of numerical experiments of recognition
system with membership functions from different classes. Revealed
 WC-22 comparative advantage of smooth membership functions offered by
Wednesday, 12:30-14:00 authors.
RB-2117

Fuzzy Scheduling and Fuzzy Quality

Management  WC-23
Wednesday, 12:30-14:00
Stream: Fuzzy Optimization - Systems, Networks and RB-Delta
Applications
Invited session Recent Advances on Proximal Methods II
Chair: Erik Kropat, Department of Computer Science, Universität
der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577, Stream: Convex Optimization
Neubiberg, Germany, [email protected] Invited session
Chair: Alexej Orlov, Students Science Association, Institute for Chair: Hector Ramirez, Mathematical Engineering Department,
applied system analysis of the National Technical University of Universidad de Chile, Avda. Blanco Encalada 2120, Piso 5,
Ukraine, Peremohy ave. 37, 03056, Kyiv, Ukraine, Santiago Centro, Santiago, RM, Chile, [email protected]
[email protected]
1 - Lagrangian-penalization algorithm for constrained
1 - A comparison study of Wilcoxon and fuzzy Wilcoxon optimization
tests Juan Peypouquet, Mathematics, Universidad Tecnica Federico
Gultekin Atalik, Statistics, Anadolu University, Anadolu Santa Maria, Av Espana 1680, 2340000, Valparaiso,
University Faculty of Science Department of Statistics, Valparaiso, Chile, [email protected]
Eskisehir, Turkey, [email protected], Sevil We present a proximal algorithm that provides solutions to constrained
Senturk optimization problems - constrained variational inequalities - where
observations of the state variable are required to belong to some closed
Parametric tests depend on the population distributions to be normal convex set in a Hilbert space. The algorithm combines an exact penal-
and independently. Nonparametric tests do not require assumptions ization procedure involving a bounded sequence of parameters, with
which parametric tests require. Parametric and nonparametric tests the predictor-corrector multiplier method. As applications, we de-
also handle crisp values in statistics. In the real world, data may not scribe how the algorithm can be used to find sparse solutions of linear
be measured so precisely. In these situations, fuzzy sets’ approaches inequality systems and solve partial differential equations by domain
are applied the data sets. In this study, Wilcoxon and Fuzzy Wilcoxon decomposition.
tests are compared with each other and all results are indicated clearly.
2 - Interior Proximal Algorithm with Variable Metric for
2 - A design for sampling plans by attributes under fuzzy Second-Order Cone Programming: Applications to
environment Structural Optimization
Ebru Turanoglu, Industrial Engineering, Selcuk University, Hector Ramirez, Mathematical Engineering Department,
Department of Industrial Engineering Selcuk University, Universidad de Chile, Avda. Blanco Encalada 2120, Piso 5,
Campus, Selcuklu, Konya, 42031, Turkey, 42031, Konya, Santiago Centro, Santiago, RM, Chile,
Turkey, [email protected], Cengiz Kahraman [email protected], Felipe Alvarez, Julio López

224
 EURO 25 - Vilnius 2012 WC-26

We propose an inexact interior proximal type algorithm for solving This paper aims to present a methodology focused at the optimiza-
convex second-order cone programs. The proposed algorithm uses a tion of the Brazilian hydroelectric power plants potential, based on
variable metric and an appropriate choice of a regularization param- the specification of hydroelectric turbines to power plants in construc-
eter. This choice ensures the well-definedness of the proximal algo- tion. This methodology choose and compare the efficiency curves of
rithm and forces the iterates to belong to the interior of the feasible set. Kaplan and Propeller turbines, showing that, with an appropriate op-
Thus, under suitable assumptions, it is proven that each limit point of eration it is possible to obtain technical and economic improvements
the sequence generated by the algorithm solves the problem. Finally, to the plants. The mathematical model is a non-linear mixed integer
computational results applied to structural optimization are presented. and aims to maximize the plant generation. The resolution is done by
Genetic Algorithms.
3 - A Projected Subgradient -type method for Equilib-
rium Problems 3 - Integrated Risk Management Applications in Elec-
Susana Scheimberg, COPPE/ Engenharia de Sistemas e tricity Retailing
Computação-Instituto de Matemática,COPPE/PESC-IM, Fehmi Tanrisever, Industrial Engineering, TU/e, Netherlands,
Universidade Federal do Rio de Janeiro, Caixa Postal 68511„ [email protected], Geert Jongen
Bloco H/319, 21941-972, Rio de Janeiro, RJ, Brazil,
[email protected], Paulo Sergio Santos
This paper examines the risk management practices of an electricity
We consider an explicit algorithm for solving Equilibrium Problems retailer in the Dutch electricity market. We derive the optimal futures
in a finite dimensional space. We combine reflections onto suitable hedging policy for the retailer in the presence of demand and price
hyperplanes to achive feasibility with a projected subgradient-type it- risk using base- and peak-load futures contracts. We also develop an
eration. The algorithm has a low computational cost per iteration and ARIMA-GARCH model for the electricity spot prices and test the ef-
some numerical results are reported. fectives of our hedging policies. We show that, on average, by hedging
with base-load contracts the firm may reduce the variance of its cash
4 - Proximal Alternating Direction Methods Combining flows by 91%. Including peak-load contracts into the hedging portfolio
increases the efficiency of hedging to 95%.
Quadratic Regularization with Divergence Kernels
Natalia Ruiz, Mathematical Engineering, Universidad de
Chile, Blanco Encalada 2120, fifth floor, santiago, Región
Metropolitana, Chile, [email protected], Felipe Alvarez
We will introduce a new alternating minimization algorithm for solving
a convex program with separable structure involving linear coupling
 WC-26
and non negativity constraints. Our algorithm consists of two prox- Wednesday, 12:30-14:00
imal minimization steps applied to an augmented Lagrangian, which CC-A24
are performed alternatively, using quadratic regularization for the vari-
able defined in the whole euclidean space and divergence type for non Criteria Weighting in Decision Support
negativity one; then a proximal maximization step is performed on the
dual variable. The global and full convergence of primal-dual variables
to optimal solutions are established. Stream: Multi-Criteria Decision Making and Environ-
mental Management
Invited session
Chair: Alexander Bolshoy, Evolutionary Biology, University of
Haifa, Mt. Carmel, 39105, Haifa, Israel,
 WC-25 [email protected]
Wednesday, 12:30-14:00 Chair: Mikhail Kuznetsov, Moscow Institute of Physics and
CC-A23 Technology, Russian Federation, [email protected]

OR and Environmental Management - 1 - A comparison of weight distributions in multi-

Decision Processes attribute value theory
Stream: OR and Environmental Management Jyri Mustajoki, Department of Automation Science and
Engineering, Tampere University of Technology, P.O.Box
Invited session 692, 33101, Tampere, Finland, [email protected]
Chair: Susanne Wiedenmann, Chair of Production and Logistics,
University of Goettingen, Platz der Goettinger Sieben 3, 37073,
In multi-attribute value theory, various approaches to model uncertain-
Goettingen, Germany, ties with distributions on importance weights have been presented in
[email protected] the literature. We carry out a simulation study in which we analyze the
effects of three different weight distributions in terms of the marginal
1 - Supply Planning under Uncertainty for the Industrial weight and weight ratio distributions they produce. According to our
results, there are clear differences in the spread of weights the different
Use of Renewable Resources distributions generate. We also discuss on what grounds and on what
Susanne Wiedenmann, Chair of Production and Logistics, types of applications the use of each distribution can be justified.
University of Goettingen, Platz der Goettinger Sieben 3,
37073, Goettingen, Germany,
2 - "Hit and Run" for the efficient generation of weights
[email protected], Jutta
Gert van Valkenhoef, Faculty of Economics and Business,
Geldermann
Universty of Groningen, PO Box 800, 9700 AV, Groningen,
We investigate the supply planning of a processor of agricultural goods Netherlands, [email protected], Tommi Tervonen,
which are required as raw materials in industrial production. The use Nalan Baştürk, Douwe Postmus
of linseed and linseed oil is one example that promises to be relevant in
the future. Problems arise from uncertain quality, quantity and price.
A two stage stochastic program is used as a decision support and its Multi-criteria decision analysis is often based on weighted aggregation
results are evaluated. We use data from linseed and linseed oil for val- of per-criterion scores, where weights represent preferences. To enable
idation. specifying preferences as linear constrains on the weights, simulation-
based methods sample from a uniform distribution on the feasible
2 - Hydro-turbines Optimization: Especification and Op- weight space. Efficient samplers are known for special cases, but no
method can efficiently sample weights with general linear constraints.
eration We show how the "Hit and Run" sampler can be used to perform this
Jéssica Pillon Torralba Fernandes, Energy Department, type of sampling in fast polynomial time. We also discuss the problem
UNICAMP, Rua Roxo Moreira 1406 apto 19, 13083592, of diagnosing convergence of such samplers.
Campinas, São Paulo, Brazil, [email protected]

225
WC-27 EURO 25 - Vilnius 2012

3 - Non-profit project portfolio evaluation and selection: model with authors-publications and multiple keywords-topics. The
A multicriteria approach network analysis shows co-authorships and co-citations overtime. In
Nassim Dehouche, LAMSADE- Université Paris-Dauphine, order to refine the identification of publications that are closely related
to a given topic, an ontology model is specified. This way, a com-
Place du Maréchal de Lattre de Tassigny, 75775, Paris, Ile de mon vocabulary of classifications of the publications main areas can
France, France, [email protected], Daniel be defined and matched with the key-words.
Vanderpooten
3 - Ranking the seawater desalination methods by using
We study settings in which a review committee is to select a portfo-
lio of the best projects among a set of proposals. We propose a new
multi criteria decision making approaches
two-stage multiple criteria parameterizable rule-based sorting method- Amin Esmaeeli, DEpartment of Civil Engineering, Tabriz
ology. First, an evaluation process is carried out, in which the focus university, 51579-13573, Tabriz, Iran, Islamic Republic Of,
is on an accurate capture of the knowledge created during the work [email protected], Hooman Baghban Asghari
of the committee. Then, a selection process takes place, in which the nejad, Mahdi Zarghami
preferences of the decision maker regarding the portfolio are modeled
in a linear program, the resolution of which specifies values for the In this paper we compared common desalination alternatives such as
parameters of the rule-base. Reverse Osmosis (RO), Mechanical Vapor Compression (MVC), Multi
Stage Flash (MSF), Multi Effect Distillation-Thermal Vapor Compres-
4 - Maximization of a Sum of Kendall’s Tau Rank- sion (MED-TVC) by using the multi criteria decision making methods
Correlation Coefficients based SAW and TOPSIS. The assessment criteria are energy require-
ment, water production cost, environmental impact, and maintenance
Alexander Bolshoy, Evolutionary Biology, University of and water quality. According to the outcomes of research for the ca-
Haifa, Mt. Carmel, 39105, Haifa, Israel, pacity of 1200 m3/day, RO method is the best decision by the SAW
[email protected] method and MVC becomes the best alternative by the TOPSIS method.
Given data on a set of objects, while every object is defined by a set of
characters, the object ranking problem is to rate each object according
to its characters. The input data is a matrix R[n, m] with an element
(object, character). We study rating problem in context of molecular
evolution. The objective is to find an optimal scale which most ac-  WC-28
curately recovers the across-object characters. As solving of this opti- Wednesday, 12:30-14:00
mization problem is NP-hard, we propose an original heuristic method, CC-A27
a special simulation annealing scheme.
OR Military Applications II
Stream: OR in Military, Safety and Security Applica-
 WC-27 tions
Wednesday, 12:30-14:00 Invited session
CC-A25 Chair: Ana Isabel Barros, Military Operations, TNO, POBox
96864, 2509 JG, The Hague, Netherlands, [email protected]
Knowledge Management & Decision
Systems 1 - Convoying against piracy
Rien van de Ven, Netherlands Defence Academy, Postbus
Stream: Decision Support Systems 10000, 1780 CA, Den Helder, Netherlands,
[email protected], Jack Vermeulen
Invited session
Chair: Shaofeng Liu, School of Management, Plymouth The last years have seen an increase in the incidence of piracy near So-
University, PL4 8AA, Plymouth, Devon, United Kingdom, malia. The Somali East Coast and the Gulf of Aden are high-risk areas.
The Gulf of Aden is an important shipping lane due to its location. The
[email protected] fact that it is a relatively narrow area means that traffic flows in only
two directions. So convoying merchant vessels is one of the solutions
1 - Extending the analysis of the EURO Working Group to the problem of piracy. This paper presents a mathematical model
on DSS Research Collaboration Network (EWG-DSS how to optimize the number of merchant vessels that can be protected
Collab-Net V.2) by a warship. Through simulation effectiveness of such a system can
be quantified.
Pascale Zaraté, Institut de Recherche en Informatique de
Toulouse, Toulouse University, 118 route de NarBonne, 2 - Counter improvised explosive devices game
31062, Toulouse, France, [email protected], Fatima Dargam, Toru Komiya, Dept. of Computer Science, Japan National
David Dadenne, Isabelle Linden, Shaofeng Liu, Rita Ribeiro, Defense Academy, Hashirimizu 1-10-20, 2398686, Yokosuka,
Wei Sun kanagawa, Japan, [email protected], Akinori Yasue
EWG-DSS-Collab-Net explores the group’s research collaboration In Iraq or Afghanistan peace keeping operation (PKO), many soldiers
since 1989. It considers a hybrid methodology for data collec- are victimized by Improvised Explosive Devices (IED). We have mod-
tion, manual and automatic, incorporating web mining of electronic eled the counter IED operation. A patrol car drives along the road
databases. It embeds an enhanced model of publication structure, ex- where IED may be planted. Terrorist can explode hidden IED accord-
tending the network statistics to collaboration trend analysis, with co- ing to his ability. He can also decide number, planting place and power
authorships and co-citations to further illustrate the dynamics of publi- of the bomb in advance. On the other hand, the PKO vehicle passes
cations over time. These features reveal the growth of the community, beside the IED without knowing it, but he can decide physical and op-
find researchers for reviewing papers and projects, and encourage col- erational parameters of the vehicle beforehand. By using the gaming
laboration not only among existing but also new members. context, we decide the optimal strategies on both sides.

2 - Applying ontology in the analysis of a DSS Research 3 - A NATO Guide for Judgement-based Operational
Collaboration Network Analysis
Fatima Dargam, SimTech Simulation Technology, Ries Ingrid Bastings, Military Operation Research, TNO Defence,
Strasse 120, 8010, Graz, Austria, Safety and Security, PO Box 96864, 2509JG, The Hague,
[email protected], Antonio C. S. Branco, Netherlands, [email protected], Diederik J.D.
Alexandre Rademaker, Renato Rocha Souza Wijnmalen
This work specifies ontology for the EWG-DSS-Collab-Net network. The SAS Panel of NATO/RTO tasked a group to write a Code of Best
This network was designed to show the research collaboration dynam- Practice for Judgement-based OA in Defence Decision Making. Its
ics in the EWG-DSS. It considers a publication relationship structured aim is not only to create an understanding of what judgement-based

226
 EURO 25 - Vilnius 2012 WC-30

OA is, how it can address messy defence problems and how they can by solving an optimization problem. Using this encoding, different
be coped with, but also how to conduct a judgement-based OA study comparisons between CISI and other non-motor indexes or items are
in order to maximise the validity, credibility and acceptance of such addressed using wrapper item subset selection and estimation of distri-
a study and its outcomes. We will clarify some of the analyst- and bution algorithms. Results show how some of the non-motor items are
client-oriented highlights of the Guide. very relevant, achieving good classification performances when used
to predict the CISI severity index.
4 - Topology of Military C2 Systems and its relation to
cyber warfare
Herman Monsuur, Faculty of Military Sciences, Netherlands
Defence Academy, P.O. Box 10.000, 1780 CA, Den Helder,
Netherlands, [email protected]
 WC-30
We relate aggregate qualities found in the military C2 literature to the Wednesday, 12:30-14:00
axiomatic approach in network theory. We address multi-layered net-
works and metrics for network control and for the feedback of opera- CC-A31
tional links, as well as the merging of network metrics and C2 socio-
technical covariates. We also apply our findings to cyber warfare. DEA and Performance Measurement:
Applications 9
Stream: DEA and Performance Measurement (con-
 WC-29 tributed)
Contributed session
Wednesday, 12:30-14:00
Chair: Ahti Salo, Systems Analysis Laboratory, Aalto University
CC-A29 School of Science and Technology, P.O. Box 11100, Otakaari 1 M,
Optimization and Data Mining (I) 00076, Aalto, Finland, [email protected]

Stream: Optimization and Data Mining 1 - Measuring the Operation Efficiency for Bus Transit in
Invited session Taiwan with Undesirable Outputs
Chair: Concha Bielza, Inteligencia Artificial, Universidad Chao-Chung Kang, Department of Business Administration
Politécnica de Madrid, Campus de Montegancedo, 28660, Madrid, and Graduate Institute of Management, Providence
Spain, [email protected] University, 200, Chung-Chi, Rd., 433, Shalu, Taichung,
Chair: Rubén Armañanzas, Artificial Intelligence Department, Taiwan, [email protected]
Technical University of Madrid, Facultad de Informática, Campus
de Montegancedo, 28660, Madrid, Spain, [email protected] This paper studies the operating efficiency for bus transit with undesir-
able outputs by slack-based data envelopment analysis (SBM-DEA) in
1 - Mathematical Models of Supervised Learning and Taiwan. Data of Taipei over 2007-2010 is drawn for the study. Vehicle-
Application to Biomedical Problems kilometer and operation revenue are taken as desirable outputs; vehicle
emission as undesirable output; labor, vehicle, and fuel are the inputs.
Mario Guarracino, Istituto di Calcolo e Reti ad Alte
We compare the differences in efficiency evaluation produced by DEA
Prestazioni, 80131 , Napoli, Italy, and SBM-DEA. The effects in relative efficiency of desirable and un-
[email protected], Roberta De Asmundis desirable output can suggest practical strategies for improving the op-
erating efficiency of bus transit.
Supervised learning models are applicable in many fields of science.
Among them, there are Support Vector Machines (SVM), which ex-
hibit accurate solutions and low training time. SVM are based on the 2 - Factors defining Effectiveness of automatic vehicle
statistical learning theory and provide the solution by minimizing a location systems
quadratic type cost function. SVM, in conjunction with the use of
kernel methods, provide non-linear classification models, namely sep- Daniil Opolchenov, Department of Electronics, Transport and
arations that cannot be expressed using inequalities on linear combina- Telecommunication Institute, Lomonosova street 1, LV-1019,
tions of parameters. We describe here some applications to biomedical Riga, Latvia, [email protected]
problems, with the support of numerical experiments.

2 - Incorporating Partially Labeled Information into Ker- This work is devoted to solving the problem of AVL systems effec-
tiveness estimation. In this work we consider the tasks of defining
nel Spectral Clustering the factors which determine the effectiveness of AVL systems, and of
Carlos Alzate, IBM Research, Ireland, obtaining their numerical values and distribution laws. To reduce the
[email protected], Johan Suykens analysis complexity, we divide AVL systems into subsystems and re-
define accordingly the factors defining their effectiveness. The results
Kernel Spectral Clustering (KSC) corresponds to a primal-dual for- of this work can be used to obtain an effectiveness index.
mulation to clustering allowing out-of-sample extensions and model
selection in a learning setting. The primal is defined in terms of high-
dimensional feature maps and the dual is an eigenvalue problem of a 3 - Chinese Companies Distress Prediction: An Applica-
weighted kernel matrix. We extend the core KSC model by adding tion of Data Envelopment Analysis
extra terms in the objective function related to the labeled information Zhiyong Li, Business School, University of Edinburgh, Flat
together with regularization constants. The resulting dual is no longer
an eigenvalue problem but a linear system. Simulation results show the 13, 35 Peffer Bank, EH16 4FE, Edinburgh, Scotland, United
applicability of the proposed method. Kingdom, [email protected], Jonathan Crook, Galina
Andreeva
3 - Restating clinical impression of severity index for
Parkinson’s disease using just non-motor criteria Traditional distress prediction models employ financial ratios to pre-
Rubén Armañanzas, Artificial Intelligence Department, dict distress. We investigate the predictive accuracy of efficiency mea-
Technical University of Madrid, Facultad de Informática, sures along with ratios in predicting distress in Chinese companies.
Campus de Montegancedo, 28660, Madrid, Spain, Unlike previous studies where DEA was used to generate a single
[email protected], Pablo Martinez-Martin, Concha efficiency-TE, we decompose TE into PTE and SE. These variables
Bielza, Pedro Larrañaga are introduced into LR to make prediction. Efficiency of firms for sev-
eral industrial sectors is integrated in one industry-specific LR. The
Clinical impression of severity index (CISI) for Parkinson’s disease results show the predictive power is improved by this efficiency. Both
(PD) is an index to assess PD severity based on four clinical domains. Cross-sectional and panel models are tested.
Since this is a continuous value, a categorization policy is proposed

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4 - Analyzing Portfolios of DMUs with Ratio-Based Effi- 4 - A value structured approach to conflicts in environ-
ciency Analysis (REA) mental management
Ahti Salo, Systems Analysis Laboratory, Aalto University Fred Wenstøp, Strategy and Logistics, BI Norwegian School
School of Science and Technology, P.O. Box 11100, Otakaari of Management, Nydalsveien 37, 0483, Oslo, Norway,
1 M, 00076, Aalto, Finland, [email protected], Juuso Liesiö, [email protected]
Yongjun Li
In this paper, we extend Ratio-Based Efficiency Analysis [Salo and The paper aims to suggest how OR practitioners ought to approach
Punkka, 2011, Mgmt Sci 57/1] for the comparison of portfolios, de- value conflicts in environmental management. The approach is prac-
fined as combinations of DMUs where the share of each DMU is re- tical and founded on three pillars: ethics, neuro-economics, and deci-
quired to satisfy linear constraints. In particular, we establish a dom- sion sciences. A rational approach problems is too often hampered by
inance relationship among such feasible portfolios in order to deter- strong emotions elicited by value conflicts among stakeholders. Thus,
mine which portfolios are more efficient than others. We also examine considerable resources are often squandered on ill founded projects
the composition of efficient portfolios, which allows us to determine with detrimental effects. This could be mitigated if the OR analyst has
minimum and maximum bounds on the share of any DMU across all a deeper understanding of ethical reasons for choice, and knowledge
efficient portfolios. of practical methods to deal with values.

 WC-31  WC-32
Wednesday, 12:30-14:00
Wednesday, 12:30-14:00
CC-A33
CC-A34
OR and Ethics I
DEA and Performance Measurement:
Stream: OR and Ethics Applications 6
Invited session
Chair: Cristobal Miralles, Depto. Organización de Empresas, Stream: DEA and Performance Measurement (con-
Universidad Politecnica de Valencia, Cami de Vera s/n, 46022, tributed)
Valencia, Spain, [email protected] Contributed session
Chair: Fred Wenstøp, Strategy and Logistics, BI Norwegian Chair: Chih-Hai Yang, Economics, National Central University,
School of Management, Nydalsveien 37, 0483, Oslo, Norway, 300 Jhongda Road, 320, Jhongli, Taiwan, [email protected]
[email protected]
1 - On Multidimensional Performance Measures — A 1 - Comparing groups of efficiency in Algarve Por-
Critical Reflection and Future Developments tuguese Hotels
João Clímaco, INESC-Coimbra, 3004-512, Coimbra, Isabel Pedro, CEG-IST, Avenida Rovisco Pais, 1049-001,
Portugal, [email protected] Lisboa, Portugal, [email protected], Ricardo Oliveira, Rui
In this communication we start by summarizing and exemplifying the Marques
difficulties to build quality of life indicators and sustainability indi-
cators, aggregating several dimensions. Ethical, methodological and This paper uses non-parametric techniques to investigate the efficiency
practical issues are emphasised. Secondly, we discuss how and in of Algarve Portuguese hotels. The Algarve is one of the most impor-
which cases the notion of capability, proposed by A.Sen, could be use- tant tourism places in Europe and a popular destination for tourists
ful, and we propose a multidimensional visual procedure to explore the from several countries. By using a recent statistical test, this research
information provided by adequate dashboards, helpful in those situa- investigates the influence of star rating, golf courses and location in
tions. A software demonstration will be done. Finally, future trends of hotel efficiency. We concluded that star rating does not matter as far
research are outlined. as efficiency is concerned and that location and the existence of golf
courses might be relevant. Our study points out hotels without golf
2 - Responsibility in Decision-Support courses as more efficient.
Sven Diekmann, Philosophy & Ethics of Technology,
Eindhoven University of Technology, P.O. Box 513, IPO 1.14, 2 - On the need for reform of the Portuguese Judi-
5600 MB, Eindhoven, Netherlands, [email protected] cial System — Does Data Envelopment Analysis evi-
Operations Researchers (ORs) often influence decisions on ethical is- dence support it?
sues, e.g. HIV policies. Although they do not decide themselves, their Sérgio Santos, Faculty of Economics, University of Algarve,
work makes them accountable for consequences of supported deci-
sions. However, are ORs also morally blameworthy? Are they ac- Campus de Gambelas, 8005-139, Faro, Portugal,
countable for unforeseeable consequences? I distinguish responsibil- [email protected], Carla Amado
ity, accountability and blameworthiness. In the following, I investigate
criteria for holding ORs accountable or blameworthy. I conclude that The Portuguese judicial system has attracted considerable criticism in
ORs can always be hold accountable for consequences related to their recent years and demands for reform have gained prominence. By us-
work, while blameworthiness depends on specific conditions. ing DEA and focusing on first instance courts, we found evidence that
supports these calls for reform. We found a fairly inefficient sector,
3 - Multicriteria analysis ranking the most developed EU with only one fifth of the 206 courts analysed in 2009 being efficient,
countries and a potential to reduce the courts’ caseload by around 30%. Al-
Zeljko Racic, Operational research, Faculty of economics, though most of this improvement can be achieved with a better man-
Majke Jugovica 4, Banjaluka, Bosnia And Herzegovina, agement of cases, scale factors also seem to play an important role in
explaining inefficiency.
[email protected], Matea Zlatkovic
Analysis of socio-economic development shows that it is a multidi-
3 - Evaluation of alternative targets for graduate dis-
mensional category. That multidimensionality of socio-economic de-
velopment will be the subject of this paper; specifically, the group of tance courses in brazil using multiobjetive models
the most developed EU countries. Starting with the selection of devel- based on data envelopment analysis
opment indicators, executed based on principal components analysis Silvio Gomes Júnior, Coordenação de Engenharia de
using the statistical software SPSS, ie. the latest version of PASW Produção, UEZO-Fundação Centro Universitário Estadual da
Statistics 20, through their determination of satisfactory or "optimal"
Zona Oeste, Avenida Manuel Caldeira de Alvarenga, 1203,
number and order of importance, using the PROMETHEE method, it
will be up to the value of a synthetic indicator of the development level Campo Grande, 23070-200, Rio de Janeiro, Rio de Janeiro,
derived from the set of selected indicators. Brazil, [email protected], Lidia Angulo-Meza, João
Carlos Soares de Mello

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Classic DEA models determine efficiency indexes of DMUs. For an 3 - Sustainability prioritizing constructing projects of
inefficient DMU one target is found. Subsequent works use multiob- municipalities based on AHP and COPRAS-G: a case
jective models, called MORO, that determine alternative targets. These
projections are obtained with non proportional variations of the vari-
study about construction of footbridges in Iran
ables. In some real problems, some variables cannot change their lev- Edmundas Kazimieras Zavadskas, Department of
els. These variables are called non discretionary variables. In this pa- Construction Technology and Management, Vilnius
per, we present a case study that involves the efficiency evaluation of Gediminas Technical University, Sauletekio ave. 11,
the Center for Higher Distance Education in Brazil with an integration LT01001, Vilnius, Lithuania, [email protected],
of MORO models and non discretionary variables. Mohammad Hasan Aghdaie, Sarfaraz Hashemkhani Zolfani
4 - Produce Patents or Journal Articles? A Cross- This study gives a framework for municipalities to prioritize their
Country Comparison of R&D Productivity Change projects based on this framework. The footbridge project of Sari City
Chih-Hai Yang, Economics, National Central University, 300 in Iran is selected as a case study for this research. Selecting area for
constructing footbridges including quantitative and qualitative factors
Jhongda Road, 320, Jhongli, Taiwan, such as the Total cost, Environmental factors, Socio-economic factors
[email protected] can be viewed as a kind of Multi-Attribute Decision Making (MADM)
problem. The aim of this study is to use Analytic Hierarchy Process
This paper compares R&D productivity change across countries con- (AHP) and COPRAS-G methods for evaluation and selection the new
sidering two outputs: patent and journal articles. Using directional footbridges alternatives.
distance function we develop a Luenberger R&D productivity change
index. We then decompose it into efficiency change and technical 4 - Sustainability assessment model of supplier selec-
change. Estimates show that R&D productivity growth is mainly at-
tributed to technical changes. However, non-OECD countries perform
tion problem
better on both efficiency and technical changes than OECD countries. Jolanta Tamosaitiene, Department of Construction
Moreover, the main source of R&D productivity growth is patent- Technology and Management, Vilnius Gedimimas Technical
oriented rather than the journal article-oriented. University, Sauletekio ave. 11, LT–10223, Vilnius, Lithuania,
[email protected], Edmundas Kazimieras
Zavadskas, Zenonas Turskis
This paper aims to utilize a hybrid multi—criteria decision making
 WC-33 (MCDM) model in supplier selection. Eight evaluation criteria —
cost, quality, distance, delivery reliability, reputation, technology level,
Wednesday, 12:30-14:00 compatibility and development ability are identified. The Analytic Hi-
CC-A37 erarchical Process is initially used for calculating the weight of each
criterion and the COmplex PRoportional ASsessment of alternatives
Sustainable Construction Processes and with Grey relations (COPRAS-G method) is adopted for ranking sup-
pliers. In order to illustrate the model’s functional ability, Kalleh Com-
supplier selection pany is chosen as a case study.

Stream: OR for Sustainable Development

Invited session
Chair: Folke Björk, Civil and Architectural Engineering, KTH -
Royal Institute of Technology, Brinellv. 23, SE 10044, Stockholm,  WC-34
Sweden, [email protected] Wednesday, 12:30-14:00
CC-A39
1 - Multi-criteria assessment of the sustainable renova-
tion according on the methodology of the building
Economic modeling and finance
certification system Stream: Cooperative Game Theory
Milena Medineckiene, Department of Civil and Architectural
Engineering, Royal Institute of Technology, Brinellvagen 23,
Invited session
SE 10044, Stockholm, Sweden, Chair: Sirma Zeynep Alparslan Gok, Mathematics, Faculty of Arts
[email protected], Folke Björk, Zenonas and Sciences, Suleyman Demirel University, Faculty of Arts and
Turskis Sciences, Suleyman Demirel University, Department of
Mathematics, 32260, Isparta, Turkey,
This research deal with how Multi Criteria Decision Making (MCDM) [email protected]
can be applied when building renovation is to be connected to envi-
ronmental certification. The presentation will highlight the methodol- 1 - The Choquet Integral as a continuous certainty
ogy of the MCDM methods and explain about how the criteria from
the certification systems can be adapted to mathematical algorithms of equivalent
the MCDM. The reseach will result in a methodology for the building Gianni Bosi, Dipartimento di Scienze Economiche, Aziendali,
owner in public or private sector, which will help to integrate sustain- Matematiche e Statistiche, University of Trieste, Italy,
able technology with competitiveness. This should help the building [email protected], Magalì E. Zuanon
owners to make decisions for sustainable renovation.
The concept of a certainty equivalent is relevant in many fields when
2 - Classification of factors influencing environmental preferences over stochastic situations are considered (for example,
management of enterprise stochastic cooperative games or risk attitudes in a multiperiod con-
text). We present a characterization of the existence of a continuous
Tatjana Tambovceva, Faculty of Engineering Economics and certainty equivalent which can be represented as the Choquet integral
Management, Riga Technical University, Mezha Street 1/7- with respect to a concave probability distortion, therefore continuing
213, LV-1048, Riga, Latvia, [email protected] in some sense previous work by Bosi, Zuanon et al. [Mathematical
Social Sciences, 2003, 2007].
In article the analysis of different factors influencing environmental
management was done. Company’s external and internal environment 2 - An Adversarial approach to maximize gain due to fi-
elements were clustered. The author distinguishes between the follow- nite precision errors in basic financial computations
ing groups of factors: production — technical, economic, political —
legal, organizational, ecological and risk factors, as well as education
Ganesh Perumal M, International Institute of Information
and culture level. The study is based on the theoretical analyses of Technology, Bangalore, Electronics City, Hosur Road,
literature and scientific publications, as well as on research based on 560100, Bangalore, Karnataka, India,
survey results collected from Latvian companies. [email protected], Abhilasha Aswal, G. N.
Srinivasa Prasanna

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Basic Financial transactions including deposit, withdrawal and cur- 2 - Balance Optimization Subset Selection (BOSS) for
rency conversion may be erroneous due to the usage of IEEE 754 bi- Causal Inference with Observational Data
nary standards. This cumulative error can be significantly maximized Alexander Nikolaev, Department of Industrial and Systems
in ones favour (especially in multicurrency transactions), using a clever
adversary, utilizing information about the error generation and propa- Engineering, University at Buffalo (SUNY), 409 Bell Hall,
gation process. We give an optimization model to maximize gain due 14260-2050, Buffalo, NY, United States,
to such errors. [email protected], Sheldon Jacobson

3 - Handling peak loads in queuing service systems To make causal inferences outside the experimental realm, researchers
attempt to post-process large observational data sets to mimic experi-
Abraham Seidmann, University of Rochester, 14627, mental data. The primary approach used has been to match treated and
Rochester, NY, United States, untreated units to achieve a measure of balance. We explain BOSS,
[email protected], Mariya Bondareva a novel approach that eliminates the matching stage and directly opti-
mizes balance. It identifies sets of statistically indistinguishable treat-
We study the efficient design of queuing service systems with tight ment and control groups, perfectly optimized with respect to one or
service level constraints and non-stationary periodic arrival rates. The more pre-defined balance measures, giving a minimally biased estima-
research introduces the concept of ’peaker’ capacity services for han- tor of the treatment effect.
dling variable peak-load demands. Internal expert teams handle the
base-load of transactions, while the external peaker team is contracted 3 - Testing of MARS on MODIS Images for Local Atmo-
to handle only the peak demand. We developed a two-staged game spheric Correction
to choose the optimal contracting policy with the peaker, and a robust Semih Kuter, Department of Forest Engineering, Cankiri
procedure to determine both the base-load - and the peaker’s capacity
levels. Karatekin University, Cankiri Karatekin Universitesi, Orman
Fakultesi, 18200, Cankiri, Turkey, [email protected],
4 - Pricing Strategies for Gaming-on-Demand Zuhal Akyurek, Gerhard-Wilhelm Weber, Ayse Özmen
Sumanta Basu, Operations Management, Indian Institute of In this study, Multivariate Adaptive Regression Splines (MARS) is
Management Calcutta, K-302, New Academic Block, IIM used for local atmospheric correction. Being adaptive and flexible,
Calcutta, D.H. Road, Joka, 700104, Kolkata, West Bengal, both linear and non-linear problems with large data sets can be han-
India, [email protected], Soumyakanti Chakraborty dled by MARS. Local atmospheric correction is carried out by apply-
ing MARS method on real data, sets of MODIS (Moderate-resolution
Social gaming has pushed the traditional video gaming industry to the Imaging Spectroradiometer) images over Europe and Turkey. Obtained
brink of disruption using concepts like cloud gaming or gaming-on- results are compared with the results of SMAC (Simplified Method for
demand. However, the success of the gaming-on-demand model would Atmospheric Correction — a numerical radiative transfer model) algo-
depend to a large extent on pricing, e.g. non-linear usage based fee, a rithm both numerically and visually.
fixed fee or a combination of both. In this paper, we develop a pricing
schedule for a typical cloud game provider by modeling the alterna- 4 - Estimation of Multi-dimensional Stochastic Differen-
tives available to a consumer and the propensity to engage in gaming. tial Equations with CMARS Method
We also determine the conditions that determine the switching behav- Fatma Yerlikaya Ozkurt, Scientific Computing, Institute of
ior of customers from usage based to fixed fee plan. Applied Mathematics, Industrial Engineering Department,
Middle East Technical University, 06800, Ankara, Turkey,
[email protected], Gerhard-Wilhelm Weber
CMARS, an alternative approach to the well-known data mining tool
 WC-35 MARS, is based on a penalized residual sum of squares for MARS as
a Tikhonov regularization problem. It treats this problem by a Conic
Wednesday, 12:30-14:00 Quadratic Programming. Stochastic Differential Equations are widely
CC-A41 used to represent noisy and real world problems. SDEs are usually
hard to represent and to resolve by a computer. Before, we identified
Recent Achievements in Regression and 1-dimensional SDE in a simplified manner by using CMARS. Now,
we aim to estimate multi-dimensional SDEs with CMARS. The theo-
Classification retical results and implementation of this study will be presented.
Stream: Computational Statistics
Invited session
Chair: Fatma Yerlikaya Ozkurt, Scientific Computing, Institute of
Applied Mathematics, Industrial Engineering Department, Middle  WC-36
East Technical University, 06800, Ankara, Turkey, Wednesday, 12:30-14:00
[email protected]
CC-A43
Chair: Semih Kuter, Department of Forest Engineering, Cankiri
Karatekin University, Cankiri Karatekin Universitesi, Orman Recent Advances of OR on Societal
Fakultesi, 18200, Cankiri, Turkey, [email protected]
Complexity
1 - Restructuring the forward step of CMARS by a map- Stream: Methodology of Societal Complexity
ping approach Invited session
Elcin Kartal Koc, Statistics, Middle East Technical University,
Chair: Dorien DeTombe, Methodology of Societal Complexity,
Department of Statistics, No:234, 06800, Ankara, Turkey,
Chair Euro Working Group, P.O.Box 3286, 1001 AB, Amsterdam,
[email protected], Cem Iyigun, Inci Batmaz,
Netherlands, [email protected]
Gerhard-Wilhelm Weber
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
CMARS is proposed as a new approach to MARS with its model-based Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
alternative to the backward step. Instead of stepwise elimination step, [email protected]
a penalized residual sum of squares is used as a Tikhonov regulariza-
tion problem which is solved with a conic quadratic programming. The 1 - By revitalization of ancient abandoned cemeteries to
drawback of CMARS is its time inefficiency. In this study, to increase
the run time of CMARS, a mapping idea is proposed for knot selection
societal and economic strengthening of small sites
in the forward step. Integration of mapping idea into CMARS-forward Eva Kralova, Institute of History and Theory of Architecture
algorithm can decrease the computing time significantly by consider- and Monument Restoration, Slovak university of technology,
ing less number of data points as candidate knots. Faculty of architecture, Namestie slobody 19, 81245,
Bratislava, Slovakia, Slovakia, [email protected]

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For societal and economic development of small sites, it is important to 3 - Using agent-based modelling and simulation in pa-
utilize local potential. Cultural traditions, local monuments and mem- tient adherence to medication
ory places are parts of the potential source for revitalization. Aban- Christos Vasilakis, Clinical Operational Research Unit,
doned cemeteries represent a special group of such socially accepted
and venerated places; without an active local societal life it becomes a University College London, 4 Taviton Street, WC1H 0BT,
complex societal problem. We present the case study of an old ceme- London, United Kingdom, [email protected], Christina
tery in Banska Stiavnica, Slovakia (UNESCO World Heritage). We in- Pagel, Steve Gallivan, Nick Barber, Martin Utley
troduce the approach and processes of revitalization using operational
research. It is known that patient adherence to medication can determine the ef-
fectiveness of a therapy. It is less known what the impact on clinical
effectiveness is of a number of interacting factors: the pharmacokinetic
2 - A surprising equivalence between Consolation of features of a drug and drug regimen, the different patterns of patient
Philosophy and Methodology for Societal Complex- adherence and the interaction of patients and prescribers in improving
ity adherence. In this study we used agent-based modelling and simula-
Nicolae Bulz, National Defence College, Romania, tion to explore the impact of hypothetical patterns of behaviour and
interaction between patients and prescribers on drug concentrations.
[email protected]
4 - Uncovering the hospital length of stay distribution: a
There is the affirmation on equivalence: two attempts toward difficult finite mixture model approach
"problem solving". 1) Consolation of Philosophy, by Roman philoso-
pher Boetius and 2) Methodology for Societal Complexity, by prof. Maria Guzman Castillo, University of Southampton, United
Dorien J. DeTombe. To point on a single occurrence of the concept Kingdom, [email protected], Sally Brailsford,
problem/solve across the text of Consolation of Philosophy: Book III. Honora Smith
True Happiness and False. "I understand the problem, but I desire to
hear how thou wouldst solve it." An inquiry within the entire content Most of the research on modelling length of stay (LoS) attempts to find
of Boetius’ texts would possible depict significant equivalence between a suitable probabilistic distribution to describe patient LoS. However,
his and our attempts on "problem solving". single distributions have shown limited success for this task. Lately,
it has been suggested that LoS data may in fact represent a mixture
of several distributions. These models are refereed as finite mixture
models, where a continuous variable consists of 2 or more clusters of
observations with different parameters. This research extends previ-
ous work by exploring different types of mixtures and by integrating
 WC-37 patient attributes into the model.
Wednesday, 12:30-14:00
CC-Act

Operations Research in Health Care I  WC-38

Wednesday, 12:30-14:00
Stream: Health Care Management
Invited session HH-Colombus
Chair: Patrick Hirsch, Institute of Production and Logistics, Applications of Multiobjective
University of Natural Resources and Life Sciences, Vienna,
Feistmantelstrasse 4, 1180, Wien, Austria,
Optimization
[email protected]
Stream: Multiobjective Optimization
Invited session
1 - Weekly routing and scheduling of home health care Chair: Carlos Henggeler Antunes, DEEC, University of Coimbra
services and INESC Coimbra, Rua Antero de Quental 199, 3000-033,
Andrea Trautsamwieser, Institute of Production and Logistics, Coimbra, Portugal, [email protected]
University of Natural Resources and Life Sciences, Vienna,
Feistmantelstraße 4, 1180, Vienna, Austria, 1 - A multi-objective model to determine electrical load
[email protected], Patrick Hirsch
control actions
Carlos Henggeler Antunes, DEEC, University of Coimbra and
The task of planning the visits of mobile nurses can be modeled as
rich periodic vehicle routing problem. However, several constraints INESC Coimbra, Rua Antero de Quental 199, 3000-033,
have to be met. The clients need to be visited regularly during the Coimbra, Portugal, [email protected]
week by appropriately skilled nurses who should not change too fre-
quently. Moreover, working time regulations, time windows, and inter- The exploitation of demand-side resources using load control actions
dependent visits have to be considered. We propose a new matheuristic (LCA) in electricity distribution networks has the potential to bring
method that combines a Branch-Price-and-Cut approach with a Vari- benefits to several stakeholders (customers, utilities, etc.). LCA con-
able Neighborhood Search based metaheuristic. This new approach is sist in the application of power curtailment actions (on-off patterns),
tested in extensive numerical studies with real life data. changing the usual working cycles, to obtain operational and economic
benefits. A multi-objective model for determining those LCA is pre-
sented, which takes into account different stakeholder perspectives. An
2 - Scheduling of urban home health care services us- overall energy resource management is provided, including loads, lo-
ing time-dependent multimodal transport cal generation and storage.
Klaus-Dieter Rest, Institute of Production and Logistics,
University of Natural Resources and Life Sciences, Vienna, 2 - A Fuzzy Goal Programming Model for Solving Ag-
Feistmantelstrasse 4, 1180, Vienna, Austria, gregate Production-Planning Problems under Uncer-
[email protected], Patrick Hirsch tainty
Fernando Marins, Production, UNESP - São Paulo State
Optimization of home health care services is a rather young but quickly University, Av. Ariberto Pereira da Cunha, 333, 12516-410,
evolving research area due to the expected significant increase in de- Guaratinguetá, SP, Brazil, [email protected], Aneirson
mand. We present a Tabu Search based solution approach where nurses Silva, José Arnaldo Montevechi, Ubirajara Ferreira
can use public transport (bus, tram, subway, and train) in addition to
cars, bikes, and walks. While the latter are currently considered as We propose a Fuzzy Goal Programming Model (FGP-APP) for the ag-
time-independent, public transport is based on actual time-tables. The gregate production-planning problem. It was made an application in
developed solution approach is tested with real world data from the a Brazilian company of sugar and ethanol milling. The FGP Model
Austrian Red Cross in Vienna. depicts the comprehensive production process of sugar, ethanol, mo-
lasses and derivatives, and considers the uncertainties involved in the

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WC-39 EURO 25 - Vilnius 2012

ethanol and sugar production, as well as in decisions related to agricul- question to one concerning a polytope in the homology space of the
tural and logistics phases, on a weekly-basis planning horizon, includ- surface defined by the cycles of the graph.
ing the whole harvesting season and the periods between harvests. The
model was applied to a real case with excellent results. Joint work with Nancy Clarke (Acadia, NS) and Samuel Fiorini, Gwe-
naël Joret, Mathieu Carette (ULB, Brussels).
3 - A Multi-objective Portfolio Optimization Model with
3 - Ambush Cops and Robbers
Higher Order Moments
Nancy Clarke, Mathematics and Statistics, Acadia University,
Bijaya Krushna Mangaraj, Production & Operations
12 University Avenue, B4P2R6, Wolfville, Nova Scotia,
Management Area, XLRI School of Business & Human
Canada, [email protected]
Resources, Jamshedpur-831001, India, C.H. Area(East),
Jamshedpur, Jamshedpur, Jharkhand, India, A variation of the Cops and Robber game is introduced in which the
[email protected], Gayatri Biswal robber side consists of two robbers. The cops win by moving onto the
same vertex as one of the robbers after a finite number of moves. The
Markowitz’s seminal work on modern portfolio theory is based on a robbers win by avoiding capture indefinitely or by both moving onto
strong normality assumption of the distribution of portfolio returns and the same vertex as the cop. (Otherwise, the robbers are on distinct ver-
proposed a parametric approach using mean and variance. However, tices.) We present a variety of results including a recognition theorem
due to non-parametric nature of such distributions, study on modern for graphs on which a single cop can guarantee a win, as well as a
portfolio efficiency measure has been extended to a mean-variance- strategy that can be used by the cop to win on such graphs.
skewness-kurtosis framework. We discuss a multi-objective approach
of portfolio optimization using fuzzy goal programming for generat-
ing a non-dominated portfolio in a four-dimensional case. We test the
model with a sample of stocks from Mumbai Stock Exchange.

