Congreso Latino-Iberoamericano de Investigación Operativa 2 al 6 de octubre, Santigo de Chile Centro de Extensión, Pontificia Universidad Católica de Chile
Program & Abstracts
WWW.CLAIO2016.CL
Santiago de Chile October 2nd-6th, 2016
ORGANIZERS CLAIO 2016 is organized by the Department of Industrial and System Engineering of the School of Engineering at the Pontificia Universidad Católica de Chile, together with the Association of Latin-Iberoamerican Operational Research Societies, ALIO, and the Chilean Institute for Operations Research, ICHIO. ESCUELA DE INGENIERÍA FACULTAD DE INGENIERÍA
ASOCIACIÓN LATINOAMERICANA DE INVESTIGACIÓN OPERATIVA
COLLABORATING INSTITUTIONS
SUPPORTERS
SPONSORS
INSTITUTO CHILENO DE INVESTIGACIÓN OPERATIVA
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Content
Santiago de Chile October 2-6, 2016
PROGRAM AND ABSTRACTS
CONTENT Welcome
2
Organization
5
General Information
7
Program overview
9
Other Events
10
Plenary Speakers
11
Keynote Speakers
16
Minicourses
21
Location and Floor Maps
22
Abstracts of Contributed Talks
25
Author Index
This program is current up to September 29, 2016
117
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Welcome
WELCOME TO CLAIO 2016 SANTIAGO DE CHILE
Jorge Vera Conference Chair of CLAIO 2016
Dear speakers, authors, and participants of the XVIII Latin-Iberoamerican Conference on Operations Research, on behalf of everyone working in the organization and scientific committees at CLAIO 2016, we welcome all of you to Santiago. We have assembled a high level scientific program, with contributions from all over Ibero America, and the world, with important participants from the Operations Research community as keynote speakers. In addition, this CLAIO will host the strategic meeting of IFORS and we are have a significant presence of our federation in our conference. Also, Multicriteria Decisions Network will be of the program.
executive and very happy to international RED-M, the an active part
In 2014, the Department of Industrial and System Engineering at the Pontificia Universidad Católica de Chile accepted, during the XVII CLAIO in Monterrey, the challenge of organizing the next edition of the conference. Being this the most important regional event in our discipline, it was a significant commitment. Together with the Instituto Chileno de Investigación Operativa (ICHIO) and the support of the Asociación Latino Iberoamericana de Investigación Operacional (ALIO), we worked hard to make these five days of October in Santiago a reality. We thank the hard work of the Scientific Committee, as well as all our local organization. We also thank all the collaborating institutions and supporters of CLAIO. Also, and very importantly, CLAIO would not be possible without the support of our sponsors and their contributions.
Operations Research has been for decades a very active discipline, making significant contributions to businesses and governments. Today it is more active than ever, as the challenges faced by our society in various dimensions like better consideration of the environment and more efficient use of resources in sectors like health management, together with increasing availability of data, lead to problems of complexities not faced in the previous century. The 390 works presented at CLAIO will show how our discipline can continue making even more valuable contributions to society in the 21st century. We hope you all have a great time in Santiago and Chile, and, again, we give everyone a very warm welcome.
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Welcome
WELCOME TO CLAIO 2016 SANTIAGO DE CHILE
José Luis González Velarde President of ALIO
Once again, after fourteen years, CLAIO returns to Chile. This beautiful country, land of magnificent poets like Gabriela Mistral, Vicente Huidobro, Pablo Neruda, Nicanor Parra (who is also a mathematician) among others, is also home of a vibrant OR community, and was one of the founding societies of ALIO. Since its inception in 1982 in Rio de Janeiro, CLAIO has been celebrated every two years circulating among the different countries that conform ALIO, and have provided an excellent environment for the exchange of experiences, knowledge, and ideas between researchers of the region. Moreover, with each edition the number of students participating and sharing their research accomplishments has been steadily increasing, making CLAIO an ideal forum to establish relations that will render future collaborations.
In this edition, it is an honor for CLAIO to be hosted by the prestigious Universidad Católica de Chile, ranked as the third best university of Latin America, I am certain that this will be a most memorable meeting. On behalf of ALIO, I want to thank and also congratulate the organizers for their effort in bringing together a plethora of distinguished speakers that will indeed enhance our biannual conference. I also want to warmly welcome the directors of IFORS that for the first time will have their annual meeting within CLAIO, it is a great honor to host this important event.
And finally I want to thank all the participants, researchers, practitioners and students coming from all around the world, it is their participation that makes possible the existence of CLAIO.
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Welcome
WELCOME TO CLAIO 2016 SANTIAGO DE CHILE
Jaime Miranda President ICHIO Dear colleagues, speakers, participants, and friends at the Eighteenth Latin Ibero-American Conference on Operations Research (CLAIO XVIII). First of all, I would like to extend a warm welcome to this event that will take place in the city of Santiago, Chile, organized by the Department of Industrial and System Engineering of the School of Engineering at the Pontificia Universidad Católica de Chile, the Instituto Chileno de Investigación Operativa (ICHIO) and the Asociación Latino-Iberoamericana de Investigación Operativa (ALIO) . After many months of preparation and hard work, we are convinced that this congress will meet the expectations of participants and also will be a key tool in the creation and the expansion of new academic and professional networks. As ICHIO, our main interest and motivation is to ensure the quality of the lectures presented and to be a link between local researchers and the international scientific community. This year we count on works and top invited lecturers from diverse places around the world, such as Chile, Colombia, Argentina, Brasil, Ecuador, España, México, Portugal, and USA with more than 390 works assessed by academics and national and international experts. Currently, the organizations and companies are facing extremely complex challenges and problems, not only due to the great size of the instances to be resolved or because of having to make decisions in real time with a high level of uncertainty, but also, because huge volumes of information must be analyzed and, at the same time, they need to be efficient. It can be observed in almost every industrial sector that there is a sustained increase in operational costs and a larger shortage of resources.
Clearly, while there is a closer relationship and interaction between universities, institutes –where science and applied research are taught- and public and private organizations – which are interested in optimizing their processes and resources in order to be more efficient - this becomes vital to the modernization of the management inside the organizations in the different countries of Latin America. I personally consider that Chile has chosen the correct way, as the growth in the number of academics in universities and the high level of professionals who develop our discipline in companies is remarkable. It is noticeable the increase in the amount of scientific publications in prestigious international journals, and also the number of high level groups in applied research in our country, as for example the Millennium Scientific Institute “Complex Engineering Systems.” We are certain that the XVIII Latin IberoAmerican Conference on Operations Research will be an academic, scientific, professional and social encounter completely unforgettable for every participant. Welcome to Chile!
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Organization
ORGANIZATION
Jorge Vera, Conference Chair Pontificia Universidad Católica de Chile Paula Garavagno, Conference Executive Manager Pontificia Universidad Católica de Chile
ORGANIZING COMMITTEE Chair, Alejandro MacCawley Pontificia Universidad Católica de Chile Víctor Albornoz (Universidad Santa María, Chile) Gustavo Angulo (Pontificia Universidad Católica de Chile) Rodrigo Carrasco (Universidad Adolfo Ibáñez Chile) Iván Derpich (Universidad de Santiago de Chile, Chile) Gustavo Gatica (Universidad Nac. Andrés Bello, Chile) Ricardo Giesen (Pontificia Universidad Católica de Chile) Rosa González (Universidad de los Andes, Chile) Jaime Miranda (Universidad de Chile) Cecilia Montt (Pontificia Universidad Católica de Valparaíso, Chile) Lorena Pradenas (Universidad de Concepción, Chile) Marcos Singer (Pontificia Universidad Católica de Chile) José Verschae (Pontificia Universidad Católica de Chile) Richard Weber (Universidad de Chile)
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Organization
SCIENTIFIC COMMITTEE
Sergio Maturana, Chair Pontificia Universidad Católica de Chile
Renzo Akkerman (Technische Universität München, Alemania) Paula Amaral (Universidad Nueva de Lisboa, Portugal) John Bartholdi (Georgia Tech, USA) Luciana Buriol (Universidad Fed. Rio Grande do Sul, Brasil) Jaime Bustos (Universidad de la Frontera, Chile) Jaime Camelio (Virginia Tech, USA) Héctor Cancela (Universidad de la República, Uruguay) José Correa (Universidad de Chile) Gonzalo Cortázar (Pontificia Universidad Católica de Chile) Susan Cholette (S. Francisco State University, USA) Guillermo Durán (Universidad de Chile, Universidad de Buenos Aires) Rodrigo Garrido (Universidad Diego Portales, Chile) Michel Gendreau (Polytechnique Montréal, Canadá) Marcela González (Universidad de Talca, Chile) Marcos Goycoolea (Universidad Adolfo Ibáñez, Chile) Irene Loiseau (Universidad de Buenos Aires, Argentina) Nelson Maculan (Universidad Federal do Rio de Janeiro, Brasil) Vladimir Marianov (Pontificia Universidad Católica de Chile) David Mauricio (Universidad Mayor Nac. De San Marcos, Perú) Juan Carlos Muñoz (Pontificia Universidad Católica de Chile) Lluis Pla (Universidad de Lleida, España) Celso Ribeiro (Universidad Federal Fluminense, Brasil) Roger Ríos (Universidad Autónoma de Nuevo León, México) Ernesto Santibáñez (Universidad Federal Ouro Preto, Brasil) Luis Torres (Escuela Politécnica Nacional, Ecuador) María Urquhart (Universidad de la República, Uruguay) René Villalobos (Arizona State University, USA) Andrés Weintraub (Universidad de Chile) RED-M Scientific Committe members Javier Pereira (Instituto Tecnológico de Monterrey, México) Fernando Paredes (Universidad Diego Portales, Chile)
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General Information
GENERAL INFORMATION Venue and Access CLAIO 2016 is held at the Centro de Extensión of the Pontificia Universidad Católica de Chile. The Centro is located at Alameda 390 (Ave. Libertador Bernardo O’Higgins), on the main avenue of Santiago, which connects the city in the east-west direction. The Center shares the same building with the central administration of the Pontificia Universidad Católica de Chile. The location can be easily accessed via Metro (subway) station “Universidad Católica” in Line 1.
Registration booths will be available for preregistered participants to pick up credentials and materials. If you are not registered yet, you will be able to do it there, paying the corresponding fee. We accept cash and credit cards. The registration booths will also be available through the conference for general information.
Speaker preparation and meeting room The room “Sala Verde” will be available, with limited space, for talk preparation, small meetings and other business.
Wifi Access Wifi access is available at the Centro de Extensión through their own public network. In addition, CLAIO will provide extra Wifi access. In both cases, a password is needed and will be provided on site.
Conference Rooms This program book contains maps of the area, showing the location of the Center and different access, as well as maps of the different conference rooms in the different buildings.
Registration
Each room used in the conference is equiped with a LCD projector, screen and a computer. Also, audio amplification is available in several of the rooms in case it is needed. A room assistant will be available to help setting up equipment in case it is needed.
Conference registration will take place in the central square of the Center. The schedule for registration is as follows
Instructions for Presenting Authors
Day
Time
Sunday October 2nd
08:30 – 18:30
Monday to Thurday October 3rd – 6th
08:00 – 17:00
The conference is organized in technical sessions 90 minutes long and 105 minutes long. The 90 minutes sessions have four talks scheduled, with a total allocated time of 22 minutes per presentation, including discussion. The 105 minutes sessions have five talks scheduled, with a total allocated time of 21 minutes per presentation, including discussion.
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General Information
We ask you to have your slides written in English, but you can speak in any of the conference official languages: Spanish, Portuguese or English, although we recommend English. Speakers are asked to have their presentations in PDF files to avoid compatibility problems (no Power Point or plain LaTeX files, as the computers do not have appropriate software installed). Speakers should be at the conference room assigned at least ten minutes before the session starts in order to load the presentations into the computer. The room assistant and the session chair will be available to help in case of any problem.
If you really need to use your own laptop, then coordinate in advance with the other speakers of the session. Keep in mind that we will not provide adaptors for HDMI and the like, you need to be ready to connect your computer to an standard VGA projector port. Also, be aware of the fact that electric plugs in Chile are 2 or 3 in line round pins, so you might need a plug adapter.
Instructions for Session Chairs Session chairs are responsible for the session. They have to make sure that all speakers of the session are present, and conduct the session making sure that each speaker uses no more than the time allocated, including questions. The scheduled times have to be respected, do not redistribute time, change the order of the presentations or move a presentation ahead of its time, in case a talk is a “no-show”. This has to be this way in order to allow attendants to move among rooms. Speakers should be in the room at least ten minutes earlier to load the presentations in the room computer. Make sure all PDF’s show correctly. The room assistant will be around to help you if needed.
Schedule updates and information There might be daily changes to the schedule, for unforeseen reasons. We will keep all of you posted about changes through email notifications. The online schedule will always be up to date. We expect to send every night an information bulletin with up to date information about the conference, news and any other relevant information.
Exhibit Booths Some of our sponsors as well as collaborators will have exhibit booths available in the Plaza Central. They are: •
Departamento de Ingeniería Industrial y de Sistemas, Pontificia Universidad Católica de Chile (UC)
•
Programas de Postgrados, Escuela de Ingeniería de la Pontificia Universidad Católica de Chile (UC)
•
The Clover, Ingeniería 2030 Project, Escuela de Ingeniería de la Pontificia Universidad Católica de Chile (UC).
•
RoutingUC, ShiftUC, PricingUC and TransitUC
•
Facultad de Ingeniería y Ciencias, Universidad Adolfo Ibáñez (UAI)
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Escuela de Ingeniería Industrial, Pontificia Universidad Católica de Valparaíso (PUCV)
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IFORS, the International Operations Research Societies
•
Soluciones Orión
Federation
of
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Program Overview
PROGRAM OVERVIEW Thursday
Sunday 08:30 – 18:30
Registration Hall Central del Centro de Extensión
08:00 - 17:00
Registration Hall Central del Centro de Extensión
09:00 - 13:00
Minicourses Sala 5 del Centro de Extensión
08:30 - 09:30
14:30 - 18:00
Minicourses Sala 5 del Centro de Extensión
Keynote Sessions Salones Centro de Extensión y Casa Central
09:45 - 11:15
Parallel Technical Sessions Salones Centro de Extensión
11:15 - 11:45
Coffee Break Pasillos Centro de Extensión
11:45 - 13:15
Parallel Technical Sessions Salones Centro de Extensión
13:15 - 14:30
Lunch
14:30 - 16:15
Parallel Technical Sessions Salones Centro de Extensión
16:15 - 16:30
Coffee Break Pasillos Centro de Extensión
16:30 - 18:00
Plenary Session and Closing remarks Aula Magna Centro de Extensión
18:30 – 19:15
Opening Ceremony Salón Fresno, Centro de Extensión
19:15 – 20:15
Opening Plenary Session Salón Fresno, Centro de Extensión
20:15 – 21:00
Welcome Reception Hall Central del Centro de Extensión
Monday to Wednesday 08:00 - 17:00
Registration Hall Central del Centro de Extensión
08:30 - 09:30
Plenary Session Salón Fresno del Centro de Extensión
09:45 - 11:15
Parallel Technical Sessions Salones Centro de Extensión
11:15 - 11:45
Coffee Break Hall Central del Centro de Extensión
11:45 - 13:15
Parallel Technical Sessions Salones Centro de Extensión
13:15 - 14:45
Lunch
14:45 - 15:45
Keynote Sessions Salones Centro de Extensión y Casa Central
15:45 - 16:15
Coffee Break Hall Central del Centro de Extensión
16:15 - 18:00
Parallel Technical Sessions Salones Centro de Extensión
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Other events
OTHERS EVENTS Welcome Reception Sunday 2nd, 20:15, Hall Central Join everyone for food and refreshments to start with CLAIO 2016.
Conference Banquet Wednesday 5th, 19:30, Restaurant Los Adobes de Argomedo. Join us in our conference dinner and enjoy traditional music and good food. A traditional “parrillada” (barbecue) will be served, together with beverages like wine and sodas. Expect surprises. The restaurant is within walking distance from the conference venue (7 blocks) and limited transportation will be provided for those who might need it. The map include in the program book shows the location of the restaurant. Conference assistants will be located in the streets to guide you to the place.
The Opening Ceremony will take place at the Salón Fresno at the Centro de Extensión. It will consist of opening addresses and a musical presentation, followed by the Opening plenary session by Dr. John Bartholdi, Georgia Institute of Technology. The Opening ceremony will be immediately followed by the Welcome Reception in the Central Square of Centro de Extension. ALIO Representatives Meeting Monday 3rd, 18:30, Aula Magna. IFORS Activities The representatives of the Latin-Iberoamerican OR societies are invited to attend the business meeting of our organization ICHIO members meeting Tuesday 4th, 19:15, Auditorio 3A All members of the Chilean Institute of OR are invited to attend this business meeting. ITOR Reception Tuesday 4th, 18:00, Aula Magna Wiley and IFORS will host a meeting, by invitation, to present the current delevopments of the International Transactions of Operations Research journal.
The International Federation of Operations Research Societies will hold its Strategic Meeting during CLAIO 2016. Activities will be held at different places during the conference. RED-M Meeting Wednesday, 11:45-13:00, Sala Padre Hurtado, Casa Central. The Red de Análisis Multicriterio, that is participating at CLAIO, will hold a meeting of its members.
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PLENARY SPEAKERS John Bartholdi Georgia Institute of Technology Sunday, 19:15-20:15 (Salón Fresno)
John Bartholdi is the Manhattan Associates Chair in Supply Chain Management and the Director of the Research Program of the Supply Chain & Logistic Institute’s at the Stewart School of Industrial & Systems Engineering at Georgia Tech. Dr. Bartholdi teaches supply chain issues, primarily warehousing, at both the undergraduate and graduate levels and in SCL’s professional education program. His research centers on problems in warehousing and distribution, but he reserves some time to pursue wider-ranging interests, including mechanics, politics, computer science, geography, and biology. Dr. Bartholdi was named a “Presidential Young Investigator” by the National Science Foundation for 1984-1989. His research work has been supported by the Defense Logistics Agency, the Office of Naval Research, and the Air Force Office of Scientific Research, among others. Dr. Bartholdi graduated in 1968 with a B.S. degree in Mathematics from the University of Florida and then served two tours of duty in southeast Asia as a paratrooper in a Naval Special Warfare unit. He returned to the University of Florida to complete the Ph.D. program in Operations Research in 1977 and later served on the faculties at the University of Michigan, the Shanghai Institute of Mechanical Engineering, and the National University of Singapore.
Self-coordinating buses improve service The main challenge for an urban bus system is to maintain constant headways between successive buses. Most bus systems try to adhere to a schedule, but the natural dynamics of the system tend to collapse headways so that buses travel in bunches. We have devised a
method of coordinating buses that abandons the idea of a target schedule or even any target headway and instead allows equal headways to emerge spontaneously. Our scheme is based on the designation of certain stops as “check points”, at which we may require a bus to pause briefly. The duration of the pause is computed from local information about the arriving bus. Under very general conditions headways tend to equalize, and without direction by management or intention or even awareness of the drivers. Our scheme has controlled buses on the Georgia Tech campus for the past three years. This talk briefly recapitulates the technical ideas and then focuses on how they had to be adapted to the inevitable real-world complications, such as surges in traffic density, turnover among drivers, and unreliable GPS.
Monique GuignardSpielberg IFORS Distinguished Lecture. University of Pennsylvania Wednesday 8:30-9:30 (Salón Fresno) Monique Guignard is Professor at the Department of Operations and Information Management of the Wharton School, University of Pennsylvania. She holds a Thèse de Doctorat ès-Sciences Mathématiques, Très Honorable avec Félicitations du Jury, 1980 at the Université des Sciences et Techniques de Lille, France, where she worked with Professeur Pierre Huard. She has been Visiting Professor at the Université de Paris-Orsay, Université de Valenciennes, Université de ParisNord, and Université de Versailles, Universidad de Chile, and Universidad de Concepción. Her interest is in Large Scale Optimization, a field in which she has made significant methodological and practical contributions, particularly by using Lagrangian approaches. She has several publications in the most prestigious journals of the field, of which she has also served as editor or co-editor.
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Lagrangean relaxation and different ways it can be used Lagrangean relaxation has gone a long way since Held and Karp introduced it in their pioneering work on the TSP. It has been used effectively and widely in integer programming, for nonlinear as well as linear models. This talk will look at different ways it has been used, either by itself, or in combination with other techniques. It will show how flexible a tool it can be by presenting applications in different areas of optimization.
Jorge Nocedal Northwestern University Monday, 8:30-9:30 (Salón Fresno)
Jorge Nocedal is the Walter P. Murphy Professor of Industrial Engineering and Management Sciences at Northwestern University and the Director of the Optimization Center at IEMS Department, Northwestern University. He holds a Ph.D. in Mathematical Sciences from Rice University, 1978 and a B. Sc. in Physics, National University of Mexico, 1974. He was awarded the George B. Dantzig Prize by the Mathematical Optimization Society and SIAM in 2012. His current research interests are in optimization and its application in machine learning and in disciplines involving differential equations. He specializes in nonlinear optimization, both convex and non-convex; deterministic and stochastic, with particular interest on solving ever larger optimization problems. He has contributed to the development of algorithms that scale well with the number of variables, make judicious use of second-order information, and parallelize well. The motivation for his current algorithmic and theoretical research stems from applications in image and speech recognition, recommendation systems, and search engines.
Prof. Nocedal has served as editor and associate editor of some of the most prestigious journals in the field, like Mathematical Programming and SIAM Journal on Optimization. He is Author of the book Numerical Optimization, with Stephen Wright, which is widely used in Optimization courses worldwide.
Stochastic Gradient Methods for Machine Learning This talk provides an overview of recent advances in stochastic gradient methods for large-scale machine learning. We begin by summarizing the main convergence results for the convex and nonconvex cases, as well as computational complexity bounds. We then consider new variants of the method that reduce the variance of the search direction. We conclude with a discussion of some key issues arising in distributed computing implementations.
Shmuel Oren University of California, Berkeley Tuesday, 8:30-9:30 (Salón Fresno) Dr. Shmuel S. Oren is the Earl J. Isaac Professor in the Science and Analysis of Decision Making in the Department of Industrial Engineering and Operations Research at the University of California at Berkeley and former Chairman of that department. He is a co-founder and the Berkeley site director, of PSerc – a multi-university Power Systems Research Center sponsored by the National Science Foundation and industry members since 1996. He has also been a member of the California ISO Market Surveillance Committee. Dr. Oren has expertise in Operations Research, particularly optimization, and in mathematical modeling and analysis of economic systems. Over the last three decades he focused on the development of analytical models and tools and on the design and economic analysis of market mechanisms and pricing
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strategies, in the context of the private and public sector and in regulated industries, particularly electric power. His work on power systems optimal scheduling, transmission planning, auction design, congestion management, transmission rights, generation adequacy mechanisms and design of ancillary service markets was adopted in restructured electricity markets in the US and abroad and influenced market design and regulatory policy. His recent research focuses on integration of renewable energy resources, demand response the impact of environmental regulation and optimization of power systems dispatch under uncertainty. He is also a coPI on a DOE ARPA-E funded project, aimed at pioneering topology control in electric power dispatch, through optimal transmission line switching. He has served as a consultant on market design issues, to private and public organizations in the electricity industry in the US and abroad. Dr. Oren has published on the subjects of numerical optimization, nonlinear pricing and the application of such pricing in the context of telecommunications and electric power, incentive design, bidding, transmission pricing, electricity market restructuring, and has given numerous invited public lectures and tutorials worldwide on subjects addressing electric power markets. He hold B.Sc and M.Sc degrees in Mechanical Engineering from Technion in Israel and M.Sc. and Ph.D degrees in Engineering Economic Systems from Stanford University. He is a Life Fellow of the IEEE and Fellow of INFORMS.
All the demand must be satisfied instantaneously with a high level of reliability (one day in ten years criteria for involuntary load curtailment). In addition service is provided over a network that is prone to congestion, flows over transmission lines cannot be directly controlled as in a transportation system (flows follow Kirchhoff’s laws) and the market is encumbered by numerous externalities and market power. In spite of such obstacles there has been fascinating developments in the design and operations of competitive electricity markets over the last twenty years through the use of state of the art optimization tools and economic principles. This talk will describe some of the key challenges in designing and operating competitive electricity markets. I will review the basic elements and alternative approaches adopted in different systems and discuss what we have learned so far in this area. I will also discuss new challenges and opportunities due to massive integration of renewable resources, proliferation of storage devices, smart grid technologies, and electrification of the transportation sector.
Andrés Weintraub Universidad de Chile
Opportunities and Challenges for OR in Electricity Markets
Thursday, 16:3017:30, (Aula Magna Centro de Extensión)
Socio economic forces, technological developments and environmental considerations have led to restructuring of the electric power systems in part of the USA and in many systems worldwide, transforming them from vertically integrated regulated monopolies to competitive market based systems. From a supply chain perspective competitive electricity markets represent, perhaps, the most challenging supply chain. The commodity is nonstorable; demand is uncertain and highly correlated with weather,
Andrés Weintraub Pohorille is Professor at the Department of Industrial Engineering of the School of Engineering, Universidad de Chile and Director of the Institute for Complex Systems in Engineering (ISCI). He has published over 70 papers in recognized journals, including Operations Research, Management Science, Forest Science, the European Journal of Operations Research. He has also edited several books and journal issues on topics related to use of Operations Research in natural resources.
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He has carried out multiple projects with industry and governmental organizations, including the US Forest Service and forest firms in Chile in models related to long range planning, short term harvesting and transportation, CODELCO, one of the largest copper firms in the world in models related to long range copper extraction, CSAV, a top 10 worldwide shipping company, housed in Chile, to improve the management of their 500.000 container business, the Chilean Ministry of Education, on determining best locations of rural schools, and the Chilean Football Association in scheduling the football season since 2005. The work with Chilean forest firms won the Edelman Prize, the most prestigious award for applied Operations Research, awarded by INFORMS, the Institute for Operations Research and Management Sciences. The work with CSAV was an Edelman finalist in 2011 and the football scheduling was a finalist in 2016. He has led in the last 12 years the Institute for Complex Engineering Systems, which is currently funded yearly with 3 million dollars, and involves 60 researchers and a staff of 15 people. The Institute covers areas such as Operations Research, Data Science, Industrial Organization and Consumer Analytics. The Institute is strong in developing projects with industry and the government which are original and have impact. Projects for which a financial impact could be measured reported increases in net revenues of 300 million dollars for 2010. The papers published by its researchers were ranked number one by Interfaces (the journal of INFORMS) in applied Operations Research publications. He has received many recognitions which include: The Chilean National Prize for Applied Science in 2000 (which carries a lifetime monthly stipend of 1.200 dollars), the Harold Larnder Prize given by the Canadian OR Society, the INFORMS Presidential Prize, the Gold Medal from the Chilean Institute of Engineering, its highest recognition.
He was awarded a Doctor Honoris Causa, from the University of Agricultural Sciences of Sweden, and the University of Laval, Canada. He is a member of the US National Academy of Engineering and the Chilean National Academies of Science and Engineering and an INFORMS Fellow. He was a founder and former President of ALIO, the Latin American Association of OR Societies, and President of IFORS, the International Federation of Operations Research Societies, which includes 50 country members, for the years 1998 to 2000.
Is it necessary to incorporate uncertainty into decision models? All decision problems have a quota of uncertainty involved. These may be, among others, in terms of market demands, production rates, transportation times, catastrophes. One question a decision maker needs to answer is how to consider these uncertainties when developing decision making models. One option is to just disregard it and work with expected values. A more conservative simple option is to incorporate some ‘safety cushion’ , that is, to consider for example a production rate somewhat lower than the expected value. But ideally, uncertainty should be incorporated directly into the decision models. While there is an ample literature on methodological proposals to handle these problems, in practice there are multiple fields where such sophistication in the decision processes has not been developed (finance is one of the exceptions). In the last decade the developments in hardware and algorithms have allowed to consider improved techniques to develop stochastic models for real problems. The challenges in these developments are multiple. How to define the uncertainties in an exact way? How to formulate and solve these problems? How to determine if it is worthwhile to incorporate explicitly uncertainty given the high level of complexity it adds? In this talk we discuss these points in reference to concrete problems in logistics and natural resources.
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KEYNOTE SPEAKERS João Carlos Namorado Clímaco Universidade de Coimbra, Portugal Tuesday, 14:45-15:45 (Sala Colorada)
João Carlos Namorado Clímaco is a researcher and Member of Conselho Geral of INESC-Coimbra. Prof. Clímaco will be the key speaker for the RED-M event in CLAIO 2016.
João Carlos Namorado Clímaco is a researcher and Member of Conselho Geral of INESC-Coimbra. He is a retired Full Professor at the Faculty of Economics of the University of Coimbra. During the last decades he has visited many universities in Europe and Brazil. Recently, he has been Special Invited Researcher (PVE) of the Brazilian Scientific Program – Science Without Borders (Ciência sem Fronteiras), at Federal University of Rio de Janeiro. He obtained a Master of Science Degree in “Control Systems” at the Imperial College of Science and Technology“, University of London (1978); the “Diploma of Membership of the Imperial College of Science and Technology” (1978); the Ph.D. in Optimization and Systems Theory, Electrical Engineering Department, University of Coimbra (1982); and the title of “Agregação” at the University of Coimbra (1989). He was awarded the “Conference Chairman Award”, International Society on Multiple Criteria Decision Making-1995”; Grande Oficial da Ordem do Rio Branco, Brazil, by the President Fernando Henrique Cardoso, 1996; and the “Georg Cantor Award”, International Society on Multiple Criteria Decision Making, 2013. He is Past Vice-President of ALIOLatin Ibero American OR Association, Past VicePresident of the Portuguese OR Society, Past Member of the International Executive Committee
of the International Society on Multiple Criteria Decision Making, and member of the IFIP-WG 8.3Decision Support Systems. He belongs to the Editorial Board of “Group Decision and Negotiation”, “International Transactions in Operational Research”, “International Journal of Decision Support Systems” and Scientific World Journal – Operations Research Stream. He is also member of the Editorial Board of the University of Coimbra Press. His current interests of research are related to Multi-Criteria Decision Aiding methodology, software and applications to telecommunication systems and sustainability issues. He is author of more than 200 papers.
Multi-Criteria Analysis in Sustainability Assessment The concept of sustainability development is still arguable. However, the major idea was established by the famous Brundtland Report characterizing it as “meeting the needs of the present without compromising the ability of future generations to meet their own needs”. Nowadays, sustainability is a multidimensional subject, involving social, economical and environmental conflicting issues and several actors. So, Multi-‐Criteria Analysis is an adequate tool for Sustainability Assessment. In the first part of this talk we make a critical state of the art review of this area. In the second part of the talk we discuss the characteristics of the most appropriate multi-‐criteria approaches to deal with these complex and involving deep uncertainty problems. It will be argued that learning oriented tools enabling to deal with incomplete information are the most appropriate. A methodological discussion on some specific decision support tools based on our research will be carried out and hints on further developments are presented. Some Brazilian case studies carried out in collaboration with a team of SAGE/UFRJ will be used to illustrate our points of view.
15 | Keynote Speakers
Philippe Chevalier
Roberto Cominetti
Université Louvain
Universidad Adolfo Ibáñez
Catholique
de
Thursday, 8:30-9:30, (Aula Magna, Centro de Extensión)
Philippe Chevalier is Professor at the Institut d’Administration et de Gestion, Université Catholique de Louvain and currently is the President of the Center for Operations Research and Econometrics, CORE, at the same university. He holds a Ph.D. in Operations Research from the Massachessuetts Institute of Technology in 2002 and a degree of Ingénieur civil en mathématiques appliquées from the Université Catholique de Louvain in 1988. Chevalier interest are in the use of Optimization models under uncertainty in Operations management and Supply Chain management.
Economic models for horizontal collaboration Horizontal collaboration can be seen as the sharing of resources between firms either competing or at least active on similar markets. Such collaboration initiatives are driven by the participants desire to obtain economies of scale. Given that this involves at least two independent decision makers, the traditional profit maximization approach to determine the best outcome is not adequate here. In this tutorial we will start by showing how economies of scale arise naturally as soon as some variability is present (either in demand or operations) with different models of the firm. We then show how different objectives of the firms can be modeled in the framework of horizontal collaboration taking notions such as fairness and risk into account.
Monday, 14:45-15:45, (Aula Magna, Centro de Extensión)
Roberto Cominetti is Professor at the School of Engineer and Sciences, Universidad Adolfo Ibáñez and previously he was a faculty member at the School of Engineering at the University of Chile. Roberto Cominetti is Civil Mathematical Engineer of Universidad de Chile and Ph.D. in Mathematics, U. Blaise Pascal, France. His specialization areas are optimization, convex analysis, path following and penalty methods, game theory and transportation. He won the Best Paper Award in Transportation Science in 2002, for the paper “Common-lines and passenger assignment in congested transit networks”, awarded by INFORMS. He has several publications in the most prestigious journals in Operations research and Applied Mathematics and has served as editor or co-editor in several of them.
Equilibrium routing under uncertainty We review some recent developments in the modeling of traffic in congested networks in urban transport and telecommunications. The focus is on situations where link travel times are subject to random fluctuations, including how to deal with risk averse agents. We consider both atomic and non-atomic equilibrium models, and discuss a class of adaptive dynamics that provide a plausible micro-foundation for the emergence of equilibrium.
16 | Keynote Speakers
Juan Carlos Ferrer Pontificia Universidad Católica de Chile. Thursday, 8:30-9:30, (Salon de Honor, Casa Central)
Professor Ferrer earned his B.Sc. and M.Sc in Engineering at Universidad Católica, and his Ph.D. in Management at MIT. He began his academic work in the School of Engineering School at Universidad Católica in 1995. His field is Operations Management, specifically in issues of optimization of pricing policies and inventories, composition and pricing of packages of products and services, optimal allocation of workforce shifts, and route optimization using georeferenced information. He has taught nearly 4,000 students, in undergraduate and graduate programs at Universidad Católica, and also in the MBA program in the Sloan School of Management at MIT. This has been formally recognized by the School, which on four occasions awarded Professor Ferrer its annual Academic Excellence Prize. He has participated in numerous research projects, with grant funds, leading 7 of them. The result of his research has been reflected in the publication of 17 articles in ISI journals, two books and two book chapters. Regarding the third mission of the university which is related to transfer the developed knowledge and technologies, Professor Ferrer has founded, developed and implemented three areas within DICTUC (School liaison unit with industry), Shift UC, Pricing UC, and Routing UC, providing optimization support for different operational processes, to national and international, public and private organizations. Professor Ferrer has held management positions. He was Vice-Dean of the School of Engineering, and Associate Dean in charge of school development and finances, from 2010 to 2016. Prior, he launched and directed for four years the master program in Engineering Management (MII-UC).
Building a bridge from research to practice: Our experience at PUC creating OR-based startup companies Operations Research (OR) deals with all class of important real world problems. In this talk we want to share our experience at creating startups to better serve our society through the use of effective OR developments in academics domains such as vehicle routing, public transport operations, workforce management, revenue management and pricing among others. We will discuss about: conflicting clock speeds between research and practice; different impact/performance measurements that need to be aligned; funding aspects at different stages; human capital importance, creation and retention; dealing with potential customers’ paradigms; challenge of showing the created value; and many other important aspects.
Abdel Lisser IFORS Tutorial Lecture, Université de Paris Sud Wednesday, 14:45-15:45 (Aula Magna, Centro de Extensión) Abdel Lisser is Professor at the Laboratoire de Recherche en Informatique (LRI) at the Université Paris Sud. Abdel Lisser received his PhD from University Paris Dauphine on Interior Point Methods in 1987, and the habilitation thesis from Université Paris Nord in 2000. His main research topics are stochastic optimization especially chance constrained optimization, conic optimization and recently stochastic game theory with applications mainly to telecommunication networks and energy management. He has been research engineer in Orange Labs for more than a decade. He is full professor at University Paris Sud since 2001. He has several international collaborations with universities in Norway, Austria, China, Hong Kong, Chile and Brazil. He published several papers in leading journals and conferences, and has been a member of several journals and conferences boards.
17 | Keynote Speakers
Introduction to chance constrained optimization Chance constrained optimization, also called probabilistic constrained optimization, is one of the main topics in stochastic optimization for dealing with random parameters in optimization problems. A chance constraint involving random parameters should hold with a prescribed probability which is in practice close to one. The use of chance constraints goes back to the late fifties. They have been widely applied in statistics, finance, engineering, energy planning etc. In stochastic optimization, decisions are generally taken prior to the observation of the random events. This might lead to the violation of certain constraints which can be balanced by compensation actions also called recourse actions at later stages. When the recourse costs are known, a penalization function is introduced in the objective function. These models are called twostage or multistage stochastic optimization problems. When the recourse actions are not available or cannot be considered due to some hard constraints for a given problem, decision-makers might be interested by solutions which could be infeasible for certain random parameters. In this case, chance constrained programs can be used efficiently. This talk presents the basic ideas of chance constrained optimization, a brief survey of the state-of-art as well as the main theoretical and practical challenges.
Roman Słowiński Poznań University of Technology Tuesday, 14:45-15:45, (Aula Magna, Centro de Extensión) Roman Słowiński is a Professor and Founding Chair of the Laboratory of Intelligent Decision Support Systems at the Institute of Computing Science, Poznań University of Technology, Poland.
Since 2002 he is also Professor at the Systems Research Institute of the Polish Academy of Sciences in Warsaw. He is a full member of the Polish Academy of Sciences and, presently, elected president of the Poznań Branch of the Academy. He is also a member of Academia Europaea. In his research, he combines Operations Research and Computational Intelligence. Today Roman Słowiński is renown for his seminal research on using rough sets in decision analysis, and for his original contribution to preference modeling and learning in decision aiding. He is recipient of the EURO Gold Medal, and Doctor Honoris Causa of Polytechnic Faculty of Mons, Université Paris Dauphine, and Technical University of Crete. In 2005 he received the Annual Prize of the Foundation for Polish Science – regarded as the highest scientific honor awarded in Poland. Since 1999, he is principal editor of the European Journal of Operational Research, a premier journal in Operations Research. He is coordinator of the EURO Working Group on Multiple Criteria Decision Aiding, and past president of the International Rough Set Society.
Constructive learning of preferences with robust ordinal regression The talk is devoted to preference learning in Multiple Criteria Decision Aiding. It is well known that the dominance relation established in the set of alternatives (also called actions, objects, solutions) evaluated on multiple criteria is the only objective information that comes from a formulation of a multiple criteria decision problem (ordinal classification, or ranking, or choice, with multiobjective optimization being a particular case). While dominance relation permits to eliminate many irrelevant (i.e., dominated) alternatives, it does not compare completely all of them, resulting in a situation where many alternatives remain incomparable. This situation may be addressed by taking into account preferences of a Decision Maker (DM). Therefore, all decision-aiding methods require some preference information elicited from a DM or a group of DMs.
18 | Keynote Speakers
This information is used to build more or less explicit preference model, which is then applied on a nondominated set of alternatives to arrive at a recommendation (assignment of alternatives to decision classes, or ranking of alternatives from the best to the worst, or the best choice) presented to the DM. In practical decision aiding, the process composed of preference elicitation, preference modeling, and DM’s analysis of a recommendation, loops until the DM accepts the recommendation or decides to change the problem setting. Such an interactive process is called constructive preference learning. I will focus on processing DM’s preference information concerning multiple criteria ranking and choice problems. This information has the form of pairwise comparisons of selected alternatives. Research indicates that such preference elicitation requires less cognitive effort from the DM than direct assessment of preference model parameters (like criteria weights or trade-offs between conflicting criteria). I will describe how to construct from this input information a preference model that reconstructs the pairwise comparisons provided by the DM. In general, construction of such a model follows logical induction, typical for learning from examples in AI. In case of utility function preference models, this induction translates into ordinal regression. I will show inductive construction techniques for two kinds of preference models: a set of utility (value) functions, and a set of “if…, then…” monotonic decision rules. An important feature of these construction techniques is identification of all instances of the preference model that are compatible with the input preference information – this permits to draw robust conclusions regarding DM’s preferences when any of these models is applied on the considered set of alternatives. These techniques are called Robust Ordinal Regression and Dominance-based Rough Set Approach. I will also show how these induction techniques, and their corresponding models, can be embedded into an interactive procedure of optimization, particularly, in Evolutionary Multiobjective Optimization (EMO), guiding the search towards the most preferred region of the Pareto-front.
René Villalobos Arizona State University Monday, 14:45-15:45 (Aula Magna Casa Central) René Villalobos is Associate Professor at the Department of Industrial Engineering, Arizona State University. He holds an undergraduate degree in Mechanical Engineering from the Tecnológico de Chihuahua, a M.S. in Industrial Engineering from the University of Texas at El Paso, and a Ph.D. in Industrial Engineering from Texas A&M University. His research interests are in the areas of food logistics, applied operations research, automated quality and manufacturing systems. Dr. Villalobos has been active in the area of cross-border logistics and transportation for almost 20 years. He has also directed or codirected projects related to ArizonaSonora border such as the determination of the capacity of the Guaymas-Arizona multimodal corridor, development of forecast models for the Nogales Port of Entry, and other projects related to fresh produce transportation and the Port of Guaymas. He is also active in the areas of agricultural and food logistics, areas in which he has worked directly with farmers and decision makers to develop practical solutions to complex logistics and distribution problems. Sponsors of Dr. Villalobos’ research include the National Science Foundation, Texas Advanced Technology Program, The Arizona Dept. of Transportation, US Army, Department of Homeland Security and private industry totaling an excess of $3 million dollars. He was the recipient of the 1993 IIE Doctoral Dissertation Award and a 1995 NSF Career Grant. In 2016 he was awarded a Fulbright Scholarship to conduct educational and research activities in Chile. He has published in journals such as the European Journal of Operational Research, IIE Transactions, the International Journal of Production Research, IEEE Transactions, and the International Journal of Production Economics. He is a registered professional engineer in the State of Texas (inactive). .
19 | Keynote Speakers
Challenges and opportunities for Operations Research in fresh agrifood supply chains Over the past few decades, the global fresh agri-food supply chains have undergone major changes, in the way they compete, and operate, where the main driver of such change has been the shifting demand and consumer expectations. Today’s consumer demands a wide assortment of products of high quality, at competitive prices, available at all times; and if possible, produced locally. However, given the perishable nature of these products meeting customer expectations can only be obtained through agile and sophisticated supply chains that are able to move the product from its source to the right customer within a limited time window. The most competitive fresh supply chains are those that are built upon different levels of planning, from tactical, such as harvest schedules, to strategic such as market and product identification. In this talk we will identify opportunities for OR research at each of the planning levels with an emphasis in Latin America, a region that is particularly well positioned to take advantage of the new global market conditions. However to capture these market opportunities it is necessary to have access to improved decision tools and infrastructure.
Stefan Voß University of Hamburg Wednesday, 14:45-15:45, (Sala Colorada)
Professor and Director of the Institute of Information Systems at the University of Hamburg. Previous positions include full professor and head of the department of Business Administration, Information Systems and Information Management at the University of Technology Braunschweig (Germany) from 1995 up to 2002. Moreover he holds a visiting position at the PUCV, Valparaiso. He holds degrees in Mathematics (diploma) and Economics from the
University of Hamburg and a Ph.D. and the habilitation from the University of Hamburg and a Ph.D. and the habilitation from the University of Technology Darmstadt. His current research interests are in quantitative / information systems approaches to supply chain management and logistics including public mass transit and telecommunications. He is author and co-author of several books and numerous papers in various journals. Stefan Voß serves on the editorial board of some journals including being Editor of Netnomics and Editor of Public Transport. He is frequently organizing workshops and conferences. Furthermore, he is consulting with several companies.
Matheuristics: A Primer with Applications in Transportation and Logistics Matheuristics are heuristic algorithms made by the interoperation of metaheuristics and mathematical programming (MP) techniques. That is, we are concerned with works that are, e.g., exploiting mathematical programming techniques in (meta)heuristic frameworks or with granting to mathematical programming approaches the crossproblem robustness and constrained CPU-time effectiveness which characterize metaheuristics. Popular matheuristics include POPMUSIC as well as generalized local branching. Common features use local search based candidate solutions by means of a fully-fledged optimization method generating optimal solutions over appropriately designed neighborhoods. That is, neighborhoods are constructed to be suitable domains for the optimization method used. We clarify differences and commonalities of these methods and exemplify by problems in transportation and logistics, and especially transportation network design and in maritime shipping.
20 | Minicourses
MINICOURSES Jesús María Velásquez Bermúdez (Instructor) Eng.D. DO ANALYTICS LLC Sunday 14:30-18:00 (Sala 5)
OPTEX, A Mathematical Modeling System and its applications OPTEX Mathematical Modeling System, the Do Analytics LLC optimization technology, proposes a new way to implement optimization software, which traditionally involves the implementation of one “executable” program for each model. Since its birth in 1991, OPTEX is conceived as a robot (an expert system) that allows the development of “all” mathematical models required in just one work environment. OPTEX “automatically” integrates information support system, generating a generic user interface that allows you to browse the tables of the information system. Last, but most important, OPTEX is able to generate models based on low-level programming languages such as C, or high-level programs based on algebraic languages like GAMS, AIMMS, IBM ILOG OPL, etc. OPTEX ensures minimum implementation times, competitive computing times and portability of the mathematical models. Regarding the use of Large Scale Optimization methodologies, like Benders decomposition, Lagrangian Relaxation and Cross Decomposition, the programs generated by OPTEX consider many variations of the use of these methodologies, including the solution of nonanticipative optimization models and asynchronous parallel optimization schemes. Using OPTEX, the algebraic formulation of mathematical models is stored in a relational information system, MMIS (Mathematical Models Information System), and therefore the tables that compose the MMIS can be
loaded by any mechanism valid for manipulating tables, including Excel, while keeping the advantages of relational databases. For this reason, DO ANALYTICS has developed OPTEX-ExcelMMS that enables modelers, non-experts in optimization technologies or without knowledge of SQL (Structured Query Language), to solve complex mathematical problems associated with the database.
Rodrigo Linfati (Instructor) Universidad del Bío-Bío Sunday 9:00-13:00 (Sala 5)
Uso de Cplex y Concert en C++ El objetivo del mini curso es aprender el uso de CPLEX por medio de su interfaz en C++ para implementar modelos por filas y/o columnas, implementación de un Branch-and-Cut (uso de user-cuts vs lazy-constraints) e implementación de generación de columnas. Los asistentes al curso deben tener como requisitos conocimientos básicos de planos de corte y generación de columnas.
21 | Location and Floor Maps
NEIGHBOURHOOD AREA
Centro de Extensión de la Pontificia Universidad Católica Barrio Lastarria
1
Patio Bellavista
2 3
Barrio Italia Restaurant Los Adobes de Argomedo
4
2
1
3
4
22 | Location and Floor Maps
LOCATION AND FLOOR MAPS CENTRO DE EXTENSIÓN First Floor
Second Floor
Sala Colorada
1
Salón Fresno
2
Sala Verde
3
Fourth Floor Auditorio 6
16
Auditorio 7
17
Sala 9
18
Av. Lib. Bernardo O´Higgins
Sala 2
4
Auditorio 3B
10
Sala 3
5
Sala 5
11
Auditorio 1
6
Sala 7
12
Auditorio 2A
7
Aula Magna
13
Auditorio 2B
8
Sala Matte
14
Auditorio 3A
9
Sala 8
15
CENTRO DE EXTENSIÓN SECOND FLOOR
CENTRO DE EXTENSIÓN FIRST FLOOR
3
Casa Central
6
1
4
15
14
Lira
7 8 13 9 10 2
11
CENTRO DE EXTENSIÓN FOURTH FLOOR
5 17
16
Baños 18
12
Ascens ores
23 | Location and Floor Maps
CASA CENTRAL
Av. Lib. Bernardo O´Higgins
CASA CENTRAL
Salón de Honor
19
Aula Magna
20
FIRST FLOOR
20
Portugal
Centro de Extensión
CASA CENTRAL SECOND FLOOR
19
PLAZA CENTRAL AND EXHIBITS
Av. Lib.
Bernardo
CENTRO
O ´Higgins
DE EXTENSIÓN
FIRST FLOOR
Casa Central
1
SOLUCIONES ORIÓN
2
IFORS
3
FACULTAD DE INGENIERÍA Y CIENCIAS - UAI
3
4
ESCUELA DE INGENIERÍA PUCV
4
5
POSTGRADOS INGENIERÍA UC
5
6
INGENIERÍA INDUSTRIAL Y DE SISTEMAS - UC
6
7
ROUTINGUC - SHIFTUC – PRICINGUC - TRANSITUC
8
THE CLOVER INGENIERÍA 2030 UC
2
7
1
8
Monday
An´ alisis espectral del precondicionador Separador con base dispersa
6A: Mathematical programming: Interior Point Methods
C.O. Castro (IMECC Universidade Estadual de Campinas,
[email protected]), A. R. L. Oliveira
ABSTRACT. Con el objetivo de mejorar el desempeno del precondicionador Separador aplicado al sistema de Ecuaciones Normales en el metodo primal-dual de Puntos Interiores se propone una nueva ordenacion de las columnas de la matriz de restricciones de un problema de programacion lineal. Esta propuesta da ´enfasis al calculo de una base dispersa para el precondicionador Separador, adicionalmente se demuestra que con la ordenacion propuesta el numero de condicion de la matriz precondicionada es limitada uniformemente por una cantidad que u ´nicamente depende de los datos del problema y no de la iteracion del metodo de Puntos Interiores. Los experimentos numericos se realizaron usando un precondicionamiento hıbrido de dos fases, en la primera fase se uso el precondicionador Factorizacion Controlada de Cholesky y en la segunda fase el precondicionador Separador. La implementacion de esta propuesta en problemas de gran tamano corroboro su robustez y eficiencia computacional.
