Informs 2015

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INFORMS Philadelphia – 2015
313
20 - Rocket Stage Optimization in Kerbal Space Program
Nathan Arrowsmith, Rochester Institute of Technology,
2800 Butternut Lane, Canandaigua, NY, 14424,
United States of America,
Kerbal Space Program is a space exploration simulation game. Players design,
launch, and fly multi-stage rockets using a variety parts. The performance of these
vehicles is governed by a realistic physics engine. A model was developed which
minimizes the total mass of each rocket stage by choosing motor and fuel tank
combinations which accurately satisfy the Tsiolkovsky Rocket Equation. By
iteratively solving this problem, the lowest mass or least expensive multi-stage
rocket can be determined.
21 - Investigation of the Effect of Location, Built Environment and
Urban Forms on Customer Satisfaction
Homa Atefyekta, Sharif University of Technology, No.14, 5th St.,
South Piruzan st, Tehran, 1466643479, Iran,
, Hamed Ahangari, Hoda Atef Yekta
In this study we examine the effect of location factors, urban forms,
transportation accessibilities, and built environment on the customer satisfaction
and business success in restaurant market. We investigated these relationships in
two different geographical areas: the US and Iran by using Yelp and Fidilio data
respectively. The results of this study could be handful for urban policy makers to
improve the urban livability and business entrepreneurs to enhance the odd of
their success.
22 - What do Equity Hedge Funds Really do? Evidence in the
QE Period
Geum Il Bae, KAIST, 291, Daehak-ro, Yuseong-gu, Daejeon,
Korea, Republic of, Sun Young Park,
Woo Chang Kim
We examine why the hedge fund industry has experienced a slump during the
“Quantitative Easing (QE)” period. We analyze the risk-adjusted performances of
equity hedge funds in the pre-crisis, crisis, and QE periods. We show that the
disappeared alpha is the main reason for the inferior performance of hedge fund
industry these days, and reduction in exposure to systematic risks further explains
the underperformance of hedge funds in the QE period.
23 - NEOS Server: State-of-the-art Solvers for
Numerical Optimization
Rosemary T. Berger, University of Wisconsin - Madison, 330 N.
Orchard St., Madison, WI, 53715, United States of America,
, Michael Ferris, Jeff Linderoth
The NEOS Server is a free internet-based service for solving numerical
optimization problems. Hosted by WID at the University of Wisconsin in Madison,
the NEOS Server provides access to more than 60 state-of-the-art solvers in more
than a dozen optimization categories. Solvers run on distributed high-
performance machines enabled by the HTCondor software. We describe recent
enhancements to the NEOS Server and highlight new interactive optimization
cases studies available on the NEOS Guide.
24 - Provable Submodular Function Minimization via
Wolfe’s Algorithm
Deeparnab Chakrabarty, Dr, Microsoft, 9 Lavelle Road,
Bangalore, India,
Submodular function minimization (SFM) is an essential paradigm which appears
in many areas such as large scale learning and computer vision. The Fujishige-
Wolfe Algorithm is agreed to be the fastest emprirical SFM algorithm. Despite its
good practical performance, very little is known about Wolfe’s minimum norm
algorithm theoretically. In this paper we give the first polynomial time
convergence analysis of Fujishige-Wolfe’s algorithm.
25 - Stochastic PDE-constrained Optimization of Vibrations of a Plate
under a Piecewise-linear Current
Dmitry Chernikov, The University of Iowa, 1010 W Benton St.
#208F, Iowa City, IA, 52246, United States of America,
, Pavlo Krokhmal, Olesya Zhupanska
In this work a two-stage stochastic PDE-constrained optimization framework is
applied to the problem of vibration control of a thin composite plate in the
presence of electromagnetic field. The electric current is assumed to be of a
piecewise-linear form. We compute the gradient of the objective function using
adjoint numerical differentiation method. The value of the objective function is
calculated by solving the governing PDEs, and a black-box approach is used for
the minimization problem.
26 - Assessing Kernel-based Anomaly Detection Algorithms
Hyun-chang Cho, Seoul National University, Banpo-gu,
Seocho-dong, Seoul, Korea, Republic of, ,
Sungzoon Cho
Anomaly detection is the process of finding items which do not comply with the
normal pattern of the data set. Although kernel-based approaches seem to be
promising for detecting anomalies, they have not been compared in a systematic
way. In this study, we generated numerous well-calibrated benchmark data set
and use them to evaluate the performance of various kernel-based anomaly
detection algorithms. The effect of kernel parameters will also be empirically
investigated.