4 - Trade-off in statistical design process  WC-40

Samuel Bohman, Department of Computer and Systems Wednesday, 12:30-14:00
Sciences, Stockholm University, Forum 100, 164 40, Kista,
HH-Livingstone
Kista, Sweden, [email protected], Maria Kalinina, Aron
Larsson Model quality and modelling sustainable
The design and planning of a statistical survey can be regarded as a energy and transport systems
complex decision process involving multiple stakeholders and a di-
verse set of users. The process involves finding a balance between
statistical quality, burden on respondents and costs. Our research is
Stream: SD Modelling in Sustainable Development
aimed towards developing a prototype system consisting of computa- Invited session
tional core based on the combination of multi-objective optimization, Chair: Pierre Kunsch, MOSI, Vrije Universiteit Brussel, Pleinlaan
multi-criteria analysis, and a user-friendly interface. The overall objec- 2, 1050, Brussels, Belgium, [email protected]
tive of the research is to maximize statistical quality while minimizing
the burden on respondents and costs.
1 - Comparing a BRT and a PRT system
Tsutomu Mishina, Systems Science and Technology, Akita
Perfectural Univeristy, 84-4 Tsuchia-Ebinokuchi, 015-0055,
Akita, Japan, [email protected], Alejandra Gomez
 WC-39 Padilla
Wednesday, 12:30-14:00
Bus Rapid Transit (BRT) is a proven effective method for mass trans-
HH-Cousteau portation. Developing countries have introduced it big cities. Personal
Rapid Transit (PRT) is a relatively new transportation system, with de-
Cops and Robber Games veloping applications usually in developed countries. This work com-
pares of both systems. The data of an actually operating BRT system
Stream: Graph Searching is considered, and this data is used supposing that a PRT system is
Invited session running instead. This is, for the same demand of passengers, smaller
vehicles are used, which pass more frequently, run faster and will only
Chair: Nancy Clarke, Mathematics and Statistics, Acadia stop at the final destination station.
University, 12 University Avenue, B4P2R6, Wolfville, Nova
Scotia, Canada, [email protected] 2 - Automatic control of turbo generators setting auto-
matic frequency
1 - Slow Firefighting on Graphs Meglouli Hocine, Automatique, Université de Boumerdes,
Margaret-Ellen Messinger, Mathematics Department, Mount boulevard de l’indepandence, cité 392 lgts bt 17 G08, 35000,
Allison University, New Brunswick, Canada, Boumerdes, Boumerdes, Algeria, [email protected]
[email protected]
The production-consumption balance is ensured, in normal operation,
In firefighting and graph searching problems, a contaminant typically two additional automatic actions: setting primary and secondary con-
spreads very quickly. We introduce a variant in which the contaminant trol. Their performance is critical to the safety of the system.
spreads at a slower rate. At each time step, the searchers (or firefight-
ers) protect one vertex and the contaminant (or fire) spreads from one The primary control, it is crucial for power system reliability during the
vertex to all unprotected, unburned neighbours. On infinite graphs, large amplitude variations, to master quickly the transition frequency
the goal of the firefighter is to surround the burned vertices with a set so as not to reach the top levels of shedding frequency.
of protected vertices, while the goal of the fire is to avoid such con-
tainment. We will consider results on both the two-dimensional and 3 - Phasing-out nuclear energy in Belgium: is it feasi-
three-dimensional grids. ble?
Pierre Kunsch, MOSI, Vrije Universiteit Brussel, Pleinlaan 2,
2 - Cops and a Robber on a graph embedded into a sur-
1050, Brussels, Belgium, [email protected]
face
Dirk Oliver Theis, Mathematics, Otto von Guericke University The Belgian government has decided to phase-out nuclear power plants
Magdeburg, Germany, [email protected], Nancy Clarke from 2015 on till 2025 while they represent today more than half the
electricity production. By means of system dynamics modelling this
Given a graph embedded on a surface genus $g$, what is the minimum presentation investigates different scenarios to check the feasibility of
number of Cops needed to catch a Robber? such decisions. It is found that gas and coal would be the winners,
We discuss an approach based on covering spaces. For non-orientable rather than renewable energy sources; this is rather the opposite of the
surfaces, this technique improves the formerly known bounds effort- sought for environment-friendly evolution.
lessly. For orientable surfaces, with considerable effort, we reduce the

232
 EURO 25 - Vilnius 2012 WC-42

4 - Model Quality: How to Build Better Models Scenario analysis is well known technique for exploration of future de-
Markus Schwaninger, Institut für Betriebswirtschaft, velopment of different complex systems as countries, cities, companies
Universität St.Gallen, Dufourstrasse 40a, 9000, St.Gallen, etc. The stage of scenario space exploration is one of the most rele-
vant in scenario study. Big amount of built scenarios can be explored
St.Gallen, Switzerland, [email protected]
using different OR methods as associated analysis, Bayes network etc.
The mathematically formalized methodology for scenario study will be
Building high-quality models is perhaps the primary challenge ahead
present in the talk. The example of scenario space analysis for country
of us in modeling and simulation. This rationale is grounded in the
using mentioned methods will be shown.
Conant/Ashby-theorem, which will be introduced. Thereafter, strate-
gies and methods for the validation of dynamic-simulation models,
and other measures for the enhancement of model quality, will be pre-
sented.
 WC-42
Wednesday, 12:30-14:00
BW-Amber
 WC-41 Queueing Systems II
Wednesday, 12:30-14:00
HH-Heyerdahl Stream: Stochastic Modeling and Simulation in Engi-
Modern project for involvement young neering, Management and Science
Invited session
people in OR community and OR Chair: Erik Kropat, Department of Computer Science, Universität
education der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577,
Neubiberg, Germany, [email protected]
Stream: Young People for System Theory, Optimization
Chair: Devin Sezer, Middle East Technical University, Institute of
and Education Applied Mathematics, Eskisehir Yolu, 06531, Ankara,
Invited session [email protected]
Chair: Bohdan Pukalskyi, Students Science Association, National Chair: Basak Tanyeri, Bilkent University, Turkey,
Technical University of Ukraine, Kovalskyi provulok 5, 03057, [email protected]
Kyiv, Ukraine, [email protected]
Chair: Kateryna Pereverza, Students Science Association, 1 - Analyzing Multi-server Queueing Model with no Wait-
National Technical University of Ukraine, Kyiv, Scherbakova str., ing Line
42/44, app. 54, Kyiv, Ukraine, [email protected] Hanifi Okan Isguder, Statistics, Dokuz Eylul University,
Dokuz Eylul University Faculty of Science, Department of
1 - Achieving interdisciplinarity in OR by additional ed- Statistics Tinaztepe Buca, 35160, Izmir, Turkey,
ucational activities. Example of Summer School [email protected], Sener Akpinar, Atabak Elmi, Alper
AACIMP Hamzadayi, Simge Yelkenci Kose
Iryna Smolina, Metal Physics, NTUU "KPI", 03056, Kyiv, In this study a queueing system with recurrent arrivals, three hetero-
Ukraine, [email protected] geneous servers, and no waiting line is examined. In the system cus-
tomers choose only one server among the empty servers with different
Interdisciplinarity is one of essential characteristics of OR as well as probabilities. When all servers are busy, customers depart from the
of all modern science. Additional educational activities like summer system without taking any service. These customers are called "lost
schools, on-line courses and internships are effective tools for spread- customer’. The probability of losing a customer is computed for the
ing this principle among new generations of OR researchers. Sum- queueing system.
mer school "AACIMP" is good example of such educational activities, 2 - Distribution Evaluation and Decomposition for
which combines different OR approaches to solve various problems
and provide students with better understanding of interdisciplinarity of Queueing Networks Modelling
contemporary science. We present the experience of organization of Jean-Sébastien Tancrez, Louvain School of Management,
the Summer School "AACIMP". Université catholique de Louvain, UCL - LSM, 151, Chaussée
de Binche, 7000, Mons, Belgium,
2 - Odss.4SC: A summer school in Optimization and De- [email protected]
cision Support Systems for Supply Chain Manage- A modeling methodology is presented for queueuing networks with
ment general assumptions : fork/join networks, general service time distri-
Giuseppe Bruno, Dipartimento di Ingegneria butions and finite buffers. The general distributions are discretized by
Economico-Gestionale, Università Federico II di Napoli, aggregation of the probability masses, and the transformed system is
analytically modeled using a Markov chain. First, we show that it al-
Piazzale Tecchio n.80, I80125, Napoli, IT, Italy, lows a fine estimation of the cycle time distributions. Second, we intro-
[email protected], Ana Amaro, Miguel Casquilho, duce a decomposition approach to analyze larger queueing networks.
Albert Corominas, Andrea Genovese, Juan Manuel Garcia Using computational experiments, we show that it leads to accurate
Lopez, Amaia Lusa, Johan Magnusson, Henrique Matos, Joao performance evaluation and that the fine distribution estimation seems
Miranda, Sergio Rubio to bring an improvement.

Our Summer School is taking place in Portalegre, Portugal, July, 1- 3 - Alternative stochastic approaches for condition-
15, within the Erasmus Intensive Programme. The audience is formed based production-maintenance control
by MSc./PhD. students on Engineering and Logistics specialties, from Michael Kaluzny, Business Administration, Production and
more than 12 countries. It aims at: (a) describing the industry-based Logistics, University of Dortmund, Germany,
supply chain operations with a particular concern to the green logistic [email protected], Ralf Gössinger
aspects; (b) using optimization models to solve specific problems. The
lectures follow a pull approach, from distribution to supply subjects; Condition-based maintenance is analysed for a decentralised
the lab sessions are supported by IBM/ILOG. We present the program production-maintenance system where deterioration depends on pro-
and the future perspectives. duction parameter settings. In order to keep up a defined machine
availability an information exchange protocol is developed. On this
3 - Mathematically formalized methodology for scenario basis alternative stochastic approaches to calculate the machine condi-
tion triggering the order release are formulated and numerically anal-
study. Approaches for scenario space exploration ysed. These approaches take waiting time between maintenance order
Kateryna Pereverza, Students Science Association, National release and order fulfillment as well as possibly modified production
Technical University of Ukraine, Kyiv, Scherbakova str., parameter settings during this waiting time into account.
42/44, app. 54, Kyiv, Ukraine, [email protected]

233
WC-44 EURO 25 - Vilnius 2012

4 - Optimal Control Formulation of Query Model for Au- 4 - Planning of Map Making Technique by Planning
thentication Systems Method with Continuously Operating Reference Sta-
Devin Sezer, Middle East Technical University, Institute of tion (CORS-TR)
Applied Mathematics, Eskisehir Yolu, 06531, Ankara, Omur Esen, Office of Construction and Infrastructure, Selcuk
[email protected], Ferruh Ozbudak, Yildirim Ustun University, Division of Cartography, 42250, Konya, Selcuklu,
This research studies the N step adaptive attack on an authentication Turkey, [email protected], I.Bulent Gundogdu
system using an authentication oracle described in (Safavi-Naini, Wild,
2008). We represent the maximum success probability of this type of CORS project has started in USA and Turkey as part of the project
attack as the value function of an optimal control problem and derive CORS-TR approved by Istanbul Culture University, General Direc-
the dynamic programming equation that the value function satisfies. torate of Land Registry and Cadastre and General Command of Map-
The same paper cited above proves that randomized queries in such an ping cooperation and by The Scientific and Technological Council of
attack have the same probability of success as that of a deterministic Turkey sponsorship. Aim is to determine data by 7/24 observation in
attack. We rederive this fact using our control representation. Turkey according to geographical position real time and by post pro-
cessing in a fast and economical way and at the same time modeling of
ionosphere and troposphere, requiring geological data and determining
transformation parameters between ED50 and ITRF Dates.

 WC-44
Wednesday, 12:30-14:00
BW-Marble  WC-45
Information and Intelligent Systems I Wednesday, 12:30-14:00
BW-Water
Stream: Information and Intelligent Systems
Invited session Advanced Revenue Management
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
Stream: Advanced Inventory Control and Pricing
Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
[email protected] Strategies
Chair: Wuyi Yue, Intelligence and Informatics, Konan University, Invited session
8-9-1 Okamoto, Higashinada-ku, 658-8501, Kobe, Japan, Chair: Claudius Steinhardt, Department of Analytics &
[email protected] Optimization, University of Augsburg, Universitätsstraße 16,
86159, Augsburg, Germany,
1 - Malfunction diagnosis on air-conditioning using [email protected]
rough sets approach
Hong Tau Lee, Industrial Engineering and Management, 1 - Pricing-cum-Inventory Decisions in Supply Chain
National Chin-Yi University of Technology, Taipin, Taichung Networks
County, 411, ROC, Taiwan, [email protected], Sheu-Hua Lambros Pechlivanos, Athens University of Economics and
Chen Business, Greece, [email protected], Panos Seferlis
In order to effectively diagnose faults causing, this paper purposes a
simplified approach for diagnosing air conditioning system which is An optimization-based control framework that simultaneously deter-
based on rough sets theory. This approach converts the reasons and mines the optimal inventory and product pricing policies is developed
symptoms to condition and decision attributes respectively. Finally, for multi-product, multi-echelon supply chain networks. Product price
possible reasons can be diagnosed while the specific set of core at- manipulation can be used to alleviate congested transportation routes,
tributes of symptom occurred. This is a simplified way of avoiding the by altering appropriately the demand profile at the end-point nodes of
testing of all the items that are usually used in the traditional method the network. A flexible node-level pricing policy can be understood as
of determining the fault cause. a substitute instrument to supply chain management, as it succeeds in
altering the flow of orders customers place by redirecting orders to the
2 - Approach for the prolongation of the lifetime of a desired end-point nodes.
wireless sensor network
2 - Modeling of customer choice behavior in revenue
Abdelmalek Boudries, University of Bejaia, university of
Sétif, Algeria, Boumansour Cne Oued-Ghir W- Béjaia, Béjaia, management
Algeria, [email protected], Makhlouf Aliouat Petr Fiala, Dept. of Econometrics, University of Economics
Prague, W.Churchill Sq. 4, 13067, Prague 3, Czech Republic,
We propose an approach for the connectivity maintenance in the wire- [email protected]
less sensor networks. The principle of the solution is the following:
a node which wants to transmit data chooses the way of the greatest Revenue management is the process of understanding, anticipating and
weight. The idea is that if the remaining rate of energy decreases then influencing customer behavior in order to maximize revenue. The com-
the weight of the way containing this node decreases. The aimed ob- mon modeling approaches assume that customers are passive. Today’s
jective is to maintain the connected network for longest time possible customers actively evaluate alternatives and make choices. Revenue
by prolonging the lifetime of the nodes sensors which have consumed management pays increasing attention to modeling the behavior of in-
much energy. The suggested approach was tested on an example of dividual customers. A modeling approach for strategic customer be-
scenario and showed its effectiveness. havior is proposed. The evaluation of alternatives can be done by DEA
based evaluation methods. The approach is based on instruments of
3 - Analysis of real-time traffic with the sleep mode in artificial neural networks and Petri nets.
IEEE 802.16m networks
Wuyi Yue, Intelligence and Informatics, Konan University, 3 - Incorporating Auction Games in Logistics Optimiza-
8-9-1 Okamoto, Higashinada-ku, 658-8501, Kobe, Japan, tion Academic Course
[email protected], Shunfu Jin, Xiaofei Zhang Charis Marentakis, Industrial Management and Technology,
In this paper, based on the working principle of the sleep mode in IEEE University of Piraeus, Karaoli and Dimitriou Street, 18534,
802.16m, a queueing model with multiple heterogeneous vacations is Pireaus, Greece, [email protected], Dimitrios Emiris, Maria
presented. Considering the packet correlation in real-time traffic, the Giannopoulou
system arrival is supposed to be a discrete-time Markovian process.
The formulas for the average latency and energy saving ratio are ob- Auctions and Revenue Management methods are currently evolving in
tained, and the numerical results are given. The time length of the the research and practice of Logistics Management. Several Opera-
sleep cycle is optimized by constructing a cost function. The authors tions Research techniques are engaged in this direction, aiming to sup-
are grateful to Prof. M. Kokai for his helpful comments in this paper. port pricing decisions related to optimal capacity and resource manage-
ment. The present article describes experiences from the enrichment

234
 EURO 25 - Vilnius 2012 WD-02

of a Logistics Optimization course with an auction-based freight trans-

port business game. It explains why and how to engage auctions in
Wednesday, 14:30-16:00
conformance with the theoretic operations research part of the course
and demonstrates major outcomes focusing mainly on the behavioral
study of participants and the convergence between participants’ valua-  WD-01
tions. Wednesday, 14:30-16:00
4 - Decision tools for online pricing and sourcing for RB-Alfa
truckload trucking
Hani Mahmassani, Transportation Center, Northwestern Tutorial Lecture: Professor Karla Hoffman
University, 600 Foster St, 60208, Evanston, Illinois, United Stream: Keynote, Tutorial and Plenary Lectures
States, [email protected], Diego Klabjan, Hamed Tutorial session
Babai, Young Woong Park, Christopher Lindsey
Chair: Mikael Rönnqvist, Département de génie mécanique,
This study develops tools to support online operations of a third-party Université Laval, G1V 0A6, Québec, Canada,
non-asset carrier in matching truckload shipments between shippers [email protected]
and carriers. The model considers respective shipper and carrier ac-
ceptance likelihood in an optimal pricing engine that maximizes profit
for the matching agent. 1 - Auctions: Why they proliferating and what you need
to know to participate
Karla Hoffman, Department of Systems Engineering and
Operations Research, George Mason University, Mail Stop
4A6, 4400 University Drive, 22030, Fairfax, Virginia, United
States, [email protected]

The advent of the Internet has led to the creation of global market-
places in which sales of everything from low-cost used merchandise
to billion dollar government procurements are conducted by auction.
While some auction designs have been extremely successful, others
have failed disastrously. This talk will describe a variety of alterna-
tive auction designs, and will explore why one design is likely to be
more appropriate than another for a given application. We will begin
with a brief history of auctions, provide reasons for eBay’s spectacu-
lar success, and highlight the Internet’s impact on auction theory and
practice. We will then move on to a discussion of the strategies that
are available to bidders in the most-utilized auction formats, thereby
providing each of you with hints on how to be more successful when
participating in auctions. Throughout the talk, we will highlight the
role that operations research analysts can play in designing, running,
and assisting participants in business-to-business and high-stakes gov-
ernment auctions.

 WD-02
Wednesday, 14:30-16:00
RB-Beta

Methods for Resource-Constrained

Project Scheduling
Stream: Project Management and Scheduling
Invited session
Chair: Vincent Van Peteghem, People, markets and humanities,
EDHEC Business School, 24, avenue Gustave Delory, 59057,
Roubaix, France, [email protected]

1 - Solving resource-constrained project scheduling

problems with new mathematical programming for-
mulations
Thomas Kyriakidis, Department of Engineering Informatics &
Telecommunications, University of Western Macedonia,
Karamanli and Lygeris Street, 50100, Kozani, Kozani, Greece,
[email protected], Georgios Kopanos, Michael Georgiadis

In this work, 2 binary-integer programming discrete-time models and

2 mixed-integer continuous-time formulations are presented for the so-
lution of resource-constrained project scheduling problems. These for-
mulations are compared with 4 state-of-the-art literature models us-
ing a total of 2760 benchmark problem instances (j30 and j60 from
PSPLIB, and 1800 problem instances generated by RanGen2). A de-
tailed computational comparison study illustrates the efficiency of the
proposed mathematical formulations, with the continuous-time math-
ematical formulations featuring the best overall performance.

235
WD-03 EURO 25 - Vilnius 2012

2 - Solving the resource-constrained project scheduling Providing quality public transportation may be very expensive in low
problem using large neighborhood search and unpredictable demand scenarios. Demand Responsive Transporta-
Wolfgang Summerauer, Department of Business tion (DRT) services address these issues with flexible routes and fre-
quencies. We present an innovative approach for designing and op-
Administration, University of Vienna, Bruenner Strasse 72, erating these services, considering the perspectives of the different
1210, Vienna, Vienna, Austria, stakeholders. This multi-objective approach integrates simulation and
[email protected], Christian Almeder, heuristics in a DSS, aiming at minimizing operating costs and max-
Richard Hartl imizing service quality. The DSS is also a tool to assess the perfor-
mance of different DRT deployments and operating rules.
We present an algorithm based on large neighborhood search (LNS) to
solve the resource-constrained project scheduling problem (RCPSP),
3 - Cut and Brach Synchronization Bus Timetabling
where a project consists of activities that have to be scheduled under Yasmin Rios-solis, Graduate school of systems engineering,
resource and precedence constraints. The objective is to find a sched- Universidad Autonoma de Nuevo Leon, Facultad de
ule that minimizes the makespan of the project. We developed new Ingenieria Mecanica y Electrica, Av. Unviersidad s/n, 65450,
tailor-made destroy and repair operators and also adapted existing op- Monterrey, Nuevo Leon, Mexico,
erators from the literature to tackle the RCPSP. Preliminary results for [email protected], Omar Ibarra-Rojas
the benchmark instances of the literature look promising with respect
to solution quality and computational time. We focus on bus timetabling problems of typical networks of Latin
America: large network where passenger transfers must be favored,
almost evenly spaced departures are sought, bus bunching of different
3 - An Invasive Weed Optimization algorithm for the re- lines must be avoided, timetable generation is needed several times a
source availability cost problem day, and travel times are irregular. We formulate this timetabling prob-
Vincent Van Peteghem, People, markets and humanities, lem with the objective of maximizing the number of synchronizations.
EDHEC Business School, 24, avenue Gustave Delory, 59057, We provide valid inequalities to tighten the formulation. Experimen-
Roubaix, France, [email protected], Mario tation shows that our methods obtains solutions less than 1% from the
Vanhoucke optimum in minutes even for large instances.

4 - The Hierarchical Network Design Problem with Traf-

In this study, an Invasive Weed Optimization (IWO) algorithm for the fic Capture
resource availability cost problem is presented, in which the total cost
of the (unlimited) renewable resources required to complete the project Gabriel Gutiérrez-Jarpa, School of Industrial Engineering,
by a pre-specified project deadline should be minimized. The IWO Pontificia Universidad Católica de Valparaíso, 2362807,
algorithm is a new search strategy, which makes use of mechanisms Valparaíso, Chile, Chile, [email protected], Pablo
inspired by the natural behavior of weeds in colonizing and finding a Ibacache, Vladimir Marianov
suitable place for growth and reproduction. All algorithmic compo-
nents are explained in detail and computational results for the RACP The hierarchical network design problem with traffic capture (HNDP-
are presented. TC) finds a main path joining an origin and a destination, and sec-
ondary paths that start on the main path and visit some nodes. Total
construction costs of the main and secondary paths are minimized, and
captured traffic maximized. Traffic is captured if the use of the network
is more convenient than competing systems. Applications are found in
transportation and distribution systems, and telecommunications. We
 WD-03 use Branch and Bound for small instances, and an ad hoc heuristic for
large instances.
Wednesday, 14:30-16:00
RB-L1

Demand Responsiveness and

Transportation Network Design  WD-04
Wednesday, 14:30-16:00
Stream: Optimization in Public Transport RB-L2
Invited session
Chair: Gabriel Gutiérrez-Jarpa, School of Industrial Engineering,
Advances for solving Quadratic and Other
Pontificia Universidad Católica de Valparaíso, 2362807, Difficult 0-1 Optimization Problems
Valparaíso, Chile, Chile, [email protected]
Stream: Combinatorial Optimization
Invited session
1 - An analytical model to estimate the optimal cycle
length of demand responsive feeder transit services Chair: Monique Guignard-Spielberg, OPIM, University of
Luca Quadrifoglio, Civil Engineering, Texas A&M Pennsylvania, 5th floor, JMHH, 3730 Walnut Street, 191046340,
University, CE/TTI Bldg. Room 301-I, 3136 TAMU, Philadelphia, PA, United States, [email protected]
77843-3136, College Station, Texas, United States, Chair: Peter Hahn, Electrical and Systems Engineering, University
[email protected], Shailesh Chandra of Pennsylvania, 200 South 33rd Street, 19104-6314, Philadelphia,
PA, United States, [email protected]
An increase of "livability" depends on solutions to the issue of first/last
mile access to transit. We are working to identify the feeder’s opti- 1 - Eigenvalues of Voting Power Indexes
mal cycle duration to maximize LOS. At first, a simulation case study Lee Papayanopoulos, MSIS, Rutgers University, RBS, 1
with demand data from El Cenizo, TX has been conducted by sim- Washington Park, 07102, Newark, NJ, United States,
ulation. We are now developing a handy analytical model to obtain [email protected]
results, without relying on extensive simulation analyses. Experiments
appear to validate our model, which would allow planners, decision We explore the eigenvectors and eigenvalues of power indexes used in
makers to quickly identify the best feeder transit operating design of legislative representation and their use in integer/mixed integer search
any given residential area. methods for "fair" weighted votes, namely, votes that render the vot-
ing power distribution (a combinatorial vector function) near-collinear
with an associated population vector of constituencies.
2 - Dynamic Vehicle Routing for Demand Responsive
Transportation Services 2 - Extensive experiments with the improved hybrid ge-
Jorge Pinho de Sousa, Faculdade de Engenharia da netic algorithm for the quadratic assignment problem
Universidade do Porto / INESC Porto, Campus da FEUP, Rua Alfonsas Misevicius, Multimedia Engineering, Kaunas
Dr. Roberto Frias, 4200-465, Porto, Portugal, University of Technology, Studentu st 50-400a/416a,
[email protected], Rui Gomes, Teresa Galvão Dias LT-51368, Kaunas, Lithuania, [email protected]

236
 EURO 25 - Vilnius 2012 WD-06

Hybrid genetic algorithms (HGAs) are among the most efficient opti- As shown by R. Gomory, the set of vertices of the master corner poly-
mization techniques. In contrast to the standard GAs, which are based hedron over a group is the union of orbits under the stabilizer of a
on natural evolution in a straightforward manner, the hybrid GAs can certain group element. We prove that two combinatorial operations
be understood as modeling of more complex environments, where the transforming vertices to their neighbors map the orbits onto the others.
lifecycle transformations play the important role. In this work, sev- So any system of representatives for some special orbits forms a poly-
eral modifications of the improved HGA for the quadratic assignment hedron vertex basis, often small in size. We geometrically characterize
problem (QAP) are tested, in particular: initial burst, incorporating the the irreducible points and establish relations between the coefficients
iterated local search, extra improvement, cohesive crossover, different of the facets through a given vertex. The computational potential of
population update schemes, using restarts, etc. the results is discussed.

3 - The hypergraph assignment problem 3 - The K-Separator Problem

Olga Heismann, Zuse Institute Berlin, Germany, Mohamed Ahmed Mohamed Sidi, Telecom SudParis, 9 Rue
[email protected], Ralf Borndörfer Charles Fourier, 91000, Evry, France,
[email protected], Walid Ben-ameur,
The hypergraph assignment problem (HAP) is the generalization of Jose Neto
assignments on directed graphs to directed hypergraphs. It serves, in
particular, as a universal tool to model several train composition rules
Let G be a vertex-weighted undirected graph and k be a positive num-
in vehicle rotation planning for long distance passenger railways. Even
ber. We want to compute a minimum-weight subset of vertices whose
for problems with a small hyperarc size and hypergraphs with a spe-
removal leads to a graph where the size of each connected component
cial partitioned structure the HAP is NP-hard. We present interesting
is less than or equal to k. Let us call such a set a k-separator. If k=1 we
polyhedral results derived from a complete facet classification of small
get vertex cover problem. The case k=2 is equivalent to compute the
HAP polytopes. These can be generalized to cut inequalities for the
dissociation number of a graph (case of unit weights). We give some
LP relaxation of large-scale problems.
formulations of the problem. We point out some cases where the prob-
lem is easy to. Some simple approximation algorithms are described.
4 - 0-1 quadratic optimization problems: convexification Numerical results are also reported.
and solution.
Monique Guignard-Spielberg, OPIM, University of 4 - s-Fold Feasibility of Integer Knapsacks
Pennsylvania, 5th floor, JMHH, 3730 Walnut Street, Iskander Aliev, School of Mathematics, Cardiff University,
191046340, Philadelphia, PA, United States, Senghennydd Road, CF24 4AG, Cardiff, [email protected]
[email protected], Lucas Létocart, Gérard Plateau
The integer knapsack problem is a well-known problem in integer pro-
Convexification of the objective function of a 0-1 quadratic optimiza- gramming. Since this problem is NP-hard in general, we are interested
tion problem (GQAP, QKP,...) is theoretically possible using an SDP in well-solved special cases. In particular, when the right-hand sides
model and its dual. We will discuss the numerical difficulties encoun- satisfy certain geometric criteria, the existence of a feasible solution
tered in the process, and will show that for small to medium size in- can be determined immediately, without the need for complex optimi-
stances, one may be able to obtain an equivalent convex model and a sation techniques. We focus on the case where the knapsack polytope
reasonable lower bound. One can also try to generate improved bounds contains at least a prescribed number of integer points. We show that
and good feasible solutions using the convex hull relaxation (CHR), the feasibility of the problem appears to be closely related to the be-
and/or try to solve the convex model by standard MIQCP software, haviour of the s-covering radius.
such as CPLEX.

 WD-06
 WD-05 Wednesday, 14:30-16:00
Wednesday, 14:30-16:00 RB-Gamma
RB-L3
Game Theory Applications
Topics in integer and mixed integer
programming II Stream: Dynamical Systems and Game Theory
Invited session
Stream: Discrete Optimization, Geometry & Graphs Chair: Luis Ferreira, Matemática, Escola Superior de Estudos
(contributed) Industriais e de Gestão, IPP, ESEIG, Rua D Sancho I, número 981,
Contributed session 4480-876, Vila do Conde, Porto, Portugal,
Chair: Iskander Aliev, School of Mathematics, Cardiff University, [email protected]
Senghennydd Road, CF24 4AG, Cardiff, [email protected]
1 - Analysis of stroke patients EEG signals on the base
1 - Optimize the payout probability table in slot ma- of cooperative game theory
chines Hamidreza Navidi, science, Shahed Univercity, 0098, Tehran,
Xiaoming Liu, FBA, University of Macau, University of Iran, Islamic Republic Of, [email protected], Majid
Macau, Macau, NA, MACAU, China, [email protected], Hassanpour-ezatti, Saeid Barjesteh, Hadi Aghayari
Zhaotong Lian, Xin Li
Electroencephalogram (EEG) is useful tool for detection of stroke.
This paper theoretically derives the game values of slot machines from Here, a model presented on the base of cooperative game theory to
the payout probability distribution. It provides explicit formulas for all analyses of features extraction of stroke patient EEG signals and the
quantitative measurements that are of interest to both casino managers contribution rate of these features on outbreak of stroke is calculated.
and players. Optimization of the pay-out distribution is also given to This features obtained from EEG by use of detrended fluctuation anal-
maximize the pulls per losing player. The optimal payout and proba- ysis method. In this research the data set were collected from 27 stroke
bility lists are shown. Some numerical results are given. These results patients. The result showed that some channels of EEG in stroke pa-
can be utilized by slot managers to choose the best trade-off customer tients have more contribution rate in stroke detection. This finding is
experience and casino gain. correlated with some practical observation.

2 - The Master Corner Polyhedron: Vertices 2 - A game theoretical approach to the Emergency Med-
Vladimir Shlyk, Mathematics 3, Belarusian State Technical ical Vehicle - Emergency Department interface
University, 65 Independence av., 15 Kulman str., Apt. 27, Vincent Knight, School of Mathematics, Cardiff University,
220100, Minsk, Belarus, [email protected] CF24 4AG, Cardiff, United Kingdom, [email protected]

237
WD-07 EURO 25 - Vilnius 2012

At the forefront of any healthcare system are two interacting services: The cross entropy (CE) method was developed to estimate rare event
the Emergency Medical Vehicle (EMV) service and the Emergency probabilities through simulation, and has been applied to some opti-
Department (ED). Often EMVs are subject to long delays at a particu- mization problems. To solve a VRP we try to estimate the proba-
lar ED whilst the ED suffers from upstream congestion due to arrivals bility that the total distance traveled is less than a given value, over
of other patients. In this work, a game theoretical model is given. The all feasible routes. We have developed new CE heuristics based on a
ED’s strategies correspond to the allocation of resources throughout cluster-first route-second scheme which do not limit the search over
the hospital whilst the EMV service is modelled as a routing game. the solution space as the existing CE algorithm did. We also tackle
Various insights are given that inform as to optimal levels of policy the SVRP where the demands follow a given distribution. We present
regulation. computational results to evaluate these approaches.

3 - Non-conflicting redistribution of optimal income for 3 - Orienteering Problem with Hotel Selection: A Vari-
non-cycling network systems able Neighborhood Search Method
Sergei Schreider, School of Mathematical and Geospatial Ali Divsalar, Center for Industrial Management/Traffic &
Sciences, RMIT University, GPO Box 2476V Melbourne, Infrastructure, KULeuven, Belgium,
3001, Melbourne, Victoria, Australia, [email protected], Pieter Vansteenwegen, Dirk
[email protected] Cattrysse
In the orienteering problem with hotel selection (OPHS) a set of ver-
For LP optimized systems whose network structure is represented with tices with a score and a set of hotels are given. The goal is to determine
a graph without inner cycles (which is a particular case of Berge’s nor- a fixed number of connected trips that visits some vertices and maxi-
mal hypergraph) the stable optimal solution exists. The stability means mizes the sum of the collected scores. Each trip is limited in length
that the total optimal income of the system can be distributed between and should start and end in one of the hotels. A variable neighborhood
players in the way that no individual player or coalition of players can search algorithm is developed to solve the OPHS based on a neighbor-
be better off playing individually. Such stable income redistribution hood search operator designed for the hotel selection and some neigh-
was found for two network systems, one of which water allocation and borhoods for the regular OP. Two appropriate sets of instances with
the second one represents the natural gas allocation system. known optimal solutions are designed.

4 - Strategy for Land Acquisition: a game-theoretical 4 - Improved Methods for the Travelling Salesperson
model Problem with Hotel Selection
S Deman, Economics & Statistics, Centre for Statistics, Marco Castro, Faculteit Toegepaste Economische
Economics & Finnace, PO Box 17517, SE9 2ZP, London, Wetenschappen, Universiteit Antwerpen, Prinsstraat 13, 2000,
United Kingdom, [email protected] Antwerpen, Belgium, [email protected], Kenneth
Sörensen, Pieter Vansteenwegen, Peter Goos
The process by which houses, land, and other forms of real property
are sold has been the subject of considerable economic research over In this talk, a new formulation and a new metaheuristic solution pro-
the last few decades. However, the recent crash in housing prices in cedure for the travelling salesperson problem with hotel selection
US and in Western European countries made the study of this subject (TSPHS) is presented. The metaheuristic is a multi-start procedure
even more important. that outperforms existing heuristics on all benchmark instances. We
also provide a number of new optimal solutions found by a commer-
cial solver extended with a dedicated cutting plane procedure, as well
as new best known solutions for most benchmark instances.

 WD-07
Wednesday, 14:30-16:00
RB-Eta  WD-09
Wednesday, 14:30-16:00
Applications of Vehicle Routing 2 RB-Zeta
Stream: Vehicle Routing and Logistics Optimization EURO/ROADEF Challenge Session 5
Invited session
Chair: Marco Castro, Faculteit Toegepaste Economische Stream: EURO/ROADEF Challenge
Wetenschappen, Universiteit Antwerpen, Prinsstraat 13, 2000, Invited session
Antwerpen, Belgium, [email protected] Chair: H. Murat Afsar, Industrial Systems, University of
Technology of Troyes, 12 rue Marie Curie, BP 2060, 10010,
1 - An Exact Approach for the Clustered Vehicle Routing Troyes, France, [email protected]
Problem Chair: Eric Bourreau, COCONUT, LIRMM, 161 Rue Ada, 34000,
Daniele Vigo, DEIS, University of Bologna, Via Venezia 52, Montpellier, France, [email protected]
47023, Cesena, Italy, [email protected], Maria Battarra, Chair: Emmanuel Guere, Google, 38 Avenue de l’Opera, 75002,
Gunes Erdogan Paris, France, [email protected]
Chair: Ender Özcan, Computer Science, University of
We consider the Clustered Vehicle Routing Problem (Clu-VRP), which Nottingham, Jubilee Campus, Wollaton Road, NG8 1BB,
is a generalization of the well-known Capacitated Vehicle Routing Nottingham, United Kingdom, [email protected]
Problem (CVRP) in which the customers are grouped into clusters. Chair: Kedad-Sidhoum Safia, LIP6 - UPMC, 4 Place Jussieu,
Whenever a vehicle visits one customer in a cluster it must visit all the 75005, Paris, France, [email protected]
remaining vertices of the cluster before leaving it. The Clu-VRP is NP- Chair: Christian Artigues, LAAS, CNRS, 7 avenue du Colonel
Hard and has many applications in distribution logistics. We present
an integer programming formulation which is used as a base for exact
Roche, 31077, Toulouse Cedex 4, France, [email protected]
Branch and Cut and Branch and Cut and Price algorithms which are Chair: Marc Sevaux, Lab-STICC - CNRS UMR 3192, Université
tested on instances adapted from the literature. de Bretagne Sud - UEB, Centre de Recherche - BP 92116, 2 rue de
Saint Maude, 56321, Lorient, France, [email protected]
2 - A Comparison of Cross Entropy Algorithms for the
Vehicle Routing Problem 1 - A late acceptance metaheuristic for the machine re-
Edgar Possani, Department of Mathematics, Instituto assignment problem
Tecnologico Autonomo de Mexico, Rio Hondo No.1, Col. Wim Vancroonenburg, CODeS, KAHO Sint-Lieven, KAHO
Progreso Tizapan, C.P. 01080, Mexico City, D.F. - Mexico, Sint-Lieven, Gebroeders De Smetstraat 1, B-9000, GENT,
Mexico, [email protected], Marta Cabo Nodar Belgium, [email protected], Tony Wauters

238
 EURO 25 - Vilnius 2012 WD-12

A local search method with a Late Acceptance strategy for the machine 2 - Solution of facility layout problem through discrete
reassignment problem is proposed. Two neighborhoods have been de- particle swarm optimization algorithm and an appli-
veloped: probabilistic single reassignment and swap assignment. Both
have been equipped with an efficient delta evaluation procedure. Each
cation
iteration, one of the two is chosen at random, and only one neighbor- Abdullah Oktay Dundar, Akoren Vocational School, Selcuk
ing solution is evaluated. The results show great performance on the University, Akoren, KONYA, Turkey,
small dataset, and managed to obtain the first place in the qualifica- [email protected], Mehmet Akif Sahman, Muhammet
tion round. Further tuning will be performed on the medium and large Bezirci, Ali Alagoz
instances for the final phase of the challenge.
It is aimed in this study to demonstrate the difference in business costs
2 - Basic VNS for Machine reassignment that will emerge after situating the units of the manufacturing plant
Nenad Mladenovic, School of Mathematics, Brunel in the best way and thus reducing the movement within the plant. In
University, Kingston Lane, UB8 3PH, Uxbridge, Middlesex, this context, the facility layout problem of a manufacturing business
located in the city of Konya was re-designed through Discrete Particle
United Kingdom, [email protected], Bassem Swarm Optimization algorithm, and the cost differences between the
Jarboui, Dragan Urosevic current and the designed plant location were demonstrated.
We propose Basic VNS for Challenging machine reassignment. Two
neighborhood structures are used for Shaking: reassignment and swap. 3 - Scheduling a flowshop of batch processors contain-
Local search uses re-assignment moves. We divide the set of con- ing individual job families
straints into hard and soft. Hard constraints are always taken into ac- Marc-André Isenberg, BIBA - Bremer Institut für Produktion
count in any move, while soft are included into objective function with und Logistik GmbH at the University of Bremen, Germany,
increasing penalty function. In other words, our objective function is [email protected], Bernd Scholz-Reiter
dynamic and includes some constraints, if they are violated.
We introduce a scheduling problem consisting of a batch processor
3 - ROADEF/EURO Challenge 2012 : Final Results an- flow shop. Each stage has one batch processor working by the batch
nouncement availability model. The problem contains stage specific incompatible
Eric Bourreau, COCONUT, LIRMM, 161 Rue Ada, 34000, job families. This induces non-permutation schedules, inconsistent
Montpellier, France, [email protected], H. Murat Afsar, batches and stage across interdependencies of jobs. Additionally, it
includes unequal processing times, distinct due dates, time periods and
Christian Artigues, Emmanuel Guere, Kedad-Sidhoum Safia, batch size proportional setup times. Batch sizes underlie minimal and
Ender Özcan, Marc Sevaux maximal bounds. We present the corresponding ILP, a greedy heuris-
We present the results of the ROADEF/EURO 2102 challenge, an in- tic, a genetic algorithm and experimental results.
ternational optimization contest propose jointly by EURO, the French
OR society (ROADEF) and an industrial partner (GOOGLE). Many
prizes are offered. Google propose 5000 euros in the junior category,
5000 euros in the senior category and 10 000 euros for a specific Open
Source category. Intermediate qualification results (available since  WD-12
february 2012 on http://challenge.roadef.org/) have already shown that Wednesday, 14:30-16:00
the competition is very tight, but after this presentation, the suspense
will be over as the winners will be revealed. RB-Omicron

Port and Liner Management

Stream: Container Terminal Operations
 WD-10 Invited session
Wednesday, 14:30-16:00 Chair: Haakon Lindstad, Marintek AS, Otto Nielsensvei 10, 7450,
RB-Theta Trondheim, Norway, [email protected]
Integrated Planning of Operations 1 - Integrated and robust planning of bulk port opera-
tions
Stream: Supply Chain Management Nitish Umang, Transport and Mobility Laboratory
Invited session (Transp-OR), Ecole Polytechnique Federale De Lausanne,
Chair: Thomas Makuschewitz, BIBA - Bremer Institut für Avenue Tir Federale 92, 1024, Ecublens, Vaud, Switzerland,
Produktion und Logistik GmbH at the University of Bremen, [email protected], Michel Bierlaire
Hochschulring 20, 28359, Bremen, Germany, Bulk ports have received considerably less attention than container ter-
[email protected] minals in the field of large scale optimization. We present two exact
Chair: Marc-André Isenberg, BIBA - Bremer Institut für solution approaches based on mixed integer programming and gener-
Produktion und Logistik GmbH at the University of Bremen, alized set partitioning, and a heuristic approach to model the dynamic,
Germany, [email protected] hybrid berth allocation problem in bulk ports. We make the model ro-
bust to uncertainties and present a dynamic recovery algorithm to solve
1 - A graph theory based heuristic for capacity and cost the berth allocation problem in real time. We also formulate an MIP
to consider the integrated planning of berth and yard space allocation,
oriented integrated production and maritime trans- and implement it using column generation.
port scheduling
Jens Hartmann, BIBA - Bremer Institut für Produktion und 2 - Port dynamics - A challenge for network optimization
Logistik GmbH at the University of Bremen, Hochschulring in liner shipping
20, 28359, Bremen, Bremen, Germany, Nguyen Khoi Tran, Logistics System, Institute of Shipping
[email protected], Thomas Makuschewitz, Enzo Economics and Logistics, Universitaetsalle 11-13, 28359,
Frazzon, Bernd Scholz-Reiter Bremen, Germany, [email protected], Hans-Dietrich Haasis
Interdependencies between production scheduling and maritime trans- The presentation aims to review port development as well as optimiza-
port determine costs and lead times in global supply chains. An in- tion study in liner network.Ports have integrated into global supply
tegrated scheduling combines flexible production and land transport chain. Their scope has surpassed traditional sea side and included also
schemes with overseas transport running a given timetable. In our talk land side connection.Optimization review concentrates on route opti-
we present a heuristic scheduling method based on the construction mization,fleet operation,container planning with various problems and
of a cost-weighted graph for each shipment, containing only feasible methodologies. Naturally, network optimization should be considered
paths regarding time and capacity. In an iterative approach an over- both sea and land factors. Our simulation illustrates the impact of var-
all schedule is obtained by finding shortest paths for shipments. The ious logistics costs on total door-to-door cost,in particular inland and
results are obtained using a real world test case. inventory carrying costs.

239
WD-13 EURO 25 - Vilnius 2012

3 - Knowledge Management of Macro and Micro Seaport 3 - Coordination by contracts in decentralized product
Repositories using Data Mining Techniques development processes with uncertain development
Ana Halabi Echeverry, Computing, Macquarie University, 17a results
Gilda St, North Ryde, 2113, Sydney, NSW, Australia, Kerstin Schmidt, Institute of Automotive Management and
[email protected], Deborah Richards, Ayse Industrial Production, Technische Universität Braunschweig,
Bilgin, Jairo Montoya-Torres Katharinenstraße 3, 38106, Braunschweig, Germany,
We propose that repository data can be connected into a systemic [email protected], Thomas Volling, Thomas Spengler
framework for decision-making of port authorities (PAs). We propose Product development processes in the automotive industry are dis-
a systemic model we call the Port Decision System Approach (PDSA). tributed over various companies. If inappropriate contracts are used
Initially we test it, using cluster analysis to identify patterns with the within these collaborations, inefficiencies can occur due to existing
available data. Results help to understand the similarities and differ- uncertainties with regard to the development results and differing ob-
ences between subsystems of PDSA. Secondly, we use neural networks jectives of the independent companies. To this end, we develop an
as a method to validate the associations by using combinations of in- analytical optimization model for the representation of decentralized
puts and outputs. Thus, we provide a proof of concept of a strategic product development processes, taking into account uncertainties and
decision making tool for PAs in emerging regions substitution possibilities. Based on this model, the coordination ability
of different kinds of contracts is analyzed.
4 - Multi objective scheduling and environmental rout-
ing of maritime vessels
Haakon Lindstad, Marintek AS, Otto Nielsensvei 10, 7450,
Trondheim, Norway, [email protected]
Ship scheduling and routing which concerns the optimal assignment of
 WD-15
available cargoes to maximize profit is a complex problem. Increased Wednesday, 14:30-16:00
environmental concern due to climate change adds another dimension RB-2101
to the scheduling and makes it multi objective. This study has fo-
cused on developing a methodology for calculating fuel consumption
and emissions as function of sea conditions and vessel characteristics.
Theory and algorithms of bilevel
And to use it for scheduling in a multi objective environment where programming II
voyage requirement will vary between minimizing voyage emissions,
minimize voyage cost or maximizing profit. Stream: Variational Inequalities and Bi-Level Problems
Invited session
Chair: Alain B. Zemkoho, Mathematics and Computer Sciences,
Technical University Bergakademie Freiberg, Akademiestr. 6,
 WD-13 09599, Freiberg, Saxonia, Germany,
Wednesday, 14:30-16:00 [email protected]
RB-Tau
1 - Solution algorithm for linear bilevel programming
Emerging Issues in New Product problem
Stephan Dempe, Mathematics and Computer Sciences,
Development Technische Universitaet Freiberg, 09596, Freiberg, Germany,
[email protected], Shili Peng
Stream: OR Applications in the Automotive Industry
Invited session Let S(x) be the solution set mapping of a parametric linear optimiza-
tion problem having the parameter in the right-hand side of the linear
Chair: Thomas Volling, Institute of Automotive Management and constraints. Then, the linear bilevel programming problem consists in
Industrial Production, Technische Universität Braunschweig, minimizing a linear objective function subject to the variable x being
Katharinenstr. 3, 38106, Braunschweig, Germany, an element of a certain polyhedron and y being an element of S(x). An
[email protected] optimal solution can be found at a vertex of the underlying polyhedron
and a simplex-like algorithm is formulated which moves along the fea-
1 - A Proposal of Diagnosis Procedure for BTO Products sible vertices. This algorithm can be globalized using a tunneling idea.
Yuji Sato, Graduate School of Policy Science, Mie Chukyo 2 - Some results in semivectorial bilevel optimal control
University, 1846 Kubo, 515-8511, Matsusaka, Mie, Japan, problem
[email protected] Henri Bonnel, ERIM, University of New Caledonia, B.P. R4,
The objective of this paper is to propose a diagnosis procedure of user’s F98851, Noumea, New Caledonia, [email protected],
preference for a BTO product, and to subsequently optimize the spec- Jacqueline Morgan
ification of the product for a manufacturing company. By combin-
ing cost-benefit analysis which evaluates potential products, and AHP I will present optimality conditions for the bilevel optimal control
which quantifies subjective judgment in evaluations, user’s preference problems where the upper level is a scalar optimal control problem
is diagnosed. The benefit of this approach is to be able to provide to be solved by the leader, and the lower level is a multiobjective con-
both the decision support and corporate strategy necessary to ensure vex optimal control problem to be solved by several followers acting
success in the future. A case study is carried out to demonstrate the in a cooperative way inside the greatest coalition. I will consider the
applicability of the proposed approach. so-called optimistic case as well as the pessimistic one.

2 - Algorithms for Extending Battery’s lifespan in Elec- 3 - On an enumerative algorithm for solving eigenvalue
tric Vehicles complementarity problems
Ron Adany, Computer Science, Bar-Ilan University, 52900, Joaquim Judice, Instituto de Telecomunicações, Polo II, 3000,
Ramat-Gan, Israel, [email protected], Doron Aurbach, Sarit Coimbra, Coimbra, Portugal, [email protected], Luís
Kraus Fernandes, Hanif Sherali, Maria Forjaz
In this paper we propose algorithms to improve the battery’s lifespan. In this talk, we discuss the solution of linear and quadratic eigenvalue
The battery, which is actually a pack of batteries, is designed to be dis- complementarity problems (EiCPs) using an enumerative method. The
charged in a specific current whereby other currents, higher or lower, algorithm solves these EiCPs by finding global minima of special non-
have negative effects on its lifespan. The common discharge method linear programs (NLPs). Procedures for computing the interval that
supplies the current demand using all the batteries in the pack. Since contains all the eigenvalues are introduced. Necessary and sufficient
the discharge current demands are not constant, there is room for im- conditions for stationary points of these NLPs to be solutions of the
provement. We propose a switching algorithm which, for each dis- EiCPs are established. Some computational experience is reported to
charge demand, selects a subset of batteries to be discharged as well as highlight the efficiency and efficacy of the enumerative algorithm for
the discharge current for each. solving the EiCPs.

