Informs 2015

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INFORMS Philadelphia – 2015
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2 - MOSEK ApS - using MOSEK at its Best
Andrea Cassioli, Product Manager, MOSEK ApS
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,
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,
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, 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, ,
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
vulnerability. Theoretical and computational results are given.
3 - Budgeted Maximum Multiple Coverage Problem
and its Extensions
Kaiyue Zheng, Industrial & Systems Engineering Department,
University of Wisconsin-Madison, 1513 University Avenue,
Madison, WI, United States of America, ,
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.
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, , 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,
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, , 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,
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,
, 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
Hui-Chih Hung, Assistant Professor, National Chiao Tung
University, 1001 University Rd., Hsinchu, Taiwan - ROC,
, 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.
MD01