27 - Simulation Analysis of Chaotic Storage Policies in Amazon Class
Fulfillment Centers
Sanchoy Das, New Jersey Institute of Technology, University
Heights, Newark, NJ, 07102, United States of America,
, Sevilay Onal
We evaluate storage policies in Amazon Class Fulfillment (ACF) Centers that
primarily serve internet retail. In classical warehouses a SKU is stored in few fixed
locations, no comingling, in bulk volumes and long interval supply. In a chaotic
policy each SKU is stored in any location, comingled, closer to retail volumes and
frequent supply. In an ACF fulfillment time is the primary objective. We use a
simulator model to analyze and present the relative performance for given levels
of workforce.
28 - Spatial-temporal Coverage Evaluation Methodology for
Multi-satellite Embedded Sensors
Monica Maria De Marchi, Dra, Institute for Advanced Studies, Cel
Av Jose Alberto A do Amarante,1, Sao Jose dos Campos, SP,
12228001, Brazil, , Osvaldo Catsumi Imamura,
Diogo Maciel Almeida, Maria Jose Pinto
The intent of this research is to propose an optimized coverage model for satellite
systems and support the decision-making process related to choosing the best
satellites in a scenario of interest. The appropriate satellites are those whose
sensors are able to visualize and identify targets. The decision model proposed
trades off between temporal resolution and the coverage area extension, but also
considers the cost to obtain the image and the resolution provided by the different
sensors.
29 - Stochastic Optimization Methods for Nurse Staffing in
Inpatient Settings
Parisa Eimanzadeh, Wichita State University, 1845 Fairmount
Street, Wichita, KS, 67260, United States of America,
, Ehsan Salari
In this study, we use Queueing Theory and discrete-event simulation techniques
to determine nurse-staffing strategies that minimize staffing costs and ensure
timely delivery of nursing care to patients while accounting for the heterogeneity
in patients’ acuity and staff skill levels.
30 - A Systems Dynamics Model for Flight Test
Knowledge Management
Roberto Follador, Mr, Institute for Advanced Studies - IEAv, Trevo
Coronel Av Jose A.A. Amarante, 01, Putim, Sao Jose dos Campos,
SP, 12228-001, Brazil,
The research investigated how Knowledge Management (KM), in a Brazilian Air
Force (BAF) flight test environmen can be represented via a Systems Dynamics
Model. A documental research regarding the flight test environment KM was
done and a questionnaire was submitted to identify KM characteristics.
31 - A Supply Chain Network Equilibrium Model with Carbon
Capacity and Social Responsibility
Xiaoling Fu, School of Economics and Management,
Southeast University, Si Pai Lou 2#, Nanjing, 210096, China,
, Lin Zhu, Xiangxiang Huang, Xiaogan Jiang
This paper investigates a three-tier supply chain network equilibrium problem.
We first relate the decision makers’ social responsibility with transaction decisions
under the desired carbon capacity. Then we formulate the optimality of this
problem as a monotone variational inequality. Next, we propose a self adaptive
projection-based prediction—correction algorithm to solve the proposed model.
Finally, we report the numerical results and give some analysis on the equilibrium
solution.
32 - How to Catch a Black Swan
David Gallop, Professor Of Program Management, Defense
Acquisition University, 6735 Surbiton Dr, Clifton, VA, 20124,
United States of America,
Projects are increasingly complex. We use risk-based management to address
complexity. Risk identification is the most important step in risk management
because risks that are unidentified are implicitly assumed. Group dynamics such
as silent dissent and group-think are weaknesses in team-based risk identification.
The PreMortem technique makes it safe for the team to address risks that may
otherwise go unidentified.
33 - Cost-effectiveness Analysis of Immunosuppression Therapy in
Primary Deceased Donor Renal Transplantation
Zahra Gharibi, SMU, 5507 Stonehenge Drive, Richardson, TX,
75082, United States of America,
Mehmet Ayvaci, Bekir Tanriover, Michael Hahsler
The primary cure for patients with end stage renal disease (ESRD) is kidney
transplantation. In this study, we evaluate the cost-effectiveness of three common
immunosuppressive induction therapies, alemtuzumab, thymoglobulin, and
IL2RB as well as a no-induction strategy, from Medicare’s perspective. Using non-
parametric bootstrapping method, we calculate the incremental cost-effectiveness
ratios for comparing the available strategies.
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