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 EURO 25 - Vilnius 2012 WD-17

 WD-16  WD-17
Wednesday, 14:30-16:00 Wednesday, 14:30-16:00
RB-2103 RB-2105

Recent Advances in Linear Programming DC programming and DCA 2

and Related Subjects
Stream: Nonconvex Programming: Local and Global
Stream: Linear and Conic Programming Approaches
Invited session Invited session
Chair: Tibor Illés, Differential Equations, Budapest University of Chair: Tao Pham Dinh, INSA Rouen, 76131, Rouen, France,
Technology and Economics, Egry J. u. 1., 1111, Budapest, [email protected]
Hungary, [email protected]
1 - DC Programming via BMI constraints
Yi-Shuai Niu, CORIA UMR 6614, French National Centre for
1 - Advantages and disadvantages of successive linear Scientific Research, Site Universitaire du Madrillet BP 12,
programming methods for solving non-linear prob- 76801, SAINT ETIENNE DU ROUVRAY, France,
lems [email protected], Tao Pham Dinh
Zsolt Csizmadia, Xpress, FICO, FICO House, Starley Way, We propose efficient method for DC programming via BMI (Bilinear
Birmingham, United Kingdom, [email protected] Matrix Inequality) constraints which has important applications in ro-
bust control. This is a very difficult NP-hard problem, the difficulty
For solving general non-linear problems using out of the box solu- lies in the nonconvexity of the objective function and BMI constraints.
tion methods, choosing second order algorithms is often the rule of We reformulate the problem as a DC program with convex constraints
thumb entrusting in their general robustness and their ability to solve via penalization techniques and propose DC Algorithm (DCA) for nu-
many problems without extensive tuning. However, there are sev- merical solution. DCA requires solving a convex program via LMI
eral problem classes and applications where a first order method is constraints in each iteration. Numerical simulations and comparisons
better suited for efficiently solving the right formulation. The talk with PENBMI show good performance of our method.
will present examples and applications where an integrated successive
linear programming method outperforms second order approaches by 2 - Combining multiobjective constraint satisfaction and
magnitudes. sequential control for solving the sensors manage-
ment of the intelligence process
2 - The numerical behavior of s-monotone index selec- Ali Khenchaf, Lab-Sticc UMR CNRS 6285, ENSTA
tion rules for the simplex algorithm Bretagne, 2 Rue François Verny, 29806, Brest, France,
Adrienn Nagy, FICO, FICO House, Starley Way, [email protected], Manh Nguyen Duc,
Birmingham, United Kingdom, [email protected], Tibor Dambreville Frédéric, Christophe Osswald, Abdelamalek
Illés Toumi, Jean-Christophe Cexus
This paper deals with problems of information collection in the intelli-
Several variations of index selection rules for Simplex algorithms like gence process. The intelligence process takes place within hierarchical
the Last-In-First-Out or the Most-Often-Selected-Variable rules not military organizations. That leads to bi-level sensor management opti-
only are theoretically finite, but also provide significant flexibility in mization problems, consisting of both a coordination level and sensors
choosing a pivot element. Based on an implementation of the primal control level. We will consider problems derived from actual oper-
Simplex and the Monotone Build-Up (MBU) Simplex method using ational scenarios, combining a multiobjective constraint satisfaction
the callable library of FICO Xpress, the practical advantage of these problem at the coordination level with sequential optimal controls at
methods are evaluated using public benchmark LP test sets. Our results the sensors level. The modeling of the problem and solution methods
also provide numerical evidence that the MBU-Simplex algorithm is a will be presented and compared.
viable alternative to the Simplex algorithm.
3 - A new efficient deterministic approach for mixed 0-
3 - Cutting Plane Methods for Solving Inexact Problems 1 multiobjective programming. Application to shift
Fariba Pidani, Department of Mathematics, Mahshahr Branch, scheduling problems.
islamic Azad University, Mahshahr, Iran, Iran, Islamic Viet Nga Pham, Mathematics, National Institute for Applied
Republic Of, [email protected] Sciences, Rouen, France, Avenue de l’Université BP8, 76801,
Saint-Étienne-du-Rouvray, Haute Normandie, France,
In this paper we study some well-known cases of nonlinear program- [email protected], Hoai An Le Thi, Tao Pham Dinh
ming problems, presenting them as instances of Inexact Linear Pro- In this paper, we propose a new deterministic approach for mixed zero-
gramming. The class of problems considered contains, semidefinite one linear multiobjective programming. It consists in solving only one
programming, second order cone programming and special cases of in- mixed zero-one linear program by either CPLEX solver or DC algo-
exact semidefinite programming. Strong duality results for the nonlin- rithm (DCA). Computational results applying to shift scheduling prob-
ear problems studied are obtained via Lagrangian duality. Using these lems demonstrate the efficiency of our method with respect to existing
results we propose some dual algorithms. The proposed algorithms can algorithms, especially in the large-scale setting.
be interpreted as cutting plane (also non polyhedral) or discretization
algorithms. Keywords: mixed zero-one multiobjective linear optimization, integer
programming, DC algorithm (DCA), shift scheduling problems.
4 - The s-Monotone Index Selection Rules for Pivot Al-
gorithms of Linear Programming
Tibor Illés, Differential Equations, Budapest University of
Technology and Economics, Egry J. u. 1., 1111, Budapest,  WD-18
Hungary, [email protected], Zsolt Csizmadia, Adrienn Nagy Wednesday, 14:30-16:00
RB-2107
We introduce the concept of s-monotone index selection rule for lin-
ear programming problems. We show that several known anti-cycling
pivot rules like the minimal index, last-in-first-out and the most-often-
Location Analysis and Disruptions
selected-variable pivot rules are s-monotone index selection rules. Fur-
thermore, we show a possible way to define new s-monotone pivot Stream: Network and Discrete Location
rules. We prove that several known algorithms like the primal (dual) Invited session
simplex, MBU-simplex algorithms and criss-cross algorithm with s- Chair: Mozart Menezes, MIT-Zaragoza International Logistics
monotone pivot rules are finite methods. Program, Zaragoza Logistics Center, 50197, Zaragoza, Zaragoza,
Spain, [email protected]

241
WD-18 EURO 25 - Vilnius 2012

Chair: Serigne Gueye, Computer Science, University of Avignon, 2 - Optimal Warranty Policy for a Pareto Distributed
88212, Avignon, France, [email protected] Products based on Progressive Censored Sample
Neriman Karadayı, Statistics Department, Selcuk University
1 - An exact cooperative method for the simple plant lo- Faculty of Science, Selcuk University, 42225, Konya, Turkey,
cation problem [email protected], Yunus Akdoğan, Coskun Kus,
Philippe Michelon, LIA, Université d’Avignon et des Pays de Shuo-Jye Wu
Vaucluse, 339 Ch. des Meinajaries, Agroparc BP 91228,
84911, Avignon Cedex 9, France, It is important to attract consumers in highly competitive markets. One
of the effective ways of doing this is through warranties granted to the
[email protected] products. Consumers would like to buy high-priced products so long as
In this paper, we present a cooperative primal-dual method to solve the they are supplied a reliability for the products in question. A decision
SPLP exactly. It consists of a primal process, and effective tabu search, problem related with the warranty involving a combination of free re-
and a dual process, which performs a LaGrange branch-and-bound placement and pro-rata policies is examined. Bayesian approach based
search. Both processes cooperate by exchanging information which on progressive censored product failure time data having Pareto distri-
helps them find the optimal solution. Further contributions include bution is used to determine the optimal warranty lengths. An numerical
new techniques for improving the evaluation of the branch-and-bound example is also given.
nodes: decision-variable bound tightening rules applied at each node,
and a sub gradient caching strategy to improve the bundle method ap- 3 - Optimal Progressive Group Censoring Scheme un-
plied at each node. der Cost Considerations for Pareto Distribution
2 - Critical Facility Capacitated r-Interdiction Location Coskun Kus, Statistics, Selcuk University, 42225, Faculty of
Problem: an example of grocery stores with limited Science, Campus, Konya, Turkey, [email protected],
demand Yunus Akdoğan, Shuo-Jye Wu
Yuran Choi, Systems and Information Engineering, University In this article, optimal design under the restriction of pre-determined
of Tsukuba, 1-1-1 Tennodai, Tsukuba, Ibaraki, 305-8537, budget of experiment is developed for the Pareto distribution when the
Tsukuba, Japan, [email protected], Tsutomu life test is progressively group censored. We use the maximum likeli-
hood method to obtain the point estimator of the Pareto parameter. We
Suzuki propose two approaches to decide the number of test units, the number
Our focus is on maximal covering problem which considers two inter- of inspections, and the length of inspection interval under limited bud-
acting players: interdiction and prevention. This study aims to mini- get such that the asymptotic variance of estimator of Pareto parameter
mize the maximum increase of cost caused by disruption so the system is minimum. A numerical example is given to illustrate the proposed
can retain the highest coverage on the next interdiction step. We spec- method. Some sensitivity analysis is also studied.
ify the facilities as grocery stores with limited demand. The interdic-
tion is capacitated according to the size of stores and total interdiction 4 - Generalized Linear Mixed Models (GLMMs) with a Fi-
is bounded. With this problem, it is possible to discuss the necessity nancial Application
of participation of governments for preventing critical stores from dis-
ruption on a supposition of stagnation.
Neslihan İyit, Statistics Department, Selcuk University,
Faculty of Science Faculty, Konya, Turkey,
3 - A Bilinear Programming Formulation for the p- [email protected]
Median Problem with Unreliable Facilities and Dis- A generalized linear model (GLM) is used to determine the relation-
ruption Probability Classes ship between a response variable and fixed effects. A generalized linear
Serigne Gueye, Computer Science, University of Avignon, mixed model (GLMM) is a statistical model that extends the class of
88212, Avignon, France, [email protected], Mozart GLMs by incorporating random effects.
Menezes GLMMs are important in the analysis of finance data. When dealing
The p-Median problem with unreliable facilities is the problem of lo- with the finance data, the distribution of the response variable can be
cating unreliable facilities on a network that minimize the expected chosen from the exponential family. In this study, GLMM with a fixed
cost of serving the customers. The facility availability depends on a and random effect will be implemented on a financial data set.
disruption probability which is independent of its location. We assume
that a finite number of different probabilities exist. The approach cor-
responds to aggregating different designs into risk classes. A Bilinear
Programming Formulation is proposed to solve exactly the problem.
Some numerical results are given using randomly generated instances.  WD-20
Wednesday, 14:30-16:00
RB-2113

 WD-19 Financial Optimization 3

Wednesday, 14:30-16:00
RB-2111 Stream: Financial Optimization
Invited session
Survival Analysis and Simulation Chair: Ayse Arik, actuarial science, hacettepe university, Beytepe
Campus, Cankaya, Ankara, Turkey, [email protected]
Stream: Simulation Methods in Finance
Invited session 1 - Performance measurement of online algorithms us-
Chair: Coskun Kus, Statistics, Selcuk University, 42225, Faculty ing geometric Brownian motion and quantile regres-
of Science, Campus, Konya, Turkey, [email protected] sion
Chair: Aysegul Iscanoglu Cekic, Statistics, Selcuk University, Esther Mohr, Information and Technology Management,
KONYA, Turkey, [email protected] Saarland University, P.O. Box 151150, 66041, Saarbrücken,
Germany, [email protected], Robert Dochow, Günter
1 - A new lifetime distribution with increasing failure rate Schmidt
İsmail Kınacı, Statistics, Selçuk University, Selçuk University, We investigate the problem of estimating the independent risk and re-
Science Faculty„ Konya, Turkey, [email protected], turn represented by standard deviation and expected return of a known
Demet Sezer online conversion algorithm. The question is whether these param-
In this study, a new two-parameter lifetime distribution with increas- eters should be estimated by a theoretical price model or by an em-
ing failure rate is introduced. Various properties of this distribution are pirical procedure through experiments. To avoid data-snooping bias
discussed. The Fisher information matrix is derived analitically in or- we present a hybrid of the theoretical and the empirical approach with
der to obtaining the asymptotic covariance matrix. Simulation studies 3 steps. The problem is formulated as a linear function of parame-
are performed and experimental results are illustrated based on a real ters, and solved by linear programming. Our results generalize former
data set. works.

242
 EURO 25 - Vilnius 2012 WD-22

2 - Optimal Dynamic Tax Evasion: A Portfolio Approach 2 - Risk Sensitive Approach to Inventory Management
Francesco Menoncin, Economics, Brescia University, Via S. Muge Tekin, Industrial Engineering, Koc University,
Faustino, 74/B, 25122, Brescia, Italy, [email protected], Rumelifeneri Yolu, Koc Universitesi, 34450, Istanbul, – Select
Rosella Levaggi –, Turkey, [email protected], Suleyman Ozekici
An agent invests on both a risk-less and a risky asset (following a Newsboy models are one of the core models in inventory management
GBM) and chooses how much of the latter to declare. A fine (Pois- literature. The classical newsboy model aims to maximize the expected
son jump process) must be paid on evasion if caught. Main results are: profit and the risk caused by demand uncertainty is disregarded. How-
(i) inter-temporal consumption is higher with evasion, (ii) evasion is ever, the inventory managers may prefer less gain but more stable out-
affected neither by the return nor by the volatility of the risky asset, comes. We follow a mean-variance approach to the newsboy problem
(iii) evasion increases the investment in the risk-less asset, (iv) against and take care of risk. We also aim to incorporate supply randomness
evasion high fine is more effective than frequent controls, (v) for a suf- into our model, as well. In the second part, supposing the randomness
ficiently high level of taxation on the risk-less asset evasion is zero. is correlated with financial markets the newsboy invests in a portfolio
of financial instruments and hedges the risk.
3 - Optimal Cash Management Using Impulse Control
Peter Lakner, IOMS, New York University, 44 West 4th St., 3 - Valuation — Liquidity (Risk) and Cost of Equity
Suite 8-61, 10012, New York, NY, United States, Michael Ludwig, FIM Research Center Finance &
[email protected], Joshua Reed Information Management, University of Augsburg, Germany,
We solve the optimization problem of a manager who controls the [email protected], Stefan Stöckl, Dennis
amount of cash on hand by occasionally moving funds back and forth Diepold
between his/her reserves and the cash on hand. The cash on hand pro-
cess without any managerial intervention is assumed to follow a Levy While several empirical studies could find a significant impact of liq-
process. The manager is charged fixed plus proportional costs for any uidity (risk) on asset returns, its effect on valuation has not been in-
specific adding to or withdrawing from the reserves and there are op- vestigated yet. Therefore, we examine whether the market value of a
portunity costs for keeping too little or too much cash on hand. The company can be estimated more exactly when cost of equity are used
manager’s objective is to minimize the expected total discounted costs that do explicitly account for liquidity (risk) and all other variables
over an infinite horizon. (e.g. cash flows) being equal. We find that estimated company val-
ues are significantly closer to the actually observed market capitaliza-
4 - The Lee Carter Method and Poisson Log-Bilinear tion, when the cost of equity are calculated with the liquidity-adjusted
Model: An Application To Turkish Census Data CAPM instead of the CAPM.
Ayse Arik, actuarial science, hacettepe university, Beytepe
Campus, Cankaya, Ankara, Turkey, 4 - Multiperiod valuation and the CAPM
[email protected], Basak Bulut, Erengul Ozkok, Fabian Lutzenberger, FIM Research Center Finance &
Meral Sucu Information Management, University of Augsburg,
Universitätsstr. 12, 86159, Augsburg, Germany,
We present Lee-Carter (LC) and Poisson log-bilinear model, suggested [email protected], Stefan Stöckl, Vasko
by Brouhns et al. (2002),for modelling Turkish mortality rates. Af- Isakovic
ter estimating the LC parameters then we re-estimated the parameters
under the Poisson log-bilinear model using bootstrap method. Projec- This paper compares different applications of the Sharpe-Lintner-
tions are also made by using the estimated parameters obtained from Mossin Capital Asset Pricing Model (CAPM) to the valuation of as-
these two methods and are compared with the actual mortality rates. sets with stochastic cashflows in more than one periods ahead using
References: Brouhns et al. (2002), A Poisson log-bilinear regression STOXX Europe 600 data. We show that the cross-section of mar-
approach to the construction of projected life tables. Insr Math Econ ket capitalizations can be explained best by taking into account time-
31:373-393. varying CAPM-based discount rates with time-varying beta coeffi-
cients, market risk premiums and risk free rates. Since discount rates
are usually assumed to be constant over time, we make an important
contribution to making better multiperiod investment decisions.

 WD-21
Wednesday, 14:30-16:00
RB-2115
 WD-22
Capital Asset Pricing Models Wednesday, 14:30-16:00
RB-2117
Stream: Numerical Methods in Finance
Invited session Fuzzy Systems in Geopolitics and
Chair: Fabian Lutzenberger, FIM Research Center Finance & Disaster Management
Information Management, University of Augsburg, Universitätsstr.
12, 86159, Augsburg, Germany, Stream: Fuzzy Optimization - Systems, Networks and
[email protected] Applications
Invited session
1 - Testing the Capital Asset Pricing Model (CAPM) on Chair: Erik Kropat, Department of Computer Science, Universität
the Central and South-East European Emerging Se- der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577,
curities Markets Neubiberg, Germany, [email protected]
Zdravka Aljinovic, Faculty of Economics, University of Split, Chair: Alexis Pasichny, Students’ Science Association, National
Matice hrvatske 31, 21000, Split, Croatia, Technical University of Ukraine, 37, Peremohy av., 03056, Kiev,
[email protected], Josipa Dzaja Ukraine, [email protected]
The paper examines if the Capital Asset Pricing Model (CAPM) is ad-
equate for capital asset valuation on the Central and South-East Euro- 1 - Preparation of Complex Landslide Simulation Re-
pean emerging securities markets using monthly stock returns for nine sults with Spatial Data Mining Methods for Decision
countries for the period of January 2006 to December 2010. Precisely, Support
it is tested if beta, as the systematic risk measure, is valid on observed
Erik Kropat, Department of Computer Science, Universität
markets by analysing are high expected returns associated with high
levels of risk, i.e. beta. Also, the efficiency of market indices of ob- der Bundeswehr München, Werner-Heisenberg-Weg 39,
served countries is examined. 85577, Neubiberg, Germany, [email protected], Eva
Nuhn, Wolfgang Reinhardt, Stefan Pickl

243
WD-23 EURO 25 - Vilnius 2012

Recent catastrophic landslide events caused large human and material Based on conjugate duality we construct gap functions for general vari-
damages. In order to improve protection against such kinds of natural ational inequalities formulated by a perturbation function. In convex
hazards a new approach for early warning systems for landslide events setting and if a regularity condition is fulfilled, these become gap func-
is pursued where the results of complex finite element simulations of tions. By particularizing the perturbation function we rediscover sev-
landslides are coupled with geoinformation systems. This allows a eral gap functions from literature. We characterize the solutions of the
detailed investigation of unstable slopes with sophisticated crisp and general variational inequalities by the properties of the convex subdif-
fuzzy spatial data mining methods as well as a user friendly prepara- ferential. If no regularity condition is fulfilled, we give necessary and
tion of the complex simulation results for decision support. sufficient sequential characterizations for the solutions.

2 - Fuzzy civilization-state model for system analysis of 3 - Database for Convex Optimization
world geopolitics Shriguru Nayak, IT, IIIT-B, IIIT-B, 26/C, Electronic City,
Alexis Pasichny, Students’ Science Association, National 560100, Bangalore, Karnataka, India,
Technical University of Ukraine, 37, Peremohy av., 03056, [email protected], Neha Bhatia, G. N. Srinivasa
Kiev, Ukraine, [email protected] Prasanna
Proposed study is based on development of fuzzy representation for
the global cultures’ distribution across world countries’. Several origi- Convex optimization methods rely on efficient representation of high
nal methods for construction of fuzzy world civilization structure using dimensional convex constraints, both linear and non-linear. Vertex
different types of expert data are proposed. Given model allows to de- only and facet only representations of the feasible region are subop-
fine formal procedures for identification of world civilizations’ core timal in terms of storage. Extending work on 3D polytope represen-
states and fault lines for testing of S. Huntington’s ’clash of civiliza- tations, we propose a hybrid of vertex and facet representation to ef-
tions’ concept. ficiently represent convex polytopes and general convex bodies. Effi-
cient query algorithms are presented, including membership of a point
3 - A concurrent neuro-fuzzy inference system for auto- in the convex body, its volume, and generation of information equiva-
lent convex bodies.
motive service industry
Fehmi Evren Dinç, Industrial Engineering, Kocaeli
4 - An iterative algorithm for the reflexive opti-
University, 41000, Kocaeli, Turkey, [email protected],
Yildiz Yulugkural, Zerrin Aladag mal approximation solutions of matrix equations
AXB+CYD=E
Automotive post purchase service network and its quality can be effec- Heming Sun, College of Science, Hohai University, 1 Xi Kang
tive on consumers’ purchasing consideration as much as product and Road, 210098, Nan Jing, China, [email protected]
service themselves. In this article, an intelligent model is developed
to determine the motor, transmission and power unit problems of spe- In this paper, we consider the following 3-steps optimization problem.
cific vehicle model. A Concurrent Neuro-Fuzzy Inference System has First step, define matrices X and Y as reflexive (anti-reflexive) ma-
been generated with Self-Organized Map (SOM) and Adaptive Neural trices. Second step, minimize the Frobenius norm of AXB+CYD-E.
Fuzzy Inference System (ANFIS) for the detection and estimation of Third step, find the nearest matrices to two given matrices among the
the vehicles’ malfunctions. SOM which takes part in model structure, solutions of second step. General optimization problem is two-steps
has been positioned as ANFIS’s antecedent input feeder. optimization problem. We present an iterative algorithm to solve the
above 3-steps optimization problem by making use of the hybrid steep-
est descent method (HSDM).

 WD-23
Wednesday, 14:30-16:00
RB-Delta  WD-24
Wednesday, 14:30-16:00
Recent Advances in Convex Optimization CC-A11
Stream: Convex Optimization OR and the Arts
Invited session
Chair: Aharon Ben-Tal, Industrial Engineering and Mangement, Stream: OR and the Arts
Technion-Israel Institute of Technology, Technion City, 32000, Invited session
Haifa, Israel, [email protected] Chair: Vitaly Podobedov, Computational Mathematics and
Chair: Attila Gilanyi, Faculty of Informatics, University of Cybernetics, Moscow State University, Vorobievy Gory, MSU,
Debrecen, Pf. 12, 4010, Debrecen, Hungary, [email protected] 119992, Moscow, Russian Federation, [email protected]

1 - Iterative solution methods for a canonical dc pro-

1 - OR and Abstract Painting
gramming problem Vitaly Podobedov, Computational Mathematics and
Syuuji Yamada, Graduate School of Science and Technology, Cybernetics, Moscow State University, Vorobievy Gory,
Niigata University, 8050 IKarashi-2nocho, 9502181, Niigata, MSU, 119992, Moscow, Russian Federation, [email protected]
Japan, [email protected], Tamaki Tanaka,
Tetsuzo Tanino Local optimization algorithms and deterministic chaos are the main
creative subjects of a new style of mathematical art — the abstract
In this talk, we consider a canonical dc programming problem (CDC)
determinism painting. Compared to fractal art, abstract determinism
to minimize a linear function over the difference between a compact
expands the creative possibilities of chaos by obscuring a mathemati-
convex set and an open bounded convex set. For (CDC), many global
cal nature of its paintings; even a discerning spectator can hardly say
optimization algorithms have been proposed. However, since the vol-
who made it — a computer or an artist-person? Software for generat-
ume of data necessary for executing such algorithms increases in pro-
ing the test functions and the domains of attraction of local optima are
portion to the number of iterations, such algorithms are not effective
presented. Numerous illustrations, allowing the aesthetic and semantic
for large scale problems. Hence, to calculate an approximate solution
interpretations are provided.
of a large scale (CDC), we propose new iterative solution methods by
utilizing polar coordinates.
2 - Optimization of inner operation of a museum to en-
2 - Revisiting the construction of gap functions for vari- hance the educational impact on visitors
ational inequalities via conjugate duality Katarina Simoncicova, Institute of History and Theory of
Liana Cioban, Babes-Bolyai University, Cluj Napoca, Architecture and Monument Restoration, Slovak university of
Romania, Mihail Kogalniceanu, nr. 1, 400084, Cluj Napoca, technology, Faculty of architecture, Slovakia,
Romania, [email protected], Ernö Robert Csetnek [email protected], Eva Kralova

244
 EURO 25 - Vilnius 2012 WD-26

This paper develops the process of creation of interior operation, which Logistics agglomerations play an important role within today’s logis-
is important part of securing the fluency of education. It will be showed tics networks. At the same time, they represent critical infrastructures.
on example of conversion of a former heat plant to a poly-functional This means that a serious disturbance may lead to severe consequences.
museum of technology that will mediate the history of industry. The Consequently, there is a need for short-term decision support to iden-
ethic approach is in the sensitization of the relations between visitors tify possibilities of compensation for e.g. capacity failure in case of
and architectural heritage and education of ecology and sustainability. disruption. Methodically, we focus on decision matrices. These are
The aim of this project is to evaluate efficient interior operation and integrated in a multi-agent-based distributed simulation environment.
necessity of changing perceptions throughout the visitor’s path. The empirical background is based on two freight villages representing
a type of logistics agglomerations.
3 - Composing counterpoint musical scores with vari-
able neighborhood search
Dorien Herremans, Operations Research Group ANT/OR,
University of Antwerp, Dolfijnstraat 82, 2018, Antwerpen,
Belgium, [email protected], Kenneth Sörensen
 WD-26
Wednesday, 14:30-16:00
In this research a variable neighborhood search (VNS) algorithm is de- CC-A24
veloped that can generate musical fragments of arbitrary length. The
objective function of the algorithm is based on a quantification of ex- Multi-Criteria Decision Making and
isting fifth species counterpoint rules. A thorough parametric analysis
of the VNS reveals the significance of the algorithm’s parameters on Applications 2
the quality of the composed fragment, as well as their optimal settings.
The VNS algorithm has been implemented as a user-friendly software Stream: Multi-Criteria Decision Making and Environ-
environment for composition, called Optimuse. mental Management
Invited session
4 - Ball motion inside symmetric surfaces, described by
Chair: King-Wah Pang, Department of Logistics and Maritime
using special diagrams
Studies, The Hong Kong Polytechnic University, Hung Hom,
Lina Otradnova, Department of Mechanics and Mathematics,
Kowloon, Hong Kong, Hong Kong, [email protected]
Lomonosov MSU, GSP-1, Leninskie Gory, 119991, Moscow,
Chair: Mikhail Kuznetsov, Moscow Institute of Physics and
Russian Federation, [email protected]
Technology, Russian Federation, [email protected]
Problems of ball motion between two parallel planes, inside a sphere
or a circular cylinder, and also disk motion between two parallel lines 1 - Multi-criteria Internet Shopping Optimization Prob-
and inside the angle, by inertia in the absence of gravity are considered. lem
During the impact, an instant constraint is imposed, and a condition of Jedrzej Musial, Computer Science and Communications
rolling without slipping is satisfied. Two cases of impacts are given: Research Unit, University of Luxembourg, Luxembourg,
absolutely elastic and not absolutely elastic. Diagrams illustrating this
effect are presented. Such model with impacts can be found in every- [email protected], Jacek Blazewicz, Pascal Bouvry
day life, namely in sport: pole vault, or table tennis. Internet Shopping Optimization Problem answers the question of how
to manage a multiple-item shopping list over several shopping loca-
tions. ISOP problem is also very interesting from the practical point
of view since it concerns shopping optimization for all the users of the
Internet.
 WD-25 Multi-criteria ISOP introduces a model within a wider class of prob-
Wednesday, 14:30-16:00 lems including additional variables and characteristics (e.g. expiration
dates, product priorities). Computational experiments with greedy al-
CC-A23 gorithms were conducted to check their applicability.
Simulation Based Decision Support 2 - A hybrid decision making model for labor flexibility
Erdem Aksakal, Industrial Engineering, Gazi University, Gazi
Stream: Simulation Based Decision Support University Faculty of Engineering, Maltepe, 06570, Ankara,
Invited session Turkey, [email protected], Metin Dagdeviren, Ihsan
Chair: Guido Siestrup, Business Information Systems, Hochschule Yüksel
Furtwangen University, Robert-Gerwig-Platz 1, 78120,
Globalization forces firms to consider the flexibility in human re-
Furtwangen, Germany, [email protected] sources. Labor flexibility plays an important role in organizations in
all parts. As a result of including the labor requirements in market re-
1 - Simulation approach for measuring benefits of cut- quirements, labor flexibility and its factors become a considered cost
value to the firms. Without labor flexibility, firms cannot take efficient
ting stock optimization with usable leftovers and competent decisions. Under labor flexibility, 4 criteria will be ex-
Mihael Cesar, Business Informatics, Faculty of Economics, amined and tried to find out that which one is the most affecting on
Kardeljeva pl. 17, 1000, Ljubljana, [email protected], Luka labor flexibility.
Tomat, Miro Gradisar
3 - A knowledge based decision support system for
We present a method for one-dimensional cutting stock optimization warehousing management to improve operating ef-
with usable leftovers (UL). All leftovers longer than t are returned back ficiency
to stock and reused in future orders. The question is how to set t. Lower
t produces more UL in stock and therefore higher trim-loss in future
King-Wah Pang, Department of Logistics and Maritime
orders. If it is too high, too many leftovers become trim-loss. With Studies, The Hong Kong Polytechnic University, Hung Hom,
hundreds of simulations we found the optimal number of leftovers in Kowloon, Hong Kong, Hong Kong, [email protected]
stock for various stock-to-order size ratios. The proposed method min-
imizes trim-loss and at the same time maintains optimal number of UL Data mining approaches have been applied in information extraction
in stock. for applications such as customers relationship management. In retail-
ing industry, this technique is used to extract consumers buying behav-
ior when customers frequently order similar products together, thus it
2 - A risk management approach for logistics agglomer- is beneficial to store these correlated products nearby to reduce the or-
ations der picking operating time and cost. We present a knowledge based
Guido Siestrup, Business Information Systems, Hochschule decision support system for the storage location assignment that min-
Furtwangen University, Robert-Gerwig-Platz 1, 78120, imizes the total travel distances for both put-away and order picking
Furtwangen, Germany, [email protected], Claudia operations.
Breuer, Hendrik Wildebrand, Hans-Dietrich Haasis

245
WD-27 EURO 25 - Vilnius 2012

 WD-27 Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,

Wednesday, 14:30-16:00 Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
[email protected]
CC-A25

Applications in Decision Making & 1 - Ensemble methods for classification of volcano -

Decision Analysis seismic signals
Cindy Mora-Stock, Institut für Geowissenschaften,
Stream: Decision Support Systems Christian-Albrechts-Universität, Otto-Hahn-Platz 1, 24118,
Invited session Kiel, Schleswig-Holstein, Germany,
Chair: Pascale Zaraté, Institut de Recherche en Informatique de [email protected], Cristian Bravo
Toulouse, Toulouse University, 118 route de NarBonne, 31062,
Toulouse, France, [email protected] Volcanoes present different types of seismic activity depending on
Chair: Fatima Dargam, SimTech Simulation Technology, Ries the source origin, such as tremors, long-period, and volcano-tectonic
Strasse 120, 8010, Graz, Austria, [email protected] events. In Chile, Villarrica and Llaima are two of the most active volca-
noes, constantly presenting seismicity that can be classified into these
1 - A decision making framework for a Colombian busi- different types. To obtain a faster and reliable classification of future
activity, pattern recognition ensemble methods were constructed using
ness group neural networks and support vector machines. The usefulness of the
Julián Benavides, Finance, Universidad Icesi, Cra 89 10-80, procedure applied to a real-life data set with 18 months of data from
760032, Cali, Valle, Colombia, [email protected], Felipe these volcanoes is presented.
Henao
We develop a 7-steps framework to facilitate decision-making. It 2 - An integrated model for disaster mitigation and re-
emerges from an ongoing project where different sources of data were
gathered in order to identify the group’s needs in decision-making. It sponse decisions
combines approaches of strategic management, Soft OR and decision Alper Döyen, Industrial Engineering, Bogazici University,
analysis. Activities such as problem formulation, definition of goals Department of Industrial Engineering, Bogazici University,
and SWOT add to define relevant criteria. Alternatives are ranked us- Istanbul, Turkey, [email protected], Necati Aras, Gülay
ing scenario planning. 3 major corporate decisions have been success- Barbarosoglu
fully undertaken: Portfolio prioritization, partner selection for a new
venture, and disposal of a failed initiative.
We propose a two-stage stochastic integer programming model for pre-
2 - Development of a territorial vulnerability indicator disaster planning of mitigation and response decisions in an integrated
framework for cross-border risk analysis manner. The mitigation decisions involve both building and transporta-
Tina Comes, Institute for Industrial Production (IIP), tion infrastructure retrofitting. The objective is to minimize the total
Karlsruhe Institute of Technology (KIT), Hertzstr. 16, 76187, cost of retrofitting, transportation and shortage of relief item demand.
Karlsruhe, Germany, [email protected], Marjorie The deterministic equivalent of the model is formulated as an MILP
and solved by Lagrangean heuristics. Test results show that the pro-
Vannieuwenhuyse, Frank Schultmann posed heuristics show good performance for a wide range of problem
To reduce vulnerability against natural disasters, decision makers must instances.
implement adequate risk management strategies. Since risks ignore
national borders, the need for a transnational risk management arises:
cooperation in cross-border areas must be reinforced, resources should 3 - A data mining approach for modeling high-frequency
be cumulated. By identifying key drivers and weaknesses, vulnera- spectral decay of ground motions for Northwestern
bility analysis is the first step to an efficient risk management. We Turkey
present an indicator framework for regional vulnerability analysis at Fatma Nurten Sisman, Civil Engineering, Middle East
cross-border scale and show how it is used as the basis for cross-border
risk management. Technical University, METU Üniversiteler Mah. Dumlupınar
Blv. No:1,06800 Çankaya, Ankara, Turkey,
3 - Requirements analysis and conceptual design of [email protected], Onur Pekcan, Aysegul Askan
data warehouse
Dragana Becejski-Vujaklija, Faculty of Organizational In this study, we use data mining methods on 114 strong ground mo-
Sciences, University of Belgrade, Jove Ilica 154, 11000, tion records with different magnitudes, source-to-site distances, and
Belgrade, Serbia, [email protected], Milena Panovic site classes. We use both traditional regression techniques and data
The subject of paper is requirement analysis and conceptual design of mining approaches to describe the relationships between kappa values
data warehouses and proposal of general method for requirement anal- and the aforementioned independent variables. We then compare the
ysis and conceptual design, which should be a methodological frame- outcomes of data mining techniques with those of traditional methods
work in implementing these phases within the overall data warehouse to better highlight the important characteristics of the ground motion
design. The general method for requirement analysis and conceptual dataset. We express a regional Kappa model for Northwestern Turkey.
design that combines current approaches is presents. Based on the re-
search, the general steps that should be applied to specific projects in
order to ensure a higher level of longevity as well as acceptance of the 4 - Waveform tomography with numerical optimization
users are identified and described. techniques
Aysegul Askan, Civil Engineering, Middle East Technical
University, Inonu Bulvari, 06531, Ankara, Turkey,
[email protected], Volkan Akcelik, Jacobo Bielak, Omar
 WD-28 Ghattas
Wednesday, 14:30-16:00
CC-A27 In this study, we present a recent waveform inversion method, based
on least-squares optimization for solving the nonlinear full waveform
inverse problem of determining the crustal velocity and intrinsic atten-
Seismic Modeling with OR uation properties of sedimentary valleys in seismically active regions.
The inverse problem of retrieving the crustal velocity is formulated as a
Stream: Recent Advances in Earthquake Studies constrained optimization problem. We present the method with inver-
Invited session sions for sedimentary models of the San Fernando Valley in California,
under SH-wave propagation. Finally, we discuss the sensitivity of the
Chair: Aysegul Askan, Civil Engineering, Middle East Technical method to various model parameters.
University, Inonu Bulvari, 06531, Ankara, Turkey,
[email protected]

246
 EURO 25 - Vilnius 2012 WD-32

 WD-29 1 - Identifying the upper age limit to extend screening

Wednesday, 14:30-16:00 for breast cancer in england and wales
Rachid Rafia, HEDS, University of Sheffield, ScHARR,
CC-A29
Regent court, 30 Regent street, S14DA, Sheffield, United
Optimization and Data Mining (II) Kingdom, [email protected], Alan Brennan, Jason
Madan, Lynda Wyld, Karen Collins
Stream: Optimization and Data Mining
A mathematical model that allows the impact of screening policies on
Invited session breast cancer diagnosis and subsequent management to be assessed
Chair: Minyoung Cho, Korea University, Korea, Republic Of, was constructed to evaluate the optimal upper age for a breast cancer
[email protected] screening policy. The model has two parts - a natural history model of
the progression of breast cancer up to discovery, and a post-diagnosis
1 - The application of neural networks and linear pro- model of treatment, recurrence and survival. This study suggests that
an extension of the current NHSBSP upper age limit for invitations
gramming discriminant models on the file fragment from 69 to 78 would represent a cost-effective use of NHS resources.
classification problem
Erich Wilgenbus, School of Computer, Statistical and 2 - Multi-criteria decision making with criteria values es-
Mathematical Sciences, North West University Potchfestroom
timated from survival data: a case study in heart fail-
Campus, Internal box 107, Private Bag X6001, North-West
University Potchefstroom Campus, 2520, Potchefstroom, ure
South Africa, [email protected], Hennie Kruger, Tiny Du Jing Zhao, Department of Epidemiology, University Medical
Toit Center Groningen, PO Box 30.001, 9700 RB, Groningen,
Netherlands, [email protected], Douwe Postmus, Hans
The file fragment classification problem is of importance in network
and computer forensics. This classification problem requires predic-
Hillege
tion of the correct file type to which a given file fragment belongs.
Several approaches have been proposed in literature. This paper com- Clinical decision making is often based on assessing the patient’s abso-
pares the use of neural networks and linear programming discriminant lute risk of experiencing a disease event. When more than one event is
models to solve this binary classification problem. This multi-class considered, the problem is complicated by dependencies between dif-
problem is solved using a sequence of binary neural network and lin- ferent events and criteria value trade-offs. The stochastic multi-criteria
ear programming classification models. The results of empirical ex- acceptability analysis method enables to take into account the inter-
perimentation will be presented. criteria dependencies and identify the value trade-offs through Monte
Carlo simulation. In this presentation, we show how a multi-criteria
2 - Clustering anthropometric data addressed to the decision model can be constructed with the measurements estimated
clothing industry from a survival analysis.
Teresa Leon, Statistics and OR, Universitat de Valencia, Dr.
Moliner 50, 46100, Burjassot, Spain, [email protected], 3 - Complexity of decision making with multiple stake-
Guillermo Vinue, Guillermo Ayala, Sandra Alemany, Juan holders: a case study.
Domingo Cristobal Miralles, Depto. Organización de Empresas,
A 3D anthropometric survey of the female population was conducted Universidad Politecnica de Valencia, Cami de Vera s/n,
in Spain by the Spanish Ministry of Health. Its aim was to generate 46022, Valencia, Spain, [email protected], Alysson
anthropometric data addressed to the clothing industry. A sample of Costa, Maria Antónia Carravilla
10,415 Spanish females from 12 to 70 years old randomly selected
was measured using a 3D body scanner and 95 anthropometric mea- Complexity theory has been used extensively in the field of strategic
sures were obtained. We explore this dataset using cluster analysis management to understand how organizations or firms adapt to their
techniques. We use a dissimilarity measure based on McCulloch et environments. Complementary, the CSR paradigm brings a wider per-
al’s. We modify the original measure, which is merely based on the spective of the decision making process where different stakeholders
sum of squared discrepancies over each individual feature, by taking should be considered. Starting from a typical optimization problem,
into account the user’s opinion, using an OWA operator. this case study aggregates pieces of information that consecutively in-
crease the complexity of decision making; analyzing carefully those
3 - Fault Classification using Data Mining Technique for variables that influence the decision and the stakeholders and values in
Semiconductor Process Monitoring conflict. Thanks to: CORSARI MAGIC DPI2010-18243.
Minyoung Cho, Korea University, Korea, Republic Of,
[email protected], Jonghyuck Park, Jun Seok Kim,
Sung-Shick Kim, Jun-Geol Baek
Process control is essential to operating in the semiconductor process
efficiently. This paper considers fault classification of semiconductor
cyclic signal for process control and monitoring. In general, process
 WD-32
signal usually take the different pattern depending on different causes Wednesday, 14:30-16:00
of fault. Fault classification by causes of faults could improve the pro- CC-A34
cess control through a rapid diagnosis. This paper proposes the method
that can classify fault causes as each one class. Data-Mining Technique DEA and Performance Measurement:
such as Neural-network, SVM, Average distance, k-NNDD, Hotelling
T2 are used to perform the method. Applications 7
Stream: DEA and Performance Measurement (con-
tributed)
 WD-31 Contributed session
Wednesday, 14:30-16:00 Chair: Hanns de la Fuente, Facultad de Ciencias Económicas y
Administrativas, Pontificia Universidad Católica de Valparaíso,
CC-A33
Avenida Brasil 2950, 6 Piso, 2340025, Valparaíso, Valparaíso,
OR and Ethics II Chile, [email protected]

Stream: OR and Ethics 1 - Measuring the efficiency and productivity change in

Invited session Global Telecom Operators
Chair: Cristobal Miralles, Depto. Organización de Empresas, Chrysovaladis Prachalias, Economics Department, Athens
Universidad Politecnica de Valencia, Cami de Vera s/n, 46022, University, Proairesiou 8, 11636, Athens, Greece,
Valencia, Spain, [email protected] [email protected], Rajiv Banker

247
WD-33 EURO 25 - Vilnius 2012

The Liberalization of Telecommunications Markets in combination 1 - Alternatives for Scripting in Conjunction with an Al-
with the globalization of economies created new operational condi- gebraic Modeling Language for Optimization
tions of former state owned telecommunications operators, challenges Robert Fourer, AMPL Optimization, 2521 Asbury Avenue,
and enterprising occasions. The aim of this paper is to assess the ef-
ficiency and productivity change in Global Telecom Operators after 60201-2308, Evanston, IL, United States, [email protected]
their transformation. The input oriented Data Envelopment Analysis is Optimization modeling languages are fundamentally declarative, yet
applied to the data of former public telecommunication operators for successful languages also offer ways to write scripts or programs.
the period of 2002-2007. What can scripting in a modeling language offer in comparison to
modeling in a general-purpose scripting language? Some answers will
2 - Returns to Scale and Incentive Regulation in Brazil be suggested through diverse examples in which the AMPL modeling
Electricity Distribution Industry language is applied to parametric analysis, solution generation, heuris-
Ana Lopes, CEPEAD, Federal University of Minas Gerais - tic optimization, pattern enumeration, and decomposition. Concluding
UFMG, Brazil, av. Antonio Carlos, 6627, Face Sala 4042, comments will touch on the complexity of scripts seen in practical ap-
31270901, Belo Horizonte, Minas Gerais, Brazil, plications, and on prospects for further improvements.
[email protected], Rajiv Banker 2 - CMPL - Coliop|Coin Mathematical Programming Lan-
We address the empirical question of maintaining returns to scale as- guage
sumption when using DEA models in incentive regulation. Although Mike Steglich, University of Applied Sciences Wildau,
the complete specification of a production relationship between all in- Germany, [email protected]
puts, outputs and environmental variables may exhibit NDRS or CRS
for a local monopoly, we prove that the estimated production func- CMPL is a mathematical programming language and a system for
tion will necessarily exhibit VRS with a region of decreasing returns mathematical programming and optimization of linear optimization
in the simpler empirical abstraction. Data from 28 Brazilian electricity problems. CMPL is a COIN-OR project initiated by the Technical
distribution companies also statistically rejects the NDRS assumption University of Applied Sciences Wildau and the Institute for Opera-
proposed by the regulator. tions Research and Business Management at the Martin Luther Uni-
versity Halle-Wittenberg. This talk will begin with an overview about
3 - Performance measurement in the marketing produc- the language, followed by the description of some advanced modelling
tivity in services. An application to the U.S. financial techniques. Finally, we will present the interaction between CMPL and
selected solvers.
sector using stochastic frontier models
Hanns de la Fuente, Facultad de Ciencias Económicas y
Administrativas, Pontificia Universidad Católica de
Valparaíso, Avenida Brasil 2950, 6 Piso, 2340025, Valparaíso,
Valparaíso, Chile, [email protected]  WD-35
The literature on marketing productivity shows the absence of mea- Wednesday, 14:30-16:00
surements, especially in the case of quantitative measures and in the CC-A41
measurement of the influence of marketing assets. This paper applies
the Theoretical Model of Marketing Productivity (MTPM) in the case
of U.S. financial sector. The results show decreasing technical effi-
Recent Advances in Statistics
ciency levels, and demonstrate the positive influence of total assets, Stream: Computational Statistics
administrative staff and sales growth on the productivity of marketing
and a negative influence of investments in marketing and labor costs Invited session
on the productivity of marketing. Chair: Pakize Taylan, Mathematics, Dicle University, 21280,
Diyarbakır, Turkey, [email protected]
4 - Efficiency evaluation and analysis of Third Party Lo- Chair: Elcin Kartal Koc, Statistics, Middle East Technical
gistics in Brazil University, Department of Statistics, No:234, 06800, Ankara,
Mariana Almeida, Production engennig, Escola de Engenharia Turkey, [email protected]
de Sao carlos, Avenida Trabalhador Sãocarlense, 400 - Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
Centro, 13566-590, Sao Carlos, Sao Paulo, Brazil, Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
[email protected], Luis Oliveira [email protected]
This paper deals with the efficiency evaluation and analysis of 44 Third
Party Logistics working in Brazil, using Data Envelopment Analysis 1 - A simulation study to compare conditional and nor-
— DEA for this purpose. The DEA model used considers variable malized residuals in diagnostic checking
returns to scale, since the analyzed companies have diversified sizes, Mehmet Güray Ünsal, Statistics, Gazi University, Gazi
and oriented to maximize their outputs. The use of variable selection University Science Faculty, Statistics Department, 06100,
techniques was critical to reach a subset of variables with greater rep-
resentativeness for the system. As the main practical result, it was pos- Ankara, Turkey, [email protected], Resat Kasap
sible to identify the best players, regarding the efficiency of production In this study, a simulation study has been done for comparing the
processes and the returns to scale. conditional and normalized residuals in diagnostic checking in Box-
Jenkins Modelling Process. Firstly, it was given basic information
about different types of residuals then a simulation study has been
given to show different decision cases when the conditional and nor-
malized residuals were considered in diagnostic chencking.
 WD-33
Wednesday, 14:30-16:00 2 - Statistical Analysis of Narrative Sequences
Fatma Selcen Phelps, ABEMIS, Westminster College, 501
CC-A37 Westminster Ave, 65251, Fulton, MO, United States,
[email protected], William Guinee, Eugene Johnsen
Optimization Modeling II
This cross-disciplinary study extends the benefits of analytics to the
Stream: Software for OR/MS realm of research in the social sciences, specifically the detection of
Invited session an underlying "narrative grammar’ in Alcoholics Anonymous meet-
ings. Binomial distributions, and distributions estimated by simulating
Chair: Bjarni Kristjansson, Maximal Software, Ltd., Boundary a large number of meetings with the same parameters as those that
House, Boston Road, W7 2QE, London, United Kingdom, were observed, allow us to test the hypothesis that there is an under-
[email protected] lying narrative sequence in AA speeches, which allows the audience
Chair: Robert Fourer, Industrial Engineering and Management to vicariously experience giving up alcohol repeatedly, as a turbulent
Sciences, 2145 Sheridan Road, 60208-3119, Evanston, IL, United story with a satisfactory resolution.
States, [email protected]

248
 EURO 25 - Vilnius 2012 WD-38

 WD-36 1 - Combining Discrete Event, Agent Based and System

Wednesday, 14:30-16:00 Dynamics Simulation to explore the Health and So-
CC-A43 cial Care implications of Age Related Macular Degen-
eration
Technological change and productivity: Joe Viana, School of Social Science, University of
Southampton, University Road, Highfield, SO17 1BJ,
permanent features of population health Southampton, Hampshire, United Kingdom,
[email protected], Andrew Amos Channon, Sally
Stream: Occupational Heath & Wellbeing Brailsford
Invited session
Chair: M. Harvey Brenner, School of Public Health, Department Age Related Macular degeneration (ARMD) causes sight loss, a new
of Behavioral and Community Health, University of North Texas treatment requiring monthly injections has increased the demand on
Health Science Center, 3500 Camp Bowie Blvd., EAD-711A, Ophthalmology departments (OD), which is compounded by the UK’s
76107, Fort Worth, TX, United States, [email protected] ageing population. A Discrete Event Simulation (DES) model of an
Chair: Elena Andreeva, Berlin University of Technology, OD has been produced to evaluate performance. An Agent Based
ACK-185, Ackerstr. 76, 13355, Berlin, Germany, model has been combined with the DES model, representing the need
and receipt of social care of individuals. An agent’s sight is captured
[email protected] by a System Dynamics (SD) model of each eye. The purpose of the
1 - Large-scale organisational downsizing and workers’ models is to explore how social and health care interact.
health during the global crisis of the last decade
Elena Andreeva, Berlin University of Technology, ACK-185, 2 - Modelling the dental workforce in Sri Lanka
Ackerstr. 76, 13355, Berlin, Germany, [email protected] Sally Brailsford, University of Southampton, School of
During the recent global economic crisis, enterprises have introduced a Management, SO17 1BJ, Southampton, United Kingdom,
variety of strategies for managing the "surplus’ employees. This paper [email protected], Dileep de Silva
addresses the issues of identifying and understanding the consequences
of such strategies, first of all, with respect to health responses of work- This talk presents a system dynamics simulation model of the sup-
ers affected by the large scale downsizing. We consider the current ply and demand for dental care in Sri Lanka. The model represents
information needs in occupational health research and discuss factors the flows of dentists through the complex recruitment and career pro-
which can potentially modify the patterns of health responses in the gression phases through to retirement. This is augmented by a de-
European context. mand model, which combines empirical data on the time required to
2 - Macroeconomic influences on life expectancy in ad- carry out various dental procedures with secondary clinical and demo-
graphic data to project the future incidence of different dental condi-
vanced industrialized countries tions. The overall supply-demand model enables policy-makers to test
M. Harvey Brenner, School of Public Health, Department of various policies for staffing, training and recruitment.
Behavioral and Community Health, University of North Texas
Health Science Center, 3500 Camp Bowie Blvd., EAD-711A, 3 - Managing limited bed capacity at hospitals
76107, Fort Worth, TX, United States, Burhaneddin Sandikci, Booth School of Business, University
[email protected] of Chicago, 5807 South Woodlawn Avenue, 60637, Chicago,
Macroeconomic policy is a crucial component in the health of industri- IL, United States, [email protected], Tom Best, Don
alized countries. Key findings are: GDP per capita in purchasing power
parity is the most important predictor of increased life expectancy in Eisenstein, David Meltzer
industrialized countries. The damaging effect of income inequality can
be seen only in age groups under 45. The replacement of manufactur- To address adverse effects of limited inpatient bed capacity, an aca-
ing employment by services employment is the second most important demic medical center received government dispensation to partition its
factor beneficially influencing life expectancy. Decreased labor force inpatient beds into mini-hospitals or wings. Each wing has a specific
participation is a significant source of increased mortality in middle designation of the types of patients it can admit, and the number of
age. beds it is allocated. A patient requesting hospital services can be ad-
mitted only if a bed is available in the appropriate wing. We present a
3 - Health policy amidst financial austerity — the case of model to help hospital administrators make wing formation decisions
Hungary and a novel approach to solve the hard problem of forming wings along
Péter Mihályi, University of Pannonia (Veszprém) and with a rich set of numerical results.
Institute of Economics, Hungarian Academy of Sciences,
8200, Budapest, Hungary, [email protected]
In early 2009, WHO advised governments not to cut health expendi-
tures during the global financial crisis. When the present Hungarian
government took office in mid-2010, its programme didn’t envisage
any major change. However, in the context of the Bismarckian social
 WD-38
insurance reform, the policies aimed at cutting pension expenditures Wednesday, 14:30-16:00
at the end resulted in totally unexpected cuts in health expenditures as HH-Colombus
well as in drastic health policy shifts. The paper will describe in de-
tails how the model implanted in 1992 was replaced by the NHS model Multiobjective Optimization and Water
within a few months without any policy discussion.
Management
Stream: Multiobjective Optimization
 WD-37 Invited session
Wednesday, 14:30-16:00 Chair: Javier Cano, Rey Juan Carlos University, Spain,
CC-Act [email protected]
Chair: Angel Udias, Rey Juan Carlos University, Spain,
Operations Research in Health Care II [email protected]

Stream: Health Care Management 1 - Pareto Data Mining based decision for Global Water
Invited session Restoration Decision Process
Chair: Sally Brailsford, University of Southampton, School of Angel Udias, Rey Juan Carlos University, Spain,
Management, SO17 1BJ, Southampton, United Kingdom, [email protected], Andrés Redchuk, Javier Cano,
[email protected] Lorenzo [email protected]

249
WD-39 EURO 25 - Vilnius 2012

Sustainability of water resources has become a challenging problem 2 - LIFO-search on digraphs

worldwide. We present a hydroinformatics management tool designed Paul Hunter, Department of Computer Science, University of
to find an optimal Program of Measures (PoMs) to achieve Water Oxford, Wolfson Building, Parks Road, OX1 3QD, Oxford,
Framework Directive objectives. It combines 1) a water quality model
United Kingdom, [email protected]
(to simulate effects of PoMs) 2) a Multi-Objective Evolutionary Al-
gorithm to identify efficient trade-offs between PoMs’ costs and water Graph searching games on digraphs are notoriously badly behaved.
quality 3) data-mining of the Pareto optimal set to extract knowledge Different notions of connectivity lead to different parameters, mono-
from optimal decisions in a usable form. We have applied our method- tonicity is rare and tight min-max theorems are even rarer. We present
ology in inner Catalan watersheds with promising results. a searching game that characterizes the cycle-rank of a digraph - a
measure that has been around for several decades - and show that
all standard variations of the game (invisible/visible, monotone/non-
2 - A decision support system for the multiobjective monotone, strongly-connected/directed paths) coincide, yielding an
management of the Kwanza river exact min-max theorem for cycle-rank.
Kiombo Jean Marie, Universidad Rey Juan Carlos, 28943,
madrid, Spain, [email protected], Javier Cano, 3 - Eternal Domination- being ever watchful
David Rios-Insua Stephen Finbow, St Francis Xavier University, Canada,
[email protected]
Water management has become a challenging problem worldwide, es- Consider a network under constant surveillance thru a noisy channel.
pecially in developing countries, due to the growing scarcity of natural Searchers are stationed throughout the network so that they may be
water resources; a demographic explosion in many urban settlements; quickly dispersed to investigate any suspicious activity. To investigate
and the inherent increase in the demand of energy and natural fresh a searcher is presumably moved out of position and hence the other
water. We provide a model for the multiobjective management of the searchers may also have to move to ensure any additional activity on
Kwanza River, taking into account uncertainty in various involved pro- the network can be inspected. When the searchers are able to respond
cesses, and the need to plan over a long period of time, and the presence indefinitely, the network is said to be eternally dominated. We will
of several conflicting interests. We describe also a decision support focus on recent results and conjectures regarding grid graphs.
system implementing our model.