Sala Matte, 09:45-11:15 Session Chair: A.R.L. Oliveira
Uma associa¸ c˜ ao dos m´ etodos de barreira e de barreira modificada Edilaine Martins Soler (Departamento de Matem´ atica/Unesp,
[email protected]), Jessica Antonio Delgado, Edm´ea C´ assia Baptista
ABSTRACT. Neste trabalho prop˜ oe-se uma abordagem que utiliza uma associa¸c˜ ao de dois m´etodos: primal-dual barreira logar´ıtmica e o da fun¸ca˜o Lagrangiana barreira logar´ıtmica modificada para a resolu¸c˜ ao do problema de ´ Fluxo de Potˆencia Otimo Reativo. Na abordagem proposta, as restri¸c˜oes de desigualdade s˜ ao transformadas em igualdade ao introduzir vari´ aveis de folga e excesso, as quais s˜ao tratadas pela fun¸c˜ ao barreira logar´ıtmica ou pela fun¸c˜ao barreira logar´ıtmica modificada, e as demais restri¸c˜oes s˜ao tratadas pelos multiplicadores de Lagrange. Testes num´ericos, utilizando os sistemas el´etricos IEEE 14, 30 e 57 barras indicam que o m´etodo ´e eficiente e robusto.
Uma nova abordagem para o c´ alculo do precondicionador separador aplicado aos m´ etodos de pontos interiores
itera¸ co ˜es Iniciais Eficientes no M´ etodo de Pontos Interiores M. R. Heredia (IMECC-UNICAMP,
[email protected]), A.R.L. Oliveira
Aurelio R. L. Oliveira (University of Campinas,
[email protected]), Luciana Casacio, Christiano Lyra
rodriguezh-
ABSTRACT. Neste trabalho m´etodos iterativos precondicionados s˜ao utilizados para solu¸c˜ao dos sistemas lineares dos m´etodos de pontos interiores com o objetivo final de resolver problemas de otimiza¸c˜ao linear de grande porte. Durante as itera¸c˜oes dos m´etodos de pontos interiores, a matriz de coeficientes se torna mal condicionada, ocasionando instabilidade num´erica e dificuldades em encontrar a solu¸c˜ao, mesmo utilizando m´etodos iterativos. Assim, a escolha de um precondicionador eficiente ´e essencial para o sucesso da abordagem. O trabalho prop˜oe um novo crit´erio de ordenamento das colunas para constru¸c˜ao do precondicionador separador que preserva a estrutura esparsa da matriz de coeficientes original. Os resultados te´oricos mostram que quando o ordenamento proposto ´e adotado, a matriz precondicionada tem o n´ umero de condi¸c˜ao limitado. Estudos de caso mostram que a ideia ´e competitiva com m´etodos diretos pois o n´ umero de condi¸c˜ao do sistema precondicionado ´e muito melhor do que o original.
ABSTRACT. A Abordagem Hıbrida(AH) consiste no calculo da dire¸c˜ao de busca do Metodo primal-dual de Pontos Interiores (MPI) via o Metodo dos Gradientes Conjugados Precondicionado (MGCP) em duas fases, nas itera¸c˜oes iniciais usa o precondicionador Fatora¸c˜ ao Controlada de Cholesky (FCC) e depois de um criterio de troca de fase o precondicionador Separador (PS) e usado. No FCC os parˆametros que controlam o preenchimento e a corre¸c˜ao das falhas que ocorrem na diagonal sao modificados para reduzir o numero de reinıcios da fatora¸c˜ ao durante a constru¸c˜ao deste precondicionador. Propoe-se uma modifica¸c˜ao nos parˆametros do precondicionador FCC com o objetivo de aprimorar a eficiˆencia e robustez da AH. O calculo dos novos parˆametros ´e feito considerando a rela¸c˜ao que existe entre as componentes da FCC obtida antes e depois da falha na diagonal. Experimentos numericos que resolveram problemas de programa¸c˜ ao linear de grande porte corroboraram que esta abordagem e competitiva.
25
6B: Logistics and Transportation : Inventory I
Location arc routing problem with inventory constraints Juan Pablo Riquelme (Universidad Cat´ olica del norte,
[email protected]), Michel Gamache, Andr´e Langevin
Sala Colorada, 09:45-11:15 Session Chair: Fernando Paredes
ABSTRACT. Dust suppression of hauling roads in open pit mines is done by periodically spraying water from a water truck. The objective of this article is to present and compare two methods for locating water depots along the road network so that penalty costs for the lack of humidity in roads and routing costs are minimized. Because the demands are located on the arcs of the network and the arcs require service more than once in a time horizon, this problem belongs to the periodic capacitated arc routing domain. We compare two methods for finding the initial depot location. We then use an exchange algorithm to modify the initial location and an adaptive large neighborhood search algorithm to modify the initial routing of vehicles. This method is the first one used for depot location in periodic arc routing problems.
Optimal Inventory in Bike Sharing Systems Adrian Ramirez Nafarrate (ITAM,
[email protected]), Fernanda Sottil de Aguinaga, Luis Moncayo Mart´ınez
ABSTRACT. Bike sharing systems allow people to take and later return a bicycle at one of many stations scattered around the city. Users naturally imbalance the system by creating demands in a highly asymmetric pattern. In order for bike sharing systems to meet the fluctuating demand for bicycles and parking docks, inventory optimization among stations is crucial. In this paper, we model a subset of stations of the bike sharing system in Mexico City (ECOBICI) using discrete-event simulation and we evaluate different heuristics for the initial allocation of bicycles. In addition, we compare those heuristics with a simulation-optimization method to assess the optimal number of bicycles that should be placed at each station during the rush-hour period to enable the system to comply with ECOBICI’s operational requirement. The results show that simulation-optimization method outperforms other heuristics.
A model of periodic inventory replenishment based on minimizing lost sales Fernando Paredes (Universidad Diego Portales,
[email protected]), Javier Pereira, Iv´ an Derpich
fer-
ABSTRACT. In the increasingly competitive distribution companies environment, it is necessary to efficiently manage the inventory levels, allowing an adequate satisfaction of the products’ requirements of customers while minimizing the financial investment needed. This problem has been studied in the literature by different authors and it has naturally caused the development of a set of models for optimal inventory management. In this paper, a model of optimal inventory management is presented, which determines the quantities and optimal times order for an inventory system of large size, ensuring that the expected lost sales are minimized to a certain level of financial investment and a given number of annual replenishment orders. Given the algebraic nature of the resulting nonlinear programming model, the optimal inventory management is solved by applying an algorithmic strategy based on augmented Lagrangian method of Hestenes-Powell-Rockafellar, obtaining good results.
Un modelo de inventario con roturas, asumiendo que la demanda depende exponencialmente del precio y potencialmente del tiempo Joaquın Sicilia Rodrıguez (Universidad de La Laguna,
[email protected]), Luis Augusto San Jose Nieto, Manuel Gonzalez de La Rosa, Jaime Febles Acosta
ABSTRACT. En este trabajo se analiza un modelo EOQ de inventario para art´ıculos con patr´ on de demanda dependiente tanto del precio de venta como del tiempo. M´as concretamente, se considera que la tasa de demanda combina multiplicativamente los efectos de una funci´on exponencial del precio unitario de venta y el patr´on de demanda potencial. Adem´ as, se admite la posibilidad de escasez o rotura del stock. El objetivo es determinar el tama˜ no ´optimo del lote, la longitud ´ optima del ciclo y el precio ´optimo de venta que maximizan los beneficios por unidad de tiempo. Se desarrolla un procedimiento para determinar la soluci´ on ´ optima del problema en funci´on de las diferentes combinaciones de valores de los par´ ametros del modelo.
6C: Scheduling and Combinatorics: Applications of Integer programming I Auditorio 1, 09:45-11:15 Session Chair: Brian Curcio 26
Automatic programming system for forestry harvesting teams based in optimization and column generation
goritmo, desarrollamos heur´ısticas iniciales y primales. Finalmente, presentamos experiencia computacional que evidencia la buena performance del algoritmo.
Tom´ as Pacheco (Universidad del Desarrollo,
[email protected]), Pablo Gonz´ alez-Brevis
A polyhedral approach to the adjacent vertex distinguishable proper edge coloring problem
ABSTRACT. Finding an optimal sequence for the harvest planning teams in the forest industry, is a really complex task, due to the high number of combinations that exists. In this talk we will present a new integer linear programming model with binary decision variables to solve this problem. Due to the high complexity posed by this problem, two methods that simplify this task are studied: one that generates and selects harvesting patterns which are added at once to a simplified harvesting model and one based in the Dantzig-Wolfe decomposition principle and column generation. We will show a relational database and a web platform to create flexible instances allowing us to compare and analyze the proposed solution strategies. The results show that increasing the number of units and harvesting teams, can generate time differences among the proposed strategies of up to 600
Brian Curcio (Universidad de Buenos Aires,
[email protected]), Isabel Mendez-Diaz, Paula Zabala
bcur-
ABSTRACT. The adjacent vertex distinguishable proper edge coloring problem is the problem of finding the minimum number of colors required for a proper edge coloring such that every pair of adjacent vertices is distinguishable. In this paper we propose an integer linear programming approach to solve the problem. We study the underlying polyhedron, develop a Branch and Cut algorithm and present computational results that show a very good performance of the algorithm on random graphs.
Algoritmos de Branch-and-cut com Branch Combinat´ orio para o Problema do Conjunto Dominante M´ınimo Conexo
6D: Sustainability I Auditorio 7, 09:45-11:15 Session Chair: Ernesto D.R. Santiba˜ nez Gonzalez
Rafael Castro De Andrade (Federal University of Cear´ a,
[email protected]), Paulo Henrique Macedo De Araujo
Uma ferramenta para Cen´ arios Florestais
ABSTRACT. Neste trabalho propomos dois algoritmos exatos para resolver o problema do Conjunto Dominante M´ınimo Conexo, ou Minimum Connected Dominating Set Problem (MCDSP), baseados em uma abordagem de branch-and-cut com uma estrat´egia de ramifica¸c˜ao denominada de branch combinat´ orio. Esses algoritmos s˜ao adapta¸c˜ oes de um m´etodo existente de decomposi¸c˜ao de Benders que ser´ a usado para compara¸c˜ ao com os aqui propostos. Resultados computacionais para um grande conjunto de instˆ ancias da literatura s˜ ao apresentados e mostram que o algoritmo de branch-and-cut que propomos gera melhores resultados, em termos de tempo de execu¸c˜ ao, para grande parte das instˆ ancias.
constru¸ c˜ ao
de
Paulo Amaro V. H. Dos Santos (IFSC Campus Joinville,
[email protected]), Arinei Carlos Lindbeck Da Silva, Julio Eduardo Arce
ABSTRACT. Uma das ´areas de aplica¸c˜ao da Pesquisa Operacional que, nas u ´ltimas cinco d´ecadas, apresentou um crescente n´ umero de publica¸c˜oes ´e o Planejamento Florestal. Come¸cando na d´ecada de 60,com 4 artigos precursores,e tendo um importante marco no trabalho de Johnson e Scheurman em 1977. Por´em,foi apenas no final da d´ecada de 80 que o Planejamento Florestal passou a ser tratado em seus diferentes n´ıveis hier´ arquicos: Estrat´egico, T´atico e Operacional. Destes trˆes, o n´ıvel Operacional ´e o que apresenta maior complexidade e menor prazo para planejamento, necessitando de ferramentas robustas e ´ageis para otimiz´a-lo. Uma das etapas que pode consumir muito tempo no desenvolvimento de ferramentas de otimiza¸c˜ao ´e a coleta dos dados do cen´ ario florestal, devido `a escassez destes dados na rede. Assim, o presente trabalho pretende apresentar uma ferramenta que crie cen´arios florestais virtuais, com base em dados e conhecimentos de cen´arios reais, com agilidade e, assim, auxiliar no desenvolvimento e compara¸c˜ao de diferentes m´etodos de otimiza¸c˜ao para o Planejamento Florestal em seu n´ıvel Operacional.
El problema de coloreo de aristas por etiquetado total bajo un enfoque de programaci´ on lineal entera Fabrizio Borghini (Depto. Computaci´ on-FCEyN-UBA,
[email protected]), Zabala Paula, Isabel M´endez-D´ıaz
ABSTRACT. En este trabajo se aborda bajo un enfoque de programaci´ on lineal entera el problema de coloreo de aristas por etiquetado total. Se propone una formulaci´on para este problema y familias de desigualdades v´alidas a partir de las cuales desarrollamos un algoritmo Branchand-Cut. Con el objetivo de mejorar la eciencia del al27
Simulaci´ on basada en agentes para identificar y cuantificar los asentamientos informales por comuna de las personas desplazadas hacia el Municipio de Medell´ın, Colombia Julian Castillo (Universidad de
[email protected]), Fernando Valentina Gutierrez
Antioquia, Ceballos,
MACBETH, a theoretical tool oriented to multi-criteria decision-making.
Mathematical job-shop scheduling models for energy management in manufacturing systems – A summary
janElena
Ernesto D.R. Santibanez Gonzalez (UFOP,
[email protected]), Nelson Maculan
ABSTRACT. De acuerdo con el Alto Comisionado de las Naciones Unidas para los Refugiados el n´ umero de desplazados por la fuerza a 2014 fue de 59.5 millones a nivel mundial; en Colombia se reportaron m´ as de 6 millones de desplazados por la fuerza a finales de 2014. La sociedad colombiana ha sido severamente afectadas por el conflicto armado que ha existido en el pa´ıs durante las u ´ltimas d´ecadas, este ha originado diversas problem´ aticas como el desplazamiento forzado hacia las ciudades capitales lo cual ha demandado la intervenci´ on del Estado para mitigar el sufrimiento de las v´ıctimas. Para el Municipio de Medell´ın existe la norma regulatoria y clasificatoria para este tipo de asentamientos la cual es el Acuerdo 48 de 2014(POT) aprobado por el Concejo Municipal. Utilizando la simulaci´ on se pretende establecer las posibilidades de nuevos asentamiento de desplazados en las diferentes comunas de Medell´ın, utilizando informaci´ on del POT e informaci´on catastral para determinar resultados de como las personas se establecen en sitios espec´ıficos de la ciudad y proponer pol´ıticas para mitigar el impacto en la sociedad de dichos asentamientos.
san-
ABSTRACT. The classical job shop scheduling problem has existed for over 60 years. In this paper is summarized the recent mathematical models developed for addressing the job-shop scheduling problem under environmental constraints. It analyzes the mathematical models that capture the main environmental characteristics of the related processes and the solution methods developed so far. In this paper, the investigated problems are defined and classified, modeling gaps are highlighted and future research developments are proposed
6E: Transportation - Mathematical Programming for Logistics and Operations Sala 5, 09:45-11:15 Session Chair: Eduardo Moreno
A multistage stochastic programming model for air cargo assignment under capacity uncertainty
Water Networks: A Multi-Objective approach to Design an Eco-Industrial Park in Valdivia, Chile
Bernardo Pagnoncelli (Universidad Adolfo Ib´ an ˜ez,
[email protected]), Felipe Delgado, Ricardo Trincado
Mariana Bruning (Universidad de Chile,
[email protected]), Fernando Arenas, Carlos M´endez, Felipe D´ıaz-Alvarado
ABSTRACT. Air cargo transportation represents an important source of income for airlines. Cargo can be transported via freight planes or in the belly aircrafts for passengers (cargo”). One of the main difficulties faced by the belly cargo mode is the uncertainty on the available capacity: the actual availability for cargo is only known after the passengers have boarded and had their luggage loaded. We propose a multistage stochastic programming model whose goal is to find the optimal allocation of cargo to the passengers network in order to maximize prot. We solve the resulting problem using decomposition techniques. In addition, we develop a policy to use the solution in real instances using data from a major commercial airline. The policy achieved higher expected profits, better level of service, and a decrease in the variability of the results when compared against its deterministic counterpart.
ABSTRACT. Industrialization is one of the causes of climate change, species extinction and other environmental impact all over the world. As the development of mankind can’t be stopped, production in Eco-Industrial Parks (EIP) is an improvement. Several companies are connected in an EIP with the goal of reducing the global impact (e.g. use of water or energy, waste generation) through material sharing. How to configure the most sustainable EIP? How to quantify environmental, social and economic dimensions of sustainability? This work presents a design of an EIP in Valdivia, Chile, where industries use water from Calle-Calle river. The design is modeled as a multi-objective optimization problem taking into account the three aspects of sustainability at once. The problem is solved using different methods: Weighting, Epsilon-Constraint and Goal Programming. The relative importance of each objective function is studied with 28
Math Programming for the Maritime and Terrestrial Logistics of a Salmon Farming Company in Chile
Brooklyn, and 12 in Staten Island). Our proposed algorithm is able to solve this large-sized instance and provide results consistent with those obtained by previous studies.
Juan Ignacio Villasante (Universidad de Chile,
[email protected]), Diego Delle Donne, Guillermo Dur´an, Guido Fuentes, Javier Marenco, Andres Weintraub
6F: Simulation : Applications Auditorio 6, 09:45-11:15 Session Chair: Bruno Henrique Cervelin
ABSTRACT. The salmon industry is a major economic activity in Chile. At the fattening stage, the fish are farmed in big floating cages. These farms are located along the southern coast of Chile.
Un modelo del sistema de producci´ on, almacenamiento y consumo de gasolina y di´ esel en Venezuela
Nash Bargaining of Transportation Rates with Flow Imbalances
Renny M´ arquez (Universidad de Los Andes - Venezuela,
[email protected]), Vicente Ram´ırez
Marcos Singer (Pontificia Universidad Cat´ olica de Chile,
[email protected]), Ignacio Pardo, Ricardo S´ anchez
ABSTRACT. En este trabajo se elabor´o un modelo de simulaci´on mediante Din´amica de Sistemas sobre la producci´on, almacenamiento, consumo, exportaci´on e importaci´ on de gasolina y di´esel en Venezuela, utilizando el software Vensim. El modelo posee una estructura gen´erica para el combustible, el parque automotor, el precio, el contrabando, la escasez, el subsidio y otra para relacionar el presupuesto para el subsidio con el ingreso y gasto. El modelo fue simulado en el per´ıodo 2005-2014. Fueron planteados algunos escenarios para el per´ıodo 2015-2021, con ajuste de precios, variaciones en la elasticidad precio de la demanda y racionamiento de gasolina de 91 octanos. Los resultados indican que deben iniciarse ajustes de precio en el corto plazo para evitar la escasez. Si se utiliza racionamiento, los precios tendr´ıan que ajustarse en a˜ nos posteriores. El modelo permite proponer o evaluar pol´ıticas de Estado asociadas con los precios del combustible, que pueden representar ahorro para el mismo.
ABSTRACT. Shippers at two points, A and B, trade products with an imbalance: the flow from A to B is greater than the flow from B to A. We postulate that the shipper at A faces an implicit negotiation with the shipper at B regarding which party must bear the cost of a vehicle traveling between the two points. Following the Nash bargaining model, we deduce that the ratio of the A-to-B freight rate to the B-to-A rate changes linearly with the ratio of the flow from B to A to the flow from A to B. We test this result for the Transatlantic, Transpacific and Europe-Asia maritime routes using quarterly data for the 2003-2012 period and validate this hypothesis for two of these routes.
A Column Generation Approach for the Optimal Selection of Park-and-Ride Facilities
An´ alisis de Sensibilidad Global en la simulaci´ on de accidentes nucleares mediante meta modelos con aplicaci´ on del generador de Sobol
Eduardo Moreno (Faculty of Engineering and Sciences - Universidad Adolfo Iba˜ nez,
[email protected]), Alexandre Freire, Wilfredo Yushimito
Maryory Patricia Villamizar Leon (Universidad Pontificia Bolivariana Seccional Bucaramanga,
[email protected]), Sebastian Martorell Alsina, Ana Isabel S´ anchez, Jose Felipe Villanueva, Francisco Sanchez-Saez
ABSTRACT. Park-and-rides (PRs) are facilities where users park their cars to connect to transit modes. An important aspect when designing PR services is the location of the PR facility. The optimal selection of PR location can be defined as following: Given a demand of trips and given a set of candidate locations for PRs, we select the best subset of a given size that maximizes expected demand captured by the PRs, where the demand can be estimated with a Multinomial Logit function. In this work we propose a column generation method for this problem, and we present a case study for PR facility locations in NYC, covering 28 counties in NY, NJ, and CT. The evaluation seeks to find five PR facilities that maximize demand for destinations in Manhattan among 59 candidates (21 in Queens, 13 in Bronx, 13 in
ABSTRACT. El an´alisis de seguridad nuclear, se apoya en herramientas de c´alculo realistas teniendo en cuenta las incertidumbres asociadas, como Best Estimate Plus Uncertainties. El objetivo es estudiar la respuesta de los sistemas nucleares en operaci´on y accidente teniendo en cuenta las incertidumbres a trav´es de modelos de simulaci´on. En este contexto, la t´ecnica de generaci´on de n´ umeros aleatorios utilizada en los modelos de simulaci´on permitir´a resultados m´as robustos en el an´alisis de sensibilidad posterior. El An´alisis de Sensibilidad Global, permite evaluar la importancia de un gran n´ umero de 29
incertidumbres pero con un gran coste computacional. Este se puede reducir utilizando Meta-Modelos, los cuales permiten calcular los ´ındices de Sobol, con un adecuado equilibrio entre precisi´ on y esfuerzo computacional. En esta ponencia se presenta los resultados del an´ alisis de sensibilidad aplicado en la simulaci´ on de un escenario de accidente LBLOCA en un PWR, utilizando MetaModelos.
6G: Scheduling and Combinatorics: Scheduling I
Online simulation techniques applied to truck dispatching in open-pit mining
Mauricio C. de Souza (Universidade Federal de Minas Gerais,
[email protected]), Joaquim J. Da Cunha J´ unior, Viviane J. de Moraes, Horacio H. Yanasse
Auditorio 2A, 09:45-11:15 Session Chair: Leonardo Lamorgese
Production scheduling on a flexible machine to minimize overtime and weighted tardiness costs
Nicolas Saez (Pontificia Universidad Catolica de Chile,
[email protected]), Pedro Gazmuri
ABSTRACT. This work is motivated by the production scheduling problem on a flexible machine faced by a metal working industry. We are given a certain number of products. Each product has a due date which is a period in a planning horizon, and is composed by a number of jobs. The processing of each job requires certain tools. The machine is assisted by a CAM software which allows automatic changing between two different jobs given that the tools required to processing are loaded. Because the machine has a limited capacity for the storage of tools, it has to be stopped when a job requires at least one tool that is not already loaded. Thus, the problem consists of deciding the jobs to be processed in each day of the horizon, along with their processing order, to minimize overtime and weighted tardiness costs. We propose an integer programming model and heuristics for the problem. We present numerical results on real data, and significant gains were obtained with respect to the firm’s practice.
ABSTRACT. We are interested in analyzing decisions making processes related to track dispatching in openpit mining systems. A truck cycle in a mining operation include loading, traveling to an unloading site (crusher or dumpsite), unloading, traveling to shovel, queuing and spotting. Every time a truck is unload, a decision must be made on where to assign it next. Existing methods available to solve this problem lack the capacity of estimating the impact of present decisions on future ones, and there are unable to generate accurate solutions. We propose three dispatching methods based on online simulation, that have less deviations from operational targets and ore production rates, when compared to existing methods.
Simulando o comportamento de frangos em avi´ arios New research focus is needed in sport scheduling
Bruno Henrique Cervelin (IMECC UNICAMP,
[email protected]), Maria Aparecida Diniz Ehrhardt, Jos´e Mario Mart´ınez
Leonardo Lamorgese (SINTEF,
[email protected]), Tomas Nordlander
ABSTRACT. Desenvolveremos um modelo que simula o comportamento dos frangos em um avi´ ario. Os parˆ ametros de entrada para o modelo ser˜ ao: tamanho do avi´ ario, n´ umero de frangos, quantidade e posi¸c˜ao dos comedouros e bebedouros e temperatura m´edia do avi´ario. Os parˆ ametros internos s˜ ao: fome, sede, sensa¸c˜ ao t´ermica e posi¸c˜ ao de cada frango, e conforto e tamanho dos frangos. Usaremos dinˆ amica de Langevin para descrever o movimento dos frangos. As for¸cas envolvidas na simula¸ca˜o ser˜ ao dadas pelas intera¸c˜ oes entre os frangos e as intera¸c˜ oes dos frangos com o ambiente. As intera¸c˜oes entre os frangos ser˜ ao de curto alcance. Estas ser˜ ao para evitar que dois frangos ocupem a mesma ´ area em um mesmo instante. As intera¸c˜ oes com o ambiente ser˜ ao causadas pela fome, sede e sensa¸c˜ ao t´ermica. Estes parˆametros tamb´em nos dar˜ ao o conforto dos frangos. Essa simula¸c˜ao facilitar´ a a obten¸c˜ ao de dados de avi´ arios, al´em de poder ser usada para criar fun¸c˜ oes de conforto.
ABSTRACT. Sport directly or indirectly affects the lives of millions of people around the world. For professional federations, the quality of the schedules strongly affects their financial turnover (media revenue, sales at stadiums, ticket sales etc.). For non-professional tournaments, it affects the distribution of games, tournament length, travelling distances, associated costs etc. Scheduling sport competitions is a hard combinatorial optimisation problem studied at length by researchers, at least for some problem variants. In this position paper, we argue that there are still several challenges in this field that are worthy of attention. On one side, ‘traditional’ sport scheduling problems (SSPs) still present open research questions that should be investigated. In addition, we argue that there has been a skewed focus towards the SSPs of interest for professional sport federations, while other SSPs have received less attention despite their theoretical and practical interest. 30
Optimizaci´ on de los niveles de glucosa en un paciente con diabetes mellitus tipo 1 mediante de un modelo de programaci´ on lineal
Splitting versus setup trade-offs for scheduling to minimize weighted completion time
Maximino Navarro Mentado (UNAM, maxim
[email protected]), Esther Segura
´ Victor Verdugo (Ecole normale sup´erieure and Universidad de Chile,
[email protected]), Jos´e Correa, Jos´e Verschae
ABSTRACT. Muchos tratamientos se han enfocado solo a controlar los niveles de glucosa en la sangre de un paciente con diabetes en ayunas, sin embargo, estudios recientes han relacionado los altos niveles de glucosa que se generan despu´es de comer al riesgo de complicaciones diab´eticas, por lo que resulta ya insuficiente tratar a una persona con este padecimiento teniendo en cuenta solo su estado en ayuno. En este proyecto se optimiza el ´ındice gluc´emico a trav´es de la sugerencia de los alimentos a ingerir en una dieta de 1800 calor´ıas, tras la ingesta de los alimentos (posprandial), tomando en cuenta su aporte energ´etico, as´ı como su contenido en grasas, prote´ınas y principalmente los carbohidratos. El modelo de optimizaci´on se basa en la minimizaci´on del ´ındice gluc´emico sin considerar los costos de los alimentos. A partir del ´ındice gluc´emico obtenido se calcula la carga gluc´emica para finalmente dar una propuesta de dieta.
ABSTRACT. We study scheduling problems when jobs can be split and a setup is required before processing each part, to minimize the weighted sum of completion times. Using a simple splitting strategy and a reduction to an orders scheduling problem we derive a 2-approximation algorithm for the case with uniform weights and setups, improving upon previous work. We extend this idea to the general identical machine case and conclude by designing a constant factor approximation algorithm when machines are unrelated.
6H: Healthcare: Clinical Applications in Healthcare Auditorio 3A, 09:45-11:15 Session Chair: Roger Rios
Comparing Integer Programming Formulations for the Kidney Exchange Problem
Optimizaci´ on de ciclos de intercambio voluntario de ri˜ nones con m´ ultiples etapas y escenarios de falla usando programaci´ on entera mixta
Roger Z. R´ıos-Mercado (Graduate Program in Systems Engineering Universidad Aut´ onoma de Nuevo Le´ on,
[email protected]), Lizeth Carolina Riascos Alvarez, Alejandra Cicero Lebrija
William Guerrero (Escuela Colombiana de Ingenier´ıa Julio Garavito,
[email protected]), Edna Roc´ıo P´erez, Victoria Eugenia Ospina, Camilo Rocha
ABSTRACT. Some of end-stage renal disease patients have relatives/friends who are willing to donate a kidney to them, but the kidneys may not be compatible. Since the same case arises for many other patients, the idea of a kidney exchange pool with those incompatible patientdonor pairs consists of finding incompatible donor pairs matchings so as to maximize the number of exchanges. Given requirements by law or by surgery rooms availability, we may find exchanges either in the form of cycles and/or chains. For this NP-hard problem, we compared the most recent integer programming formulations for unrestricted cardinality chains and restricted cardinality cycles. The formulations were tested in a set of instances from literature and a real-world set from a hospital in Mexico.
ABSTRACT. Se propone un modelo de optimizaci´on basado en programaci´ on entera-mixta para dise˜ nar ciclos de intercambio voluntario de ri˜ nones. La literatura cient´ıfica aborda este contexto como el problema de encontrar un paciente receptor para cada uno de los donantes que se postulan en el programa, y quienes en retorno esperan que un familiar o amigo reciba otro ri˜ n´ on sano. El modelamiento matem´ atico se realiza sobre un grafo incompleto y dirigido. El objetivo es encontrar el conjunto de ciclos en el grafo que maximiza el n´ umero de nodos que hacen parte de los ciclos con restricciones de longitud de los mismos. Esta propuesta incluye optimizar la secuencia en la que se realizan las etapas del ciclo y considerar costos adicionales por el riesgo asociado al orden en que se realizan los intercambios. Se presentan resultados preliminares de diferentes formulaciones matem´aticas propuestas para este problema y se comparan analizando el tama˜ no m´aximo de instancias que se logran resolver.
6I: Supply Chain I Auditorio 2B, 09:45-11:15 Session Chair: Sebasti´an Lozano 31
Optional-Contingent-Product Pricing in Supply Chain
cadena de suministro con el rendimiento financiero de las compa˜ n´ıas es de gran relevancia para la toma de decisiones, pero la literatura en este tema es escasa. Nosotros proponemos un modelo de Din´amica de Sistemas para estudiar el impacto de la gesti´on de la cadena de suministro en los resultados financieros de un negocio de c´ arnicos en Colombia. El modelo es utilizado para simular diferentes escenarios de demanda, permitiendo evaluar el impacto de diferentes pol´ıticas de inventario en el nivel de servicio, el capital de trabajo, la capacidad, ingresos, egresos, y el EVA generado. El modelo desarrollado permite comprender el efecto de los retardos en las decisiones operativas de la cadena, convirti´endose en una herramienta gerencial de alto valor para revisar pol´ıticas y orientar proyectos de mejora que impacten positivamente el EVA y las finanzas del negocio.
Georges Zaccour (HEC Montr´eal,
[email protected]), Peter Kort, Sihem Taboubi
ABSTRACT. We study the pricing strategies of firms belonging to a vertical distribution structure (marketing channel or supply chain) where a base and an optional contingent products are sold. Optional contingent products are characterized by unilateral demand interdependencies. That is, the base product can be used independently of a contingent product. On the other hand, the contingent product’s purchase is conditional on the possession of the base product. The problem is inspired from a pricing controversy in the e-book industry. We characterize the conditions under which the retailer practices a loss-leader pricing strategy, as well as when optional contingency mitigates the double-marginalization problem. We compare two business models, namely, wholesale pricing and revenue sharing.
Enfoque biobjetivo para planificar los flujos en una cadena de suministro con p´ erdidas de material Sebasti´ an Lozano (University of Seville,
[email protected]), Belarmino Adenso-Diaz
Acercamiento a la selecci´ on de estrategias de mitigaci´ on en la Gesti´ on de Riesgos de la Cadena de Suministro
ABSTRACT. Este trabajo usa un enfoque biobjetivo para planificar los flujos en una red de suministro con p´erdidas de material tratando de, simult´aneamente, minimizar los costes y las p´erdidas de material. Para ello se va a usar un enfoque de An´alisis por Envoltura de Datos (DEA) considerando una red de procesos formada por los diferentes nodos y arcos de la cadena de suministro. Se supone que est´an disponibles observaciones de los flujos de material en una serie de periodos anteriores, lo cuales se van a usar para definir la tecnolog´ıa DEA, esto es, los puntos de operaci´on factibles. El modelo biobjetivo propuesto busca dentro de ese conjunto de puntos de operaci´ on factibles aquel que da lugar a menores costes y menores p´erdidas de material.
Tatiana Andrea Castillo Jaimes (Universidad Industrial de Santander,
[email protected]), Carlos Eduardo D´ıaz Boh´ orquez
ABSTRACT. El reciente aumento de la globalizaci´on, los diversos eventos ocurridos (ataques terroristas, cat´astrofes naturales, incendios, etc.) y las acciones tendientes a aumentar la productividad en las organizaciones, han causado que su vulnerabilidad a imprevistos aumente considerablemente. Para tratar de contrarrestar y reducir dicha situaci´ on ha surgido la Gesti´ on de Riesgos en la Cadena de Suministro (SCRM – Supply Chain Risk Management) como un proceso que permita evaluar la situaci´ on actual del negocio e implementar actividades y/o estrategias para disminuir su vulnerabilidad. Sin embargo, dada la misma incertidumbre que gobierna las actividades entorno a la Cadena de Suministro, evaluar el resultado que conllevar´ıa la implementaci´ on de dichas estrategias y del mismo proceso SCRM es dif´ıcil y en ocasiones recae sobre los gerentes o un grupo de expertos. Por tal motivo, se ha analizado la creaci´ on de una herramienta que permita evaluar de forma a priori la selecci´ on de las estrategias.
6J: Other Applications I Auditorio 3B, 09:45-11:15 Session Chair: Tatiane Figueiredo
Metaheur´ıstica grasp para la optimizaci´ on de la red de nodos en la etapa de preprocesamiento de la simulaci´ on de la din´ amica de fluidos computacional
Relaci´ on entre el desempe˜ no de una cadena de suministro y el rendimiento financiero
V´ıctor Hugo Mart´ınez (Universidad Nacional Aut´ onoma de M´exico,
[email protected]), Mayra Elizondo
Carlos Arturo Delgado Alvarez (Polit´ecnico Colombiano Jaime ´ Isaza Cadavid,
[email protected]), Angela Mar´ıa Arroyave Holgu´ın, Luis Felipe Gaviria R´ıos
ABSTRACT. Abordamos el problema de optimizar una red de nodos para la simulaci´on de fluidos; particularmente, en la etapa de preprocesamiento de la simulaci´ on
ABSTRACT. Conectar el desempe˜ no productivo de la 32
The socio-technical team formation problem: computational complexity, formulation, facets and experimental analysis
se dise˜ na la red; cuya mala calidad de sus celdas poligonales incluye obtener malos resultados de convergencia, precisi´on y estabilidad en la simulaci´ on. Sin embargo, obtener una red de buena calidad requiere bastante tiempo de c´omputo y gran capacidad de memoria. Adem´as, dise˜ nar una red de buena calidad implica minimizar el sesgo equi´angulo. Esta investigaci´ on tiene como objetivo dise˜ nar una metaheur´ıstica aplicando el procedimiento de b´ usqueda avariciosa, aleatoria y adaptativa, GRASP por sus siglas en ingl´es, que contenga un evaluador del sesgo y que mida la desviaci´ on de los ´ angulos internos de una celda poligonal irregular con respecto a una celda poligonal regular; de tal forma que el evaluador pueda ser una herramienta para explorar las celdas y elija las mejores de la red para minimizar el sesgo equi´ angulo en un tiempo razonable.
Tatiane Figueiredo (Universidade Federal do Cear´ a,
[email protected]), Manoel Campˆelo, Ana Silva
ABSTRACT. We introduce a new combinatorial optimization problem referred to as socio-technical team formation problem (STFP), which arises from the formation of cooperatives teams by considering social and technical constraints between individuals. We initially prove the NP-hardness of STFP. Then, we present a binary integer linear programming formulation for the underlying problem and conduct a polyhedral study by deriving some facet-inducing inequalities related to its polytope. Three exact approaches based on the proposed formulation are tested on a set of 120 randomly generated instances with known optimal value. The experiments attest the efficiency of our implementations.
Identificaci´ on de patrones de pensamiento r´ apido y lento utilizando electroencefalogramas Josefa Lucas (P. Universidad Catolica de Chile,
[email protected]), Alejandro Mac Cawley
6K: Finance I
ABSTRACT. A diario nos enfrentamos a diferentes din´amicas que ponen a prueba nuestra mente. Daniel Kahnenam reconoce dos estructuras mentales asociadas a la toma de decisiones: la r´ apida, donde nuestra experiencia es la que nos gu´ıa, y la lenta, donde las acciones son meditadas y exhaustivamente racionales. Sin embargo, disponemos de un “presupuesto limitado” que podemos asignar a ciertas actividades y si se excede, se fracasa. En esta investigaci´ on se busca determinar mediante el uso de informaci´on de Electro Enc´efalo Gramas (EEG) el momento en que nos encontramos en cada uno de estos ”Sistemas”. Utilizando herramientas de investigaci´on operativa se busca caracterizar funciones y patrones matem´aticos, entre los sensores del encefalograma, que nos permita discernir en qu´e Sistema se est´ a operando en cada momento y su precisi´ on en la predicci´ on.
Sala 2, 09:45-11:15 Session Chair: Andr´e Salles
Jogos Vetoriais na Avalia¸c˜ ao do Posicionamento Cont´ abil de Empresas Brasileiras Nelson Hein (Universidade Regional de Blumenau,
[email protected]), Adriana Kroenke, Bianca Ce-con, Volmir Eugenio Wilhelm
ABSTRACT. O objetivo deste artigo ´e estabelecer o posicionamento cont´abil de empresas de metalurgia e siderurgia listadas na BMFBovespa utilizando a teoria dos jogos. S˜ao usados quatro lotes de indicadores econˆomicofinanceiros: liquidez, endividamento, rentabilidade e atividade. Para tal, as empresas representam as estrat´egias do jogador I e os indicadores econˆomico-financeiros representam as estrat´egias do jogador II. Para determinar os posicionamentos foram aplicados trˆes modelos, os quais pertencem a fam´ılia dos jogos multicriteriais. Para o primeiro modelo foram gerados os rankings R1 e R2, para o segundo, os rankings R3 e R4 e para o terceiro modelo, o ranking R5, totalizando cinco rankings. Os resultados mostram que os rankings obtidos refletem os dados coletados, ou seja, observa-se a adequa¸c˜ao dos modelos aplicados. Conclui-se que ´e poss´ıvel aplicar os modelos de Teoria dos Jogos para estabelecer posicionamentos de empresas
Optimizing a pinball computer player using evolutionary algorithms Sergio Nesmachnow (Universidad de la Rep´ ublica,
[email protected]), Facundo Parodi Moraes, Sebasti´ an Rodr´ıguez Leopold, Santiago Iturriaga
ABSTRACT. This article presents an evolutionary approach for the optimization of a computer player for video games. We develop an artificial intelligence for playing the pinball game and then optimize it applying a parallel evolutionary algorithm. Our proposal is compared against an approach which uses backtracking and local search, and against human players. This evolutionary computer player is able to improve between 43 33
Optimality of the exhaustible resource extraction in terms of a martingale fixed point characterization
ABSTRACT. Los problemas de optimizaci´ on combinatoria binaria son dif´ıciles conforme crece el tama˜ no de los casos y un algoritmo exacto tardar´ıa mucho en resolverlos. Por ello, es necesario desarrollar estrategias heur´ısticas que permitan encontrar una buena soluci´on factible. En el presente trabajo se muestra un modelo probabil´ıstico basado en la teor´ıa de campo medio, el cual involucra la funci´on objetivo y sus restricciones. Modelo que satisface las condiciones de Karush-Kuhn-Tucker mediante la relajaci´on de un problema binario. Se presenta un algoritmo basado en dicho modelo, el cual obtiene cotas superiores e inferiores a partir de una soluci´on factible. Los problemas de prueba seleccionados fueron KP, QKP y MKP. Se usaron casos reportados en la literatura y otros creados mediante el generador de Pisinger. Los resultados muestran que la diferencia entre las cotas es peque˜ na en ciertos casos, inclusive en tama˜ nos de grandes dimensiones.
Juri Hinz (UTS,
[email protected])
ABSTRACT. Diverse problems in the area of optimal resource management, exploration of natural reserves, pension fund management, and environmental protection can naturally be formulated under a unified framework, as stochastic control problems of a specific type. We show that solutions to these problems are characterized in terms of fixed-point equations for martingales, where the martingale fixed-point process represents a marginal price of the resource remaining in the reserve. We address the existence of the martingale fixed point and elaborate on efficient solutions of our control problems.
Cointegration and Causality between Crude Oil Prices and Macroeconomic Indicators of the Brazilian Economy
Bassline Composition for Alternative Rock using SDS and SA algorithms
Andr´e Salles (Federal University of Rio de Janeiro,
[email protected]), Pedro Almeida
Andr´es Zarta (Universidad de
[email protected]), Nubia Velasco
ABSTRACT. In many sectors of the economy, oil is directly present in the production chain. In other sectors, it is present in the production chain as the necessary energy to manufacture goods. This way the crude oil market is related to the macroeconomic indicators such as inflation index, industrial production indicators, exchange rate and capital market index. Many researches aim at establishing the stochastic process that can represent the movements of macroeconomic indicators through the oil price returns or variations that have been done in recent years. The purpose of this work is to study the relationship between crude oil prices and selected macroeconomic indicators of the Brazilian economy. To do that this work carried out cointegration and causality tests, from VAR estimations, and impulse response analysis. The data used in this study is monthly Brazilian macroeconomic indicators and the Brent oil type price in US$. The period of the sample used is from January 2002 to October 2015.
ABSTRACT. This research attempts to solve the problem of finding a “good” bassline to accompany a given melody and a given drumbeat following the structure of the alternative rock genre. The solution method is made up of different steps which include: determining the key of the song by using a matching algorithm that compares the notes in the melody with the notes that made up each key, fitting chords to the melody by constructing a graph of possible chord progressions using candidate chords selected through a matching algorithm and finding the shortest path in it, improvising basslines using these chords as guidelines through the use of stochastic diffusion search and simulated annealing algorithms, resulting in a combination of exploration and intensification techniques. Solutions must satisfy various constraints regarding their relationship with the drumbeat while maximizing the quality of the overall sound, measured as the bass/melody relationship.
7A: Mathematical Programming : Heuristics
Learning from explicit opposite based computing for Ants Algorithms
los
Andes,
an-
Nicol´ as Rojas-Morales (Universidad T´ecnica Federico Santa Mar´ıa,
[email protected]), Mar´ıa-Cristina Riff, Elizabeth Montero
Sala Matte, 11:45-13:15 Session Chair: Nicol´ as Rojas-Morales
ABSTRACT. This work presents a study of different opposite learning strategies for solving combinatorial problems using ant based algorithms. We propose a two phases approach: A prior opposite learning phase for discarding regions of the search space. In the second phase, this opposite knowledge is used by the selected ant based algo-
Un enfoque de campo medio para calcular cotas en problemas tipo mochila Juan Antonio Banda Moreno (Universidad Aut´ onoma de Nuevo Le´ on,
[email protected]), Jos´e Arturo Berrones ´ Santos, Jon´ as Velasco Alvarez
34
rithm for solving the original problem. The objective is to improve the search process of the ant algorithm maintaining its original design. We evaluate different strategies in terms of how opposite solutions can be constructed. The results obtained show that the opposition-based search help for improving the quality of the solutions found by these ant algorithms. Moreover, the best performance has been obtained using the Soft Opposite Learning strategy.
due to the number of crossings, streets, and traffic lights in the zone. We introduce an evolutionary algorithm to efficiently synchronize traffic lights and improve the average speed of buses and other vehicles. The experimental analysis compares the numerical results of the evolutionary algorithm against a baseline scenario that models the current reality. The results show that the proposed evolutionary algorithm achieves better quality of service improving up to 15.3
Heur´ıstica tipo restaura¸c˜ ao inexata para MINLP
Modelo entero mixto para horarios y sincronizaci´ on de recorridos de servicios nocturnos en el sistema de buses de la ciudad de Santiago
Daiane Gon¸calves Ferreira (DMA - IMECC -UNICAMP,
[email protected]), Marcia A Gomes-Ruggiero, Antonio Carlos Moretti
Cristiam Gil (Universidad de Chile,
[email protected]), Cristian Cortes, Antonio Gschwender, Cesar Nunez, Pablo A Rey
ABSTRACT. Neste trabalho apresentamos um m´etodo heur´ıstico, baseado nas ideias de Restaura¸c˜ ao Inexata, para solu¸c˜ao de problemas MINLP. No algoritmo incorporamos a estrat´egia Feasibility Pump na fase de restaura¸c˜ao, onde controlamos a viabilidade do iterando, e na fase de minimiza¸c˜ ao buscamos melhorar o valor da fun¸c˜ao objetivo resolvendo um MILP com as restri¸c˜oes n˜ao lineares relaxadas e o valor do gradiente no ponto restaurado como vetor de custos. Al´em disso, adicionamos uma restri¸c˜ao ao problema que exige decr´escimo no valor da fun¸c˜ao objetivo. O m´etodo foi implementado no MATLAB, onde utilizamos o algoritmo de Programa¸c˜ao Quadr´atica Sequencial, incorporado na rotina fmincon, para resolu¸c˜ao dos Problemas N˜ ao Lineares e fizemos a interface com o Cplex para resolver os MILPs. Testes realizados com problemas da biblioteca MINLPlib sugerem que o algoritmo ´e eficiente na localiza¸c˜ ao de minimizadores locais, encontrando a melhor solu¸c˜ ao conhecida para boa parte dos problemas testados.
ABSTRACT. Los operadores del sistema de transporte p´ ublico de la ciudad de Santiago deciden los horarios de salida de sus buses cumpliendo con las restricciones operativas que imponen las autoridades de Transantiago, en particular, respecto a frecuencias como capacidades ofrecidas, dentro de ciertos rangos por tramo horario. Como la operaci´on basada en frecuencias podr´ıa resultar en tiempos de espera muy elevados e incertidumbre para el usuario, y por lo tanto, en un nivel de servicio deficiente para los pasajeros, Transantiago defini´o como pol´ıtica de operaci´on, que algunos de los servicios nocturnos operen con horarios predeterminados y sean coordinados. En este trabajo, se propone un modelo de programaci´on entera mixta para definir horarios (timetables) en las diferentes estaciones de transferencia. Estos horarios consideran la opci´on de retener algunos buses en ciertas estaciones, de forma tal de poder realizar las transferencias y sincronizar mejor los recorridos de diferentes l´ıneas.
7B: Logistics and Transportation : Public Transportation I
Risk aversion measures in rapid transit network design
Sala Colorada, 11:45-13:15 Session Chair: Wilson I. Pereira
Luis Cadarso (Rey Juan Carlos University,
[email protected]), Esteve Codina, Laureano Escudero, Angel Marın
Traffic light optimization for Bus Rapid Transit using a parallel evolutionary algorithm: the case of Garzon Avenue in Montevideo, Uruguay
ABSTRACT. Rapid transit network design is highly dependent on the future system usage. These spatially distributed systems are vulnerable to disruptions: during daily operations dierent incidents may occur. Despite the unpredictable nature of them, efective mitigation methods from an engineering perspective should be designed. In this paper, we present several risk averse measures for risk reduction in the rapid transit network design problem based on a set of finite scenarios to represent the disruptions’ uncertainty. As a counter-parts of the typical risk neutral strategy, some measures that are presented are aiming to minimizing the impacts of the worst scenario in the network operation, and another additionally, takes
Sergio Nesmachnow, Efrain Arreche, Renzo Massobrio, Christine Mumford, Carolina Olivera, Pablo Vidal
ABSTRACT. This article proposes the design and implementation of a parallel evolutionary algorithm for public transport optimization on Garzon Avenue, Montevideo, Uruguay. This is an interesting complex urban scenario, 35
Pricing and Composition of Multiple Bundles of Products and Services and Multiple Market Segments
into account dierent risk reduction profiles. Some computational experience is presented.
Alejandro Cataldo (Pontificia Universidad Cat´ olica de Chile,
[email protected]), Juan-Carlos Ferrer
7C: Marketing I
ABSTRACT. Este paper analiza el problema que enfrenta una empresa que debe determinar el precio y la composici´on ´optima de un grupo de paquetes de productos/servicios que desea ofrecer en m´ ultiples segmentos de mercado. El problema es enfrentado como un problema de programaci´on no lineal en variables mixtas, el que enfrentamos mediante el uso de Metaheur´ısticas. Dise˜ namos un m´etodo de dos etapas: (1) b´ usqueda de una soluci´ on de partida determinando la composici´on de los paquetes a trav´es del uso del m´etodo propuesto por Bitran y Ferrer(2007), y fijando el precio de estos paquetes mediante una optimizaci´on por gradiente conjugado y (2) mejoramiento a trav´es del uso de diversas Metaheur´ısticas: Tabu Search, Simulating Annealing y Genetic Algorithm. Los resultados obtenidos muestran que se generan beneficios econ´omicos adicionales mediante nuestro enfoque. En nuestro ejemplo de trabajo, vemos que el aumento de la utilidad es de cerca de un 18
Auditorio 1, 11:45-13:15 Session Chair: Andres Musalem
Non-linear tariffs as a vertical control tool in distribution channels Roberto Mu˜ noz (Universidad T´ecnica Federico Santa Mar´ıa,
[email protected]), Luis Acosta, Natalia Saldias
ABSTRACT. In this paper, we evaluate the effectiveness of a non-linear tariffs contract to achieve perfect coordination in a supply chain in the presence of inventory decisions and price sensitive final demands. In the simplest model, we focus on a distribution channel formed by a single wholesaler and a single retailer who acts independently and maximize their own benefits under complete information. We show that when the wholesaler can establish a contract implementing non-linear tariffs with the retailer, we can easily reproduce the benefits of vertical integration. The strategy is not only simpler than alternative approaches found in the literature, but it is also easily extended to more general settings as the one presented in the second part of this article, where the solution arises as a Nash equilibrium.
