2015 Informs Annual Meeting

MD01

INFORMS Philadelphia – 2015

2 - MOSEK ApS - using MOSEK at its Best Andrea Cassioli, Product Manager, MOSEK ApS

4 - Managing Technology and Information Sharing in Information Systems Security Yueran Zhuo, PhD Candidate, University of Massachusetts Amherst, Isenberg School of Management, Amherst, MA, 01003, United States of America, yzhuo@som.umass.edu, Senay Solak Investment in technology and information sharing with other firms are critical components of a firm’s information security strategy. We model the interplay between these two operational decisions for a firm, and identify policies that define optimal technology investments and information sharing levels under different operating environments. We also present results on the value of sharing security information within and across industries. MD03 03-Room 303, Marriott Scheduling with Applications Cluster: Scheduling and Project Management Invited Session Chair: Hui-Chih Hung, Assistant Professor, National Chiao Tung University, 1001 University Rd., Hsinchu, Taiwan - ROC, hhc@cc.nctu.edu.tw 1 - Job Shop Scheduling with Task Similarity and Knowledge Transfer Huan Jin, University of Iowa, S210 Pappajohn Business Building, The University of Iowa,, Iowa City, IA, 52242, United States of America, huan-jin@uiowa.edu, Michael Hewitt, Barrett Thomas We consider job shop scheduling problem in which workers improve through experience, both from repeatedly working the same task but also through working similar tasks. In addition, we incorporate knowledge gained through transfer from co-located employees. We demonstrate how we linearly reformulated the problem to overcome the nonlinearity of the learning curves. The reformulation adds many additional variables. We present solution methods as well as insights gained from solutions. 2 - A Simple and Effective Appointment Sequencing Heuristic Algorithm Based on the First Half Rule Boray Huang, National University of Singapore, 1 Engineering Drive 2, Singapore, Singapore, borayhuang@msn.com, Ahmad Reza Pourghaderi We propose a simple and effective heuristic algorithm for appointment sequencing that could find solutions with about 60% lower total waiting time compare to the smallest variance first and the shortest expected processing time first rules. This heuristic method is inspired by a new appointment sequencing rule, the first half rule, which implies that the customer with stochastically smaller excess service time must be scheduled in the first half of the available appointment slots. 3 - Appointment Scheduling with Uncertain Patient Arrivals Mabel C. Chou, National University of Singapore, Mochtar Riady Building, 15 Kent Ridge Dr, BIZ1 #8-66, Singapore, 119245, mabelchou@nus.edu.sg, Cheng-han Yu, Hui-Chih Hung We consider a single class patient appointment scheduling problem with uncertain patient arrival times and seek to determine the optimal appointment schedule for patient arrivals. We study the trade-off between the expected patient waiting time and the expected makespan of the doctor’s working hours. “Passing” occurs when a patient is seen earlier than another patient whose appointment is earlier. We study the problem under no-passing, one-passing, and infinite-passing scenarios analytically. 4 - Order Scheduling with Preemptive Jobs on Fully Flexible Machines to Minimize Number of Late Orders

MOSEK provides high-quality software for conic optimization. The software tutorial focuses on: 1) the key features and benefits of our objected-oriented API called FUSION API: speed, expressiveness and simplicity; 2) modeling issues and best practices that may be helpful in many cases; 3) insight on the upcoming new release will be presented. Customer inspired examples will be used to show how to use MOSEK at its best.

Monday, 4:30pm - 6:00pm

MD01 01-Room 301, Marriott Military Applications Society Awards Sponsor: Military Applications Sponsored Session Chair: Andrew Hall, COL, U.S. Army, 4760 40th St N, Arlington, Va, United States of America, AndrewOscarH@aol.com There will be a brief introduction by Chris Arney. Then presentations will be given by Keith Wormer (2015 winner of the Steinhardt Award): Reflections on My Career in Military OR: The Impact of Steinhardt Awardees Ross Schuchard (2015 Winner of the Bonder Scholarship): Exploring Global Power Dynamics in Cyberspace.

MD02 02-Room 302, Marriott Cyber Security Cluster: Homeland Security Invited Session

Chair: Laura Mclay, Associate Professor, University of Wisconsin, 1513 University Ave, ISYE Department, Madison, WI, 53706, United States of America, lmclay@wisc.edu 1 - Data-driven Markov Decision Processes Applied to Cyber Vulnerability Maintenance Theodore Allen, Associate Professor, The Ohio State University, 1971 Neil Avenue, 210 Baker Systems, Columbus, OH, 43221, United States of America, allen.515@osu.edu, Chengjun Hou Issues relating to parametric uncertainty in Markov decision processes are described. Recent methods and results are over-viewed including relating to partially observable Markov decision processes. The application to cyber vulnerability maintenance is described using real world data. 2 - A Supply Chain Game Theory Framework for Cybersecurity Investments under Network Vulnerability Shivani Shukla, PhD Candidate, Isenberg School of Management, University of Massachusetts, 121 Presidents Dr., Amherst, MA, 01003, United States of America, sshukla@som.umass.edu, Ladimer Nagurney, Anna Nagurney We develop a supply chain game theory framework consisting of retailers and consumers who engage in electronic transactions via the Internet and, hence, may be susceptible to cyberattacks. The retailers compete noncooperatively in order to maximize their expected profits by determining their optimal product transactions as well as cybersecurity investments in the presence of network Kaiyue Zheng, Industrial & Systems Engineering Department, University of Wisconsin-Madison, 1513 University Avenue, Madison, WI, United States of America, kzheng23@wisc.edu, Laura Mclay This talk will discuss a cyber-security planning application for securing global information technology (IT) supply chain from the myriad of cyber-security risks and vulnerabilities that exist. We propose a budgeted maximum multiple coverage problem for selecting mitigations and discuss its multiple extensions. We examine the problem structures and introduce integer programming and greedy approximation algorithms for identifying optimal and near-optimal solutions. vulnerability. Theoretical and computational results are given. 3 - Budgeted Maximum Multiple Coverage Problem and its Extensions

Hui-Chih Hung, Assistant Professor, National Chiao Tung University, 1001 University Rd., Hsinchu, Taiwan - ROC, hhc@cc.nctu.edu.tw, Jun-min Wei

We consider order scheduling problem with preemptive jobs on fully flexible machine environment. The objective is to minimize number of late orders. It is noted as PFm | pmtn, pk | ?Ui, which is shown to be NP-hard. Integer programming models are prepared for rational and real processing time problems. Traditional heuristics of forward arrangement is considered, but unbounded in worst case. By backward arrangement, we build a tight lower bound and propose a heuristic bounded in worst case.

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