3 - Role of carbon capture technologies in the Spanish

industry in 2030 under a CO2 reduction scenario us-  WD-40
ing the TIMES-Spain energy optimisation model Wednesday, 14:30-16:00
Diego García, Energy System Analysis Unit, CIEMAT, Av. HH-Livingstone
Complutense 40, E28040, Madrid, Madrid, Spain,
[email protected], Helena Cabal, Machteld Van Den Modelling sustainable production
Broek, Yolanda Lechón, Antonio Alonso-Ayuso systems
In this work, a techno-economic assessment of CO2 capture technolo- Stream: SD Modelling in Sustainable Development
gies for relevant industrial sectors (cement, steel, and oil refineries)
is presented. Main capture techniques are described, such as pre- Invited session
combustion, oxyfuel combustion, and postcombustion. Introducing Chair: Francois Guerrin, UPR Recyclage & Risque, Inra & Cirad,
these technologies in the TIMES-Spain energy optimization model re- Station de la Bretagne - BP 20, 97408, Saint-Denis, France,
sults show that, under a CO2-reduction scenario (20% by 2020 and [email protected]
30% by 2030 below 1990 levels), emissions in the cement sector de-
crease 73% comparing to the BaU scenario at the end of the period. 1 - Modeling and prioritizing requirements for designing
Nevertheless, there is no CO2 capture in the other sectors.
sustainable supply chains
Anjali Awasthi, CIISE, Concordia University, H3G 1MB,
Montreal, Quebec, Canada, [email protected],
ZhongHua Zhang
 WD-39 We present a technique called Sustainable Function Deployment de-
veloped on the concept of Quality Function Deployment to model cus-
Wednesday, 14:30-16:00 tomer and technical requirements, establish relationship between them
HH-Cousteau and prioritize them for developing sustainable supply chains. The cus-
tomer requirements for sustainable supply chains are obtained through
Graph and Digraph Searching Games Voice of the Customer surveys and the technical requirements using
systematic literature review. In addition, priority matrix and cause-
and-effect diagram techniques are applied to screen the requirements.
Stream: Graph Searching Numerical application is provided.
Invited session
2 - A fuzzy farming efficiency estimation model for agri-
Chair: Nancy Clarke, Mathematics and Statistics, Acadia
University, 12 University Avenue, B4P2R6, Wolfville, Nova cultural development
Scotia, Canada, [email protected] Tomas Balezentis, Lithuanian Institute of Agrarian
Economics, Lithuania, [email protected], Alvydas Balezentis
Reaching an economic efficiency is the foremost objective of agricul-
1 - On Constructive Characterization of Forbidden Mi- tural development. The paper focuses on development of the multi—
nors for k-Searchable Graphs criteria benchmarking of farming efficiency across different farming
Oznur Yasar Diner, Informations Technology, Kadir Has types in Lithuania. In this study time series data from the FADN
University, Cibali Kampusu, Balat, 34083, Istanbul, Turkey, were analyzed. The fuzzy MULTIMOORA method was applied on
[email protected] the selected indicators identifying farming efficiency in terms of land,
labour, and capital exploitation. The most efficient as well as least effi-
cient farming types were identified. Such analysis provides a rationale
Edge searching is a pursuit evasion game played on graphs. The aim for strategic decision making.
is to find a search strategy which ensures that all edges of the graph
are secure. The least number of searchers needed is the edge search 3 - Integrating multidisciplinary knowledge into simula-
number of the graph, denoted s(G). A major problem is to character- tion models to organize organic wastes recycling in
ize the k-searchable graphs, those graphs G such that s(G) is at most
k. We can characterize the k-searchable graphs by giving the complete
agriculture
list of forbidden minors. Such sets are only known when k is less than Francois Guerrin, UPR Recyclage & Risque, Inra & Cirad,
four. In this talk we discuss how clique sum operations give rise to Station de la Bretagne - BP 20, 97408, Saint-Denis, France,
constructively obtain some forbidden minors. [email protected], Moussa NDienor, Heriniaina
Ramahefarison, Virginie Parnaudeau, Jean-Marie Paillat

250
 EURO 25 - Vilnius 2012 WD-42

Substituting chemical fertilizers by organic wastes is a way to im- 4 - Modeling an Unmanned Aerial Vehicle (Quadrotor)
prove agriculture sustainability. It requires designing new management Ioan Radu Morar, Automation Dept, Technical University of
scenarios of agricultural production systems based on the knowledge Cluj-Napoca, Ghe Baritiu Street 26-28, room 350, 400027,
available on their biophysical and managerial components. Simulation
Cluj-Napoca, Cluj, Romania, [email protected], Ioan
models representing those systems as productive units spread over a
territory together with data from agronomical experiments are jointly Nascu
used to assess the performances of the scenarios against agronomical In this paper the authors describe the process of obtaining a model
and environmental criteria. This approach is illustrated on two exam- for an Unmanned Aerial Vehicle (UAV) designed by the Parrot, called
ples in periurban areas of Senegal and Madagascar. AR.Drone. The aim of this process is to find a simple model that
can approximate as good as possible the non-linear dynamics of the
real model. A simulator was designed in computational software and
tested, with a purpose of developing control techniques and strategies.
Simulation results are presented at the end of the paper
 WD-41 ACKNOWLEDGMENT: TUCN, research supported by the project
Wednesday, 14:30-16:00 POSDRU/107/1.5/S/78534
HH-Heyerdahl

Applications of Control Theory in

Dynamical Systems  WD-42
Wednesday, 14:30-16:00
Stream: Control Theory & System Dynamics (con- BW-Amber
tributed)
Contributed session Stochastic Modelling in Computational
Chair: Ioan Radu Morar, Automation Dept, Technical University Biology and Environmental Sciences
of Cluj-Napoca, Ghe Baritiu Street 26-28, room 350, 400027,
Cluj-Napoca, Cluj, Romania, [email protected] Stream: Stochastic Modeling and Simulation in Engi-
neering, Management and Science
1 - A model to particles flow composed by two Invited session
metastable potentials Chair: Erik Kropat, Department of Computer Science, Universität
Elso Drigo Filho, Department of Physics, Sao Paulo State der Bundeswehr München, Werner-Heisenberg-Weg 39, 85577,
University, Rua Cristovao Colombo 2265, 15054-000, Sao Neubiberg, Germany, [email protected]
Jose do Rio Preto, Sao Paulo, Brazil, [email protected], Chair: Zeev (Vladimir) Volkovich, Ort Braude Academic College,
Marcelo Tozo de Araujo Yehiam 6, 21823, Karmiel, Israel, [email protected]
Chair: Gerhard-Wilhelm Weber, Institute of Applied Mathematics,
A fluid flow through a tube can promote a sedimentation of particles
which reduces the diameter of the tube. This phenomenon is particu-
Middle East Technical University, ODTÜ, 06531, Ankara, Turkey,
larly important to oil transport which induces the deposition of paraffin [email protected]
in the inner wall of the tube. In order to simulate this process, we sug-
gest a model that involves two time dependent metastable potentials. 1 - Earthquake Scenario Reduction by Symmetry Rea-
The solution of a Fokker-Planck equation for each potential is the input soning
to describe the time dependence of the total flow. Numerical results for
different values of parameters are presented.
Steven Prestwich, Computer Science, Cork Constraint
Computation Centre, University College, Cork, Ireland,
2 - The mechatronic system optimization with use of ge- [email protected]
netic programming A recently identified problem is that of finding an optimal investment
Marian Klucik, Institute of Control and Industrial Informatics, plan for a transportation network, under the assumption that an earth-
Slovak University of Technology, Ilkovičova 3, 812 19, quake or other disaster may destroy each link in the network with a
Bratislava, Slovakia, [email protected], Ladislav Jurisica, given probability. A network based on the Istanbul highway system
has a billion scenarios, but it has been found that sampling a million
Anton Vitko, Peter Paszto, Jaroslav Hanzel scenarios gives reasonable results. In this work we use symmetry rea-
soning to reduce the number of scenarios to a few thousand, and Under
The aim of this article are the desired properties of mechatronic sys- an additional but realistic assumption we further reduce this number to
tems, and the desired properties of mechatronic systems design. In the a few hundred.
design process is essential to develop the method for search the opti-
mal system structure and parameters, which ensures sufficient synergy 2 - Modelling the meteorological effects on air temper-
between system components. One means of solving this difficult prob-
lem is to use genetic programming. With this method it is possible to ature for Konya city in Turkey: the approaches of
solve the optimization problem with consideration of the large number quantile regression and quantile regression neural
of criteria. In the conclusion is proposed one case of control system networks
optimization of mechatronic system. İlkay Altindag, Statistics, Selçuk University, Selcuk
University Science Faculty Depertmant of Statistics Kampus
3 - Fault-tolerant Control Systems in Stability and Re- Selcuklu/KONYA, Konya, Turkey, [email protected],
covery control Of Damaged Aircraft Nimet Yapici Pehlivan
M. Navabi, Dynamics and Control, Shahid Beheshti
University, GC, 123, thr, Iran, Islamic Republic Of, Globalization forces firms to consider the flexibility in human re-
[email protected], M. Radaei sources. Labor flexibility plays an important role in organizations in
all parts. As a result of including the labor requirements in market re-
quirements, labor flexibility and its factors become a considered cost
In the emergency cases where conventional flight controls are lost, an value to the firms. Without labor flexibility, firms cannot take efficient
alternative means of control is needed to maintain a certain level of sta- and competent decisions. Under labor flexibility, 4 criteria will be ex-
bility and performance to avoid potential crashes and accidents. In this amined and tried to find out that which one is the most affecting on
paper two classified inter-control-disciplinary of fault-tolerant control labor flexibility.
systems are introduced: 1) passive fault-tolerant control based on ro-
bust control techniques, and 2) active fault-tolerant control using direct 3 - Stochastic optimization methods in change-point de-
and indirect adaptive control, reconfigurable control, and eigenstruc-
ture assignment technique for different damage scenarios. Simulation tection
results are discussed. Tatiana Polushina, NTNU, Norway, [email protected],
Georgy Sofronov

251
WD-43 EURO 25 - Vilnius 2012

The change-point problem arises in a wide variety of fields, including The orginal exponential smoothing has performed well in numerous
speech and image processing, seismology, industry and financial math- empirical studies, and it is well established as an accurate and op-
ematics. Multiple change-point models are also important in many bi- timal forecasting method. However, there are two main problems
ological applications and, particularly, in analysis of DNA sequences. about choosing the smoothing constant and starting value in exponen-
In this talk, we consider various stochastic optimization methods to tial smoothing theory. In this study, we suggest an alternative method
change-point detection, using Monte Carlo simulation to find estimates for smoothing constant and starting value. The modified method gives
of change-points as well as parameters of the process on each seg- more weights than the classical method to most recent observations.
ment. We also demonstrate the methods for a realistic problem arising The forecasting error is compared to the error in forecasts obtained by
in computational biology. the original.

4 - A randomness test based on the Minimal Spanning 4 - Quadrangle Concept in Classification and Online
Tree approach Trading Algorithms
Zeev (Vladimir) Volkovich, Ort Braude Academic College, Stan Uryasev, Director of Risk Management and Financial
Yehiam 6, 21823, Karmiel, Israel, [email protected] Engineering Lab, University of Florida, FL 32611-6595,
A stochastic model intended to evaluate the relative randomness of two Gainesville, 303 Weil Hall, Florida, United States,
given texts is offered. Pairs of samples, drawn from different texts, are [email protected], Peter Tsyurmasto
compared. The relative randomness is measured via the resemblance
of the samples in the pooled one when the mixture quality is repre- Quadrangle Concept in Risk Management provides a convenient tool
sented by the total number of edges connecting points from different for building new numerical approaches involving decision making in
samples in the constructed minimal spanning tree. Under the homo- uncertain environment. We use Quadrangle for the development of
geneity hypothesis, this amount is normally distributed. Numerical new classification algorithms with application to the intraday trading
experiments exhibit the ability of the method to distinguish texts gen- strategies. We are interested in a simple trading strategy: "buy low and
erated by different random sources. sell high" on daily basis. The position is closed in the end of the day.
We are planning to use for solving the classification problem the CVaR-
based Support Vector Machine implemented with Portfolio Safeguard
(PSG) software.

 WD-43
Wednesday, 14:30-16:00
BW-Granite  WD-44
Emerging applications in finance and Wednesday, 14:30-16:00
insurance BW-Marble

Stream: Stochastic Programming Information and Intelligent Systems II

Invited session
Chair: Giorgio Consigli, Mathematics, Statistics and Computer
Stream: Information and Intelligent Systems
Sciences, University of Bergamo, Via dei Caniana 2, 24127, Invited session
Bergamo, Italy, [email protected] Chair: Igor Kabashkin, Transport and Telecommunication
Institute, Lomonosova iela 1, Riga, Latvia, [email protected]
1 - An application of institutional asset-liability manage- Chair: Hans Georg Zimmermann, Corporate Technology CT T,
ment to a large P&C insurance company Siemens AG, Otto-Hahn-Ring 6, 81730, München, Germany,
Giorgio Consigli, Mathematics, Statistics and Computer [email protected]
Sciences, University of Bergamo, Via dei Caniana 2, 24127,
Bergamo, Italy, [email protected], Vittorio Moriggia, 1 - E-Commerce & m-Commerce: A Specific Integrated
Gaetano Iaquinta, Angelo Uristani Platform
Recent trends in the insurance sector have highlighted expansion of David L. La Red Martínez, Informática, Universidad Nacional
large insurance firms into asset management. In addition to their histor- del Nordeste, 9 de julio 1449, (3400), Corrientes, Corrientes,
ical liability exposure, the growth of investment divisions has caused Argentina, [email protected], Valeria E. Uribe,
increasing exposure to market fluctuations. This has led to stricter risk Sofía J. Vallejos
management requirements as reported in the Solvency II 2010 study
by the European Commission. We present an ALM model tested on a In recent years, the evolution of technology has given great leap. Inter-
real-world case study, combining in a dynamic framework an optimal net, combined with telephone, becomes a means of social interaction
strategic asset allocation problem with risk capital and P&C business that is currently present in all areas of daily life. One of the many
constraints for a large insurer. applications of this integration occurs between the e-commerce and
m-commerce, even with little development in the Argentina (except
2 - Multistage strategic asset allocation with alternative mobile banking sector). The developed platform supports e-commerce
investments and m-commerce for a pharmaceutical entity, manages information
Angelo Uristani, Mathematics, University of Bergamo, 20149, about the client and the marketing of products and over-the-counter
Bergamo, Italy, [email protected], Giorgio Consigli, medications.
Vittorio Moriggia
2 - Text mining and visualization with self-organizing
In recent years, due to increasing market risk and low expeced returns, maps
investors are expanding their investment universe. The so-called al- Pavel Stefanovič, Vilnius University, Institute of Mathematics
ternative investments have become increasingly interesting since they
provide good diversification benefits, despite their poor liquidity. In
and Informatics, Akademijos str. 4, LT-08663, Vilnius,
this work we present an ALM multi-stage problem which includes pri- Lithuania, [email protected], Olga Kurasova
vate equity and real estate along with more common investment classes
such as stocks and bonds. The complex model specification and its nu- The aim of the research is text mining and visualization with self-
merical implications are analysed in detail. organizing maps. Text to Matrix Generator toolbox was used to con-
struct term-document matrices from text collections. The influence
3 - An Alternative Approach for Exponential Smoothing of different options has been investigated. A self-organizing map has
been used for text clustering and graphical representation (visualiza-
Method tion). A comparative analysis has been made with 40 different articles
Ali Sabri Taylan, Market Oversight, Turkish Derivatives from four areas: artificial neural network, bioinformatics, optimiza-
Exchange, Vadeli Islem ve Opsiyon Borsasi A.S., Akdeniz tion and self-organizing maps. The quantization and topographic er-
Cd. Birsel Is Mrk. No:14 Kat:6, 35210, Izmir, Turkey, rors have been measured to estimate the SOM quality.
[email protected], Güçkan Yapar

252
 EURO 25 - Vilnius 2012 WD-45

3 - Design of architecture of embedded system for opti- 3 - An efficient way to find an optimal power series for
mal reliability of complex system charging electric vehicles
Igor Kabashkin, Transport and Telecommunication Institute, Jacint Szabo, Business Optimization, IBM Research Lab,
Lomonosova iela 1, Riga, Latvia, [email protected] Zurich, Säumerstrasse 4, 8803, Rüschlikon, Switzerland,
[email protected], Olivier Gallay, Olle Sundstroem
The digital systems provide higher productivity and greater flexibility,
but it is also accepted that they cannot be fault-free. The role of built in The charging of electric vehicles (EV) is usually managed by charging
test embedded system in electronics has grown in prominence with the service providers, who buy electric power from the retailer to satisfy
advances in system complexity. The architecture of an embedded sys- the demand of the EV pool in such a way that the forecasted consump-
tem is an abstraction, that typically doesn’t show detailed information tion profiles of the EV’s are respected, and power grid load constraints
such as software source code or hardware circuit design. Our paper are taken into account. In this contribution we present an efficient way
describes the approach for design of optimal architecture of embedded to calculate an optimal power series over the considered time horizon.
system with minimal cost of reliability identification during life cycle
of complex systems. 4 - Multi-Period Production Planning Under Non-
Compliance Risk
4 - Selecting Ore for an Iron Ore Mine Marco Laumanns, IBM Research - Zurich, 8803,
Jim Everett, Centre for Exploration Targeting, University of Rueschlikon, Switzerland, [email protected], Alwin
Western Australia, 49 Goldsmith Rd, 6009, Nedlands, WA, Haensel, Ban Kawas, Eleni Pratsini, Steven Prestwich, Catalin
Australia, [email protected] Stefan Tiseanu
Interpolated drilling data provide assay estimates for each block in the We address a production planning setting for pharmaceutical compa-
modeled mine, identifying it as ore or waste, depending on its iron and nies under the risk of failing quality inspections undertaken by the reg-
contaminants (such as silica, alumina and phosphorus). Industry prac- ulatory authorities. After reviewing the single-period problem of max-
tice accepts a block as ore if its grade lies within a quadrant, above a imizing the worst-case revenue and the worst-case expectation, differ-
cut-off in iron and below cut-off in each contaminant. A composite ent stochastic programming and dynamic programming formulations
cut-off function is shown preferable to quadrant selection. The method for the multi-period version are discussed. We show how decision-
maximizes the yield of ore of required product grade and matches dependent probabilities, which are due to risk transfer between prod-
marginal cost to marginal value, optimizing the resource net value. It ucts of the same site, can be handled by solving a MINLP for each
can apply to other mine types. state in the multi-period dynamic program.

 WD-45
Wednesday, 14:30-16:00
BW-Water

IBM Research Applications

Stream: IBM Research Applications
Invited session
Chair: Marco Laumanns, IBM Research - Zurich, 8803,
Rueschlikon, Switzerland, [email protected]

1 - Planning under Uncertainty — Case Study: Energy

Cost Minimization for a Water Treatment and Distri-
bution Network.
Susara van den Heever, Research, IBM, Ireland,
[email protected], Niall Brady, Olivier Verscheure, Kate
Lehane
We address the problem of planning under uncertainty where the plan-
ning decisions are represented by binary variables. As a case study, we
consider the minimization of energy costs due to pumping for a water
treatment and distribution network, where energy prices vary during
the day due to factors such as wind. The actual prices are only known
several days after the planning decisions have been made. We present a
Mixed Integer Linear Programming model, as well as two approaches
to capture the uncertainty, namely a stochastic programming approach
and a heuristic scenario hedging approach.

2 - Nonlinear optimization for decision problems in wa-

ter distribution networks under uncertainty
Martin Mevissen, IBM Research Dublin, IBM Technology
Campus, Damastown Industrial Park, Mulhuddart, 15, Dublin,
Ireland, [email protected]
Decision problems in water distribution networks are challenging due
to both, nonlinearity in the hydraulic models and demand uncertainty
over the network. We propose an approach for pressure optimization
and optimal design decisions over the network, which is based on a
novel quadratic model for the nonlinearity and constructs demand un-
certainty sets from given sampled data. We use convex optimization
and MINLP methods to obtain an optimal solution, which is robust
with respect to demand uncertainty and based on an accurate approxi-
mation for a real world water distribution network.

253
WE-01 EURO 25 - Vilnius 2012

Wednesday, 16:30-17:30
 WE-01
Wednesday, 16:30-17:30
RB-Alfa

IFORS Distinguished Lecture: Professor

Ralph E. Gomory
Stream: Keynote, Tutorial and Plenary Lectures
Plenary session
Chair: Dominique de Werra, EPFL, 1015, Lausanne,
[email protected]

1 - Forty Years of Corner Polyhedra

Ralph E. Gomory, Stern School, New York University, 260
Douglas Road, 10514, Chappaqua, New York, United States,
[email protected]
This talk will discuss the evolution of corner polyhedra from their be-
ginnings in the study of Stock Cutting problems. We will discuss both
their practical and theoretical aspects. We will see that corner poly-
hedra are by themselves the simplest integer programs and therefore
might be expected to be more amenable to analysis than the more com-
plex I.P. s of which they are always a part. This expectation is fulfilled
by some theoretical insights gained from corner polyhedra. The practi-
cal linkage stems from the fact that cutting planes for corner polyhedra
are cutting planes for the complex practical problems of which they are
a part. No knowledge of corner polyhedra is assumed in this talk and
historical and personal aspects will be included throughout.

254
 S TREAMS
Actuarial Sciences and Arc Routing Computational Biology,
Stochastic Calculus Invited Bioinformatics and Medicine
Invited Stefan Irnich Invited
Ricardo Josa-Fombellida Johannes Gutenberg University Jacek Blazewicz
Universidad de Valladolid Mainz Poznan University of Technology
[email protected] [email protected] [email protected]
Juan Pablo Rincon-Zapatero Claudia Bode Metin Turkay
Universidad Carlos III de Madrid Johannes Gutenberg University Koc University
[email protected] Mainz [email protected]
Track(s): 19 [email protected]
Giovanni Felici
3 sessions Track(s): 11 Consiglio Nazionale delle Ricerche
2 sessions [email protected]
Advanced Inventory Control
and Pricing Strategies Boolean and Pseudo-Boolean Track(s): 37
Invited Optimization 4 sessions
Invited
Alf Kimms Computational Statistics
University of Duisburg-Essen Endre Boros Invited
[email protected] Rutgers University
[email protected] Pakize Taylan
Robert Klein Dicle University
Track(s): 8
Universität Augsburg [email protected]
4 sessions
[email protected]
Gerhard-Wilhelm Weber
Track(s): 45 Business Excellence in Middle East Technical University
3 sessions Logistics [email protected]
Invited Track(s): 35
Analytic Hierarchy Process,
Analytic Network Process Martin Josef Geiger 2 sessions
Invited Helmut-Schmidt-University
[email protected] Container Terminal Operations
Josef Jablonsky Invited
Track(s): 3
University of Economics Prague
3 sessions Iris F.A. Vis
[email protected]
University of Groningen
Y. Ilker Topcu Combinatorial Optimization [email protected]
Istanbul Technical University Invited
[email protected] Christian Bierwirth
Silvano Martello
Martin-Luther-University
Track(s): 41 University of Bologna Halle-Wittenberg
6 sessions [email protected] [email protected]
Applications of Location Paolo Toth Ceyda Oguz
Analysis University of Bologna Koc University
Invited [email protected] [email protected]
Sibel A. Alumur Track(s): 4 Track(s): 12
TOBB University of Economics and 7 sessions 2 sessions
Technology
Commodities and Financial Continuous Location
[email protected]
Modeling Invited
Ioannis Giannikos Invited
University of Patras Emilio Carrizosa
Rita Decclesia
[email protected] Universidad de Sevilla
Sapienza University of Rome [email protected]
Mercedes Landete [email protected]
Track(s): 18
University Miguel Hernández of Ronald Hochreiter 3 sessions
Elche WU Vienna University of Economics
[email protected] and Business
Track(s): 17 [email protected]
5 sessions
Yeliz Yolcu Okur
Middle East Technical University
[email protected]
Track(s): 19
2 sessions

255
STREAMS EURO 25 - Vilnius 2012

Control Theory & System Data Confidentiality Data Mining, Knowledge

Dynamics (contributed) Invited Discovery and Artificial
Contributed Intelligence
Jordi Castro
Richard Hartl Contributed
Upc
University of Vienna [email protected] Vincent Mousseau
[email protected] Ecole Centrale Paris
Juan José Salazar González [email protected]
Track(s): 41 Universidad de La Laguna (Tenerife)
1 session Track(s): 31
[email protected]
4 sessions
Convex Optimization Track(s): 30
Invited 2 sessions DEA and Performance
Measurement
Aharon Ben-Tal Data Mining and Decision Invited
Technion-Israel Institute of Making
Technology Invited Dimitris Despotis
[email protected] University of Piraeus
Lai-Soon Lee [email protected]
Marc Teboulle Universiti Putra Malaysia
Tel Aviv University [email protected] Ozren Despic
[email protected] Aston University
Hsin-Vonn Seow [email protected]
Attila Gilanyi University of Nottingham- Malaysia
University of Debrecen Campus Meryem Duygun Fethi
[email protected] Hsin- University of Leicester
Track(s): 23 [email protected] [email protected]
4 sessions Track(s): 24 Ana Camanho
1 session Universidade do Porto
Cooperative Game Theory
[email protected]
Invited Data Mining in Early Warning
Systems Vania Sena
Mariana Rodica Branzei
Invited Aston University
"Alexandru Ioan Cuza” University
[email protected] Inci Batmaz [email protected]
Middle East Technical University Track(s): 36
Sirma Zeynep Alparslan Gok [email protected] 6 sessions
Faculty of Arts and Sciences,
Suleyman Demirel University Gulser Koksal DEA and Performance
[email protected] Middle East Technical University Measurement (contributed)
Track(s): 34 [email protected] Contributed
7 sessions Antonio Rodrigues Elena Fernandez
University of Lisbon Technical University of Catalonia
Cutting and Packing
[email protected] [email protected]
Invited
Track(s): 24 Track(s): 29 30 32 35
José Fernando Oliveira 1 session 8 sessions
University of Porto
[email protected] Data Mining in the Financial Decision Making Modeling and
Sector Risk Assessment in the
A. Miguel Gomes
Invited Financial Sector
INESC TEC, Faculdade de
Vadim Strijov Invited
Engenharia, Universidade do Porto
[email protected] Russian Academy of Sciences, Cristinca Fulga
Track(s): 9 10 Computing Center Gheorghe Mihoc-Caius Iacob
7 sessions [email protected] Institute of Mathematical Statistics
Track(s): 20 and Applied Mathematics of
4 sessions Romanian Academy
[email protected]
Track(s): 20
5 sessions

256
 EURO 25 - Vilnius 2012 STREAMS

Decision Processes Dynamic Programming Emissions Trading and Energy

Invited Invited Invited
Ahti Salo Lidija Zadnik Stirn Magnus Fröhling
Aalto University School of Science University of Ljubljana Karlsruhe Institute of Technology
and Technology [email protected] (KIT)
[email protected] Track(s): 39 [email protected]
Alec Morton 2 sessions Track(s): 32
London School of Economics 2 sessions
Dynamical Systems and Game
[email protected]
Theory Energy, Environment and
Jeffrey Keisler Invited Climate 1
University of Massachusetts Boston Alberto A. Pinto Contributed
[email protected] University of Porto Peter Letmathe
Track(s): 27 [email protected] RWTH Aachen University
8 sessions Track(s): 6 [email protected]
3 sessions Track(s): 25
Decision Support Systems 2 sessions
Invited Dynamical Systems and
Pascale Zaraté Mathematical Modelling in OR Energy, Environment and
Toulouse University Invited Climate 2
[email protected] Selma Belen Invited
Fatima Dargam CAG University Wolf Fichtner
SimTech Simulation Technology [email protected] Kit
[email protected] [email protected]
Gerhard-Wilhelm Weber
Rita Ribeiro Middle East Technical University Costas Pappis
Uninova - CA3 [email protected] University of Piraeus
[email protected] Track(s): 41 [email protected]
Track(s): 27 1 session Track(s): 25 35
4 sessions 3 sessions
Emerging Applications in
Demand and Supply in Finance and Logistics Engineering Optimization
Consumer Goods and Retailing Invited Invited
Invited Norbert Trautmann Wolfgang Achtziger
Heinrich Kuhn University of Bern University of Erlangen-Nuremberg
Catholic University of [email protected] [email protected]
Eichstaett-Ingolstadt Track(s): 30 Helder Rodrigues
[email protected] 3 sessions Technical University of Lisbon, UTL
Winfried Steiner [email protected]
Emerging Applications of Fat
Clausthal University of Technology, Tail Models in Financial Track(s): 35
Institute of Management and Modeling and Engineering 1 session
Economics Invited
[email protected] Environmental Issues in
Audrius Kabasinskas Operations Management
Rob Broekmeulen Kaunas University of Technology Invited
TU Eindhoven [email protected]
[email protected] Grit Walther
Track(s): 30 Bergische Universität Wuppertal
Track(s): 35 1 session [email protected]
1 session
Emerging Aspects of Track(s): 25
Discrete Optimization, Production Planning in 2 sessions
Geometry & Graphs Continuous Process Industries:
(contributed) Theory, Optimization, and EURO Doctoral Dissertation
Contributed Practice Award (EDDA 2012)
Invited Invited
Silvano Martello Track(s): 42
University of Bologna Krystsina Bakhrankova
1 session
[email protected] SINTEF - Technology and society
Track(s): 5 [email protected]
7 sessions Track(s): 30
3 sessions

257
STREAMS EURO 25 - Vilnius 2012

EURO Excellence in Practice Financial Mathematics and OR Fuzzy Sets and Soft Computing
Award 2012 Invited Invited
Invited Gerhard-Wilhelm Weber Mikael Collan
Michel Bierlaire Middle East Technical University Lappeenranta University of
École Polytechnique Fédérale de [email protected] Technology
Lausanne (EPFL) [email protected]
[email protected] Mustafa Pinar
Bilkent University Track(s): 12 22
Track(s): 42 4 sessions
[email protected]
2 sessions
Track(s): 21 Fuzzy Systems, Neural
EURO/ROADEF Challenge 6 sessions Networks & Artificial
Invited Intelligence
Financial Modelling & Risk Invited
H. Murat Afsar Management (contributed)
University of Technology of Troyes Contributed Heinrich Rommelfanger
[email protected] J. W. Goethe University
Stein W. Wallace [email protected]
Christian Artigues Lancaster University Management
Cnrs School Track(s): 12
[email protected] [email protected] 2 sessions

Eric Bourreau Track(s): 18 Game Theory and Logistics

Lirmm 4 sessions Invited
[email protected] Ignacio García-Jurado
Financial Optimization
Emmanuel Guere Invited Coruna University
Google [email protected]
Gautam Mitra
[email protected] Brunel University Ana Meca
Ender Özcan [email protected] Universidad Miguel Hernández
University of Nottingham [email protected]
J. E. Beasley
[email protected] Brunel University & JB Consultants Track(s): 24
[email protected] 2 sessions
Marc Sevaux
Université de Bretagne Sud - UEB Track(s): 20 Game Theory and Social
[email protected] 3 sessions Networks
Track(s): 3 9 Invited
5 sessions Forecasting
Invited Juan Tejada
Complutense Unversity of Madrid
Experimental Economics and Aris Syntetos [email protected]
Game Theory University of Salford
Invited Track(s): 31
[email protected]
2 sessions
Ulrike Leopold-Wildburger Antonio Rodrigues
Karl-Franzens-University University of Lisbon Generalized Differentation and
[email protected] [email protected] Optimization
Stefan Pickl Invited
Sven F. Crone
Universität der Bundeswehr München Lancaster University Management Boris Mordukhovich
[email protected] School Wayne State University, Detroit
[email protected] [email protected]
Gerhard-Wilhelm Weber
Middle East Technical University Track(s): 24 Alexander Kruger
[email protected] 4 sessions University of Ballarat
Track(s): 22 [email protected]
1 session Fuzzy Optimization - Systems,
Networks and Applications Gerhard-Wilhelm Weber
Invited Middle East Technical University
[email protected]
Erik Kropat
Universität der Bundeswehr München Juan Enrique Martínez-Legaz
[email protected] Universitat Autònoma de Barcelona
Track(s): 22 [email protected]
3 sessions Track(s): 23
5 sessions

258
 EURO 25 - Vilnius 2012 STREAMS

Geometric Clustering Health Care Management Innovative Software Tools for

Invited Invited MCDA
Andreas Brieden Sally Brailsford Invited
Universität der Bundeswehr München University of Southampton Patrick Meyer
[email protected] [email protected] Telecom Bretagne
[email protected]
Peter Gritzmann Teresa Melo
TU München Saarland University of Applied Vincent Mousseau
[email protected] Sciences Ecole Centrale Paris
Track(s): 13 [email protected] [email protected]
1 session Stefan Nickel Track(s): 39
Karlsruhe Institute of Technology 2 sessions
Global Optimization (KIT)
Invited Inventory Management
[email protected]
Invited
Herman Mawengkang
Marion Rauner Dolores Romero Morales
The University of Sumatera Utara
University of Vienna University of Oxford
[email protected]
[email protected] dolores.romero-
Track(s): 17
Track(s): 37 [email protected]
2 sessions
2 sessions Track(s): 13
Graph Searching 2 sessions
Hub Location
Invited
Invited Iterative Methods for Economic
Boting Yang Models
James Campbell
University of Regina Invited
University of Missouri-St. Louis
[email protected]
[email protected] Adriana Gnudi
Anthony Bonato University of Bergamo
Ivan Contreras
Ryerson University [email protected]
Concordia University
[email protected]
[email protected] Elisabetta Allevi
Nancy Clarke Track(s): 17 University of Brescia
Acadia University 2 sessions [email protected]
[email protected]
Track(s): 39 IBM Research Applications Igor Konnov
2 sessions Invited University of Kazan
[email protected]
Eleni Pratsini
Graphs and Networks Track(s): 31
IBM Zurich Research Lab
Invited 1 session
[email protected]
Dominique de Werra Track(s): 45 Keynote, Tutorial and Plenary
Epfl 1 session Lectures
[email protected] Invited
Track(s): 9 Information and Intelligent
Systems Marielle Christiansen
3 sessions
Invited Norwegian University of Science and
Technology
Zuzana Oplatkova [email protected]
Tomas Bata University in Zlin
[email protected] Leonidas Sakalauskas
Institute of Mathematics &
Gerhard-Wilhelm Weber Informatics
Middle East Technical University [email protected]
[email protected] Track(s): 1
Track(s): 44 15 sessions
2 sessions

259
STREAMS EURO 25 - Vilnius 2012

Linear and Conic Programming Machine Learning and its Mathematical Programming
Invited Applications Invited
Miguel Anjos Invited Florian Potra
Ecole Polytechnique de Montreal Vadim Strijov University of Maryland
[email protected] Russian Academy of Sciences, [email protected]
Computing Center
Tibor Illés [email protected] Tamas Terlaky
Budapest University of Technology Lehigh University
and Economics Sureyya Ozogur-Akyuz [email protected]
[email protected] Bahcesehir University
[email protected] Gerhard-Wilhelm Weber
Track(s): 16 Middle East Technical University
4 sessions Track(s): 44
[email protected]
6 sessions
Logistics, Transportation, Goran Lesaja
Traffic Manufacturing and Georgia Southern University
Contributed Warehousing [email protected]
Elena Fernandez Invited
Sandor Zoltan Nemeth
Universitat Politecnica de CAtalunya Martin Grunow The University of Birmingham
[email protected] Technische Universität München [email protected]
Track(s): 3 [email protected]
Track(s): 23
3 sessions Track(s): 13 3 sessions
2 sessions
Long Term Financial Decisions Matheuristics
Invited Maritime Transportation Invited
Thomas Burkhardt Invited
Vittorio Maniezzo
Universitaet Koblenz-Landau Henrik Andersson University of Bologna
[email protected] Norwegian University of Science and [email protected]
Track(s): 21 Technology
3 sessions [email protected] Stefan Voss
Track(s): 5 9 University of Hamburg
Long Term Planning in Energy, 6 sessions [email protected]
Environment and Climate Track(s): 6
Invited Mathematical Models in Macro- 1 session
and Microeconomics
Nadia Maïzi
Invited MCDA: New Approaches and
MINES ParisTech
Murat Kirdar Applications
[email protected]
Middle East Technical University Invited
Track(s): 25
3 sessions [email protected] Gerhard-Wilhelm Weber
Middle East Technical University
Ludmilla Koshlai
Lot-sizing and Related Topics [email protected]
Institute of Cybernetics
Invited [email protected] Track(s): 39 40
Christian Almeder 10 sessions
Gerhard-Wilhelm Weber
European University Viadrina
Middle East Technical University Metaheuristics
[email protected]
[email protected] Invited
Bernardo Almada-Lobo Track(s): 22 Marc Sevaux
Faculty of Engineering of Porto 3 sessions Université de Bretagne Sud - UEB
University [email protected]
[email protected]
Kenneth Sörensen
Alistair Clark University of Antwerp
University of the West of England [email protected]
[email protected]
Track(s): 13 Andreas Reinholz
4 sessions German Aerospace Center (DLR)
[email protected]
Track(s): 6
7 sessions

260
 EURO 25 - Vilnius 2012 STREAMS

Methodology of Societal Network and Discrete Location Nonlinear Programming

Complexity Invited Invited
Invited Francisco Saldanha-da-Gama Edite M.G.P. Fernandes
Dorien DeTombe University of Lisbon University of Minho
Chair Euro Working Group [email protected] [email protected]
[email protected]
Alfredo Marín M. Fernanda P. Costa
Track(s): 36 University of Murcia University of Minho
2 sessions [email protected] [email protected]
Mixed-Integer Non-Linear Stefan Nickel Lino Costa
Programming Karlsruhe Institute of Technology University of Minho
Invited (KIT) [email protected]
Sonia Cafieri [email protected]
Ana Maria A.C. Rocha
Ecole Nationale d’Aviation Civile Track(s): 18 University of Minho
[email protected] 4 sessions [email protected]
Claudia D’Ambrosio Network Optimization Isabel Espírito Santo
CNRS - Ecole Polytechnique Invited Minho University
[email protected] [email protected]
Bernard Fortz
Track(s): 29 Université Libre de Bruxelles
7 sessions Simone Göttlich
[email protected] University of Mannheim
Models of Embodied Cognition Luis Gouveia [email protected]
Invited University of Lisbon Track(s): 15 19
Susie Vrobel [email protected] 4 sessions
The Institute for Fractal Research Walid Ben-ameur Nonsmooth Optimization
[email protected] Telecom SudParis Invited
Track(s): 28 [email protected]
2 sessions Adil Bagirov
Track(s): 8 University of Ballarat
4 sessions [email protected]
Multi-Criteria Decision Making
and Environmental Management New Trends in Vehicle Routing Albert Ferrer
Invited Invited Technological University of Catalonia
Vadim Strijov Jorge E. Mendoza [email protected]
Russian Academy of Sciences, Université Catholique de l’Ouest
Computing Center Antonio Fuduli
[email protected] Universita’ della Calabria
[email protected]
Track(s): 7 [email protected]
Track(s): 26 3 sessions
3 sessions Peter Recht
Nonconvex Programming: TU Dortmund
Multiobjective Optimization Local and Global Approaches [email protected]
Invited Invited Track(s): 16
José Rui Figueira Tao Pham Dinh 3 sessions
Technical University of Lisbon INSA Rouen
[email protected] Numerical Methods in Finance
[email protected]
Invited
Kaisa Miettinen Hoai An Le Thi
University of Jyvaskyla Ömür Ugur
University of Lorraine Middle East Technical University
[email protected] [email protected] [email protected]
Christiane Tammer Track(s): 17 Track(s): 21
Martin-Luther-University 3 sessions 3 sessions
Halle-Wittenberg
[email protected] Occupational Heath & Wellbeing
halle.de Invited
Track(s): 38 41
Elena Andreeva
13 sessions
Berlin University of Technology
[email protected]
Track(s): 36
1 session

261
STREAMS EURO 25 - Vilnius 2012

Operational Research and Optimization for Sustainable OR and the Arts

Quantitative Models in Banking Development Invited
Invited Invited Vitaly Podobedov
Constantin Zopounidis Herman Mawengkang Moscow State University
Technical University of Crete The University of Sumatera Utara [email protected]
[email protected] [email protected] Track(s): 24
Track(s): 19 Gerhard-Wilhelm Weber 1 session
2 sessions Middle East Technical University
OR Applications in Industry
[email protected]
Operations/Marketing Interface Invited
Invited Track(s): 34
3 sessions Geir Hasle
Kathryn E. Stecke Sintef Ict
University of Texas at Dallas Optimization in Public [email protected]
[email protected] Transport
Jens Wollenweber
Xuying Zhao Invited
Dr. Staedtler Transport Consulting
University of Notre Dame Leo Kroon [email protected]
[email protected] Erasmus University Rotterdam Track(s): 35
Track(s): 35 [email protected] 1 session
1 session Anita Schöbel
Georg-August Universiy Goettingen OR Applications in the
Optimal Control Automotive Industry
[email protected]
Invited Invited
Track(s): 3 4 12
Ekaterina Kostina 9 sessions Thomas Spengler
University of Marburg Technische Universität Braunschweig
[email protected] OR and Environmental [email protected]
Management
Gernot Tragler Thomas Volling
Invited
Vienna University of Technology Technische Universität Braunschweig
[email protected] Marion Steven [email protected]
Ruhr-University Bochum Track(s): 13
Erik Kropat [email protected]
Universität der Bundeswehr München 3 sessions
Track(s): 25 26
[email protected]
2 sessions
Gerhard-Wilhelm Weber
Middle East Technical University OR and Ethics
[email protected] Invited
Track(s): 4 Cristobal Miralles
2 sessions Universidad Politecnica de Valencia
[email protected]
Optimization and Data Mining
Invited Fred Wenstøp
BI Norwegian School of Management
Emilio Carrizosa [email protected]
Universidad de Sevilla
Track(s): 31
[email protected]
2 sessions
Theodore Trafalis
University of Oklahoma OR and Real Implementations
[email protected] Invited
Renato De Leone Ben Lev
Università di Camerino Drexel University
[email protected] [email protected]
Track(s): 29 Belarmino Adenso-Diaz
4 sessions Universidad de Oviedo
[email protected]
Istvan Maros
Imperial College London
[email protected]
Track(s): 35
1 session

262
 EURO 25 - Vilnius 2012 STREAMS

OR for Development and OR in Agriculture, Forestry and OR in Quality Management

Developing Countries Fisheries Invited
Invited Invited Ipek Deveci Kocakoç
Elise del Rosario LluisM Pla Dokuz Eylul University Faculty of
Orsp University of Lleida Economics and Administrative
[email protected] [email protected] Sciences
[email protected]
Honora Smith Victor M. Albornoz
University of Southampton Universidad Tecnica Federico Santa Gulser Koksal
[email protected] Maria Middle East Technical University
[email protected] [email protected]
Gerhard-Wilhelm Weber
Middle East Technical University Track(s): 26 Track(s): 28
[email protected] 4 sessions 2 sessions

Subhash Datta OR in Health & Life Sciences OR in Sports

Institute of Management Technology (contributed) Invited
[email protected] Contributed Sigrid Knust
Leroy White Gerhard-Wilhelm Weber University of Osnabrück
University of Bristol Middle East Technical University [email protected]
[email protected] [email protected]
Dirk Briskorn
Track(s): 37 University of Siegen
Alexander Makarenko 6 sessions
National Technical University of [email protected]
Ukraine "KPI" OR in Human Resources Alexandra Newman
[email protected] Invited Colorado School of Mines
Francoise Summers Bo Hu [email protected]
Middle East Technical University Universität der Bundeswehr München Track(s): 35
[email protected] [email protected] 1 session
Youssef Masmoudi Track(s): 24
1 session OR in the Oil and Gas Sectors
Hight School of Commerce of Sfax Invited
[email protected]
OR in Industry and Software for Irina Dolgopolova
Track(s): 33 OR (contributed) Middle East Technical University
8 sessions Contributed [email protected]
OR for Sustainable Mikael Rönnqvist Track(s): 26
Development Département de génie mécanique 2 sessions
Invited [email protected]
Track(s): 35 OR in Water Management
Leonidas Sakalauskas Invited
Institute of Mathematics & 1 session
Informatics Halil Önder
[email protected] OR in Military, Safety and Middle East Technical University
Security Applications [email protected]
Edmundas Kazimieras Zavadskas Invited
Vilnius Gediminas Technical Elcin Kentel
Ana Isabel Barros Metu
University Tno
[email protected] [email protected]
[email protected]
Track(s): 26
Tatjana Vilutiene Track(s): 28 1 session
Vilnius Gediminas Technical 3 sessions
University Pioneers in Operations
[email protected] Research
Vida Maliene Invited
School of the Built Environment, Graham Rand
Liverpool John Moores University Lancaster University
[email protected] [email protected]
Track(s): 33
Jakob Krarup
3 sessions
University of Copenhagen
[email protected]
Track(s): 24
1 session

263
STREAMS EURO 25 - Vilnius 2012

Preference Learning Quantitative Models for Scheduling under Resource

Invited Performance and Dependability Constraints
Krzysztof Dembczynski Invited Invited
Poznan University of Technology Markus Siegle Joanna Jozefowska
[email protected] Universitaet der Bundeswehr Poznañ University of Technology
Muenchen [email protected]
Willem Waegeman [email protected]
Ghent University Jan Weglarz
Track(s): 36 Poznan University of Technology
[email protected]
2 sessions [email protected]
Roman Slowinski
Poznan University of Technology Realistic Production Scheduling Track(s): 14
[email protected] Invited 6 sessions
Track(s): 40 Ruben Ruiz SD Modelling in Sustainable
5 sessions Universidad Politecnica de Valencia Development
[email protected] Invited
Production and the Link with Track(s): 11
Supply Chains Pierre Kunsch
3 sessions Vrije Universiteit Brussel
Invited
[email protected]
Lionel Amodeo Recent Advances in Earthquake
University of Technology of Troyes Studies Erik Pruyt
[email protected] Invited Delft University of Technology
Aysegul Askan [email protected]
Farouk Yalaoui
University of Technology of Troyes Middle East Technical University Track(s): 40
[email protected] [email protected] 2 sessions
Track(s): 10 Gerhard-Wilhelm Weber Semi-Infinite Optimization
3 sessions Middle East Technical University Invited
[email protected]
Production Management & Vladimir Shikhman
Track(s): 28 RWTH Aachen University
Supply Chain Management 1 session
(contributed) [email protected]
Contributed Revenue Management Gerhard-Wilhelm Weber
Elena Fernandez Invited Middle East Technical University
Universitat Politecnica de CAtalunya Ayse Kocabiyikoglu [email protected]
[email protected] Bilkent University Shunsuke Hayashi
Track(s): 10 [email protected] Kyoto University
6 sessions [email protected]
Yuri Levin
Project Management and Queen’s University Track(s): 15
Scheduling [email protected] 2 sessions
Invited Tatsiana Levina Simulation
Rainer Kolisch Queen’s University Invited
Technische Universitaet Muenchen [email protected] Track(s): 42
[email protected] 1 session
Joern Meissner
Track(s): 2 Kuehne Logistics University
4 sessions [email protected] Simulation Based Decision
Support
Quantitative Approaches in Track(s): 40 44 45 Invited
Managerial and Financial 6 sessions
Miroljub Kljajic
Accounting
Scheduling University of Maribor
Invited
Invited [email protected]
Matthias Amen
University of Bielefeld Erwin Pesch Viveca Asproth
[email protected] University of Siegen Mid Sweden University
[email protected] [email protected]
Track(s): 45
1 session Vitaly Strusevich Track(s): 25
University of Greenwich 1 session
[email protected]
Track(s): 2
8 sessions

264
 EURO 25 - Vilnius 2012 STREAMS

Simulation in Management Stochastic Modeling and Stochastic Programming

Accounting and Management Simulation in Engineering, Invited
Control Management and Science
Jitka Dupacova
Invited Invited
Charles Univ, Faculty of Math. and
Friederike Wall Erik Kropat Physics
Alpen-Adria-Universitaet Klagenfurt Universität der Bundeswehr München [email protected]
[email protected] [email protected]
Georg Pflug
Stephan Leitner Devin Sezer University of Vienna
Alpen-Adria-Universität Klagenfurt Middle East Technical University, [email protected]
[email protected] Institute of Applied Mathematics
[email protected] Andras Prekopa
Track(s): 45 Rutgers University
2 sessions Basak Tanyeri [email protected]
Bilkent University
Simulation Methods in Finance Alexander Shapiro
[email protected]
Invited Georgia Institute of Technology
Aysegul Iscanoglu Cekic Zeev (Vladimir) Volkovich [email protected]
Selcuk University Ort Braude Academic College
[email protected] Stein W. Wallace
[email protected] Lancaster University Management
Gerhard-Wilhelm Weber Gerhard-Wilhelm Weber School
Middle East Technical University Middle East Technical University [email protected]
[email protected] [email protected]
Giorgio Consigli
Track(s): 19 Track(s): 42 University of Bergamo
3 sessions 8 sessions [email protected]