Estimating customer spill-over learning of service quality: A hierarchical Bayesian approach Andres Musalem (Universidad de Chile,
[email protected]), Yan Shang, Jing-Sheng Song
ABSTRACT. Estimating customers’ learning from their experiences has attracted researchers interests in recent years due to its importance for making investment decisions to improve service quality. In this paper, we propose a novel and general Bayesian hierarchical learning framework for estimating customers’ spill-over learning. Here we define ”spill-over” learning as customers’ learning from their previous experiences of similar yet not identical service encounters. Specifically, we apply our model to a one-year shipping/sales historical data provided by a world-leading third party logistics company. We estimate customers’ learning from adverse shipping experiences with this logistics company by modeling customers’ purchasing decisions, such as shipping frequency and third-party logistics company choice. By studying customers reactions to adverse experiences, we are able to attach a dollar value to providing favorable and unfavorable service experiences to clients.
Competition and Service Positioning George Hadjinicola (University of Cyprus,
[email protected]), Christakis Charalambous, Andreas Soteriou
ABSTRACT. We build on existing work on product positioning and service development, and present a new method for service positioning that considers both tangible and intangible attributes. The new service positioning method is based on a product positioning method proposed in the literature which uses the neural network methodology of Kohonen’s self-organizing map. The method incorporates the concept of rings of influence, where a firm evaluates individual consumers and decides on the intensity to pursue a consumer, based on the probability that this consumer will purchase a competing product/service. The method has several advantages over earlier work. First, no limitations are imposed on the number of competing services and second, the method can position multiple services in multiple market segments. We present a number of examples of applying the method, demonstrating the computational efficiency of the method.
7D: Sustainability II Auditorio 7, 11:45-13:15 Session Chair: Frederik Schulte 36
Food Waste to Energy: A Two-Stage Modeling Approach for Optimizing the Supply Chain Network
of the most emission-intensive processes, closely related to the initiating pushback process – that may determine the taxiing duration. Possible approaches for this problem are simulation and optimization models for an effective management of pushbacks as resources at the airport. Airside operations at major airports involve a complex interplay of many operations and parties and therefore need to be planned and optimized in a coordinated fashion. Yet, existing approaches have not been applied in a comprehensive planning environment for airside operations. In this work, we develop an algorithm-based relocation approach for pushback vehicles that enables an effective minimization of waiting times and emissions during the taxiing process. These algorithms are evaluated in a realistic simulation environment of a real-world case.
Hayri Onal (University of Illinois at Urbana-Champaign,
[email protected]), Mengye Chen
ABSTRACT. We present a two-stage MIP modeling method to determine an optimal supply chain network for converting food waste into energy and other value products. Stage-1 groups the waste sources into multiple compact clusters each served by a single pre-treatment facility. Stage-2 uses this information as input and finds the optimum routing of delivery vehicles within each cluster. The result is an approximation to the true optimum solution, which may be computationally intractable when working with too many waste sources, but we find that the accuracy is good. We present an empirical application to a large metropolitan area, Shenzhen, China. Currently the food waste is sent to landfills and part of its oil component is recycled and marketed as cooking oil by an illegal sector. Due to health safety concerns, the City plans to develop a centralized food waste-to-energy system. Our results show that an optimally designed system can be economically viable and also provides environmental benefits.
7E: Finance II Sala 5, 11:45-13:15 Session Chair: Gonzalo Cortazar
Evaluation of Counterparty Risk for Derivatives with Early Exercise Features Mich`ele Breton (HEC Montr´eal,
[email protected]), Oussama Marzouk
La democracia participativa para la toma de decisiones en el manejo del capital natural
ABSTRACT. We introduce an efficient approach to evaluate counterparty risk and we compute the Credit Valuation Adjustement for derivatives having early exercise features. The computation model is based on a Dynamic Programming representation of the both the vulnerable and the risk-free Financial instruments, coupled with spectral interpolation of the value function. The approach is very flexible and can account for wrong-way risk and various models for the underlying risk factor’s dynamics. Numerical experiments are presented to illustrate the versatility of the method and its efficiency with respect to the approaches that are currently used in the industry.
Francisco Javier Sahagun Sanchez (Departamento de Pol´ıticas P´ ublicas, Universidad de Guadalajara,
[email protected]), Laura Plazola Zamora
ABSTRACT. El presente estudio explora la viabilidad de aplicaci´ on de un m´etodo de apoyo a la decisi´on en el a´mbito de la gobernanza ambiental y la democracia participativa para el manejo y conservaci´ on del capital natural y la biodiversidad en un caso de estudio en la Reserva de la Bi´ osfera Sierra del Abra Tanchipa en M´exico, como parte de los esfuerzos institucionales y de Organizaciones no Gubernamentales para promover el empoderamiento de los actores. Se resalta la efectividad de los mecanismos de participaci´ on deliberativos para la definici´ on de criterios de decisi´ on y el logro de consensos grupales.
The Relationship between Spot and Future Prices in the Copper International Market Andr´e Salles (Federal University of Rio de Janeiro,
[email protected])
ABSTRACT. The copper spot price is the determining guideline parameter for trading of this commodity in the international market and the derivatives market are crucial in the formation of the spot market price. This work aims to study the relationship between copper spot price and the copper futures contracts traded on the LME in London, seeking to establish a stochastic relationship that allows to obtain this metal price expectations in the short term through the future price. For the construction of more adequately price forecast models, copper
Reducing Airport Emissions with coordinated Pushback Processes: A Case Study Frederik Schulte (University of Hamburg, Institute of Information Systems,
[email protected]), Branko Bubalo, Stefan Voss
ABSTRACT. Empirical research has shown that airside operations form a significant percentage of overall airport related emissions. Among those operations taxiing is one 37
parices time series in the spot and futures markets are studied.re. The construction of these prediction models took into account other hypothesis such as non-normality and the conditional heteroskedasticity of price and return time series. The data used in this study comprise time series of daily copper prices traded in the spot and the futures markets, for three months ahead, spaning from of September 2006 to March 2016 in US$ per ton.
Empirical Performance Derivative Models
of
do vetor. Para a aplica¸c˜ao, foi utilizada a metodologia PROMETHEE GDDS para obter uma ordena¸c˜ ao final para os bairros que represente o ponto de vista dos diversos decisores envolvidos. Portanto, ao diagnosticar quais os n´ıveis de prioridades existentes, ´e poss´ıvel destinar de maneira mais eficaz os recursos p´ ublicos.
Processo decis´ orio para a elabora¸ c˜ ao da grade de cursos t´ ecnicos em uma rede de escolas profissionalizante no brasil
Commodity
Tatiane Mota de Souza Rodrigues Figueiredo (Instituto Tecnol´ ogico de Aeron´ autica ITA,
[email protected]), Lu´ıs Gonzaga Trabasso, Juliana de Souza Hyczy Hamberland, Mischel Carmen Neyra Belderrain, Amanda Cecilia Sim˜ oes Da Silva
Gonzalo Cortazar (Pontificia Universidad Catolica de Chile,
[email protected]), Simon Gutierrez, Hector Ortega
ABSTRACT. The valuation of commodities contingent claims depends on the drift of the process (futures) but also on the volatility (options). We compare the empirical performance of a model with constant volatility (CV) with one with a stochastic volatility specification (SV)for oil, copper and gold. First, the CV model is a better alternative for futures but for options errors may be large. Second, the longer the option maturity, the less relevant are the differences in pricing errors. Third, the higher complexity of the SV model is reflected in larger execution times. Fourth, the results of the SV model, applied for the first time to gold and copper, strongly suggest the presence of unspanned stochastic volatility components in all three commodities. Choosing the best model to implement in a real situation depends on the objectives pursued and on the tradeoffs between effort and precision. The results presented are not only new, but also relevant from a practitioner point of view.
ABSTRACT. A crescente demanda por cursos profissionalizantes no Brasil impulsionou o surgimento de cursos t´ecnicos, em diversas ´areas, para atender a curto e m´edio prazo a escassez de m˜ao de obra qualificada para as ind´ ustrias no pa´ıs. O atual cen´ario pol´ıtico-econˆ omico brasileiro, culminou na redu¸c˜ao or¸cament´aria para a educa¸c˜ao subsidiada por programas federais, entre eles, o Programa Nacional de Acesso ao Ensino T´ecnico e Emprego (PRONATEC). Desta forma existe a necessidade de reestrutura¸c˜ao tanto de gastos quanto de cursos a serem ofertados pelas institui¸c˜oes credenciadas para atender a demanda do programa. Este artigo tem como objetivo identificar quais as melhores alternativas, para determina¸c˜ao de quais cursos t´ecnicos, devem ser mantidos em uma rede de escolas t´ecnicas profissionalizante. O problema decis´orio ´e estruturado com a abordagem Value Focused Thinking (VFT) e resolvido com o m´etodo Analytic Hierarchy Process (AHP). com abordagem Ratings.
7F: RED-M: MCDA application I Auditorio 6, 11:45-13:15 Session Chair: Mischel Carmen Neyra Belderrain
Identifica¸c˜ ao de alternativas para redu¸ c˜ ao dos custos com energia el´ etrica nas ind´ ustrias utilizando um m´ etodo multicrit´ erio de decis˜ ao
Proposta de um modelo multicrit´ erio de apoio a decis˜ ao para prioriza¸c˜ ao de regi˜ oes atingidas pelo aedes aegypti no munic´ıpio de mossor´ o-rn
Sandro Lima Bernieri (SENAI/RS,
[email protected]), Lu´ıs Gonzaga Trabasso, Alex Kuhnen, Paulo Alberto Macedo Vieira Violada, Mischel Carmen Neyra Belderrain
Thomas Gon¸calo (Universidade Federal Rural do Semi´ arido e Universidade Federal de Pernambuco,
[email protected]), Jo˜ ao Lopes, Ester Teixeira, Pl´ acido Queiroz
ABSTRACT. A busca por solu¸c˜oes tecnol´ogicas que oportunizem economia de recursos humanos e de materiais ´e fundamental para o desenvolvimento sustent´ avel da sociedade, das ind´ ustrias e para preserva¸c˜ao do meio ambiente. O atual cen´ario pol´ıtico-econˆomico brasileiro, a crise h´ıdrica e interven¸c˜oes equivocadas do governo no setor el´etrico resultaram num significativo aumento dos custos com eletricidade para toda a popula¸c˜ao brasileira, e para as ind´ ustrias. Este artigo tem como objetivo apresentar um estudo de caso para identificar quais as melhores alternativas para minimiza¸c˜ao dos custos em energia el´etrica
ABSTRACT. A sa´ ude p´ ublica est´ a vivenciando um grande problema atualmente, a prolifera¸c˜ ao do mosquito Aedes Aegypti, transmissor da dengue, al´em de ter sido associado a outras doen¸cas, entre elas a febre Chikungunya e a febre pelo v´ırus Zika. Este estudo propor um modelo multicrit´erio para prioriza¸c˜ ao dos bairros de uma cidade quanto ` a aten¸c˜ ao no combate ` a prolifera¸c˜ao 38
nas ind´ ustrias. O problema decis´ orio ´e estruturado com a abordagem Value Focused Thinking (VFT) e resolvido com o m´etodo Simple Multiattribute Rating Technique (SMART). Dois cen´ arios foram gerados para uma melhor An´alise de Sensibilidade.
new graph. The problem is known to be NP-hard even for polyhedral norms (l1). We present different Mixed Integer Non Linear Programming (MINLP) formulations for the problem and different decomposition strategies to solve it efficiently. Some preliminary computational experiment run in Gurobi are reported. Finally, we present different versions of the problem that allows a similar treatment, e.g., if the distances between nodes are measured as the maximum distance between balls, or the case when the radius of the neighborhoods also vary (contributing to the overall cost of the tree).
Using TODIM under imprecision and uncertainty conditions: application to the suppliers development problem Javier Pereira (Tecnologico de Monterrey,
[email protected]), Luiz Flavio Autran Monteiro Gomes, Elaine C.B. de Oliveira, Pilar Arroyo
Pairwise connection restoration problems in networks
ABSTRACT. In different industries where the demands of end customers for faster and more reliable deliveries, better quality and lower prices increases, success strongly relies on supplier development. In this article, the TODIM multicriteria method is used to propose a ranking of suppliers for development in a real context defined by the Mexican aerospace industry. Given that poor information on available input data is observed, an extension of the TODIM multicriteria method is used to solve the problem. It utilizes preference thresholds to model imprecision and Monte Carlo simulation to deal with uncertainty. Outcomes of the standard TODIM and the extension are compared, which reveals the effect of both imprecision and uncertainty.
Igor Averbakh (University of Toronto Scarborough,
[email protected]), Jorge Pereira
ABSTRACT. We consider the problem of finding an optimum schedule for restoring a transportation network destroyed or damaged as a result of an extreme event (disaster). The extreme event destroyed connectivity between vertices which needs to be restored as soon as possible. For each pair of vertices, a due date for restoring the connectivity of the pair is given. The restoration speed, defined by available resources, is constant. The restoration crews can access any part of the network at any time. It is required to find an optimal schedule of restoration activities that minimizes the maximum lateness of vertex pairs. We discuss complexity of the problem and its structural properties, a mixed-integer linear programming formulation, and present a branch-and-bound exact algorithm and results of computational experiments.
7G: Scheduling and Combinatorics: Optimization in Graphs Auditorio 2A, 11:45-13:15 Session Chair: Nelson Maculan
Heuristic approach for the split-demand one-commodity pickup-and-delivery travelling salesman problem
On minimum spanning trees with normbased neighborhoods V´ıctor Blanco (Universidad de Granada,
[email protected]), Elena Fern´ andez, Justo Puerto
Juan Jos´e Salazar Gonz´alez (Universidad de La Laguna,
[email protected]), Hipolito Hernandez Perez, Beatriz Santos Hernandez
ABSTRACT. We present here an uncertain version of the classical minimum spanning tree problem. We are given a graph G=(V,E) embedded in a d-dimensional space. For each vertex v, we consider a lp-ball (neighborhood) centered at v and with a given radius. The neighborhood (ball) models the uncertainty in the vertex location. The goal is then to find a minimum spanning tree of the graph whose vertices (that must be determined) belong to each of the balls (each neighborhood contributes exact one node to the tree), the edges are labeled by E, and the edges-weights are the (unknown) lq-norm distances between the (also unknown) nodes. Hence, several decision have to be taken simultaneously: (1) the optimal location of the nodes of the tree; (2) the lq-norm distances between those points; and (3) the minimum spanning tree for the
ABSTRACT. We propose an approach to design mincost routes for a vehicle moving a commodity between customers, allowing two characteristics uncommon in the pickup-and-delivery literature. One characteristic is that a customer is allowed to be visited several times. The other characteristic is that customers may be used as intermediate locations to temporarily collect and deliver product. We describe a math-heuristic approach that iteratively applies a constructive phase and an improvement phase. The constructive phase represents each customer by a set of nodes, decomposes each customer demand into partial demands associated to its nodes, and solves a one-commodity pickup-and-delivery TSP with a variable neighbourhood search. The improvement phase is a branch-and-cut procedure to optimize some partial routes 39
of a given initial solution. Exhaustive computational results on benchmark instances demostraste the good performance of the approaches when solving instances with up to 500 customers.
(DU) considerando integralmente los procesos que soportan este servicio. Por lo anterior, en el art´ıculo se propone un modelo matem´atico que pretende mejorar los tiempos de espera y la efectividad del triage, logrando as´ı una mejora en la calidad del servicio. Para la construcci´ on y validaci´on del modelo se tom´o como caso de estudio la Cl´ınica Universidad de La Sabana –Colombia- para determinar la frecuencia y el volumen de pacientes en el DU, logrando entender la din´amica del sistema y factores que inciden directamente en los tiempos de espera y el n´ umero de pacientes en cola del departamento de emergencias.
Mixed integer linear optimization models with a polynomial number of variables and constraints for some classical combinatorial optimization problems: the Steiner tree problem in graphs Nelson Maculan (Federal University of Rio de Janeiro,
[email protected]), Laura Bahiense, Arthur Besso
Gesti´ on de inventarios de productos perecederos: caso de las plaquetas sangu´ıneas
ABSTRACT. We present mixed integer linear optimization models with a polynomial number of variables and constraints for combinatorial optimization problems in graphs: optimum elementary cycles, optimum elementary paths even in a graph with negative cycles, and optimum trees (whose Steiner tree problem) problems. When we have to solve small and median size combinatorial optimization problems using commercial codes of mixed integer linear optimization as CPLEX, XPRESS, GUROBI, etc., the use of branch and cut techniques needs a hard work of implementation. For the traveling salesman problem (TSP) and the Steiner tree problem (STP) in graphs, one uses mathematical models with an exponential number of constraints to avoid subtours, these constraints are generated step by step. We present 0-1 mixed linear optimization problems using nonsimultaneous flows for avoiding subtours. For the Steiner tree problem in graphs, we present interesting numerical results of linear relaxations of these models.
Mikel Lezaun (Universidad del Pa´ıs Vasco - UPV/EHU,
[email protected]), Carlos Gorria, Mikel Lezaun, Francisco Javier Lopez
ABSTRACT. La optimizaci´on de la producci´on de concentrados de plaquetas sangu´ıneas es importante para conseguir una mejor utilizaci´on de los recursos m´edicos. La gesti´on de su inventario es complicada debido a la corta caducidad, cinco d´ıas, a que s´olo se produce en d´ıas laborables y se transfunde todos los d´ıas, y a que la demanda es incierta y no admite demora. Esto suele generar un exceso de producci´on, lo cual conlleva unas altas tasas de caducidad y un aumento de los costes econ´omicos, dado que se trata de un producto caro. Se presenta aqu´ı un modelo de producci´on de concentrados de plaquetas que toma como referencia la pr´ actica del Centro Vasco de Transfusi´on y Tejidos Humanos (CVTTH). El modelo sigue una pol´ıtica FIFO de suministro y estima la producci´on y caducidades diarias con m´etodos estad´ısticos y probabil´ısticos. El resultado de su aplicaci´on en el CVTTH es una reducci´on del 70
7H: Healthcare - Logistics and Supply Chain in Healthcare
A mathematical model for the relocation problem of medical emergencies vehicles in Colombia
Auditorio 3A, 11:45-13:15 Session Chair: Flavia Haweroth
Jenny D´ıaz Ram´ırez (Pontificia Universidad Javeriana Cali,
[email protected]), Juan Sebasti´ an Herrera Cobo, Cristian Armando Mosquera, Mar´ıa Gulnara Baldoqu´ın de La Pe˜ na
-LATE CANCELLATIONModelo matem´ atico para la gesti´ on del flujo de paciente en el departamento de urgencias. Caso de estudio
ABSTRACT. Logistic problems faced by a medical emergencies services provider are usually split in vehicle location, dispatching and relocation decisions. The first one defines the system kick-off, that is, it identifies where the vehicles must stay waiting for a call, in order to satisfy or pursue given performance indicators. The second one selects the vehicle that must be sent to provide the service; and finally, once a vehicle leaves its position, the need to relocate the vehicles is verified and the required movements must be determined. This work develops a vehicle relocation mathematical model that fits the operational conditions of a provider of these services in Cali,
Andres Hurtado, Laura Amaya, Sebastian Hurtado, Alejandra Quintana
ABSTRACT. El departamento de urgencias de los hospitales es un servicio vital, no obstante, la mala gesti´on de ´estos ha generado impactos negativos sobre el sistema. De acuerdo a estudios previos, el principal problema radica en los largos tiempos de espera y la inadecuada priorizaci´on en el triage; el reto se centra en la optimizaci´on del flujo de pacientes en el departamento de urgencias 40
Colombia. It adopts recent approaches that include a preparedness measure that is used as a minimum threshold. Our proposal optimizes this measure considering type of service and type of vehicle, among other company policies. It was validated with company’s real data. Improvements and computational results are discussed.
and how to deliver the relief items. We propose a mixed integer-programming model. The mathematical model is a tool to support decision-making in the preparation phase, and after a disaster could be useful to re-allocate resources. The proposed methodology is applied in Chile.
Designing robust supply chain: a methodological approach by using binary programming
Otimiza¸ c˜ ao do Roteiro de Distribui¸c˜ ao de Materiais no Sistema P´ ublico de Sa´ ude na Cidade de Joinville
Andr´es Polo (Uniagraria,
[email protected]), Dairo Mu˜ noz, Rafael Tordecilla
Flavia Haweroth (Universidade Federal de Santa Catarina,
[email protected]), Ana Paula Nunes Duarte, Vanina Macowski Durski Silva
ABSTRACT. Supply Network Design (SND) is a strategic option to develop the supply network to get better performance in terms of productivity, competitiveness and sustainability. The present study presents a robustness paradigm on SND problems. This research is oriented to proposing a methodological approach for designing the supply network, considering perturbation parameters, robustness requirements, and performance features were qualitatively and quantitatively identified and the impact of the perturbation parameters on the robustness requirements and the performance features which have been determined. The methodology was validated on milk supply network, especially in storage and refrigeration process, where the primary milk distribution network was made by SND and robustness parameters jointly. The SND problem was attended the location of cooling tanks, assignment of producers for the tanks, and calculations of system capacity. The goal of this research is to identify the most robust and cost efficient configuration.
ABSTRACT. O conceito de Gerenciamento da Cadeia de Suprimentos, que j´a ´e amplamente conhecido e aplicado por empresas do setor privado, tamb´em pode ser adaptado ao setor p´ ublico, no entanto a sistem´ atica de contrata¸c˜ao e os entraves do sistema licitat´ orio s˜ ao barreiras para seu efetivo uso. As atividades de transporte e administra¸c˜ao de estoques representam um alto custo para qualquer empresa, inclusive para um almoxarifado p´ ublico, e as ferramentas de roteiriza¸c˜ ao de ve´ıculos s˜ ao fundamentais na redu¸c˜ao destes custos. Este artigo se prop˜ oe a aplicar uma heur´ıstica de resolu¸c˜ ao do Problema de Roteiriza¸c˜ao de Ve´ıculos em um almoxarifado do sistema p´ ublico de sa´ ude na cidade de Joinville, no Brasil, propondo assim uma rota alternativa de distribui¸c˜ ao f´ısica. As rotas atuais e propostas pela heur´ıstica s˜ ao comparadas a fim de encontrar melhora. O resultado foi satisfat´ orio, e mostrou uma redu¸c˜ao de 18,3
7I: Supply Chain : Design Auditorio 2B, 11:45-13:15 Session Chair: Rosa Gonzalez
Optimal forest supply chain design considering clusters conformation and production scale influence
Distribution network design in the preparation phase in disaster management
Gabriela Corsano (Instituto de Desarrollo y Dise˜ no (INGAR, CONICET-UTN), Santa Fe, Argentina.,
[email protected]), Nicolas Vanzetti, Jorge M Montagna
Pamela P. Alvarez (Universidad Andres Bello,
[email protected]), Andres Bronfman, German Paredes Belmar
ABSTRACT. The supply chain (SC) is formed by a large number of participants, including production units, suppliers and customers. Its successful operation depends on the agreement and coordination of the involved facilities. Therefore, it is necessary to consider aspects such as the harvesting and distribution of raw materials, products and by-products, so as to ensure that products are produced and distributed correctly. In particular, the forest SC has a large number of participants, which by its heterogeneity, poses interesting integration challenges to be faced. In the Argentinean context, the forest industry is one of the most important topics of interest, as defined by MINCyT (the local Ministry of Science and Technology). It turns out to be a sector of high economic attractiveness that has great potential for growth, mainly due to
ABSTRACT. The disaster management has to contribute in to minimize the adverse effects of disasters. One of the main purposes is reduce the suffering of the population. This can be achieved by delivering relief items efficiently and effectively. This is a relevant task in the response phase, when the population is more vulnerable. But, it is not easy. The preparation phase plays a key role because it supports and facilitates the response. In this work, we focus in the preparation phase and we develop a methodology to the distribution network design in a strategic level, with the objective of deliver relief to the victims of a disaster efficiently. The main decisions are where to localize aid centers, which type of centers 41
the possibilities of increasing and improving productivity through the application of various types of technologies. Moreover, the continuous increase in energy requirements and the need of new sources of environmentally friendly energy has driven the development of bioenergy, in particular second generation biofuels, those produced from raw materials that do not compete with the food sector. Considering these matters and the large amount of wastes generated by the forest industry, biofuel production is an attractive option for adding value to the forest SC. Taking into account the characteristics of the involved industries in supply chain, the scale of production of various factories is a critical topic when selecting the location and sizing of the production plants. The installation of large size plants reduces the fixed and operative costs, but it increases the transportation costs due to the movements of high volume of raw materials, residues and products. Therefore, there is a tradeoff between industry scale and transportation issues. In this way, the option of smaller size plants located near to raw material sites seems to be more attractive. Another key element to be considered is the integration among the involved plants. In the forest industry there are several relations among the different production plants, as well as an important competition for the use of raw materials, residues and byproduct. In this sense, grouping plants forming clusters can be a good option to improve resource sharing and its use, and thus reducing costs. This is a particular feature of this industry, which states several alternative integration scenarios and that it is worth to be studied. Mathematical programming represents a useful tool for designing and planning the operations involved in the SC. The aim of this work is to present a mixed integer linear programming model for the optimal design and strategic planning of a forest SC. The model considers different production plants (sawmills, woodboards, pellets, and biorefineries) with the possibility of being installed in different places. Raw materials will be acquired from various sites with different species of trees and qualities. Each factory will produce diverse types of products to be distributed in several areas of consumption. Different decisions such as facilities location and size, material flows, alternative uses of the materials, etc. are effectively considered and the optimal integration of the SC is attained. Thus, the simultaneous optimization allows analyzing and assessing the different involved tradeoffs and the network performance in a comprehensive way. Installation of clusters is compared with the individual factories. A detailed analysis of has on the transportation and production cost, and residues, by-products and products production and distribution, as well as the effect of the production scale in the chain, is presented.
Ramirez
ABSTRACT. En este trabajo se analiza un problema donde una compa˜ n´ıa tiene que surtir la demanda solicitada por minoristas de un producto espec´ıfico. Para hacer esto, cuenta con una flotilla de veh´ıculos, cada uno de ellos asignado a un repartidor. El problema recae en que la compa˜ n´ıa debe hacer el dise˜ no territorial para que el repartidor surta los pedidos de los clientes contenidos en cada distrito. El objetivo de la compa˜ n´ıa es minimizar la dispersi´on de los distritos para que los despachadores no tengan que hacer viajes por toda la ciudad. Adem´ as, no debe perder de vista que los distritos tienen que estar lo mejor balanceados posibles para que los repartidores hagan un esfuerzo similar al surtir los pedidos. Una vez que los repartidores conocen a los minoristas que van a surtir, ellos son libres de dise˜ nar el ruteo. Como se procura que los clientes est´en satisfechos con el servicio, el criterio para hacer el ruteo ser´a orientado en los minoristas. Es decir, cada despachador intentar´a minimizar la latencia; esto es, la posici´on promedio que tienen los minoristas en el ruteo. El repartidor debe tomar en cuenta algunas consideraciones al momento de hacer su ruteo: la capacidad del veh´ıculo (aunque puede hacer m´ ultiples viajes al centro de distribuci´on para resurtir), la duraci´ on del d´ıa laboral, debe cubrir toda la demanda del minorista, que visite a todos los clientes una sola vez y que no haya ciclos en la ruta. Es necesario resaltar que las rutas que hagan los repartidores pueden ser muy costosas dado el criterio utilizado para construirlas. La compa˜ n´ıa tiene un presupuesto limitado para gastar en el ruteo de los minoristas. En el caso en que el ruteo exceda el presupuesto, la compa˜ n´ıa deber´a desechar el dise˜ no territorial realizado porque es muy costoso. Entonces, deber´a elegir otra configuraci´on de minoristas-repartidores tal que despu´es de hacer los ruteos basados en la latencia se cumpla con esa restricci´on de presupuesto. Esta situaci´on puede ser modelada como un problema de programaci´on binivel donde el problema del nivel superior le corresponde a la compa˜ n´ıa y el problema del nivel inferior a los repartidores. Este u ´ltimo puede ser visto como un problema con m´ ultiples seguidores independientes ya que cada repartidor tiene que atender a los minoristas de su distrito u ´nicamente. Resumiendo lo anterior, en el nivel superior se toma la decisi´on de dise˜ nar los distritos, es decir, la asignaci´ on de minoristas a repartidores; mientras que en el nivel inferior cada minorista debe elegir la mejor forma de hacer el ruteo de todos los minoristas en su distrito.
7J: Education I
Un problema binivel de redistribuci´ on de distritos en una cadena de suministro
Auditorio 3B, 11:45-13:15 Session Chair: Cristian Palma
D´ amaris Arizhay D´ avila (UANL,
[email protected]), Jos´e-Fernando Camacho-Vallejo, Rosa Guadalupe Gonz´ alez
42
Model of allocation of classes focusing on minimization of the number of classrooms used per class
The use of the multiple knapsack problem in strategic management of universities case study Dorota Kuchta (Wroclaw University of Technology,
[email protected]), Radoslaw Rynca, Dariusz Skorupka, Artur Duchaczek
Joaquim Cunha Jr. (Centro Universit´ ario de Belo Horizonte UniBH,
[email protected]), Ana Fl´ avia Bitencourt De Andrade
ABSTRACT. In the literature there are many methods and tools that can be helpful in strategic management of universities. Some of them are related to the aspect of sustainability, in terms of balancing the level of fulfillment of different objectives, often conflicting, which must be considered when building strategies. These tools include portfolio analysis methods. However, their use is often intuitive and detached from the quantitative aspects of management, such as, for instance, cost. This article presents a proposal of the modification of the portfolio methods application through the use of one of discrete optimization problems, namely - the multiple knapsack problem. The proposal is applied to a selected university. The case study is presented and discussed.
ABSTRACT. In every beginning of an academic period, higher education institutions need to allocate classes in the classrooms available on their physical structures. This allocation problem is known in the literature as University Timetabling. At the University Center of Belo Horizonte (UniBH), this activity is done manually, being very expensive. A mathematical model oriented to minimize the total of rooms used per class in the institution was formulated considering its particularities. The proposed model sought to automate the classes allocation process, aiming to improve the use of the institution’s infrastructure. In order to validate the model, tests were performed with real data from previous semesters and the results gave viable solutions to the problem with acceptable computational costs. The comparison between the results of the allocation performed manually and the computational allocation was encouraging. Finally, based on the results, a future model improvement will be discussed.
A model for teaching assistant selection and practical sessions scheduling at universities Pamela Riffo (Universidad del Desarrollo,
[email protected]), Cristian Palma, Pablo Gonz´ alez-Brevis
Enfoque multimetodol´ ogico para melhoria da qualidade e gest˜ ao da evas˜ ao na educa¸c˜ ao profissional
ABSTRACT. Most of the courses at university level includes practical sessions that are taught by teaching assistants (TA), which are also students. When courses are scheduled, practical sessions are usually scheduled as part of the courses, so the day and time when they are taught are known by the time the students register their courses. Since TAs have also to attend their own courses, they can apply for teaching only in courses that match their own schedules rather than for courses they are good at. We propose a framework in which practical sessions are scheduled after course registration has occurred, and present a multiobjective optimization model that schedules these practical sessions and simultaneously selects the TAs for each course. We discuss the advantages the using this approach and present results of its application.
Mischel Carmen Neyra Belderrain (Instituto Tecnol´ ogico de Aeron´ autica,
[email protected]), Leticia Fukao, Naiara Aguiar Galliani
ABSTRACT. A institui¸c˜ ao Servi¸co Nacional de Aprendizagem Industrial (SENAI) tem a miss˜ ao de promover a educa¸c˜ao profissional para elevar a competitividade da ind´ ustria brasileira. O Programa Nacional de Acesso ao Ensino T´ecnico e Emprego, iniciado em 2011, foi implementado no SENAI originando alguns problemas como: maior n´ umero de alunos matriculados, altera¸c˜ oes no perfil dos alunos, problemas relativos ` a qualidade do ensino profissional e evas˜ao de alunos; relegando a segundo plano o atendimento `a ind´ ustria e inova¸c˜ ao. O objetivo do trabalho ´e aplicar uma Multimetodologia de Pesquisa Operacional Soft para entender/estruturar a situa¸ca˜o problem´atica e gerar a¸c˜oes para melhoria do n´ıvel de qualidade de um processo de educa¸c˜ ao profissional assim como para a minimiza¸c˜ao da evas˜ ao escolar. A multimetodologia proposta ´e uma combina¸c˜ ao dos m´etodos de estrutura¸c˜ao Soft Systems Methodology (SSM), e Strategic Options Development and Analysis (SODA).
9A: Mathematical Programming: Convex and Conic Mixed-integer Programs Sala Matte, 16:15-18:00 Session Chair: Jorge Sefair 43
Sparse pseudoinverses via LP and SDP relaxations of Moore-Penrose
Conservation under uncertainty: Optimal network protection strategies for worstcase uncertain events
Jon Lee (University of Michigan,
[email protected]), Victor Fuentes, Marcia Fampa
Jorge Sefair (Arizona State University,
[email protected]), J. Cole Smith, Miguel A. Acevedo, Robert Fletcher
ABSTRACT. Pseudoinverses are ubiquitous tools for handling over- and under-determined systems of equations. For computational efficiency, sparse pseudoinverses are desirable. Recently, sparse left and right pseudoinverses were introduced, using 1-norm minimization and linear programming. We introduce several new sparse pseudoinverses by developing linear and semi-definite programming relaxations of the well-known Moore-Penrose properties.
Extensions of subadditive duality Mixed-Integer Conic Programs
ABSTRACT. Uncertainty is present in many stages of the conservation planning process due to limited biodiversity data or knowledge about potential threats. However, predicting future spatial patterns of threats remains challenging. We propose a network interdiction and fortification model that identifies critical sites to protect, while mitigating the impact of uncertain adverse events that could harm species survival. The modeling approach includes an absorbing discrete Markov chain (DMC) to describe individuals’ movements among regions. The population’s life expectancy is measured by the DMC’s weighted expected hitting time (WEHT). Adverse events (e.g., habitat destruction) affect the transition probabilities, deteriorating the WEHT. We solve the resulting mathematical program using large-scale integer programming formulations, first-order approximation methods, and supervalid inequalities to strengthen the mathematical formulations.
for
Diego Moran (Virginia Tech,
[email protected]), Burak Kocuk
ABSTRACT. In a recent paper, it was proven that the subadditive dual for mixed-integer conic program is a strong dual under a strict feasibility requirement. In this paper, we generalize this result by exploring alternative sufficient conditions when strict feasibility is not present. In particular, we prove that in the case of essential strict feasibility and in the case of bounded feasible region, the subadditive dual has zero duality gap. Moreover, we show that the dual is solvable when essential strict feasibility holds while the solvability of the dual problem cannot be guaranteed for bounded feasible regions. Finally, we discuss a relationship between strong duality and cut generating functions.
9B: Logistics and Transportation: Trends Sala Colorada, 16:15-18:00 Session Chair: Felipe Delgado
Sistema de descripci´ on y modelaci´ on como soporte para toma de decisiones no estructuradas en cadena de abastecimiento
Generalization of ellipsoid bounds for quadratic integer programming
Camilo Augusto Garc´ıa Guevara (Unidad Administrativa Especial de Rehabilitaci´ on Y Mantenimiento Vial,
[email protected])
Marcia Fampa (Universidade Federal do Rio de Janeiro,
[email protected]), Francisco Pinillos Nieto
ABSTRACT. Ellipsoid bounds for strictly convex quadratic integer programs have been proposed in the literature. These bounds are obtained by convex quadratic underestimators of the objective function of the problem that can be minimized over the integers by simply rounding its continuous minimizer componentwise. We initially propose in this work an alternative way of constructing an underestimator for the same problem based on the geometric intuition of the methodology given by the ellipsoidal sublevel sets of the quadratic functions. We also show how the ellipsoid bound technique of Buchheim, H¨ ubner, and Sch¨ obel can be extended to more general problems where the objective function is convex (not necessarily strictly convex), and box constraints are introduced. The quality of the proposed bounds is evaluated experimentally and compared to related methodologies.
ABSTRACT. La programaci´on matem´atica potencia el an´alisis y toma de decisiones basadas en informaci´ on en las cadenas de abastecimiento a nivel global. En particular, las decisiones estrat´egicas y t´acticas son semiestructuradas o no estructuradas, dificultando el trabajo de modelaci´on al no existir procedimientos para ello: a´ un con aproximaciones diversas a esta representaci´on no hay un claro referente para el usuario, quien suele estar formado en t´erminos pr´acticos y de negocio pero no anal´ıticos o t´ecnicos de la suficiente profundidad. As´ı mismo, para la representaci´on algebraica como insumo a los lenguajes de modelaci´on disponibles, existen barreras importantes de lectura e interpretaci´on. Este trabajo presenta un modelo descriptivo y una serie de procedimientos y m´etricas tendientes a brindar usabilidad a los procesos de modelaci´ on y dar la posibilidad de generaci´on asistida de modelos matem´aticos en estos ´ambitos de decisi´on estrat´egica y 44
Evaluaci´ on de desempe˜ no de algoritmo de enrutamiento multipunto para redes WDM
t´actica en las cadenas de abastecimiento.
Jonathan Araya U. (Universidad de Valparaıso,
[email protected]), Marta Barrıa M., Reinaldo Vallejos C.
Planificaci´ on a mediano plazo en la industria de contenedores de vidrio.
ABSTRACT. En este trabajo se evalu´o el desempe˜ no del algoritmo de enrutamiento para tr´afico multipunto Mejor Contribuci´on (BC), para su operaci´ on en una red ´optica WDM (Wavelength Division Multiplexing) con capacidad total de bifurcaci´on y con conversi´on de longitud de onda. Se ejecut´o un conjunto de experimentos mediante simulaci´ on, calculando en todos ellos la probabilidad de bloqueo de sesiones en la red (probabilidad de no conectar a todos los nodos del grupo multipunto), bajo distintas condiciones de carga de tr´afico y usando diferentes topolog´ıas de red. Los resultados obtenidos demuestran que BC presenta un desempe˜ no superior al obtenido cuando se usa un algoritmo de ruta m´as corta con poda (SP), para generar el ´arbol de distribuci´on multipunto, en al menos una orden de magnitud en todas las condiciones evaluadas. Esto implica que la red puede soportar m´as tr´afico multipunto sin cambiar su equipamiento o infraestructura.
Eduardo Lara (Universidad de Chile,
[email protected]), Cristiam Gil
ABSTRACT. El trabajo aqu´ı desarrollado es enmarcado en el problema de planificaci´ on a mediano plazo en la industria de contenedores de vidrio, se decide el color a asignar a cada horno, el tiempo y el orden de procesamiento. El estudio es llevado a cabo en una planta de fabricaci´on de envases de vidrio con capacidad de 54.000 toneladas de inventario paletizado. El caso se aborda desde la programaci´on lineal buscando disminuir los costos: de inventario en bodega propia y rentada, e instalacion en hornos por cambio de colores. El principal resultado es la disminuci´on del tiempo de toma de decision, el cual actualmente son las horas hombre contenidas en un mes de una persona tiempo completo en un cargo de nivel medio alto, quien se dedica a realizar combinaciones posibles de longitudes de tiempo de producci´ on diferentes de 5 colores principales en 4 hornos para el horizonte de tiempo (12 meses siguientes) y evaluar su factibilidad. La instancia real se ejecuta en menos de un minuto.
A reactionary operational model for the air cargo schedule recovery under demand uctuations
- LATE CANCELLATION- Gesti´ on de Almacenamiento Compacto en C´ amaras de Congelados con Racks Drive-in Considerando Reorganizaci´ on de Pallets
Felipe Delgado (Pontificia Universidad Cat´ olica de Chile,
[email protected]), Julio Mora
ABSTRACT. In air cargo transportation, there is a high uncertainty in the demand to be carried in due to the following factors: i) There are a reduced number of clients who transport large volumes of cargo; ii) Reservations are made in short time windows, which makes difficult to correctly estimate the supply of freighters to be provided; iii) Cargo booked to travel, in several occasions only arrives partially; iv) There are no economic penalties to clients for not showing up with the cargo or to the airline for leaving booked cargo behind. All these factors cause an imbalance between the planned supply and the demand. In this work, we formulate a MIP model that optimize the schedule adjustment by taking into account the demand fluctuations at the moment of a flight departure and solved it using a hybrid metaheuristic. The results show that the proposed solution algorithm attained on average profits that are 10
David Revillot (Universidad de Talca, drevil´
[email protected]), Eduardo Alvarez-Miranda, Francisco Javier P´erez Galarce
ABSTRACT. En este trabajo se proponen modelos y algoritmos para abordar un modelo de optimizaci´on combinatorial vinculado a la asignaci´ on de pallets en c´amaras de congelado con sistema de gesti´ on drive-in considerando reorganizaci´on de pallets. La problem´atica operativa se presenta en dos etapas, en primer lugar en la colocaci´on del pallet, en donde se debe determinar cu´ al es la mejor posici´on dentro de la c´ amara, considerando el plazo de estad´ıa y, en segundo lugar, en la recuperaci´ on del pallet, se debe considerar que t´ıpicamente la recuperaci´on de un pallet provoca movimientos de pallets adicionales, estos movimientos tambi´en deben ser determinados. Los modelos y algoritmos desarrollados son aplicados a la empresa Frunar de la zona central de Chile que cuenta con 14 c´amaras de congelados con una capacidad de 3.222 Pallets de 1,90 metros. Se presentan resultados de la experimentaci´on de los modelos implementados directamente en solvers comerciales y de algoritmos propios.
9C: OR in Agriculture: Efficiency Auditorio 1, 16:15-18:00 Session Chair: Ricardo Rebolledo-Leiva 45
Indices de poder de la teorıa de juegos y
Ranking do Desempenho Econˆ omicoFinanceiro e a rela¸c˜ ao com Atributos de Governan¸ ca Corporativa: Um estudo com Cooperativas Agropecu´ arias
cambios en la agricultura brasilena Fernando L. Garagorry (Embrapa,
[email protected])
Nelson Hein (Universidade Regional de Blumenau,
[email protected]), Cristian Ba´ u Dal Magro, Marcello Christiano Gorla, Adriana Kroenke
ABSTRACT. El an´ alisis de conjuntos de distribuciones es uno de los problemas m´as frecuentes en “data mining”. Aqu´ı, una distribuci´on es un conjunto finito, ordenado, de n´ umeros no negativos que suman 1. L´ogicamente, se han usado distancias para comparar dos distribuciones. Pero, en ciertos casos, una distancia peque˜ na puede ocultar alteraciones importantes de una distribuci´on para otra. En esas situaciones, el uso de ´ındices de poder, de la teor´ıa de juegos, ha permitido detectar alteraciones significativas, que podr´ıan haber sido ignoradas. Esa t´ecnica ha sido usada para estudiar cambios en la agricultura brasile˜ na a lo largo de m´as de 30 a˜ nos, con datos oficiales que cubren todo el Pa´ıs, en dos situaciones: a) datos anuales, desde 1975, para m´as de 50 productos; b) datos de censos, m´as espor´adicos, sobre uso de la tierra y valor de la producci´on. En muchos casos, los ´ındices de poder han permitido identificar cambios estructurales entre las distribuciones correspondientes a dos a˜ nos.
ABSTRACT. O objetivo do estudo consiste em estabelecer um ranking das cooperativas agropecu´ arias com base nos indicadores econˆ omico financeiros e a rela¸c˜ao com atributos de governan¸ca corporativa. A amostra ´e composta de 25 cooperativas agropecu´ arias. A coleta dos dados foi realizada por meio dos relat´ orios de gest˜ao e das demonstra¸c˜oes cont´ abeis divulgadas em 2013. Os resultados indicaram o rol de cooperativas que apresentaram melhores posicionamentos com base nos indicadores estudados. Concluiu-se que a separa¸ca˜o de propriedade e controle est´a relacionada com desempenhos econˆ omico financeiros mais satisfat´ orios e que n˜ ao existe uma rela¸c˜ao entre o tamanho do conselho de administra¸c˜ ao e o n´ umero de cooperados com o ranking dos indicadores de desempenho econˆomico financeiro. Al´em disso, a participa¸ca˜o de capital de terceiros, liquidez geral e retorno sobre o patrimˆonio l´ıquido foram os indicadores que se mostraram preponderantes `a separa¸c˜ ao de propriedade e controle das cooperativas estudadas.
An´ alisis de frontera estoc´ astica para medir el impacto en la eficiencia productiva de los productores de lim´ on en el estado de Michoac´ an, M´ exico, a trav´ es de la incorporaci´ on de los costos econ´ omicos de la inseguridad.
Optimizaci´ on Energ´ etica en Redes de Sensores Inal´ ambricos M´ oviles en Ganader´ıa
Laura Plazola (Universidad de Guadalajara,
[email protected]), Mariela Sandoval
ABSTRACT. El objetivo de este trabajo es analizar la relaci´on causal entre los costos de la inseguridad y la p´erdida de eficiencia productiva de los productores de lim´on en el Valle de Apatzing´an, Michoac´an, M´exico. El m´etodo de estudio consisti´o en relacionar los costos de la inseguridad con el impacto de la eficiencia productiva a trav´es del modelo param´etrico de An´alisis de Frontera Estoc´astica (AFE). Los resultados muestran a los costos provocados por el delito de extorsi´on por parte del crimen organizado, como los detonantes de un 11
Francisco Flores (Universidad de La Frontera,
[email protected]), Jaime Bustos, Edgar Lugo, Camila Galleguillos
ABSTRACT. Se presenta una aplicaci´ on a la optimizaci´ on energ´etica en redes de sensores inal´ambricos m´oviles (WSN-m) a la intemperie. Se desarrolla un modelo matem´atico no lineal multiobjetivo para el consumo de energ´ıa y calidad de servicio para nodos m´ oviles de una red en un predio ganadero/lechero En condiciones de terreno se busca una alta autonom´ıa energ´etica de la red con una calidad de obtenci´ on de datos que asegure la disponibilidad oportuna y en suficiente volumen para analizar variables f´ısicas y biol´ ogicas de los animales y as´ı optimizar el manejo del plantel Se identifica los factores que determinan el comportamiento del dispositivo m´ ovil en cuanto a energ´ıa y calidad de recepci´ on permitiendo desarrollar un modelo que representa el consumo en funci´on de una serie de par´ametros operacionales de las WSN-m. El modelo se transforma para permitir su an´ alisis con herramientas est´andar de PLE Se presentan los resultados de implementaci´ on del dise˜ no de la red a un predio real
Evaluating the eco-efficiency of blueberries orchards through joint use of DEA and LCA Ricardo Rebolledo-Leiva (Universidad de Talca,
[email protected]), Marcela Gonz´ alez-Araya, Lidia Angulo Meza, Alfredo Iriarte Garc´ıa
ABSTRACT. The evaluation of environmental impacts and the efficiency of farming in Chile are key factors in the export of products to the world. Blueberries orchards have the largest land area in Chile and the country is the 46
main producer in the southern hemisphere. This paper aims to assess the eco-efficiency of five organic blueberry farms throughout three growing seasons with the joint use of Life-Cycle Assessment (LCA) and Data Envelopment Analysis (DEA). In LCA, a LCI for blueberries orchards was used; and in DEA, following the eco-efficiency definition different variables were taken into account, with two different returns to scale models, CCR and BCC. The results indicate that there is only one efficient orchard, and four deemed inefficient in all cases. For the inefficient orchards, the DEA models set benchmarks (best-practices) and targets that indicate dramatic reductions of plastic waste (polypropylene and polyethylene) and GHD emissions.
Ernesto Dr Santibanez-Gonzalez, Bruno Santos Pimentel
ABSTRACT. En este trabajo resolvemos el dise˜ no de una cadena de suministro sustentable (DSSC) para la industria minera. Para ello, proponemos un modelo de optimizaci´on multi-objetivo para el DSSC que considera las dimensiones econ´omica y ambiental de la sustentabilidad y el rendimiento de las plantas de procesamiento. El problema incluye las decisiones sobre la ubicaci´ on de las instalaciones y asignaci´on de flujo para una cadena compuesta de varios escalones, instalaciones, productos y flujos de reproceso. Se propone un algoritmo de Optimizaci´on de Enjambre de Part´ıculas (PSO) h´ıbrido multiobjetivo, que incorpora los conceptos de dominancia de Pareto, PSO continuo y PSO binario para resolver el problema. Basado en varias m´etricas se concluye que el enfoque propuesto e competitivo con el m´etodo AUGMECON, y, adem´as, es mejor con respecto a las m´etricas relacionadas con la diversidad y la distribuci´ on de las soluciones en la frontera.