Soft OR and Problem Stochastic Modelling in Abdel Lisser

Structuring Methods Logistical Networks Universite de Paris Sud
Invited Invited [email protected]
Giles Hindle El-Houssaine Aghezzaf Asgeir Tomasgard
Hull University Business School Ghent University Sintef Technology and society
[email protected] [email protected] [email protected]
Track(s): 32 Track(s): 45 Track(s): 43 44
6 sessions 3 sessions 12 sessions

Software for OR/MS Structured Optimization and

Invited Applications
Invited
Robert Fourer
[email protected] Vladimir Shikhman
RWTH Aachen University
Bjarni Kristjansson [email protected]
Maximal Software, Ltd.
Track(s): 28
[email protected]
4 sessions
Track(s): 33 35
2 sessions Supply Chain Management
Invited
Steef van de Velde
RSM Erasmus University
[email protected]
Track(s): 10
2 sessions

265
STREAMS EURO 25 - Vilnius 2012

Supply Chain Planning Timetabling and Rostering Variable Neighborhood Search

Invited Invited Invited
Moritz Fleischmann Dario Landa-Silva José A. Moreno-Pérez
University of Mannheim University of Nottigham University of La Laguna
[email protected] [email protected] [email protected]
mannheim.de
Nysret Musliu Nenad Mladenovic
Herbert Meyr Vienna University of Technology Brunel University
University of Hohenheim [email protected] [email protected]
[email protected] Track(s): 6
Timothy Curtois
Track(s): 7 8 University of Nottingham 1 session
4 sessions [email protected]
Variational Inequalities and
Sustainable Living: Cognitive, Track(s): 14 Bi-Level Problems
Social, Economical, Ecological 5 sessions Invited
and World View
Transportation and Logistics Stephan Dempe
Invited
Invited Technische Universitaet Freiberg
Annette Hohenberger [email protected]
Middle East Technical University Maurizio Bielli
(METU) Institute of Systems Analysis and Yury Kochetov
[email protected] Informatics Novosibirsk State University
[email protected] [email protected]
Pedamallu Chandra Sekhar Track(s): 11
Dana-Farber Cancer Institute Oleg Khamisov
5 sessions Institute of Energy Systems
[email protected]
[email protected]
Gerhard-Wilhelm Weber Transportation Planning
Invited Track(s): 15
Middle East Technical University 3 sessions
[email protected] Herbert Kopfer
University of Bremen Vector and Set-Valued
Claudia Rave
[email protected] Optimization
National University of Colombia
[email protected] Frank Schultmann Invited
Track(s): 34 Karlsruhe Institute of Technology Vicente Novo
1 session (KIT) Universidad Nacional de Educacion a
[email protected] Distancia
Sustainable Transport Planning [email protected]
Invited Track(s): 11
1 session Bienvenido Jiménez
Bülent Çatay Uned
Sabanci University Uncertainty and Perturbations [email protected]
[email protected] in Optimization and in
Environmental and Energy César Gutiérrez
Tolga Bektas Modelling Universidad de Valladolid
School of Management Invited [email protected]
[email protected] Track(s): 15
Track(s): 3 Jerzy Filar
3 sessions
2 sessions Flinders University
[email protected] Vehicle Routing and Logistics
System Dynamics Modeling and Julia Piantadosi Optimization
Simulation University of South Australia Invited
Invited [email protected] Daniele Vigo
Markus Schwaninger Track(s): 16 University of Bologna
Universität St.Gallen 5 sessions [email protected]
[email protected] Track(s): 7
Markus Schwenke 6 sessions
University of St. Gallen
[email protected]
Track(s): 41
1 session

266
 EURO 25 - Vilnius 2012 STREAMS

Young People for System

Theory, Optimization and
Education
Invited
Alexis Pasichny
National Technical University of
Ukraine
[email protected]
Kateryna Pereverza
National Technical University of
Ukraine
[email protected]
Liza Korotchenko
Ntuu "kpi"
[email protected]
Alexej Orlov
Institute for applied system analysis
of the National Technical University
of Ukraine
[email protected]
Bohdan Pukalskyi
National Technical University of
Ukraine
[email protected]
Track(s): 41
2 sessions

267
S ESSION C HAIR I NDEX
A Benedito, Ernest WA-10 Consigli, Giorgio WD-43
Abreu, Nair TB-05 Benoist, Thierry MD-03 Contreras, Ivan TB-17
Achtziger, Wolfgang MC-35 Berndt, Rüdiger TC-13 Cordoba-Pachon, Jose-Rodrigo MD-
Adenso-Diaz, Belarmino MA-35, Bertazzi, Luca TD-13 32
TC-35 Bertocchi, Marida MC-43 Correia, Gonçalo MA-04
Önder, Halil TA-26 Besiou, Maria WC-10 Couzoudis, Eleftherios TA-28
Özçetin, Erdener TB-07 Bielza, Concha WC-29
Özcan, Ender WA-03, WB-03, Bierlaire, Michel MC-42, MD-42 D
WC-03, TD-09, WD-09 Björk, Folke WC-33 D’Ambrosio, Claudia MC-29, TA-29
Özdemir, Rifat Gürcan WB-10 Bjork, Kaj-Mikael MA-22 Daduna, Joachim R. TC-03
Özmen, Ayse WA-42 Blanco, Víctor TB-18 Dargam, Fatima WB-27, WD-27
Çalık, Ahmet WC-19 Blazewicz, Jacek MA-37, MC-37 Datta, Subhash MB-33
Afsar, H. Murat WA-03, WB-03, Bode, Claudia TC-11 Dauzere-peres, Stéphane MB-42
WC-03, TD-09, WD-09 Bohlin, Markus TB-03 de Araujo, Silvio TD-10
Aghezzaf, El-Houssaine TA-45 Boland, John MD-16 De Cosmis, Sonia TA-42
Airoldi, Mara TB-27 Bolshoy, Alexander WC-26 De Cuypere, Eline TC-45
Akyer, Hasan TC-07 Boros, Endre WC-08 de la Fuente, Hanns WD-32
Albareda Sambola, Maria WC-18 Bortfeldt, Andreas TB-09 De Smet, Yves TB-39
Algaba, Encarnación MA-34 Bourgeois, Nicolas WA-09 de Werra, Dominique WE-01
Aliev, Iskander WD-05 Bourreau, Eric WA-03, WB-03, WC- deCampos, Teofilo TA-44, TB-44
Allevi, Elisabetta MC-31 03, WA-05, TD-09, WD-09 Decclesia, Rita MA-19
Almada-Lobo, Bernardo MA-13 Boyacı, Burak TD-18 Dembczynski, Krzysztof TB-40,
Almeder, Christian MB-13 Bozkaya, Burcin MB-17 TC-40, TD-40
Alparslan Gok, Sirma Zeynep WB-34, Brabazon, Philip WC-13 Demenkov, Max MD-15
WC-34 Brailsford, Sally WD-37 Demir, Alparslan Serhat TA-08
Alumur, Sibel A. MC-17 Brandao, Jose TC-06 Dempe, Stephan WB-15
Alvarez, Fernando MC-05 Branke, Juergen MA-41 Despotis, Dimitris MB-36
Alvarez-Valdes, Ramon MC-09 Bravo, Cristian MC-20 DeTombe, Dorien WA-36, WC-36
Amen, Matthias TD-45 Bravo, Mila MC-19 Deveci Kocakoç, Ipek MA-28
Amodeo, Lionel MA-10 Brenner, M. Harvey WD-36 Dias, Luis C. MD-36
Andersson, Henrik MD-05 Brieden, Andreas TB-13 Djeffal, Lakhdar WA-14
Andreeva, Elena WD-36 Briskorn, Dirk MB-02, MD-02 Dolgopolova, Irina MB-26
Anido, Carmen MA-25, MB-25 Brotcorne, Luce MB-45 Doll, Claus MB-04
Antunes, Carlos Henggeler WC-38 Bruni, Renato TD-31 Dorsch, Dominik MC-28, MD-28
Archibald, Thomas TA-16 Druart, Frederik MD-18
Argyris, Nikolaos TA-27 Dugardin, Frédéric MB-10, WA-10
C
Arik, Ayse WD-20 Duhamel, Christophe MB-10
Cafieri, Sonia MC-29, TA-29 Dullaert, Wout MB-07, TB-45
Armañanzas, Rubén WC-29 Caimi, Gabrio Curzio WA-12
Artigues, Christian WA-02, 03, WB- Canca, David WB-12 E
03, WC-03, TD-09, WD-09 Cangalovic, Mirjana WB-09 Eguia, Ignacio TD-07
Askan, Aysegul WD-28 Cano, Javier MD-33, WD-38 Ejov, Vladimir TD-04
Assoumou, Edi WB-25 Capek, Roman WA-11 Emmenegger, Jean-Francois TA-22,
Avkar, Tansel MA-21, MB- Captivo, Maria Eugénia MC-06 TC-22
21, MC-21, MD-21, TA-21, Carravilla, Maria Antónia MB-09 Ennouri, Wissem WC-21
TB-21 Carreras, Ashley MC-32 Escudero, Laureano Fernando WA-43
Avrachenkov, Konstantin TC-16 Castro, Marco WD-07 Eskelinen, Juha WB-30
Chaabane, Amin MD-10 Euler, Reinhardt TC-09
B Chabchoub, Habib TA-33, TB-33 Everett, Jim TB-30
Babonneau, Frédéric TD-16 Chandra Sekhar, Pedamallu TD-34
Baidya, Tara Keshar Nanda TC-20 Charousset-brignol, Sandrine MC-44 F
Bakhrankova, Krystsina MA-26, Chehade, Hicham MA-10, TB-10 Fabian, Csaba I. TC-43
WA-30 Chen, Chie-beinMA-39, MB-39, MC- Fanghaenel, Diana WC-15
Ballestero, Enrique MC-19 39, MD-39, MA-40, MB- Fedrizzi, Mario MD-12
Barcelo, Jaume MB-11 40, MC-40, MD-40 Fernández Barberis, Gabriela TA-39
Barketau, Maksim TA-02 Chen, Yw TC-37 Fernandes, Edite M.G.P. MC-15,
Barros, Ana Isabel WA-28, WB-28, Cho, Minyoung WD-29 TD-19
WC-28 Chowdhury, S.M.Atiqur RahmanWC- Fernandez, Elena MB-01, WB-01
Bartl, David WB-16 16 Ferreira, LuisWB-06, WC-06, WD-06
Baskaran, Geetha TC-14 Christiansen, Marielle ME-01 Ferrer, Albert MB-16, MC-16
Bastic, Majda MC-24 Chub, Olga WC-11 Fiems, Dieter TC-45
Bautzer, Ana MA-08 Clarke, Nancy WC-39, WD-39 Figueira, José Rui WA-38
Beasley, J. E. WB-20 Cleophas, Catherine WB-45 Fischer, Frank WC-05
Belen, Selma TD-41 Collan, Mikael MC-12 Forsell, Nicklas WA-25
Ben-Tal, Aharon WD-23 Comes, Tina TD-20 Fourer, Robert WD-33

268
 EURO 25 - Vilnius 2012 SESSION CHAIR INDEX

Fröhling, Magnus TD-32 Hesse, Martina WB-39 Krushinsky, Dmitry WA-17

Framinan, Jose M. TD-02 Hezer, Seda TC-02 Kubiak, Wieslaw MA-14
Franco, L. Alberto MB-32 Hildmann, Marcus MA-20, MB-20 Kuefer, Karl-Heinz MC-38
Freixas, Josep MC-34 Hiller, Benjamin TB-29 Kulak, Ozgur MD-09
Fullér, Robert MC-12 Hindle, Giles TA-32 Kunsch, Pierre WC-40
Hirsch, Patrick TC-26, WC-37 Kuosmanen, Timo MA-36
G Hofmann, Ulla TD-21 Kus, Coskun WD-19
Güler, M. Güray TC-10 Humpola, Jesco TC-29 Kusunoki, Yoshifumi TC-31
Gönsch, Jochen WA-45 Hunjak, Tihomir MC-41 Kuter, Semih WC-35
Gössinger, Ralf WA-26 Kuznetsov, Mikhail WC-26, WD-26
Göttlich, Simone MB-15 I
Gamboa, Dorabela TD-06 Iftimie, Bogdan MA-19 L
García Alvarado, Marthy StívalizMD- Ilani, Hagai WB-14 Labbé, Martine TB-04
10 Illés, Tibor WD-16 Lachout, Petr MB-43
García-Jurado, Ignacio MA-24 Iscanoglu Cekic, Aysegul WB-19, Löhne, Andreas MB-38
Garfinkel, Robert TC-30 WC-19, WD-19 López-Cerdá, Marco A. TA-23
Gavalec, Martin MB-12 Isenberg, Marc-André WD-10 Landete, Mercedes MD-17
Gawiejnowicz, Stanislaw TA-14 Lange, Jan TD-14
J
Geiger, Martin Josef MA-03, MB-03, Larsen, Christian TA-10
Jablonsky, Josef MB-41
MC-03, MD-38 Laumanns, Marco WA-12, WD-45
Janiak, Adam MD-14
Geldermann, Jutta TC-25 Le Thi, Hoai An WC-17
Jimenez-Lopez, Mariano MA-12
Giannikos, Ioannis TA-17 Lee, Gue Myung TC-38
Jochem, Patrick TB-35
Gilanyi, Attila WD-23 Lehrer, Ehud MB-34
Johnsen, Trond A. V. MA-05
Gnudi, Adriana MC-31 Leitner, Stephan MC-45, MD-45
Juan, Angel A. MB-16
Gomes, A. Miguel MA-09 Leopold-Wildburger, Ulrike TD-22
Gomes, Luiz F. Autran M. TA-20 K Lepin, Victor TC-05
Gomes, Marta Castilho WB-26 Kabashkin, Igor WD-44 Letchford, Adam MA-29
Gonçalves, José Fernando TA-09 Kabasinskas, Audrius MA-30 Letmathe, Peter TC-01
González Alastrué, José Antonio TD- Kaluzny, Michael WA-26 Lev, Ben TC-35
30 Kana Zeumo, Vivien TC-27 Levchenkov, Anatoly WB-38
Gonzalez-Araya, Marcela TD-26 Karray, Salma MA-45 Levin, Yuri MA-44
Gorobetz, Mikhail WB-38 Kartal Koc, Elcin WD-35 Levina, Tatsiana MA-44
Gotthardt, Benjamin WA-24 Katsev, Ilya WA-34 Li, Qing MB-44
Goverde, Rob TC-12 Kazina, Irina MC-24 Liefooghe, Arnaud MA-41
Gregory, Amanda TB-32 Keisler, Jeffrey MC-27 Lin, Chin-Tsai MA-39, MB-39, MC-
Gribkovskaia, Irina TA-05 Kentel, Elcin TA-26 39, MD-39, MA-40, MB-
Griebsch, Susanne MB-18 Keskin, M. Emre MC-08 40, MC-40, MD-40
Gritzmann, Peter TB-13 Khachay, Michael TD-44, WA-44, Lindstad, Haakon WD-12
Groenevelt, Harry TB-10 WB-44 Lisser, Abdel TD-43
Grunewald, Martin WB-13 Kinoshita, Eizo WA-36, TB-41 Liu, Shaofeng WC-27
Guajardo, Mario WA-13 Klingelhöfer, Heinz Eckart WA-21 Ljubic, Ivana TC-04
Gucumengil, Alper WB-11 Koberstein, Achim WB-13, TC-43 Loeffler, Andreas TC-21
Guere, Emmanuel WA-03, WB-03, Koksal, Gulser MB-28 Lukasiak, Piotr MD-37
WC-03, TD-09, WD-09 Koksalan, Murat MA-03 Luss, Ronny WA-23
Guerrin, Francois WD-40 Kolisch, Rainer WC-02 Lutzenberger, Fabian WD-21
Gueye, Serigne WD-18 Konnov, Igor MC-31
Guignard-Spielberg, Monique WD-04 Kopa, Milos TB-43 M
Guillen, Montserrat TB-19 Korhonen, Pekka TC-41 MacCarthy, Bart WC-13
Guimarães, Luis MD-13 Koshlai, Ludmilla TA-22, TC-22 Möst, Dominik TC-32
Guimaraes, Paula MD-35 Kostina, Ekaterina MC-04 Mahmassani, Hani MC-11
Gutiérrez-Jarpa, Gabriel WD-03 Kostoglou, Vassilis WB-37 Makarenko, Alexander TC-33, TD-33
Gwiggner, Claus TA-04 Kostrzewska, Marta TB-22 Makulska, Joanna M. TB-23
Kovalyov, Mikhail Y. MD-14, TB-14 Makuschewitz, Thomas WD-10
H Kozan, Erhan WC-12 Maliene, Vida WB-33
Haase, Knut WA-16 Krarup, Jakob MC-30 Manger, Robert WB-05
Habenicht, Walter MA-38 Krass, Dmitry TA-18 Manitz, Michael MA-42
Hadjiconstantinou, Eleni TD-04 Krawczyk, Jacek TB-16 Mannini, Livia MD-11
Hahn, Peter WD-04 Kristjansson, Bjarni WD-33, WB-35 Mar-molinero, Cecilio WA-32
Hakanen, Jussi TA-38 Kroon, Leo TD-12 Mareschal, Bertrand TC-39
Hanafi, Saïd TA-06 Kropat, Erik MC-04, WB- Maroto, Concepcion MD-26
Harper, Paul TB-37 22, WC-22, WD-22, TB-23, Martello, Silvano MB-42
Hartl, Richard WC-01 WA-29, TA-42, TB-42, TC- Masmoudi, Youssef TA-33, TB-33
Haurie, Alain TD-16 42, WA-42, WB-42, WC- Mauricio, De Souza MC-10
Hernández-Jiménez, Beatriz TC-15 42, WD-42 Mawengkang, Herman TD-17,
Hernández-Pérez, Hipólito WA-07 Kruger, Alexander MA-23, MB-23, WA-17, TB-34, TC-34
Herranz, Patricia WB-21 MC-23, MD-23, TA-23 McComb, Sara WC-14

269
SESSION CHAIR INDEX EURO 25 - Vilnius 2012

Meca, Ana MB-24 Pulido Cayuela, Manuel A. MC-34 Stewart, Theodor TD-34
Melo, Teresa MA-17 Strijov, VadimWA-23, TD-44, WB-44
Mendoza, Jorge E. MA-07, TA-07, Q Strusevich, Vitaly TB-02
WC-07 Quintanilla, Sacramento MC-14 Stummer, Christian MD-27
Menezes, Mozart WD-18 Swiercz, Aleksandra MB-37
Mercadante, Luciano WA-35 R Syntetos, Aris TA-24, TD-24
Meyer-Nieberg, Silja TA-42 Raa, Birger TB-45 Szachniuk, Marta MC-37
Michaels, Dennis MD-29 Radulescu, Marius WA-20 Szantai, Tamas MD-43
Miettinen, Kaisa TA-38 Rönnqvist, Mikael WD-01, TC-08
Miglierina, Enrico TD-15 Ragwitz, Mario MD-25 T
Milanic, Martin WB-08 Ramirez, Hector WB-23, WC-23 Talasova, Jana MB-22
Milioni, Armando Zeferino MC-36 Rand, Graham MD-24 Tammer, Christiane WA-38
Miralles, Cristobal WC-31, WD-31 Rauscher, Sandra TB-42 Tanaka, Tamaki TC-38
Moench, Lars MC-02, TA-13 Recht, Peter TD-05 Tansel, Barbaros TC-17
Molho, Elena WA-15 Reddy, Brian TD-39 Tanyeri, Basak TD-42, WC-42
Molina, Elisenda MB-31 Reyer, Ivan TD-31, TA-44, TB-44 Tatlidil, Hüseyin TB-20
Monsuur, Herman WA-28 Rodríguez Álvarez, Margarita TB-15 Taylan, Pakize WD-35
Montibeller, Gilberto MA-27 Rodrigues, Antonio WB-24 Teghem, Jacques MB-42
Morar, Ioan Radu WD-41 Rodriguez-Chia, Antonio Manuel Tejada, Juan MA-31
Morton, Alec TA-27 WB-18 Temocin, Büsra TC-42
Motrenko, Anastasia TA-31, TC-31 Rodriguez-Sanchez, Sara Veronica Thanassoulis, Emmanuel TA-36
Mousseau, Vincent MA-01 MC-26 Theocharis, Zoe TC-24
Tofallis, Chris TD-29
N S Toledo, Franklina MC-13
Nasution, Azizah Hanim TA-34 Safia, Kedad-Sidhoum WA- Tomasgard, Asgeir TA-43
Nazarenko, Olga MB-10 03, WB-03, WC-03, TD-09, Topcu, Y. Ilker MC-10, TA-41
Nediak, Mikhail TA-40 WD-09 Trafalis, Theodore WB-29
Nemeth, Sandor Zoltan TC-23 Sakalauskas, Leonidas WA-01 Tragler, Gernot MD-04
Nikitina, Mariya WC-20 Salazar González, Juan José TB-04, Traversi, Emiliano MB-29
Niroomand, Sadegh TB-11 WA-07 Tricoire, Fabien MA-06
Nishide, Katsumasa MD-19 Salo, Ahti TD-27, WC-30, MB-42 Trodden, Paul MD-30
Novo, Vicente TC-15, TD-15, WA-15 Schöbel, Anita TD-12 Tsoukiàs, Alexis TC-27
Nunes, Ana Catarina TD-11 Schönberger, Jörn MA-11 Turkay, Metin MA-37
Nunez, Marina MD-34 Schmidt, Marie TB-12 Turkensteen, Marcel TB-08
Schultz, Rüdiger WB-43
O Schwindt, Christoph WB-02, TA-30 U
Odegaard, Fredrik MD-44 Sciomachen, Anna TA-11
Udias, Angel MD-33, WD-38
Onel, Selis TB-42 Seidmann, Abraham TA-37
Uemura, Yoshiki WB-22
Onoda, Takashi TA-31 Selosse, Sandrine TD-25
Oppen, Johan MC-07 Sevaux, Marc MD-
Orlov, Alexej WC-22 01, TB-01, WA-03, WB-03, V
Oulamara, Ammar TB-14 WC-03, TD-09, WD-09 van Ackooij, Wim MC-44
Ozceylan, Eren TD-23 Sezer, Devin TC-42, WC-42 van der Laan, Erwin TA-03
Ozogur-Akyuz, Sureyya TC-44 Shafransky, Yakov TA-14 Van Peteghem, Vincent WD-02
Siegle, Markus TC-36, TD-36 van Vuuren, Jan WC-04
P Siestrup, Guido WD-25 Verbeeck, Cédric MD-06
Paksoy, Turan TD-23 Sindhya, Karthik TB-38 Vercamer, Dauwe WA-06
Panella, Massimo MA-19 Singh, Sanjeet WB-32 Verleye, Derek TA-45
Pang, King-Wah WD-26 Sinske, Marcel TB-28 Vespucci, Maria Teresa MC-43
Papadimitriou, Dimitri MB-08 Sinuany-Stern, Zilla TB-36 Viana, Ana WA-37
Papamichail, K. Nadia MB-27 Slijepcevic-Manger, Tatjana MC-18 Vieira, Cristina C. TB-06
Pasichny, Alexis WD-22, WA-41 Smith, Honora MA-33 Vigna, Elena TA-19
Paucar-Caceres, Alberto MA-32 Smith, Leanne TB-37 Vilutiene, Tatjana WA-33
Pelegrin, Blas TC-18 Soler-Dominguez, Amparo MB-30 Visagie, Stephan WA-04
Pereira, Ana I. TA-15 Soumis, Francois WB-04 Vitoriano, Begoña MC-33
Pereverza, Kateryna WB-22, WC-41 Soysal, Mehmet TB-25 Volkovich, Zeev (Vladimir) WD-42
Perez-Marin, Ana Maria TB-19 Sperandio, Fabricio TD-37 Volling, Thomas WD-13
Pham Dinh, Tao WB-17, WD-17 Speranza, M. Grazia TE-01 Vrobel, Susie TC-28, TD-28
Pichler, Alois MA-43 Stadtler, Hartmut MB-42
Pillac, Victor TA-07, WC-07 Stålhane, Magnus WC-09 W
Plociennik, Kai MC-38 Staube, Tatjana MA-33 Waegeman, Willem TB-40, WA-40,
Podobedov, Vitaly WD-24 Stecke, Kathryn E. TA-35 WB-40
Porschen, Stefan WA-08 Stefani, Silvana MB-19 Wäscher, Gerhard TA-01, TE-01
Prekopa, Andras MD-43 Steinhardt, Claudius WC-45 Wallace, Stein W. TD-01
Psaraftis, Harilaos MB-05 Sterna, Malgorzata MA-02 Wang, Song TC-23
Pukalskyi, Bohdan WC-41 Sternbeck, Michael MB-35 Weber, Christoph TA-25

270
 EURO 25 - Vilnius 2012 SESSION CHAIR INDEX

Weber, Gerhard-Wilhelm MC- Wheat, David WB-41 Yatskiv, Irina TB-31

01, WA-17, MA-21, MC- Wiedenmann, Susanne WC-25 Yerlikaya Ozkurt, Fatma WC-35
21, TC-22, TD-22, MA- Windeatt, Terry TC-44 Yildirim, U.Mahir TD-03
23, MB-23, MC-23, MD- Winkelkotte, Tobias TD-35 Yue, Wuyi WC-44
23, TB-23, TD-23, WD-28, Wojciechowski, Pawel MB-37
TB-33, TD-33, TC-34, TD- Wozabal, David TC-19 Z
34, MC-35, WD-35, WC- Wright, Mike MB-06 Zabih, Ramin TD-08
36, TB-39, TD-41, WA-42, Zadnik Stirn, Lidija WA-39
WD-42, WC-44 X Zaraté, Pascale WA-27, WD-27
Weber, Richard MD-20 Xavier, Adilson Elias MA-16 Zemkoho, Alain B. WD-15
Wedley, William MD-41 Xufre, Patricia TB-24 Zhang, Yi TC-16
Zimmermann, Hans Georg WD-44
Weglarz, Jan MB-14 Y Zolotova, Tatiana TB-21
Weistroffer, Heinz Roland TD-38 Yalaoui, Farouk MC-10, TA-10
Wenstøp, Fred WC-31 Yan, Fei TA-44, TB-44
Werner, Axel MD-08 Yang, Chih-Hai WC-32 Škrabić Perić, Blanka MA-18

271
AUTHOR I NDEX
A Akdoğan, Yunus WB-19, WC-19, Altiparmak, Fulya WC-18
A, Srinivas TB-37 WD-19 Altun, Adem Alpaslan WA-30
A. S. Castro, Ricardo MC-36 Akehurst, Ron TA-32 Alumur, Sibel A. MC-17, TB-17
A.C. Rocha, Ana Maria TD-19 Akgün, İbrahim TC-17 Alvarez, Felipe WB-23, WC-23
Aïssani, Djamil MD-08 Akpinar, Sener MC-06, MD-39, Alvarez, Fernando WC-09
Abaev, Pavel TD-36 WC-42 Alvarez, María Jesús TD-07
Abastante, Francesca TC-27 Akrour, Riad WB-40 Alvarez-Valdes, Ramon MA-09,
Abbaszadeh, Shahin TA-40 Aksakal, Erdem WD-26, MD-41 MB-09, MC-09
Abdelouahab, Zaghrouti WB-04 Aksen, Deniz MC-03 Alvelos, Filipe MB-08, MC-08,
Abdul Rahim, Siti Khatijah Nor WC- Aktas, Emel MB-10, WB-10 MA-13, WA-37
14 Aktin, Tülin MB-28 Alves, Cláudio WC-07
Ablanedo Rosas, José Humberto TD- Akyer, Hasan TC-07 Alves, Diogo MA-13
06 Akyurek, Zuhal WC-35 Alves, Luciene MC-36
Abreu, Nair TB-05 Aladag, Zerrin WD-22, MA-40 Alves, Maria João MA-38
Absi, Nabil MD-06 Alagoz, Ali WD-10 Alzate, Carlos WC-29
Achtziger, Wolfgang WB-15 Alain, Faye MA-08 Alzbutas, Robertas WA-33, TD-37
Adali, Yelda Cansu TC-10 Alalawin, Abdallah TD-13 Alzbutien, Giedr TD-37
Adany, Ron WD-13 Albareda Sambola, Maria WC-18 Alzorba, Shaghaf WA-38
Adekoya, Adebola MB-41 Albayrak, Y. Esra MB-40 Amado, Carla WC-32, MD-35
Adenso-Diaz, Belarmino TC-35 Alberg, Dima MA-20 Amand, Guillaume TA-45
Adjiman, Claire WC-15 Alcañiz, Manuela TB-19 Amann, Katharina MC-13, TC-25
Adler, Nicole TB-36 Alcaide Lopez de Pablo, DavidMA-38 Amaro, Ana TB-30, WC-41
Álvarez, David TB-09 Aldasoro, Unai WA-43 Amaya, Ciro Alberto TC-11
Álvarez-López, Alberto A. TC-10 Aldea, Anamaria TD-20 Ambrosino, Daniela TA-11
Álvarez-Miranda, Eduardo TC-04 Alefragis, Panayiotis TD-09 Amen, Matthias TD-45
Öktem, Şükran MC-24, TD-34 Alemany, Mareva TC-08 Amini, Mehdi MD-27
Öllinger, Michael TB-13 Alemany, Sandra WD-29 Amini, Mohammad TB-18
Önder, Halil TA-26 Alfandari, Laurent WA-03 Amorim, Pedro MA-13, TA-30,
Önkal-Atay, Dilek TC-24 Alfano, Marina TC-28 TB-30
Özçetin, Erdener TB-07 Alfred, Mbairadjim Moussa MB-12 Anderson, Chris MD-44
Özcan, Ender TA-06, TD-09, WD-09, Algaba, Encarnación WB-12, MA-34, Andersson, Henrik MD-05, WC-09
TC-14 WA-34 Andrade, Jose luis TC-37
Özdemir, Rifat Gürcan TC-10, TC-33 Aliev, Iskander WD-05 Andreeva, Elena WD-36
Özmen, Ayse TB-23, WC-35 Alimohammadi, Amene MD-37 Andreeva, Galina WC-21, WC-30
Çalık, Ahmet WC-19 Alimohammadi, Shohreh MD-37 Andres, Carlos TC-35
Çatay, Bülent TD-03 Aliouat, Makhlouf WC-44 Andreu, Laura MD-18
Çelebi, Dilay TC-44 Alirezaee, Mohammad-Reza TA-36 Angelelli, Enrico TB-04, TC-19
Çimen, Emre WA-29 Alirezaee, Nassrin TA-36 Angelis, Vassilis MB-21
Çodur, Muhammed Yasin WA-24 Aliyeva, Nigar WC-22 Angulo-Meza, Lidia WC-32
Ülkü, Tolga TB-36 Aljinovic, Zdravka WB-20, WD-21 Anholcer, Marcin MC-11
Ümit, Hakan WA-26 Allevi, Elisabetta MC-31, MA-43 Anido, Carmen WA-44
Ünsal, Mehmet Güray WD-35 Allmendinger, Richard TB-30 Anily, Shoshana MB-24
Affenzeller, Michael MC-03 Almada-Lobo, Bernardo MA- Anjos, Miguel WA-16
Aflaki, Arian WC-10 13, MC-13, MD-13, TA-30, Ansell, Jake TA-16, WC-21
Afordakos, Orestis MB-32 TB-30, TD-37 Antczak, Maciej MD-37
Afsar, H. Murat TD-09, WD-09 Almagro, Jose MA-35 Antczak, Tadeusz TC-15
Agarwal, Shweta TD-42 Almaraz Luengo, Eduardo MD-21 Antunes, Carlos Henggeler MD-36,
Agatz, Niels MC-11 Almaraz Luengo, Elena MD-21 WC-38
Aggarwal, Remica WB-32 Almeder, Christian WD-02, MB-13, Aoudia-rahmoune, Fazia WC-12
Aggogeri, Francesco TA-42 TB-30 Apanaviciene, Rasa WB-33
Aghayari, Hadi WD-06 Almeida, Mariana WD-32 Appa, Gautam TC-09
Aghdaie, Mohammad Hasan WC-33 Alonso Martínez, Maria Teresa MA- ApSimon, Helen TD-32
Aghezzaf, El-Houssaine TC-34 09, MC-09 Apt, Jay TC-43
Agra, Agostinho MA-06, MB-37 Alonso, Federico MB-20 Arana-Jiménez, Manuel TC-15
Agustín, Alba WA-07, MB-16 Alonso-Ayuso, Antonio TA-29, Aranburu, Larraitz WA-43
Ahi, Emrah TB-20 WD-38 Aranda Almansa, Joaquin TB-09
Ahmed-Nacer, Mohamed TA-31 Alp Bilişik, Özge Nalan TB-41 Arantes, Amílcar TA-08, TA-42
Ahn, Heinz MC-36, TA-36 Alparslan Gok, Sirma Zeynep WB-34 Arapoglu, R. Aykut MD-06
Ailon, Nir TB-40 Alpern, Steve TB-18 Aras, Necati MC-08, WD-28
Airola, Antti TB-40 Alps, Ivars MD-38 Araujo, Marcelo Tozo de WD-41
Airoldi, Mara TB-27 Alptekinoglu, Aydin TA-35 Araz, CeyhunMD-02, MB-03, MC-35
Akal, Tülay WB-24 Altefrohne, Maximilian WB-13 Archibald, Thomas TA-16, TB-42
Akartunali, Kerem TD-14 Altindag, İlkay WD-42 Arda, Yasemin TA-45
Akcelik, Volkan WD-28 Altinel, I. Kuban MC-08 Arellano-Garcia, Harvey MB-15

272
 EURO 25 - Vilnius 2012 AUTHOR INDEX

Arenas-Parra, Mar MA-12 Baghban Asghari nejad, HoomanWC- Bautzer, Ana MA-08
Argyris, Nikolaos TA-27 27 Bawa, Daljit Singh WC-14
Arias, Alicia MC-36 Bagheri, Masoud TB-06 Baykasoğlu, Adil WA-11
Arik, Ayse WD-20 Bagirov, Adil MC-16, TB-31 Bayoglu, Levent MD-02, MB-03,
Arin, Arif MB-06 Bahbouh, Radvan MD-12 MC-35
Arin, Javier WB-06 Bahn, Olivier TD-16 Bayraktar, Demet TC-44
Arkhipov, Dmitry TD-02 Bahovec, Vlasta MB-33 Baysal, Gokce MA-28
Armañanzas, Rubén WC-29 Baidya, Tara Keshar Nanda TC-20 Bazan, Peter TC-13
Arneric, Josip MA-18, MB-21 Bailly-Bechet, Marc WA-09 Baştürk, Nalan WC-26
Aronsson, Martin WA-12 Bajbar, Tomas MC-28 Beasley, J. E. WB-20
Aros-Vera, Felipe TB-17 Bakhrankova, Krystsina TA-30 Becejski-Vujaklija, Dragana WD-27
Arthanari, Tiru WC-17 Balaisyte, Jurgita WC-10 Becker, Jörg TD-24
Artigues, Christian WA-02, TD-09, Baldo, Tamara MD-13 Beek, Onne MB-07
WD-09 Balestrassi, Pedro Paulo TD-29 Bekiaris, Michail MA-18
Asbjørnslett, Bjørn Egil MA-05 Balezentis, Alvydas WD-40 Bektas, Tolga TD-03
Asgari, Nasrin MA-07 Balezentis, Tomas WD-40 Bektaş, Zeynep MD-30
Ashley, Mary V. MA-37 Balin, Abit TB-41 Beleggia, Beatrice MD-42
Ashrafi, Mahdi MD-37 Ballerstein, Martin MD-29 Belin, Bruno WB-25
Asif, Muhammad WA-35 Ballestero, Enrique MC-19 Bell, Michael TA-33
Askan, Aysegul WD-28 Ballestin, Francisco WB-02, MC-14 Bell, Peter MD-44
Asmuss, Julija TD-36 Banal Estanol, Albert TA-25 Bellanger, Adrien TB-14
Asmuss, Svetlana MD-12 Banciu, Mihai MD-44 Bellenguez-Morineau, Odile WB-02
Assad, Arjang MD-24 Banker, Rajiv WD-32 Bello Rivas, Juan M. MC-15
Assis, Laura MA-25 Bao, Truong Q. MB-38 Belo Filho, Márcio Antônio Ferreira
Assoumou, Edi TD-25, WA-25, Baptiste, Pierre TB-14 TB-30
WB-25 Baraçlı, Hayri TB-41 Belov, Gleb TA-09
Aswal, Abhilasha WB-25, WC-34 Baranov, Oleksii WC-05 Belovas, Igoris MA-30
Atak, Erman MC-41 Barbósa-Póvoa, Ana Paula TA-10, Belton, Valerie TC-27
Atalik, Gultekin WC-22 TA-30, TB-30 Beltran-Royo, Cesar MA-35
Atasever, Ilknur MA-23 Barbarosoglu, Gülay WD-28 Ben Ameur, Hachmi WA-20
Atasoy, Bilge MB-11 Barbati, Maria WC-18 Ben-ameur, Walid WD-05
Atkins, Jonathan TB-32 Barber, Nick WC-37 Benati, Stefano WB-18, WB-34
Attia, Ahmed TA-10 Barceló, Jaume MB-11 Benavides, Alexander J. WC-03
Attux, Romis TD-24 Barcus, Ana MA-27 Benavides, Julián WD-27
Atygayev, Damir TB-22 Bardadym, Tamara TC-22 Bendotti, Pascale MC-44
Aurbach, Doron WD-13 Bareisis, Arnas TA-21 Benediktovich, Vladimir TB-05
Aussel, Didier WC-15 Bargiela, Andrzej TC-14, WC-14 Benedito, Ernest WA-10, MD-30
Avanzi, Claudia MC-31 Barjesteh, Saeid WD-06 Benezech, Vincent WB-12
Aviv, Yossi TA-35 Barkalov, Konstantin WA-23 Benito, Antonio MC-19
Avkar, Tansel TB-21 Barketau, Maksim MA-02, TA-02 Benmansour, Rachid MB-02
Barnhart, Cynthia MA-04 Benoist, Thierry MD-03, WB-03,
Awasthi, Anjali MB-28, WD-40
Barrena, Eva WB-12, MD-17 WB-35, MC-42
Ayala, Guillermo WD-29
Barros, Ana Isabel WA-28, WB-28 Bentaha, Mohand Lounes TB-45
Ayayi, Ayi Gavirel TB-28
Barthelemy, Thibaut MC-03 Berbig, Dominik TC-07, WB-13
Ayağ, Zeki TC-33
Bartke, Philipp WB-45 Beresnev, Vladimir WB-15
Aykan, Fulya WB-24
Bartl, David WB-16 Berezovskyi, Oleg TC-22
Aytaç, Esra MC-41
Barton, Paul I. TC-29 Bergantinos, Gustavo MA-24
Azad, Md. Abul Kalam TD-19
Barysavets, Tatsiana TA-05 Berger-Wolf, Tanya MA-37
Azadegan, Aida TB-32 Barz, Tilman MB-15 Berghman, Lotte WC-16
Azevedo, Anibal TA-09, TB-33 Bashiri, Mahdi TB-06, TB-39 Bergiante, Nissia MD-35
Azizi, Majid TC-41 Baskaran, Geetha TC-14 Berk, Erhan TC-41
Basoglu, Ismail MC-18 Berlinska, Joanna MA-02
B Bastert, Oliver MA-30 Berman, Oded TA-18
Babai, Hamed WC-45 Bastic, Majda MC-24 Bernaert, Korneel TD-24
Babic, Zoran MC-45 Bastings, Ingrid WC-28 Bernardo, Giovanni TD-32
Babonneau, Frédéric TD-07, TD-16 Basu, Sumanta WC-34, MB-45 Berndt, Rüdiger TC-13
Bachmat, Eitan MC-28 Batista dos Santos, Lucelina TC-15 Bernstein, Fernando MB-24
Badin, Luiza TD-20 Batmaz, Inci WB-24, WC-35 Berrachedi, Abdelhafid TD-05
Baek, Jun-Geol WD-29 Batta, Rajan TA-18 Bertazzi, Luca TD-13
Baena Mirabete, Daniel TD-30 Battaïa, Olga TD-13, TB-45 Bertocchi, Marida MA-43, MC-43,
Bürgi, Markus MD-28 Battarra, Maria WD-07 TA-43
Bürgy, Reinhard TC-02 Battiti, Roberto WA-40 Berzins, Lorena MB-41
Büsing, Christina TB-12 Baucells, Manel MC-27 Besikci, Umut WC-02
Baes, Michel MD-29 Baumann, Philipp TA-30 Besiou, Maria WC-10
Baesens, Bart TB-31 Baumbach, Birk MC-07 Best, Tom WD-37
Baesler, Felipe WC-11 Baumung, Martin TC-17 Betts, Gavin TB-32

273
AUTHOR INDEX EURO 25 - Vilnius 2012

Bezirci, Muhammet WD-10 Bounkhel, Messaoud TA-23 Burkhardt, Thomas TC-21, TD-21,
Bhatia, Neha WD-23 Bourgeois, Nicolas WA-09 WA-21
Bianchessi, Nicola TB-04 Bourlakis, Michael MB-10 Burnak, Nimetullah MA-28
Bianchi, Monica TD-15 Bouroubi, Sadek TA-28 Burnaz, Sebnem MC-10
Bianchi-Aguiar, Teresa MC-09 Bourreau, Eric WA-05, TD-09, Burr, Jennifer TA-32
Bielak, Jacobo WD-28 WD-09 Bursa, Nurbanu MA-33
Bielza, Concha WC-29 Boutsinas, Basilis TA-17 Buscher, Udo MC-02
Bierlaire, Michel MB-11, WD-12 Bouvry, Pascal WD-26 Buskens, Erik TD-37
Bierwirth, Christian MC-02 Boyacı, Burak TD-18 Butelle, Franck WA-03
Bijak, Katarzyna MC-20 Boylan, John TA-24 Button, Kenneth TD-29
Bilbao, Jesus-Mario MA-34 Boysen, Nils MD-02
Bilbao-Terol, Amelia MA-12 Bozkaya, Burcin MB-17 C
Bilge, Ümit WC-02 Bozkurt, Levent MC-35 Cañal, Verónica MA-12
Bilgen, Bilge TC-08 Brabazon, Philip WC-13 Cañavate Bernal, Roberto Javier MD-
Bilgic, Taner TC-10 Bracke, Martin WA-35 17
Bilgin, Ayse WD-12 Brady, Niall WD-45 Cabal, Helena WD-38
Billaut, Jean-Charles TB-14, WA-30 Brînzei, Nicolae TD-36 Caballero, Rafael TC-06
Billio, Monica MC-21 Bräysy, Olli MB-07 Cabo Nodar, Marta WD-07, WB-39
Billionnet, Alain MC-29 Brailsford, Sally WC-37, WD-37 Caceres Cruz, Jose MB-16
Bing, Xiaoyun MC-17 Branco Costa, Antonio MB-28 Cadarso, Luis TD-12
Bisdorff, Raymond TC-39 Branco, Antonio C. S. WC-27 Caetano, Sabrina WB-30
Biswal, Gayatri WC-38 Branda, Martin TB-43 Cáceres, Ma Teresa TD-18
Björk, Folke WC-33 Brandao, Jose TC-06 Cafieri, Sonia TA-29
Bjork, Kaj-Mikael MA-22 Brandt, Felix WA-03, WC-07 Cailloux, Olivier TD-39, TC-40
Blair, Graeme TA-16 Brauner, Nadia TB-02 Calafiore, Giuseppe WC-05
Blanco, Luis MA-35 Bravo, Cristian MC-20, WD-28 Cales, Ludovic MC-21
Blanco, Víctor TB-18 Bravo, Mila MC-19 Camanho, Ana TD-29, TD-31,
Blanquero, Rafael TC-18 Bravo, Raquel WA-05 MC-36, MD-36
Blazewicz, Jacek WD-26, MB-37, Brazis, Viesturs TA-03 Camargo, Ricardo MB-08, TC-17
MD-37 Bregar, Andrej MC-45 Camargo, Victor MC-13
Blockmans, Tom WB-34 Cambini, Alberto MC-23
Brekelmans, Ruud MD-42
Bloemhof, Jacqueline MC-17, TB-25 Camiz, Sergio MC-37
Brennan, Alan WD-31
Bludau, Bastian MC-38 Campigotto, Paolo WA-40
Brenner, M. Harvey WD-36
Boaventura-Netto, Paulo OswaldoTB- Canca, David WB-12
Breschan, Jochen MD-26
06 Cangalovic, Mirjana WB-09
Breuer, Claudia WD-25
Boccato, Levy TD-24 Cano, Javier MD-33, WD-38
Bock, Stefan MB-02 Breun, Patrick TD-32
Cantarella, Giulio Erberto MD-11
Bode, Claudia TC-11 Brezina, Ivan MD-03 Cao, Qi TD-37
Bohlin, Markus TB-03 Brieden, Andreas TB-13 Cao, Wenhua MC-37
Bohman, Samuel WC-38 Briens, François TD-25 Capek, Roman WA-11
Bolance, Catalina TB-19 Briskorn, Dirk MB-02, MD-02 Captivo, Maria Eugénia MC-06
Boland, John MD-16, TD-16 Brison, Valérie TA-20 Cardoso Dias, Bruno WC-11
Boley, Mario TD-31 Brodnik, Andrej TD-14, MD-15 Cardoso, Domingos TB-05, WB-16
Bolshakov, Vitaly MC-03 Broekmeulen, Rob MB-35 Caremi, Claudio MD-42
Bolshoy, Alexander WC-26, MC-37 Bronshtein, Efim WC-20 Cariou, Pierre MA-05
Bondareva, Mariya WC-34 Brotcorne, Luce MB-45 Carmo, Jose Luis TB-24
Bonenti, Francesca MC-31 Brozova, Helena MB-22 Caro, Felipe TB-25, MC-42
Bonnel, Henri WD-15 Brugha, Cathal MD-32, TA-32 Carosi, Laura MC-23
Bont, Leo MD-26 Brunelli, Matteo MD-12 Carotenuto, Pasquale TB-11
Borbely, Antal TC-28 Bruni, Renato MB-20, WB-20 Carpente, Ma Luisa MA-35
Borges, José TD-37 Bruno, Giuseppe TA-18, WC-18, Carrasco, Miguel WB-23
Borgwardt, Steffen TB-13 WC-41 Carrasco-Gallego, Ruth WC-10
Borndörfer, Ralf WD-04, WA-12 Buccheri, Rosolino TC-28 Carravilla, Maria Antónia MB-09,
Borodin, Dmitry WB-04 Buchheim, Christoph MB-29 MC-09, WD-31
Boros, Endre WB-08, WC-08 Buchheit, Grégory TD-36 Carreras, Ashley MC-32
Bortfeldt, Andreas MA-09 Buer, Tobias MA-11 Carreras, Francesc MC-34
Bortz, Michael MC-38 Bukauskas, Feliksas MA-37 Carrese, Stefano WB-14
Bosco, Adamo TC-11, TD-13 Bukhsh, Waqquas Ahmed MD-30 Carrión, Miguel TB-35, MC-43
Bosi, Gianni WC-34 Buljubasic, Mirsad WB-03 Carrizosa, Emilio TC-18
Bosso, Sandro MD-42 Bulut, Basak WD-20 Carroll, Paula MA-08
Bottero, Marta TC-27 Bulz, Nicolae WC-36 Carvalho, Lilian MD-25
Bouckaert, Stephanie WB-25 Bunte, Stefan WA-02 Casey, Brad WC-12
Boudjeloud-Assala, Lydia WB-17 Buoni, Alessandro MB-22 Casquilho, Miguel WC-41
Boudries, Abdelmalek WC-44 Burachik, Regina MD-23 Castaño Cabrales, Jose Luis MD-33
Bouhtou, Mustapha MB-45 Burger, Alewyn WC-04 Castanier, Bruno WB-21
Bouman, Paul TC-12 Buriol, Luciana S. WC-03 Castro, Alberto MB-08

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 EURO 25 - Vilnius 2012 AUTHOR INDEX