9D: Sustainability III Auditorio 7, 16:15-18:00 Session Chair: Claudia Cecilia Pe˜ na-Montoya
Modelamiento del eslab´ on de abastecimiento para una cadena de suministro de biocombustible a partir de residuos de caf´ e, bajo un enfoque econ´ omicoambiental. Aplicaciones en el eje cafetero colombiano
Modelo matem´ atico para el dise˜ no de una cadena de log´ıstica verde, que permita la recuperaci´ on de botellas pl´ asticas PET en Santa Marta (Colombia) Luis Othon Gomez-Rueda (Universidad de los Andes,
[email protected]), V´ıctor Manuel Pallares Restrepo, Andrea Paola Vides Bola˜ nos
Marcela Mar´ıa Morales Ch´ avez (Universidad Libre Seccional Pereira,
[email protected]), V´ıctor Fabio Suarez Chilma, William Ariel Sarache Castro
ABSTRACT. Este articulo muestra de manera sistem´atica la situaci´on de la ciudad de Santa Marta (Colombia) en cuanto a la recuperaci´on y aprovechamiento de botellas pl´asticas (PET), logrando identificar las estrategias existentes a nivel comunitario, industrial y gubernamental, de igual forma se establecen los puntos cr´ıticos de generaci´on de este residuo en dicha ciudad. Basado en la informaci´on levantada se propone el desarrollo de una cadena de log´ıstica verde que se encargue de recuperar las botellas, para lo cual se recurre a un modelo de programaci´on lineal entera mixta (PLEM), por medio de este se busca encontrar las mejores alternativas para el dise˜ no y configuraci´on de la red, y la localizaci´ on de instalaciones. Por medio de este trabajo se presenta una alternativa para potenciar implementaciones de log´ıstica verde, asociadas a la disminuci´on del impacto ambiental por uso de pl´asticos en ciudades peque˜ nas que no cuenten con esquemas de reciclaje eficientes.
ABSTRACT. La investigaci´ on tiene como objetivo modelar el eslab´ on de abastecimiento de una cadena de suministro de biocombustibles contemplando el uso de biomasas de segunda generaci´ on producto del caf´e, lo que permitir´a una alternativa de energ´ıa renovable, y adem´ as abrir´a otros campos de ingresos al sector cafetero colombiano. No obstante, hay que resaltar la complejidad del problema si se tiene en cuenta que el primer eslab´ on se compone de un conjunto de productores dispersos en una geograf´ıa amplia y con limitaciones en el acceso. Adicionalmente, el proceso se encuentra supeditado a las etapas de cosecha, motivo por el cual los periodos de abastecimiento requieren un planeamiento que est´e en capacidad de surtir las necesidades de producci´ on de la planta. Por tanto, se presenta un modelo de Programaci´ on Entera Mixta con el cual se pudo establecer la configuraci´ on del primer eslab´ on de la cadena que logra el equilibrio entre los beneficios econ´ omicos y el impacto ambiental generado.
Optimizaci´ on del dise˜ no de una cadena de suministro sustentable mediante un modelo multi-objetivo
Priorizaci´ on de opciones de configuraci´ on de redes de log´ıstica de reversa para la gesti´ on integral y sostenible de residuos s´ olidos
Alfredo Candia Vejar (Universidad de Talca,
[email protected]), Linda Canales B, Alfredo Candia Vejar,
Claudia Cecilia Pe˜ na-Montoya (Universidad Santiago de Cali,
[email protected]), Juan Pablo Orejuela-Cabrera, Car-
47
Microgrid Energy Management with Renewables and Storage
los Julio Vidal-Holgu´ın, Patricia Torres-Lozada
ABSTRACT. El desaf´ıo de gobiernos, industrias y comunidades es considerar la complejidad de los residuos s´olidos –RS para equilibrar las principales esferas de la sostenibilidad en las cadenas de suministro. Teniendo como base la recuperaci´on de materia prima, el potencial de la Log´ıstica de Reversa- LR para la gesti´ on de RS al interior de las empresas y la importancia de los aspectos sociales, se propuso la configuraci´ on de una red de LR para la gesti´on integral y sostenible de RS en peque˜ nas empresas, a partir de un modelo multiobjetivo en el que se consideraron objetivos econ´ omicos, ambientales y sociales. Adem´as, se definieron varios niveles de sostenibilidad y se asignaron pesos cada nivel. Se consolidaron 75 soluciones diferentes del modelo y se procesaron mediante la t´ecnica ELECTRE. Los resultados mostraron que los niveles de sostenibilidad fuerte presentan una compensaci´ on entre los objetivos y la importancia de la participaci´ on de la alta gerencia en este proceso.
Tatiana Hevia (Universidad Adolfo Ibanez,
[email protected]), Rodrigo Carrasco, Valentin Foucher, Tito Homem-De-Mello, Bernardo Pagnoncelli, Daniela Thiele
ABSTRACT. We present a microgrid model consisting of a small community, or city, comprised of a photovoltaic panel (PV) and two types of storages: batteries and pumping. Demand will be deterministic, for example via contracts, but energy generated from the PV is stochastic. We frame the problem as a multistage stochastic programming problem in which the goal is to produce the schedule that minimizes average costs, while satisfying demand at every time period. We illustrate our methodology with an example of a oneweek operation of such system.
Modelaci´ on Estoc´ astica de Precios Spot de Energ´ıa en Mercados El´ ectricos de Generaci´ on Mixta Freddy Hern´ an Mar´ın
[email protected])
9E: Energy I
S´ anchez
(Universidad
EAFIT,
ABSTRACT. En este trabajo se propone un modelo estoc´astico exponencial en tiempo discreto, para estimar el comportamiento din´amico de precios spot de la energ´ıa el´ectrica en mercados de generaci´on mixta (h´ıdrica y t´ermica) que est´a gobernado por los costos marginales del sistema de generaci´on, las condiciones clim´aticas (fen´omenos del ni˜ no y de la ni˜ na), las intervenciones de una Comisi´on de Regulaci´on, la demanda diaria, las cantidades generadas por los agentes y el precio rezagado un periodo. Se desarrolla una metodolog´ıa para capturar las variables inobservables como la tendencia funcional del logaritmo de los precios hist´oricos y las elasticidades din´amicas asociadas a las cantidades ofertadas por los agentes. Los dem´as par´ametros son estimados usando una funci´on de verosimilitud. Se ilustran gr´aficamente algunos resultados de la modelaci´on y la estimaci´on, usando datos reales de un mercado de generaci´on mixta.
Sala 5, 16:15-18:00 Session Chair: Alvaro Lorca
Energy Management in a Solar Microgrid Using Stochastic Programming and Data Clustering Isabel Weber (Universidad Adolfo Ibanez,
[email protected]), Rodrigo Carrasco, Slavia Vojkovic
ABSTRACT. The increasing interest in integrating intermittent renewable energy sources into the grid, like photovoltaic (PV) generation, presents several major challenges from the viewpoint of reliability and control. Despite its benefits, energy storage has not been fully utilized. Among the limiting factors is, besides the cost, the lack of appropriate control and management strategies, since now the user has several options. In this work we present a novel approach for designing energy control policies for a PV microgrid, based on stochastic programming and data clustering to deal with the uncertainty of the generation. The output of our procedure is a simple control policy that can be implemented in small microcomputers to manage energy flow, with the objective of minimizing the total cost of consumption. Our experimental results show that the resulting policy obtains costs that are very similar, in average, to the ones obtained by solving a multi-stage stochastic program.
Multistage Robust Unit Commitment with Dynamic Uncertainty Sets and Energy Storage Alvaro Lorca (Georgia Institute
[email protected]), Andy Sun
of
Technology,
ABSTRACT. Large levels of wind and solar power are being deployed in power systems all over the world. Motivated by the challenge of reliably operating power systems with significant intermittent renewable energy sources, we present a multistage adaptive robust optimization model for the unit commitment problem, in which a new type 48
of dynamic uncertainty sets are proposed for capturing temporal and spatial correlations in wind and solar power. The model also considers energy storage devices, which are crucial for flexibility, and we employ a simple affine policy that determines how dispatch decisions adapt to the realization of available renewable power. We also propose a new algorithm that combines duality based reformulations and constraint generation, with which we can efficiently solve the problem for a 2736-bus system with 90 renewable units. We also show that the proposed model can lead to significant advantages when compared to other deterministic and robust models.
factores de riesgo para un paciente con obesidad, es decir, consumo de alimentos con alta carga glic´emica y con alto aporte de colesterol. Adicionalmente, el modelo busca minimizar el costo total del men´ u para evitar que su aplicaci´on real se limite econ´omicamente. El modelo propuesto, recoge recomendaciones nutricionales de organizaciones expertas para asegura una dieta saludable. Se utiliz´o el m´etodo de escalamiento de la -restricci´ on y se implement´o en el software General Algebraic Modeling System (GAMS-CPLEX). Se lograron generar men´ us saludables para varios d´ıas y al comparar los men´ us generados versus los propuestos por nutricionistas, los primeros poseen una mayor adecuaci´on nutricional.
9F: RED-M: Algorithmic DecisionMaking
Multi criteria transportation problem with fuzzy parameters
Auditorio 6, 16:15-18:00 Session Chair: Javier Pereira
Barbara Gladysz (Wroclaw University of Technology, Faculty of Computer Sciences and Management,
[email protected])
El M´ etodo SIMUS: formulaci´ on y aplicaci´ on
ABSTRACT. The article considers transportation problems in which the cost parameters are fuzzy variables. Generative probability distributions are used to model uncertainty. The minimization of expected transport costs and minimization of the variance of these costs are used as optimization criteria. An illustrative example is given.
Claudia Carignano (UNIVERSIDAD NACIONAL DE CORDOBA. ARGENTINA,
[email protected]), Nolberto Munier, Claudia Carignano, Catalina Luc´ıa Alberto
ABSTRACT. SIMUS permite resolver problemas con objetivos m´ ultiples a trav´es de un procedimiento basado en la programaci´ on lineal. Consiste en la resoluci´on de diversos escenarios formulados como programas lineales. Para cada escenario el decisor debe seleccionar el criterio que ser´ a considerado como objetivo, los restantes constituir´ an el sistema de restricciones de cada programa lineal. En cada caso, si existe una soluci´ on factible ´ optima se registra en una matriz definida como Pareto eficiente. El procedimiento contin´ ua hasta que todos los criterios definidos como objetivos hayan sido evaluados. Con los datos de la matriz de resultados eficientes, se obtienen dos ordenamientos que permiten al decisor comparar los resultados obtenidos. Para el primer ordenamiento se analiza verticalmente la matriz para determinar el valor asociado a cada proyecto y considerando todos los objetivos. El segundo ordenamiento analiza la matriz en forma horizontal usando relaciones de dominaci´ on.
Dise˜ no de redes de transporte p´ ublico mediante modelo de programaci´ on matem´ atica multiobjetivo Javier Duran Micco (Universidad de Concepcion,
[email protected])
ABSTRACT. Los sistemas de transporte p´ ublico son un componente fundamental en las ciudades, por su efecto en la calidad de vida y los niveles de contaminaci´ on. En este estudio se propone y resuelve un modelo de programaci´on matem´atica biobjetivo para el dise˜ no de redes de transporte p´ ublico, que considere como objetivos relevantes el tiempo total de viaje y las emisiones de CO2. El modelo considera la selecci´on de rutas y la asignaci´ on de frecuencias y de velocidades de operaci´on de una red de autobuses urbanos con congesti´on. Se utiliz´o el m´etodo de la e-restricci´on, para encontrar un conjunto de soluciones eficientes para el conjunto de instancias, peque˜ nas y medianas, generadas. Los resultados obtenidos muestran, que es posible lograr importantes reducciones en el nivel de emisiones generadas sin afectar el tiempo de viaje. Adem´as, se encuentra que la reducci´on de emisiones implica la disminuci´on del tama˜ no de la flota, lo que implica una disminuci´on en el costo econ´omico.
Un modelo de Optimizaci´ on y soluci´ on para disminuir la obesidad infantil Paul Bello (Universidad de Concepci´ on,
[email protected]), Lorena Pradenas
ABSTRACT. Uno de los grandes desaf´ıos a nivel mundial en la actualidad es enfrentar los niveles de obesidad infantil, en el presente estudio proponemos un primer modelo de programaci´ on matem´ atica multiobjetivo enfocado en esta poblaci´ on y que permita minimizar los principales 49
A multi-objective facility location problem for better geographical access of rural services in developing countries
SIMIO software to evaluate the current situation and identify potential areas for improvement. Preliminary results are discussed, as well as recommendations for further research.
´ Gonzalo Mej´ıa (PONTIFICIA UNIVERSIDAD CATOLICA DE VALPARA´ISO,
[email protected]), Carolina Avella, Gonzalo Mej´ıa, Pablo Miranda
Dynamic Programming-Based Matheuristic Approach for Dynamic Berth Allocation Problems
ABSTRACT. One of the most important problems in Latin-American countries is the rural development. Most of the rural population in these countries lacks of basic services such as healthcare, education and transportation. This is partially due to the high investment and operational costs related to geographical dispersion, limited access to roads and abrupt topography. This work studies the problem of opening or merging basic facilities in rural areas. The problem is formulated as a multi-objective facility location problem that incorporates constraints related to the social network, road infrastructure and connectivity with larger urban centers. The model includes stakeholders from both rural and semi-urban areas and from the local government. The proposed methodology is employed to address a real scenario from a peripheral area of Colombia, where a sensitivity analysis is performed and discussed. The results may bring new insights and directions for future public policies and research lines.
Eduardo Lalla-Ruiz (University of Hamburg,
[email protected]), Tatsushi Nishi, Tatsuya Okura
ABSTRACT. The aim of the dynamic berth allocation problem is to determine the allocation and berthing time of each ship to each berth to minimize the total service time. We propose a dynamic programming based matheuristic approach. In the proposed method, an iterated enhanced dynasearch is used to derive a good upper bound. The lower bound is derived by the Lagrangian decomposition of the original problem. The performance of the proposed method is compared with that of the hybrid tabu search method with path relinking and POPMUSIC. The results show that the performance is significantly better than those of tabu search with path-relinking and POPMUSIC for large scale instances.
9G: Logistics Transportation: Railway and Shipping Auditorio 2A, 16:15-18:00 Session Chair: Virgilio Jose Martins Ferreira Filho
ILP formulations for the railway rescheduling problem under large disruptions
Analyzing the performance of handling operations at an Empty Container Depot
Agustin Mosteiro (Universidad de Buenos Aires,
[email protected]), Juan Jose Miranda Bront, Federico Pousa
Diego Aranda (Pontificia Universidad Cat´ olica de Valparaiso,
[email protected]), Felipe Hidalgo, Jimena Pascual, Erhan Karakaya, Alice Smith, Rosa Guadalupe Gonzalez Ramirez
ABSTRACT. Normal railway operations are often influenced by unexpected situations that affect, for example, the rolling stock and the infrastructure and may cause delays and disruptions in the network. Under these scenarios, one of the key issues is to construct a new disposition timetable to recover from the disruption and to inform the passengers as fast as possible, usually within a few minutes. Due to its complexity, the overall problem is usually divided into three phases which are solved sequentially, namely timetable rescheduling, rolling stock rescheduling and crew rescheduling. In this paper we focus on the timetable rescheduling phase and propose two new MILP formulations. A tailored Branch and Cut algorithm is considered for each formulation, for which preliminary computational results are presented evaluating the quality of the LP relaxations as well as the overall computing times requried, aiming to evaluate the potential to be applied in practice.
ABSTRACT. The globalization of the world economy calls for integrated supply chains that can efficiently distribute products and services to global markets, urging market players to re-think their roles in the logistics process. Inland distribution is becoming a critical dimension of the efficiency in international trade. This imposes significant challenges to the role of ports, intermodal terminals and empty container depots as functional nodes in logistics networks. In this work, we analyze the empty containers handling operations at an Empty Container Depot located in Valpara´ıso, Chile. The aim of the analysis is to determine the current performance of operational policies related to the stacking of empty containers at the yard in order to derive recommendations for container stacking policies and layout re-design. For this, we have developed a detailed stochastic simulation model using 50
9H: Healthcare - Models for Home Care Services
Simheur´ıstica para la programaci´ on de carga de buques al granel en puertos mar´ıtimos
Auditorio 3A, 16:15-18:00 Session Chair: Mihkel Tombak
Daniel Mendoza (Universidad del Atl´ antico,
[email protected]), Jairo Rangel, Zulay Sarmiento
A Two-Stage Integrated Approach to Support Districting and Staffing Decisions in Home Health Care
ABSTRACT. Este trabajo analiza la programaci´on de carga de buques al granel, en puertos mar´ıtimos, mediante la integraci´on de la Simulaci´ on en un marco Metaheur´ıstico. La secuenciaci´ on consiste en programar buques sobre m´aquinas de embarque llamadas Shiploaders para minimizar los costos de penalizaci´ on que se incurren al incumplir el Laycan, que es una cl´ ausula del contrato de fletamento. Este problema ha sido tratado mediante la utilizaci´on de Metaheur´ısticas. Sin embargo, la combinaci´on de la Simulaci´ on con Metaheur´ısticas puede ser u ´til para obtener soluciones que hagan frente a la incertidumbre de procesos en el cargue de buques al granel. Se integr´o al software Flexsim 7.0.6 un algoritmo gen´etico para comparar el desempe˜ no de operadores de cruzamiento en la secuenciaci´ on de los buques en un puerto de carga granel permitiendo medir la penalizaci´on. Se evidenci´o que la Simheur´ıstica minimiz´ o el incumplimiento del Laycan haciendo frente a la incertidumbre en la operaci´on del puerto mar´ıtimo.
Elena Valentina Gutiérrez (Universidad de Antioquia), Juan David Palacio
ABSTRACT. Districting and Staffing decisions are part of Home Health Care (HHC) logistics management at the strategic and tactical level, respectively. Districting decisions consist of defining districts made up of several territorial basic units to ensure that the service is delivered to the patients’ location at the prescribed time, and to assigned balance workloads to medical staff. Staffing decisions involve determining the number of staff of the required qualification to meet estimated patient demands. Both logistics problems are critical in HHC and their impact goes beyond network design and customer service considerations. In this work we propose a two-stage approach to support such logistics decisions, based on the integration of two mixed-integer linear programming models. We evaluate the approach with a set of randomly generated instances based on HHC conditions in a developing country in Latin America. Our approach allows finding better logistics decisions and improvement opportunities.
The problem of scheduling offshore supply port operations
Design and implementation of a metaheuristic to solve the districting problem in the home health care context
Virgilio Jose Martins Ferreira Filho (UFRJ,
[email protected]), Rennan Danilo Seimetz Chagas
Sebastian Cort´es Zapata (Universidad de Antioquia,
[email protected]), Elena Valentina Gutierrez Gutierrez
ABSTRACT. The oil industry has grown considerably in recent years, particularly in the offshore environment (in Brazil, for example) and technological developments are essential to improve their processes. This work is focused on the transportation of cargo to offshore units. The units are supported by a logistics system that is critical to ensure the mobility of products efficiently and on time, reducing the total logistics cost. The objective of this work is improve the operations involving the transportation of defining the departure times of supply vessels by modeling and solving it as a mixed integer programming problem. This problem is known as Berth Allocation Problem (BAP) and consists in choosing the best schedule to the offshore supply port operations. Two formulations paradigms were developed for the problem. The models proved to be very useful for realistic applications, reducing the planning time from day to a few hours reaching seconds in some cases.
ABSTRACT. There is a high correlation between the increase in life expectancy and the coverage of health services. In Latin America, the health sector faces a context of limited resources and increases in expenditure levels that affect the service. Under these conditions, Home Health Care (HHC) services arise to improve the coverage, efficiency, and patient’s recovery process, as well as to reduce hospitalization costs. One of the logistics decisions that impact the network design in the long-term, and therefore the service quality, is the Districting Problem (DP). The DP is a complex problem due to the conditions to model the system, to the requirements to deliver the service, and to its computational complexity to solve it. In this work, we present the use of a metaheuristic to solve the DP considering balance workloads, contiguity, and compactness. We evaluate the metaheuristic with a set of instances, and our preliminary results show that 51
Modeling symmetry cuts for batch scheduling with realease times and non-identical job sizes
better districting configurations can be obtained.
Un modelo biobjetivo para transportar pacientes a hospitales
Renan Trindade (Universidade Federal do Rio de Janeiro,
[email protected]), Olinto de Ara´ ujo, Marcia Fampa, Felipe M¨ uller
Irma Garcia-Calvillo (Universidad Autonoma de Coahuila,
[email protected]), Joaqu´ın Pacheco, Yajaira Cardona-Valdes
ABSTRACT. In this paper we propose a mixed integer linear programming (MILP) formulation for the problem of minimizing the makespan on a single batch processing machine with release times and non-identical job sizes. Due to important applications of this problem in industry, it has already been studied in the literature, but mostly addressed with heuristic procedures. Nevertheless, the exact solution for the problem has also been obtained in the literature by a branch-and-bound (BB) algorithm applied to an MILP formulation. The number of symmetric solutions in the feasible set of the problem makes the BB algorithm very inecient. We, therefore, propose a new formulation for the problem with symmetry breaking cuts. Computational results show that the new model clearly outperforms the classical model from the literature turning practical the optimality proof of solutions for instances of the problem with reasonable size.
ABSTRACT. En el presente trabajo se estudia la problem´atica de mejorar las rutas de transporte de pacientes a centros hospitalarios. La transportaci´on se realiza en veh´ıculos compartidos y se tratan los llamados traslados puerta a puerta. El problema se puede modelar como un DARP que es un problema de ruteo de veh´ıculos tipo Diala-Ride, donde se busca minimizar los costos de transporte y al mismo tiempo los inconvenientes de los usuarios. Al tratar con personas con movilidad reducida o que acuden a un hospital a recibir alg´ un tratamiento, se pretende que el viaje sea lo m´as corto posible. Se plantea un modelo biobjetivo y se presenta un caso de estudio de una ciudad del norte de M´exico que necesita trasladar pacientes a una ciudad vecina a recibir tratamientos especializados. Se mostrar´a la problem´ atica que se presenta y los resultados al aplicar modelos matem´ aticos para mejorar los procedimientos de transportaci´on de pacientes.
Competition between For-Profit and Nonprofit Healthcare Suppliers and Quality
Calidad de o ´ptimos locales para minimizaci´ on del tiempo ponderado total de completaci´ on en m´ aquinas paralelas id´ enticas restringidas.
Mihkel Tombak (University of Toronto,
[email protected]), Rune Stenbacka
Felipe Mu˜noz-Vald´es (University of Bio-Bio,
[email protected]), Jose´ Correa
ABSTRACT. In this study we develop a model highlighting many of the features of a healthcare system: a limited number of approved treatments of certain qualities, insurance schemes which reimburse costs of a standard service, and nonprofit service organizations competing with for-profit firms. We find that nonprofits (for-profits) tend to provide the standard (premium) service, and that nonprofits would thereby capture a larger share of the market. Furthermore, with such a market configuration all patients are served. In contrast, in a for-profit duopoly the provider of the standard quality would also, if allowed, charge a price premium, implying that a segment of the market is excluded.
ABSTRACT. Los m´etodos de b´ usqueda local para resolver problemas de programaci´on de la producci´on han sido ampliamente usados. Una forma de medir la calidad de estas soluciones aproximadas es realizar en un an´alisis de peor caso. En este estudio se eval´ ua el desempe˜ no de los ´optimos locales para el problema de programar tareas en m´ aquinas paralelas restringidas con el objetivo de minimizar el tiempo ponderado total de completaci´on. Cada tarea tiene un peso no negativo y puede ser procesada por un subconjunto de m´aquinas. Los vecindarios considerados en este estudio son inserci´on e intercambio. Se presentan cotas inferiores y superiores para el factor de aproximaci´on para algunas variantes del problema. Para el caso general, el factor de aproximaci´on se encuentra entre 1.75 y 1.8, en cambio para el caso no ponderado este se encuentra entre 1.53 y 1.61.
Tuesday 11A: Mathematical Programming : Scheduling and Permutations
Linking Queueing Theory and Scheduling Kathrin Benkel (University Duisburg-Essen,
[email protected]), Rainer Leisten
Sala Matte, 09:45-11:15 Session Chair: Luis Cunha 52
ABSTRACT. Stochastic queueing theory and staticdeterministic scheduling are both widely used approaches, but usually separated from each other. From a queueing theory point of view it is known that the performance of a manufacturing system is degraded by increasing variability – as soon as variability occurs it has to be buffered by time, inventory and/or capacity (Hopp/Spearman, 2008, Factory Physics). Variability in static-deterministic scheduling is e.g. discussed as part of objective functions like minimizing completion time variance (CTV). While CTV aims at finishing all jobs at the same time (if possible), CTDVB2 aims at reducing the departure variability of jobs by smoothing the difference of completion times of two consecutively scheduled jobs and can be interpreted as a first link between queueing theory and scheduling (Leisten, Rajendran, 2015). In this work, input and processing time variability is discussed with respect to linking queueing theory and scheduling.
Bront
ABSTRACT. In the last few years, there has been a trend to enrich classical Vehicle Routing Problems (VRPs) with more general characteristics. Time-Dependent VRPs is the name assigned to a family of VRPs which considers more general travel time functions, aiming to capture the effects of congested road networks appearing in real-world operations within large cities. One of such problem is the Time-Dependent Traveling Salesman Problem with Time Windows, a generalization of the classical TSPTW where the travel times are not assumed to be constant during the day. In this paper we consider the travel speed model from the literature where they are modeled as step function of the time and the travel time results in a piecewise linear function. We propose a new ILP formulation and several families of valid inequalities. In addition, we develop a Branch and Cut algorithm which is evaluated experimentally, showing that the approach is useful to be applied in practice.
The Block-interchange and the Breakpoint Closest Permutation problems are NPComplete
A Scatter Search Algorithm for the Heterogeneous Vehicle Routing Problem with Backhauls
Luis Cunha (UFRJ,
[email protected]), Vin´ıcius Fernandes Dos Santos, Luis Kowada, Celina Figueiredo
M.C. Fern´ andez-Garc´ıa (Facultad de Ingenier´ıa, UNAM,
[email protected]), M.A. Guti´errez-Andrade, Abel Garc´ıaN´ ajera, Idalia Flores de La Mota
ABSTRACT. The Closest Problem aims to find one object in the center of all others. It was studied for strings with respect to the Hamming distance to be the metric to compute distances. The Hamming Closest String Problem (Hamming–CSP) was settled to be NP-Complete in the case of binary strings. The Closest Permutation Problem was also studied, since permutations are the natural restrictions of general strings. A permutation is a string with a unique occurrence of each letter of the alphabet, and by considering the Cayley distance, the Cayley Closest Permutation Problem (Cayley–CPP) was settled to be NP-Complete. In this paper, we consider well-known metrics to compute distances of permutations in the context of genome rearrangements, and we prove two NP-Completeness, the Block-interchange–CPP and the Breakpoint–CPP.
ABSTRACT. The Vehicle Routing Problem with Backhauls (VRPB) is known to be NP-hard. We consider a variant of the VRPB called the Heterogeneous Vehicle Routing Problem with Backhauls (HVRPB), in which we have a heterogeneous fleet (composed by an unlimited number of vehicles for each type) with different fixed costs according to their sizes. In this variant there are linehaul customers as well as backhaul customers: the former must be served before the latter. We consider a unit cost by each distance unit. The objective of the HVRPB is to design a set of routes so that total distance traveled and fixed costs are minimized. We use a scatter search algorithm to solve HVRPB. The algorithm has been tested on 36 problem instances from the literature and it has improved the best known solution for eight of these.
11B: Logistics and Transportation : Vehicle Routing I
Effective Solutions for the Covering Capacitated Vehicle Routing Problem
Sala Colorada, 09:45-11:15 Session Chair: Luis Othon Gomez-Rueda
Jesus Rene Villalobos (Arizona State
[email protected]), Christopher Wishon
An integer programming approach for the TDTSP-TW with time dependent travel speeds
University,
ABSTRACT. In traditional Capacitated Vehicle Routing Problems (CVRP), it is assumed that a set of vehicles stationed at a depot complete routes through a network of demand locations such that every location is visited and serviced. The underlying assumption is that a location must be directly visited in order for that location’s
Agustin Montero (FCEyN, Universidad de Buenos Aires,
[email protected]), Isabel Mendez-Diaz, Juan Jose Miranda
53
demand to be serviced. In some practical applications, such as assumption is not valid. For instance, when developing urban routing plans for mobile food retailers where customers would be willing to travel small distances to shop at the retailer’s closest stop. Traditional CVRP algorithms may lead to highly sub-optimal routes. To avoid such assumptions, a Covering CVRP (CCVRP) formulation is recommended. In CCVRP it is possible to service a demand location from any point of a predetermined subset of nearby locations. In this talk with address the underlying complexity of the CVRP problem and different approaches to obtain efficient and effective solutions.
y pol´ıticas de mantenimiento que requiere el proceso, y como resultado m´as importante la cantidad de recursos humanos que requiere la planta para el procesamiento y viabilidad de proyecto agroindustrial, con el objetivo de crear valor a los peque˜ nos agricultores. Las simulaciones se realizan en el Software SIMIO y se realiza un estudio de los par´ametros de entrada de gran calidad con los agricultores y productores de diferentes agroindustrias
Heuristica de agrupamiento de productos hortofrut´ıcolas para garantizar condiciones de maduraci´ on en almacenamiento
Evoluci´ on de los RVRP (Rich Vehicle Routing Problems) y su potencial de aplicaci´ on
Pedro Daniel Medina Varela (Universidad Tecnol´ ogica de Pereira,
[email protected]), Paulo Machado Bados, Hugo Fernando Gonzalez Hurtado
Luis Othon Gomez-Rueda (Universidad de los Andes,
[email protected]), Ciro Alberto Amaya Guio
ABSTRACT. Este art´ıculo presenta una heur´ıstica basada en la formaci´on de clusters para establecer grupos desde una visi´on de la manufactura celular aplicada a una empresa hortofrut´ıcola del Norte del Valle del Cauca. El procedimiento busca dar respuesta al problema de la correcta disposici´on del inventario en proceso y en tr´ansito, como las dos formas recurrentes de stock manejado por las empresas que poseen el canal de producci´on y comercializaci´on de productos en fresco. La clasificaci´on de los ´ıtems resulta una tarea de apoyo en la gesti´on de productos perecederos, ya que existen m´ ultiples factores que afectan de manera positiva y/o negativa su aprovisionamiento, la gesti´on eficiente del inventario, el transporte y almacenamiento adecuado del cliente. Cada grupo conformado se podr´a enfocar en las necesidades de los productos pertenecientes a ´este, dado la condici´on de maduraci´ on qu´e es el punto cr´ıtico de control para las empresas de este sector.
ABSTRACT. En este art´ıculo se presenta una revisi´ on de la evoluci´on de los problemas de ruteo de veh´ıculos que contemplan restricciones basadas en situaciones reales. Este tipo de problemas se conoce como RVRP (Rich Vehicle Routing Problem, por sus siglas en ingles). Por medio de una amplia revisi´ on de literatura se busca describir los avances que se han desarrollado durante los u ´ltimos a˜ nos, m´etodos y herramientas de soluci´on y algunos modelos presentados para aplicaciones reales en diferentes industrias. Para concluir se sugiere algunas l´ıneas de investigaci´ on, con aplicabilidad en pa´ıses en v´ıa de desarrollo.
11C: OR in Agriculture I Auditorio 1, 09:45-11:15 Session Chair: Helga Patricia Bermeo Andrade
An´ alisis de m´ etricas de resiliencia en redes de suministro agr´ıcolas: El caso de la industria del caf´ e org´ anico
Simulaci´ on de una planta piloto de producci´ on para la obtenci´ on de jugo natural, aceite esencial y alimento para ganado de lim´ on tahit´ı.
Laura Viviana Triana S´ anchez (Universidad del Valle,
[email protected]), Nicolas Clavijo Buritica, Juan Jose Bravo Bastidas
Jimmy Carvajal (Universidad de Ibague,
[email protected]), Miguel Criollo, Helga Bermeo
ABSTRACT. La primera milla que recorre el producto en las redes de suministro agr´ıcola, es considerada como uno de los retos que enfrentan econom´ıas emergentes. Una red log´ıstica vulnerable a interrupci´on en sus operaciones, encarece el precio de los productos y puede ocasionar perdidas como consecuencia de la perecibilidad de los mismos y bajos niveles de servicio. Lo anterior afectando los ingresos de los productores y desabasteciendo parcial´ mente los centros de consumo. Este es un problema que es atendido principalmente desde el modelamiento de redes complejas de acuerdo a lo reportado en la literatura. En ´este estudio se desarrolla un modelo de distribuci´on
ABSTRACT. Este art´ıculo presenta el balanceo de producci´on mediante la utilizaci´ on de simulaci´ on de eventos discretos de una planta de producci´ on para la obtenci´on de jugo natural, aceites esenciales y alimento para ganado del lim´on Tahit´ı presente en grandes extensiones de cultivos en el departamento del Tolima en Colombia. Las bondades que ofrece este modelamiento se extraen en el c´alculo del n´ umero de m´ aquinas en cada una de las estaciones de trabajo, as´ı como, la cantidad de compras 54
´optima de productos y se efect´ uan mediciones de m´etricas de disponibilidad, conectividad y accesibilidad, para casos de interrupciones parciales de la red de distribuci´on. El factor de perecibilidad es tenido en cuenta para evaluar la resiliencia en el caso de estudio de la red de suministro de caf´e org´anico en Colombia.
Capacity expansion of a multi-item process with technology mixture under uncertainty: A robust MILP approach
An´ alisis de los factores asociados a la calidad en la producci´ on de frutas: Un caso de estudio en Colombia
ABSTRACT. This paper analyzes the optimal capacity expansion strategy in terms of machine requirement, labor force, and work shift when demand is deterministic and uncertain in the planning horizon. The capacity expansion strategy considers the use of different technologies to produce multiple items to satisfy the demand in each period. Previous work that considered the work shift as a decision variable presented an intractable nonlinear mixinteger problem. In this paper we reformulate the problem as a mixed integer linear program (MILP) and propose a robust approach when demand is uncertain, arriving at a tractable MILP. Computational results show that our deterministic model can find the optimal solution, faster than previous work, and for the uncertain model we obtain good quality solutions within a maximum optimal gap of 10^-4. For the tested instances, the robust model with a confidence level of 99%, the upper limit of the total cost is 1.5 times the total cost of the deterministic model.
Jorge Weston (Universidad Tecnica Federico Santa Maria,
[email protected]), Pablo Escalona, Alejandro Angulo, Ra´ ul Stegmaier
Helga Bermeo Andrade (Universidad de Ibagu´e,
[email protected]), Javier Tovar Perilla, Claudia Valenzuela, Janeth Bohorquez
ABSTRACT. La calidad de los alimentos es una preocupaci´on de orden global, que debe asegurarse desde los mismos sitios de cultivo, con el uso de buenas pr´acticas agr´ıcolas, de producci´ on y de log´ıstica hasta su comercializaci´on final. Este art´ıculo explora a trav´es de la t´ecnica de miner´ıa de datos, las razones asociadas a la presencia de un alto nivel de calidad (¿70
11D: Production: Production and Capacity Planning under Uncertainty Auditorio 7, 09:45-11:15 Session Chair: Sergio Maturana
Optimal stock levels under (s-1,s) inventory control policies using a two stage heuristic for a product under a postponement strategy
A Real Options Approach for Joint Overhaul and Replacement decisions in Homogeneous Fleets
Sergio Maturana (Pontificia Universidad Catolica de Chile,
[email protected]), Mauricio Varas, Alejandro Mac Cawley
Maximiliano Cubillos (P. Universidad Catolica de Chile,
[email protected]), Rodrigo Pascual, Alejandro Mac Cawley
ABSTRACT. We present a two stage heuristic for a product under a postponement strategy that determines the optimal stock levels when an (s-1,s) policy is followed. Our model assumes that orders arrive according to independent Poisson processes to a single machine with sequence dependent setup-times, inventory is reviewed continuously manner and a postponement strategy is employed for customization of the product. Our heuristic minimizes the sum of the steady-state expected values of the WIP, overage and underage costs per unit time. The two-stage heuristic operates as follows: first, we use the results of Winands et al. (2006) to obtain the mean processing time of a machine that process jobs as a polling system under exhaustive service. In a second stage, we apply Palm’s theorem that allows us to determine the minimal stock levels by solving of a newsvendor-type problem for each end product. Finally we provide some numerical examples, and also we address the accuracy of the proposed heuristic.
ABSTRACT. Physical asset management has a significant impact on the economic performance in capital-intensive industries. One of its challenges is to define equipment overhaul and replacement strategies over a project life. Classical approaches define periodical interventions based on the equipment condition considering factors as availability and operation costs, these models generally ignore flexibility and macro-economic factors. We study the effect of integrate economic factors and its cycles in the overhaul and replacement strategy definition on a fleet of production units considering a delivery lag time. To achieve this objective, we developed a model which determines the optimal intervention policy that maximize the expected profit under a real options approach. A case study of a fleet of trucks in the copper mining industry is presented, in order to assess the impact of economic cycles in the optimal overhaul and replacement policy.
55
11E: Energy II
Ferrari
Sala 5, 09:45-11:15 Session Chair: Enzo Sauma
ABSTRACT. An electric system is supplied with renewable energy and complemented with thermal generation when required. Fuels for themal generation are acquired as discrete size cargos, usually two months before receiving them. After these decisions are taken, changes in the thermal generation demand determines future corrective actions: cargos arrival delay and cancelation. Each action depends on how the unknown demand of fuel is revealed. To model the problem of minimizing the expected cost of fuel procurement, a multistage stochastic formulation is developed. It considers decisions on fuel procurement, delay and cancellation of cargos for a given time horizon, while satisfies uncertain demand, material balances, and commercial and logistic constraints. In order to achieve good results in an affordable time, a relax and fix heuristic is proposed and applied for specifics cases. Solutions are compared with the exact algorithm results, showing to be appropriate for decision making.
An´ alisis de la formaci´ on de precios y asignaci´ on de suministro de gas natural en Colombia por medio de la simulaci´ on de subastas Antonio Hoyos (Universidad Nacional de Colombia,
[email protected]), Yris Olaya
ABSTRACT. We present an agent-based simulation model to investigate price formation and gas allocation in Colombia’s primary natural gas market. Specifically, we model the simultaneously ascending clock auction (SACA) defined in annex 5 of order RES CREG 089 – 2013. Three types of agents: sellers, buyers, and auctioneer interact within the rules defined in RES CREG 089 – 2013. The simulation explores how competitive and strategic behaviors from agents affect final prices and allocations in the auction.
Impact of natural gas system operation on the power system dispatch Natural Gas Prices Forecasting: namic Model Based Approach
A DyEnzo Sauma (PUC,
[email protected]), Samuel Jerardino
Andr´e Salles (Federal University of Rio de Janeiro,
[email protected]), Ana Beatriz Campanate
Felipe Toledo,
ABSTRACT. In Chile, the use of natural gas as fuel for electricity generation in thermal plants (turbines and combined cycle units) has helped to diversify the national energy mix. However, the development of gas pipelines and the structure of fuel supply contracts impose availability constraints that are generally not considered when determining the economic operation of the electric power system. Consequently, it is important to study simultaneously electric and natural gas markets, incorporating an adequate model for take-or-pay contracts, when determining the energy prices, the total operational costs, and the power system operation. We propose an integrated optimization model based on a stochastic dual dynamic programming methodology that simultaneously includes the hydrothermal scheduling of a power system and the transportation and availability of natural gas. Through the application of a case study, we conclude that it is essential to consider the limitations that occur in the gas fired plant’s dispatch due to the fuel availability constraints, because they directly impact the total operational costs and energy prices.
ABSTRACT. Natural gas price is an important and often decisive variable for economic policy makers. Many studies have been developed in order to establish a stochastic process that can represent the movements or the returns of natural gas prices or variations of such prices time series to forecast price expectations. This study used dynamic models, in particular an ARDL model, to obtain predictions on natural gas prices. The model used in this work takes into consideration the conditional heteroskedasticity and non normality of the returns. Furthermore, this study investigates whether the influence of crude oil price is present on gas natural price returns. To reach the purpose of this work, weekly crude oil and natural gas price benchmarks traded in the international market were collected. All crude oil price information collected were in US$ per barrel and natural gas price were converted into U.S. dollars per million BTU. The data covers the period from September 2007 to January 2016.
Discrete fuel cargos procurement under uncertain demad with commercial and logistic constraints
11F: RED-M: Multi-objective I
Carlos E. Testuri (Dpto. Investigaci´ on Operativa. Inst. de Computaci´ on. Fac. de Ingenier´ıa. Universidad de la Rep´ ublica,
[email protected]), Bernardo Zimberg, Germ´ an
Auditorio 6, 09:45-11:15 Session Chair: Laura Plazola Zamora 56
Territorial Partitioning Problem applied to Brazil Healthcare System using a Multiobjective Approach
Modelo timetabling multiobjetivo al servicio de estudiantes en pro de minimizar el tiempo de culminaci´ on de su pregrado
Pedro Steiner Neto (UP,
[email protected]), Maria Steiner, Pedro Steiner Neto, Datta Dilip, Jos´e Figueira, Cassius Scarpin
Jose Sanchez (Universidad Central,
[email protected]), Jainet Bernal
ABSTRACT. Este documento ofrece una alternativa automatizada basada en IO para la operaci´on de un modelo binario multi-objetivo, el cual propende minimizar el tiempo de terminaci´on del pregrado buscando una soluci´on ´optima al tratar de determinar, de acuerdo al gusto del estudiante (dificultad o importancia), las materias que debe inscribir en el siguiente semestre. Adicional, el apoyo de un segundo modelo inmerso en la interfaz permite visualizar espec´ıficamente cu´al de los diferentes grupos de cada materia debe inscribir respetando los cruces de horarios. La finalidad, es identificar los cursos a matricular cada semestre y una opci´on de horario del mismo, respetando las condiciones propias del pregrado y las limitaciones de tiempo y presupuesto del estudiante, siendo este un aplicativo que puede ser adaptado y replicado a las necesidades y condiciones de otros programas de para ampliar el n´ umero de estudiantes beneficiados.
ABSTRACT. Under the broad name of a territorial or network districting or partitioning problem, this article proposes aggregating the health services of the municipalities of Parana State in Brazil into partitions called microregions to form a map and facilitate the intermicroregion flow of patients for procedures not offered in their own microregions. The problem is formulated as a multi-objective partitioning of the nodes of an undirected graph/network with the districts and towns as the nodes and the roads connecting them as the edges of this graph. Three objective functions are considered: maximizing the homogeneity of population size, maximizing the variety of the medical procedures offered, and minimizing the distances to be traveled between microregions. A binarycoded multi-objective genetic algorithm is taken as the optimization tool, which yields a significant improvement to the existing healthcare system map of Parana.
Un enfoque multiobjetivo multinivel para resolver el problema de inversion de carriles de tr´ afico y sincronizaci´ on de sem´ aforos
Un modelo de optimizaci´ on multiobjetivo para la log´ıstica humanitaria posterior a desastres
Enrique Gabriel Baquela (GISOI - F.R.S.N. - U.T.N.,
[email protected]), Ana Carolina Olivera
Lorena Pradenas (Universidad de Concepcion,
[email protected]), Cristofer Hillmer
ABSTRACT. La inversi´ on de carriles de tr´ afico es una herramienta u ´til para reducir el congestionamiento en sistemas de tr´afico urbano cuando el mismo es causado por cambios temporales en la demanda de tr´ afico. Sin embargo, su potencial no se expresa totalmente si no es combinado con otras t´ecnicas de gesti´ on de tr´afico. La sincronizaci´on de sem´ aforos es una herramienta que permite balancear el flujo de tr´ afico en situaciones de demanda estacionaria que puede amplificar el efecto de una inversi´on de carriles. En este trabajo presentamos un algoritmo binivel basado en Optimizaci´ on v´ıa Simulaci´on (OvS) con el objetivo de resolver una versi´ on multiobjetivo del problema de inversi´ on de carriles de tr´afico en combinaci´on con la sincronizaci´ on de sem´ aforos. Presentamos el enfoque general y utilizamos Optimizaci´on por C´ umulo de Part´ıculas combinada con Recocido Simulado. La evaluaci´on de cada soluci´ on se produce a trav´es de una simulaci´on microsc´opica del tr´ afico.
ABSTRACT. Luego de un desastre, supervivencia de los afectados puede depender de los alimentos o medicinas disponibles en las primeras horas posterior al desastre. La entrega de ayuda humanitaria en una cat´astrofe debe considerar m´ ultiples aspectos, como costos log´ısticos; sufrimiento humano y equidad, ademas de, la disponibilidad de activos y la incerteza de: la cantidad, condici´on y distribuci´on de los individuos afectados. Este estudio, propone y resuelve un modelo de programaci´on matem´atica multiobjetivo para estrategias de log´ıstica humanitaria posterior al desastre. Los objetivos considerados, son costos log´ısticos y sufrimiento humano. Se aborda como un Capacitated routing vehicle (CVRP) con: selecci´ on y apertura de centros de almacenamiento; asignaci´on de veh´ıculos; tiempo l´ımite de entrega; capacidades heterog´eneas; necesidades diferenciadas y cierre de caminos. Se implement´o en GAMS-CPLEX y se us´o, el m´etodo de la -restricci´on, para el conjunto de instancias generadas.
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11G: Scheduling and Combinatorics: Stochastic and Robust Programming
Solomon instances where travel and service times are Lognormally and Gamma distributed respectively.
Auditorio 2A, 09:45-11:15 Session Chair: David Woodruff
Polifuncionalidad con Cadenas Cerradas en el Sector Servicios: Un Enfoque de Optimizaci´ on Robusta
Modelos exactos para la Programaci´ on Robusta de Actividades con Recursos Limitados
C´esar A. Henao (Universidad del Norte,
[email protected]), Juan C. Ferrer, Juan C. Mu˜ noz, Jorge Vera
ABSTRACT. La inherente variabilidad y estacionalidad de la demanda genera un descalce natural entre la oferta planificada y la demanda observada en las empresas del sector servicios. El uso de personal polifuncional es una fuente de flexibilidad atractiva para minimizar tal descalce. Este trabajo presenta un modelo de programaci´on lineal entera mixta y una heur´ıstica constructiva para estructurar las habilidades polifuncionales de un conjunto de empleados. Para incorporar expl´ıcitamente la incertidumbre de la demanda en el modelo de optimizaci´on, se utiliza un enfoque de optimizaci´ on robusta. Posteriormente, mediante simulaci´on Montecarlo se analiza el desempe˜ no de las soluciones robustas para distintos niveles de variabilidad en la demanda y distintos niveles de aversi´on al riesgo en las soluciones. La metodolog´ıa entrega estructuras de polifuncionalidad tipo cadenas cerradas, con distintos largos, que proveen un excelente desempe˜ no a nivel costo-efectivo. Tambi´en se brindan algunos lineamientos para elegir un nivel apropiado de aversi´on al riesgo y generar un plan de capacitaci´ on que requiera una inversi´on en polifuncionalidad mucho menor a la exigida por la soluci´on robusta m´as conservadora (i.e., peor caso).
Juan David Palacio (Instituto Tecnol´ ogico Metropolitano ITM,
[email protected]), Juan Carlos Rivera
ABSTRACT. El problema de Programaci´ on de Actividades con Recursos Limitados (RCPSP) es com´ unmente abordado desde una perspectiva mono-objetivo al minimizar el tiempo de finalizaci´ on del proyecto (makespan). De igual manera, en las formulaciones cl´ asicas del RCPSP, la incertidumbre es raramente considerada sobre factores como: la continua disponibilidad de recursos, las fechas para el abastecimiento de materias primas o el ausentismo. Esta incertidumbre hace que las actividades deban programarse de tal manera que se puedan cubrir eventualidades durante la ejecuci´ on del proyecto, sin generar retrasos en su fecha de terminaci´ on; es decir, la programaci´on debe ser robusta. En este trabajo se proponen modelos de programaci´ on entera para el RCPSP que permiten considerar la robustez del proyecto como un segundo objetivo para el problema. Los resultados obtenidos al resolver los modelos, incorporando estrategias de pre-procesamiento, son prometedores para algunas instancias reconocidas en la literatura.
An approximate column generation for the vehicle routing problem with hard time windows and stochastic travel and service times
BBPH - Using Progressive Hedging inside Branch and Bound nodes to Solve MultiStage Stochastic Mixed Integer Programs
Nubia Velasco (Universidad de los Andes,
[email protected]), Andres Gutierrez, Laurence Dieulle, Nacima Labadie
David Woodruff (UC Davis,
[email protected]), Jason Barnett, Jean-Paul Watson
ABSTRACT. Progressive hedging (PH), though an effective heuristic for stochastic mixed integer programs (MIPs), is not guaranteed convergence in the integer case. Here, we propose BBPH, a branch and bound algorithm that uses PH within each node that, given enough time, will always converge to the optimal solution. Computational results are presented.
ABSTRACT. The stochastic vehicle routing problem with hard time windows and stochastic travel and service times (SVRPTW) is a routing problem variant where travel and service times are modeled as random variables with known probability functions. In this study we model the problem as a combined stochastic problem with recourse and chance constrained problem, guaranteeing service levels for customers, vehicles’ return time to depot and for the solution. Since arrival times are also stochastic (with unknown probability functions), a lognormal approximation is used to check for feasibility and estimate the costs. A column generation using the lognormal approach is performed with state-of-the-art algorithms with newfangled dominance rules. The method is tested on modified
11H: Project Management Auditorio 3A, 09:45-11:15 Session Chair: Rafael Leme 58
Sele¸ c˜ ao de Portf´ olio de Projetos com Restri¸c˜ ao de Recursos e Escalonamento no Tempo
ABSTRACT. The coloring game is played by Alice and Bob on a finite graph G. They take turns properly coloring the vertices with t colors. If at any point there is an uncolored vertex without available color, then Bob wins. The game chromatic number of G is the smallest number t such that Alice has a winning strategy. It is known that for forests this number is at most 4. We find exact values for the game chromatic number of two infinite subclasses of forests (composed by caterpillars), in order to contribute to the open problem of characterizing differences between forests with game chromatic number 3 and 4.