Castro, Javier MA-31 Christofides, Nicos TC-21 Coutinho-Rodrigues, Joao WB-27

Castro, Jordi TC-30, TD-30 Chuang, Yen-Ching MB-41 Couzoudis, Eleftherios MD-28
Castro, Marco WD-07, WA-14 Chub, Igor MD-09 Coves, Anna M. TD-02
Cattrysse, Dirk WD-07, TB-12 Chub, Olga WC-11 Crainic, Teodor Gabriel MB-06,
Caulkins, Jonathan WC-01 Chung, Chia-Shin MD-10 WC-07, TC-12, WC-18
Cavique, Luís TA-31 Church, Richard MD-26 Crama, Yves MA-34
Cayla, Jean-Michel TD-25 Churilov, Leonid WA-27 Creput, Jean-Charles TA-06
Cerdeira-Pena, Ana MA-35 Chutani, Anshuman MA-45 Crevits, Igor WA-06
Cerqueti, Roy MA-19 Ciaffi, Francesco TA-11 Crispim, José TD-07
Cesar, Mihael WD-25 Cichenski, Mateusz MA-02 Crook, Jonathan MC-20, WC-30
Cesarone, Francesco MB-20, WB-20 Cileg, Marija WB-10, MD-18 Cruz Corona, Carlos MA-12
Cevik Onar, Sezi WB-10, TA-41 Cimler, Richard MB-12 Cruz, F. R. B. TC-36
Cexus, Jean-Christophe WD-17 Cincyte, Rasa WB-41 Csetnek, Ernö Robert WD-23
Chaabane, Amin MD-10 Cioban, Liana WD-23 Csizmadia, Zsolt WD-16
Chaichiratikul, Pairoj TD-04 Cipriani, Ernesto MD-11, TA-11 Cuesta, Jordi TC-30
Chaing, Hui-Min MD-40 Ciric, Zoran WB-10 Cunha, João TD-31
Chakraborty, Abhishek WB-10 Civinova, Jitka MA-36 Cyrino Oliveira, Fernando LuizTB-24
Chakraborty, Soumyakanti WC-34 Cizmesija, Mirjana MB-33
Champion, Thierry WB-23 Claassen, G.D.H. (Frits) MB-13, D
Chandra, Shailesh WD-03 MC-26 D’Acierno, Luca WB-12
Chang, Chiao-Chen TA-31, TD-31 Clímaco, João WC-31 D’Aleo, Giuseppe MD-42
Chang, Dong Shang TC-25 Clark, Alistair TD-30, MC-33 D’Alessandro, Simone TD-32
Chang, Jen-Chia MD-39 Clarke, Nancy WC-39 D’Ambrosio, Claudia MC-29
Chang, Kuochung MA-39 Clausen, Uwe TB-03, WB-12 D. Nasiri, Saeideh WC-16
Chang, Pao-Long MC-40 Clautiaux, François WC-03, WC-07 Dadenne, David WC-27
Chang, Tsung-Sheng TB-03 Cleophas, Catherine WB-45 Daduna, Joachim R. TC-03
Channon, Andrew Amos WD-37 Cobre, Juliana WB-30 Díaz-Madroñero, Manuel MA-12
Chanpum, Montathip WC-12 Coelho Silva, Ricardo MA-12 Döyen, Alper WD-28
Chaovalitwongse, W. Art MA-37 Coffman, Ed MA-14 Dagdeviren, Metin WD-26, TD-33,
Chardy, Matthieu MA-08, MC-08 Cogurcu, M.Tolga TC-31 MD-41
Charousset-brignol, Sandrine MC-44 Collan, Mikael MC-12 Dahlberg, Hans WA-12
Chassein, André MB-02 Collins, Karen WD-31 Dahms, Florian TB-03
Chatterjee, Ashis WB-10 Colombani, Yves MA-30 Damay, Jean WA-12
Chauhan, Satyaveer S. MB-28 Comellas, Jaume MB-08 Dambreville, Frédéric WC-17
Chaves, Antônio TA-09, TB-33 Comes, Tina TD-20, WD-27 Daneshvar, Sahand WA-32
Cheaitou, Ali MA-05 Conejo, Antonio J. MC-43 Dangaard Brouer, Berit MC-05,
Chelouah, Rachid TA-06, TA-31 Consigli, Giorgio WD-43 WC-09
Chen, An TA-19 Consiglio, Andrea MC-18 Dangerfield, Brian WB-41
Chen, Bo MA-34 Constantino, Miguel WA-37 Danilkina, Alexandra TD-36
Chen, Chie-bein MC-39 Contardo, Claudio WC-18 DanisOncul, Selmin WB-14
Chen, Frank Y TB-10 Contreras, Ivan TB-17 Dao Thi, Thu Ha TC-36
Chen, JongChen MC-15, TB-31 Contreras, Javier TB-16 Daou Pulido, Amir José MD-25
Chen, Pei-Ting MD-39 Cookson, Emily MA-44 Dargam, Fatima WC-27
Chen, Sheu-Hua WB-27, WC-44 Corbett, Charles TB-25 Darlay, Julien WB-03, WB-35
Chen, Vivien Y.C. MA-40, MD-40 Cordeau, Jean-François MD-05 Dasaklis, Tom TC-25, TB-37
Chen, Yuh-Wen TC-37 Cordeiro, Clara TD-24 Dasgupta, Bhaskar MA-37
Cheng, Chun-Yuan TC-45 Cordeiro, Isabel TC-20 Daskalaki, Sophia TB-20, WA-24
Cheng, Weiwei WB-40 Cornejo, Oscar WC-11 Datta, Subhash MB-33
Chernichovsky, Dov TB-36 Corominas, Albert WC-41 de Araujo, Silvio TD-10
Chiang, Naiyuan TD-43 Coronado-Hernandez, Jairo MC-45 De Asmundis, Roberta WC-29
Chiang, Yu-Min MB-40, MC-40 Correia, Gonçalo MA-04 De Baets, Bernard WA-40
Chien, Hung-ju MA-40 Correia, Isabel MA-17, TB-17 de Carvalho, J. M. Valério WC-07
Chilcott, Jim TA-32 Cortazar, Gonzalo MB-20 De Causmaecker, Patrick TC-14
Chin, Yang-Chieh TA-31, TD-31 Cortinhal, Maria TD-11, TA-17 De Cosmis, Sonia WA-29
Chiwiacowsky, Leonardo TC-06 Cosgun, Ozlem MB-26 De Cuypere, Eline TC-45
Cho, Minyoung WD-29 Coskun, Semih TC-03 de Freitas Rodrigues, Rosiane WC-11
Choi, Yuran WD-18 Costa, Alysson WD-31 de Graaf, Gimon TA-37
Choo, Eng MD-41 Costa, Anabela MA-21, TB-21 de Joode, Jeroen MA-26
Chou, Chun An MA-37 Costa, Fabricio TD-10 de Kok, Ton WA-43
Chou, Ying-Chyi MC-40 Costa, João Paulo MA-38 de la Fuente, Hanns WD-32
Choudhary, Rekha TA-28 Costa, Julian MA-24 de la Torre, Rocio MD-30
Chowdhury, S.M.Atiqur RahmanWC- Costa, M. Fernanda P. MD-15, TA-15 De Leone, Renato MD-16, WA-29
16 Costa, Marie-Christine MA-08 de los Santos, M. Antonia TD-02,
Christensen, Tue TB-04 Costa, Sueli MD-09 MD-11
Christiansen, MarielleMA-06, WC-09 Coti, Camille WA-03 de Miranda Borba, Leonardo WC-03
Christie, Marc WB-25 Couellan, Nicolas WB-29 De Rosa, Vincenzo TD-35

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AUTHOR INDEX EURO 25 - Vilnius 2012

de Ruijter, Tom WA-40 Djeffal, Lakhdar WA-14 Eisenstein, Don WD-37

de Silva, Dileep WD-37 Djordjevic, Milan MD-15 Ejov, Vladimir TD-04
De Smet, Yves TB-39 Dmitruk, Andrei TA-23 Ekenberg, Love TD-27
de Sousa, Amaro TC-04, MA-08, Doan, Phi TA-04 Ekici, Ali MC-03
MB-08, MC-08 Dochow, Robert WD-20 Ekinci, Cumhur TD-31
De Turck, Koen TC-45 Doerner, Karl WA-07 Ekinci, Yeliz TB-34
de Villiers, Anton WC-04 Dogu, Eralp MA-28 Ekmekci, Esin MC-10
De Wolf, Daniel TC-29 Dokka, Trivikram TC-09 El Faouzi, Nour-Eddin TA-29
Deb, Kalyanmoy TB-38, MA-41 Dolgui, Alexandre TA-02, TD-13, EL Haj Ben Ali, Safae TB-18
Debnath, Subhrajit MA-10 TB-45 El-Borai, Mahmoud TD-41
deCampos, Teofilo TA-44 Dolgun, Leman Esra MA-28 El-Ga’aly, Ashraf MA-10
Decclesia, Rita MA-19 Doll, Claus MB-04 El-Said El-Nadi, Khairia TD-41
Degel, Dirk TA-17 Domínguez, Oscar WA-07 Elhallaoui, Issmail WB-04
Dehouche, Nassim WC-26 Domingo, Juan WD-29 Elloumi, Sourour MC-29
Dejaeger, Karel TB-31 Domingo-Ferrer, Josep TC-30 Elmi, AtabakMC-06, WA-11, MD-39,
Dejax, Pierre TB-45 Dominguez, Enrique WB-18 WC-42
Dekker, Rommert WA-07 Dominguez, Ruth MC-43 Emde, Simon MD-02
Del Pia, Alberto MD-29 Domonkos, Tomas MB-25 Emel, Erdal TB-06
Delahaye, Daniel TA-04 Donduren, M. Sami TC-31 Emet, Stefan WA-05
Delgado Pineda, Miguel TB-09, Doorman, Gerard TA-43, TC-43 Emiris, Dimitrios MA-11, WC-45
TD-15 Doran, Des WB-10 Emmenegger, Jean-Francois TA-22
Delgado, Alberto WC-03, MD-05 Dorsch, Dominik MD-28 Emrouznejad, Ali TA-36
Delgado, Alexandrino MA-06 Dorta-González, Pablo TC-18 Engell, Sebastian WA-30
Delgado-Gomez, David MD-17 Dragan, Irinel MA-24 Epstein, Leonardo TB-10
Della Croce, Federico WA-30 Drapkin, Dimitri WB-43 Ercan, Secil MD-30
Dellaert, Nico WA-43 Driessel, Rene TA-13 Erdin Gundogdu, Ceren MB-17
Deman, S WD-06 Drigo Filho, Elso WD-41 Erdogan, Gunes WD-07
Dembczynski, Krzysztof WB-40 Drinias, Theodor WA-24 Erdogan, Sevgi TD-23
Demenkov, Max MD-15 Drozdowski, Maciej MA-02 Erjavec, Natasa MB-33
Demir, Alparslan Serhat TA-08 Du Toit, Tiny WD-29, TA-31 Erkut, Erhan MB-01
Demir, Emrah TD-03 Dubedout, Hugues WB-03 Ernst, Andreas MA-17
Demircan, Ece Arzu MA-42 Dubois-Lacoste, Jérémie MA-41 Erol, IŞil WC-21
Demirel, Neslihan MC-17 Dudin, Alexander TC-42 Ersoy, Cem MC-08
Demirović, Emir WB-03, WA-05 Dudouit, Renaud WA-25 Escamilla, Carmen G. TB-18
Dempe, Stephan WB-15, WD-15 Duenas, Alejandra TC-14 Escribano Ródenas, María del Carmen
den Hertog, Dick MD-42 Duer, Mirjam WA-16 TA-39
Densing, Martin MA-43 Dufour, Francois TC-16 Escudero, Laureano FernandoMD-17,
Dereli, Turkay WA-11 Duginov, Oleg TC-05 TA-29, MC-43, WA-43
Dereniowski, Dariusz MA-14 Dullaert, Wout MB-07, TB-45 Esen, Omur WC-44
Desaulniers, Guy TB-01 Duman, Ekrem TC-19 Eshragh Jahromi, Ali WA-26, WB-37
Deshmukh, Abhijit MB-30 Dumicic, Ksenija WC-21 Eskelinen, Juha TD-29, WB-30
Despotis, Dimitris MB-36 Dundar, Abdullah Oktay WD-10, Eski, Ozgur MD-02, MB-03, MC-35
DeTombe, Dorien WA-36 WA-30 Esmaeeli, Amin WC-27
Deveci Kocakoç, Ipek MA-28 Dundulis, Gintautas WA-33 Espejo, Inmaculada WB-18
Dewilde, Thijs TB-12 Dunford, Charlotte MD-32 Espinoza, Daniel WA-42
Dhara, Anulekha TC-23 Dupacova, Jitka TD-01, TB-43 Espuña, Antonio TB-02
Dhungana, Meghana MA-44 Dupin, Nicolas MC-44 Esquirol, Patrick WA-30
Di Maggio, Andrea TC-27 Duque, Joaquim R. WB-26 Estellon, Bertrand WB-03, WB-35
Di Pace, Roberta MD-11 Durán, Guillermo WB-08 Euler, Reinhardt TC-09
Diarrassouba, Ibrahima TD-13 Durbach, Ian MA-27 Everett, Jim WD-44
Dias, Luis C.MB-27, MC-27, MD-36, Durkan, Mehmet WA-28 Evers, Lanah WA-28
TC-40 Durneac, Cristina-Petronela WB-32 Ewe, Hendrik MC-38
Diaz, Javier MC-02, MC-15 Dytczak, Miroslaw TA-14
Diekmann, Sven WC-31 Dzaja, Josipa WD-21 F
Diepen, Guido WB-35 D˛ebczyński, Marek TA-14 Facchi, Giancarlo MD-04
Diepold, Dennis WD-21 Faco’, Joao Lauro D. TD-26
Dierkes, Stefan TD-45 E Faezipour, Mehdi TC-41
Dietz, Chris WA-34 Eckhardt, Alan WB-26 Fagerholt, Kjetil MA-05, MD-05
Dimaki, Katerina MB-21 Edinger Munk Plum, Christian MC- Fagiano, Lorenzo WC-05
Dinç, Fehmi Evren WD-22 05, WC-09 Fahimnia, Behnam WA-26
Dindarian, Azadeh TB-25 Edwards, Neil TD-16 Fahmi, Fidan WB-24
Diner, Oznur Yasar WD-39 Eglese, Richard TD-03 Faias, Jose TB-24
Dios-Palomares, Rafaela MA-38 Eguia, Ignacio TD-07 Fakharzadeh, Alireza MC-04, TB-15
Dirksen, Jakob MC-05 Ehrgott, Matthias WC-14, WA-38 Falbo, Paolo MA-19, MB-19
Divnic, Tomica TC-05 Eijgenraam, Carel MD-42 Falke, Lutz WA-08
Divsalar, Ali WD-07 Eiselt, H.a. TA-17 Fanghaenel, Diana WC-15

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FarajiDavar, Nazli TA-44 Fodstad, Marte MA-26 Garín, María Araceli WA-43
Farid, Suzanne TB-30 Fondacci, Rémy TA-29 García Alvarado, Marthy StívalizMD-
Fasano, Giorgio MB-09 Fonseca, Carlos M. TB-06 10
Fasth, Tobias TD-27 Forjaz, Maria WD-15 García Quiles, Sergio WB-18
Fathi, Masood TD-07 Forsgren, Malin WA-12 García Sipols, Ana Elizabeth TD-42
Fattahi, Ali TC-03, TB-11 Fortemps, Philippe TD-40 García, Diego WD-38
Faulin, Javier WA-07, MB-16 Fortz, Bernard MA-08 García, María D. TD-18
Fayzur Rahman, Dewan MA-25 Fotopoulos, Christos MB-10 García-Jurado, Ignacio MB-24
Fedotova, Kristine WA-33 Fourer, Robert WD-33 Garcia Centeno, Maria Del Carmen
Fedrizzi, Mario MB-22 Fourneau, Jean-Michel TC-36 TA-39
Fedrizzi, Michele MD-12 Frédéric, Dambreville WD-17 Garcia Lopez, Juan Manuel WC-41
Feillet, Dominique MD-06 Fröhling, Magnus TD-32 Garcia-Flores, Rodolfo MA-17
Felici, Giovanni WC-08 Framinan, Jose M. TD-02, WB-11, Garcia-Laguna, Juan MD-10
Felix, Bastian TC-32 MC-14 Garcia-Sabater, José P. MC-45
Fellag, Hocine MD-33 França, Felipe MA-16 Garcia_Perez, Fernando TB-09
Felletti, Daniele MB-19 Franc, Vojtech WA-23 Gardi, Frédéric WB-03, MA-35,
Fenerci, Kübra TC-19 Francfort, Stanislas MA-08, MC-08 WB-35, MC-42
Ferhat, Arezki MD-34 Franco, L. Alberto MA-27, MA-32, Garfinkel, Robert TC-30
Fernández Barberis, Gabriela TA-39 MB-32 Gargallo, Pilar MD-18
Fernandes, Edite M.G.P. MD-15, Frangioni, Antonio TC-30 Gass, Saul MD-24
TA-15, TD-19 Frankowicz, Marek TD-33 Gastaldi, Massimiliano MB-11
Fernandes, Luís WD-15 Frankowska, Helene MD-04 Gaudutis, Ernestas WA-33
Fernandez, Elena TB-17 Frazzon, Enzo WD-10 Gavalec, Martin MB-12, TC-13,
Fernandez, Jose TB-18 Frei, Oleksandr WB-44 MA-22
Fernandez, Pascual TC-18, TD-18 Freixas, Josep MC-34 Gavranovic, Haris WB-03, WA-05
Fernandez-Viagas Escudero, Victor Friedman, Lea TA-36, TB-36 Gawiejnowicz, Stanislaw MD-14,
MC-14 Fries, Carlos Ernani WB-30 TA-14
Ferreira Filho, Virgilio Jose Martins Frisk, Mikael WA-13, MD-42 Gawron, Piotr WC-03, MB-37
WB-42 Fukuda, Yutaka TA-04 Gebhard, Marina TD-35
Ferreira, Carlos TD-11 Fukushima, Masao TB-15, 16 Gee, Deborah TA-16
Ferreira, Luis WB-06, WC-06 Fulga, Cristinca TB-20 Gehring, Hermann MA-11
Ferreira, Pedro TB-24 Furems, Eugenia TA-20 Geiger, Martin Josef MB-03, MC-03
Ferreira, Ubirajara WC-38 Furió, Salvador TC-35 Geipele, Ineta MA-33, WA-33,
Ferrer, Albert MB-16, MC-16 Furmans, Kai TC-07, WB-13 WB-33
Ferretti, Valentina TC-27 Geipele, Sanda WA-33, WB-33
Fertig, Emily TC-43 G Geissler, Bjoern TB-29
Fescioglu-Unver, Nilgun MA-42, G. Hernandez-Diaz, Alfredo TC-06 Gel, Yulia MD-16
TD-42 G. Nejad, Mohammad MD-27 Geldermann, Jutta MC-13, TC-25,
Fetta, Angelico TB-42 Gabay, Michaël TB-02, WA-03 WC-25, WB-39
Fiala, Petr WC-45 Gabor, Adriana F. WA-07 GenÇ, Aşır WB-19
Fichtner, Wolf TB-35 Gabriel, Steven TA-25, WA-26 Gendreau, Michel WC-07, WA-43
Fidelis, Krzysztof MD-37 Güler, M. Güray TC-10 Gendron, Bernard TB-04
Fiems, Dieter TC-45 Günther, Elisabeth TB-12 Genova, Krassimira WB-27
Fiestras-Janeiro, Ma Gloria MB-24 Günther, Markus MD-27 Genovese, Andrea WC-41
Figueira, Gonçalo MA-13 Güran, Celal Barkan WA-20 Gentile, Claudio TC-30
Figueiredo, Rosa Maria MB-37 Gürbüz, Tuncay MB-40 Georgiadis, Michael WD-02, TA-25
Filar, Jerzy TC-16 Gaertner, Thomas TD-31 Geraldo, Diego MC-36
Filippi, Carlo TB-04, MA-06 Gökçen, Hadi MC-17 Gerdessen, J.c. MB-13
Finbow, Stephen WD-39 Gönsch, Jochen WA-45 Geroliminis, Nikolas TD-18
Finke, Gerd TB-02 Gössinger, Ralf WC-42 Gesteira, Claudio MA-16
Finta, Lucian WA-03 Göttlich, Simone MB-15 Gestrelius, Sara WA-12
Fioole, Pieter TD-12 Gaidamaka, Yuliya TD-36 Gevezes, Theodoros MB-37
Firat, Murat MB-02 Galafassi, Cristiano TC-06 Ghattas, Omar WD-28
Firmansyah, Firmansyah TC-34 Galindo, Gina TA-18 Ghiani, Gianpaolo TD-13
Fischer, Frank WC-05 Gallay, Olivier WD-45 Ghodsi, Reza WB-13
Fischetti, Matteo WB-01 Gallegos, David MD-11 Ghosh, Diptesh MC-06
Flatberg, Truls TC-12, TA-30 Galli, Laura MA-29 Giandomenico, Monia MA-29
Fliedner, Malte MD-02 Gallien, Jérémie MC-42 Gianfreda, Angelica MB-19
Fliedner, Thomas WC-02 Gallivan, Steve WC-37 Giannikos, Ioannis TA-17
Flier, Holger TB-03 Gallo, Giorgio TD-32 Giannopoulou, Maria WC-45
Flisberg, Patrik WA-13, MD-42 Gallo, Mariano WB-12 Giffhorn, Edilson TB-32
Flor, Guerrero WB-21 Galvão Dias, Teresa WD-03, MD-36 Gil-Lafuente, Ana Maria TB-19
Florentino, Helenice TD-10 Gamboa, Dorabela TD-06 Gila Arrondo, Aranzazu TB-18
Flores, Ramon MB-31 Gamrath, Gerald WC-05 Ginda, Grzegorz TA-14
Floudas, Christodoulos MC-29 Ganas, Ioannis MC-06 Ginestar, Concepción MD-26
Flynn, James MD-10 Ganobjak, Michal MB-25 Glass, Celia TA-02

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AUTHOR INDEX EURO 25 - Vilnius 2012

Glazebrook, Kevin TB-42, MA-44 Granot, Daniel MA-24 H

Glorie, Kristiaan WA-28 Grasas, Alex MB-16, TA-35 Haase, Knut WA-16
Gnudi, Adriana MC-31 Grass, Dieter MC-04 Haasis, Hans-Dietrich WD-12,
Goberna, Miguel TA-15, TB-15 Grebennik, Igor WC-05 WD-25
Goddard, Wayne TD-05 Gregory, Amanda TB-32 Habenicht, Walter MA-38
Godfrey, Patrick MD-32 Gribkovskaia, Irina TA-05, WC-09 Hadzi-Purić, Jelena WA-37
Godinho, Maria Teresa TC-04 Griebsch, Susanne MB-18 Hadad, Yossi WB-24, TA-36, TD-37
Goel, Asvin MA-07 Griffiths, Jeff WA-37 Hadjiconstantinou, Eleni TD-04,
Goeppel, Mathias MA-04 Grigorenko, Olga WB-22 TC-21
Goerdt, Andreas WA-08 Grimaud, Frédéric TB-45 Haensel, Alwin WD-45
Goerigk, Marc TB-12 Grinshpoun, Tal WB-14 Hübner, Ruth MB-29
Gogos, Christos TD-09 Grisar, Catherine MD-45 Hüllermeier, Eyke WB-40
Goldengorin, Boris WA-17 Gritzmann, Peter TB-13 Hörmann, Wolfgang MC-18
Golikova, Victoria TA-22 Grmusa, Jeca WA-37 Höschl, Cyril MD-12
Gollmer, Ralf MD-29 Groenevelt, Harry TB-10 Haftendorn, Clemens MA-26
Gollowitzer, Stefan TB-04 Groissböck, Markus MA-25 Hagiwara, Motohiro MA-18
Gomes Júnior, Silvio WC-32 Gromicho, Joaquim MA-09 Hain, Vladimir TD-33
Gomes, A. Miguel MA-09, MB-09, Gronalt, Manfred TC-26 Hakanen, Jussi TD-38
MD-09 Grossmann, Ignacio MA-01 Halabi Echeverry, Ana WD-12
Gomes, Christina MC-37 Grothey, Andreas MD-30 Halfoune, Nadia TA-31
Gomes, Gastão MC-37 Grothmann, Ralph WA-24 Hall, Nicholas WA-35
Gomes, Luiz F. Autran M. TA-20 Gruber, Aritanan WC-08 Halme, Merja TD-29
Gomes, Marta Castilho WB-26 Grunewald, Martin WB-13, WC-13 Halskau, Oyvind WC-09
Gomes, Rui WD-03 Grunow, Martin TA-13 Hamann, Joern TD-26
Gomez Gonzalez, Daniel MA-31 Grzybowski, Jerzy MA-23 Hamouma, Moumen MD-08
Gomez Padilla, Alejandra WB-32, Guajardo, Mario WA-13, MB-26 Hamzadayi, Alper MC-06, MD-39,
WC-40 Guarracino, Mario WC-29 WC-42
Gomez, Arthur WB-04, TC-06, Gucumengil, Alper WB-11 Han, Do Hee MA-44
WA-06 Guegan, Dominique MC-21 Hanáček, Tomás MD-33
Gomory, Ralph E. WE-01 Hanafi, Saïd MB-02, WA-06, WC-07,
Guenther, Hans-Otto MA-05, MA-13
Gonçalves, Graça TA-26 TD-09
Guere, Emmanuel TD-09, WD-09
Gonçalves, José Fernando TA-09 Hanczar, Pawel TC-08
Gueret, Christelle MA-07
Gondzio, Jacek TB-07, WC-16 Hans, Erwin WB-37
Guerrero, Fernando TD-07
Gontis, Vygintas MD-18 Hansen, Klaus Reinholdt Nyhuus TA-
Guerrin, Francois WD-40
Gonul, Mustafa Sinan TC-24 13
Gueye, Serigne WD-18 Hansmann, Ronny MA-06
González Alastrué, José Antonio TD-
30 Guignard-Spielberg, Monique WD-04 Hanya, Kherchi WA-42
González-Arangüena, Enrique MA- Guillen, Montserrat TB-19 Hanzel, Jaroslav TB-09, WD-41
31, MB-31 Guimarães, Luis MD-13 Harmand, Jérôme MC-15
González-Császár, Eduardo TB-10 Guimaraes, Paula MD-35 Harper, Paul TB-37, TB-42
Gonzaga, Clovis WB-16 Guimaraes, Thiago TB-03, TB-09 Hart, Diane MA-32
Gonzalez-Araya, Marcela TD-26 Guinee, William WD-35 Hartikainen, Markus TA-38
Gonzalez-Brevis, Pablo WC-16 Guinzbourg, Anna MB-28 Hartl, Richard WA-02, WD-02,
Gonzalez-R, Pedro L. TC-37 Guivarch, Céline TD-25 WA-07, TA-45
Goos, Peter WD-07, WA-14 Guleria, Sanjeev Kumar WC-14 Hartmann, Jens WD-10
Goossens, Dries MB-18 Guliashki, Vassil WB-27 Harvey, Nigel TC-24
Gorczyca, Mateusz TC-02 Gulserin, Meltem TC-31 Haselmann, Tobias WB-02
Gordini, Angelo MD-42 Gultekin, Hakan WB-11 Hashemkhani Zolfani, Sarfaraz WC-
Gorelik, Viktor WB-04 Gunalay, Yavuz MD-26 33
Gori, Stefano MD-11 Gunay, Elif Elcin MB-28 Hashimoto, Hideki TD-09
Gorobetz, Mikhail MD-38 Gundogdu, I.Bulent WC-44 Haspeslagh, Stefaan TC-14
Gorokhovik, Valentin MB-23 Gungor, Askiner TC-03 Hassan, Mehedi MC-37
Goto, Yusuke MC-45 Gunkel, David TC-32 Hassanababdi, Morteza TD-17
Gotthardt, Benjamin WA-24 Guo, Xuezhen MC-26 Hassanpour-ezatti, Majid WD-06
Goumoto, Kensuke TB-15 Guo, Yike TB-43 Hasuike, Takashi WA-10, TA-45
Gouveia, Luis TC-04, MA-08, TA-26 Gupta, Ashish TA-44 Hauge, Kristian Milo TA-07
Gouveia, Maria MD-36 Gurevich, Gregory WB-24 Haurie, Alain TD-16
Goverde, Rob TC-12 Gurrieri, Massimo TD-40 Hayashi, Shunsuke TB-15
Grace, Adam TA-42 Gurvich, Vladimir WB-08 Haythorpe, Michael TC-16
Grad, Sorin-Mihai MB-38 Guschinsky, Nikolai TD-13 Heggedal, Ane Marte TC-43
Gradisar, Miro WD-25 Gutiérrez Fernández, Milagros TA-39 Heinimann, Hans Rudorf MD-26
Gröflin, Heinz TC-02 Gutiérrez, César TD-15, WA-15 Heipcke, Susanne MA-30
Gram, Markus WA-10 Gutiérrez-Jarpa, Gabriel WD-03 Heismann, Olga WD-04
Granado, Bertrand TA-06 Gutjahr, Walter WC-02 Hellingrath, Bernd TA-07
Grandjean, Arnaud MC-44 Guzman Castillo, Maria WC-37 Helmberg, Christoph WC-05, WA-16
Granichin, Oleg WA-42 Gwiggner, Claus TA-04, TC-42 Helmedag, Fritz WA-21

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 EURO 25 - Vilnius 2012 AUTHOR INDEX

Hemmelmayr, Vera WC-18 Hsiung, Liang-Yuan MD-39 Jamall, Mohammad TD-05

Henao, Felipe WD-27, MA-32 Hsu, Chin-Min MD-35 James, Tabitha TD-06
Henkel, Charlotte WB-43 Hsu, Chiung-Wen MC-40 Jancauskas, Vytautas WA-17
Herczeg, Gábor TC-25 Hsu, Chung-Chian TB-31 Janiak, Adam TC-02, MD-14, TB-14
Hermosilla, Cristopher WB-23 Hsu, Pi-Fang MB-39, 40 Janiak, Wladyslaw MD-14
Hernández-Jiménez, Beatriz TC-15 Hu, Yike TC-10 Janilionis, Vytautas TD-37
Hernández-Pérez, Hipólito WA-07 Huang, Kwei-Long TC-37 Jarboui, Bassem WD-09
Herranz, Patricia WB-21 Huerga, Lidia TD-15 Jarus, Mateusz MA-02
Herremans, Dorien WD-24 Hugues, Paul TD-25 Jazbec, Anamarija MC-41
Herrmann, Frank TA-24 Huisman, Dennis TD-12 Jaśkowski, Wojciech WC-03
Herron, Rebecca MA-32 Humpola, Jesco TB-29 Jean Marie, Kiombo MD-33, WD-38
Hertz, Alain MD-06 Hung, Rose MB-40 Jeanjean, Antoine MD-03, MC-42
Hervet, Cédric MA-08, MC-08 Hungerländer, Philipp WA-16 Jelinek, Herbert TB-31
Herzog, Florian MB-20 Hunjak, Tihomir MC-41 Jensen, Rune MD-05
Heskes, Tom WA-40 Hunjet, Dubravko MD-36 Jeon, Jeasu MC-35
Hesse, Martina WB-39 Hunter, Paul WD-39 Jerman Blazic, Borka TA-21
Heuberger, Daniel TC-29 Huppmann, Daniel MA-26 Jiang, Hao-Ping TB-03
Heydari, Somayeh MA-25 Hurink, Johann WB-37 Jimenez-Lopez, Mariano MA-12
Hezarkhani, Behzad MA-14 Hurkens, Cor MB-02 Jin, Jianyong MB-06
Hezer, Seda TC-02 Huynh, Nha-Nghi WC-10 Jin, Shunfu WC-44
Hidayati, Hidayati TA-34 Hvattum, Lars Magnus MD-05 Jochem, Patrick TB-35
Hielscher, Kai-Steffen TC-13 Hwu, Tian-Jong MB-27, MA-33 Jofre, Alejandro MD-08
Higgins, Andrew MA-17 Hyde, Matthew TA-06 Johnsen, Eugene WD-35
Hilbert, Andreas WB-45 Johnsen, Trond A. V. MA-05
Hildenbrandt, Achim MD-03 I Johnson, Andrew MA-36
Hildmann, Marcus MB-20 Iaquinta, Gaetano WD-43 Joncour, Cédric TD-13
Hillege, Hans WD-31, TD-37 Ibacache, Pablo WD-03 Jones, Dylan MA-07
Hiller, Benjamin TC-29 Ibarra-Rojas, Omar WD-03 Jongen, Geert WC-25
Hilliard, Casey MB-11 Ide, Jonas WA-38 Jongen, Hubertus Th. TA-15, MD-28
Hindle, Giles MD-32, TB-32 Ignatavičius, Česlovas WA-33 Jorgensen, Bjorn TC-01
Hinojosa, Yolanda WC-18 Iimura, Takuya MD-28 José Nogueira Medeiros, Wesley TB-
Hirsch, Patrick TC-26, WC-37 IJzerman, Hans TC-28 03
Hiziroglu, Abdulkadir TC-22 Ikem, Precious TA-33 Jost, Vincent MD-03
Hnich, Brahim TA-24, TC-45 Ilani, Hagai WB-14 Jozefowska, Joanna MA-02, MA-14
Ho, Chia-Huei MA-39 Illés, Tibor TD-14, WD-16 Juan, Angel A. MB-16
Hoang, Le WB-04 Ilsen, Rebecca TD-32 Juan, Angel, A. WA-07, MB-16,
Hobbesland, Kirsti MD-05 Imai, Haruo WB-34 MC-16
Hochreiter, Ronald MA-19 Imanirad, Raha WA-27 Juan, Pin-Ju MB-39
Hocine, Meglouli WC-40 Inci, A. Can WB-21 Judice, Joaquim WD-15
Hoehener, Daniel MD-04 Inkaya, Alper MB-19 Jules, Sadefo Kamdem MB-12
Hoff, Arild MC-07 Inoue, Ayaka WB-29 Jung Grant, Susan TC-21
Hoffman, Karla WD-01 Ioannou, George TD-04 Junqueira, Leonardo MA-09
Hofmann, Ulla TD-21 Irnich, Stefan TC-11 Jurisica, Ladislav TB-09, WD-41
Hohenberger, Annette TC-28 Irzhavski, Pavel TC-05 Jurun, Elza TC-33
Hohzaki, Ryusuke WB-28 Isakovic, Vasko TD-21, WD-21 Justel, Claudia TB-05
Hoji, Eduardo TB-32 Iscanoglu Cekic, Aysegul WB-19 Juutinen, Artti MD-38
Holden, Phil TD-16 Isenberg, Marc-André WD-10
Holeček, Pavel MB-22 Isguder, Hanifi Okan MC-06, MD-39, K
Holler, Justus TD-24 WC-42 Kabak, Özgür MB-03
Holnicki, Piotr TD-32 Ishikawa, Hiroshi TD-08 Kabashkin, Igor WD-44
Holschemacher, Klaus WA-33 Isik, Mine TC-31 Kabasinskas, Audrius MA-30
Hombach, Laura TB-25 Ismayilov, Elviz WC-22 Kabyl, Kamal TD-05
Hon, Cheng-Chuang MC-39 Isomaki, Hannakaisa TD-38 Kaczmarczyk, Waldemar TB-08
Hong, Seongtae TD-34 Ivakhnenko, Andrey WB-44 Kadima, Hubert TA-06, TA-31
Hooker, John N. TA-27 Ivanov, Dmitry TA-07 Küfer, Karl-Heinz MC-38
Horbach, Andrei MB-02 Ivorra, Benjamin MC-15 Köbis, Elisabeth WA-38
Horiguchi, Masayuki TC-16 Iyigun, Cem WB-24, WC-35 Köker, Michaela WB-13
Horta, Isabel MD-36 Izbirak, Gokhan WA-32 Kämpf, Uwe TD-28
Hossein Mirzaei, Ali TB-08 Körez, Muslu Kazım WB-19, WC-19
Hotta, Keisuke TC-20 J Kahl, Fredrik TD-08
Hou, Jiang-Liang MB-40, MC-40 Jablonsky, Josef MB-41 Kahraman, Cengiz WC-22
Houda, Michal MB-43 Jacobs, Neil WA-04, WC-04 Kakeneno, Joe TA-32
Housos, Efthymios TD-09 Jacobson, Sheldon WC-35 Kakouris, Iakovos MD-19
Howard, John WB-06 Jaehn, Florian TA-02 Kaleta, Mariusz MD-04, MA-20
Hrd, Venkata MA-36 Jäkel, Manuel TA-28 Kalinina, Maria WC-38
Hsiao, Yuan-Du MD-39 Jakubiak, Michal TC-07 Kalsyte, Zivile MA-30

279
AUTHOR INDEX EURO 25 - Vilnius 2012

Kaluzny, Michael WC-42 Kibzun, Andrey TD-43 Kotlowski, Wojciech WB-40

Kamanli, Mehmet TC-31 Kidd, Martin WA-04, WC-04 Kotsialos, Apostolos MA-16
Kamp, Michael TD-31 Kiesling, Elmar MD-27 Kouedeu, Annie Francie TB-45
Kan, Tang-Chung MD-39, MA-40, Kijima, Masaaki MD-19 Koukoumialos, Stelios MB-10
MD-40 Kilby, Philip TB-07 Kouvela, Anastasia TC-09
Kana Zeumo, Vivien TC-27 Kilci, Firat MB-17 Kovacevic Vujcic, Vera WB-09
Kang, Chao-Chung WC-30 Kilic, Erdem TB-21 Kovalev, Sergey TA-02
Kanudia, Amit TD-16 Kim, Jun Seok WD-29 Kovalyov, Mikhail Y. MA-02, TA-02,
Kaparis, Konstantinos MA-29, MB-29 Kim, Sang Won MD-44 MD-14, TB-14
Kara, Bahar Yetis MB-17 Kim, Sung-Shick WD-29 Kowalski, Dawid MA-02
Kara, Yakup TC-02 Kinoshita, Eizo WA-36, TB-41 KoyuncuoĞlu, Mehmet Ulaş WC-12
Karacapilidis, Nikos TC-25 Kirilov, Leoneed WB-27 Kozan, Erhan WC-12, MD-14
Karadayı, Neriman WD-19 Kirytopoulos, Konstantinos MC-14 Kraemer, Christian TA-28
Karakoca, Aydın WC-19 Kis, Tibor WB-10, MD-18 Kralova, Eva WD-24, MB-25, TD-33,
Karaman, Kayhan TC-10 Kittler, Josef TA-44, TB-44 WC-36
Karaoglan, Ismail WC-18, TD-23 Klabjan, Diego MD-13, WC-45 Krarup, Jakob MD-24, MC-30
Karelkina, Olga WA-15, TA-38 Klamroth, Kathrin WA-38 Krass, Dmitry TA-18
Karimov, Azar TB-21 Klein, Sulamita WA-05 Kratica, Jozef WB-09
Karray, Salma MA-45 Kleindorfer, Paul WC-07 Kraus, Sarit WD-13
Karsu, Ozlem TA-27 Kleniati, Polyxeni-Margarita WC-15 Krawczyk, Jacek TB-16
Kartal Koc, Elcin WB-24, WC-35 Klibi, Walid TA-45 Kriett, Phillip TA-13
Kasap, Resat WD-35 Klimentova, Xenia WA-37 Krislock, Nathan MA-29
Kaschub, Thomas TB-35 Klingelhöfer, Heinz Eckart WA-21 Kristensen, Anders Ringgaard MC-26
Kaspar, Ralf WB-39, TA-41 Klucik, Marian TB-09, WD-41 Kristianto, Yohanes WA-10
Kaspi, Moshe MD-14 Klucik, Miroslav TD-44 Kristjansson, Bjarni WB-35
Kasprzak, Marta MB-37 Klumbyt, Egl WB-33 Kritikos, Manolis TD-04
Kassay, Gabor TA-23 Kneib, Thomas TB-29 Kroeller, Alexander WB-17
Katin, Igor WC-06 Knight, Vincent WD-06, TB-37, Kronborg, Morten Tolver TA-19
Katina, Joana WC-06 WA-37, TB-42 Kroon, Leo TD-12
Katris, Chris TB-20 Knippel, Arnaud TD-13 Kropat, Erik WD-22, TB-23
Katsev, Ilya WA-34 Koç, Çağrı TD-23 Kruger, Alexander TA-23
Katsifou, Argyro MB-35 Koberstein, Achim TC-43 Kruger, Hennie WD-29, TA-31
Kaulakys, Bronislovas MD-18 Kobylarczyk, Justyna TD-34 Krumke, Sven MB-02
Kaur, Parmjit MC-32 Kobylkin, Konstantin WB-44 Krushinsky, Dmitry WA-17
Kaut, Michal TC-12, MA-26 Koch, Marco K. MD-25 Krysiak, Tomasz TC-02, MD-14
Kawamura, Márcio MC-13 Koch, Sebastian WA-45 Kubat, Gözde MC-24, TD-34
Kawano, Hiroyuki TD-03 Koch, Thorsten TB-29 Kubiak, Wieslaw MA-14
Kawas, Ban WA-42, WD-45 Koilias, Christos WB-37 Kubicka, Ewa TD-05
Kaya, C Yalcin MD-23 Kojic, Jovana TC-34 Kubicki, Grzegorz TD-05
Kaya, Onur MC-03 Kok, Gurhan MB-24 Kucher, Vlad WC-22
Kayaci Çodur, Merve MB-12 Koksal, Gulser MA-28 Kucuk, Mahide MA-23
Kayakutlu, Gulgun MA-03, MD-30, Koksalan, Murat MA-03 Kucuk, Yalcin MA-23
TC-31 Kolisch, Rainer WC-02 Kuefer, Karl-Heinz MC-38
Kazancoglu, Yigit TC-40 Komenda, Izabela WA-37 Kuehlwein, Daniel WA-40
Kazina, Irina MC-24 Komiya, Toru WC-28 Kuhn, Daniel WB-42, TB-43
Kaňková, Vlasta MB-43 Konarzewska-Gubala, Ewa TD-20 Kuhn, Heinrich MB-35
Keisler, Jeffrey MC-27 Kong, Jiehong TC-08 Kuhn, Kenneth TB-12
Kellerer, Hans TB-02 Konnov, Igor MC-31 Kuhpfahl, Jens MC-02
Kenne, Jean-Pierre TB-45 Kononovicius, Aleksejus MD-18 Kuik, Roelof MD-10
Kennedy, Deanna WC-14 Konstantaras, Ioannis MC-06 Kuimova, Anastasia WA-39
Kennedy, Jonathan MC-35 Kopa, Milos TB-43 Kula, Erhun MD-26
Kentel, Elcin TA-26 Kopanos, Georgios WD-02, TA-25 Kula, Ufuk MB-28, TC-33, TB-45
Kentrait, Ausra TA-21 Kopfer, Heiko MA-11 Kulak, OsmanMA-05, TC-07, WC-12
Keren, Baruch TA-36, TD-37 Kopfer, Herbert MA-11 Kulak, Ozgur MD-09
Kergosien, Yannick TB-14 Kopytov, Rostislav MC-24 Kumar, Kundan MA-10
Kern, Walter WB-38 Korhonen, Pekka TD-29, WA-32, Kundakcı, Nilsen MC-41
Keropyan, Aras TB-19 TB-39, MA-41, TC-41 Kunsch, Pierre WC-40
Keshvari, Abolfazl WA-32 Kornafel, Marta MD-23 Kunter, Marcus MA-45
Keskin, M. Emre MC-08 Koronakos, Gregory MB-36 Kunz, Friedrich TC-32
Khachay, Michael WB-44 Korviny, Petr MA-22 Kuosmanen, Timo WB-30, MA-36
Khadraoui, Djamel WB-17 Koshlai, Ludmilla TA-22 Kurasova, Olga MB-07, WD-44
Khenchaf, Ali WD-17 Kostina, Ekaterina MC-04 Kurc, Wieslaw MD-14
Khmelnitskaya, Anna MB-31 Kostoglou, Vassilis WB-37 Kuroiwa, Daishi TC-38
Khokhar, Ashfaq MA-37 Kostrzewska, Marta TB-22 Kurz, Sascha MC-34
Khoshgam, Zahra MC-04 Kostyukova, Olga TA-15 Kus, Coskun WB-19, WC-19, WD-19
Khosravi, Somayeh TB-15 Kothari, Ravi MC-06 Kusanovic, Tino TC-33

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 EURO 25 - Vilnius 2012 AUTHOR INDEX

Kusunoki, Yoshifumi WA-44 Lechevalier, Steve WB-25 Lin, Shin-Yi MB-39

Kuter, Semih WC-35 Lee, Dong Myong MA-44 Lin, Shu-Yu MB-39
Kuyzu, Gultekin MC-03 Lee, Gregory MC-24 Lin, Ya-Han MB-39
Kuznetsov, Mikhail WB-26 Lee, Gue Myung TC-38 Lin, Yao-Chang MC-40
Kuznetsov, Nikita TD-28 Lee, Hansuk TD-34 Linck, Iris WB-04
Kuzyutin, Denis WC-06 Lee, Hong Tau WB-27, WC-44 Linden, Isabelle WC-27
Kydland, Finn ME-01 Lee, Hwi Young MD-45 Lindsey, Christopher WC-45
Kylinger, Martin MB-26 Lee, In-Young TD-34 Lindstad, Haakon WD-12
Kyriakidis, Thomas WD-02 Lee, Jinwook MB-21 Lino, M.Pilar MC-14
Kınacı, İsmail WC-19, WD-19 Lee, Mooyeob MB-21 Liou, James MB-41
Kıran, Mustafa Servet TD-23 Leggate, Alexander TD-14 Liour, Yuanchau MC-39
Kıvrak, Abdulkadir MB-26 Legillon, François WC-03 Lipara, Carmen TD-20
Lehane, Kate WD-45 Lisboa, Adriano WB-21, MA-40
L Lehmann, Thomas TB-29 Lisser, Abdel TD-43
La Red Martínez, David L. WD-44 Lehuédé, Fabien MA-17 Listes, Ovidiu TD-07
La Spada, Simone MD-11 Leitner, Markus TC-04 Liu, Fuh-Hwa MB-36
Labbé, Martine TB-04, MA-08 Leitner, Stephan MD-45 Liu, Jiyin MB-05
Labriet, Maryse TD-16 Lemarié, Bernard WC-07 Liu, Mei-Ling TC-45
Lachout, Petr MB-43 Leme, Rafael C TD-29 Liu, Shaofeng WC-27
Lackes, Richard TD-10 Lenté, Christophe TB-14 Liu, Wenrong TC-25
Løkketangen, Arne MB-06, MC-07 Leon, Teresa WD-29, MA-36 Liu, Xiaoming WD-05
Lê, Minh TC-36 Leonhardt, Alexander TA-21 Liu, Yu-Cheng MB-36
Löhne, Andreas MB-38 Leopold, Ulrich MA-03 Lium, Arnt-Gunnar TC-12, MA-26
López Sánchez, Ana Dolores TC-06 Leopold-Wildburger, Ulrike TD-22 Liuzzi, Giampaolo MB-29
López, Diana MB-15 Lepin, Victor TC-05 Ljubic, Ivana TB-04, TC-04
López, Julio WB-23, WC-23 Lerida, Josep Lluis MD-43 Llamazares, Bonifacio WB-26
López-Cerdá, Marco A. TA-23 Leroux, Christian MA-17 Llerena, Francesc MD-34
López-Ibáñez, Manuel MA-41 Leskovar-Špacapan, Gabrijela MC-24 Llorente, Miguel Angel MB-16
López-Redondo, Juana TB-18 Letchford, Adam WC-16, MA-29, Lo, Mei-Chen TA-20, MB-27, MA-33
Létocart, Lucas WD-04 MB-29 Lobato, Marcus WB-21, MA-40
Laganà, Demetrio TC-11, TD-13 Leurent, Fabien WB-12 Lodi, Andrea MC-29
Lai, Mu-Hui MD-39 Levêque, Christèle WC-07 Loeffler, Andreas TC-21
Lai, Yi-Chiuan MD-35 Levaggi, Rosella WD-20 Lonc, Zbigniew WA-08
Lakhdar, Sais TD-10 Levchenkov, Anatoly MD-38, WB-38 Lopes, Ana WD-32
Lakner, Peter WD-20 Levin, Genrikh MA-10, TD-13 Lopes, Carlos MC-08
Lal, A.k. WC-14 Levin, Yuri TA-40, MA-44 Lopes, Maria João MA-08
Lambert, Amélie MC-29 Levina, Tatsiana TA-40 Lopes, Rui Borges TD-11
Lami, Isabella TC-27 Levy, Marc MC-21 Lopez, Pierre WA-02
Lamorgese, Leonardo WA-12 gencat.cat, Lorenzo WD-38 Lopez, Ruben WA-15
Landete, Mercedes MD-17 Li, Olga MD-35 Lopez, Susana MB-31
Landsman, Zinoviy TA-19 Li, Qing MB-44 Lopez-Pascual, Joaquin MD-17
Lange, Jan TD-14 Li, Weiqi TB-07, MD-21, WA-39 Lorenzo, Leticia MA-24
Langevin, André TC-11 Li, Xiang TC-29 Lorenzo-Freire, SilviaMA-24, MA-35
Langton, Sebastian MB-03 Li, Xin WD-05 Lourenço, Helena Ramalhinho MB-
Lansink, Alfons Oude MC-26 Li, Yan TD-38 16, MC-16
Lantz, Frederic WA-39 Li, Yongjun WC-30 Love, Ernie TC-45
Lančinskas, Algirdas TC-18 Li, Zhiyong WC-30 Lovison, Alberto TA-38
Lapegue, Tanguy WB-02 Lian, Zhaotong WD-05 Lozano, Sebastián TC-35
Laporte, Gilbert TD-03, TA-05 Liang, Chih-Chin MC-39 Lozovanu, Dmitrii MD-04
Larrañaga, Pedro WC-29 Liberatore, Federico MC-33 Lu, Hua-An TB-11
Larsen, Christian TB-08, TA-10 Lichner, Ivan WC-21, MB-25 Lu, Jung-Ho MA-39, MC-39
Larsen, Jesper TA-07 Lichtenstein, Maciej TC-02 Lu, Ming-Tsang MC-39
Larsson, Aron TD-27, WC-38 Lidbetter, Thomas TB-18 Lubis, Asrin TB-34
Laskova, Maya TA-33, TD-35 Lidestam, Helene TA-08 Lucheroni, Carlo MD-16
Laugier, Alexandre MB-02 Lieder, Alexander MD-02 Ludwig, Michael WD-21
Lauks, Gunars TD-36 Liefooghe, Arnaud WC-03, MA-41 Luhandjula, Monga K MA-12
Laumanns, Marco WA-42, WD-45 Lienert, Judit TB-27 Lukas, Elmar TC-43
Lavor, Carlile MB-37 Liesa, Francisco MD-11 Lukasiak, Piotr MD-37
Layter Xavier, Vinicius MA-16 Liesiö, Juuso TD-27, WC-30 Luna, Henrique MB-08, TC-17
Lazarev, Alexander TD-02, WB-14, Lim, Gino MC-37 Luna, Mônica M. M. WB-30
TA-33, TD-35 Lima, Priscila MA-16 Luque, Mariano TB-38
Le Thi, Hoai An WB-17, WC-17, Lin, Chin-Tsai MA-39 Lusa, Amaia MD-30, WC-41
WD-17 Lin, Dong MB-11 Luss, Ronny WA-23
Le, Hoai Minh WC-17 Lin, Hsuan-Tien TD-40 Lutzenberger, Fabian WD-21
Leal, Nuno TA-29 Lin, Hung Lung MB-40 Luz, Carlos J. WB-16
Lechón, Yolanda WD-38 Lin, Jenn-rong MA-04 Lydia, Maya Silvi TD-17

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AUTHOR INDEX EURO 25 - Vilnius 2012

Lyons, Daniel WC-05 Marins, Fernando WC-38 Meissner, Joern MA-44

Lyra, Christiano TD-24, MA-25 Marmaras, Nicolas MA-32 Melchiors, Philipp WC-02
Marmolejo, Antonio MD-30 Melnikov, Andrey WB-15
M Maroti, Gabor TD-12 Melo, Teresa MA-17
M, Ganesh Perumal WC-34 Maroto, Concepcion MD-26, TD-26 Melo, Valdir TB-06
M. Costa, Alysson TC-13, MC-26 Marques, Inês MC-06 Meltzer, David WD-37
Ma, Meng WC-21 Marques, Rui WC-32 Memmedli, Memmedaga WB-22
Maç, Elif MA-40 Martein, Laura MC-23 Mendes, Armando TA-31
Maïzi, Nadia TD-25, WA-25, WB-25 Martel, Alain TA-45 Mendoza, Jorge E. MA-07
MacCarthy, Bart WC-13 Martello, Silvano MC-29 Meneguzzer, Claudio MB-11
Macedo, Rita MB-02, WC-07 Martin Caraballo, Ana M. WB-21 Menezes, Mozart WD-18
Machado Cardoso Junior, Moacyr Martin, Alexander TB-29 Menoncin, Francesco TA-19, WD-20
WA-29 Martin, Simon TC-14 Mera Vazquez, Ana MA-25
Machado, Maria Augusta TA-20 Martin-Campo, F. Javier TA-29 Merchant, Sue MC-32
Machowiak, Maciej MA-02 Martinez Sykora, Antonio MB-09 Merino, María WA-43
Maculan, Nelson MB-37, TC-44 Martinez, Carme MD-30 Merkuryeva, Galina MC-03
Madan, Jason WD-31 Martinez, Luis MA-04 Merlo, Angelo TA-42
Maenhout, Broos WA-02 Martinez-de-Albeniz, Javier MD-34 Mesa, Juan A. TD-12
Müller, Sven WA-16 Martinez-Martin, Pablo WC-29 Meshkinfam, E. MD-15
Mäkelä, Marko M. WA-15 Martins de Sá, Elisangela TC-17 Messinger, Margaret-Ellen WC-39
Mészáros, András TC-36 Mas, Marta MD-30 Mesyagutov, Marat TA-09
Maggioni, Francesca MA-43, TC-43 Masala, Elena TC-27 Meterelliyoz, Emre MB-26
Magirou, Evangelos MB-05 Mashira, Hildah TA-33 Metla, Nataliya WC-17
Maglaras, George MB-10 Massol, Olivier TA-25, MD-33 Mevissen, Martin WD-45
Magnusson, Johan WC-41 Masson, Renaud WB-03 Meyer, Anne WC-07
Magos, Dimitris TC-09 Masui, Michiharu MA-31 Meyer, Matthias MD-45
Maheut, Julien TC-35 Matallin-Saez, Juan Carlos MB-30 Meyer, Patrick TC-39, TD-39
Mahmassani, Hani MC-11, WC-45 Matano, Yoshinori TB-28 Meyerov, Iosif WA-23
Maia, Fábio TD-06 Mateo, Jordi MD-43 Meyers, Kris MB-45
Maisiuk, Yauhen TA-05 Mateo, Manuel MD-30 Meza, Sergio TB-22
Maiza, Mohamed TD-10 Mathiesen, Lars TB-16 Mezei, József MA-22
Majewska, Justyna TD-43 Matos Dias, Joana TD-19 Mianabadi, Hojjat MC-40
Makajic-Nikolic, Dragana WB-09 Matos, Henrique WC-41 Michaels, Dennis MD-29
Makarenko, Alexander TC-33 Matos, Telmo TD-06 Michallet, Julien WB-03
Makulska, Joanna M. TB-23, MC-26 Matsushita, Yasuhiro MA-18 Michel, Sophie TD-13
Makuschewitz, Thomas WD-10 Matthews, Jason WA-04 Michel, Terraza MB-12
Malapert, Arnaud MC-08 Mattik, Imke MA-13 Michelon, Philippe WD-18
Malassé, Olaf TD-36 Maturana, Sergio TC-26 Michnik, Jerzy MB-27, MA-33
Maldonado, Michelli MB-13 Matzke, Andreas WC-13 Midthun, Kjetil MA-26
Maldonado, Sebastian WB-29 Mavri, Maria MA-18 Mietek, Arleta TD-22
Malhamé, Roland TD-16 Mawengkang, Herman TD-17, TA-34, Miettinen, Kaisa MD-38, TA-38,
Malick, Jerome MA-29 TB-34, TC-34 TB-38, TD-38
Maliene, Vida WB-33 Maya Duque, Pablo Andrés WA-14 Miglierina, Enrico TD-15, WA-15
Malitsky, Yuri WC-03 Mayag, Brice TC-40 Miguéis, Vera TD-31
Malo, Pekka TB-38 Mayston, David TB-36 Miguez, Geraldo TC-44
Mammeri, Mohamed, Lounes TD-39 Mazalov, Vladimir TD-22 Mihályi, Péter WD-36
Maneia, Gian Mauro TA-42 Mazauric, Vincent WA-25 Mihalak, Matus TB-03
Mangaraj, Bijaya Krushna WC-38 Mazzola, Marco TA-42 Mika, Marek MB-14
Manger, Robert WB-05 Mbiydzenyuy, Gideon MB-03 Mikhailau, Mikalai TA-05
Manitz, Michael MA-42 McBride, Tom TB-27 Milanic, Martin WB-08
Manni, Emanuele TD-13 McComb, Sara WC-14 Milioni, Armando Zeferino MC-36
Mannini, Livia MD-11 McDowall, Richard WB-41 Milostan, Maciej MD-37
Manon, Yvan MC-08 McGarraghy, Seán MA-08 Minh Thuy, Ta WB-17
Manuel, Conrado M. MA-31, MB-31 McGill, Jeff TA-40 Minnetti, Valentina TC-40
Mar-molinero, CecilioMA-18, WA-32 McHale, Ian WA-35 Minoux, Michel MB-45
Marín, Ángel TD-12 McKinnon, Ken MD-30 Minty, R John TB-37
Marín, Alfredo MD-17, WB-18, Meca, Ana MB-24 Mirabi, Mehrdad MC-40
WC-18 Medaglia, Andres MA-07 Miralles, Cristobal TC-25, WD-31
Marangoni, Giacomo MC-31 Medineckiene, Milena WC-33 Miranda, Gilberto MB-08, TC-17
Marasovic, Branka WB-20, MA-21, Medori, Jean-robin MB-45 Miranda, Joao WC-41
MB-33 Meeyai, Sutthipong TD-41 Mirchandani, Prakash MD-44
Marentakis, Charis MA-11, WC-45 Megel, Romain WB-03, WB-35 MirHassani, Ali TD-17
Mareschal, Bertrand TC-39 Meherrem, Shahlar WB-16 Mirkov, Radoslava TB-29
Marianov, Vladimir WD-03, TA-17, Mehmet, Kabak TD-33, MD-41 Misener, Ruth MC-29
TB-17 Mehta, Deepak WA-03 Misevicius, Alfonsas WD-04
Marinakos, George WA-24 Meier, Arne WA-08 Mishina, Tsutomu WB-32, WC-40

282
 EURO 25 - Vilnius 2012 AUTHOR INDEX

Miskiewicz, Michal MA-02 Muñoz, Jose WB-18 Nigro, Marialisa MD-11

Missbauer, Hubert TA-13 Mueller, Christian TA-42 Nikitina, Mariya WC-20
Miyamoto, Yuichiro WB-29, WB-38 Mula, Josefa MA-12 Niknejad, Ali TA-36
Miyashiro, Ryuhei WB-38 Munari, Pedro TB-07, WC-16 Nikolaev, Alexander WC-35
Miyazaki, Kenji TD-33 Munavalli, Jyoti R. TB-37 Nikolakopoulos, Athanassios MC-06
Mladenovic, Marko WA-06 Murray, Robert TA-16 Nikolic, Nebojsa WB-09
Mladenovic, Nenad WA-06, WD-09 Musatova, Elena WB-14, TA-33, Nikulin, Yury WA-15
Mockus, Jonas WC-06 TD-35 Niroomand, Sadegh TB-11
Modliński, Piotr MA-14 Musial, Jedrzej WD-26 Nishide, Katsumasa MD-19
Moeini, Mahdi WB-17 Musmanno, Roberto TC-11 Nishihara, Michi WC-20
Moench, Lars MC-02, MA-09, TA-13 Mustajoki, Jyri WC-26 Nishimura, Nobuhiko WA-26
Mohamad Doost, Faeghe TA-08 Myndyuk, Olga MD-43 Niu, Yi-Shuai WD-17
Mohamed Sidi, Mohamed Ahmed Nogales, Amaya TC-18
WD-05 N Nogueira, Loana WA-05
Mohammadipour, Mona TA-24 Nabavi, Vahid TC-41 Noll, Torsten TD-10
Mohaupt, Michael WB-45 Nadal, Esteve MC-26 Nolz, Pamela MD-06
Mohr, Esther WD-20 Nadri Pari, Mahdi TD-17 Nonås, Lars Magne MA-05
Molho, Elena TD-15, WA-15 Nørstebø, Vibeke MA-26 Nonobe, Koji TD-09
Molina, Elisenda MA-31, MB-31 Nafi, Amir WA-27 Noordkamp, Wouter WA-28
Molina, Julian TC-06 Nagamochi, Hiroshi TC-05 Norikumo, Shunei TB-41
Monacelli, Daniele TB-11 Nagaoka, Sakae TA-04, TC-42 Norkin, Vladimir TD-43
Monaci, Michele WB-01 Nagel, Andrea MA-11 Norlund, Ellen Karoline TA-05
Monkkonen, Mikko MD-38 Nagurney, Anna TC-23 Nossack, Jenny TA-02
Monroy Licht, Ingrid Marcela TC-11 Nagy, Adrienn WD-16 Nouioua, Karim WB-03, WB-35
Monsuur, Herman WA-28, WC-28 Nahorski, Zbigniew TD-32 Novaes, Antonio G.N. WB-30
Montella, Bruno WB-12 Naibaho, Tutiarny WA-17 Novo, Vicente TD-15, WA-15
Montero, Javier MC-33 Naima, Hamadouche TC-42 Novozhilova, Marina MD-09
Montevechi, José Arnaldo WC-38 Nait Belkacem, Salima WA-04 Nowak, Maciej MB-27, MA-33
Montibeller, Gilberto MA-27, TD-42 Nakhai Kamalabadi, Isa TB-08 Nowak, Thomas TC-23
Montoya-Torres, Jairo WD-12 Naroski, Pawel WA-08 Nowak, Uwe MC-38
Montvida, Olga MA-38 Nascimento, Leonardo MD-23, Nuhn, Eva WD-22
Mor, Baruch WB-11 WB-42 Nunes, Ana Catarina TD-11
Mor-Yaroslavtsev, Andrew WB-38 Nascu, Ioan WA-37, WD-41 Nunez, Marina MD-34
Mora-Stock, Cindy WD-28 Nasrollahi, Mahdi MD-40 Nykamp, Stefan MA-25
Morabito, Reinaldo MA-09, MD-13 Nasrollahi, Meisam WB-13 Němcová, Zuzana TC-13
Moraes, Leonardo WB-42 Nasution, Azizah Hanim TA-34
Morais, Paulo TD-29 Natividade-Jesus, Eduardo Manuel O
Morar, Ioan Radu WD-41 WB-27 Oberscheider, Marco TC-26
Moreira, Attus MD-35 Naujokaitis, Darius TD-37 Ocaktan, Beyazıt TB-45
Moreno, Eduardo WA-42 Naumann, Marc TC-43 Ochoa, Gabriela TA-06
Moreno, Luis MC-02, MC-15 Naumov, Andrey TD-43 Odegaard, Fredrik MD-44
Moretti, Antônio TA-09, TB-33 Navabi, M. MC-15, MD-15, TB-23, Oggioni, Giorgia MC-31
Morgado, Miguel MB-27 WD-41 Oghojafor, B.e.a. MB-41
Morgan, Jacqueline WD-15, TB-16 Navidi, Hamidreza WD-06 Ogiwara, Kei WB-32
Mori, Ryota TA-04 Nayak, Shriguru WD-23 Oguz, Ceyda MC-01
Moriggia, Vittorio WD-43 Nazarenko, Olga MB-10 Ohazulike, Anthony WB-38
Morozkov, Mikhail WA-42 NDienor, Moussa WD-40 Ohst, Jan Peter WB-05
Morsi, Antonio TB-29 Nediak, Mikhail TA-40, MA-44 Ohya, Takao TB-41
Morton, Alec TA-27 Neiva, Rui TD-29 Ojalehto, Vesa TD-38
Morze, Michal MA-02 Nel, Hannelie WA-04 Ojrzyńska, Anna TA-37
Moser, Albert TA-28, TC-29 Nenes, George MA-28 Okhrin, Irena MD-13
Moser, Elke MC-04 Neralic, Luka MD-36 Oktay Fırat, Seniye Ümit MB-26
Mosheiov, Gur WB-11 Nesterov, Yurii MD-29 Okuhara, Koji WA-10, TA-45
Mosquera Rodríguez, Manuel Alfredo Neto, Jose WD-05 Okuno, Takayuki TB-15
MB-24 Neufeld, Janis Sebastian MC-02 Olabode, Adewoye MD-21
Mostert, Erik MC-40 Neumann, Ludmila MC-36 Oliveira Moreira, Mayron César TC-
Motahhari, Seyyed Mahdia TD-17 Neves, Manuela TD-24 13
Motrenko, Anastasia TD-44 Ng, Chi To MC-10 Oliveira, Aurelio MD-25
Mottl, Vadim TB-22 Nguyen Duc, Manh WC-17, WD-17 Oliveira, José Fernando MB-09,
Moulis, Frederic MC-08 Nguyen, Khanh WB-21 MC-09
Moura, Pedro TC-04 Nickel, Stefan MC-17, TB-17 Oliveira, Luis WD-32
Mourad, Amad MD-08 Nicoloso, Sara WA-09 Oliveira, Marisa MA-09
Mourão, Cândida TD-11 Nielsen, Jens Perch TB-19 Oliveira, Ricardo WC-32
Mourtos, Yiannis TC-09 Nielsen, Lars Relund TA-10 Oliveira, Sandra Cristina MC-21
Mousseau, Vincent TD-39, TC-40 Niemann, André MD-25 Olsson, Leif TD-27
Moustapha, Diaby MB-45 Nieto-Gallardo, Gracia M. TC-15 Olteanu, Alexandru-Liviu TC-39

283
AUTHOR INDEX EURO 25 - Vilnius 2012

Onel, Selis TC-43 Paiva, Anderson Paulo TD-29 Pennings, Clint TA-24
Onn, Shmuel MD-29 Paixão, José MA-21, TB-21 Pensa, Stefano TC-27
Onoda, Takashi WA-44 Paksoy, Turan TD-23 Perau, Eugen MD-25
Onsel, Sule MB-03 Palacio, Antonio TC-35 Perea Olabarria, Eugenio MA-25
Onucyildiz, Mustafa TA-26 Palka, Piotr WB-06 Pereira, Ana I. MD-15, TA-15
Oorni, Anssi TB-39 Pallas, Sabine MD-25 Pereira, António MB-37
Opolchenov, Daniil WC-30 Palomo Zurdo, Ricardo TA-39 Pereira, Javier TA-21
Oppen, Johan MC-07, MC-11 Pan, Jason Chao-Hsien MA-39 Pereira, Luis Gustavo TB-03
Oprime, Pedro MB-28 Pan, Quan-Ke WA-11 Pereverza, Kateryna WC-41
Or, Ilhan TC-19 Panagiotidou, Sofia MA-28 Perez Gonzalez, Paz TD-02, WB-11
Oral, Evrim WB-19, WC-19 Pando, Valentín MD-10 Perez Valdes, Gerardo MA-26
Orlov, Alexej WA-41 Pang, King-Wah MB-05, WD-26 Perez, Gloria WA-43
Orlovich, Yury TC-05 Pankratov, Alexander MB-09 Perez, Juan MD-08
Orlovs, Pavels MA-38 Pankratova, Yaroslavna WC-06 Perez-Marin, Ana Maria TB-19
Ortega Riejos, Francisco A. TD-12, Pankratz, Giselher MA-11 Perić, Tunjo MC-45
MD-17 Panovic, Milena WD-27 Perraudin, Xavier MA-17
Ortigosa, Pilar M. TB-18 Panteli, Antiopi TA-17 Pervukhina, Elena TA-22
Ortobelli, Sergio TC-19 Papadimitriou, Dimitri MB-08 Pesch, Erwin MA-02, TA-02, MD-14
Ortuño, M. Teresa MC-33 Papadopoulos, Thanos MB-32 Peska, Ladislav TD-41
Ossadnik, Wolfgang WB-39 Papamichail, K. Nadia MB-27 Pesneau, Pierre TC-04
Osswald, Christophe WD-17 Papayanopoulos, Lee WD-04 Pessoa, Luciana MB-16
OSullivan, Barry WA-03 Pappis, Costas TC-25, TB-37 Peters, Georg WB-22
Osuna-Gómez, Rafaela TC-15 Paquet, Marc MD-10 Petersen, Hanne TC-06
Otradnova, Lina WD-24 Paradi, Joseph MC-18 Petrelli, Marco TA-11
Otto, Alena TC-13 Pardalos, Panos WA-17 Petrovic, Slavica P. WA-36
Oubraham, Aichouche WC-12 Paredes, Fernando TA-21 Petrucci, Vinicius WB-03
Ouelhadj, Djamila TC-14 Pareja, Paloma MC-19 Peypouquet, Juan WC-23
Oulamara, Ammar TB-14 Park, Jonghyuck WD-29 Pfeiffer, Dominik TA-07
Ouyang, Liang-yuh MA-39 Park, Young Woong WC-45 Pflug, Georg MA-43
Ovchinnikov, Anton TA-40 Parkes, Andrew J. TA-06 Pfosser, Stefan TD-21
Owadally, Iqbal TA-19 Parnaudeau, Virginie WD-40 Pham Dinh, Tao WB-17, WC-17,
Owen, Guillermo MB-31 Parpaillon, Jean MC-08 WD-17
Oxley, Tim TD-32 Parreno, Francisco MA-09, MC-09 Pham, Viet Nga WD-17
Oyatoye, Emmanuel O. MB-41 Pasenchenko, Yuriy MB-10 Phelps, Fatma Selcen WD-35
Oyola, Jorge MC-07 Pash, David TD-14 Phillips, Antony WC-14
Ozaydin, Ozay MB-03 Pasichny, Alexis WD-22 Piantadosi, Julia MD-16
Ozbudak, Ferruh WC-42 Paslawski, Jerzy MB-33 Piccolo, Carmela TA-18
Ozceylan, Eren TD-23 Passarella Freire, Wilhelm MD-23 Pichl, Lukas MA-21
Ozdemir, Ozer WB-22 Passerini, Andrea WA-40 Pichler, Alois MA-43
Ozdemir, Ozge MA-26 Paszto, Peter TB-09, WD-41 Pickl, Stefan WD-22
Ozekici, Suleyman WD-21 Patek, M.t. MB-13 Pidani, Fariba WD-16
Ozener, Okan MC-03 Paterson, Colin TB-42 Pietropaoli, Ugo WA-09
Ozgur, Leyla TC-03 Pato, Margarida MC-06, TA-26 Pigden, Tim MA-07
Ozkok, Erengul WD-20 Paucar-Caceres, Alberto MA-32 Pillac, Victor MA-07
Ozogur-Akyuz, Sureyya TC-44 Paul, Anand WC-02 Pillon Torralba Fernandes, Jéssica
Ozpeynirci, Ozgur WA-14, TC-40 Paul, Rahul MA-10 WC-25
Ozpeynirci, Selin TC-40 Pavlov, Alexander TA-07 Pilvar, Rahman MC-11
Ozturk, Gurkan TB-07, MC-16, Pavlovic, Ljiljana TC-05 Pilz, Kay MB-18
WA-29 Pawlak, Grzegorz MA-02 Pimentel, Carina MA-13
Ozturkkal, Belma TD-42 Peña, Gloria MC-02 Pindoria, Sandip WB-35
Oğcu, Gamze MB-26 Pecaric, Mario TC-33 Pinheiro, Sofia TB-05
Pechinkin, Alexandr TD-36 Pinho de Sousa, Jorge WD-03, TD-07
P Pechlivanos, Lambros WC-45 Pini, Rita TD-15
P. Fernandes, Florbela MD-15, TA-15 Pedraza Martinez, Alfonso WC-10 Pino, José L. TD-18
Pacheco, Maria F WB-16 Pedraza-Martinez, Alfonso WC-10 Pinson, Eric TA-07
Pacino, Dario WC-03, MD-05 Pedro, Isabel WC-32 Pinto Ferreira, Ma Eduarda MA-09
Pacqueau, Rémi WB-04 Pedroso, Joao Pedro MA-25, WA-37 Pinto_Varela, Tânia TA-30
Püster, Johannes TD-24 Peeters, An TD-24 Pires, José MA-08
Paetz, Alexandra-Gwyn TB-35 Pekár, Juraj MD-03 Pirlot, Marc TA-20
Pérez Perales, David TC-08 Pekcan, Onur WD-28 Pisciella, Paolo TA-43
Pérez, M. Angeles MC-14 Pekgör, Ahmet WC-19 Pisinger, David MC-05, WC-09
Péton, Olivier MA-17 Pelegrin, Blas TC-18, TD-18 Pistikopoulos, Efstratios TA-25,
Pagel, Christina WC-37 Pelizzari, Cristian MA-19 MC-29
Pahikkala, Tapio TD-40 Pelot, Ronald MB-11 Pitzer, Erik MC-03
Paias, Ana MA-08 Peng, Shili WD-15 Piunovskiy, Alexei TC-16
Paillat, Jean-Marie WD-40 Penna, Puca WB-03 Pivac, Snjezana MD-21, TC-33

284
 EURO 25 - Vilnius 2012 AUTHOR INDEX

Pizarro Romero, Celeste MC-33 Puente, M. Albina MC-34 Rasoolinezhad, Zeinab TB-06
Pizarro, Jose MC-20 Puerto, Justo TD-12, TB-18, WB-18, Rathgeber, Andreas TA-21
Pla, LluisM MC-26, MD-43 WC-18 Ratli, Mustapha MB-02
Placido, Antonio WB-12 Puetz, Markus TD-45 Rauch, Jonas WB-45
Plastria, Frank TC-18, WB-34 Pukalskyi, Bohdan WA-41 Rauscher, Sandra TB-42
Plateau, Gérard WA-03, WD-04 Purba, Ronsen WA-17 Raz, David MD-08
Plaza Leiva, Victoria TB-18 Pureza, Vitoria MB-28 Razmi, Jafar WB-13
Plazola Zamora, Laura MC-33 Purutcuoglu Gazi, Vilda WB-24 Reade, Andy TB-25
Pliskin, Joseph TD-37 Pylypovskyi, Oleksandr TA-22 Rebaine, Djamal TB-14
Plociennik, Kai MC-38 Pytlak, Radoslaw MD-04 Recht, Peter TD-05
Poberiy, Maria WB-44 Redchuk, Andrés WD-38
Poddig, Thorsten WA-21 Q Reddy, Brian TD-39
Podkopaev, Dmitry MD-38 Qi, Zhiquan TD-38 Reed, Joshua WD-20
Podobedov, Vitaly WD-24 Qian, Fubin WC-09 Rego, Cesar TD-06
Poesz, Attila TC-41 Qu, Rong TC-14, WC-14 Reimann, Marc WA-24
Poklepović, Tea WB-20 Quadrifoglio, Luca WD-03 Reimers, Stian TC-24
Polat, Olcay TC-03, MA-05, WC-12 Quariguasi, Joao TB-25 Reinecke, Philipp TD-36
Polat, Refet WB-16 Quessette, Franck TC-36 Reinelt, Gerhard MD-03
Poldi, Kelly TD-10 Quintanilla, Sacramento MC-14 Reinhardt, Wolfgang WD-22
Polovinkin, Alexey WA-23 Reizes, Erwin TB-28, TD-41
Polushina, Tatiana WD-42 R Reklaite, Agne WB-34
Polyak, Boris WA-01 Raa, Birger WA-06, MB-07, TB-45 Relvas, Susana TA-10, TA-29
Pomarico, Silvia TC-27 Rabadi, Ghaith MB-06 Requejo, Cristina MB-37
Pons, Montserrat MC-34 Racer, Michael MD-27 Resat, Giray TB-33
Poole, Travis TA-16 Racero, Jesus TD-07 Resende, Mauricio MB-16
Pop, Emilia-Loredana MB-38 Rachaniotis, Nikolaos TB-37 Rest, Klaus-Dieter WC-37
Pope, Brandon MB-30 Racic, Zeljko WC-31 Reunanen, Pasi MD-38
Porcheron, Marc MC-44 Radaei, M. WD-41 Reuther, Markus WA-12
Porschen, Stefan WA-08 Rademaker, Alexandre WC-27 Revie, Matthew TA-16
Portal, Gabriel WC-03 Rademaker, Michael WA-40 Rey, David TA-29
Portela, Maria MB-36, MC-36 Radjef, Mohammed Said TD-10, Reyer, Ivan TB-44
Portillo, Fabiola WA-32 MC-23, MD-34 Rezapoor, Shabnam MC-10
Possani Espinosa, Andre WB-39 Radulescu, Constanta Zoie WA-20 Rezapour, Shabnam TA-08
Possani, Edgar WD-07, WB-39 Radulescu, Marius WA-20 Rezgui, Mohamed MC-08
Post, Gerhard F. MA-09 Radulescu, Sorin WA-20 Ribeiro, Cassilda TA-09
Postmus, Douwe WC-26, WD-31, Régin, Jean-Charles MC-08 Ribeiro, Celso MB-06
TA-37, TD-37 Römisch, Werner TB-29 Ribeiro, Cristina MB-09
Potapovs, Andrejs WB-38 Rönnqvist, Mikael TC-08, WA-13, Ribeiro, Patrícia TA-29
Potthoff, Daniel TD-12 MB-26, MD-42 Ribeiro, Rita WC-27
Potts, Chris WA-35 Rafels, Carles MD-34 Ricca, Federica MA-19
Pourouchottamin, Prabodh WA-25 Rafia, Rachid WD-31 Riccardi, Rossana MC-31
Pozo, Miguel Angel TD-12, MD-17 Raghavan, S. TC-04 Ricci, Olivia WA-25
Prachalias, Chrysovaladis WD-32 Rahman, Farzana MC-37 Richards, Deborah WD-12
Pranevicius, Henrikas MA-37 Rahmo, El-Desouky TD-15 Richards, Russell MB-25
Pranevicius, Mindaugas MA-37 Rais, Abdur WA-37 Richter, Knut MD-13
Pranevicius, Osvaldas MA-37 Raith, Andrea WC-11, TB-12 Riera, Daniel MB-16
Prasanna, G. N. Srinivasa MA-10, Rajabloo, Ghasem MC-10 Rijo, Pedro TA-08
WD-23, WB-25, WC-34 Rajkovic, Vladislav TA-21 Rinaldi, Francesco MB-29
Pratsini, Eleni WA-42, WD-45 Rakicevic, Zoran TC-34 Rios-Insua, David MD-33, WD-38
Prekopa, Andras MB-21, MD-43 Ram, Camelia TD-27 Rios-Mercado, Roger Z. MC-26
Prestwich, Steven TA-24, WD-42, Ramón, Nuria MA-36 Rios-solis, Yasmin WD-03
TC-45, WD-45 Ramahefarison, Heriniaina WD-40 Ritt, Marcus WC-03
Prieto, Angel M. MA-38 Ramik, Jaroslav MA-22 Ritzinger, Ulrike TA-45
Prieur, Fabien TB-16 Ramirez, Hector WC-23 Rivreau, David WA-02
Prigent, Jean-luc WA-20 Ramjee, Shivani MA-33 Robledo, Jose MC-33
Prins, Christian WC-07 Ramos Jorge, Diana Rita MA-04 Rocha, Humberto TD-19
Prior, Diego WA-32 Ramos, Angel Manuel MC-15 Rocha, Paula WB-42
Prochorskaite, Agne WB-33 Ramos-Gallego, Ana Bel WB-18 Rocha, Pedro MD-09
Prodan, Radu WA-37 Rana, Rupal WA-45 Rocha, Roger WB-42
Prot, Damien WB-02 Rand, Graham MD-24 Rodríguez Álvarez, Margarita TB-15
Protti, Fabio WA-05 Rangel, Luis MB-41 Rodríguez, Victoria TD-07
Prskawetz, Alexia MC-04 Rangel, Socorro MB-13 Rodríguez-Puerta, Inmaculada TC-10
Psaraftis, Harilaos MB-05 Rangraz, Hamed TB-23 Rodrigues, Antonio TB-24, WB-24
Pticina, Irina TD-02 Rapaport, Alain MC-15 Rodrigues, Rui MD-09
Puchinger, Jakob TA-45 Rapine, Christophe TA-29 Rodriguez Aguilar, Roman MA-30
Puechmorel, Stephane TA-04 Rashidi Bajgan, Hannaneh TB-33 Rodriguez, J. Tinguaro MC-33

285
AUTHOR INDEX EURO 25 - Vilnius 2012

Rodriguez-Chia, Antonio Manuel Safia, Kedad-SidhoumTD-09, WD-09 Schmidt, Christiane WB-17

WB-18 Sagarra, Martí MA-18 Schmidt, Günter WD-20
Rodriguez-Sanchez, Sara Veronica Sagbansua, Lutfu TD-06 Schmidt, Kerstin WD-13
MC-26 Sager, Sebastian WB-45 Schmidt, Marie TB-12
Rodriguez-Ulloa, Ricardo MA-32 Saha, Rajib TA-37 Schnell, Alexander WA-02
Roitch, Vladimir TB-43 Sahin, Oz MB-25 Schoen, Cornelia TA-35
Rojas-Medar, Marko A. TC-15 Sahman, Mehmet Akif WD-10, Schoenauer, Marc WB-40
Rokou, Elena MC-14 WA-30 Scholten, Lisa TB-27
Roland, Julien TB-39 Sakalauskas, Leonidas MA-30, Scholz-Reiter, Bernd WD-10
Romanin-Jacur, Giorgio MA-06 WB-42 Schoppmeyer, Christian WA-30
Romanova, Tatiana MB-09 Salani, Matteo MB-11 Schröder, Andreas TC-32
Romero, Ruben TB-09 Salasc, Baptiste WA-26 Schrödl, Holger MB-14
Ronconi, Debora MC-13 Salazar González, Juan José WA-07 Schramme, Torben WA-02
Roos, Kees MD-42 Saldanha, Rodney WB-21, MA-40 Schreiber, Ulrich MD-25
Ropke, Stefan TC-06 Saldanha-da-Gama, FranciscoMA-17, Schreider, Sergei WD-06
Roset, Alain WC-07 MC-17, TB-17 Schroeder, Werner WA-10
Rosseti, Isabel MB-06 Sales, Alessandro WB-14 Schultmann, Frank TD-20, WD-27,
Rossi, André TA-06, WB-09 Saliba, Sleman MB-02 TD-32
Rossi, Fabrizio MA-29 Salkın, Sultan Ceren MA-42 Schultz, Rüdiger MD-29, TB-29,
Rossi, Riccardo MB-11 Salles Neto, Luiz TA-09, TB-33 WB-43
Rossi, Roberto TA-24, TC-45 Salman, Sibel MC-03 Schwab, Melanie TC-07
Rossi, Sebastiano MB-20 Salo, Ahti TD-27, WC-30 Schwaninger, Markus WC-40
Rossomakhine, SergueiTD-04, TC-16 Salvador, Manuel MD-18 Schwarze, Silvia MC-05
Rotaru, Kristian WA-27 Samii, Behzad WA-26, MB-45 Schweiger, Jonas TB-29, TA-43
Roupin, Frederic WA-03, MA-29 Samouylov, Konstantin TD-36 Schwindt, Christoph WB-02
Rouwette, Etienne MA-27 San-José, Luis A. MD-10 Sciomachen, Anna TA-11
Rovatti, Riccardo MC-29 Sanchez-rodriguez, Luis TB-35 Scozzari, Andrea MA-19, MB-20,
Rozenknop, Antoine WA-03 Sander, Onderstal MB-18 WB-20
Rozga, Ante WC-21 Sandikci, Burhaneddin WD-37 Sebag, Michèle WB-40
Rozin, Boris MA-10 Sano, Marcello MB-25 Sedlak, Otilija WB-10
Rozycki, Rafal MB-14 Santos Martin, M. Teresa TD-42 Seferlis, Panos WC-45
Ruan, Yu-Xun TD-40 Santos, Dorabella MB-08, MC-08 Segovia-Gonzalez, M. Manuela WB-
Rubio, Sergio WC-41 Santos, Fellipe WB-21, MA-40 21
Rudec, Tomislav WB-05 Santos, Jorge TA-31 Segura Maroto, Marina MD-26,
Rufián-Lizana, Antonio TC-15 Santos, Maristela MA-13, MD-13 TD-26
Ruhland, Johannes TA-37 Santos, Paulo Sergio WC-23 Segura, Baldomero MD-26, TD-26
Ruiz, Ana Belen TB-38 Santos, Sérgio WC-32, MD-35 Seidmann, Abraham WC-34, TA-37
Ruiz, José L. MA-36 Santos-Peñate, Dolores R. TC-18 Seifert, Matthias MC-27
Ruiz, Marc MB-08 Sarabando, Paula MC-27 Seifert, Ralf W. MB-35
Ruiz, Natalia WC-23 Saraiva, Erlandson WB-30 Sel, Çağrı TC-08
Ruiz, Ruben WA-11 Sarto, José Luis MD-18 Selih, Jana WB-33
Ruiz-Garzón, Gabriel TC-15 Sartık, Yunus MB-26 Selim, Shokri MA-10
Ruiz-Hernandez, Diego MD-17 Satiroglu, Sait TB-20 Sellami, Khaled TA-31
Rusdiana, Siti TB-34 Sato, Kimitoshi MA-44 Selosse, Sandrine WA-25, WB-25
Rustem, Berc MD-19 Sato, Yuji WD-13 Sels, Peter TB-12
Rustogi, Kabir TB-02 Sawada, Kiyoshi WB-05 Sena, Galeno TA-09
Ruuska, Sauli TA-38 Sawaki, Katsushige MA-44 Sender, Julia TB-03
Ruza, Vecislavs MD-12 Sbihi, Abdelkader WB-05 Sener, Emrah TB-20
Ruzika, Stefan WB-05 Scandolo, Giacomo MB-19 Sener, Nazmi MC-12
Ruziyeva, Alina WB-15 Scarpel, Rodrigo WA-29 Sengul, Serkan TC-22
Ryan, David WC-14 Schüle, Ingmar MC-38 Senna, Fernanda MC-37
Schöbel, AnitaTA-01, TB-12, MB-29, Senturk, Sevil WC-22
S WA-38 Serafini, Paolo TB-39
Saatkamp, Helmut MC-26 Schäfer, Andreas TA-28 Serpell, Martin TD-30
Sabeghi, Narjes TB-18 Schäfer, Ulrich TD-45 Sethi, Suresh MA-45
Saborido Infantes, Rubén TB-38 Schönberger, Jörn MA-11, WA-45 Sevaux, Marc MC-03, TA-06, WD-09
Saboya, Martha MB-31 Schöpperl, Andreas MA-13 Seyhun, Omer Kayhan MA-20
Sadeh, Arik WA-27 Schatka, Anne TB-25 Sezer, Demet WC-19, WD-19
Sadoghi, Amirhossein TA-08 Schaudt, Oliver WB-08 Sezer, Devin WC-42
Sadyadharma, Hendaru TA-34, TC-34 Scheimberg, Susana WC-23 Shabtay, Dvir MD-14
Sadıç, Şenay TD-07 Scheithauer, Guntram TA-09 Shafransky, Yakov TA-02, TA-14
Sørensen, Michael MA-29 Schewe, Lars TB-29 Shahraki, Narges TB-11
Sürmeli, Gökhan TC-44 Schlechte, Thomas WA-12 Sharifi, Mohammad Bagher MC-40
Süss, Philipp MC-38 Schlegel, Patrice WA-40 Sharma, Megha MB-45
Sörensen, Kenneth MD-01, WD-07, Schmehl, Meike TC-25 Shaw, Duncan TA-32
WA-14, TD-22, WD-24 Schmid, Verena WA-07 Shen, Hwa-Rong MA-39

286
 EURO 25 - Vilnius 2012 AUTHOR INDEX

Sherali, Hanif WD-15 Sobeyko, Oleh MC-02 Steponavice, Ingrida TA-38

Sherker, Shauna MB-25 Sobotka, Fabian TB-29 Sterna, Malgorzata MA-02
Shevchenko, Yaroslav WA-41 Sobotka, Olena TD-20 Sternbeck, Michael MB-35
Shi, Xiaoning MC-05 Socha, Leslaw TB-22 Stetsyuk, Petro TA-22, TC-22
Shibata, Takashi WC-20 Sofronov, Georgy WD-42 Steuer, Ralph E. WB-20
Shih, Su-Chuan TA-41 Sohn, So Young MB-21, MC-35 Stewart, Theodor MB-27, TD-34
Shikhman, Vladimir TA-15, MC-28, Sokolov, Boris TA-07 Still, Georg WB-38
MD-28 Soler-Dominguez, Amparo MB-30 Stokes, Klara TD-30
Shim, Yohan WA-26 Solignac, Manon TD-25 Stokic, Dejan MB-20
Shlakhter, Alex TA-18 Solimanpur, Maghsud MC-10 Stoklasa, Jan MB-22
Shlyk, Vladimir WD-05 Sologub, Roman TD-44 Stolletz, Raik MD-02, TD-14, MA-42
Shorgin, Sergey TD-36 Solsona, Francesc MD-43 Stoyan, Yuri MB-09, MC-09
Shufan, Elad WB-14 Song, Xiang MA-07, TA-35 Strandmark, Petter TD-08
Sicilia, Joaquín MD-10 Songmene, Victor TB-45 Stranieri, Andrew TB-31
Siddiqui, Afzal MA-25 Sonnberger, Jana MD-27 Stray, Jonas WC-04
Sidorov, Sergey WA-23 Sopot, Eugen TA-05 Strijov, Vadim TD-44
Siebert, Xavier TD-40 Sopp, Karina TD-45 Strusevich, Vitaly TB-02
Siepermann, Christoph MD-03 Soria-Comas, Jordi TC-30 Studniarski, Marcin TD-15
Siepermann, Markus TD-10 Sosic, Greys MB-24 Stukalin, Dmitriy WB-39
Siestrup, Guido WD-25 Sotiros, Dimitrios-Georgios MB-36 Stummer, Christian MD-27
Sigurd, Mikkel M. WC-09 Soto-Silva, Wladimir TD-26 Stutzer, Michael TC-21
Silalahi, Meslin TC-34 Soualah, Sofiane WC-12 Stygar, Anna TB-23, MC-26
Silva, Aneirson WC-38 Soukhal, Ameur TB-14 Su, Chia-hsien MA-39
Silva, Elsa MC-09 Soumis, Francois WB-04 Suarez-Vega, Rafael TC-18
Silveira, João MD-35 Sourd, Francis WA-12 Subbiah, Subanatarajan WA-30
Simaria, Sofia TB-30 Sousa Santos, Beatriz TD-11 Subramanian, Anand WB-03
Simon de Blas, Clara MC-33, MC-36, Sousa, Luiz Carlos WB-42 Subrt, Tomas TA-11
TD-42 Souza, Reinaldo MB-06, TB-24 Sucu, Meral WD-20
Simon Martin, Jose MC-36 Souza, Renato Rocha WC-27 Suhl, Leena WA-02
Simoncicova, Katarina WD-24 Soyertem, Mustafa MA-23 Summerauer, Wolfgang WD-02
Simonetti, Luidi MA-06 Soysal, Mehmet TB-25 Sun, Bin TC-42
Simonis, Helmut WA-03 Spachis, Alexandra TC-21 Sun, Heming WD-23
Simroth, Axel MC-07 Speck, Jochen WA-03 Sun, Li TD-35
Sindhya, Karthik TB-38 Speckenmeyer, Ewald WA-08 Sun, Wei WC-27
Singh, Sanjeet WB-32 Spengler, Thomas WB-13, WC-13, Sundstroem, Olle WD-45
Singh, Shivraj MA-10 WD-13, TB-25 Surer, Ozge TA-41
Singh, Vikram jeet TA-21, MC-30 Sperandio, Fabricio TD-37 Suykens, Johan WC-29
Sinha, Ankur MA-41 Speranza, M. Grazia TE-01 Suzuki, Teruyoshi MD-19
Sinske, Marcel MC-28 Spieksma, Frits TC-09, WC-16, Suzuki, Tsutomu WD-18
Sinuany-Stern, Zilla TB-36 MB-18, TB-22, MA-34 Swiercz, Aleksandra MB-37
Siqueira, Hugo TD-24 Spinler, Stefan WC-07 Syafari, Syafari TD-17
Sirvent, Inmaculada MA-36 Spliet, Remy WA-07, TC-40 Syahrini, Intan TB-34
Sisman, Fatma Nurten WD-28 Sprengel, Eva-Maria TD-05 Syntetos, Aris TA-24
Skalska, Jolanta MB-04 Squires, Hazel TA-32 Sys, Christa MC-05
Skar, Christian TA-43 Srour, Jordan MC-11 Szabo, Jacint WD-45
Skouri, Konstantina MC-06 Stadler, Johannes TA-21 Szafarz, Ariane MC-21
Sladky, Karel MB-23 Stadler, Michael MA-25 Szantai, Tamas MD-43
Sledneu, Dzmitry TA-14 Stützle, Thomas TD-19, MA-41 Szołtysek, Jacek TA-37
Slijepcevic-Manger, Tatjana MC-18 Stöcker, Martin MB-15 Szubert, Marcin WC-03
Slimani, Hachem MC-23 Stöckl, Stefan TA-21, WD-21 Szymczak, Jaroslaw MA-02
Sliwinski, Tomasz MD-04 Stålhane, Magnus WC-09
Slomp, Jannes WA-17 Staino, Alessandro MC-18 T
Smedley, Jo TA-32 Staliński, Piotr MD-10 Ta, Anh Son WB-17
Smet, Pieter TC-14 Stamure, Iveta WB-33 Tadic, Ivana MA-21, MB-33
Smeulders, Bart TB-22 Stancu, Andreea Madalina MC-23 Tüncel, Özge MC-03
Smid, Martin TB-43 Stancu-Minasian, Ioan MC-23 TÜtÜncÜ, G.yazgi TC-14
Smirnova, Nadezhda WA-34 Stangl, Claudia MD-29, TB-29 Taheri, Hassan TA-06, TB-18
Smith, Chris TA-32 Stanojevic, Bogdana WB-09 Tainio, Marko TD-32
Smith, Honora MB-17, WC-37 Stanojevic, Milan WB-09 Takahashi, Shingo MC-45
Smith, J. MacGregor TC-36 Staube, Tatjana MA-33 Talasova, Jana MB-22
Smith, Jim TD-30 Staykov, Boris WB-27 Talbi, El-ghazali WC-03, MB-45
Smith, Leanne TB-37 Steele Santos, Paulo Eduardo TD-29 Talla Nobibon, Fabrice MA-34
Smith, Raymond TC-44 Stefani, Silvana MB-19 Tamaki, Mitsushi MB-30
Smolina, Iryna WC-41 Stefanovič, Pavel WD-44 Tamarit, Jose MA-09, MB-09, MC-09
Smriglio, Stefano MA-29 Steglich, Mike WD-33 Tambovceva, Tatjana WC-33
Soares de Mello, João Carlos WC-32 Steinhardt, Claudius WA-45 Tambunan, Hardi TD-17

287
AUTHOR INDEX EURO 25 - Vilnius 2012

Tammer, Christiane MB-38, WA-38 Tiseanu, Catalin Stefan WD-45 Turskis, Zenonas WC-33
Tamosaitiene, Jolanta WA-33, WC-33 Tlili, Youssef WA-27 Tuyttens, Daniel MD-38
Tan, Tarkan TB-25 Tobin, Patrick WA-28 Tuş Işık, Ayşegül MC-41
Tanaka, Katsuaki MA-18, TB-28 Todosijevic, Raca WA-06 Twaróg, Sebastian TA-37
Tanaka, Ken-ichi WB-38 Tofallis, Chris WB-30 Twyman, Matt TC-24
Tanaka, Tamaki WD-23, TC-38 Toh, Kim-Chuan WA-16 Tzanidakis, Konstantinos TD-32
Tancrez, Jean-Sébastien MB-35, Tokareva, Julia TD-22 Tzeng, Gwo-HshiungMB-27, MA-33,
WC-42 Tokmak, İsmail MC-24, TD-34 MD-40, MB-41
Taner, Mustafa Egemen TC-07, Toledo, Franklina MB-09, MC-13, Tzu-hsuan, Kuo MD-39, MA-40,
WC-12 TB-30 MD-40
Tang, Ling-Lang MC-39 Tolstad Uggen, Kristin MA-26
Tanino, Tetsuzo WD-23, WA-44 Tomasgard, Asgeir TC-29, MC-43, U
Tanrisever, Fehmi WC-25 TA-43 Udias, Angel MD-33, WD-38
Tansel, Barbaros TC-17 Tomaskova, Hana MB-12 Ueno, Nobuyuki WA-10, TA-45
Tanyeri, Basak TD-42 Tomat, Luka WD-25 Uldry, Marc MD-06
Tarashnina, Svetlana WA-34 Tombak, Mihkel TB-22 Ulengin, Burc MB-03
Tarczynski, Grzegorz TA-03 Tonon, Daniela MD-04 Ulengin, Fusun MB-03, TB-34
Tardella, Fabio MB-20, WB-20 Topaloglu, Huseyin MA-44 Ulusoy, Gündüz WC-02
Tareghian, Hamed Reza TB-18 Topaloglu, Seyda WA-11 Umang, Nitish WD-12
Tarel, Guillaume Jean TD-16 Topcu, Y. IlkerMC-10, WB-10, TA-41 Uney-Yuksektepe, Fadime MA-37
Tarim, Armagan TA-24, TC-45 Tor, Ali Hakan MC-16 Ungureanu, Valeriu MA-34
Tarkkanen, Suvi TD-38 Torezzan, Cristiano MD-09 Unzueta, Aitziber WA-43
Tarnawski, Tomasz MD-04 Torr, Philip TD-08, TB-44 Uratani, Tadashi WC-20
Tas, Duygu WA-43 Torra, Vicenc TD-30 Uray, Nimet TB-34
Taschini, Luca MD-25 Tortosa-Ausina, Emili MB-30 Urban, Josef WA-40
Tatarinova, Tatiana MC-37 Tortum, Ahmet WA-24 Urbanski, Ryszard MA-23
Tatlidil, Hüseyin WB-11, TB-20, Toth, Paolo TC-04 Uribe, Valeria E. WD-44
MA-33 Toumi, Abdelamalek WD-17 Uriol, Juan MD-26
Tavana, Mina MC-15 Tournamille, Jean-François TB-14, Uristani, Angelo WD-43
Tavella, Elena MB-32 WA-30 Urosevic, Dragan WD-09
Taylan, Ali Sabri TB-20, TD-31, Tourniaire, Emeric WA-09 Uryasev, Stan MC-21, WD-43
WD-43 Toyasaki, Fuminori TC-23 Usberti, Fábio MA-25
Taylor, Stephen WA-36 Tozkan, Didem MA-23 Ustun, Yildirim WC-42
Taş, Oktay WA-20 Trafalis, Theodore WB-29 Utley, Martin WC-37
Taşkan, Cüneyt TA-26 Tragler, Gernot MC-04 Uusivuori, Jussi TC-26
Tchegho, Geraldine WA-21 Tralhão, Lino WB-27 Uzelac, Filip TA-19
Tchemisova, Tatiana TA-15 Tran, Nguyen Khoi WD-12 Uzun Araz, Ozlem MB-03
Teboulle, Marc WA-23 Tran, Trung Hieu WB-23
Teghem, Jacques MD-38 Transchel, Sandra WC-10 V
Teichert, Katrin MC-38 Trautmann, Norbert TA-30 Vaaben, Bo MC-05
Teixeira, Joyce MC-36 Trautsamwieser, Andrea WC-37 Völker, Markus WA-03
Tejada, Juan MA-31, MB-31 Traversi, Emiliano MB-29 Vaiceliunas, Saulius MA-37
Tejada, Macarena TC-06 Traxler, Renate MB-13 Vaira, Gintaras MB-07
Tekin, Muge WD-21 Tricoire, Benoît TA-07 Valdes, Teofilo WA-44
Telek, Miklós TC-36 Tricoire, Fabien TB-07 Valle, Marco TC-27
Temocin, Büsra TB-21 Triki, Chefi TD-13 Vallejos, Sofía J. WD-44
Teo, Chee Chong MC-05 Trodden, Paul MD-30 Valls, Vicente MC-14
Teo, Kwong Meng WB-23 Tryphonas, Marinos MC-18 Valouxis, Christos TD-09
Ternero, Isabel MD-17 Trzaskalik, Tadeusz MB-27, MA-33 van ’t Wout, Joel TC-12
Tervonen, Tommi WC-26, TC-40 Trzpiot, Grażyna TA-37, TD-43 van Berkum, Eric WB-38
Tezcaner, Diclehan MA-03 Tsagkas, Vassilis MA-32 van Dalen, Jan TA-24
Thénié, Julien TD-16 Tsai, Hung-Yi TB-31 van de Ven, Rien WC-28
Thanassoulis, Emmanuel MB-36, Tsai, Ming-Feng TD-40 Van Delft, Christian TD-07
TA-36 Tsekouras, Kostas WA-24 van den Brink, Rene MA-34, WA-34
Theis, Dirk Oliver WC-16, WC-39 Tsivtsivadze, Evgeni WA-40 Van den Broeck, Dennis WA-35
Theocharis, Zoe TC-24 Tsoukiàs, Alexis TC-27 Van Den Broek, Machteld WD-38
Thiao, Mamadou WB-17 Tsyurmasto, Peter WD-43 van den Heever, Susara WD-45
Thomas, Lyn MC-20 Turan, Belma WA-07 Van den Poel, Dirk WA-06, TD-31
Thomson, Mary TC-24 Turan, Filiz MD-02, MC-35 van der Laan, Erwin TA-03, TA-24
Thuring, Fredrik TB-19 Turan, Hasan Huseyin MC-12 Van der Meer, Robert TD-14
Tierney, Kevin WC-03 Turanoglu, Ebru WC-22 van der Mijden, Tom WB-28
Tiesler, Stephan TA-37 Turco, Marco TB-11 van der Ster, Suzanne WA-28
Tietz, Christoph WA-24 Turgut, Hakan MC-24, TD-34 van der Vecht, Bob WB-28
Tikkanen, Olli-Pekka MD-38 Turkay, Metin TC-03, TB-11, TB-33 van der Vorst, Jack MC-17, TB-25
Tilson, Vera TA-37 Turkel, Gokcen MA-03 van Elst, Nicole WA-28
Tirado, Gregorio MD-05 Turkensteen, Marcel TB-08 Van Essen, Theresia WB-37