Guilherme Marcondes (Inatel,
[email protected]), Mateus Alves, Vanessa Renn´ o
ABSTRACT. One of the companies’ main challenges is to improve the efficiency of their investments in RD projects. The objective evaluation of expected return and risk of their projects portfolio is an important support for this decision. However, besides the economic criteria, it is important to consider the restrictions usually imposed on projects execution. This paper presents an RD projects portfolio selection model using as selection criteria the mean-Gini and stochastic dominance. In addition, it employs triangular probability distribution to characterize the projects expected return, as recommended by PMBOK®, the restriction of human resources available for developing project activities and the analysis of projects on time in order to optimize the use of these resources. The result is an objective selection model for projects portfolio, which allows considering real restrictions.
Sobre o n´ umero de Helly geod´ etico em grafos Mois´es Carvalho (COPPE - UFRJ - Universidade Federal do Rio de Janeiro,
[email protected]), Mitre Dourado, Jayme Szwarcfiter
ABSTRACT. Um conjunto de v´ertices S de um grafo G ´e geodeticamente convexo se todos os v´ertices de qualquer caminho m´ınimo entre dois v´ertices de S pertencem a S. O n´ umero de Helly de um grafo G na convexidade geod´etica ´e o menor inteiro k para o qual toda fam´ılia C de conjuntos geodeticamente convexos k-intersectante de G, possui um v´ertice comum a todos os conjuntos de C. Apresentamos limitantes inferior e superior e teoremas que auxiliam no c´ alculo em grafos contendo um v´ertice simplicial espec´ıfico ou um subgrafo prisma generalizado. Mostramos tamb´em uma decomposi¸c˜ao por conjuntos separadores de gˆemeos que permite calcular o n´ umero de Helly nas componentes resultantes.
Mean-Gini Robust Selection of Project Portfolios Rafael Leme (Federal University of Itajuba,
[email protected]), Guilherme Augusto Marcondes
ABSTRACT. This study presents a robust portfolio selection through Mean-Gini framework considering uncertainty in project parameters. Robust portfolio optimization considers the analysis of worst case scenario for a given expected return. We first discuss pitfalls in project portfolio selection under uncertainty by using a simple artificial five-project set available in the literature. In this sense, we show the nature of uncertainty in project portfolio return, and propose a robust counterpart formulation for portfolio selection. Finally, we use an branch-andbound algorithm to find out all efficient frontier, and discuss the how to consider interrelated constraints in Mean-Gini project portfolio selection.
El problema Median Shorthest Path con latencia y capacidad Alvaro Morales, Carlos Obreque, Oscar Cornejo, Rodrigo Rebolledo
ABSTRACT. El problema Median Shortest Path (MSP) es un problema de dise˜ no de redes que consiste en construir un path simple entre un par de nodos origen-destino predeterminados y tal que todos los nodos de la red que no est´an sobre este path son asignados a su nodo m´as cercano que pertenece al path principal. Se minimizan dos objetivos en conflicto: el costo de construcci´on del path y el tiempo total de viaje requerido por la demanda para alcanzar un nodo sobre el path. En este trabajo, se generaliza el MSP incorporando el concepto de latencia y restricci´on de capacidad. Se proponen dos formulaciones basadas en programaci´ on lineal entera mixta para resolver el problema MSPLC. Adem´ as, se proponen nuevas desigualdades v´alidas para fortalecer la cota inferior de la relajaci´on lineal y se utilizan como planos de corte en un algoritmo de branch and cut. El algoritmo se implementa
12A: Mathematical Programming: Graph Problems Sala Matte, 11:45-13:15 Session Chair: Mariana Escalante
The Game Chromatic Number of Caterpillars Ana Lu´ısa Furtado (Universidade Federal do Rio de Janeiro,
[email protected]), Simone Dantas, Celina Figueiredo, Sylvain Gravier, Simon Schmidt
59
M´ etodo h´ıbrido para la soluci´ on de una variante del Problema Peri´ odico del Viajante con ventanas de tiempo. Aplicaci´ on a un caso real.
en C++ con Cplex y se utilizan instancias de prueba y de la literatura para evaluar y validar los modelos.
Some forbidden perfection
subgraphs
for
LS+-
Maria Gulnara Baldoquin (Universidad EAFIT,
[email protected]), Juan Carlos Rivera Agudelo
mgul-
ABSTRACT. Este trabajo propone una heur´ıstica para la soluci´on de un problema real que corresponde a una variante del Problema Peri´odico del Viajante (Periodic Traveling Salesman Problem). Sobre un periodo espec´ıfico de M d´ıas, los clientes deben ser visitados un n´ umero fijo de veces, acorde con uno de los patrones de servicio admisibles para cada cliente y otras restricciones de la compa˜ n´ıa. Una soluci´on inicial se obtiene en dos fases: primero se resuelve un modelo propuesto de Programaci´on Binaria para asignar clientes a los patrones de servicio, minimizando la cantidad m´axima de clientes atendidos en cada d´ıa espec´ıfico del per´ıodo de tiempo. Con los resultados obtenidos, en una segunda fase, se generan M rutas, mediante una heur´ıstica que resuelve M problemas TSP con ventanas de tiempo. La soluci´on inicial obtenida se mejora con una heur´ıstica, que incluye un modelo de Programaci´on Entera, el cual permite explorar grandes vecindades, considerando m´ ultiples movimientos simult´aneamente.
Mariana Escalante (FCEIA - Universidad Nacional de Rosario - CONICET,
[email protected]), Silvia Maria Bianchi, Mariana Escalante, Graciela Leonor Nasini
ABSTRACT. The Maximum Weighted Stable Set Problem is polynomial for LS+-perfect graphs, a family of graphs which is known to contain many rich and interesting classes such as perfect and nearbipartite graphs, among others. However, no combinatorial or polyhedral characterization of LS+-perfect graphs is known. In the current contribution, we make some progress on this line by presenting an innite family of forbidden subgraphs for LS+-perfection.
12B: Logistics and Transportation : Vehicle Routing II Sala Colorada, 11:45-13:15 Session Chair: Diego Gabriel Rossit
Un Nueva Formulaci´ on para Resolver el Problema del Reparador Viajero
Vehicle Routing with Fairness Objectives Richard F. Hartl (University of Vienna,
[email protected]), Piotr Matl, Thibaut Vidal
Carlos Obreque, Oscar Cornejo, Rodrigo Rebolledo
ABSTRACT. Logistical problems are inherently multiobjective. Some conflicting objectives are related to cost, such as tour length, total driving time, or number of vehicles. Other, non-monetary aspects such as service quality, equity, and consistency are important differentiators in competitive markets. This paper focusses on VRP models with fairness objectives. While these could also be measured w.r.t. load or number of stops, we focus on total tour length. In the literature, some measures for assessing this objective have been proposed and implemented without critical evaluation of their relative merits. We provide a thorough foundation on equity based multi-objective VRP models. We survey and categorize the literature on equitable vehicle routing and collect the commonly applied inequality measures. Following an analysis of their theoretical properties, we conduct a computational study to examine how different equity objectives impact the properties of Pareto-efficient solution sets.
ABSTRACT. El Problema del Reparador Viajero (PRV), conocido en la literatura como Minimum Latency Problem y Traveling Deliveryman Problem, es una variante del Problema del Vendedor Viajero en el que un reparador debe visitar todos los nodos del grafo exactamente una vez de modo de minimizar los tiempos totales de espera de los clientes localizados en los nodos del grafo. En este trabajo se propone un nuevo modelo de programaci´on lineal entera para resolver el PRV. Esta formulaci´on, basada en el modelo de programaci´on entera introducido por Miller-Tucker-Zemlin, utiliza variables con dos ´ındices asociadas a los arcos (i,j) del grafo para capturar el instante de tiempo en que el reparador visita al cliente j. Se proponen desigualdades v´alidas para fortalecer la cota inferior de la relajaci´on lineal y se utilizan como cortes en un algoritmo de branch and cut, implementado en C++ con Cplex. Se utilizan instancias de prueba y de la literatura para evaluar y validar el desempe˜ no del modelo.
60
Improving Visual Attractiveness in Capacitated Vehicle Routing Problems: a Heuristic Algorithm
futuro.
Diego Gabriel Rossit (DI, Universidad Nacional del Sur and CONICET,
[email protected]), Daniele Vigo, Fernando Tohm´e, Mariano Frutos
Modelo para la asignaci´ on de terrenos, en el marco de la Reforma Rural Integral
ABSTRACT. The widespread applicability of the Vehicle Routing Problem in different fields has lead to a variety of formulations involving different objectives and constraints. In opposition to the main interest in optimizing quantitative objectives (e.g. length), the literature is rather scarce on the analysis of more subjective aspects. We focus here on such a goal, namely optimizing visual attractiveness. Generating “nice” routes is important since they are seen as being both more intuitive and efficient, simplifying not only the implementation of a routing plan but also the positive collaboration between the planning and operational management levels in an organization. This paper presents preliminary results on the development of a heuristic algorithm to enhance visual attractiveness in a Capacitated Vehicle Routing Problem. Tests on benchmark instances show that the heuristic is able to find well-behaved solutions for different traditional visual beauty measures.
Yony Fernando Ceballos (Universidad de Antioquia,
[email protected]), Karen Rocio Mart´ınez Lancheros, Natalia Quintero Avellaneda
ABSTRACT. El conflicto interno en Colombia, tiene como posibles causas la tenencia de tierras y/o el factor agrario, ya que se encuentra estrechamente relacionado con tres necesidades b´asicas, vivienda, alimentaci´ on e ingresos. El surgimiento de movimientos armados como las FARC, nace con un alto contenido de reivindicaci´ on por una reforma en la distribuci´on de las tierras, y es por ello que uno de los primeros temas tratados en las mesas de negociaci´on fue la creaci´on de una Reforma Rural Integral. Por lo tanto, el objetivo es desarrollar un modelo matem´atico que permita asignar segmentos de tierras, a los diferentes beneficiarios del programa de acceso integral y uso de tierras en el marco de dicha reforma. A tal fin se emplea la metodolog´ıa de Checkland, pasando de una situaci´on problem´atica de car´acter blando a una soluci´ on dura, mediante una adaptaci´on del problema. Los resultados obtenidos demostraron que el modelo desarrollado concuerda con el modelo conceptual planteado.
12C: OR in Agriculture - Planificaci´ on de cultivos Auditorio 1, 11:45-13:15 Session Chair: Victor Albornoz
Cloud Computing para la resolucion de un modelo de Decisiones Robustas en la Producci´ on Agr´ıcola.
Decisi´ on conjunta para la delineaci´ on de terreno y selecci´ on de cultivos mediante el uso de modelos de optimizaci´ on Marcelo Veliz Alca´ıno (Universidad Tecnica Federico Santa Mar´ıa,
[email protected]), V´ıctor M. Albornoz
Xavier Gonzalez (Columbia
[email protected])
ABSTRACT. Uno de los principales aspectos en apoyo a la toma de decisiones en agricultura es proveer m´etodos que permitan a los agricultores una adecuada gesti´on de esta actividad. Un primer problema en el manejo de cultivos que se debe enfrentar es c´ omo delinear zonas de manejo antes de plantar los cultivos, esto con el objetivo de mejorar su productividad y rendimiento. De este modo se busca que las zonas de manejo tengan propiedades relativamente homog´eneas respecto a alguna propiedad. Un segundo problema que se debe resolver es la selecci´on apropiada de cultivos que se van a plantar dentro de las zonas de manejo previamente delineadas. Se est´a en consecuencia ante un problema de naturaleza jer´arquica que en el presente trabajo se propone abordar mediante un modelo de optimizaci´ on que simult´ aneamente aborde ambas decisiones. Se muestra los resultados alcanzados en problemas preliminares y el trabajo de investigaci´on
ABSTRACT. El trabajo desarrolla un modelo que permite ayudar a los productores agr´ıcolas a tomar mejores decisiones de asignaci´on de cultivo, es decir ayuda a decidir que cultivar en el terreno disponible incorporando factores que aportan profunda incertidumbre relacionados con el clima y con los precios internacionales de los granos. El trabajo extiende la aplicaci´on de un modelo de decisiones robustas ya presentado en encuentros pasados. Dicha extensi´on propone la consideraci´ on de m´ ultiples estrategias posibles (asignaciones de cultivos) y a su vez m´ ultiples escenarios. Estas incorporaciones al modelo implican la generaci´on, almacenamiento, an´ alisis y visualizaci´on de grandes vol´ umenes de datos. El objetivo de la presentaci´on ser´a mostrar como la utilizaci´ on de tecnolog´ıas de cloud-computing son adecuadas para la implementaci´on y resoluci´on del modelo planteado.
61
University
-
FIUBA,
Agricultural planning in sugarcane planting areas
Metodolog´ıa para reducir el tama˜ no de la soluci´ on estoc´ astica de un problema de planifcaci´ on minera
Adriana Cherri (UNESP - Bauru - S˜ ao Paulo,
[email protected]), Andr´ea Vianna, Rˆ omulo Ramos, Helenice Florentino
Matias Siebert (Georgia Institute of Technology,
[email protected]), Rafael Epstein, Andres Weintraub
ABSTRACT. The sugarcane harvesting process uses extensively mechanization that promotes rational and economical resources, increases operational efficiency and reduces environmental impact. On the other hand, the mechanized harvesting must be properly planned, starting with the preparation of the area intended for planting. In this paper, we propose a methodology for planning the division of the plantation area into rectangular plots and for their allocation in order to perform mechanized harvesting. The problem is represented as a two-dimensional cutting stock problem and is solved by the AND/OR graph method. The computational experiments were performed and the results are discussed.
ABSTRACT. Considere un modelo para optimizar la planificaci´on de largo plazo de una mina de cobre que incorpore la incertidumbre en el precio del mineral usando un ´arbol de precios estoc´asticos. La soluci´on es una pol´ıtica para cada nodo del ´arbol de precios. La soluci´on determin´ıstica del mismo problema, mucho m´as breve que la descrita, utiliza el valor esperado del precio del cobre en el horizonte. La soluci´on del modelo estoc´astico contiene mucha informaci´on que un tomador de decisiones no puede interpretar en forma f´acil o r´apida. Para ello proponemos agrupar las m´ ultiples soluciones del modelo estoc´ astico, una por cada trayectoria de precios, de acuerdo a su similitud. El siguiente paso consiste en escoger un plan representativo de cada grupo y estos planes se comparan con la soluci´on determin´ıstica. Este m´etodo permite explicar en forma pr´actica y breve las ventajas de la soluci´on estoc´astica cuando se compara con la soluci´on determin´ıstica.
12D: Production - Mining Operations Auditorio 7, 11:45-13:15 Session Chair: Eduardo Moreno
Optimizaci´ on estoc´ astica de la planeaci´ on de la explotaci´ on minera de un dep´ osito polimet´ alico
Modelaci´ on integrada de la operaci´ on mina-planta para la optimizaci´ on de recursos Andres Perez (P. Universidad Catolica de Chile,
[email protected]), Alejandro Mac Cawley
Patricia Jaramillo (Universidad Nacional de Colombia,
[email protected]), Giovanny Franco Sepulveda, John William Branch
ABSTRACT. Se desarroll´ o un modelo que determina los beneficios de realizar una modificaci´ on de los par´ametros de la tronadura mediante la simulaci´ on integrada de la tronadura, chancado y molienda SAG de una mina a cielo abierto, en funci´on de par´ ametros t´ecnico-operacionales. Para modelar la tronadura se utiliz´ o el modelo de KuzRam y se modific´o a partir de los aportes del Crush Zone model del JKMRC. El chancador se model´ o a partir de Whiten y White y la ecuaci´ on de Bond para calcular las variaciones del consumo energ´etico y throughput. Se analizaron variaciones en los par´ ametros de la tronadura que tienen como consecuencia una variaci´ on del tama˜ no del material enviado a la planta, generando cambios en la tasa de alimentaci´on, lo que se traduce en una variaci´on en el requerimiento energ´etico total. Los resultados del modelo indican considerables aumentos en el throughput, frente a peque˜ nas variaciones en los par´ ametros fundamentales de la tronadura.
ABSTRACT. Se presenta un modelo para la planeaci´on de la explotaci´on de un dep´osito polimet´alico, maximizando el valor presente de la cadena, desde el dep´osito hasta el mercado, y considerando la incertidumbre geol´ogica y de precios de venta, durante la vida u ´til de la mina t. La optimizaci´on se abord´o integrando Simulaci´on de Montecarlo y Algoritmos Gen´eticos y, de forma multiobjetivo, maximiza el valor esperado del VPN y minimiza su riesgo. A diferencia de los modelos de bloques encontrados en la literatura, que usan nÖt variables binarias, se us´o una representaci´on por conos de explotaci´on que las disminuy´o a t variables y elimin´o n restricciones de secuencias de explotaci´on, reduciendo considerablemente el costo computacional de la soluci´on. El Modelo constituye una considerable amplitud del sistema en estudio, en el an´alisis del riesgo y en la resoluci´on del mismo y permitir´a que las empresas mineras planifiquen de manera m´as exitosa al incluir m´as complejidades e incertidumbres.
62
A two-stage stochastic model for open pit mine planning under geological uncertainty
primero, el propietario de la DG, busca maximizar su ganancia al vender la energ´ıa a la red de distribuci´on, y el segundo, el operador de la red de distribuci´on, busca minimizar el costo de atender la demanda de energ´ıa de la red para lo cual puede decidir entre comprar la energ´ıa del generador distribuido o de la red de transmisi´on. La SS fue evaluada en dos sistemas cl´asicos de distribuci´on de 34 y 85 barras. Al comparar los resultados obtenidos por la SS con los resultados de un algoritmo gen´etico (AG), se evidencia que la SS encuentra mejores resultados que el AG en tiempos de c´omputo muchos menores.
Eduardo Moreno (Faculty of Engineering and Sciences Universidad Adolfo Iba˜ nez,
[email protected]), Xavier Emery, Marcos Goycoolea, Nelson Morales, Gonzalo Nelis
ABSTRACT. An strategic mine plan is a production schedule of the mine that defines which area of a mining reserve will be extracted, when this extraction will take place, and how the extracted material will be treated or processed. In this work, we present a two-stage stochastic model for this problem, that consider the ore grade uncertainty of an ore body. In a first stage, the scheduling decision is taken, assigning an extraction period of each region of the mine. In a second stage, when the true ore grade is revealed, the model decides how to treat each individual block. Our proposed integer programming model can be reformulated as a large-scale precedence constrained knapsack problem, that can be (near-optimally) solved. We apply this model to a copper mine in Chile. Computational experiment shows that, in these data, the proposed two-stage stochastic model captures a 70
The Economic Effects of Interregional Trading of Renewable Energy Certificates in the WECC Francisco Munoz (Universidad Adolfo Iba˜ nez,
[email protected]), Andr´es Perez, Enzo Benjamin Hobbs
elpanSauma,
ABSTRACT. In the U.S., individual states enact Renewable Portfolio Standards (RPSs) for renewable electricity pro- duction with little coordination. Each state imposes restrictions on the amounts and locations of qualify- ing renewable generation. Using a co-optimization (transmission and generation) planning model, we quantify the long run economic benefits of allowing flexibility in the trading of Renewable Energy Cred- its (RECs) among the U.S. states belonging to the Western Electricity Coordinating Council. We charac- terize flexibility in terms of the amount and geographic eligibility of out-of-state RECs that can be used to meet a state’s RPS goal. Although more trade would be expected to have economic benefits, neither the size of these benefits nor the effects of such trading on infrastructure investments, CO2 emissions and energy prices have been previously quantified. We find that up to 90
12E: Energy III Sala 5, 11:45-13:15 Session Chair: David Pozo
Impact Of Household Renewable Energy And Other Retailers On Optimal Energy Storage Jeremy Yee (University Of Technology Sydney,
[email protected]), Juri Hinz
ABSTRACT. This short paper considers the optimal management of a battery storage device for an electricity retailer exposed to household renewable energy generation and other retailers who also trade in the wholesale electricity market. This paper provides a numerical solution for the resulting stochastic control problem.
Distributionally robust unit commitment with n 1 security criteria David Pozo (Pontificia Universidad Cat´ olica de Chile,
[email protected]), Arash Gourtani, Huifu Xu, Tri-Dung Nguyen
B´ usqueda dispersa para la optimizaci´ on de un sistema de generaci´ on distribuida
ABSTRACT. We propose a two-stage stochastic and distributionally robust modeling framework for the unit commitment problem with supply uncertainty. Based on the availability of the information on the distribution of the random supply, we consider two specific models: (a) a moment model where the mean values of the random supply variables are known, and (b) a mixture distribution model where the true probability distribution lies within the convex hull of a finite set of known distributions. In each case, we reformulate these models through Lagrange dualization as a semi-infinite program in the former case and a one-stage stochastic program in the latter case. We solve the reformulated models using sampling method
Juan G. Villegas R. (Departamento de Ingenier´ıa Industrial, Universidad de Antioquia,
[email protected]), Andr´es Felipe Perez P, Jes´ us Mar´ıa L´ opez Lezama
ABSTRACT. Este trabajo presenta un metaheur´ıstico basado en b´ usqueda dispersa (scatter search - SS) para la determinaci´on del precio del contrato de venta, la ubicaci´on y el tama˜ no de unidades de generaci´ on distribuida (distributed generation - DG) en sistemas de distribuci´on de energ´ıa el´ectrica. En el modelo del sistema se considera la intervenci´on de dos agentes con objetivos diferentes. El 63
and sample average approximation, respectively. The proposed robust unit commitment models are applied to an illustrative case study, and numerical test results are reported in comparison with the two-stage non-robust stochastic programming model.
large set of efficient solutions for each sub-problem instance our method exploits the convexity property of the sub-problem and finds a set of efficient solutions for the main problem in less time as it requires fewer objective function evaluations. This investigation is motivated by a problem arising in optimisation for radiation therapy called the beam angle optimisation problem.
12F: RED-M - Multi-objective II Simulation/Optimization framework for multiobjective evaluation of ambulance location in emergency medical systems.
Auditorio 6, 11:45-13:15 Session Chair: Fernando Paredes
Dise˜ no de cadenas de abastecimiento no jer´ arquicas con m´ etodos de soluci´ on multiobjetivo bajo principios de sostenibilidad y riesgo
Carolina Casta˜ neda P. (Instituto Tecnol´ ogico MetropolitanoITM,
[email protected]), Juan G. Villegas R., Pablo Andr´es Maya
ABSTRACT. This work presents a simulation/optimization framework to solve the ambulance location problem in Emergency Medical Systems (EMS), considering some probabilistic elements and using a multiobjective perspective. We consider three objectives: maximize the expected coverage, minimize the average service time and minimize the number of sites needed to operate the system. Probabilistic elements are: service time at incident location, inter-arrival time of emergency calls and travel time between the site of the incident and the ambulance location. The framework comprises a multiobjective search mechanism, in this case a Pareto Archived Evolutionary Strategy, which evaluates the solutions using a discrete event simulation model that represents the operation of the EMS. Using this framework it is possible to obtain an approximation of the Pareto frontier and compare the trade-off between the objectives to support the decision of geographical deployment of ambulances in the operational bases.
Laura Sotelo (Escuela Colombiana de Ingenieria Julio Garavito,
[email protected]), William J. Guerrero, Enrique Romero Motta
ABSTRACT. El objetivo de este trabajo es determinar el dise˜ no ´optimo para una cadena de suministro de tres eslabones de acuerdo a consideraciones econ´omicas, ambientales y de riesgo. Se plantea un modelo de programaci´on entera mixta que busca simult´ aneamente: 1. Minimizar el costo total del transporte y uso de los nodos intermedios; 2. Minimizar las p´erdidas de producto en el transporte como factor de riesgo; 3. Minimizar el impacto ambiental por emisiones de CO2 en cada una de las conexiones y nodos. El modelo contempla decisiones de transporte entre los eslabones de la cadena, de forma que se satisface la demanda y se decide la cantidad que debe ser recuperada para ser reinyectada en el proceso de producci´on. El modelo se resuelve utilizando un m´etodo exacto para calcular soluciones que pertenecen a la frontera de Pareto. Experimentos en instancias aleatorias demuestran que los objetivos estudiados se oponen y que el problema es de inter´es para la industria y la academia.
14A: Mathematical Programming : Queueing and Data Analytics
Multi-Objective Optimization over a Set of Convex Sub-Problems
Sala Matte, 16:15-18:00 Session Chair: Michal Cerny
Guillermo Cabrera G. (Pontificia Universidad Catolica de Valparaiso,
[email protected]), Matthias Ehrgott, Andrew Mason, Andrea Raith
An exact method for the solution of highly degenerate clustering problems Claudio Contardo Vera, Daniel Aloise
ABSTRACT. During the last decades multi-objective optimisation (MO) has attracted the interest of many researchers and many approaches to solve MO problems have been proposed since then. Most of these approaches have been focused on continuous linear and non-linear problems while mixed integer MO problems have received only little attention. In this paper we propose a method to solve mixed-integer non-linear problems for which the sub-problems obtained when fixing the integer variables are convex non-linear problems. Instead of generating a
ABSTRACT. We consider the clustering of objects under some classical criteria that satisfy three properties. The Minimax diameter clustering problem and the Maximum split clustering problem are two criteria with the required characteristics. Our algorithm exploits the high degeneracy of these problems to solve to optimality smaller problems subject to a reduced sample. A simple heuristic proves the global optimality associated with the current sample or finds an object to enlarge it, in an it64
erative fashion. The algorithm is capable of handling and solving problems that are two orders of magnitude larger than those tractable by other exact methods, and even scales much better than classical agglomerative algorithms, which are heuristic, as it consumes only limited amounts of RAM.
reduzido. Atrav´es de experimentos num´ericos, mostramos que ´e poss´ıvel estimar MDE’s com at´e 95
On the waiting time in a discrete model for optical signals with geometrical interarrival and general service time distributions
The ordered weighted average subtraction Laszlo Lakatos (Eotvos Lorand University,
[email protected]) Jos´e M. Merig´ o (University of Chile,
[email protected]), Sigifredo Laengle
ABSTRACT. Optical signals cannot be stored in a buffer at a node at their transmission. If at the node there is at least one signal the new ones are sent to delay lines and the next attempt for transmission is possible after having passed the delay line. This situation is described as a cyclic-waiting queueing system where the service starts at the moment of arrival or at moments differing from it by the multiples of a given cycle time T. A discrete time probability model is proposed to describe the functioning of such system in the case of geometrical interarrival and general service time distributions, i.e. we consider a discrete time queueing system of Geo/G/1 type with some restriction. We introduce a Markov chain whose states correspond to the waiting time (in the sense that it is the number of actual state multiplied by T) at the arrival time of customers and find the distribution of waiting time and its meanvalue, and the stability condition for the system.
ABSTRACT. The ordered weighted average subtraction (OWAS) is an aggregation operator that provides a parameterized family of aggregation operators between the minimum and the maximum subtraction in a set of subtractions. The OWAS operator allows dealing with aggregation systems that have subtraction processes in the analysis. Some basic cases with one or more subtractions are considered. A wide range of particular cases are considered including the average subtraction, the median subtraction and the centered OWA subtraction. This approach can be applied in a wide range of applications that deal with aggregations and subtractions including the calculation of the average profits of enterprises and institutions that implicitly brings subtractions between incomes and costs. Some other extensions are considered with generalized means and moving averages forming the generalized ordered weighted average subtraction (GOWAS) and the ordered weighted moving average subtraction (OWMAS).
Generalized Linear-Fractional Programming and estimation of structural EIV linear regression models
Estima¸c˜ ao de dados faltantes em matrizes de distˆ ancias utilizando t´ ecnicas de posto reduzido
Michal Cerny (Faculty of Computer Science and Statistics, University of Economics in Prague,
[email protected]), Jaromir Antoch, Tomas Cipra
Nilson M. Moreira (Instituto de Matem´ atica, Estat´ıstica e Computa¸ca ˜o Cientifica (IMECC) - Universidade Estadual de Campinas,
[email protected]), Leonardo Tomazeli Duarte, Cristiano Torezzan
ABSTRACT. Statistical estimators can be often formalized as optimization problems (such as least-squares or max-likelihood). We discuss our new estimator (with M. Hladik) for a certain class of errors-in-variables (EIV) regression models based on generalized linear-fractional programming (GLFP). Under some assumptions, the following modification of Total Least Squares (TLS) yields a consistent estimator: the Frobenius norm in TLS is replaced by the Chebyshev norm. The computation of the estimator then reduces to a family of GLFPs. We illustrate the theory by the geometry behind the ChebyshevTLS, where the main tool is the Oettli-Prager Theorem. We focus on the case when the signs of regression parameters are assumed to be known; then a single GLFP suffices. Since GLFPs are efficiently solvable by IPMs, this case is useful for very large datasets and a high number of regression parameters, occurring e.g. in model-selection applications.
ABSTRACT. Matrizes de Distˆ ancias Euclidianas (MDE) s˜ ao matrizes cujas entradas representam o quadrado das distˆ ancias entre pontos de um espa¸co Euclidiano. Tais matrizes aparecem naturalmente em diversas aplica¸c˜oes e um problema que surge com frequˆencia ´e a falta, ou a incerteza, sobre algumas entradas da MDE. Em v´arias situa¸c˜ oes se conhece apenas um subconjunto de todas as distˆ ancias e deseja-se obter uma estimativa para as distˆ ancias faltantes. Neste contexto, o presente trabalho prop˜ oe a aplica¸c˜ ao de uma abordagem recente para o preenchimento de matrizes, conhecida como aproxima¸c˜ao de posto reduzido, para a estima¸c˜ ao de dados faltantes em MDE. A abordagem explora a matriz de produtos internos (Matriz de Gram) associada ` a MDE, pois, em geral, o posto da Matriz de Gram ´e menor que o posto da MDE, o que facilita a aplica¸c˜ ao dos m´etodos de posto 65
14B: Logistic and Transportation : Public Transportation II
Dise˜ no ´ optimo de servicios expresos considerando restricci´ on en paraderos
Sala Colorada, 16:15-18:00 Session Chair: Carlos Bueno
Sara Larra´ın Aylwin (Pontificia Universidad Cat´ olica de Chile,
[email protected]), Juan Carlos Mu˜ noz Abogabir, Homero Larra´ın Izquierdo
ABSTRACT. Esta investigaci´on consiste en encontrar una soluci´on ´optima, o al menos factible, al problema de dise˜ no de servicios expresos considerando tanto las restricciones de capacidad que existen en los buses, as´ı como la capacidad que presentan los paraderos para servir a buses. Para esto se utiliz´o un problema de optimizaci´ on, adem´ as de diferentes heur´ısticas que permiten encontrar en primer lugar una soluci´on factible al problema si existiera, y luego buscar la optimalidad.
A Stochastic Petri Net model for the Mass Public Transportation System of Bogot´ a (Colombia) ´ Gonzalo Mej´ıa (PONTIFICIA UNIVERSIDAD CATOLICA ´ ´ DE VALPARAISO,
[email protected]), Miguel Angel D´ıaz, Timothy Matis
ABSTRACT. This research studies the bus system of the TransMilenio Mass Public-Transportation System (MPTS) in the city of Bogot´ a, Colombia. As of today, the system is close to saturation as buses fill up their dedicated lanes and queue in front of the stations. This work focuses on the performance measures related to the arrival, service and departure processes of buses at the MPTS stations. The system of buses/stations is modeled with a Stochastic Petri Net (SPN) that maps into a Continuous Time Markov Chain (CTMC). The SPN model allows a compact representation of the complex queueing system and the CTMC allows the calculation of steady state probabilities and standard indicators such as queue length, sojourn times and lead times. Data was collected at one of the MPTS stations during rush hour was used to parameterize the model. The model was used to study alternative configurations at the station, and results suggest that changes in layout can reduce the bus queue times.
Redes espacio-tiempo para itinerario de fiscalizaci´ on de la evasi´ on en buses de Transantiago. Luis Trujillo (Universidad de Chile,
[email protected]), Cristi´ an Cort´es, Pablo A Rey, Diego Mu˜ noz
ABSTRACT. Desde sus inicios, la evasi´on del pago ha sido un problema relevante para Transantiago. En este art´ıculo se reporta un trabajo conjunto con un operador de buses del sistema, en base a dos l´ıneas de acci´ on: (i) atacar la evasi´on en la totalidad de servicios que maneja la compa˜ n´ıa y sus paraderos, con inspectores fiscalizando en paraderos durante turnos definidos, (ii) controlar la evasi´on en un s´olo servicio y sus paraderos asociados, con inspectores que pueden controlar tanto en paradas como en buses. En ambos casos, el objetivo es rutear eficientemente a los inspectores, buscando maximizar el ingreso proveniente del pago recuperado de potenciales evasores. Se utilizan enfoques de programaci´on entera mixta basados en redes expandidas en espacio-tiempo, para obtener el itinerario de los inspectores. Se proponen dos formulaciones alternativas: una mediante modelos de flujo en redes, y otra usando una heur´ıstica basada en generaci´ on de columnas.
Un modelo de programaci´ on matem´ atica para la optimizaci´ on de l´ıneas de metro V´ıctor Blanco (Universidad de Granada,
[email protected]), Eduardo Conde, Yolanda Hinojosa, Justo Puerto
ABSTRACT. En este trabajo se aborda el problema de optimizar el funcionamiento de las l´ıneas en una red de metro previamente establecida. Para ello han de tomarse decisiones relativas a la planificaci´ on de los horarios de los distintos trenes a su paso por las diferentes estaciones, as´ı como a las caracter´ısticas t´ecnicas de los mismos, como son capacidad o velocidad del tren. Adicionalmente, hay varios aspectos que han de ser considerados, tales como la existencia de estaciones de transbordo o de subcircuitos dentro de una misma l´ınea. El objetivo es la minimizaci´on de costes, entre los que se contemplan tanto los costes derivados de la puesta en marcha de los trenes como las recompensas derivadas del transporte de pasajeros (entendidos como costes negativos). El problema es formulado como un problema de programaci´ on entera mixta y resuelto de forma iterativa mediante un algoritmo ad hoc.
Control de una l´ınea de metro mediante ajustes de velocidad y retenci´ on de trenes Carlos Bueno (Pontificia Universidad Cat´ olica de Chile,
[email protected]), Juan Carlos Mu˜ noz
ABSTRACT. Este trabajo presenta un modelo de programaci´on matem´atica que controla la operaci´ on de una l´ınea de Metro minimizando el costo social generado por el consumo de energ´ıa y por los tiempos de espera y de viaje de los usuarios. Para minimizar este costo se consideran tres estrategias: ajuste a la velocidad, retenci´ on de trenes y dosificaci´on de ingreso de pasajeros a los trenes. El modelo considera un horizonte m´ovil de predicci´ on con 66
base en la informaci´ on perfecta respecto de las tasas de llegada de los usuarios a las estaciones y de la posici´on actual de los trenes. El modelo es evaluado mediante simulaci´ on aplicando s´ olo las estrategias de control de velocidad y retenci´ on de trenes obteniendo reducciones del costo social de hasta el 20
con las cantidades m´ınimas requeridas y minimizando los costos de transporte. Proponemos un modelo de programaci´on entera, resolviendo la instancia real con un algoritmo de branch-and-cut.
Modelo de coordinaci´ on de abasto para la red de producci´ on-distribuci´ on de caf´ e org´ anico mediante pol´ıticas de Inventario Gestionado por el Vendedor (VMI)
14C: OR in Agriculture II Auditorio 1, 16:15-18:00 Session Chair: Mar´ıa M. L´ opez
Nicolas Clavijo Buritica (Pontificia Universidad Javeriana de Cali,
[email protected]), Carolina Echeverry Andrade, Daniel Alejandro Montanchez Sarasty
Estudio de viabilidad t´ ecnico-financiero para el montaje y puesta en marcha de una planta piloto para el aprovechamiento agroindustrial del mango en el departamento del Tolima.
ABSTRACT. En una red de suministro agr´ıcola que opera bajo principios de asociatividad, los productos extra´ıdos en las fincas pueden ser enviados a destinos de transformaci´on descoordinadamente. Esto representa un problema de desempe˜ no de la red de suministro; tiene un impacto en los costos log´ısticos y afecta el ingreso perc´apita de los campesinos por las variaciones diarias del precio de los productos en el mercado, tema poco abordado en la literatura. Se propone en ´este estudio evaluar un sistema de gesti´on de abasto tras la prueba de dos escenarios de Inventario Gestionado por el Vendedor, los cuales est´an representados por modelos matem´ aticos. Los escenarios dependen de qui´en asume los costos de mantener inventario y los valores base para la negociaci´ on del producto. El modelo es validado en una asociaci´ on colombiana productores de caf´e org´anico, en el marco del comercio justo y se concluye que un escenario de baja frecuencia de env´ıos representa el menor costo y el mejor ingreso perc´apita.
Helga Patricia Bermeo Andrade (Universidad de Ibagu´e,
[email protected]), Maria Elena Rua, Jimmy Carvajal
ABSTRACT. Este articulo presenta una estrategia para dise˜ nar y validar t´ecnica y financieramente la puesta en marcha de una planta piloto para el aprovechamiento agroindustrial y ecoeficiente de los vol´ umenes no comercializados en fresco del Mango en el departamento del Tolima. la metodolog´ıa implementada se enfoca en la utilizaci´ on de simulaci´ on de eventos discretos en el software SIMIO para el modelamiento de toda la log´ıstica de producci´ on de jugo, mermelada y pulpa de mango. Los resultados est´ an enfocados en obtener todo el soporte t´ecnico de la producci´ on, la cantidad de tecnolog´ıa requerida en cada etapa del proceso, as´ı como los insumos y el personal requerido. los resultados son satisfactorios teniendo en cuenta las contracciones de la demanda y los diferentes escenarios de aceptaci´ on de los productos en el mercado local y regional.
Uso da an´ alise de redes sociais no estudo de mudan¸cas estruturais na agricultura: o caso da regi˜ ao do Matopiba no Brasil
The Price-collecting vehicle routing problem applied to a real milk collection problem Raul Fernando Soto (Universidad de
[email protected]), Germ´ an Paredes-Belmar
Los
Fernando L. Garagorry (Embrapa,
[email protected]), Milena Y. Ramos
ABSTRACT. A regi˜ao do Matopiba, formada por 31 microrregi˜oes que re´ unem partes de quatro estados do Brasil, ´e uma ´area de r´apido crescimento da produ¸c˜ ao agr´ıcola. Foram feitos diversos estudos sobre a evolu¸c˜ ao da agricultura na regi˜ao, considerando 65 produtos (incluindo animais e vegetais). Interessa identificar a evolu¸c˜ ao conjunta de v´arios produtos. A an´alise de redes sociais (ANS) foi usada como m´etodo auxiliar para obter informa¸c˜ ao sobre mudan¸cas na estrutura da produ¸c˜ao agr´ıcola no caso multiproduto. A ANS tem enriquecido a teoria de grafos tradicional com novos conceitos que, por sua vez, tˆem levantado diversos problemas de otimiza¸c˜ao combinat´ oria e exigido novos algoritmos. No caso, as 31 microrregi˜ oes formaram o conjunto de n´os. Em cada ano, e para cada produto, dois n´os foram unidos por uma aresta se o pro-
Lagos,
ABSTRACT. En este trabajo, introducimos un problema real de recolecci´ on de leche en Chile. Una compa˜ n´ıa procesadora, necesita recolectar este suministro para elaborar sus productos. Para ello, dispone de una flota heterog´enea de veh´ıculos. Los productores de leche, que est´ an ubicados en una amplia zona geogr´ afica al sur del pa´ıs, proveen el insumo principal para la elaboraci´ on diaria. La empresa compra s´ olo las cantidades de esta materia prima que puede procesar, por lo que los veh´ıculos solamente recolectan la leche necesaria. Se busca determinar rutas eficientes de recolecci´ on para los veh´ıculos, cumpliendo 67
duto apareceu em ambas as microrregi˜ oes. Resultaram redes com la¸cos e multiarestas que revelaram aspectos estruturais da agricultura na regi˜ ao at´e ent˜ ao desconhecidos.
constraints such as the limited product changeovers and the minimum run length in a machine. The complexity of the proposed model is assessed by means of an industrial real instance.
Modelo para la planificaci´ on o ´ptima de la producci´ on y deshidrataci´ on de hierbas medicinales y arom´ aticas
A General Integrated Lot Sizing and Cutting Stock Problem
Mar´ıa M. L´ opez (Facultad Polit´ecnica - Universidad Nacional de Asunci´ on,
[email protected]), Jorge L. RecaldeRam´ırez, Julio Canales
Gislaine Melega (UNESP IBILCE,
[email protected]), Silvio Alexandre de Araujo, Raf Jans
ABSTRACT. Se presenta el dise˜ no de un modelo matem´atico de Programaci´ on Lineal (PL), para el apoyo de la gesti´on de operaciones de deshidratado de tres hierbas arom´aticas y medicinales, utilizando como fuente de energ´ıa biog´as. El modelo incluye variables relacionadas a la planificaci´on de la producci´ on y compra de materia prima, la deshidrataci´ on y almacenamiento temporal del producto terminado, con el objetivo de minimizar el costo total. Fue probado utilizando datos obtenidos de revisiones y prove´ıdos por un potencial cliente y un productor con una finca agr´ıcola en Aregu´ a, Paraguay. La planeaci´on a corto plazo permite la utilizaci´ on de los recursos con mayor eficiencia al calcularse la cantidad de parcelas a destinar a cada materia prima, las horas hombres, horas m´aquinas y recursos asociados que se requerir´an por periodo. El costo m´ınimo obtenido para la planificaci´on de 72 meses es de USD 43.181, con la satisfacci´on del 25
ABSTRACT. In several production processes, the cutting stock problem and the lot-sizing problem are performed sequentially. However, these problems are usually treated separately, which facilitates their understanding and applicability, but usually generates a suboptimal overall solution. In order to capture different aspects found in different industrial environments, a general integrated problem is proposed. The model considers the integration of three levels, which are the production of the objects, the cutting of the objects in pieces and the assembly of the pieces into final products. At Level 1 and Level 3 a capacitated lot-sizing problem with setup is modeled and, at Level 2 a multi-period capacitated cutting stock problem is formulated. The main classification of the literature is organized around 2 aspects: integration across periods and integration between production levels. A preliminary computational experiment using randomly generated data is realized.
14D: Production - Production Planning Auditorio 7, 16:15-18:00 Session Chair: Virna Ortiz
Gerenciamento de recursos para programa¸ c˜ ao da produ¸ c˜ ao de produtos perec´ıveis em um ambiente de m´ ultiplas linhas
Production Planning and Scheduling Optimization Model for glass industry
Rafael Ribeiro (Universidade de Sao Paulo,
[email protected]), Willy Soler, Maristela Santos
Jonnatan Avil´es-Gonz´ alez (Instituto Tecnologico de Estudios Superiores de Monterrey,
[email protected]), Laura Hervert-Escobar, Jes´ us Fabi´ an L´ opez-P´erez, Neale R. Smith
ABSTRACT. Nesse artigo estudamos um problema de planejamento da produ¸c˜ao motivado por uma ind´ ustria aliment´ıcia que produz carnes embaladas. A ind´ ustria ´e caracterizada pela perecibilidade dos produtos, sequenciamento dos lotes e pela necessidade da sincroniza¸c˜ao de recursos escassos para opera¸c˜ao das linhas de produ¸c˜ao. Em ind´ ustrias desse ramo existem altos custos associados a estocagem a fim de evitar a deteriora¸c˜ao dos itens, de modo que ´e essencial a otimiza¸c˜ao dos processos industriais visando a minimiza¸c˜ao dos custos. Formulamos o problema por meio de um modelo de programa¸c˜ao inteira mista e analisamos duas abordagens para tratar o aspecto da perecibilidade por meio de testes computacionais.
ABSTRACT. Based on a case study, this paper deals with the production planning and scheduling problem of the glass container industry. This is a facility production system that has a set of furnaces where the glass is produced in order to meet the demand, being afterwards distributed to a set of parallel molding machines. Due to huge setup times involved in a color changeover, manufacturers adopt their own mix of furnaces and machines to meet the needs of their customers as flexibly and efficiently as possible. In this paper we proposed an optimization model that maximizes the fulfillment of the demand considering typical constraints from the planning production formulation as well as real case production 68
Line balancing with heterogeneous products: a two-step formulation to minimize number of stages in the whole system of lines
Generaci´ on de columnas para un problema de ruteo e inventarios para la gesti´ on de una red de cajeros autom´ aticos Pablo A Rey (Universidad de Chile,
[email protected]), Alejandro Cataldo, Leandro Coelho, Cristi´ an Cort´es, Carlos Lagos
Felipe Kesrouani Lemos (Universidade Estadual Paulista/UNESP,
[email protected]), Juliano Augusto Nunes Paix˜ ao, Adriana Cristina Cherri, Silvio Alexandre de Araujo, Aline Marques
ABSTRACT. Este trabajo presenta un enfoque de programaci´on entera mixta para resolver un problema de inventory-routing en relacionado con la planificaci´ on de reposici´on de dinero en una red de cajeros autom´ aticos. El problema estudiado es distinto de otros trabajos en la literatura, ya que considera la posibilidad de faltante de efectivo en los cajeros (quiebres de inventario), los cuales son penalizados. Bajo supuestos de demanda determinista y consumo homog´eneo del dinero a lo largo de los periodos, se propone un esquema de generacion de columnas. Se formula el problema maestro restringido que incluye variables est´aticas relativas a los niveles de dinero en los cajeros y a los faltantes, mientras que las variables correspondientes a la selecci´on de rutas y sus instantes de inicio, son generadas de manera din´amica. Los subproblemas de generaci´on de columnas son resueltos con un modelo de programaci´on entera mixta. Resultados preliminares muestran que el enfoque es factible.
ABSTRACT. The paper addresses the Mixed-model Assembly Line Balancing Problem on an audio amplifier factory with objective of minimizing total number of stages. Two characteristics make it different from classic problems: several assembly lines are optimized as a whole; and products are heterogeneous, so converting precedence diagrams in a joint one is unrealistic. A two-step formulation is proposed: first, cycle times are minimized for each product and all possible number of stages; and a global optimization (with data from first model), where configurations of the lines are chosen to minimize the total number of stages. Data from 24 products, 4 lines and 337 tasks were collected on the factory. Results were obtained in 26.5 seconds and promoted a reduction of 44.8
Planificaci´ on jer´ arquica de la producci´ on con demanda estacional y distribuci´ on uniforme Virna Ortiz-Araya (Universidad
[email protected]), V´ıctor M. Albornoz
del
B´ıo-B´ıo,
vior-
Uma Heur´ıstica H´ıbrida para Problemas de Roteamento de Ve´ıculos com Dimensionamento de Frota Heterogˆ enea e M´ ultiplos Dep´ ositos
ABSTRACT. La planificaci´ on jer´ arquica de la producci´on es una metodolog´ıa empleada para sincronizar las decisiones a nivel t´ actico con aquellas m´ as detalladas a nivel operacional. En este art´ıculo se presentan diferentes modelos de optimizaci´ on para una estructura jer´arquica conformada por tres niveles, tomando en cuenta aspectos del proceso productivo y de la cadena de suministro. El primer modelo trata un problema de planificaci´on agregada de producci´ on con demanda estacional bajo incertidumbre utilizando la programaci´ on estoc´ astica con recurso multi-etapa, determinando el plan maestro de producci´ on. Un segundo modelo determinista desagrega las decisiones a nivel de detalle por familia de productos, que en un tercer modelo determina los vol´ umenes a elaborar y distribuir por cada producto final y tipo de cliente. Estos modelos son aplicados a un caso de estudio de art´ıculos de escritorio obteniendo resultados que muestran la pertinencia y validez de la metodolog´ıa propuesta.
Puca Huachi Penna (Universidade Federal de Ouro Preto,
[email protected]), Luiz Satoru Ochi, Anand Subramanian
ABSTRACT. Este trabalho trata o Problema de Roteamento de Ve´ıculos com Dimensionamento de Frota Heterogˆenea e M´ ultiplos Dep´ositos (PRVDFHMD). O PRVDFHMD ´e NP-dif´ıcil pois ´e uma generaliza¸c˜ ao do Problema de Roteamento de Ve´ıculos (PRV), onde os clientes s˜ao atendidos por uma frota heterogˆenea de ve´ıculos com capacidades e custos distintos e mais de um dep´osito est´a dispon´ıvel. Para resolver o problema ´e usada uma abordagem h´ıbrida, baseado na meta-heur´ıstica Iterated Local Search, que faz uso de um m´etodo exato baseado no Problema de Particionamento de Conjuntos para incorporar mem´oria ao algoritmo heur´ıstico. Para verificar esta eficiˆencia, esta ´e testada em problemas-teste da literatura. O algoritmo desenvolvido obtive valores melhores ou iguais aos melhores resultados conhecidos em diversos problemas. Estes resultados mostram que o algoritmo desenvolvido produz solu¸c˜oes finais de alta qualidade quando comparados com os algoritmos da literatura.