288
 EURO 25 - Vilnius 2012 AUTHOR INDEX

Van Huele, Christophe WA-14 Villegas, Juan G. MA-07 Weber, Richard MC-20, WB-22
van Laarhoven, Twan WA-40 Vilutiene, Tatjana WA-33 Wedel, Woldemar TC-10
van Merode, Frits TB-37 Vimont, Yannick TD-09 Wedley, William MD-41
Van Peteghem, Vincent WD-02 Vinue, Guillermo WD-29 Weglarz, Jan MA-02
van Valkenhoef, Gert WC-26 Virtanen, Kai TB-42 Weiblen, Judith TC-07
van Vuuren, Jan WC-04 Visagie, Stephan WA-04, WC-04 Weider, Steffen WA-12
Van Wassenhove, Luk WC-10 Visser, Fernando TC-20 Weismantel, Robert MD-29
Van Woensel, Tom WA-43 Vitko, Anton TB-09, WD-41 Weistroffer, Heinz Roland TD-38
Vancroonenburg, Wim WD-09 Vitoriano, Begoña MC-33 Weitzl, Wolfgang TD-20
Vandaele, Arnaud MB-15 Vitsentiy, Vitaliy WB-43 Wen, Liang TD-03
Vanden Berghe, Greet TC-14 Vittucci Marzetti, Guiseppe WB-34 Wendell, Richard E. MD-36
Vanderpooten, Daniel WC-26 Vizcaino, José Federico MA-25 Wendt, Oliver TC-10
Vanhoucke, Mario WA-02, WD-02, Vizvari, Bela WC-08, TB-11 Wensing, Thomas WA-13
WA-14, MB-45 Vocaturo, Francesca TC-11 Wenstøp, Fred WC-31
Vannieuwenhuyse, Marjorie WD-27 Vogel, Silvia MB-43 Werner, Adrian TC-12, MA-26
Vanovermeire, Christine TD-22 Vogt-Schilb, Adrien TD-25 Werner, Axel MD-08
Vansteenwegen, Pieter MD-06, Vojtas, Peter WB-26, TD-41 Werners, Brigitte TA-17
WD-07, TB-12 Volkovich, Zeev (Vladimir) WA-42, Westerlund, Magnus MA-22
Varas, Mauricio TC-26 WD-42 Westphal, Stephan MC-42
Vasilakis, Christos WC-37 Voll, Robert WB-12 Wheat, David WB-41
Vasquez, Michel TD-09 Volling, Thomas WB-13, WC-13, White, Amelia WC-11
Vassilakopoulos, Michael WB-37 WD-13 Wickert, Toni WA-06
Vassilakopoulou, Polyxeni MA-32 von Selasinsky, Alexander TC-32 Wickström, Anna-Laura MC-28
Vaz, Clara TB-36 Von Zuben, Fernando J. MA-25 Widmer, Marino MD-06
Vazquez Novoa, Nadia TA-36 Voss, Stefan MC-05 Wiecek, Margaret MD-38
Veelenturf, Lucas TD-12 Vozdolska, Ralitza WC-14 Wiedenmann, Susanne WC-25
Velasco, Luis MB-08 Vrobel, Susie TD-28 Wieloch, Bartosz WC-03
Velten, Sebastian MC-38 Vujosevic, Mirko WB-09 Wiesemann, Wolfram WB-42
Venceslau, Helder MD-23, WB-42 Vuppala, Sunil Kumar WB-25 Wijnmalen, Diederik J.D. WC-28,
Veneziano, Thomas TC-39 MC-32
Vera de Serio, Virginia N. TB-15 W Wilbaut, Christophe MB-02
Vera, Jorge TC-26 Wacziarg, Adrien WA-25 Wildebrand, Hendrik WD-25
Verbas, Ismail Omer MC-11 Waegeman, Willem TD-40 Wilgenbus, Erich WD-29
Verbeeck, Cédric MD-06 Wäscher, Gerhard TE-01, MC-09 Wilkin, Carla WA-27
Verbraken, Thomas TB-31 Wagelmans, Albert TD-12 Williams, Hilary Paul TA-27
Vercamer, Dauwe WA-06 Wagner, Andrea WA-38 Williams, Janet TB-37, TB-42
Verdegay, Josè L. MA-12 Wagner, Hermann-Josef MD-25 Wilson, Michel WB-02
Verleye, Derek TC-34 Wakolbinger, Lea M. MD-27 Windeatt, Terry TC-44
Verly, Céline TB-39 Wakolbinger, Tina TC-23, MD-27 Windridge, David TC-44
Vermeulen, Jack WC-28 Waligora, Grzegorz MB-14 Winkelkotte, Tobias TD-35
Verscheure, Olivier WD-45 Wallace, Stein W. MB-29, TA-43 Winkelmann, Axel TD-24
Verter, Vedat MC-17 Wallenius, Jyrki TB-39, MA-41 Winkenbach, Matthias WC-07
Vespucci, Maria TeresaMC-43, TA-43 Wallot, Sebastian TD-28 Witteveen, Cees WB-02
Vetschera, Rudolf TD-20, MD-27 Walls, Lesley TA-16 Wittmann-Hohlbein, Martina MC-29
Vial, Jean-Philippe TD-07 Walther, Grit TB-25 Wojtkiewicz, Tomasz TA-14
Viana, Ana MA-25, WA-37 Walther, Ursula TD-21 Wolfsteiner, Elisabeth TD-20
Viana, Joe WD-37 Walukiewicz, Stanislaw MC-30 Woll, Oliver TA-25, TC-32
Vianna, William TB-32 Wan, Yat-wah TC-42 Wollenberg, Tobias WB-43
Viappiani, Paolo TB-40 Wang, Hsiao-Fan MB-44 Wollenweber, Jens TD-35
Vicente, Joaquim Jorge TA-10 Wang, Jiang-Shan TB-31 Wolter, Katinka TD-36
Vickman, Sara TD-27 Wang, Min TC-45 Won, Daehan MA-37
Vicko, Gabriela MD-18 Wang, Pei-Chun TA-09 Wong, Hartanto TA-10
Vidal, Thibaut WB-03, WC-07 Wang, Shin-Yun MB-39 Wong, Man Hong TC-20
Vidal-Puga, Juan MA-24 Wang, Song TC-23 Wotzlaw, Andreas WA-08
Vidalis, Michael MB-10 Wang, Tai-Yue MD-40 Wozabal, David TC-19
Viegas, José MA-04 Wang, Xiaolu MC-12 Wozny, Günter MB-15
Vieira, Cristina C. TB-06 Wang, Xiaoyu MC-05 Wright, Mike MB-06
Vieira, Douglas WB-21, MA-40 Wang, Yang-Sheng MA-39 Wu, MingHung MA-39
Vieira, Israel TB-37, TB-42 Wang, Yi-Hsien MA-39 Wu, Shuo-Jye WD-19
Vielle, Marc TD-16 Waraich, Rashid TB-35 Wu, Xiaoli MB-44
Viertl, Reinhard MC-12 Watanabe, Takahiro MD-28 Wyld, Lynda WD-31
Vigerske, Stefan MD-29 Waterer, Hamish WC-14 W˛eglarz, Andrzej TB-23
Vigna, Elena TA-19 Wauters, Tony WD-09
Vigo, Daniele WD-07, MD-42 Weber, Christoph TA-25, TC-32 X
Vilkkumaa, Eeva TD-27 Weber, Gerhard-Wilhelm TB-21, Xavier Candido, Lilian Caroline TB-
Villas-Boas, Sergio B. MA-16 MD-23, TB-23, WC-35 09

289
AUTHOR INDEX EURO 25 - Vilnius 2012

Xavier de Amorim, Rainer WC-11 Yeomans, Julian Scott WA-27 Zbaganu, Gheorghita WA-20
Xavier, Adilson EliasMA-16, MD-23, Yerlikaya Ozkurt, Fatma WC-35 Zemkoho, Alain B. WB-15
WB-42, TC-44 Yeung, Thomas WB-21 Zendehzaban, Sonia MC-19
Xie, Ying TB-31 Yigit, Vecihi MB-12 Zerbo, Boureima TA-06
Xu, Dong-Ling TA-38 Yildirak, Kasirga TD-31 Zhang, Cong TC-05
Xu, Zhaohui WC-15 Yildirim, U.Mahir TD-03 Zhang, Huizhen MA-35
Xufre, Patricia TB-24 Yildiz, Abdurrahman MD-06 Zhang, Rachel MB-44
Yildiz, Munevvere WB-22 Zhang, Shuzhong TC-20
Y Yilmaz, Aycan WC-21 Zhang, Wenjuan MC-30
Yüksel, Ihsan WD-26, MD-41 Yilmaz, Tarik WB-19 Zhang, Xiaodong MC-37
Yagi, Kyoko MD-19 Yoda, Kunikazu MD-43 Zhang, Xiaofei WC-44
Yagiura, Mutsunori TD-09 Yolcu Okur, Yeliz TB-21 Zhang, Yi TC-16
Yahi, Zahra TA-28 Yoon, Moon-Gil MD-45 Zhang, ZhongHua WD-40
Yahyayi, Mohsen TB-39 York, Darren MD-32 Zhao, Jing WD-31
Yamada, Syuuji WD-23 Yozgatligil, Ceylan WB-24 Zhukova, Ksenia TB-44
Yan, Fei TB-44 Yu, Jiun-Yu TC-37 Ziegler, Daniel TA-25
Yanasse, Horacio TC-02 Yu, Po-Lung MB-39 Zigrino, Stefano MC-43
Yang, Chih-Hai WC-32 Yuan, Zhi TD-19 Zilinskas, Antanas WA-17
Yang, Jian-Bo MB-27, TA-38 Yue, Wuyi WC-44 Zilinskas, Julius TC-18
Yang, Liu MC-10 Yulugkural, Yildiz WD-22 Zimmermann, Hans Georg WA-24
Yang, Shih-Ting MB-40, MC-40 Yurshevich, Elena TB-42 Zimmermann, Hans-Jürgen TE-01
Yang, Ta-hui MA-04 Yurtkuran, Alkin TB-06 Zimmermann, Karel MA-22
Yanovskaya, Elena WA-34 Yılmaz, Adem WC-19 Zimmermann, Uwe T. MA-06
Yapar, Güçkan WD-43 Zipf, Michael TC-32
Yapici Pehlivan, Nimet WC-19, Z Zlatkovic, Matea WC-31
TD-23, WD-42 Zabih, Ramin TB-44 Zolotova, Tatiana TB-21, TD-21
Yarar, Alpaslan TA-26 Zachary, Daniel MA-03 Zolotykh, Nikolai WA-23
Yarar, Hülya TA-26 Zadnik Stirn, Lidija WA-39 Zouba, Mohammed TB-14
Yaskov, Georgiy MC-09 Zagorskis, Viktors TD-36 Zuanon, Magalì E. MC-31, WC-34
Yassa, Sonia TA-06 Zainal Abidin, Norhaslinda WB-41 Zuccollo, James TB-16
Yasue, Akinori WC-28 Zaleskis, Genadijs TA-03
Zuidwijk, Rob TB-25
Yatskiv, Irina TD-02, WA-44 Zamarripa, Miguel TB-02
Yatsko, Andrew TB-31 Zamorano de Acha, Emilio TD-14
Yazdan Shenas, Nima MD-10 Zanella, Andreia MD-36
Yazenin, Alexander MA-21 Zanjirani Farahani, Reza TB-33 Čičková, Zuzana MD-03
Yazhemsky, Ekaterina TB-36 Zaourar, Sofia WA-03 İyit, Neslihan WD-19
Yearworth, Mike MD-32 Zaraté, Pascale WC-27
Yedidsion, Liron MD-14 Zarghami, Mahdi WC-27
Yeh, Li-Ting TC-25 Zarzo, Alejandro WB-12 Şenyüzlüler, Filiz WA-11
Yelkenci Kose, Simge MC-06, Zavadskas, Edmundas Kazimieras Šakalys, Algirdas MB-05, MD-05
MD-39, WC-42 WC-33 Škrabić Perić, BlankaMA-18, MB-21,
Yen, Hsin-Yi MC-40 Zazgornik, Jan TC-26 WC-21

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 S ESSION I NDEX

Monday, 8:30-10:00

MA-01: Keynote Lecture: Professor Ignacio Grossmann (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

MA-02: Scheduling Applications (RB-Beta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
MA-03: Business Excellence in Logistics: Intelligent and Interactive Routing (RB-L1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
MA-04: Optimization of shared urban transportation systems (RB-L2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
MA-05: Maritime fleet size and mix (RB-L3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
MA-06: Matheuristics in Transportation (RB-Gamma) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
MA-07: Novel and emerging VRPs (RB-Eta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
MA-08: Network Optimization 1 (RB-Epsilon) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
MA-09: Cutting and Packing 1 (RB-Zeta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
MA-10: Applications (RB-Theta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
MA-11: Inculsion of foreign transportation ressources (RB-Iota) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
MA-12: Fuzzy Goal Programming and Optimization Methods (RB-Omicron) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
MA-13: Lot-sizing and Related Topics 1 (RB-Tau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
MA-14: Scheduling (RB-Omega) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
MA-16: Advances in Nonsmooth Optimization (RB-2103) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
MA-17: Location and Supply Chain Management (RB-2105) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
MA-18: Financial Crisis Modelling (RB-2107) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
MA-19: Risk management in commodities markets (RB-2111) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
MA-20: Financial Time Series Analysis and Forecasting (RB-2113) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
MA-21: Financial Mathematics and OR 1 (RB-2115) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
MA-22: Soft Computing and SCM Applications (RB-2117) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
MA-23: Generalized Differentiation (RB-Delta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
MA-24: Cooperation and Logistics (CC-A11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
MA-25: Energy Distribution: Planning and Optimization (CC-A23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
MA-26: OR Applications in Oil and Gas (CC-A24) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
MA-27: Empirical Research on Decision Processes - Methods & Findings (CC-A25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
MA-28: OR in Quality Management 1 (CC-A27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
MA-29: Mixed-Integer Quadratic Problems (CC-A29) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
MA-30: Fat Tail Models in Finance (CC-A31) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
MA-31: Game Theory and Social Networks 1 (CC-A33) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
MA-32: Combining Methods & Multimethodology (CC-A34) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
MA-33: OR for Business and Industrial Development (CC-A37) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
MA-34: Game Solutions (CC-A39) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
MA-35: OR Industry; OR Software (CC-A41) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
MA-36: DEA and Performance Measurement: Metodology 1 (CC-A43) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
MA-37: Bioinformatics I (CC-Act) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
MA-38: Integer Linear and Linear Multiobjective Optimization (HH-Colombus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
MA-39: MADM Applications I (HH-Cousteau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
MA-40: MADM Applications V (HH-Livingstone) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
MA-41: Evolutionary Multiobjective Optimization (HH-Heyerdahl) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
MA-42: Simulation 1 (BW-Amber) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
MA-43: Multistage Stochastic Programming (BW-Granite) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
MA-44: Airline Revenue Management (BW-Marble) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
MA-45: Advertising decisions in the supply chain (BW-Water) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22

Monday, 10:30-12h00

MB-01: IFORS Invited Tutorial: Professor Erhan Erkut (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

MB-02: New scheduling models and algorithms (RB-Beta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
MB-03: Business Excellence in Logistics: Future Transport and Production (RB-L1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
MB-04: Public Transport Perspectives within a Changing Mobility Environment (RB-L2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
MB-05: Maritime Transportation 1 (RB-L3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
MB-06: Design and parameter tuning of metaheurstics (RB-Gamma) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
MB-07: Neighborhood reduction strategies for vehicle routing (RB-Eta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
MB-08: Network Optimization 2 (RB-Epsilon) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
MB-09: Cutting and Packing 2 (RB-Zeta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
MB-10: Performance Analysis and Inventory (RB-Theta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

291
SESSION INDEX EURO 25 - Vilnius 2012

MB-11: Transport Modelling (RB-Iota) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

MB-12: Fuzzy Relations & Neural Networks (RB-Omicron) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
MB-13: Lot-sizing and Related Topics 2 (RB-Tau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
MB-14: Discrete-continuous scheduling (RB-Omega) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
MB-15: Nonlinear Optimization and Applications 1 (RB-2101) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
MB-16: Hybrid Algorithms & Nonsmooth Optimization (RB-2103) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
MB-17: Location and GIS (RB-2105) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
MB-18: Risk Analysis and Options (RB-2107) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
MB-19: Energy and Environmental markets (RB-2111) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
MB-20: Data Mining and Risk Analysis (RB-2113) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
MB-21: Financial Mathematics and OR 2 (RB-2115) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
MB-22: Multiple-criteria evaluation and decision-making under fuzziness: theory and applications (RB-2117) . . . . . . . . . . . . . 32
MB-23: Optimality Conditions and Stability (RB-Delta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
MB-24: Centralized Inventory and Production (CC-A11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
MB-25: Practical Issues of Environmental Management (CC-A23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
MB-26: Recent Research Advances in the Oil Sector (CC-A24) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
MB-27: MCDA and Decision Processes (CC-A25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
MB-28: OR in Quality Management 2 (CC-A27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
MB-29: Robust Optimization and Non-Convex Integer Programming (CC-A29) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
MB-30: Emerging Applications in Finance (CC-A31) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
MB-31: Game Theory and Social Networks 2 (CC-A33) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
MB-32: Understanding the Practice of Soft OR Interventions I (CC-A34) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
MB-33: OR and Modelling for Sustainable Development (CC-A37) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
MB-34: Cooperative games: dynamics, robustness and related topics (CC-A39) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
MB-35: Assortment and Replenishment Planning (CC-A41) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
MB-36: DEA and Performance Measurement: Methodology 2 (CC-A43) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
MB-37: Bioinformatics II (CC-Act) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
MB-38: Duality in Multi-objective Optimization (HH-Colombus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
MB-39: MADM Applications II (HH-Cousteau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
MB-40: MADM Applications VI (HH-Livingstone) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
MB-41: AHP/ANP 1 (HH-Heyerdahl) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
MB-42: EURO Doctoral Dissertation Award (EDDA 2012) (BW-Amber) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
MB-43: Stochastic Programming - Stability, Estimation (BW-Granite) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
MB-44: Inventory, Pricing, and Customer Behavior (BW-Marble) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
MB-45: Applications of Pricing and Revenue Management (BW-Water) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

Monday, 12:30-14:00

MC-01: Keynote Lecture: Professor Ceyda Oguz (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

MC-02: Scheduling Approaches for Complex Manufacturing Systems (RB-Beta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
MC-03: Business Excellence in Logistics: Advanced Vehicle and Inventory Routing (RB-L1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
MC-04: Optimal Control I (RB-L2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
MC-05: Liner shipping optimization (RB-L3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
MC-06: Production, planning and facilty location (RB-Gamma) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
MC-07: Applications of Vehicle Routing (RB-Eta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
MC-08: Network Optimization 3 (RB-Epsilon) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
MC-09: Cutting and Packing 3 (RB-Zeta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
MC-10: Non-deterministic models (RB-Theta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
MC-11: Transport Planning (RB-Iota) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
MC-12: Application of fuzzy logic and soft methodologies in decision-making and financial modelling (RB-Omicron) . . . . . . 48
MC-13: Lot-sizing and Related Topics 3 (RB-Tau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
MC-14: Resource allocation and scheduling in practice: further complexity (RB-Omega) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
MC-15: Nonlinear Optimization and Applications 2 (RB-2101) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
MC-16: Numerical methods of nonsmooth optimization (RB-2103) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
MC-17: Reverse Logistics Network Design (RB-2105) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
MC-18: Financial Modelling (RB-2107) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
MC-19: Quantitative approaches to bank performance and asset evaluation (RB-2111) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
MC-20: Risk Analysis and Credit Scoring (RB-2113) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
MC-21: Financial Mathematics and OR 3 (RB-2115) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
MC-23: Generalized Convexity and Optimization (RB-Delta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
MC-24: OR in Human Resources (CC-A11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
MC-26: OR in Agriculture I (CC-A24) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
MC-27: Decision Analysis and Group Decision Making (CC-A25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
MC-28: Nonsmooth Optimization I (CC-A27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55

292
 EURO 25 - Vilnius 2012 SESSION INDEX

MC-29: Algorithms and Methods for MINLP problems (CC-A29) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55

MC-30: Emerging Applications in Production Management (CC-A31) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
MC-31: Mathematical methods for decision support in energy and industrial sectors (CC-A33) . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
MC-32: Understanding the Practice of Soft OR Interventions II (CC-A34) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
MC-33: Humanitarian Logistics and Disaster Management (CC-A37) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
MC-34: Topics in Cooperative Game Theory (CC-A39) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
MC-35: Engineering Optimization (CC-A41) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
MC-36: DEA and Performance Measurement: Applications 1 (CC-A43) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
MC-37: Bioinformatics III (CC-Act) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
MC-38: Multicriteria Decision Support Systems in Industry (HH-Colombus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
MC-39: MADM Applications III (HH-Cousteau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
MC-40: MADM Applications VII (HH-Livingstone) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
MC-41: AHP/ANP 2 (HH-Heyerdahl) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
MC-42: EEPA 2012 - 1 (BW-Amber) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
MC-43: Stochastic Programming: Applications to the energy sector (BW-Granite) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
MC-44: Incorporating uncertainty in Energy Management Optimization Problems: A long and winding road (BW-Marble) . . 63
MC-45: Management accounting and management control 1 (BW-Water) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63

Monday, 14:30-16:00

MD-01: Tutorial Lecture: Professor Kenneth Sörensen (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64

MD-02: Scheduling models in Logistics (RB-Beta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
MD-03: Logistics, Transportation, Traffic - 1 (RB-L1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
MD-04: Optimal Control II (RB-L2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
MD-05: Maritime Transportation 2 (RB-L3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
MD-06: Vehicle routing problems (RB-Gamma) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
MD-08: Network Optimization 4 (RB-Epsilon) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
MD-09: Cutting and Packing 4 (RB-Zeta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
MD-10: Inventory Management 1 (RB-Theta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
MD-11: Traffic Management (RB-Iota) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
MD-12: Decision-making and modelling under fuzziness (RB-Omicron) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
MD-13: Lot-sizing and Related Topics 4 (RB-Tau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
MD-14: Scheduling with variable parameters I (RB-Omega) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
MD-15: Nonlinear Optimization and Applications 3 (RB-2101) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
MD-16: Uncertainty Analysis in Energy and Water Resources (RB-2103) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
MD-17: Further Applications of Location Analysis (RB-2105) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
MD-18: Analysis of Price Dynamics and Herd Behavior (RB-2107) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
MD-19: Financial Decision Making: Application of Mathematical Optimization (RB-2111) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
MD-20: Energy consumption and price forecasting (RB-2113) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
MD-21: Financial Mathematics and OR 4 (RB-2115) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
MD-23: Various Advances in Generalized Differentiation and Optimization (RB-Delta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
MD-24: Pioneers in Operations Research (CC-A11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
MD-25: Renewable Energies (CC-A23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
MD-26: OR in Forestry I (CC-A24) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
MD-27: Agent-based Modeling of Diffusion Processes (CC-A25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
MD-28: Nonsmooth Optimization II (CC-A27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
MD-29: Selected Topics on Mixed-Integer Non-Linear Programming (CC-A29) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
MD-30: Emerging Applications in Logistics (CC-A31) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
MD-32: Theoretical developments in Soft OR (CC-A34) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
MD-33: OR for Energy and Resource Development in Developing Countries (CC-A37) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
MD-34: Assignment and multicriteria games (CC-A39) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
MD-35: DEA and Performance Measurement: Applications 10 (CC-A41) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
MD-36: DEA and Performance Measurement: Applications 2 (CC-A43) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
MD-37: Bioinformatics IV (CC-Act) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
MD-38: Combinatorial Multiobjective Optimization (HH-Colombus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
MD-39: MADM Applications IV (HH-Cousteau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
MD-40: MADM Applications VIII (HH-Livingstone) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
MD-41: AHP/ANP 3 (HH-Heyerdahl) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
MD-42: EEPA 2012 - 2 (BW-Amber) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
MD-43: Probabilistic Programming (BW-Granite) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
MD-44: Topics in Revenue Management (BW-Marble) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
MD-45: Management accounting and management control 2 (BW-Water) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

293
SESSION INDEX EURO 25 - Vilnius 2012

Monday, 16:30-17:30

ME-01: Plenary Lecture: Professor Finn Kydland (Opera) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84

Tuesday, 8:30-10:00

TA-01: Tutorial Lecture: Professor Anita Schöbel (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

TA-02: Graph Models in Logistics and Scheduling (RB-Beta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
TA-03: Logistics, Transportation, Traffic - 2 (RB-L1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
TA-04: Air Transportation and Propagation (RB-L2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
TA-05: Maritime Transportation in Offshore Industry (RB-L3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
TA-06: Engineering and Hybrid search (RB-Gamma) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
TA-07: Vehicle routing in practical settings (RB-Eta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
TA-08: Supply Chain Design (RB-Epsilon) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
TA-09: Cutting and Packing 5 (RB-Zeta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
TA-10: Inventory Management 2 (RB-Theta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
TA-11: Transport Networks (RB-Iota) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
TA-13: Semiconductor and Pharmaceuticals Production (RB-Tau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
TA-14: Scheduling with variable parameters II (RB-Omega) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
TA-15: Semi-infinite methods and applications (RB-2101) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
TA-16: Asset management applied to energy and the environment (RB-2103) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
TA-17: Covering Models (RB-2105) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
TA-18: Advances in Location Modeling (RB-2107) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
TA-19: Pension Funds (RB-2111) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
TA-20: Multicriteria Analysis for Investment Decision Making (RB-2113) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
TA-21: Financial Mathematics and OR 5 (RB-2115) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
TA-22: Institutional and Technological Changes in Market and Transitional Economies (RB-2117) . . . . . . . . . . . . . . . . . . . . . . . . 94
TA-23: Regularity in Nonsmooth Analysis (RB-Delta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
TA-24: Demand Forecasting (CC-A11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
TA-25: Modelling Markets with Imperfections (CC-A23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
TA-26: Optimization in Design of Water Systems (CC-A24) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
TA-27: Inequality Averse Decisions (CC-A25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
TA-28: Hierarchical Optimization (CC-A27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
TA-29: MINLP in Airline and Air Traffic Management applications (CC-A29) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
TA-30: Modeling Approaches and Solution Algorithms (CC-A31) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
TA-31: Data Mining: Web and Social-Oriented Applications (CC-A33) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
TA-32: Soft OR case studies (CC-A34) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
TA-33: OR and Transportation: Applications in Developing Countries (CC-A37) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
TA-34: Environment and Sustainable Development - Green Teachers (CC-A39) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
TA-35: Pricing and Supply Chain Management (CC-A41) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
TA-36: DEA and Performance Measurement: Applications 3 (CC-A43) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
TA-37: OR in Health & Life Sciences 1 (CC-Act) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
TA-38: Interactive Multiobjective Optimization: Methods and Applications (HH-Colombus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
TA-39: MCDA: New Approaches and Applications in Financial Markets (HH-Cousteau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
TA-40: Dynamic Pricing (HH-Livingstone) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
TA-41: AHP/ANP 4 (HH-Heyerdahl) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .104
TA-42: Simulation Models and Decision Analysis (BW-Amber) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
TA-43: Stochastic programming in energy (BW-Granite) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
TA-44: Computer vision (1) (BW-Marble) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
TA-45: Stochastic Logistical Networks (BW-Water) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106

Tuesday, 10:30-12h00

TB-01: Tutorial Lecture: Professor Guy Desaulniers (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107

TB-02: Scheduling and Logistics (RB-Beta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
TB-03: Logistics, Transportation, Traffic - 3 (RB-L1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
TB-04: Approaches for Integer Programming (RB-L2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
TB-05: Problems on graphs I (RB-L3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
TB-06: Performance evaluation and new metaheuristics (RB-Gamma) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109

294
 EURO 25 - Vilnius 2012 SESSION INDEX

TB-07: Vehicle Routing and Logistics Optimization (RB-Eta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109

TB-08: VMI and Delivery (RB-Epsilon) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
TB-09: Cutting and Packing 6 (RB-Zeta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
TB-10: Inventory Management 3 (RB-Theta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
TB-11: Transportation and Logistics (RB-Iota) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
TB-12: Robustness in Public Transportation (RB-Omicron) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
TB-13: Geometric Clustering (RB-Tau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
TB-14: New models in batch scheduling (RB-Omega) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
TB-15: Algorithms for Semi-Infinite Optimization (RB-2101) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
TB-16: Theory and Applications of Constrained Equilibria (RB-2103) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
TB-17: Hub Location I (RB-2105) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
TB-18: Location Analysis: Advanced Optimization Tools (RB-2107) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
TB-19: Quantitative Models for Risk Management in Insurance (RB-2111) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
TB-20: Financial Modeling and Optimization (RB-2113) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
TB-21: Financial Mathematics and OR 6 (RB-2115) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
TB-22: Mathematical Models in Macro- and Microeconomics 1 (RB-2117) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
TB-23: Mathematical Programming and Regulatory - Ecological Systems (RB-Delta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
TB-24: Financial Forecasting and Risk Analysis (CC-A11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
TB-25: Sustainable Supply Chains (CC-A23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
TB-27: Decision Analysis in Practice (CC-A25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
TB-28: Optimization Modeling (CC-A27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
TB-29: MINLP and Nonlinear Network Flows in Gas Transport I (CC-A29) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
TB-30: Applications and Decision Support Systems (CC-A31) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
TB-31: Data Analysis and Its Applications (CC-A33) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
TB-32: Developing Methodology in Soft OR (CC-A34) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
TB-33: Logistic and Development (CC-A37) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
TB-34: Optimization for Sustainable Development 1 (CC-A39) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
TB-35: Electric Mobility (CC-A41) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
TB-36: DEA and Performance Measurement: Applications 4 (CC-A43) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
TB-37: OR in Health & Life Sciences 2 (CC-Act) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
TB-38: Hybrid Evolutionary Multiobjective Optimization Algorithms (HH-Colombus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
TB-39: MCDA: New Approaches and Applications 1 (HH-Cousteau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
TB-40: Preference Learning 1 (HH-Livingstone) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
TB-41: AHP/ANP 5 (HH-Heyerdahl) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
TB-42: Networks under Uncertainty (BW-Amber) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
TB-43: Recent Applications of Probabilistic Programming (BW-Granite) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
TB-44: Computer Vision (2) and Machine Learning (BW-Marble) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
TB-45: Logistics and stochastics 1 (BW-Water) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127

Tuesday, 12:30-14:00

TC-01: Keynote Lecture: Professor Bjorn Jorgensen (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128

TC-02: Scheduling in Robotics and Manufacturing (RB-Beta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
TC-03: Sustainable Network Design and Railway/Sea Transport (RB-L1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
TC-04: Optimization problems on graphs and networks (RB-L2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
TC-05: Problems on graphs II (RB-L3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
TC-06: Rich vehicle routing problems (RB-Gamma) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
TC-07: Warehouse Operations Optimization (RB-Eta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
TC-08: Applications (RB-Epsilon) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
TC-09: Colourings, Independence and Assignment (RB-Zeta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
TC-10: Pricing and Applications (RB-Theta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
TC-11: Exact Methods for Arc Routing Problems (RB-Iota) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
TC-12: Capacity and Infrastructure (RB-Omicron) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
TC-13: Assembly systems and automotive production (RB-Tau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
TC-14: Nurses Scheduling (RB-Omega) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
TC-15: Vector and Set-Valued Optimization I (RB-2101) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
TC-16: Perturbation and sensitivity in Markov control problems and games (RB-2103) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
TC-17: Hub Location II (RB-2105) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
TC-18: Competitive Location. (RB-2107) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
TC-19: Risk Modeling and Risk Measures (RB-2111) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
TC-20: Risk Assessment in the Financial Sector (RB-2113) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
TC-21: Asset Pricing (RB-2115) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
TC-22: Mathematical Models in Macro- and Microeconomics 2 (RB-2117) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
TC-23: Complementarity Problems, Variational Inequalities and Equilibrium (RB-Delta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138

295
SESSION INDEX EURO 25 - Vilnius 2012

TC-24: Judgmental Forecasting (CC-A11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139

TC-25: Measurement of Sustainability (CC-A23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
TC-26: OR in Forestry II (CC-A24) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
TC-27: Policy Analytics (CC-A25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
TC-28: Boundaries and Interfaces (CC-A27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
TC-29: MINLP and Nonlinear Network Flows in Gas Transport II (CC-A29) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
TC-30: Data confidentiality 1 (CC-A31) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
TC-31: Applications of the Neural Networks (CC-A33) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
TC-32: Risk and Uncertainty in Energy Models (CC-A34) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
TC-33: Understanding, Modeling and Implementation of OR for Sustainable Development (CC-A37) . . . . . . . . . . . . . . . . . . . . 143
TC-34: Optimization for Sustainable Development 2 (CC-A39) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
TC-35: Innovation in Logistics (CC-A41) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
TC-36: QMPD Session1 (CC-A43) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
TC-37: OR in Health & Life Sciences 3 (CC-Act) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
TC-38: Theory of Set-valued Optimization and Applications (HH-Colombus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
TC-39: Latest advances on MCDA software (HH-Cousteau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
TC-40: Preference Learning 2 (HH-Livingstone) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
TC-41: AHP/ANP 6 (HH-Heyerdahl) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
TC-42: Queueing Systems I (BW-Amber) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
TC-43: Stochastic programming in industry II (BW-Granite) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
TC-44: Ensemble Learning and Artificial Neural Networks (BW-Marble) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
TC-45: Logistics and stochastics 2 (BW-Water) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149

Tuesday, 14:30-16:00

TD-01: Tutorial Lecture: Professor Jitka Dupacova (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150

TD-02: Scheduling in Transport (RB-Beta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
TD-03: Sustainable Road Transport and Vehicle Routing (RB-L1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
TD-04: Routing problems (RB-L2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
TD-05: Problems on graphs III (RB-L3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
TD-06: Relaxation Adaptive Memory Programming (RB-Gamma) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
TD-07: Manufacturing Issues (RB-Eta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
TD-08: Graph cut algorithms in Computer Vision (RB-Epsilon) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
TD-09: EURO/ROADEF Challenge Session 1 (RB-Zeta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
TD-10: Cutting and Packing 7 (RB-Theta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
TD-11: Heuristic Methods for Arc Routing Problems (RB-Iota) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
TD-12: Rescheduling (RB-Omicron) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
TD-13: Logistics and Manufacturing & Warehousing (RB-Tau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
TD-14: Workforce Scheduling I (RB-Omega) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
TD-15: Vector and Set-Valued Optimization II (RB-2101) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
TD-16: Statistical, Games and Optimization Analysis in Climate Meta-Models (RB-2103) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
TD-17: Global Optimization 1 (RB-2105) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
TD-18: Location Analysis (RB-2107) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
TD-19: Heuristics (RB-2111) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
TD-20: Decision Theory and Analysis (RB-2113) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
TD-21: Risk Management (RB-2115) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
TD-22: Experimental Economics and Game Theory (RB-2117) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
TD-23: Recent Advances of Mathematical Programming in Supply Chain Management (RB-Delta) . . . . . . . . . . . . . . . . . . . . . . 161
TD-24: Forecasting methods (CC-A11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .162
TD-25: Pathways toward low carbon transport (CC-A23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
TD-26: OR in Agriculture, Forestry and Fisheries (CC-A24) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
TD-27: Uncertainties in Decision Processes (CC-A25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
TD-28: Anticipation and Synchronization (CC-A27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164
TD-29: DEA and Performance Measurement: Methodology 3 (CC-A29) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164
TD-30: Data confidentiality 2 (CC-A31) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
TD-31: Data Mining in Economics and Ecology (CC-A33) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
TD-32: National Integrated Assessment Models (CC-A34) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
TD-33: OR for Education and Sustainable Development (CC-A37) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
TD-34: OR for Sustainable Living and Development (CC-A39) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
TD-35: Robust logistic applications (CC-A41) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
TD-36: QMPD Session2 (CC-A43) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
TD-37: OR in Health & Life Sciences 4 (CC-Act) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
TD-38: Multiobjective Optimization for Decision Support (HH-Colombus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
TD-39: MCDA software for real-world MCDA problems (HH-Cousteau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169

296
 EURO 25 - Vilnius 2012 SESSION INDEX

TD-40: Preference Learning 3 (HH-Livingstone) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170

TD-41: Dynamical Systems and Mathematical Modelling in OR (HH-Heyerdahl) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170
TD-42: Advances in Stochastic Modeling and Simulation (BW-Amber) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
TD-43: Stochastic and robust optimization (BW-Granite) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
TD-44: Model Generation and Model Selection (BW-Marble) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
TD-45: Quantitative Approaches in Managerial and Financial Accounting (BW-Water) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172

Tuesday, 16:30-17:30

TE-01: Celebration of EURO and its Presidents (Opera) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173

Wednesday, 8:30-10:00

WA-01: Keynote Lecture: Professor Boris Polyak (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174

WA-02: New Models for Project Scheduling (RB-Beta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
WA-03: EURO/ROADEF Challenge Session 2 (RB-L1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
WA-04: Combinatorial Optimization: Applications (RB-L2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
WA-05: Topics in combinatorial opimization I (RB-L3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
WA-06: Variable Neighborhood Search and hybrid metaheuristics (RB-Gamma) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
WA-07: Logistics and Vehicle Routing (RB-Eta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
WA-08: Satisfiability and Hypergraphs (RB-Epsilon) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
WA-09: Graphs and networks I (RB-Zeta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
WA-10: Non-deterministic models 3 (RB-Theta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178
WA-11: Scheduling problems with additional constraints (RB-Iota) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178
WA-12: Railway Optimization I (RB-Omicron) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
WA-13: Uncertainty in Inventory Management (RB-Tau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
WA-14: Workforce scheduling II (RB-Omega) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
WA-15: Vector and Set-Valued Optimization III (RB-2101) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
WA-16: Conic Optimization: Algorithms and Applications (RB-2103) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
WA-17: Global Optimization 2 (RB-2105) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
WA-20: Portfolio Decision Analysis (RB-2113) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182
WA-21: Financial Service Management (RB-2115) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182
WA-23: Optimization in Machine Learning (RB-Delta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
WA-24: Data Mining and Decision Making (CC-A11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
WA-25: Future role of nuclear (CC-A23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
WA-26: OR and Environmental Management (CC-A24) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
WA-27: Decision Support Systems (CC-A25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
WA-28: OR Military Applications (CC-A27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
WA-29: Data Mining (CC-A29) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
WA-30: Scheduling Applications (CC-A31) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
WA-32: DEA and Performance Measurement: Methodology 4 (CC-A34) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
WA-33: Sustainable Development in Civil Engineering and Multi-attribute Decision Making (CC-A37) . . . . . . . . . . . . . . . . . . 187
WA-34: Solution concepts for TU-games (CC-A39) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
WA-35: Sports and OR (CC-A41) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188
WA-36: Societal Complexity, Healthcare and Sustainable Development (CC-A43) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188
WA-37: OR in Health & Life Sciences 5 (CC-Act) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
WA-38: Multiobjective Optimization in Location Problems (HH-Colombus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
WA-39: Dynamic Programming 1 (HH-Cousteau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190
WA-40: Preference Learning 4 (HH-Livingstone) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190
WA-41: Young scientists doing research in OR (HH-Heyerdahl) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
WA-42: Robust Optimization and Randomized Methods (BW-Amber) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
WA-43: Stochastic programming in industry I (BW-Granite) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
WA-44: Data Analysis and Its Applications (BW-Marble) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
WA-45: Non-Airline Revenue Management Applications (BW-Water) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193

Wednesday, 10:30-12h00

WB-01: Keynote Lecture: Professor Matteo Fischetti (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194

WB-02: Preemption, Lower Bounds and Robustness in Project Scheduling (RB-Beta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194

297
SESSION INDEX EURO 25 - Vilnius 2012

WB-03: EURO/ROADEF Challenge Session 3 (RB-L1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194

WB-04: New Ideas in Integer Programming (RB-L2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
WB-05: Topics in combinatorial opimization II (RB-L3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
WB-06: Industrial Organization (RB-Gamma) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
WB-08: Boolean Optimization in Graph Theory (RB-Epsilon) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
WB-09: Optimization Problems on Graphs (RB-Zeta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
WB-10: Supply Chain Management 1 (RB-Theta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
WB-11: Other realistic scheduling problems (RB-Iota) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
WB-12: Railway Optimization II (RB-Omicron) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
WB-13: Transportation and Logistics (RB-Tau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199
WB-14: Timetabling and Transport (RB-Omega) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199
WB-15: Theory and algorithms of bilevel programming I (RB-2101) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
WB-16: Linear and Quadratic Programming (RB-2103) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
WB-17: DC programming and DCA 1 (RB-2105) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
WB-18: Discrete Location (RB-2107) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
WB-19: Predictive Modelling in Finance and Insurance (RB-2111) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
WB-20: Financial Optimization 1 (RB-2113) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
WB-21: Data Analysis in the Financial Sector (RB-2115) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
WB-22: Fuzzy Optimization (RB-2117) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
WB-23: Recent Advances on Proximal Methods I (RB-Delta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
WB-24: Data Mining in Early Warning Systems (CC-A11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
WB-25: Smart cities and Smart grids (CC-A23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
WB-26: Multi-Criteria Decision Making and Applications 1 (CC-A24) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
WB-27: Web-based Spatial-temporal Collaborative Decision Support Systems (CC-A25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206
WB-28: OR Military and Security Applications (CC-A27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206
WB-29: Support Vector Machines. New results (CC-A29) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
WB-30: DEA and Performance Measurement: Applications 8 (CC-A31) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
WB-32: DEA and Performance Measurement: Applications 5 (CC-A34) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
WB-33: OR in Sustainable Urban Development (CC-A37) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
WB-34: Games and decision making (CC-A39) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
WB-35: Optimization Modeling I (CC-A41) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
WB-37: OR in Health & Life Sciences 6 (CC-Act) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
WB-38: Multiobjective Optimization and Transportation (HH-Colombus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
WB-39: Dynamic Programming 2 (HH-Cousteau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
WB-40: Preference Learning 5 (HH-Livingstone) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
WB-41: System Dynamics: demographics and methodology (HH-Heyerdahl) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
WB-42: Energy Systems Planning (BW-Amber) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212
WB-43: Extended Two-Stage Linear Stochastic Programs (BW-Granite) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212
WB-44: Collective Learning Procedures (BW-Marble) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
WB-45: Customer-Oriented Revenue Management (BW-Water) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213

Wednesday, 12:30-14:00

WC-01: Keynote Lecture: Professor Jonathan Caulkins (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214

WC-02: Multi-Project Scheduling and Stochastic Project Scheduling (RB-Beta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
WC-03: EURO/ROADEF Challenge Session 4 (RB-L1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
WC-04: Combinatorial Optimization: Applications (RB-L2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
WC-05: Topics in integer and mixed integer programming I (RB-L3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
WC-06: Mathematical Economics (RB-Gamma) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216
WC-07: Rich vehicle routing problems (RB-Eta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216
WC-08: Boolean Functions and Their Applications (RB-Epsilon) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
WC-09: Maritime Transportation 3 (RB-Zeta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
WC-10: Humanitarian Logistics (RB-Theta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
WC-11: Realistic parallel machines problems (RB-Iota) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
WC-12: Solution Methods at Seaport Container Terminals (RB-Omicron) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
WC-13: Emerging Issues in Order Fulfillment (RB-Tau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
WC-14: Timetabling and People (RB-Omega) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
WC-15: Discrete bilevel optimization and Variational inequalities (RB-2101) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
WC-16: Linear programming: Algorithms and Applications (RB-2103) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
WC-17: Nonconvex Programming (RB-2105) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
WC-18: Location Routing (RB-2107) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
WC-19: Simulation in Estimation (RB-2111) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
WC-20: Financial Optimization 2 (RB-2113) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
WC-21: Ratings of Banks and Companies (RB-2115) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223

298
 EURO 25 - Vilnius 2012 SESSION INDEX

WC-22: Fuzzy Scheduling and Fuzzy Quality Management (RB-2117) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224

WC-23: Recent Advances on Proximal Methods II (RB-Delta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
WC-25: OR and Environmental Management - Decision Processes (CC-A23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
WC-26: Criteria Weighting in Decision Support (CC-A24) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
WC-27: Knowledge Management & Decision Systems (CC-A25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
WC-28: OR Military Applications II (CC-A27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
WC-29: Optimization and Data Mining (I) (CC-A29) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
WC-30: DEA and Performance Measurement: Applications 9 (CC-A31) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
WC-31: OR and Ethics I (CC-A33) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
WC-32: DEA and Performance Measurement: Applications 6 (CC-A34) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
WC-33: Sustainable Construction Processes and supplier selection (CC-A37) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
WC-34: Economic modeling and finance (CC-A39) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
WC-35: Recent Achievements in Regression and Classification (CC-A41) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 230
WC-36: Recent Advances of OR on Societal Complexity (CC-A43) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 230
WC-37: Operations Research in Health Care I (CC-Act) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
WC-38: Applications of Multiobjective Optimization (HH-Colombus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
WC-39: Cops and Robber Games (HH-Cousteau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232
WC-40: Model quality and modelling sustainable energy and transport systems (HH-Livingstone) . . . . . . . . . . . . . . . . . . . . . . . . 232
WC-41: Modern project for involvement young people in OR community and OR education (HH-Heyerdahl) . . . . . . . . . . . . . . 233
WC-42: Queueing Systems II (BW-Amber) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
WC-44: Information and Intelligent Systems I (BW-Marble) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234
WC-45: Advanced Revenue Management (BW-Water) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234

Wednesday, 14:30-16:00

WD-01: Tutorial Lecture: Professor Karla Hoffman (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235

WD-02: Methods for Resource-Constrained Project Scheduling (RB-Beta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
WD-03: Demand Responsiveness and Transportation Network Design (RB-L1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
WD-04: Advances for solving Quadratic and Other Difficult 0-1 Optimization Problems (RB-L2) . . . . . . . . . . . . . . . . . . . . . . . 236
WD-05: Topics in integer and mixed integer programming II (RB-L3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 237
WD-06: Game Theory Applications (RB-Gamma) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 237
WD-07: Applications of Vehicle Routing 2 (RB-Eta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 238
WD-09: EURO/ROADEF Challenge Session 5 (RB-Zeta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 238
WD-10: Integrated Planning of Operations (RB-Theta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239
WD-12: Port and Liner Management (RB-Omicron) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239
WD-13: Emerging Issues in New Product Development (RB-Tau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240
WD-15: Theory and algorithms of bilevel programming II (RB-2101) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240
WD-16: Recent Advances in Linear Programming and Related Subjects (RB-2103) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
WD-17: DC programming and DCA 2 (RB-2105) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
WD-18: Location Analysis and Disruptions (RB-2107) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
WD-19: Survival Analysis and Simulation (RB-2111) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 242
WD-20: Financial Optimization 3 (RB-2113) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 242
WD-21: Capital Asset Pricing Models (RB-2115) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243
WD-22: Fuzzy Systems in Geopolitics and Disaster Management (RB-2117) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243
WD-23: Recent Advances in Convex Optimization (RB-Delta) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
WD-24: OR and the Arts (CC-A11) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
WD-25: Simulation Based Decision Support (CC-A23) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
WD-26: Multi-Criteria Decision Making and Applications 2 (CC-A24) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
WD-27: Applications in Decision Making & Decision Analysis (CC-A25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246
WD-28: Seismic Modeling with OR (CC-A27) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246
WD-29: Optimization and Data Mining (II) (CC-A29) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 247
WD-31: OR and Ethics II (CC-A33) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 247
WD-32: DEA and Performance Measurement: Applications 7 (CC-A34) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 247
WD-33: Optimization Modeling II (CC-A37) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 248
WD-35: Recent Advances in Statistics (CC-A41) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 248
WD-36: Technological change and productivity: permanent features of population health (CC-A43) . . . . . . . . . . . . . . . . . . . . . 249
WD-37: Operations Research in Health Care II (CC-Act) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
WD-38: Multiobjective Optimization and Water Management (HH-Colombus) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
WD-39: Graph and Digraph Searching Games (HH-Cousteau) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250
WD-40: Modelling sustainable production systems (HH-Livingstone) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250
WD-41: Applications of Control Theory in Dynamical Systems (HH-Heyerdahl) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
WD-42: Stochastic Modelling in Computational Biology and Environmental Sciences (BW-Amber) . . . . . . . . . . . . . . . . . . . . . . 251
WD-43: Emerging applications in finance and insurance (BW-Granite) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252
WD-44: Information and Intelligent Systems II (BW-Marble) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252

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SESSION INDEX EURO 25 - Vilnius 2012

WD-45: IBM Research Applications (BW-Water) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 253

Wednesday, 16:30-17:30

WE-01: IFORS Distinguished Lecture: Professor Ralph E. Gomory (RB-Alfa) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254

300