14E: Transportation: Extensions in Vehicle Routing Optimization Sala 5, 16:15-18:00 Session Chair: Jos´e Lassance C. Silva 69
Una B´ usqueda Tab´ u Granular para el Problema de Ruteo de Veh´ıculos con Ventanas de Tiempo y Flota heterog´ enea: Aplicaci´ on en una empresa de consumo masivo.
route to efficient use of the available fleet. The case study shows a particular situation of VRP, where pickup and delivery of passengers are carried at separate times. In the AG, three different crossover operators are tested in the search for better results. In the case study, the algorithm was capable of solving the problem in a short time space, using efficiently the fleet and fulfilling all requests of visit. The instances of the problem belong the Social Development and Employment Department of Cear´a State.
Rodrigo Linfati (Universidad del B´ıo-B´ıo,
[email protected]), Jose Bernal, John Willmer Escobar
ABSTRACT. El Problema de Ruteo de Veh´ıculos con Ventanas de Tiempo y flota Heterog´enea (HVRPTW) es una variante del cl´ asico CVRP, donde se considera adicionalmente que los clientes solo pueden ser visitados en un bloque de tiempo dado, y que los veh´ıculos tienen diferente capacidad. La soluci´ on consta de un algoritmo heur´ıstico de dos fases, la primera encuentra una soluci´on inicial factible; en caso de no ser posible el problema se relaja iterativamente hasta encontrar una soluci´on que cumpla con las condiciones relajadas. El algoritmo de la segunda fase corresponde a una B´ usqueda Tab´ u de espacios Granular, con vecindarios penalizados din´ amicamente con respecto a la violaci´ on de la capacidad del veh´ıculo y las ventanas de tiempo del cliente. Se presenta el caso real de una multinacional en Colombia dedicada a la distribuci´ on de bebidas de consumo masivo. Adicionalmente se eval´ ua el algoritmo con instancias de la literatura.
14F: Marketing II Auditorio 6, 16:15-18:00 Session Chair: Leonardo Epstein
A multivariate approach for associating products to points of sale in the indirect distribution channel Carlos Ernani Fries (Federal University of Santa Catarina,
[email protected]), Michel Anzanello, Guilherme Tortorella, Giuliano Marodin
ABSTRACT. Structured methods aimed at selecting the appropriate product mix to be offered to each point of sales are of utmost importance for firms that work in the indirect channel. This paper proposes a quantitativebased approach for selecting the recommended product mix to be directed to the POS based on products and customers’ patterns. For that matter, products and customers are grouped based on their features and their levels of relationship are identified. The proposed method relies on Multivariate Analysis techniques that allow the reduction of the number of variables describing product and customers’ features, and clustering techniques to group products and customers according to their similar behavior. When applied to an indirect distribution channel of a multinational company from the food and agricultural commodities sector, the method effectively clustered products and customers with similar patterns; such results were validated by company’s historical data and experts’ assessment.
Vehicle Routing Problem with Fuel Consumption Minimization: a Case Study Luiza Amalia P. Cant˜ ao (Universidade Estadual Paulista “J´ ulio de Mesquita Filho”,
[email protected]), Gregory T. Santos, Luiza Amalia P. Cant˜ ao, Renato F. Cant˜ ao
ABSTRACT. In this paper we present the development of a Vehicle Routing Problem model geared towards fuel consumption reduction. We also present an application of the model on the daily scheduling of the collecting trucks from CORESO, a cooperative for recycling based on the city of Sorocaba, SP. Results show that routes obtained with the model can bring a significant reduction on fuel comsuption, with a neglegible impact in journey time, when compared with models focused on journey time reduction.
The effect of online reviews and ratings on assortment planning
Um Algoritmo Gen´ etico para o Problema de Roteiriza¸c˜ ao de Ve´ıculos com Frota Heterogˆ enea e Coleta e Entrega Separada
Oscar Felipe Carrasco (Universidad de Chile,
[email protected]), Denis Saure
Jos´e Lassance C. Silva (Universidade Federal do Cear´ aUFC,
[email protected]), Cesar Augusto C. Sousa Filho, Bruno Castro H. Silva
ABSTRACT. Online reviews and ratings of products, like Amazon’s five star rating system, have become an increasingly common practice over the last years. This fact has encouraged the development of a vast literature regarding this topic. In this work we study the effect of online reviews and ratings on assortment planning. For this, we consider a retailer facing a sequence of customers
ABSTRACT. This work presents a Genetic Algorithm (AG) for solving the Vehicle Routing Problem (VRP) with a heterogeneous fleet and pickup and delivery separated. The problem tries to generate the most economical 70
The Effects of Retail Marketing Actions on Store Traffic: Models with Inter-arrival Customer Data
that purchase products offered to them, and reveal their quality to future consumers. Given this information, the retailer, who can only offer a limited amount of products, has to decide on which set of alternatives to display. We approach this problem looking for ways in which the retailer can influence the outcome, namely the customers’ purchase decisions and therefore the revenue obtained.
Leonardo Epstein (School of Business, Universidad de los Andes,
[email protected]), Ignacio Inostroza
ABSTRACT. Retail managers often implement promotions and later wish to measure their performance. If customer traffic to the store is a measure of performance, then it is of interest to learn if a promotion increases this traffic. To assess the effects of promotions on traffic, our approach uses traffic in the form of times between consecutive arrivals. A successful promotion shortens inter-arrival times. Our approach builds a baseline by predicting inter-arrival times during the promotion as if the promotion had not taken place. To evaluate the effect of the promotion, we compare these predictions with the actual observed times between arrivals during the promotion. We use one-hour intervals within a day, day of the week, week of the month and month indicators to obtain predictions of time between consecutive arrivals. We propose graphical tools to help visualize the effect of a promotion on traffic. An illustration of the approach uses data from video images captured at a store’s entrance.
Estudio del Comportamiento de Clientes de un Club de Beneficios en una Tienda de Retail Isamar Troncoso (Universidad de Chile,
[email protected]), Ran Kivetz, Ricardo Montoya, Oded Netzer
ABSTRACT. En mercados de alta competitividad, muchas empresas crean clubes de beneficios con el anhelo de aumentar la lealtad de sus clientes. En este trabajo estudiamos el comportamiento de los clientes de un club de beneficios de una tienda de retail respecto de sus comportamientos de compra y canje de beneficios. Se utiliza un modelo Tobit II Jer´ arquico Bayesiano para describir las decisiones de incidencia y monto de compra, analizando (i) la aceleraci´on del comportamiento en funci´ on de la distancia al canje, (ii) ajuste en comportamiento posterior al canje, (iii) influencia del tipo de canje (hed´onico o utilitario) en aceleraci´ on y ajuste posterior. Los resultados confirman aceleraci´ on, reseteo posterior al canje, y evidencian la influencia del tipo de canje en estos comportamientos. Finalmente, se estudia la elecci´ on de tipo de canje utilizando un modelo Mixed Logit que permite establecer que a mayor esfuerzo requerido para el premio aumenta la probabilidad de escoger productos hed´onicos.
Wednesday 16A: Mathematical Programming : Stochastic Programming Sala Matte, 09:45-11:15 Session Chair: Gustavo Angulo
Dise˜ no territorial para el ´ area de ventas de una empresa de televisi´ on por cable
IIS branch-and-cut algorithm for binary chance-constrained problems
Cesar A. Arguello-Rosales (UPAEP,
[email protected]), Elias Olivares-Ben´ıtez, Francisco Javier Mendez-Ramirez, Beatriz Pico-Gonzalez
Gianpiero Canessa (Universidad Adolfo Ib´ an ˜ez,
[email protected]), Bernardo Pagnoncelli, Lewis Ntaimo
ABSTRACT. El particionamiento territorial consiste en agrupar unidades b´ asicas en un n´ umero dado de grupos geogr´aficos m´ as grandes, denominados territorios. El problema de particionamiento territorial en este trabajo se modela como un problema de la p-mediana, en donde se analiza una zona determinada de una empresa de televisi´on por cable en M´exico compuesta de 79 unidades b´asicas definiendo 12 territorios para la mejora del servicio de ventas. Tomando en cuenta los resultados obtenidos en este primer an´alisis se espera que en trabajos posteriores se profundice en el dise˜ no territorial para balancear las cargas de trabajo as´ı como los ingresos captados por cada territorio.
ABSTRACT. We present a method to solve chanceconstrained problems with binary variables and a finite number of scenarios. Our approach starts with an infeasible system consisting of all scenario realizations, and by identifying irreducibly infeasible subsystems (IIS), we are able to remove constraints and find good candidate solutions for the original problem. The method consists in a branch-and-bound algorithm, and our strategy is to quickly find feasible nodes based on IIS for the relaxed formulation of the problem. We apply our technique to large scale instances of binary chance-constrained problems encountered in the literature.
71
Identifying Effective Scenarios in Distributionally Robust Stochastic Programs with Variation Distance
vertices is exponential with respect to the size of the description of Q, a natural integer programming formulation that includes binary variables to choose which scenarios are satisfied is simply impractical. Thus we present a formulation that discards the k worst scenarios for a given vector x without including variables for each scenario, leading to a mixed-binary program of moderate size. We also study a model where the average cost of the k worst scenarios is considered, for which we present a compact linear formulation. These models can be interpreted in the context of VaR- and CVaR-constrained problems, respectively, exhibiting similar relationships. A key tool we exploit is a dynamic program for linear optimization over a set of integral matrices with lexicographically ordered rows, which might be of independent interest.
Tito Homem-De-Mello (Universidad Adolfo Iba˜ nez,
[email protected]), Hamed Rahimian, Guzin Bayraksan
ABSTRACT. Traditional stochastic programs assume that the probability distribution of uncertainty is known. However, in practice the probability distribution oftentimes is not known or cannot be accurately approximated. One way to address such distributional ambiguity is to work with distributionally robust convex stochastic programs (DRSP), which minimize the worst-case expected cost with respect to a set of probability distributions. In this paper we analyze the case where there is a finite number of possible scenarios and study the question of how to identify the critical scenarios resulting from solving a DRSP. We illustrate that not all, but only some scenarios might have “effect” on the optimal value/solution. We propose easy-to-check conditions to identify effective and ineffective scenarios for that class of problems. Computational results show that identifying effective scenarios provides useful insight on the underlying uncertainties of the problem.
16B: Logistic and Transportation : Vehicle Routing III Sala Colorada, 09:45-11:15 Session Chair: Rodrigo Linfati
Analysis of an insular household waste collection system design problem Maximiliano Calder´ on (Universidad Andr´es Bello,
[email protected]), Carola Blazquez, Pablo A. Miranda
Risk Averse Scenario Reduction Sebastian Arpon (Universidad Adolfo Iba˜ nez,
[email protected]), Tito Homem-De-Mello, Bernardo Pagnoncelli
ABSTRACT. This paper proposes the usage of different extensions of the well-known Periodic Vehicle Routing Problem (PVRP) for addressing an insular rural waste collection system design problem. All the proposed models minimize maritime transportation costs for a single barge to visit a set of islands in a 6-day period. This problem consists of selecting the docks of each island as collection sites, visit frequency and days for each selected dock, and daily visit sequence, where weight/volume capacity and time duration constraints are taken into account. Visit days and frequency decisions are modeled using a visit pattern approach, where a specific pattern must be assigned to each selected dock. The models are solved with Branch Bound using a commercial solver for a set of real instances of different islands belonging to Chiloe and Palena provinces, Chile. Computational results are presented along with a sensitivity analysis considering some key parameters of the problem.
ABSTRACT. In Stochastic Programing a key issue is the generation of scenarios from a random variable. This is directly related to the quality of the solution of the problem but, as the number of scenarios increases, the complexity of the problem also increases. This is the principal motivation of scenario reduction techniques, which attempt to reduce the number of scenarios without worsening too much the quality of the solution. Most of the work in this area focuses on problems where the goal is to minimize the expected value of a function. In this talk we discuss some techniques that aim at generating scenarios when the goal of the problem is minimize a risk function that represents a decision maker’s aversion to risk. The techniques are illustrated with some numerical examples to demonstrate the impact of the methods.
On a class of stochastic programs with exponentially many scenarios
Una formulaci´ on Bi-Objetivo para el problema de dise˜ no de rutas de recolecci´ on de residuos domiciliarios insulares
Gustavo Angulo (Pontificia Universidad Cat´ olica de Chile,
[email protected]), Mathieu Van Vyve
Javier Maturana (Pontificia Universidad Catolica de Valparaiso,
[email protected]), Pablo A. Miranda, Javier Maturana, Carlos Obreque, Carola Blazquez, Gabriel Gutierrez-Jarpa
ABSTRACT. We introduce a class of stochastic programming problems where scenarios are affinely parametrized by the vertices of a given polytope Q. Since the number of 72
trayectoria. La generaci´on de nuevos vecindarios es necesaria debido a que el uso de operadores cl´asicos no resulta adecuado por la cantidad de vecinos infectable que genera. Se hace un estudio comparativo de los vecindarios y de las metaheur´ısticas. Adicionalmente, para verificar el correcto funcionamiento, de forma eficiente y eficaz, de los algoritmos implementados se considera el caso cuando el veh´ıculo inicia con infinita energ´ıa desde el deposito, transformando el problema en el MDVRP cl´asico.
ABSTRACT. Este trabajo se enfoca en el problema de recolecci´on de residuos domiciliarios generados en un conjunto de islas rurales ubicadas en el sur de Chile. En este estudio se buscan formulaciones para el problema, basadas en Programaci´ on Entera Mixta, los cuales integran decisiones de selecci´ on de puntos de recolecci´on y visitas en cada isla (muelles), asignaci´ on de frecuencias y d´ıas de visita para cada muelle seleccionado, y decisiones diarias de ruteo vehicular (secuencia de visitas). Una particularidad de este problema es que se hace necesario identificar en qu´e casos es conveniente visitar una isla m´as de una vez, es decir utilizando m´ as de un punto de recolecci´on. De este modo, la presente propuesta se enfoca en realizar dicho an´ alisis, sobre la base de enfoque Bi-Objetivo, el cual tendr´ a en cuenta tanto los costos de transporte mar´ıtimos, como tambi´en los costos terrestres al interior de las islas, correspondiente al traslado de basura hacia los puntos de recolecci´ on o muelles.
16C: Logistics and Transportation : Location I Auditorio 1, 09:45-11:15 Session Chair: Javier Faulin
Solving Different Versions of Vehicle Routing Problems with MS Excel Solvers Gonzalo Hern´ andez (Universidad Cat´ olica del Norte, Escuela de Ingenier´ıa,
[email protected])
Nueva metodolog´ıa para la programaci´ on de las rutas de reparto en la industria farmac´ eutica
ABSTRACT. The Vehicle Routing Problem (VRP) is one of the main combinatorial problems that has several applications in Industrial Engineer, such as: distributions of goods, routing emergency vehicle, etc. In this work we studied the computational performance of the most used MS Excel Solvers (IBM ILOG Cplex, Opensolver, Lindo What’s Best) applied to solve different versions of the VRP: Homogenous and Heterogeneous Capacitated VRP, Homogeneous and Heterogeneous Capacitated VRP with Time Windows. The performance was measured in different scale problems by the quality of the solution obtained and the required computing time.
Mat´ıas Vaccarezza (Universidad del Desarrollo,
[email protected]), Pablo Gonz´ alez-Brevis
ABSTRACT. En este trabajo, se presenta una metodolog´ıa para resolver el problema de programaci´on de las rutas diarias de los camiones para una empresa farmac´eutica. La metodolog´ıa propuesta consta de tres etapas: (1) clusterizaci´ on de los locales (2) resolver el problema de veh´ıculo de reparto con capacidad limitada y ventanas de tiempo para cada uno de los clusters con el fin de determinar el n´ umero m´ınimo de camiones requeridos para satisfacer la demanda de cada cluster, (3) resolver el problema del vendedor viajero con ventanas de tiempo para cada uno de los recorridos con el fin de disminuir el tiempo de transporte de cada ruta entregada en la etapa anterior. Aplicando la metodolog´ıa propuesta se logr´ o una reducci´ on de un 27
Dynamic Warehouse Location under Discrete Transportation Costs Braulio Brunaud (Carnegie Mellon University,
[email protected]), Ignacio Grossmann, John Wassick, Anshul Agarwal, Matt Bas-sett
El Problema de Ruteo de Veh´ıculos El´ ectricos, Comparaci´ on de Metaheur´ısticas Granulares de Trayectoria
ABSTRACT. A Mixed-Integer Linear Programming model is proposed to determine the optimal number, location and capacity of the warehouses required to support a 5-year forecast for a business with seasonal demand. Discrete transportation costs, dynamic warehouse contracting, and handling of safety stock are the three main features that make the problem different from the previous reported work in the facility location problem. The most effective modeling alternative for each of these complicating issues was identified. To solve large-scale problems, tightening constraints, approximating reformulations and multistage heuristics are proposed. A 2-stage heuristic based on products grouping is able to obtain the optimal solution in 95
Rodrigo Linfati (Universidad del B´ıo-B´ıo,
[email protected])
ABSTRACT. El problema de Ruteo de Veh´ıculos El´ectricos Multi Deposito (eMDVRP) es una variante del cl´asico MDVRP, agregando restricciones relacionadas con el uso de los veh´ıculos el´ectricos, los cuales pueden recorrer una distancia limitada desde el deposito, pero el veh´ıculo puede ir a un punto de recarga donde puede ser recargado (total o parcialmente) para incrementar la distancia m´axima a recorrer. Se presentan vecindarios eficientes, que luego son usados en metaheur´ısticas de 73
16D: Business Analytics : Feature selection
Dise˜ no de una Matheur´ıstica basada en el ´ındice de preparaci´ on para el problema din´ amico de localizaci´ on y despacho de veh´ıculos de emergencias m´ edicas
Auditorio 7, 09:45-11:15 Session Chair: Sebastian Orellana
Juan Camilo Paz Roa (Pontificia Universidad Javeriana - Cali,
[email protected]), Jhon Wilmer Escobar, C´esar Augusto Mar´ın Moreno, David Barrera
Selecci´ on de variables y evoluci´ on de la eficiencia empleando dea para sucursales de una empresa financiera
ABSTRACT. Este trabajo estudia problema din´amico de localizaci´on y despacho de veh´ıculos de emergencias m´edicas. El objetivo es maximizar la cantidad de servicios atendidos en un tiempo menor o igual al establecido, para m´ ultiples tipos de emergencias. La matheur´ıstica propuesta busca ser la base de una herramienta cuantitativa, que pueda ser implementada en la pr´ actica. El problema de localizaci´on es formulado con un enfoque v´ertices y resuelto de manera exacta. El problema de despacho, es resuelto a trav´es de una heur´ıstica basada en del ´ındice de preparaci´on. Finalmente, el problema relocalizaci´on parcial o total de flota es resuelto de manera exacta con un modelo de dos etapas. En la primera, se soluciona un modelo matem´atico orientado a la maximizaci´on de cobertura, en la segunda, se minimiza el m´ aximo tiempo de desplazamiento de los veh´ıculos a relocalizar. Los experimentos preliminares muestran resultados prometedores con instancias basadas en informaci´ on real.
Hern´ an Pablo Guevel (Facultad de Ciencias Econ´ omicas – Universidad Nacional de C´ ordoba,
[email protected]), Josefina Racagni, Sofia Cortaberria
ABSTRACT. El presente trabajo analiza la eficiencia de las sucursales de una entidad financiera aplicando la metodolog´ıa Data Envelopment Analysis, y su evoluci´on a lo largo de 4 semestres consecutivos mediante el ´ındice de Malmquist. Con este objetivo y trabajando con 17 indicadores para 51 sucursales de la organizaci´on, se aplic´o inicialmente un modelo CCR input orientado cuyos resultados no permitieron distinguir satisfactoriamente entre unidades eficientes e ineficientes. A fin de mejorar la calidad de los resultados se aplic´o el m´etodo IO-Stepwise de Lins y Moreira (1999) para reducir dimensiones, seleccion´andose un total de 9 indicadores (3 entradas y 6 salidas) que representan adecuadamente el problema a abordar. Con estas variables se logr´o analizar la evoluci´on de la eficiencia para los subper´ıodos considerados, distinguiendo entre el cambio en el uso de los recursos y el desplazamiento de la frontera eficiente, y efectuar recomendaciones a la empresa en base a los resultados obtenidos.
Pareto Optimization to Locating a Biorrefinery with Economic and Environmental Criteria
Selecci´ on de Atributos para Series de Tiempo utilizando SVR: una Aplicaci´ on en Despacho de Carga
Javier Faulin (Department of Statistics and OR. Public University of Navarre,
[email protected]), Adrian Serrano-Hernandez, Javier Belloso Ezcurra, Mercedes S ´anchez, Jesus M Pintor
Sebasti´ an Maldonado (Facultad de Ingenier´ıa y Ciencias Aplicadas, Universidad de los Andes,
[email protected])
ABSTRACT. New alternative energy sources, such as biomass, have been gaining importance and relevance along the time. Biofuels are obtained from biomass, the energy from biological material, through complex processes that take place in a multifunctional facility: the biorrefinery. Our paper proposes a procedure to properly locate a biorrefinery in Navarra (Spain) from economic and environmental point of view. Thus, a Mixed Integer Linear Programming (MILP) model coded in GAMS is developed to solve a multiobjective Facility Location Problem (FLP). Epsilon-Constraint methodology is followed to build up the Pareto Frontier (PF) along with the aforementioned criteria. Promising results are obtained allowing us to determine the best area to pinpoint a biorrefinery as well as to define Pareto optimal decisions.
ABSTRACT. El pron´ostico de la demanda del consumo el´ectrico mediante series de tiempo de alta frecuencia es un ´area de aplicaci´on muy relevante para investigadores en modelos de pron´ostico, debido a su importancia en la gesti´on operacional de los sistemas energ´eticos. Sin embargo, modelos de aprendizaje de m´aquinas, tales como las Redes Neuronales o Support Vector Regression (SVR), no han tenido un gran desarrollo para este tipo de aplicaciones, debido a la dificultad que resulta especificar este tipo de modelos de forma efectiva y parsimoniosa. En este trabajo se extiende el m´etodo Kernel-Penalized SVR (KP-SVR) al an´alisis de series de tiempo con el fin de determinar de forma autom´atica el n´ umero de rezagos adecuados en el proceso autorregresivo. Este m´etodo realiza una eliminaci´on de atributos hacia atr´as al ajustar de forma iterativa el ancho de una funci´on de kernel no 74
The role of risk aversion and market completeness in gas and electricity investment coordination issues
isotr´ opico. El modelo desarrollado es aplicado a la industria el´ectrica.
In´es Usera Rod´es (Institute for Research in Technology, Comillas Pontifical University,
[email protected]), Pablo Rodilla, Ignacio Herrero, Javier Garc´ıa-Gonz´ alez, Carlos Batlle
Global optimization to visualize dissimilarities and magnitudes Emilio Carrizosa (Universidad de Sevilla,
[email protected]), Vanesa Guerrero-Lozano, Dolores Romero Morales
ABSTRACT. Given the increasing dominance of natural gas in the U.S. electric power systems, the traditional concern of electricity regulators to ensure that market agents take efficient power plant investment decisions expands to pipelines in the gas system. Ensuring pipeline capacity, particularly when under tight supply conditions, involves entering into very long-term firm transportation contracts, and therefore introduces a major source of risk for generators. In this paper we analyze the problem of gas and electricity long-term planning coordination and the security of supply consequences, applied to New England. We assess how a risk-averse gas-fired generator owner underinvests in pipeline capacity when no hedging tools are available, and to what extent the gap could be bridged by adding long-term financial markets for risk. For this purpose, we formulate a market-equilibrium under four different settings solved by means of a Mixed Complementarity Problem.
ABSTRACT. In this talk we address the problem of representing in a given bounded region a set of individuals, which has attached a dissimilarity measure and a statistical value interpreted as the magnitude of the individual. This problem, which extends the standard Multidimensional Scaling Analysis, is written as a global optimization problem whose objective is the difference of two convex functions (DC). Suitable DC decompositions allow us to use the DCA algorithm in a very efficient way. Our algorithmic approach is used to visualize two real-world datasets, both static and dynamic.
Segmentaci´ on de perfiles de consumo utilizando variables latentes para el mercado de clientes regulados de una compa˜ n´ıa de distribuci´ on el´ ectrica
Leaders and Markets: National Leadership and Stock Market Performance
Sebastian Orellana (Departamento Ingeneria Industrial FCFM Universidad de Chile,
[email protected]), Richard Weber, Luis Aburto
Manuel Alvarez (Pontificia Universidad Catolica de Chile,
[email protected]), Pablo Hernandez, Tomas Reyes
ABSTRACT. Do national leaders influence stock markets? We use random exits of leaders while in office to determine whether these exogenous transitions are associated to changes in stock market returns across countries. We focus on the cases in which the leader’s rule ended due to either a sudden accident or a long-standing illness. We find that an accident does not trigger a significant price reaction or change in volatility. A long-standing illness, however, is associated to a positive and significant change in cumulative average abnormal returns, but not to a change in volatility. Using data on rumors about the leaders’ health, we find that the start of a string of rumors is associated to a significant drop in average abnormal returns, but no change in volatility. This suggests that leader’s ailment generates expectations of deficient rule. Further analysis suggests that the significant dropand-rebound effect is strongest in autocratic regimes.
ABSTRACT. En este trabajo se presenta el dise˜ no y aplicaci´ on de una metodolog´ıa basada en la clusterizaci´on de series de tiempo utilizando modelos de variables latentes para descomponer y describir el mercado de clientes regulados de una compa˜ n´ıa de distribuci´ on el´ectrica chilena durante un per´ıodo de estudio que abarca los a˜ nos 2013 y 2014, para ello se propone utilizar la herramienta estad´ıstica de An´ alisis de Componentes Independientes, en particular se propone utilizar el algoritmo fastICA para encontrar distintas combinaciones de componentes independientes dependiendo de cada experimento y luego seleccionar aquel resultado que mejor permita explicar las se˜ nales de consumo observadas e interpretar dichos componentes como patrones de consumos asociados a grupos de clientes individuales, dicha herramienta fue aplicada a dos data sets provenientes de equipos de medici´ on asociados a transformadores y a subestaciones.
Real options reasoning and innovation: the causal effect of country leaders on patenting.
16E: Finance III Sala 5, 09:45-11:15 Session Chair: Javier Garc´ıa
Nicolas Olivares (Pontificia Universidad Catolica de Chile,
[email protected]), Julio Pertuze, Tomas Reyes
75
Prioriza¸ c˜ ao de setores industriais para estrat´ egias de investimentos de institui¸c˜ ao de ciˆ encia e tecnologia utilizando m´ etodos de estrutura¸ c˜ ao de problemas e apoio a decis˜ ao multicrit´ erio
ABSTRACT. We analyze the role of government leaders and the effects of political uncertainty on innovation, as measured by growth in patent applications. Utilizing real options reasoning, we argue that patents confer firms’ two options: they allow delaying investments required to exploit new technologies and they also confer an option to grow in the future. We posit that firms react to the political uncertainty caused by the unexpected death of a head of state by increasing patenting, and that these increases are contingent on the personal characteristics of the departed. We use an expanded set of random leadership transitions—caused by natural death or terminal illness—to show that heads of states are responsible, on average, for an increase of approximately 10 percentage points in the growth of patent applications. We also show the departure of leaders with low levels of professional attainment and with judicial records further increased patenting.
Tatiane Andrade, Alonso de Almeida Sim˜oes, Carlos Gilberto Vieira Da Silva Junior, Mischel Car-men Neyra Belderrain, Amanda Cecilia Sim˜oes Da Silva
ABSTRACT. Os setores industriais possuem uma dinˆamica de desenvolvimento que pode depender tanto de suas caracter´ısticas intr´ınsecas como o cen´ario econˆomico que os afeta tanto quanto as Institui¸c˜oes de Ciˆencia e Tecnologia voltadas ao seu desenvolvimento e competitividade. Este trabalho prop˜oe uma multimetodologia que apoie a decis˜ao de priorizar os setores industriais para balizar as estrat´egias de investimento em ciˆencia e tecnologia considerando dados qualitativos e quantitativos atrav´es de series hist´oricas e pesquisa de campo. Para a estrutura¸c˜ao do problema foi utilizada a abordagem Value Focused Thinking (VFT) e para a prioriza¸c˜ao foi utilizado o m´etodo Simple Multi-Attribute Rating Technique (SMART). A utiliza¸ca˜o desses m´etodos e o estudo dos cen´arios permitiram a prioriza¸c˜ao dos setores industriais a fim de se balizar os investimentos da ICT considerando algumas das poss´ıveis varia¸c˜oes econˆomicas.
A Stochastic Optimization Model for the Life-Cycle Consumption-Investment Problem Javier Garc´ıa (Universidad Adolfo Ib´ an ˜ez,
[email protected]), Bernardo K. Pagnoncelli, Tito Homem-De-Mello, Pablo Casta˜ neda
ABSTRACT. A life-cycle problem from the perspective of the individual is considered. In this problem an individual receives a periodic income and decides how much to consume and invest for the future. The objective is to maximize periodic consumption’s benefits which are modeled by convex risk-measuring functions, such as utility functions. The uncertainty comes from the income and the return on investment. In this talk we formulate a life-cycle problem as a multi-stage stochastic program, which allows us to model the problem’s dynamics without the strong assumptions made in literature. Since the number of scenarios is very large, we solve the problems using the Stochastic Dual Dynamic Programming algorithm. We present numerical results and use existing Economics models as benchmark to compare optimal policies. Finally, a more complex model that cannot be solved by standard solution methods is presented, showing the output of the multi-stage model as policies that may be implemented.
Evaluaci´ on del bienestar social utilizando m´ etodos de clasificaci´ on robustos y m´ etodos de ordenamiento multicriterio Mariana Funes (Facultad de Ciencias Econ´ omicas - UNC,
[email protected]), Hern´ an Pablo Guevel, Josefina Racagni
ABSTRACT. En este trabajo intentamos evaluar el bienestar social de 148 pa´ıses, contemplando un conjunto de indicadores que buscan captar el est´andar de vida de los ciudadanos, su acceso a la salud y a la tecnolog´ıa, sus logros educativos, el impacto en el medio ambiente y la calidad de la gobernabilidad. En una primera etapa, utilizamos un m´etodo de clasificaci´on robusto (K-medias recortado), obteniendo tres grupos de pa´ıses con caracter´ısticas similares respecto de los indicadores seleccionados. En una segunda etapa, recurrimos al m´etodo multiatributo TOPSIS para ordenar los pa´ıses de cada grupo en sentido decreciente de su grado de bienestar social y de esta manera obtener un ranking de todos ellos. Finalmente, comparamos los resultados obtenidos con el ´Indice de Desarrollo Humano publicado por el Programa de las Naciones Unidas para el Desarrollo.
16F: RED-M: Multi-Criteria Sorting and Ranking Problems Auditorio 6, 09:45-11:15 Session Chair: Thomas Gon¸calo 76
16G: Scheduling and torics: Metaheuristics I
Proposta de Modelo multicrit´ erio para prioriza¸c˜ ao de munic´ıpios da regi˜ ao semi´ arida para direcionamento de recursos de combate ` a seca
Combina-
Auditorio 2A, 09:45-11:15 Session Chair: Gustavo Sabry
Thomas Gon¸calo (Universidade Federal Rural do Semi´ arido e Universidade Federal de Pernambuco,
[email protected]), Danielle Morais
Algoritmos especializados para el problema de programaci´ on flexible de tareas Daniel Vega-Araya (Universidad de Santiago de Chile,
[email protected]), Victor Parada
ABSTRACT. A regi˜ ao semi´ arida brasileira enfrenta o seu maior per´ıodo de estiagem dos u ´ltimos 100 anos, com chuvas abaixo da m´edia hist´ orica. A situa¸c˜ao n˜ao ´e diferente no Estado do Rio Grande do Norte (RN), que possui grande parte de seu territ´ orio situado em a´rea de semi´ arido. Diante de tal contexto, a gest˜ao de recursos h´ıdricos e o combate aos efeitos da seca ganham ainda mais importˆ ancia quanto ` a minimiza¸c˜ao dos impactos sofridos pela popula¸c˜ ao. As decis˜ oes tomadas nesse ˆ ambito podem considerar m´ ultiplos crit´erios avaliados por mais de um tomador de decis˜ ao. Este estudo tem como objetivo propor um modelo multicrit´erio para tomada de decis˜ ao em grupo quanto ` a prioriza¸c˜ ao de munic´ıpios da atingidos pela estiagem. O modelo foi aplicado para o caso dos munic´ıpios situados no RN e, a partir de tal aplica¸c˜ ao, os gestores p´ ublicos podem direcionar seus esfor¸cos quanto ` as a¸c˜ oes de combate ` a seca.
ABSTRACT. La dificultad que se presenta en el problema de programaci´on flexible de tareas, es ampliamente conocida en el ´area de la optimizaci´on combinatoria y en la familia de problemas de scheduling. Dise˜ nar un algoritmo computacionalmente eficiente, que permita resolver diversos conjuntos de instancias para este problema, contin´ ua presentando un desaf´ıo. Diversas t´ecnicas han sido empleadas, sin embargo, generar algoritmos especializados sobre subconjuntos de instancias presenta un enfoque menos abordado. Mediante computaci´on evolutiva y en particular mediante programaci´on gen´etica, se generan algoritmos capaces de minimizar el tiempo de procesamiento del conjunto de trabajos sobre m´aquinas factibles. Los resultados muestran que la generaci´on autom´ atica de algoritmos resulta una t´ecnica promisoria al ser aplicada sobre subconjuntos de instancias, encontrando una variedad de algoritmos especializados.
MCDA applied to project and project managers classification: an integrated method to allocate pro jects
A metaheur´ıstica Iterated Local Search e a t´ ecnica de busca Very Large-scale Neighborhood Search aplicada ao Problema de Programa¸c˜ ao de M´ aquinas Paralelas
Elaine Oliveira (IFPB, Campus Jo˜ ao Pessoa, Brasil/ Tecnologico de Monterrey, Campus Toluca, M´exico,
[email protected]), Luciana Alencar, Ana Paula Costa
Gustavo Peixoto Silva (Universidade Federal de Ouro Preto,
[email protected]), Rodrigo Ribeiro Franco
ABSTRACT. This paper puts forward a framework to support the process of allocating projects in line with an organizations restrictions by using mathematical programming. The model was formulated after reviewing the literature and being guided by the findings of searches; an MCDA method was used to classify projects and PMs (first stage) and mathematical programming to allocate projects (second stage) and subsequently information on the learning effect was added as a variable to the model. An application of the proposed model was implemented at a Brazilian electric energy company. The results demonstrated that projects and project managers can be classified into definable categories, thereby enabling the process of project allocation to be undertaken more effectively and doing so in a systematic and more efficient way. The proposed model can support an organization by allocating its most critical projects to its best qualified and experienced professionals whose performances have been successful.
ABSTRACT. Neste trabalho s˜ao apresentadas duas vers˜oes da metaheur´ıstica ILS para o problema de programa¸c˜ao de m´aquinas paralelas com minimiza¸c˜ ao do atraso ponderado. Para cada tarefa ´e conhecido o tempo de processo, a data de entrega e o peso por dias de atraso. O objetivo ´e alocar as tarefas `as m´aquinas minimizando a soma dos atrasos ponderados. Para otimizar cada m´aquina, foram usadas buscas locais do tipo swap - a troca da posi¸c˜ao de duas tarefas, e twist - a invers˜ ao da ordem de um conjunto de tarefas. Na vers˜ao ILS-Cl´ assica, a otimiza¸c˜ao entre m´aquinas se d´a por movimentos de realoca¸c˜ao e troca de tarefas. Na segunda vers˜ ao, foi utilizada a t´ecnica Very Large-scale Neighborhood SearchVLNS. Foram realizados testes computacionais com problemas benchmak, cujas solu¸c˜oes ´otimas s˜ao conhecidas e com problemas maiores, para os quais n˜ao s˜ao conhecidas as solu¸c˜oes ´otimas. Assim, foi poss´ıvel verificar que a vers˜ao ILS-VLNS foi mais eficiente na resolu¸c˜ ao do problema do que a vers˜ao ILS-Cl´assica. 77
Modelo de simulaci´ on para analizar el problema de relocalizaci´ on de las ambulancias de un Servicio de Emergencia M´ edico (SEM)
MRCPSP-ENERGY, un enfoque metaheur´ıstico para problemas de programaci´ on de actividades basados en el uso de energ´ıa.
Pablo Maya (Universidad de Antioquia,
[email protected]), Alma Karina Rodrıguez Quintero, Pablo Maya, Gloria Osorno
Daniel Morillo Torres (Universitat Polit`ecnica de Val`encia,
[email protected]), Federico Barber, Miguel A. Salido
ABSTRACT. En el presente trabajo se desarroll´o un modelo de simulaci´on de eventos discretos que permiti´o evaluar el impacto que tiene sobre algunas variables de desempe˜ no diferentes pol´ıticas de relocalizaci´on en un Servicio de Emergencias M´edicas de Medell´ın, Colombia. Se realiz´o un an´alisis estad´ıstico de la informaci´on de la operaci´on del SEM de los a˜ nos 2012 a 2014. Dicha base de datos contiene los registros del proceso de atenci´on de 261818 solicitudes de servicios. Los resultados indican que al ubicar los veh´ıculos en los barrios donde se prest´o el u ´ltimo servicio, se presentan menores porcentajes de cancelaciones, tiempos de espera y permite una mayor disponibilidad de los veh´ıculos para atender las solicitudes de los pacientes, debido a que est´an disponibles inmediatamente despu´es de terminar un servicio. Lo anterior, adem´as de tener un impacto positivo en los costos operacionales y la calidad del servicio, incrementa la probabilidad de supervivencia de los pacientes.
ABSTRACT. El estudio de los problemas de secuenciamiento de actividades es a´ un un campo vigente en la industria y la academia. Actualmente, los problemas que incorporan el uso de energ´ıa han cobrado prioridad. As´ı, este trabajo est´a enfocado en la evaluaci´ on de m´etodos meta-heur´ısticos que buscan soluciones energ´eticamente eficientes a los problemas de programaci´ on de actividades multimodales con recursos restringidos (MRCPSP). Este estudio tiene tres objetivos, primero se propone el MRCPSP-ENERGY, que consiste en un problema con un solo objetivo que tiene en cuenta el consumo de energ´ıa y el makespan de manera simult´ anea. Segundo, se propone una nueva librer´ıa de prueba PSPLIB-ENERGY (disponible en http://gps.webs.upv.es/psplib-energy/) que consiste en una extensi´ on de la conocida librer´ıa PSPLIB. Y tercero, se propone un algoritmo gen´etico basado en las mejores metodolog´ıas para resolver el MRCPSP, con el fin de brindar una primera aproximaci´on de soluci´on a la nueva librer´ıa propuesta.
Propuesta de mejora a los altos tiempos de espera en puntos de atenci´ on al usuario en una entidad promotora de salud empleando simulaci´ on discreta.
Problema do Caixeiro Viajante Alugador com Passageiros: Uma Abordagem Algor´ıtmica
Yony Fernando Ceballos (Universidad de Antioquia,
[email protected]), Natalia Uribe Mejia, Nestor Nestor Ivan Vasquez Marin, Diego Usuga Rico
Gustavo Sabry (Instituto Federal Baiano, guga
[email protected]), Marco Goldbarg, Elizabeth Goldbarg
ABSTRACT. O trabalho apresenta uma nova variante do Caixeiro Viajante denominada de Caixeiro Viajante Alugador com Passageiros (PCV-AlPa) e descreve um algoritmo Mem´etico e um algoritmo GRASP (Greedy Randomized Adaptive Search Procedure) para sua solu¸c˜ao. Os algoritmos desenvolvidos s˜ ao validados atrav´es de um experimento computacional e submetidos ` a uma an´alise estat´ıstica. Ao final s˜ ao tecidas conclus˜ oes sobre os resultados alcan¸cados tanto em rela¸c˜ ao ao problema abordado e seu grau de complexidade, quanto em rela¸c˜ ao ao desempenho dos algoritmos propostos.
16H: Simulation: Healthcare
ABSTRACT. Los servicios de salud en cualquier parte del mundo deben asegurar una atenci´on oportuna, segura y de alta calidad (Quality of Care). Por lo tanto, las entidades promotoras de salud en Colombia (EPS) deben garantizar procesos f´aciles y ´agiles en los servicios ofrecidos, evitando riesgos que pueden afectar la vida de los pacientes. Junto con lo anterior, en Colombia se defini´o la ley anti-tramites, siendo el cumplimiento de esta ley una problem´atica para las EPS ya que prestan servicios a m´as de 250.000 usuarios en ciudades como Medell´ın (Colombia). Esta aglomeraci´on de pacientes ocasiona quejas e inconformidades de parte de los afiliados por las largas filas y demoras en los tr´amites que se presentan en el punto de atenci´on al usuario. Para tal fin, la entidad desea disminuir los tiempos de atenci´on, para evitar una sanci´on por parte de la superintendencia de salud colombiana, empleando como herramienta la simulaci´on y realizar una propuesta eficiente que disminuya los costos y posibilidades de sanci´on.
Application to
Auditorio 3A, 09:45-11:15 Session Chair: Francisco Ramis 78
Improving the Flow of Patients at a Projected Emergency Room Using Simulation
Teacher allocation focused on performance gain in Brazilian indicatores
Francisco Ramis (Centro Avanzado de Simulaci´ on de Procesos, Universidad del B´ıo-B´ıo,
[email protected]), Liliana Neriz, Danilo Parada, Pablo Concha
Joaquim J. Da Cunha Jr. (Universidade Federal de Minas Gerais; Centro Universit´ ario de Belo Horizonte UniBH,
[email protected]), Braulio R. M. G. Couto, Mariana M. Guimar˜ aes, Mauricio C. de Souza
ABSTRACT. The main objective of the paper is to show the power of Discrete Event Simulation in the design of clinical facilities, which will enable to build or adapt these centers achieving the expected Key Performance Indicators, such as standard waiting times according to acuity, average stay times and others. An example is presented where in order to minimize the average time of patients at a projected Emergency Unit of a public hospital in Chile, the operation of the adult care area is analyzed by using a simulation model. To do this, the areas involved in the process are identified: admission, triage, medical evaluation, procedures and treatments, which are modeled based on the seven steps methodology. The computational model is built and validated using expert judgment and supporting statistical data. Then, three scenarios are studied, resulting one of them in a 50
ABSTRACT. In private higher education institutions, the management of teachers is critical to ensuring the quality of courses and to obtain good levels of performance across the education ministry. With the shortage of teachers with good degrees and low availability to occupy positions with partial or full time, the choice of teachers for each course can become very complex according to the size of the institution and the number of courses involved. In this paper we propose a mathematical model able to provide good quality solutions to this problem. The model was tested using data from a private institution of higher education showing its potential in bringing improvements to this process.
A utiliza¸ c˜ ao da Pesquisa Operacional para aloca¸ c˜ ao de recursos na gest˜ ao acadˆ emica
16I: Education II
Joaquim Cunha Jr. (Centro Universit´ ario de Belo Horizonte UniBH,
[email protected]), Mariana Guimaraes
Auditorio 2B, 09:45-11:15 Session Chair: Diego Delle Donne
ABSTRACT. A gest˜ao acadˆemica tem se tornado um dos grandes temas discutidos nas Institui¸co˜es de Ensino Superior - IES, em especial entre as privadas. Em um mercado concorrido, em que o n´ umero de IES cresce a cada ano, ser estrat´egico e se preocupar com uma efetiva gest˜ao da qualidade e dos custos pode garantir n˜ao s´o a sobrevivˆencia da institui¸c˜ao, mas tamb´em a sua renova¸c˜ao como neg´ocio e sua sustentabilidade a longo prazo. Para isso, ´e importante que os processos para tomada de decis˜ao utilizem t´ecnicas e ferramentas capazes de oferecer solu¸c˜oes que gerem vantagens competitivas. Neste trabalho, foi desenvolvido um modelo matem´atico para aloca¸c˜ao de recursos em um evento acadˆemico de grande porte, com foco na otimiza¸c˜ao da utiliza¸c˜ao dos espa¸cos dispon´ıveis e consequente redu¸c˜ao de custo. Foram utilizados os dados de uma IES privada e os resultados comprovam a efic´ acia da t´ecnica, com redu¸c˜ao de 63,5
Herramienta para la generaci´ on y articulaci´ on de una malla curricular de una carrera universitaria y un programa de postgrado Manuela Vera (Universidad de Santiago,
[email protected]),´Oscar C. V´asquez
ABSTRACT. Se presenta una herramienta de f´acil uso para generar y articular una malla curricular de una car´ rera universitaria y un programa de postgrado. Esta se basa en un modelo matem´ atico que describe formalmente el problema, integrando entre otras restricciones, las precedencias y los cr´editos transferibles (SCT-Chile) de cada asignatura y por cada semestre, seg´ un la definici´on adoptada por el Consejo de Rectores de las Universidades Chilenas (CRUCH) y la Comisi´ on Nacional de Acreditaci´on (CNA). El modelo es programado en GAMS 2.50 utilizando CPLEX 12.6.3, mientras que los par´ametros de entrada y salida son entregados a trav´es planillas de c´alculo. Para ilustrar su uso, se presenta el caso de Ingenier´ıa Civil Industrial y su articulaci´ on con el Mag´ıster en Ciencias de la Ingenier´ıa, Menci´ on Ingenier´ıa Industrial de la Universidad de Santiago de Chile. Se analizan diferentes escenarios obteniendo como resultado una nueva malla curricular que cumple con todos los requisitos.
Solving the Lectures Assignment Problem by means of linear integer programming Diego Delle Donne eral Sarmiento y
[email protected])
(Universidad Nacional de GenUniversidad de Buenos Aires,
ABSTRACT. The program “Exactas va a la escuela” (EVE) of the School of Sciences of the UBA offers to secondary schools a set of talks given by lecturers from the university. At the begging of the year, each school postulates its preferences for some of the available lec79
tures and the goal of the program is to assign at least one lecture to each school at some time of the year. Each lecturer offers his/her activity during some limited days and times within the year and each school imposes similar time constraints. Also, geographical constraints are given by the lecturers restricting the schools they may visit. Finally, each lecturer may state a maximum frequency for his/her lecture to be given (once a week, twice a month, etc.). The assignment must satisfy all these constraints. In this work, we introduce this problem as the Lecturers Assignment Problem and we present an integer programming formulation to solve it showing the obtained results for real instances for the years 2015 and 2016.
resultado final. Portanto, a aplica¸c˜ao mais eficaz para esses problemas ´e aquela que separa os subcrit´erios, de acordo com o seu respectivo crit´erio estrat´egico, para obter uma melhor visualiza¸c˜ao da tomada de decis˜ ao.
Decision making method to select team members applying the Personnel Behavior Based Lean model Jonnatan Aviles Gonzalez (Tecnologico de Monterrey,
[email protected]), Neale Smith, Rupy Sawhney
ABSTRACT. Design of personnel teams has been studied from diverse perspectives; the most common are the people and systems requirements perspectives. All these point of view are linked, which is the reason why it is necessary to study them simultaneously. Considering this gap, a decision making model is developed based on the main factors, models, and requirements mentioned in the literature. The findings indicate that the Personnel Behavior Based Lean model (PBBL) can be converted into a decision making model to select members. The study is focused not only on the individual candidate´s knowledge, skills, and aptitudes but also on how the model considers the company requirements, and the importance of each person to the project. A mathematical model is developed in order to find a team for a continuous improvement Lean project.
16J: Other Applications II Auditorio 3B, 09:45-11:15 Session Chair: Jonnatan Aviles Gonzalez
Modelo de simulaci´ on de un sistema de fabricaci´ on de cerveza. Aplicaci´ on did´ actica en curr´ıculos de Ingenier´ıa Qu´ımica en el ´ area de Gesti´ on de Producci´ on y Operaciones (GPO) Jaime Giraldo (Universidad Nacional de Colombia,
[email protected]), Jhonathan Vargas
ABSTRACT. El modelo de decisi´ on desarrollado permite a estudiantes de Ingenier´ıa Qu´ımica entrenarse para la toma de decisiones en temas relacionados con la GPO dado que la simulaci´ on permite experimentar con una abstracci´ on de un proceso sin afectarlo ni correr con los riesgos y costos que conlleva experimentar con el sistema real
16K: Mathematical Programming: Graphs and related problems Sala 2, 09:45-11:15 Session Chair: Maria Elisa Ugarte
The variation of the Randic index with regard to minimum degree
Aplica¸c˜ ao do m´ etodo analytic hierarchy process - AHP para a an´ alise da transposi¸c˜ ao do Rio S˜ ao Francisco
Ljiljana Pavlovic (Faculty of Science, University of Kragujevac,
[email protected]), Milica Milivojevic
Monica Liborio (universidade regional do cariri,
[email protected]), Anna Flavia Lima, Rodolfo Sabi´ a, Francisco Sobreira Junior, Val´erio Salomon
ABSTRACT. The variation of the Randic index of a graph is defined as sum of weights of all edges of graph. The weight of one edge is inverse value of the maximum of degrees of its end vertices. Let G(k,n) be the set of connected simple n-vertex graphs with minimum vertex degree k. In this paper we found in G(k,n) graphs for which the variation of the Randic index attains its minimum value. When k is less or equal to n/2 the extremal graphs are complete split graphs K(k,n-k), which have only vertices of two degrees, i.e. degree k and degree n-1, and the number of vertices of degree k is n-k, while the number of vertices of degree n-1 is k. For k greater or equal to n/2 the extremal graphs have also vertices of two degrees k and n-1, and the number of vertices of degree k is n/2. Further, we generalized results for graphs with
ABSTRACT. As vari´ aveis utilizadas para os problemas ambientais decorrem de fenˆ omenos tang´ıveis, intang´ıveis e goodwill. A fim de estudar o comportamento desses crit´erios, utilizando ferramentas do MCDM, o Processo de An´ alise Hier´ arquica (AHP) apresenta-se como ferramenta pr´ atica para os tomadores de decis˜ ao que enfrentam tais problemas de prioriza¸c˜ ao. Este trabalho ´e direcionado a um estudo de decis˜ oes relacionadas ` a Transposi¸c˜ao do Rio S˜ ao Francisco, onde as aplica¸c˜ oes dos dados foram feitas no programa Expert Choice. Esse m´etodo mostrou ser eficiente para o processo de tomada de decis˜ao, determinando a influˆencia que os crit´erios tiveram sobre o 80
given maximum degree. ABSTRACT. In this contribution we analyze the problem of finding a vertex coloring of a graph with the additional property that there are a fixed set of edges whose endpoint can have the same color. We say that these edges can be violated with respect to the usual property of coloring in a graph. We present an integer programming formulation of this problem and begin with the study of the convex hull of integer solutions in it. These formulation involves the standard constraints for coloring in a graph and therefore we are forced to study this polytope for the families of graphs herein considered. We obtain the dimension, the minimum inequality system and some exponentially sized group of valid inequalities that we strongly believe suffice to describe the chromatic violation polytope for small instances of complete graphs with one violable edge.
Tratamento das Vari´ aveis Discretas em ´ Problemas de Fluxo de Potˆ encia Otimo Reativo Edilaine Martins Soler (Departamento de Matem´ atica/Unesp,
[email protected]), Marielena T´ ofoli, Leonardo Nepomuceno, Ricardo Pinheiro
´ ABSTRACT. O Fluxo de Potˆencia Otimo Reativo (FPOR) ´e um problema de otimiza¸c˜ ao n˜ ao linear de grande porte com vari´ aveis cont´ınuas e discretas, cujo objetivo ´e a minimiza¸c˜ ao de um crit´erio associado `a rede de transmiss˜ ao, sujeito ` as restri¸c˜ oes f´ısicas e operativas do sistema de potˆencia. Em geral, o FPOR ´e resolvido por m´etodos que mesclam m´etodos de otimiza¸c˜ ao discreta (tais como m´etodos de enumera¸c˜ ao impl´ıcita e expl´ıcita) com m´etodos de otimiza¸c˜ ao n˜ ao linear. Dependendo da dimens˜ ao do problema, essa mescla de m´etodos pode se tornar computacionalmente invi´ avel. Para resolver tal quest˜ ao, alguns m´etodos foram propostos em que as vari´ aveis discretas s˜ ao tratadas de forma cont´ınua, por´em s˜ ao acrescentadas ` a fun¸c˜ ao objetivo, fun¸c˜oes que penalizam valores n˜ ao discretos para essas vari´ aveis. Este trabalho prop˜ oe uma nova fun¸c˜ ao de penalidade com objetivo de tratamento das vari´ aveis discretas. O desempenho desta fun¸c˜ ao ´e comparado ao de outras fun¸c˜ oes propostas na literatura para esta finalidade.
17A: Mathematical Programming : Applications of Integer and Constraint Programming Sala Matte, 11:45-13:15 Session Chair: Margarita Castro
Parti¸c˜ ao de conjuntos e metaheur´ısticas para o problema de roteamento de ve´ıculos com janelas de tempo e m´ ultiplos entregadores ´ Aldair Alvarez (Universidade Federal aaad
[email protected]), Pedro Munari
An algorithm in dynamic programming for the Closest String Problem
de
S˜ ao
Carlos,
ABSTRACT. Neste trabalho, estuda-se um problema de roteamento de ve´ıculos que integra as t´ıpicas decis˜ oes de programa¸c˜ao e roteiriza¸c˜ao com a defini¸c˜ao do tamanho da tripula¸c˜ao a ser designada em cada rota. Este problema surge na distribui¸c˜ao de produtos em centros urbanos congestionados onde os clientes s˜ao atendidos de forma agrupada e, portanto, os tempos de servi¸co nos grupos de clientes podem ser reduzidos ao incluir entregadores adicionais nas rotas. O problema ´e abordado por meio de uma matheur´ıstica de duas fases que integra duas abordagens metaheur´ısticas e uma formula¸c˜ao por parti¸c˜ ao de conjuntos do problema. Experimentos computacionais mostram a eficiˆencia da matheur´ıstica ao ser capaz de gerar solu¸c˜oes de boa qualidade de forma relativamente r´apida quando comparada com m´etodos da literatura.
Rosiane de Freitas (IComp/UFAM,
[email protected]), Omar Latorre
ABSTRACT. The Closest String Problem (CSP) that arises in computational molecular biology, coding theory and web searching is to find a string that minimizes the maximum Hamming distance from a given set of strings, the CSP is NP-hard problem. Several approximation and exact algorithms have been proposed for the problem to achieve optimal solutions using Mixed Integer Linear Programming. This paper proposes a new algorithm for the problem, based on dynamic programming. The algorithm is compared with an integer programming formulation for CSP. Furthermore, computational experiments in comparison tables will show the effectiveness of the proposed algorithm.
The minimum chromatic violation problem: a polyhedral approach
Location of car wreck claim adjusters: Mathematical models and heuristic methods
Maria Elisa Ugarte (FCEIA - Universidad Nacional de Rosario, mariel
[email protected]), Mariana Escalante, Maria Elisa Ugarte, Mar´ıa Del Carmen Varaldo
Roger Z. R´ıos-Mercado (Graduate Program in Systems Engineering Universidad Aut´ onoma de Nuevo Le´ on,
[email protected]), Luis Maltos, Roger Z. R´ıos-Mercado,
81
ABSTRACT. In this work we address the one-to-one multi-commodity pickup and delivery traveling salesman problem (m-PDTSP), a challenging variant of the TSP which adds the need to transport commodities between locations. Each commodity has a weight, a pickup location, and a delivery destination. The goal is to find a minimum-cost tour such that all commodities are delivered to their destinations and the maximum capacity of the vehicle is not exceeded. The current literature on exact methods for the m-PDTSP typically focuses on mixed-integer programming, including Benders decomposition techniques and branch-and-cut. We propose a novel exact constraint programming formulation enhanced with discrete relaxations based on multivalued decision diagrams. Experimental results show that our approach outperforms the state-of-the-art methodologies for the mPDTSP, closing several open instances from the literature.
M. Ang´elica Salazar-Aguilar, Mar´ıa Guadalupe VillarealMarroqu´ın
ABSTRACT. When a traffic accident occurs in cities with a large traffic flow the roads surrounding the crash site are affected by traffic congestion. In some countries, such as Mexico, even small accidents are troublesome due to the fact that a claim adjuster from the car insurance company must arrive to the site and document the accident before the vehicle may be removed as required by law. Thus, in this particular setting, the location of the adjusters becomes a key factor in providing timely service. In this work, two integer programming models are introduced. With the aim of minimizing average response time, the first model considers allocations from each demand point to each adjuster. To simplify the problem, the second model considers allocations from each demand point to its k nearest adjusters. An efficient scatter search heuristic with path relinking that exploits model properties is proposed and assessed over a wide set of instances with very good results.
17B: Logistics and Transportation : Analysis I Sala Colorada, 11:45-13:15 Session Chair: Marcos Santos
Generalized-GRASP for Solving Global Mixed Integer Nonlinear Programming Problems
Una propuesta de mejora en el proceso log´ıstico de Codelco Divisi´ on Ventanas
Jo˜ ao Lauro Faco’ (Federal University of Rio de Janeiro,
[email protected]), Ricardo Silva, Mauricio Resende
Oscar Alvarez (Pontificia Universidad Cat´ olica de Chile,
[email protected]), Juan Sanchez, Francisco Alonso, Lorena Bearzotti, Cristian Valdes
ABSTRACT. The metaheuristic method ContinuousGRASP solves efficiently general constrained global continuous optimization problems (Fac´ o, Resende and Silva 2011, 2012, 2013, 2014, 2015) by adapting the greedy randomized adaptive search procedure (GRASP) for discrete optimization to the case of constrained continuous variables. A new version that considers also discrete variables is presented - Generalized-GRASP - including integer variables. Small and medium scale MINLPs are currently addressed using continuous relaxations and solved by a branch-and-bound procedure. Large-scale instances cannot be solved this way due to the curse of dimensionality. Generalized-GRASP doesn’t do any relaxation. GRASP random search and local improvement phases use independently a discrete and a continuous set. Linear and/or nonlinear constraints are incorporated in the objective function by quadratic penalty terms as in C-GRASP. Numerical solutions to difficult MINLP problems are presented.
ABSTRACT. La miner´ıa desempe˜ na un importante rol en la econom´ıa chilena con un 11,2
Staggered work hours when firms face production effects: an MPEC approach Wilfredo Yushimito (Universidad
[email protected])
Adolfo
Ib´ an ˜ez,
wil-
ABSTRACT. Staggered work hours are achieved by varying the starting and release times in firms. It consists of staggering worker’s starting times in intervals (e.g. 15 minutes), and adjusting their end times accordingly. In this paper, a bi-level formulation to model staggered work hours is presented. The behavior of the firm is modeled in the upper level as a minimization of the profit loss as a result of the firm’s productivity loss by means of using an agglomeration on time production function (production effects). The behavior of the workers is modeled in the lower level as the maximization of their utility function which depends on of their departure time and route choice decisions embedded in a dynamic user equilibrium model. The resulting model can be presented as a Mathematical Program with Equilibrium Constraint (MPEC). The MPEC model is used to provide insights about the interaction between workers and the firm, and to test scenarios
A Constraint Programming and Multivalued Decision Diagram Approach to the One-to-One m-PDTSP Margarita Castro (University Of Toronto,
[email protected]), Andre Cire, J. Christopher Beck
82
in which incentives to stagger work arrival times.
itens sobressalentes de elevado valor agregado.
Practical issues in horizontal collaboration in logistics
17C: OR in Agriculture: ducci´ on
Franco Basso (Universidad Diego Portales,
[email protected]), Sophie D’Amours, Mikael Ronnqvist, Andres Weintraub
Pro-
Auditorio 1, 11:45-13:15 Session Chair: Germ´an Paredes-Belmar
ABSTRACT. During recent years, horizontal collaboration in logistics has gained attention due to the potential benefits that can be achieved such as cost reduction, increasing fulfillment rates and decreasing CO2 emissions due to reductions in travelled distances. However, successful real-world cases are rare since horizontal cooperation in logistics is usually not sustainable. One reason is that the companies often are competitors for sales and purchasing taking place after and before any collaboration. Two other are issues with trust and the lack of proper coordination mechanisms. This paper pays attention to this paradox of the lack of cases and discusses 33 identified practical issues that could explain this phenomenon. We propose four categories to classify the practical issues following a supply chain perspective. These are (i) design, (ii) planning and operations, (iii) market/business and (iv) behaviours. Furthermore, measures to mitigate these problems are proposed and discussed
Simulation analysis of lean principles in flower exports: a Colombian case study Alejandro Gorgoll´ on (Pontificia Universidad Cat´ olica de Valpara´ıso,
[email protected]), Gonzalo Mej´ıa, Marcela Gonz´ alez-Araya, Jimena Pascual
ABSTRACT. Flower exports constitute an important sector in the economy of several Latin-American countries. Only in Colombia, flower exports were around $US1300 billion. Despite of this importance, export flowers still suffer from quality problems that not only depend on the planting and processing conditions but also on the logistics processes, represented in the so-called ”cold chain” from the greenhouses to their final destination. The failure to maintain the cold chain is mostly due to waiting times. For such a reason Lean Manufacturing techniques have been encouraged by grower’s associations to streamline the process and reduce waiting times. The major drawback is that Lean techniques are a collection of, in many cases, unrelated practices and a full implementation can be overwhelming. This research explores, via Discrete Event Simulation and Experimental Design, how such techniques can be implemented. The conclusions have been endorsed by the Colombian grower’s association.
An´ alise da demanda de pe¸cas sobressalentes para navios de guerra: estudo de caso de uma fragata da Marinha do Brasil Marcos Santos (Marinha do Brasil - Centro de An´ alises de Sistemas Navais (CASNAV), marcosdossantos coppe
[email protected]), Beatriz Magno, Jonathan Ramos, Ernesto Martins, S´ergio Baltar, Juliana Silva, Carlos Gomes
Optimizing the production / logistic planning in the tomato processing industry
ABSTRACT. No ano de 2011, a Fragata Uni˜ ao, navio de guerra da Marinha do Brasil (MB), foi incorporada `a For¸ca Interina das Na¸c˜ oes Unidas no L´ıbano (UNIFIL). Durante a miss˜ ao, observou-se a necessidade de um modelo de previs˜ ao de demanda de pe¸cas sobressalentes para manuten¸c˜ ao dos equipamentos de bordo mais adequado a nova realidade operacional do navio. Analisadas as ` demandas a partir de uma s´erie hist´ orica dos anos de 2012, 2013 e 2014, identificou-se que a demanda da maioria das pe¸cas apresentava um comportamento de acordo com a Curva Normal. Todavia, outras passavam longos per´ıodos sem demanda, apresentando um comportamento severamente estoc´ astico. O presente estudo utilizou os m´etodos de Croston e Syntetos-Boylan Approximation (SBA) comparando-os com o modelo utilizado atualmente pela MB. O estudo mostra-se relevante por ser totalmente in´edito na MB e possuir um car´ ater dual, podendo ser adaptado em outros setores produtivos que necessitem de
Cleber Rocco (UNIVERSIDADE ESTADUAL DE CAMPINAS,
[email protected]), Reinaldo Morabito
ABSTRACT. The objective of this study was to address the problem of planning the production and logistic operations of the agricultural and industrial activities in the tomato processing industry. We have developed a mathematical optimization model to support tactical decisions, which are the sizing of areas cultivated with tomatoes, the transportation from the growing regions to processing plants, the production lot sizing of concentrated tomato pulps and final products to consumers, as well as, the transport and inventories of these products in the supply chain. The mixed integer programming model presented here represents appropriately the main agricultural and industrial decisions and proved to be useful to generate optimized production and logistic plans for the tomato 83
Aprimoramento de previs˜ oes de seguros do Mercado Brasileiro utilizando nova metodologia baseada em combina¸ c˜ ao de previs˜ oes
processing industry.
Assessment of demand substitution in a meat packing plant
Reinaldo Castro Souza (Pontif´ıcia Universidade Cat´ olica do Rio de Janeiro,
[email protected]), Juliana Christina Carvalho de Ara´ ujo, Bruno Quaresma Bastos
Sara Veronica Rodriguez Sanchez (UNIVERSIDAD AUTONOMA DE NUEVO LEON,
[email protected]), Victor M. Albornoz
ABSTRACT. A previs˜ao do prˆemio dos seguros ´e essencial para seguradoras e resseguradoras. Ela fornece subs´ıdios para que as seguradoras planejem suas estrat´egias. Apesar da importˆancia para esse mercado, o tema da previs˜ ao de seguros ´e pouco difundido na literatura acadˆemica. Como consequˆencia, n˜ao h´a referˆencias suficientes que indiquem o melhor tipo de modelagem para a previs˜ ao dos diversos tipos de seguro. Neste contexto, este trabalho prop˜oe uma metodologia pr´atica, composta por quatro etapas, que combina previs˜oes de modelos individuais de modo a obter a maior quantidade poss´ıvel de informa¸c˜ oes para prever as s´eries com mais acur´acia. S˜ ao estudadas s´eries de seguros de autom´oveis, vida, acidentes pessoais, viagem grupal, empresarial e habitacional. Os tipos de modelagem utilizados no trabalho foram: Box Jenkins, Amortecimento Exponencial, Redes Neurais Artificiais, BATS, STL, e Na¨ıve. Os resultados da metodologia proposta s˜ao satisfat´orios, quando comparados aos dos modelos individuais.
ABSTRACT. The Production Planning in a meat packing plant (MPP) involves determining the production levels of meat products and by-products in order to meet demand. The main operative action in a MPP is to cut up the carcasses (body of the animal) through the use of pre-established cutting patterns. Demand is given according not only to a meat product but also to a specific quality. Exist different grades of quality to carcasses, the demand of a specific product can be satisfy with the required quality or a better quality, in order to decrease unsatisfied demand and increase service level. A mixed integer linear programming model is used to assess the effect of demand substitution in the rewards of the MPP.
Un modelo de programaci´ on entera mixta para el problema de localizaci´ on y ruteo aplicado a una empresa lechera en Chile Germ´ an Paredes-Belmar (Universidad Andr´es Bello, ger´
[email protected]), Pamela Alvarez, Consuelo Castro
ABSTRACT. El m´etodo m´ as simple para recolectar leche consiste en visitar a cada productor en su predio bajo la modalidad puerta-a-puerta. As´ı, las rutas de recolecci´on pueden ser muy extensas, generando altos costos de transporte especialmente cuando los productores est´ an ubicados lejos de la planta procesadora. Proponemos localizar algunos centros de recolecci´ on de leche que acumulen la producci´ on de varios productores peque˜ nos y distantes de la planta, facilitando el proceso de recolecci´ on. Para ello, cada centro debe disponer de una peque˜ na flota de veh´ıculos que recolecte la leche de aquellos productores. Luego, camiones de mayor capacidad recolectan la leche acumulada en los centros de recolecci´ on, evitando realizar rutas extensas. Proponemos un modelo de programaci´on lineal entera mixta utilizando AMPL-CPLEX para encontrar soluciones o´ptimas en instancias peque˜ nas que muestran la efectividad del modelo.
PR-GRASP- Path Relinking GRASP Aplicado a Sele¸c˜ ao de Caracter´ısticas
Raphael Broetto (Universidade Federal do Esp´ırito Santo,
[email protected]), Fl´ avio Varej˜ ao
ABSTRACT. O m´etodo GRASP vem sendo largamente utilizado no ramo de otimiza¸c˜ao e aplicado a in´ umeros problemas de busca, por sua robustez e simplicidade de implementa¸c˜ao. Uma vez que o problema de sele¸c˜ ao de caracter´ısticas, um dos principais e mais estudados problemas do ramo de Machine learning, ´e tipicamente modelado como um problema de busca, o m´etodo GRASP ´e naturalmente aplic´avel `a este tipo de dom´ınio. Este artigo apresenta um estudo avaliativo da meta-heuristica GRASP e da estrat´egia de convergˆencia path relinking aplicados ao problema de sele¸c˜ao de caracter´ısticas, realizando um comparativo entre estes m´etodos e o m´etodo de busca gen´etica, al´em de realizar uma an´alise de sensibilidade sobre o parˆametro do algoritmo GRASP.
17D: Business Analytics I Auditorio 7, 11:45-13:15 Session Chair: Fabio Da Costa Pinto 84
17E: Transportation: Optimization and Forecasting in Network Flows
M´ etodos de Preenchimento de Matrizes de Posto Reduzido para o Tratamento de Dados Faltantes na An´ alise Envolt´ oria de Dados
Sala 5, 11:45-13:15 Session Chair: Armin L¨ uer-Villagra
Leonardo Tomazeli Duarte (Faculdade de Ciˆencias Aplicadas (FCA) - Universidade Estadual de Campinas,
[email protected]), Cristiano Torezzan
Autoregresion Wavelet para Pronostico Multi-horizonte de Accidente de Transito Nibaldo Rodriguez, Cecilia Montt
ABSTRACT. Na an´ alise envolt´ oria de dados (DEA) ´e necess´ario, via de regra, realizar algum tipo de pr´eprocessamento dos dados considerados no processo de an´alise de eficiˆencia. Por exemplo, em muitas situa¸c˜oes pr´aticas, n˜ao se tem acesso ` a totalidade dos dados de entrada e sa´ıda referentes ` as unidades tomadoras de decis˜ao (DMUs), de modo que, em tais situa¸c˜ oes, torna-se necess´ario dispor de alguma estrat´egia para lidar com esses dados faltantes. Neste contexto, o presente trabalho prop˜oe a aplica¸c˜ ao de uma abordagem recente de preenchimento de matrizes, conhecida como aproxima¸c˜ao de posto reduzido, para o pr´e-tratamento de dados faltantes em DEA. Por meio de experimentos num´ericos, a efic´acia da abordagem proposta ´e avaliada, sobretudo no que diz respeito `a propor¸c˜ ao m´ axima de dados faltantes para a qual os resultados obtidos pela DEA se mant´em pr´oximos aos obtidos na situa¸c˜ ao em que n˜ ao h´a dados faltantes.
ABSTRACT. Este articulo presenta un modelo de pron´ostico multi-horizonte para series de tiempo basado en la transformada wavelet estacionaria (SWT) combinada con un modelo autoregresivo MIMO (multiestrada/multi-salida). El modelo es implementado usando dos etapas. Primero la series de tiempo es separada en componente de alta frecuencia y baja frecuencia por el uso de SWT, la segunda un modelo autoregresivo MIMO (MIMO-AR) es calibrado y evaluado usando el metodo de los minimos cuadrados lineales. El modelo de pronostico es evaluado con series de tiempo de personas lesionadas semanalmente en accidente de transito en Santiago, Chile desde el a˜ no 2000 al 2014. La calibracion del modelo MIMOAR fue realizada con el 80
Uma abordagem cont´ınua para o TSP e um m´ etodo de descida para gera¸ c˜ ao de solu¸c˜ ao aproximada. Luiz Carlos (Universidede Federal do Rio G. do Norte - UFRN,
[email protected])
Aplica¸ c˜ ao de um modelo DEA para determinar onde instalar escolas profissionalizantes
ABSTRACT. Uma abordagem cont´ınua ao TSP ´e apresentada e, baseado nela, um m´etodo de dire¸c˜ao de descida ´e descrito a gerar uma solu¸c˜ao aproximada. Sendo n o n´ umero de n´os, define-se um hiperplano, de dimens˜ao n-1 e gerado por um conjunto de n-1 dire¸c˜oes, sobre o qual se encontram as solu¸c˜oes vi´aveis. As n-1 dire¸co˜es s˜ao escolhidas a fim de levarem a pontos vi´aveis, em virtude do tamanho do passo dado, e, por isso, chamadas de dire¸c˜oes b´asicas vi´aveis. O algoritmo tem in´ıcio numa solu¸c˜ao vi´avel e evolui gerando novas solu¸c˜oes, com as tais dire¸c˜oes b´asicas vi´ aveis, e reiniciando naquela de menor valor, quando essa existir. Quando n˜ao existir melhora, busca-se no cone negativo, ou complementar, ao cone gerado por estas dire¸c˜oes b´asicas vi´aveis, outra dire¸ca˜o de descida. Este processo termina com o retorno ao ponto de partida, com a constata¸c˜ao de ´otimo local, se o mesmo tiver sido gerado.
Fabio Da Costa Pinto (Instituto Tencnologico de Aeron´ autica,
[email protected]), Armando Zeferino Milioni, Mischel Belderrain
ABSTRACT. O presente trabalho prop˜ oe um modelo que ir´a ajudar os tomadores de decis˜ ao a identificar os munic´ıpios mais eficientes que poder˜ ao ser candidatos a receber uma escola profissionalizante dentro de um determinado estado no Brasil. Ser´ a aplicada a An´alise Envolt´oria de Dados (DEA - Data Envelopment Analysis) para ranquear os munic´ıpios atrav´es da avalia¸c˜ao de eficiˆencia. Os indicadores que ser˜ao utilizados pela DEA foram definidos por um modelo utilizado pelo Instituto de Pesquisa e Estrat´egia Econˆomica do Cear´ a (IPECE). Os munic´ıpios do estado objeto do estudo ser˜ ao classificados por regi˜oes conforme os Arranjos Produtivos Locais (APL). Os resultados obtidos ser˜ ao confrontados com os cen´ arios de investimentos industriais previstos pelo Governo para cada regi˜ ao para validar a escolha do munic´ıpio-candidato.
Um Ambiente Georreferenciado para Otimizar Rotas na Distribui¸ c˜ ao de Produtos ou Servi¸ cos Jos´e Lassance C. Silva (Universidade Federal do Cear´ aUFC,
[email protected]), Bruno Castro H. Silva, Gerardo Vald´ısio
85
uos pat´ogenos en una entidad universitaria. Se propone aqu´ı el uso de una m´etodo multicriterio grupal (Procesos DRV), desarrollado para sustentar decisiones, estimular la generaci´on de consenso y reducir el efecto de la presi´on grupal, a la vez que considera las perturbaciones sobre la informaci´on disponible (incertidumbre, imprecisi´on, datos confusos o inexistentes). Se propicia de esta manera la construcci´on de conocimiento compartido y el compromiso posterior con las acciones acordadas. El documento presenta y discute los resultados de una aplicaci´on real. En las conclusiones se resalta el potencial de este enfoque metodol´ogico para el estudio de problemas complejos de toma de decisiones.
R. Viana
ABSTRACT. This article presents a computational tool that can be applied to minimize costs in the distribution of products or services with transport. An application of the Vehicle Routing Problem was used to optimize the routing process of deliveries of products or services. In the literature, this problem has an association with the Traveling Salesman Problem (TSP). Also in this study, the TSP is approached through a Georeferenced Routing Environment (GRE) designed by the development, implementation and testing of hybrid heuristics, built specifically for the problem. Computational experiments were performed with instances of the literature. It was possible to measure the good performance of these techniques. Heuristics are also attached and executed within the GRE, modeled with road networks maps, where it is possible create and analyze the solutions of the problem with graphic monitoring.
Hub location problems with threshold-based discounts
Towards a robustness metrics in ranking multicriteria problems, based on a flexibility framework Fernando Paredes (Universidad Diego Portales,
[email protected]), Javier Pereira, Luiz Flavio Autran Monteiro Gomes, Gabriel Salinas
multiple
Armin L¨ uer-Villagra (Universidad Andres
[email protected]), Vladimir Marianov, H A Eiselt
ABSTRACT. A robustness metrics is proposed for ranking solutions in multiple criteria problems, which involves different decision makers participating in the decision process. This metrics can be understood as a flexibility measure where robustness is defined as a fitness criterion, grounded on a distance between a solution and the expected solutions representing the decision makers’ preferences. Therefore, the more a solution is compatible with the decision makers’ expectations, the more robust. The usage of this metrics is illustrated by the application of a multicriteria decision analysis method in an example problem.
Bello,
ABSTRACT. The accurate modeling of economies of scale in hub and spoke networks has been recently under revision. It concerns the cost structures used in hub location problems. We formulate hub location problems where the cost charged is flow-dependent, with multiple thresholds. This cost structure could be applied when leased vehicles are used to transport people or goods in hub and spoke networks. We develop efficient solution techniques and perform extensive computational experiments. Our approach is able to model economies of scale, is consistent with flow consolidation in transportation networks, and can be easily extended to other cost structures. Results show the appropriateness of our approach.
Multicriteria decision-making under uncertainty: a behavioural experiment with experienced participants in supply chain management
17F: RED- M: MCDA Methodologies
Fernando Paredes, Javier Pereira, Clau-dio Lavin, Luis Sebastian Contreras-Huerta, Claudio Fuentes
Auditorio 6, 11:45-13:15 Session Chair: Adiel Teixeira De Almeida
ABSTRACT. The bullwhip-effect is an undesired upstream increasing of production variability in a supply chain, related to demand variability at the retail stage. It has extensively studied in literature. However, most of analysis use a single criterion framework. In this article, an exploratory study is developed to analyze behaviour of participants in a fictitious three-stage supply chain. The aim is to detect if they use mono-criterion or multicriterion strategies to define the order level and control the bullwhip effect. Only trained people is considered, but two treatments (pull method and unspecific strategy) are included in the experiment. Results show that trained people fail to identify a right strategy to damp down the
Gesti´ on de residuos peligrosos: Selecci´ on de oferentes con un m´ etodo de soporte a la decisi´ on multicriterio grupal. Jose´ Luis Zanazzi (UNC,
[email protected]), Nadia Ayelen Luczywo, Jose Francisco Zanazzi, Daniel Alberto Pontelli, Jose Marıa Conforte
ABSTRACT. Este trabajo aborda el problema de seleccionar un proveedor externo para la gesti´ on de resid86
bullwhip effect, they are overconfident to inventory-based rules, showing resilience to multi-criteria heuristics, which are more effective in the proposed model.
problema. As solu¸c˜oes obtidas com os modelos passam por um p´os-processamento em que ´e feito um ajuste da sincronia entre os dois est´agios. Por serem modelos aproximados, em um a capacidade de produ¸c˜ao ´e super estimada (Modelo 1 - Otimista) e no outro sub estimada (Modelo 2 - Pessimista). Testes computacionais foram realizados com instˆancias baseadas em dados reais e mostram que o Modelo 1 encontra mais solu¸c˜oes fact´ıveis e de melhor qualidade do que o Modelo 2.
FITradeoff multicriteria method for a flexible and interactive preference elicitation in small company decision problem Adiel Teixeira De Almeida (Universidade Federal de Pernambuco,
[email protected]), Sinndy Dayana Rico Lugo
Multi-model Assembly line balancing in heterogeneous environments
ABSTRACT. In this paper, an application of the Flexible and Interactive Tradeoff (FITradeoff) method in a Colombian small company is presented. The specific decision problem is related of determining of raw materials requirements in bakery production and the construction process of decision model is detailed. The main characteristics of method and the validation of its assumptions in the problem are explained. The FITradeoff uses partial information on preferences for solving a multicriteria decision problem. Additionally, some features of a decision support system (DSS), in which the method is built in are described. The FITradeoff provides same recommendation given by the traditional tradeoff elicitation procedure, requiring less information from the decision maker and improving much more the consistence of results. Moreover, it is observed that the elicitation process is completed in fewer cycles than in classical tradeoff procedure, working with partial information.
Jordi Pereira (Universidad Adolfo Ib´ an ˜ez,
[email protected])
ABSTRACT. Assembly lines are a widespread production method used to manufacture goods in high volumes. Line balancing deals with one of the problems that need to be tackled in order to manage the assembly line; that is, the assignment of operations that need to be performed to the final product to the stations that constitute the assembly line. In this work we consider a category of line balancing problems in which the objective to jointly assign tasks and tools to the workstations. In order to solve the problem, lower and upper bounds are proposed and the quality of the proposed methods are analyzed.
Approximation Algorithm for Job Shop Scheduling in a Production Process Rodrigo Carrasco (Universidad Adolfo Ibanez,
[email protected]), Macarena Ballocchi, Rodrigo Carrasco, Loreto Stange
17G: Scheduling and Combinatorial: Scheduling II
ABSTRACT. In this work we use alpha-point scheduling techniques to compute approximate solutions for a general family of scheduling problemas in a job shop setting: each production order (PO) has several jobs, with precedence constraints between them, and the goal is to compute a schedule that minimizes the sum of the makespan of all the POs. Our numerical experiments, on real data of a job shop setting, show that the approximation ratio is small even when resource constraints are added.
Auditorio 2A, 11:45-13:15 Session Chair: Jos´e Verschae
Modelos matem´ aticos para o problema de dimensionamento e sequenciamento de lotes em dois est´ agios com limpezas peri´ odicas Alyne Toscano (Universidade Federal do Triˆ angulo Mineiro (UFTM),
[email protected]), Deisemara Ferreira, Reinaldo Morabito
Closing the gap for makespan scheduling Jos´e Verschae (Pontificia Universidad Cat´ olica de Chile,
[email protected]), Klaus Jansen, Kim-Manuel Klein
ABSTRACT. Neste trabalho ´e apresentado um estudo sobre o problema de planejamento e programa¸c˜ao da produ¸c˜ ao de bebidas ` a base de frutas. Trata-se de um problema de dimensionamento e sequenciamento de lotes em dois est´ agios de produ¸c˜ ao com particularidades: presen¸ca de um estoque intermedi´ ario entre os est´agios, limpezas peri´ odicas no primeiro e segundo est´ agios e a necessidade de sincronia entre os est´ agios. Como proposta de solu¸c˜ ao s˜ ao apresentados dois modelos inteiro mistos que encontram uma solu¸c˜ ao aproximada para o
ABSTRACT. Makespan scheduling on identical machines is one of the most fundamental packing problem in the discrete optimization literature. It asks for an assignment of n jobs to m identical machines that minimizes the makespan. Recently, Chen et al. showed that the running time of a (1+)-approximation algorithm must have an exponential dependency on 1/, assuming the Exponential Time Hypothesis (ETH). Many algorithms exist that try 87
to obtain low dependencies on 1/, however they all leave a gap with respect to mentioned lower bound. Our main result is an algorithm with an (almost) tight running time under ETH. This is achieved via a new structural insight on the configuration-IP, namely, the existence of a highly symmetric and sparse optimal solution. This can then be exploited by integer programming techniques and enumeration. We also show how to extend our algorithm to the related machines setting and to a larger class of objective functions on parallel machines.
El modelo propuesto considera dos conjuntos de restricciones: “Hard-constrains” y “soft-constraints” las cuales son penalizadas en la u ´nica funci´on objetivo con un factor constante de “castigo”. Se compara el desempe˜ no de un m´etodo exacto contra una heur´ıstica constructiva en un conjunto de 75 instancias aleatorias de diferentes tama˜ nos. Los resultados obtenidos de la comparaci´ on entre el modelo matem´atico y el m´etodo heur´ıstico sugieren un excelente desempe˜ no de este u ´ltimo
Uma heur´ıstica baseada em Programa¸ c˜ ao Matem´ atica para o Problema de Escalonamento de M´ edicos
17H: Healthcare: Healthcare Scheduling and Capacity Planning
Rafael Soares Ribeiro (ICMC-USP,
[email protected]), Valdemar Abrao P. A Devesse, Maristela Santos
Auditorio 3A, 11:45-13:15 Session Chair: Ana Batista
ABSTRACT. O Problema de Escalonamento de M´edicos (PEM) pode ser definido como a aloca¸c˜ao de tarefas a grupo de m´edicos durante um horizonte de planejamento, considerando um conjunto de regulamenta¸c˜ oes de trabalho, preferˆencias individuais e regras de organiza¸c˜ ao, regras estas que s˜ao muitas vezes conflitantes. O problema lida majoritariamente com objetivos qualitativos, sendo neste caso, produzir escalas de modo a maximizar o atendimento das restri c oes de preferˆencia pessoal, respeitando as restri¸c˜oes laborais e organizacionais. Neste artigo apresenta-se um modelo de Programa¸c˜ ao Inteira Mista fundamentado em obras da literatura e prop˜ oe-se uma heur´ıstica derivadas da formula¸c˜ao matem´ atica para resolu¸c˜ao eficiente de instˆancias baseadas em dados reais do PEM.
Nurse Rostering Problem: Un caso aplicado a un hospital en Nueva Zelanda. Patricio Barraza (Universidad T´ecnica Federico Santa Mar´ıa,
[email protected]), Pablo Escalona
ABSTRACT. En este paper estudiamos el Nurse Rostering Problem (NRP) considerando un horizonte de planificaci´ on de 28 d´ıas, tres turnos diarios y tres categor´ıas de enfermeras. Nosotros formulamos el problema como un Integer Linear Problem (ILP) para determinar la ´optima asignaci´ on de enfermeras que minimiza la insatisfacci´on de los requerimientos de estas, tanto de asignaciones deseadas como de turnos libres. Para las instancias que probamos, el problema es tratable con tiempo promedio de 20 segundos. La factibilidad del problema radica en tener una cantidad apropiada (y m´ınima) de enfermeras dispuestas a trabajar en turnos de noche, las cuales a petici´ on del manager pueden cubrir a lo m´ as un turno de d´ıa cada dos semanas.
Planeaci´ on inter-temporal robusta de capacidad en sistemas de Salud Ana Batista (Pontificia Universidad Cat´ olica de Chile,
[email protected]), Jorge Vera
ABSTRACT. La planeaci´on efectiva de capacidad en condiciones de incertidumbre garantiza planes robustos y consistentes en el tiempo. El sector Salud, es un sistema de servicio de gran relevancia para la aplicaci´ on de m´etodos que consideren la inter-temporalidad en las decisiones, dado que una planeaci´on deficiente afecta directamente el bienestar de las personas. Este trabajo busca construir una modelaci´on de decisiones jer´ arquicas en m´ ultiples etapas, aplicado a la planificaci´ on de camas en el sector Salud. Para ello proponemos una metodolog´ıa de soluci´on basada en la formulaci´on y resoluci´ on de modelos de optimizaci´on estoc´astica. El problema consiste en determinar la disponibilidad de camas para un hospital en el sistema de Salud p´ ublica que minimice una funci´ on del tiempo de espera de los pacientes. A partir de la soluci´ on de los modelos de optimizaci´on, se definen pol´ıticas de planificaci´on que permitir´an tomar mejores decisiones en
Modelo de asignaci´ on de turnos en enfermer´ıa (NSP) con restricciones tipo soft. Nicol´ as Giedelman Lasprilla (Escuela Colombiana de ingenier´ıa Julio Garavito,
[email protected]), Ang´elica Sarmiento Lepesqueur, William Guerrero
ABSTRACT. En este estudio se presenta una formulaci´ on matem´ atica basada en programaci´ on entera-mixta que representa el problema de asignaci´ on de turnos de enfermer´ıa en un hospital. Se considera un conjunto de enfermeras y un conjunto de turnos de enfermer´ıa definidos: Ma˜ nana, tarde, Noche y descanso, Se asume que la planeaci´ on se hace para un horizonte de tiempo discreto y finito. El modelo decide la planeaci´ on de horarios semanales para cada una de las enfermeras considerando restricciones de tipo laboral e institucional. 88
distintos horizontes de planificaci´ on.
y los valores c´ıvicos, (Participaci´on y responsabilidad democr´atica); Dificultad para identificar problemas en ´areas: social, cultural, sexual y educativo, (convivencia y paz). En este contexto, es necesario identificar estrategias orientadas a potenciar competencias ciudadanas, a nivel cognitivo, a partir del Proceso de Jerarqu´ıa Anal´ıtica. En esta ponencia se presenta los resultados de la aplicaci´ on PJA en la selecci´on de estrategias, a partir de las respuestas expertos, ubicados en 7 colegios del Municipio.
17I: Other Applications III Auditorio 2B, 11:45-13:15 Session Chair: Martin Schaffernicht
An exact approach based on column generation to extend network lifetime in a general class of wireless sensor networks
A Model for Joint Patrolling in Stackelberg Security Games
Nubia Velasco (Universidad de los Andes,
[email protected]), Fabi´ an Casta˜ no, Nubia Velasco, Marc Sevaux, Andr´e Rossi
V´ıctor Bucarey (Departamento de Ingenieria Industrial - Universidad de Chile,
[email protected]), Fernando Ordonez
ABSTRACT. This work studies the problem of maximizing the lifetime in a general class of wireless sensor networks. Two kinds of sensor devices are considered: wireless directional sensors networks and sensors able to modify their sensing ranges. In both cases it is considered that information collected by the sensors must be addressed to a single base station via multi-hop wireless communication. The problem is formulated through a large scale linear model and solved via column generation. The proposed approach decomposes the problem in a pricing subproblem deciding the role each sensor play at a given time, i.e. the orientation or the sensing range, and time-related decisions indicating the total time that a given subset of sensors operate. A new model for the pricing subproblem is proposed and a cutting planes approach is used to solve it. Preliminary results seem to indicate that the proposed approach is efficient over medium-large size instances.
ABSTRACT. Stackelberg Security Games (SSGs) are a class of games where one defender (leader) wants to protect certain areas or targets committing to a mixed strategy, and then one (or many) attacker (follower) observes this strategy over time and chooses where to attack. In this work we focus on a SSG defined on a graph generated by adjacent clusters of targets (called areas). Due to limited resources the patrolling strategy requires that areas must be paired and a joint patrol is deployed to protect a target within one of these areas. This creates a game with a defender strategy space which is exponential in the number of possible targets. We propose a new formulation where the decision variables are coverage frequencies on the edges of this graph and on the location set dramatically reducing the size of the defender strategy space, which allows the solution of this problem for real instances. To build implementable strategies from this solution we propose and compare two sampling methods.
Aplicaci´ on de metodolog´ıa Proceso de Jerarqu´ıa Anal´ıtica (PJA), como apoyo en la elecci´ on de estrategias para el fortalecimiento de competencias ciudadanas, en el Municipio de Piedecuesta-Santander, Colombia.
Mental model comparison: recognized feedback loops versus shortest independent loop set Martin Schaffernicht
[email protected])
(Universidaad
de
Talca,
mar-
ABSTRACT. In recent years, the traditional method to analyze and compare mental models has been extended to include feedback loops, which are important components for situations with endogenous dynamics. The extended “distance ratio” method takes into account feedback loops recognized by decision-makers. However, the causal structure of articulated mental models of dynamic systems contains many more loops than are typically recognized by decision-makers. A trained analyst would recognize the shortest independent loop set. This paper uses data of an ongoing research project and applies the established method to both loop sets. It thereby shows how much the “model distance ratio” is impacted by the choice of which feedback loops are taken into account. It is argued that the comparison of model distance ratios between these
Maryory Patricia Villamizar Leon (Universidad Pontificia Bolivariana Seccional Bucaramanga,
[email protected]), Karen Lisseth Ayala Atuesta, Martha Lucia Rey Villamizar, Orlando Federico Gonz´ alez Casas, Jos´e Gustavo Quintero Mej´ıa
ABSTRACT. En el Municipio de Piedecuesta, las problem´ aticas sociales son abordadas en el Centro de Proyecci´ on Social CPS. Las problem´ aticas sociales identificadas est´ an en tres ´ ambitos de las competencias ciudadanas: La disociaci´ on social impide llegar a consensos comunitarios, (convivencia y paz); Problemas de negociaci´ on dentro de los estamentos sociales, (Pluralidad, identidad y valoraci´ on de las diferencias); Falta de reconocimiento de la ley, el respeto por la democracia 89
The Influence of the Support Factor and Different Grids on the Static Stability of Packing Problems
two types of loop sets up the possibility to investigate the relationship between performance and dynamic decisionmaking experiments and systemic reasoning capabilities.
Leonardo Junqueira (Nove de Julho leo
[email protected]), Thiago Queiroz
19A: Mathematical Programming : Packing and Covering
ABSTRACT. In this paper, we investigate conditions for cargo static stability in packing problems. In particular, we address the constrained two-dimensional knapsack problem, which consists in orthogonally packing rectangular items in a single rectangular container, with the aim of maximizing the packed area. An integer linear programming model that positions the items over a discrete grid of points is used to solve the problem. The model has embedded constraints that ensure a minimum support for the base of each item. The solutions obtained with the model for different support factors and grids of points are then evaluated by a procedure that verifies the conditions for the static stability of the resultant packing. Computational tests were performed with this approach and a large variety of randomly generated instances, and the results show that some classes of instances are more likely to present static instability than others.
Sala Matte, 16:15-18:00 Session Chair: Javier Marenco
Empaquetamiento de objetos circulares en un contenedor rectangular Jose Daniel Mosquera-Artamonov (Universidad Aut´ onoma de Nuevo Le´ on,
[email protected]), Igor Litvinchev, Jose Daniel Mosquera-Artamonov, Lucero Ozuna, Antonio Marmolejo
ABSTRACT. Determinar el efecto en el empaquetamiento rectangular teniendo como par´ ametros de control diferentes objetos (C´ırculos, cuadrados, diamantes, oct´ agonos) y dos familias de desigualdades validas. Usando m´etodos de soluci´on exacta por medio de an´ alisis estad´ıstico, por cada tipo de objeto se tienen entre 12 a 14 tama˜ nos diferentes del mismo objeto. En el embalaje sin permitir la telescopia se noto que en los primeros 240 minutos de ejecuci´on del solver (30,60,120 y 240), tanto las desigualdades validas usadas como los diferentes objetos no presentan significancia estadistica al 95
New facet-preserving procedures for the caterpillar-packing polytope Javier Marenco (Universidad Nacional de General Sarmiento,
[email protected])
ABSTRACT. A caterpillar is a graph such that the removal of all its vertices with degree 1 results in a path. Given a graph G, a caterpillar-packing of G is a set of disjoint (not necessarily induced) subgraphs of G such that each subgraph is a caterpillar. In this work we consider et of caterpillar-packings of a graph, motivated by the fact that such structures correspond to feasible solutions of the 2-schemes strip cutting problem with a sequencing constraint (2-SSCPsc) presented by F. Rinaldi and A. Franz in 2007. We study the polytope associated with a natural integer programming formulation of this problem, which is called the ”caterpillar-packing polytope”. A key feature of this polytope is the existence of straightforward facet-preserving procedures, i.e., procedures that take as input a facet-inducing inequality and generate slightly modified inequalities that also are, under certain hypotheses, facet-inducing. In this work we present new such procedures for this polytope, and explore separation procedures based on these ideas.
The minimum covering problem of a three dimensional body using different radius spheres Helder Manoel Venceslau (Centro Federal Ed-uca¸cao Tecnologica Celso Suckow da Fonseca,
[email protected])
University,
de
Marilis Bahr Karam Venceslau, Helder Manoel Venceslau, Nelson Maculan
ABSTRACT. In this presentation, we focus on the covering problem of a three dimensional body using different radius spheres, aiming its use on the treatment planning of Gamma Knife radiosurgery.Gamma Knife unit delivers accurately a suitable dose of ionizing radiation, called shots,to the target tumor region. In good approximation, these shots can be modeled as spheres of different sizes. Multiple shots can be used to cover the entire tumor, while avoiding an excessive dose to the surrounding healthy tissue. We approach the problem just by the geometric covering point of view, that is, given a set of spheres and a body, the objective is to fully cover the body using the smallest possible number of spheres, regardless of the dosage issue. In order to solve this mathematical programming problem, we consider an approach based on the application of penalty and stochastic heuristic search techniques.
19B: Logistics and Transportation : Inventory II Sala Colorada, 16:15-18:00 Session Chair: Homero Larrain 90
Inventory policies for the economic lotsizing problem with remanufacturing and heterogeneous returns
Un modelo de inventarios EOQ con demanda dependiente del tiempo, coste no lineal de almacenamiento y roturas parcialmente recuperables
Pedro Pi˜ neyro (Facultad de Ingenier´ıa, Universidad de la Rep´ ublica,
[email protected])
Leopoldo Eduardo C´ ardenas-Barr´ on (Tecnol´ ogico de Monterrey,
[email protected]), Luis Augusto San-Jos´e Nieto, Joaqu´ın Sicilia Rodr´ıguez
ABSTRACT. This paper addresses the economic lotsizing problem with production and remanufacturing in which the returns are sorted into different levels of quality. We provide a mathematical formulation for the problem and show that it can be as hard as solve that the problem with ungraded returns. Different inventory policies are suggested and compared by means of adding specific constraints to the original formulation. Useful managerial insights are obtained from the numerical experiment carried out, such as it is suitable to either produce or remanufacture but not both in the same period and that it is profitable to remanufacture those returns of only one quality class which in turn may be not the higher one.
ABSTRACT. En este trabajo se estudia un modelo del tama˜ no del lote para art´ıculos cuya demanda var´ıa con el tiempo y es sensible al precio de venta. Se considera que el coste unitario de almacenamiento es una funci´on no lineal dependiente del tiempo que el art´ıculo permanece en el inventario. Se admite la posibilidad de escasez en el inventario. En ese caso, solamente una fracci´on variable de la demanda se sirve con retraso. Se formula el problema de inventario y se presenta un procedimiento algor´ıtmico para determinar la pol´ıtica ´optima del inventario. El sistema aqu´ı desarrollado incluye como casos particulares varios modelos de inventarios EOQ estudiados por otros autores. Finalmente, los resultados se ilustran con varios ejemplos num´ericos.
Optimizaci´ on de inventarios para un sistema N-retailers bajo incertidumbre usando programaci´ on estoc´ astica
Heur´ıstica para el problema de inventarios coordinados, entre una bodega y n minoristas, que considere pol´ıticas de ciclo compartido en un escenario de demanda estoc´ astica.
William Javier Guerrero Rueda (Escuela Colombiana de Ingenieria Julio Garavito,
[email protected]), Cristian David Ramirez Pico, William Javier Guerrero Rueda, Michel De Lara
H´ector L´ opez-Ospina (Pontificia Universidad Javeriana. Departamento de Ingenier´ıa Industrial,
[email protected]), Gabriela Chavarro D´ıaz, Matthaus Fresen Solano, David Barrera Ferro
ABSTRACT. Estudiamos un sistema con un conjunto de puntos de venta geogr´ aficamente dispersos. Se asume un comportamiento aleatorio de la demanda. Adem´as, se considera un sistema mono-producto, la administraci´on de la pol´ıtica de inventarios con un u ´nico proveedor y el traspaso de productos entre instalaciones. Se plantea un modelo estoc´astico multi-etapa, con el objetivo de maximizar el beneficio obtenido por el minorista al final de un horizonte de planeaci´ on determinado. Se propone usar programaci´on estoc´ astica din´ amica para el problema de un u ´nico retail. Por otra parte, proponemos usar Programaci´on Estoc´astica Din´ amica Dual y Programaci´on Din´amica Aproximada para el problema con m´ ultiples puntos de venta. Se presenta un an´ alisis de capacidades de cada m´etodo. Los tiempos computacionales para el problema muestran una dependencia directa del n´ umero de estados posible, as´ı como del n´ umero de periodos y la cantidad de posibles decisiones en la variable del control del sistema (cantidad ordenada)
ABSTRACT. Este trabajo estudia el problema de abastecimiento coordinado entre una bodega y varios minoristas (N) bajo un ambiente de demanda estoc´astica. El objetivo es encontrar la pol´ıtica que minimiza el costo total, evitando sacrificios econ´omicos relacionados con divisi´on del problema en N modelos independientes. Para resolver este problema en su versi´on deterministica, se han planteado pol´ıticas de ciclo u ´nico o compartido. En este tipo de pol´ıticas todos los minoristas tienen inventario igual a cero cada vez que la bodega es reaprovisionada. Abdul-Jalbar et. al (2010), propone una soluci´on a dicho problema en formulaciones deterministicas. Nuestro trabajo considera una demanda estoc´astica bajo una funci´on de costos S,T. Dicha t´ecnica se basa en una extensi´ on estoc´astica de la heur´ıstica de Abdul-Jalbar (2010).
91
Managing the inventory and distribution of cash in automated teller machines using a variable MIP neighborhood search algorithm Homero Larrain (Pontificia Universidad
[email protected]), Leandro Coelho
Desarrollo de una plataforma web de apoyo a la toma de decisiones para la agroindustria basada en modelos de optimizaci´ on Francisco Javier P´erez Galarce (Centro de Estudios en Alimentos Procesados,
[email protected])
Catolica,
ABSTRACT. El trabajo presenta un resumen de los principales resultados del desarrollo de una plataforma de apoyo a la toma de decisiones para la agroindustria presente en la zona central de Chile. Se presentan aplicaciones WEB que tienen por objetivo apoyar a tres importantes sectores de la agroindustria (aceite de oliva, deshidratado y jugos) en tres actividades claves de su proceso. Las actividades son: la planificaci´on de cosecha en el sector aceite de oliva, la gesti´on del patio de acopio en el sector de jugos y la planificaci´on de corto plazo en el sector de deshidratados. Se presenta la importancia de los problemas seleccionados, los modelos matem´ aticos con los cuales fueron abordados, las estrategias utilizadas para dar soluci´on a los modelos y una cuantificaci´ on del impacto esperado de su uso. Adicionalmente, se entregar´ a un conjunto de problemas asociados de inter´es empresarial y que representan desaf´ıos cient´ıficos para el ´ area de investigaci´on de operaciones.
ABSTRACT. In this paper we solve a practical problem arising in the ATM management and replenish ments in Santiago, Chile. This rich and challenging problem shares much of its structure with the inventory-routing problem, but some features makes it unique. We model the problem and solved it by branch-and-cut. In order to eciently tackle large instances, we propose a new Variable MIP Neighborhood Search (VMNS) heuristic, which takes advantage of the MIP implementation. The VMNS relies on the mathematical formula tion of the problem and signicantly simplies its resolution. We derive neighborhoods to exploit the structure of the problem at hand, be it over routes, locations, periods or quantities delivered. Based on extensive computational experiments, our VMNS is shown to signicantly improve the solutions from the exact method using only a fraction of the time. Sensitivity analyses are performed to conrm the robustness and eectiveness of our method.
A model for planning apple harvest considering several orchards with shared resources
19C: OR in Agriculture: Planning
Javier G´ omez-Lagos (Universidad de Talca,
[email protected]), Marcela Gonz´ alez-Araya, Masly Rivera-Moraga, Wladimir Soto-Silva
Auditorio 1, 16:15-18:00 Session Chair: Cristobal Pais
Planificaci´ on de cosechas en entornos “Just-in-time”. Un enfoque bicriterio Belarmino Adenso-Diaz (University of Oviedo,
[email protected]), Placido Moreno, Sebastian Lozano, Raul Villar
ABSTRACT. El problema de planificaci´ on de cosechas se ha estudiado desde muy diversos puntos de vista (maximizaci´ on del beneficio, m´ aximo rendimiento del agua disponible, sostenibilidad del plan de cosecha. . . ) En este trabajo se aborda un nuevo enfoque considerando las nuevas formas de relaci´ on proveedor-cliente, en las que priman los acuerdos de colaboraci´ on a largo plazo, y donde las demandas vienen establecidas con antelaci´ on. Esto da lugar a que las restricciones deban garantizar unos determinados niveles de producci´ on en ciertas fechas. Se presenta aqu´ı un modelo biobjetivo, de tipo lexicogr´ afico, en el que adem´ as de minimizar costes, se pretende minimizar el riesgo de no atender las demandas, usando dispersi´on geogr´ afica. Se presentan unos resultados ilustrativos para mostrar la efectividad del modelo.
ABSTRACT. One of the main factors that affect the fresh apple quality is the ripening point at which the fruit is harvested. For this reason, harvest planning should consider this factor and schedule the efficient use of resources when the fruit is in its picking time. The main resources used during the apple harvest are labor, equipment and machinery, where labor is the more scarce and critical resource. In this sense, if the number of harvester is not enough to pick the fruit when is mature, the quality of fruit could be damaged. This situation become more complicated when labor is shared by several orchards belonging to a same company. This is a common situation in Chilean companies. In order to schedule and assign harvest resources in a better way during a season, an optimization model for supporting planning decisions of several orchards with shared resources is developed. The proposed model was applied to a case study considering three apple orchards.
Fruit Supply Chain planning optimisation Lluis Miquel Pl` a-Aragon`es (University of Lleida,
[email protected]), Jordi Mateo, Wladimir Soto-Silva,
92
Recommendation System for Social Networks based on the Influence of Actors through Graph Analysis
Marcela Gonzalez-Araya, Francesc Solsona
ABSTRACT. Processing plants are central for the operation of fruit supply chains. One of the main aspects to consider is fruit transportation to the processing plant. Hence, this work proposes a two-stage stochastic linear programming model to support the fruit transport planning from the storage facilities to the processing plant. The aim of the model is to minimize the daily transportation costs and associated costs of different storage facilities from where fruits are supplied to the plant in order to meet the demand. The model considers plant processing capacity, fruit demand, number and type of trucks available and the inventory of fruit in each type of storage facilities. Finally, the model was applied to a real case study of a processing plant located in the O’Higgins Region (Chile), where reported savings only in transport costs reached about 16 percent.
Geraldo de Souza J´ unior (Instituto Militar de Engenharia,
[email protected]), Julio Cesar Duarte, Claudia Marcela Justel
ABSTRACT. Nowadays, social interaction plays an important role in life, allowing people to achieve their desires, like a product you want to buy, a new professional contact or the resumption of a friendship. In this context, it is possible to receive recommendations that will help fulfill social goals, improving not only our experience as users but also the experience of others. We present a recommendation technique between items based on a mixed approach of collaborative and content filtering, and social network analysis. From a root item, a relationship’s graph is generated and used to extract network metrics. The similarity of the root item with other items present in the graph is evaluated and combined with the obtained metrics. We test these contributions in a usecase, a co-authorship network. The combination of the similarity with metrics for social network analysis of the relationship’s subgraph allows the configuration of recommendation algorithms according to different semantics of use.
A Progressive Hedging approach to solve harvest scheduling problem under climate change Cristobal Pais (University of Chile,
[email protected]), Jordi Garcia-Gonzalo, Joanna Bachmatiuk, Andres Weintraub
The synthetic-skipping Xbar charts to control bivariate processes with autocorrelated data
ABSTRACT. Forest planning is not an easy task due the influence of climate change that impacts the forest growth, occurrence of wildfire and other natural disturbances. In climatic predictions, the real data is characterized by uncertainty. In this paper we address the problem of harvest planning considering uncertainty of climate change, which affects tree growth, including spatial constraints. We develop a solution approach for this problem for a forest located in Portugal. We consider 32 climatic scenarios, each one associated to a tree growth scenario. We develop a MIP formulation where the stochastic problem represents the forest planning problem, adding the non-anticipativity constraints that link all scenarios. The resulting problem is called the extensive form. This form can lead to a very large problem that can only be solved by decomposition into scenarios. We solve the problem using the Progressive Hedging (PH) algorithm, which decomposes the problem into scenarios.
Marcela Machado (UNESP,
[email protected]), Roberto Campos Leoni, Antonio Costa
ABSTRACT. In this study, we propose the use of simultaneous Xbar charts to control autocorrelated processes. The first set of Xbar charts is side-sensitive with regard to the same variable (SV Xbar charts) and the second one is side-sensitive with regard to both variables (BV Xbar charts). In order to reduce the negative effect of the autocorrelation on the charts’ performance we build up the samples taking one item form the production line and skipping one, two, or more before selecting the next one. In comparison with the standard synthetic T2 chart, the SV and the BV charts signal faster in a wide variety of disturbances, except when the variables are high correlated. The BV charts are simpler and signal faster than the SV charts.
Identifying Key Police Suspects Under a Social Network Approach
19D: Business Analytics: Applications
Fredy Troncoso (Universidad
[email protected]), Richard Weber
Auditorio 7, 16:15-18:00 Session Chair: Richard Weber
del
Bio-Bio,
ftron-
ABSTRACT. One of the most common methods used 93
with social network analysis of criminal groups is node importance evaluation, which focuses on the links between network members to identify likely crime suspects. This study introduces a new approach that incorporates members’ individual criminal propensities. Since that the traditional node evaluators dont take advantage of this additional information, a new evaluator is proposed. The proposed evaluator employs a novel perspective based on concepts of human and social capital, a structure built on ego networks and an analogy between social interaction and field theory. This evaluator is applied on a case to test its effectiveness by comparing its performance with that of traditional evaluators. The results show that the proposed evaluator performs better than the others and that the integration of the criminal propensity factor into a criminal network enables the evaluator to identify key criminal suspects more accurately.
to model such interactions between players. We propose perceptron-like machine learning approximations as well as novel Adversary-Aware Online Support Vector Machines. Results in a real-world adversarial environment show that our approach is competitive with benchmark online learning algorithms, and provides important insights into the complex relations among players.
19E: Energy IV Sala 5, 16:15-18:00 Session Chair: David Bunch
El problema de asignaci´ on de recursos a un sistema de distribuci´ on de energ´ıa el´ ectrica Jairo Villegas (Universidad Tecnol´ ogica de
[email protected]), Carlos Zapata, Gustavo Gatica
Zero-inflated Cure Rate Weibull Regression Model: An Application to Financial Data on Time-to-default
Pereira,
ABSTRACT. La distribuci´on de energ´ıa el´ectrica es un sistema que requiere alta disponibilidad ya que el 90
Francisco Louzada (Universidade de S˜ ao Paulo,
[email protected]), Mauro Oliveira, Fernando Moreira
Minimiza¸c˜ ao do gap de integralidade para resolu¸c˜ ao do problema de Fluxo de ´ Potˆ encia Otimo com vari´ aveis de controle discretas
ABSTRACT. In this paper, we introduce a methodology based on zero-inflated long-term survival data in order to deal with fraud rate estimation in bank loan portfolios. Our approach enables us to accommodate three different types of loan borrowers, i.e., fraudsters, those who are susceptible to default and finally, those who are not susceptible to default. Regarding to the survival analysis framework, an advantage of our approach is to accommodate zero-inflated times, which is not possible in the standard cure rate model introduced by Berkson Gage (1952). The parameter estimation is reached by maximum likelihood estimation procedure. To illustrate the proposed method, a real dataset of loan survival times is fitted by the zero-inflated Weibull cure rate model.
Edilaine Soler (UNESP,
[email protected])
ABSTRACT. Um modo eficiente para se determinar o estado de um sistema de energia el´etrica ´e atrav´es do prob´ lema de Fluxo de Potˆencia Otimo. O problema de Fluxo ´ de Potˆencia Otimo ´e modelado como um problema de programa¸c˜ao n˜ao linear com vari´aveis discretas e cont´ınuas. Devido `a dificuldade de resolu¸c˜ao causada pelas vari´ aveis discretas em problemas de programa¸c˜ao n˜ao linear, e a importˆancia de se resolver este problema de forma eficiente, prop˜oe-se neste trabalho uma nova abordagem de resolu¸c˜ao para este problema. Uma fun¸c˜ ao senoidal para minimiza¸c˜ao do gap de integralidade das vari´ aveis ´e proposta, e uma sequˆencia de problemas auxiliares com somente vari´aveis cont´ınuas ´e obtida. Os problemas auxiliares s˜ao resolvidos por um m´etodo de pontos interiores. As solu¸c˜oes dos problemas auxiliares convergem para a solu¸c˜ao do problema original com vari´aveis discretas e cont´ınuas. Testes num´ericos com os sistemas el´etricos IEEE demonstram a eficiˆencia da abordagem proposta.
Detecting malicious emails using a combination of Game Theory and Data Mining Richard Weber (Universidad de Chile,
[email protected]), Nicolas Figueroa, Gast´ on L´huillier
ABSTRACT. Detecting malicious emails is a huge challenge and at the same time very relevant, especially in times of an increasing threat by cybercrime. The interaction between sender and receiver of such messages can be modeled as a game between two players. In adversarial classification, it is natural to model such an interaction as a dynamic game of incomplete information, since the classifier (receiver) does not know the exact intentions of the different types of adversaries (senders). For these games, equilibrium strategies can be approximated and used as input for classification models. We show how
Incorporating Behavioral Effects from Vehicle Choice Models into Bottom-Up Optimization-Based Energy Sector Models David Bunch (University of California-Davis,
[email protected]), Kalai Ramea, Sonia Yeh, Christopher Yang
94
An Optimized Approach for Location of Grain Silos in Brazil through a Multiobjective Genetic Algorithm
ABSTRACT. Many types of models are used for evaluating climate-change-related programs and policies, ranging from “top down” models of the entire economy (e.g., computable general equilibrium, or CGE models) to specialized models focused on specific markets (e.g., Oak Ridge’s MA3T model of the US personal vehicle market). Somewhere in the middle are “bottom up” models of the energy sector (so-called 4E, or “energy/economy/environment/engineering” models). A major concern is that 4E models, despite having a high level of technological detail, yield unrealistic consumer market responses, calling into question their value for making policy decisions. We have developed a framework based on sound economic theory that allows 4E models to be modified to produce more realistic market behavior. The approach is demonstrated for personal vehicle purchases using a widely used optimization-based modeling system (TIMES/MARKAL), extending a previously developed model of California’s energy sector (CA-TIMES).
Pedro Steiner Neto (UP,
[email protected]), Datta Dilip, Maria Steiner, Os´ıris Canciglieri J´ unior, Jos´e Figueira, Silvana Detro, Cassius Scarpin
ABSTRACT. Soybean and corn production has increased steadily in Brazil and Paran´a State is the second largest producer of these grains in the country. The increased production has now necessitated to increase the storing facility also. Partitioning the storage is a proposal to aggregate the municipalities of Paran´a into regions as a way of facilitating production and transportation of the grains. This paper aims to organize the storage regions of Paran´a by modeling its municipalities as a multi-objective graph (territory) partitioning problem with the municipalities being the nodes and roads linking them as the edges of the graph. In order to find the effective number of new silos to be constructed and region-wise their locations, maximization of the homogeneity of storage deficit and minimization of the distances from production sources to storage points are considered as two objective functions of the problem.
19F: RED-M: Multi-Objective Evolutionary Algorithms Auditorio 6, 16:15-18:00 Session Chair: Juan Leyva
Modelo bi-objetivo para el reposicionamiento din´ amico en un Sistema de Bicicletas P´ ublicas en M´ exico Javier Garcia-Gutierrez,
Optimizaci´ on multiobjetivo bioinspirada para la determinaci´ on del ´ area a asignar al tr´ ansito peatonal y vehicular en una zona del centro de la ciudad de Bogot´ a
Manuel
Gonz´ alez De La Rosa, Mar´ıa Fernanda L´ opez Albarr´ an Jainet Bernal (Universidad Central,
[email protected]), Daniel Grass, Jos´e S´ anchez
ABSTRACT. El reposicionamiento de bicicletas en los sistemas de bicicletas p´ ublicas es un problema que incide fuertemente en la cantidad de recursos necesarios para su operaci´on y limita la capacidad financiera de los mismos, por lo que ha dado lugar a que en u ´ltimos a˜ nos, hayan surgido numerosas formulaciones bajo los enfoques est´atico y din´amico. Por la rotaci´ on de bicicletas en el sistema, es necesario contar con una estrategia particular para ciertos per´ıodos del d´ıa, mismos que son determinados de manera conjunta con el an´ alisis din´ amico de la demanda. En este trabajo se presenta una formulaci´on biobjetivo, donde se modela la estrategia de redistribuci´on de bicicletas en las estaciones de un sistema de bicicletas p´ ublicas en una ciudad en M´exico, a partir de los criterios de la reducci´on de los costos involucrados en el reposicionamiento y en el cumplimiento de la satisfacci´on de la demanda. El modelo, por su complejidad se resuelve con una estrategia evolutiva basada en el NSGA-II.
ABSTRACT. Varias ciudades en el mundo han decidido peatonalizar ciertas zonas de la ciudad, principalmente el centro. Al respecto distintos autores han analizado los efectos de dicha medida y desarrollado tecnolog´ıas para hacer mediciones tanto del flujo peatonal como vehicular. Sin embargo, este art´ıculo orienta su an´alisis, en desarrollar un modelo de optimizaci´on multiobjetivo para generar una propuesta que permita determinar la porci´on de ´area a asignar para uso de flujo peatonal y para uso de flujo vehicular en una determinada zona. El estudio valida su an´alisis para un kil´ometro cuadrado del centro de la ciudad de Bogot´a y lo hace mediante t´ecnicas de optimizaci´on bioinspirada; particularmente los algoritmos de NSGA II, NSPSO y BFOA. Luego, usa TOPSIS como t´ecnica para seleccionar la mejor alternativa posible dado los resultados obtenidos con dichos algoritmos.
95
19G: Scheduling and Combinatorics: Metaheuristics II
Multiobjective Island Model Genetic Algorithm for the Urban Transit Routing Problem
Auditorio 2A, 16:15-18:00 Session Chair: Celso Ribeiro
Roberto D´ıaz (Universidad T´ecnica Federico Santa Mar´ıa,
[email protected]), Elizabeth Montero
ABSTRACT. The Urban Transit Routing Problem (UTRP) is a NP-hard combinatorial optimization problem that consists of finding a set of routes for a transportation system maximizing the comfort of passengers and minimizing the operational costs. In this work we propose a Multiobjective island model genetic algorithm that works with a set of populations. Each population undergoes its own genetic phases: selection, transformation and elitism. Each population posses its own weighing of problem objectives focusing its search on special zones of the Pareto front. Information is exchanged between populations by migration of solutions. We evaluated our approach using well-known UTRP benchmarks and compared it with an equivalent genetic algorithm and some local search approaches from literature. Our approach shows good performance finding better quality solutions in the central zones of Pareto fronts. For future work we plan to study its genetic operators to improve its search on border zones of the front.
Uma Heur´ıstica H´ıbrida baseada em Iterated Local Search para o Problema de Estoque e Roteamento de M´ ultiplos Ve´ıculos Edcarllos Santos (Universidade Federal Fluminense,
[email protected]), Luiz Satoru Ochi, Luidi Simonetti, Pedro Henrique Gonz´ alez
ABSTRACT. Este trabalho aborda o Problema de Estoque e Roteamento de M´ ultiplos Ve´ıculos onde o fornecedor distribui, usando uma frota homogˆenea de ve´ıculos, um u ´nico tipo de produto ao longo de um horizonte de planejamento finito. O principal objetivo ´e a minimiza¸c˜ao dos custos operacionais de transporte e armazenamento dos produtos. Para resolver o problema ´e proposto um algoritmo baseado na metaheur´ıstica Iterated Local Search (ILS), do qual incorpora uma heur´ıstica Variable Neighborhood Descent com ordena¸c˜ao randˆomica de vizinhan¸cas (RVND) durante a etapa de busca local. Al´em disso, um procedimento exato baseado em programa¸c˜ao matem´atica ´e combinado ao algoritmo desenvolvido com a finalidade de resolver, de forma ´otima, o subproblema de gerenciamento de estoque. Para avaliar a abordagem desenvolvida, testes computacionais s˜ao realizados em 560 problemas-teste, alcan¸cando resultados competitivos em compara¸c˜ao aos melhores algoritmos da literatura.
Enfoque de justo a tiempo en un dise˜ no multiobjetivo de cadena de suministro. Aaron Guerrero Campanur (Tecnol´ ogico Nacional de M´exico / Instituto Tecnol´ ogico Superior de Uruapan,
[email protected]), Elias Olivares Ben´ıtez, Pablo A. Miranda, Rodolfo E. P´erez Loaiza, Salvador Hern´ andez Gonz´ alez
ABSTRACT. En esta investigaci´ on se presenta un problema multiobjetivo de dise˜ no de cadena de suministro de tres escalones, incorporando decisiones t´ acticas y estrat´egicas con m´ ultiples minoristas y grupos de potenciales de plantas y almacenes. La principal contribuci´on del estudio es extender la literatura actual incorporando el an´alisis de la t´ecnica justo a tiempo JIT en un problema de localizaci´on-inventario considerando una demanda estoc´astica, pol´ıtica de inventarios y decisiones de localizaci´on y asignaci´on. Generando un dise˜ no de cadena de suministro que satisface la minimizaci´ on de costos de operaci´on de la cadena de suministro y la minimizaci´on de la cantidad de la orden bajo el enfoque JIT. La pol´ıtica de inventarios en los costos de operaci´ on y cantidad de la orden JIT genera un modelo no lineal. Para esto se propone una aproximaci´on lineal a tramos, generando una formulaci´on no lineal entero mixto que es resuelto con un solver comercial utilizando el m´etodo de epsilon-restricci´on.
The Longest Link Node Deployment Problem in Cloud Computing: a Heuristic Approach Cid de Souza (University of Campinas,
[email protected]), Matheus Ataıde, Pedro J. de Rezende, Marcos Salles
ABSTRACT. In this paper, we propose a grasp metaheuristic for the longest link node deployment problem (LLNDP). The llndp is NP-hard and models a machine assignment problem related to the optimal usage of resources in a cloud computing environment. In a previous work [10], greedy and randomized heuristics were proposed for the llndp. Computational tests carried out here on 450 instances of various sizes and from three dierent classes revealed that our grasp outperformed those heuristics with an average gain of 14.2 96
Extending time-to-target plots to test sets with multiple problem instances: mtttplots Celso Ribeiro (Universidade
[email protected]), Alberto Reyes
Federal
Reglas de prioridad para la programaci´ on de salas de cirug´ıa en ambientes con limitada disponibilidad de recursos: una evaluaci´ on mediante simulaciones num´ ericas
Fluminense, Carolina Saavedra Moreno (Universidad de Ibagu´e,
[email protected]), Fabian Casta˜ no
ABSTRACT. Time-to-target plots (tttplots) or runtime distributions are a useful tool to characterize, evaluate, and compare the behavior of randomized algorithms. However, they are limited to the evaluation of one single problem instance at-a-time. In this work, we propose their extension to address sets of test problems with multiple instances. Numerical results for different problems illustrate the applicability and usefulness of the newly proposed m-tttplots tool.
ABSTRACT. En esta investigaci´on se caracteriza la eficiencia en el uso de los recursos al adoptar reglas de despacho simples, en el proceso de programaci´on de quir´ ofanos, en una instituci´on de salud regional. Se considera la limitada disponibilidad de especialistas para llevar a cabo los procedimientos quir´ urgicos, principal restricci´ on del sistema, que condiciona la programaci´on a franjas horarias predeterminadas por dicho especialista y las condiciones de operaci´on y demanda de la cl´ınica objeto de estudio. El prop´osito del estudio es determinar las combinaciones m´as apropiadas de reglas de despacho y esquemas de programaci´on, para mejorar el flujo de pacientes, el uso de las salas y la oportunidad de atenci´on, de una instituci´ on de salud con limitada disponibilidad de recursos y dif´ıcil acceso al uso de software especializado para la programaci´on de los quir´ofanos.
19H: Healthcare: Optimization methods in Healthcare Scheduling Auditorio 3A, 16:15-18:00 Session Chair: Susana Mondschein
Aplicaci´ on de los modelos de elecci´ on discreta para la priorizaci´ on y selecci´ on de usuarios de salas de cirug´ıa de las Instituciones Prestadoras de Servicios de Salud(IPS).
Heuristics for a Surgical Case Assignment Problem Maria Eug´enia Captivo (Universidade de Lisboa, Faculdade de Ciˆencias and Centro de Matem´ atica, Aplica¸co ˜es Fundamentais e Investiga¸c˜ ao Operacional,
[email protected]), Catarina Mateus, Inˆes Marques
Juan Fernando Guarin Castro (Universidad Industrial de Santander,
[email protected]), Carlos Eduardo D´ıaz Bohorquez
ABSTRACT. The surgical suite has multiple and powerful stakeholders. In a public hospital, the government wants to achieve some social measures like: number of patients in the waiting list, number of days in the waiting list, or percentage of patients treated after the clinically acceptable period. The hospital administration wants to achieve those goals in order to avoid high contractual penalties; they also desire a high efficiency level of the surgical suite. However, surgeons often schedule surgeries according to their agenda and their capacity to remember all their patients. A systematic system to select and schedule the patients to be operated in a given week is under development, trying to consider the different stakeholders’ perspectives for a surgical case assignment problem. In this work we present the Integer Linear Programming models considered and the heuristics that were already developed. The results, using data from a Portuguese hospital, will be compared and discussed.
ABSTRACT. Se describe un m´etodo cuantitativo para resolver el problema del establecimiento de prioridades en la programaci´on de cirug´ıas para listas de espera de usuarios de servicios de cirug´ıa en Instituciones Prestadoras de Servicios de Salud, basado en el impacto que tienen los resultados de las intervenciones en la mejora de la calidad de vida del paciente independiente del componente financiero. Esto facilitar´a la formulaci´on de modelos de optimizaci´on donde el equilibrio de m´ ultiples objetivos (p.ej econ´omicos y sociales) puede formularse en una misma escala de medida. El modelo establece una variable no observable –latente- denominada “Calidad Asistencial” como eje para dise˜ nar la escala donde los usuarios ser´ an medidos con base en informaci´on proveniente de valoraciones que normalmente se hacen por medio de m´etodos cualitativos. La variable se convierte a escala de intervalo con un modelo de elecci´on discreta, dise˜ nado con las propiedades de la funci´on Logit.
97
Programaci´ on robusta de cirug´ıas considerando retrasos, tiempo extra y cancelaciones en m´ ultiples salas de operaciones
Thursday 21A: Mathematical Programming : Algorithms for Convex and Nonconvex Problems
Guillermo Latorre-N´ un ˜ez (Pontificia Universidad Cat´ olica de Chile,
[email protected]), Vladimir Marianov, Armin L¨ uerVillagra, Jorge Vera
Sala Matte, 09:45-11:15 Session Chair: Juan Peypouquet
ABSTRACT. La programaci´ on de las Salas de operaciones es una tarea de vital importancia, debido a que este recurso es el m´as costoso en un hospital. Sin embargo, diferentes fuentes de incertidumbre hacen compleja su programaci´on. El principal desaf´ıo consiste en manejar la duraci´on incierta de las cirug´ıas, la que puede generar: retrasos, horas extras, llegando incluso a la cancelaci´on de cirug´ıas. Por esto, es necesario desarrollar herramientas de apoyo que protejan contra la incertidumbre la programaci´on de las Salas de Operaciones. Nosotros, estudiamos el problema de la programaci´ on de cirug´ıas minimizando los costos de retrasos, tiempo extra y la cancelaci´on de cirug´ıas. Para resolver, proponemos dos enfoques basados en modelos de optimizaci´ on robusta. Tambi´en, desarrollamos m´etodos alternativos para resolver los enfoques.
String-Averaging Incremental Stochastic Subgradient Algorithms Rafael Oliveira (Institute of Mathematics and Computer Science, University of S˜ ao Paulo,
[email protected]), Elias Helou, Eduardo Costa
ABSTRACT. We present a method for non-smooth convex minimization based on subgradient directions affected by random errors and on String-Averaging (SA) techniques. Incremental subgradient algorithms can be viewed as decentralized network optimization methods applied to minimize a sum of local functions, which are known only to a particular agent of a distributed network. The addition of the SA methods in this context can be interpreted as an algorithmic version of a network in which subnets process independent sequences being coordinated by a central node, which calculates and distributes the averages. We consider stochastic errors in the form of additive noise in the subgradient and we assume that the second moments of the subgradient noise are uniformly bounded over the agents, in such a manner that the errors do not necessarily decrease over time. The main result of this paper consists in a theoretical convergence analysis of the proposed algorithm when we use a diminishing step-size rule.
Capacity Allocation of Operating Rooms under Waiting Time Constraints: The Chilean AUGE program Susana Mondschein (Universidad Adolfo Ibanez,
[email protected]), Javiera Barrera, Rodrigo Carrasco
ABSTRACT. In 2000, Chile introduced a profound Health Reform (AUGE), aiming at a more equitable and fair system. For a list of diseases, it sets a service level which includes a maximum waiting time between diagnosis and treatment. If this is exceeded, the patient is treated in the private health system, with the corresponding higher expenses. This creates an important management problem for the hospital, for which is now imperative to schedule the surgeries including the additional costs set by the AUGE Plan. With the collaboration of the Instituto de Neurocirug´ıa, we developed a mathematical model to schedule surgeries in order to minimize the additional cost of referrals to the private sector, complying the AUGE time guarantees, and constraints regarding operating rooms and ICU bed capacities. We develop a tactical and operational model which has been tested using date collected from the hospital in the last 18 months.
Usando direcciones factibles de Zoutendijk para resolver problemas de programaci´ on lineal Ivan Derpich (Universidad de Santiago de Chile,
[email protected]), Juan Sepulveda, Fernando Paredes
ABSTRACT. En este trabajo se presenta un algoritmo basado en direcciones factibles del tipo direcciones de Zoutendijk para resolver problemas de programaci´on lineal. Si bien existen algoritmos eficientes en la pr´actica para este problema, como el algoritmo simplex por ejemplo, resulta interesante explorar un algoritmo como este, basado en direcciones, en que el n´ umero de iteraciones est´a asociado al tama˜ no del problema de manera lineal. En los problemas resueltos se encontr´o que el n´ umero de iteraciones del algoritmo expresado a trav´es de la secuencia de puntos generados fue siempre menor o igual que el n´ umero de variables del problema. Esto podr´ıa dar lugar a rutinas eficientes para problemas de gran tama˜ no. 98
21B: Logistic and Transportation : Distribution
Pursuing a local convergence result for the Gradient Sampling Method
Sala Colorada, 09:45-11:15 Session Chair: Andres Mu˜ noz Villamizar
Lucas E. A. Sim˜ oes (Department of Applied Mathematics - University of Campinas,
[email protected]), Elias S. Helou, Sandra A. Santos
Lagrangian relaxation for a multicommodity inventory-location problem with periodic inventory control and stochastic capacity constraints
ABSTRACT. A significant amount of applied problems depend on the minimization of nonsmooth functions. Consequently, many optimization methods have been developed in order to deal with these kind of functions. Recently, a method known as Gradient Sampling (GS) has gained attention by its good results (specially on difficult problems). One may view the GS method as a generalization of the steepest descent method. In fact, when we apply the GS algorithm to a smooth function, its search direction asymptotically converges to the steepest descent direction. Despite many studies have been made from the original GS ideas, for the best of our knowledge, none of them proved a local convergence result. Since the GS method locally approximates the objective function by sampling some points around the current iterate, a local result is not trivial and will be intrinsically linked to a good set of sampled points. Therefore, this study has the intent to present a local convergence result for the GS method.
Claudio Araya (Pontificia Universidad Cat´ olica de Valpara´ıso,
[email protected]), Pablo A. Miranda, Francisco Tapia
ABSTRACT. This research addresses single and multi commodity periodic review based inventory-location problems, for a three level supply chain with stochastic demands.Decisions involve warehouse location, retailerwarehouse assignments and inventory control parameters for each warehouse (reorder point and order size). Decisions are optimized ensuring inventory control service level and stochastic capacity constraints. In this research, the use of Lagrangian Relaxation and sub-gradient method are proposed, considering the relaxation of different set of constraints, including customer assignment, and warehouses demand and variance constraints. In addition, we develop a simple local search heuristic to achieve feasible solutions at each algorithm step. Computational results for several instances provide small duality gaps, near optimal solutions, and low computational times, where significant impacts of the inventory control policy into system configuration and costs can be observed.
Recent advances on the acceleration of first-order methods in convex optimization
Modelo matem´ atico para el problema de ruteo de veh´ıculos refrigerados y de tipo general para la entrega de productos perecederos
Juan Peypouquet (Universidad Tecnica Federico Santa Maria,
[email protected])
ABSTRACT. Let (xk ) be a sequence generated by a typical first-order method, intended to minimize a closed convex function f ∶ H → ∪{+∞} on a Hilbert space H (think of N ). If f has minimizers, then (xk ) converges (weakly, if $H$ is infinite-dimensional) to one of them, with a worst-case theoretical convergence rate of f (xk ) − min(f ) = O(1/k). In the 1980’s Nesterov conceived a simple but powerful idea to modify the computation of the iterates with the same computational cost, but a convergence rate of O(1/k 2 ). For decades, researchers tried unsuccessfully to prove the convergence of the resulting iterates. Despite this drawback, Nesterov’s scheme is current common practice in imaging and statistics, and converges faster than the unaccelerated counterpart. It turns out that a slight variant Nesterov’s method yields convergent sequences with a convergence rate of f (xk ) − min(f ) = o(1/k). The convergence of the original method of Nesterov remains open.
Jesus Galarcio (Universidad de C´ ordoba,
[email protected]), Jorge Lopez, Helman Hernandez
ABSTRACT. En productos con poca vida u ´til, como las frutas y hortalizas, o bien, en aquellos que requieren refrigeraci´on, como las carnes, la frescura es un factor determinante para garantizar su calidad. A pesar de la existencia de modelos heur´ısticos, no se reportan modelos que puedan ser utilizados para resolver este tipo de problema utilizando metaheur´ısticas. El presente estudio aborda el problema de ruteo de veh´ıculos refrigerantes y de tipo general para la entrega de un producto perecedero, conociendo la demanda, ubicaci´on de clientes, tiempos de servicio, tiempos de viaje entre clientes, capacidad y n´ umero de veh´ıculos disponibles de ambos tipos. Se busca reducir la p´erdida de frescura del producto entregado, considerando el tiempo transcurrido desde el dep´ osito hasta el cliente y las aperturas de puerta de los veh´ıculos en ruta. 99
21C: Logistics and Transportation : Analysis II
Se utilizan 3 metaheur´ısticas para resolver este problema, logrando establecer la m´ as adecuada para esta variante de VRP
Auditorio 1, 09:45-11:15 Session Chair: Jos´e-Fernando Camacho-Vallejo
A mathematical model and a solution approach for dairy products distribution with battery recharging
Optimizaci´ on de operaciones log´ısticohumanitarias para la planificaci´ on ante desastres en la ciudad de Talcahuano, Chile
Vitoria Pureza (Universidade Federal de S˜ ao Carlos - Depto. de Engenharia de Produ¸ca ˜o,
[email protected]), Rayra Brand˜ ao
Pablo Ortiz (Universidad del B´ıo-B´ıo,
[email protected]), Francisco N´ un ˜ez, Rodrigo Linfati
ABSTRACT. We address the distribution logistics of a small-sized dairy company in Northern Brazil, which produces and delivers products to retailers spread in a relatively large area. Due to the distances involved, each route may comprise several days before the trucks return to the company´s warehouse. In addition, periodic long stops in charging stations are required to recharge the battery of the equipment that keeps the temperature in the trucks bodies within acceptable levels. In this study, a mixed integer linear model was developed to describe the problem as a multi-period vehicle routing problem with time windows and periodic stops. In addition, a relaxand-fix heuristic was applied to solve the model with real and generated instances up to 40 costumers.
ABSTRACT. La log´ıstica humanitaria se reconoce como un campo de estudio que aborda diversos aspectos log´ısticos y operacionales que suceden en el contexto de la gesti´on del riesgo de desastres. Una de las actividades que generan mayor atenci´on en ´este ´ambito, corresponde a la asistencia hacia los posibles afectados desde un punto de vista log´ıstico. La presente investigaci´ on aplicada aborda la generaci´on de rutas ´optimas de evacuaci´ on ante un tsunami, en conjunto con la posterior localizaci´ on de albergues y centros de abastecimiento en la ciudad de Talcahuano, Chile, mediante un algoritmo de programaci´on matem´atica basado en p-medianas capacitado y un sistema de informaci´on geogr´afico (SIG), cuyo objetivo corresponde a la minimizaci´on de los tiempos totales de viaje. Finalmente, se efectu´o el an´alisis de los resultados obtenidos en virtud de instancias de aplicaci´ on con datos y escenarios reales en esta comuna.
Simulation model for optimizing frequency and size of vehicles in companies’ transport service. A Case study Andres Mu˜ noz Villamizar (Universidad de La Sabana,
[email protected]), Jaime Barrera, Johanna Ramirez, Sergio Casta˜ neda, Juan Quintero
Dimensionamento de lotes e roteamento de ve´ıculos em ind´ ustrias moveleiras de pequeno porte
ABSTRACT. Several small and medium companies have facilities far away from urban area. Due to most employees don’t have easy access to their jobs, companies are in the need to hire a transport service for its staff. Poor urban planning and traffic congestion, especially in emerging countries, led to excessive delays in worker’s transport time and decreases their quality of life. This waiting time is even greater if the company transportation system is inefficient. Our approach seeks to optimize the companies’ transport service by determining the frequency and size of vehicles. A simulation model is proposed to minimize user’s waiting time. This approach is validated using real-data taken from Colombia. Results put in evidence the quantitative benefits that can be achieved when the model is implemented, represented in both service level and transportation costs. Additionally, different alternatives for decision makers are presented, in order to economically evaluate different service levels.
Deisemara Ferreira (Universidade Federal de S˜ ao Carlos (UFSCar),
[email protected]), Pedro Miranda Lugo, Reinaldo Morabito
ABSTRACT. Para resolver um problema integrado de dimensionamento de lotes e rotamento de ve´ıculos t´ıpico de empresas moveleiras de pequeno porte ´e proposto um modelo de programa¸c˜ao inteira mista. O modelo inclui caracter´ısticas pr´oprias do setor, como produ¸c˜ ao e estocagem de itens, rotas de distribui¸c˜ao estendendo-se por v´arios per´ıodos, m´ ultiplas janelas de tempo e prazos de entrega. Testes computacionais mostraram que o modelo representa de forma apropriada a situa¸c˜ao real. Al´em disto, testes realizados com base em um conjunto de exemplares gerados aleatoriamente, mostram que o CPLEX 12.6 encontra solu¸c˜oes ´otimas ou fact´ıveis para exemplares de at´e n=10 clientes em tempos computacionais razo´ aveis.
100
Analysis of integrated scheduling and intermediate transportation systems in production lines with variability-related measures
ation is conducted. By doing this, the algorithm intends to find the efficient solutions. The evolution performed in each population is done through Biased Random Keys (BRK). Under this scheme a solution is represented by a random key of length 3N + 1 -where N are the number of clients- that contains random numbers between 0 and 1. The designed decoder and the conceptualization of the algorithm are detailed. In addition for the feasibility of the random keys a local search to convert the infeasible random keys to feasible for the initial population is designed. A battery of instances for validating and measuring the proposed methodology were generated. Computational experimentation of the proposed algorithm, analysis of the obtained results and a properly visualization of the findings are exposed.
Miriam Zacharias (Universit¨ at Duisburg-Essen,
[email protected]), Rainer Leisten
ABSTRACT. In 2015, Leisten and Rajendran introduced the variability-related objective function CTDVB2 which aims at smoothness of a flowshop’s output by minimizing the difference of completion times of two consecutively scheduled jobs. In this work, CTDVB2 and modifications of CTDVB2 are investigated in serial assembly systems. The influence of variability in one system on the overall performance of the combined system is evaluated via computational experiments. First, a single flow shop with transport unit is evaluated from a scheduling perspective. Then, two flowshops in series with and without intra-shop logistics are analysed from a queueing perspective. Looking at the overall performance from scheduling and queueing perspectives helps to close the gap between static-deterministic scheduling and dynamic-stochastic queueing theory.
21D: Business Analytics II Auditorio 7, 09:45-11:15 Session Chair: Eliane Gomes
Machine Learning aplicado ` a predi¸c˜ ao de interesse em filmes Reinaldo Castro Souza (Pontif´ıcia Universidade Cat´ olica do Rio de Janeiro,
[email protected]), Juliana Christina Carvalho de Ara´ujo, Marco Antˆonio Da Cunha Ferreira, Danilo Do Carmo, Ricardo Tanscheit
A Nash-Genetic algorithm for solving a green logistics bi-level bi-objective problem Jos´e-Fernando Camacho-Vallejo (Universidad Autonoma de Nuevo Leon,
[email protected]), Sayuri Maldonado-Pinto, Jos´e-Fernando Camacho-Vallejo, Jos´e-Luis Gonz´ alez-Velarde, Alice Smith
ABSTRACT. Desde a sua cria¸c˜ao, a ind´ ustria cinematogr´afica tem produzido uma grande variedade de filmes e a cada lan¸camento v´arias informa¸c˜oes s˜ao disponibilizadas `a popula¸c˜ao em geral. Sem muito tratamento, essas informa¸c˜oes n˜ao chegam de forma acess´ıvel e personalizada. Com o desenvolvimento dos sistemas de recomenda¸c˜ao, a maneira com que as pessoas compram pela internet mudou consideravelmente. Em meio a uma gama de op¸c˜oes dispon´ıveis, o usu´ario passou a ter um aux´ılio, capaz de gui´a-lo at´e um produto que possa interess´a-lo. Assim, o objetivo deste trabalho ´e calibrar um modelo capaz de prover um sistema colaborativo que vai sugerir um determinado filme para um usu´ario do servi¸co baseado na avalia¸ca˜o efetuada por usu´ arios de interesses similares.
ABSTRACT. The situation here addressed is modeled as a bilevel programming problem with multiple objectives in the upper level and a single objective in the lower level. In this problem, a company (hereafter the leader) distribute a product over a selected subset of clients; while a manufacturer (hereafter the follower) will fabricate the products demanded by the selected clients. The leader has two objectives: the maximization of the profit gained by the distribution process and the minimization of CO2 emissions. The latter is important due to the regulations imposed by the government. It is clear that exists a compromise between both objectives, since the maximization of profit will attempt to include as much clients for being served as possible. Then, largest routes will be needed causing more CO2 emissions. A Nash-Genetic algorithm for solving the aforementioned problem is proposed. The algorithm is designed for the obtaining bilevel feasible solutions; that is, the follower’s problem is optimally solved by a commercial optimizer for each leader’s decision. The Nash approach for the algorithm is related with having two separate populations, one for each leader’s objective. Then, the solutions will evolve in each population and a co-evolutionary scheme is periodically included. In other words, a swap between the best solutions in each gener-
Identification and Analysis of specialist’s bias and its influence at ranking the alternatives Reinaldo C. Souza (Pontifical Catholic University of Rio de Janeiro,
[email protected]), Bruno A. Ribeiro, Hugo R. Baldioti
ABSTRACT. For better results, the quality of the specialists consulted to generate the weights of the AHP must be relevant. Independently of the quality from the specialists, it is possible to identify some bias in each of 101
the responses, sometimes creating a group that obey some sort of characteristics. The main goal of this work is to identify or, in the perfect scenario pre-identify, those bias in order to modify the model, through the translation of the weights matrix, using the eigenvalues to do so, changing the final order generated by the AHP method. This approach is useful for the decision maker because it can show the final order by class of specialist and its interests. For example, in the case study, it was identified three bias (groups) in the responses, named as industry, academia and regulation. The industry wants a model that results in a higher profit, the academia aims the better model that fit the data and the regulation is concerned about the consequences at the environment.
weight, room temperature and corporal temperature, and presence or absence of a condition known as equine infectious anemia (EIA). Only the EIA effect and room temperature affect performance statistically significantly, as indicated by a nonparametric replication analysis.The techniques used in the analysis can be extended, with little changes, to other applications, whether or not in the agricultural sector.
21E: Distribution and Communication Network Optimization I Sala 7, 09:45-11:15 Session Chair: Pablo Escalona
Detecting separation in logistic regression via linear programming
Elementary shortest paths avoiding negative circuits
In´ acio Andruski-Guimar˜ aes (UTFPR - Universidade Tecnol´ ogica Federal do Paran´ a,
[email protected])
Rafael Andrade (Federal University of Cear´ a,
[email protected]), Rommel Saraiva
ABSTRACT. The parameter estimation in logistic regression model is known to be dependent on the data configuration. While the logistic model work well for many situations, may not work when the groups of observations are completely separated. Separation is a common problem in the logistic regression. Mathematical Programming approaches have been used for detecting separated data in logistic regression, but most of these researches have focused on the two group problem. In this paper we propose a linear programming formulation to detect separation in polytomous logistic regression. The proposed approach classifies data as completely separated, quasi-separated or overlapped, and can be used as part of the parameter estimation. Comparison with other methods, using different data sets taken from the literature, shows that our formulation may suggest an efficient alternative to mathematical programming approaches for the multiple-group problem.
ABSTRACT. Let D = (V,A) be a digraph with a set of vertices V and a set of arcs A, with cij representing the cost of an arc (i,j) in A. The problem of finding the shortest elementary path in the presence of negative cycles (SEPPNC) is NP-hard and consists in determining, if it exists, the path of minimum cost between two distinguished vertices s in V and t in V. We propose three solution approaches for the SEPPNC, which are a compact primal-dual formulation, a branch-and-bound algorithm, and a cutting-plane method. An extensive computational study performed on both benchmark and randomly generated instances shows that our approaches outperform state-of-the-art solution techniques for this problem, while providing optimal solutions for benchmark instances in very small execution times.
Algoritmo Branch Price para el Problema de Dise˜ no de Redes de Comunicaciones Basadas en p-ciclos.
Factor effects affecting the performance of pantaneiro horses
Agustin Pecorari (UBA,
[email protected]), Irene Loiseau
Eliane Gomes (Empresa Brasileira de Pesquisa Agropecuaria,
[email protected]), Geraldo Souza, Adalgiza Rezende, Debora Santos, Marcia Nogueira, Reinaldo Mellito Filho, Pablo Trigo, Urbano Abreu, Sandra Santos
ABSTRACT. Las redes de telecomunicaciones supervivientes son aquellas que siguen funcionando a pesar de fallas. El objetivo es dise˜ nar las redes de forma tal que se pueda garantizar la proteccion del trafico frente a ciertos tipos de fallas al menor costo posible. La reciente tecnologia de p-ciclos se convirtio rapidamente en una tecnica prometedora debido a que brinda los beneficios combinados de la velocidad de recuperacion de los anillos y la eficiencia de la malla. En las redes basadas en p-ciclos, cada ciclo protege ante la falla de un link que forma parte del ciclo o de uno que tiene sus dos extremos en el ciclo. En este trabajo propusimos varios modelos de
ABSTRACT. Pantaneiro horses were submitted to a performance test. Performance was measured by a data envelopment analysis – DEA model – with four outputs and one unit input. The output measures were the distance achieved in the performance test, hematocrit as a weighted average over the test duration, cardiac and respiratory frequencies as weighted averages over the test duration and the level of lactic acid at the test termination. Contextual variables of interest are age, horse 102
21F: RED-M: AHP
programacion entera y mixta para el problema basico de definir una topologia basada en p-cyclos optimizando los costos (SCA, Spare Capacity Allocation) y describimos un algoritmo Branch and Price basado en los mismos. Tambien se propuso un metodo basado en programacion por restricciones.
Auditorio 6, 09:45-11:15 Session Chair: Claudio Garuti
Utiliza¸c˜ ao de Metodologia Multicrit´ erio para Escolha de C´ alculo mais Adequado de IBNR para uma Operadora de Plano de Sa´ ude
A genetic algorithm based heuristic for survivable networks design with p-Cycles
Jos´e Fabiano Serra Costa (Rio de Janeiro State University UERJ,
[email protected]), Larissa Mitie Yui
Remberto Emanuel Delgadillo (Departamento de Computaci´ on, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires,
[email protected]), Irene Loiseau
ABSTRACT. O objetivo deste artigo ´e encontrar o m´etodo mais adequado de c´alculo para a Provis˜ ao de Sinistros Ocorridos mas N˜ao Avisados (IBNR - Incurred But Not Reported), para um Operadora de Plano de Sa´ ude j´a estabelecida no mercado brasileiro, atrav´es da an´alise multicrit´erio. Para este estudo, foi aplicado o m´etodo AHP (Analytic Hierarchy Process) e, as alternativas consideradas foram baseadas na bibliografia espec´ıfica: M´etodo proposto pela Agencia Nacional de Sa´ ude, M´etodo Chain Ladder, M´etodo BornhuetterFerguson, M´etodo Benktander-Hovinen, M´etodo Bootstrap e M´etodo Log-Normal. Os crit´erios da an´ alise foram: Cen´ario Passado Pr´oprio, Sinistralidade do Mercado, Possibilidade de Simula¸c˜ao e Complexidade dos C´ alculos. Os especialistas foram Atu´arios com experiˆencia na ´ area de Provis˜oes T´ecnicas e Solvˆencia. Os resultados encontrados apontaram para o m´etodo Log-Normal, seguido do m´etodo Bootstrap (m´etodos estoc´asticos).
ABSTRACT. p-Cycles are structures intended to provide survivability to optical networks. Each p-Cycle provides one protection channel to each span it crosses, and two protection channels to each span that is not in the cycle but its ending nodes are. The Spare Capacity Allocation problem requires protecting all working demands against any span failure with p-cycles at minimum cost. We propose here a greedy heuristic that builds a solution for this problem iteratively. At each step, a Genetic Algorithm builds a cycle trying to maximize the Actual Efficiency, which was defined in the literature for developing another greedy heuristic for this problem. To achieve this, we propose to decode cycles from 0-1 genes representing fundamental cycles of a basis of cycle space. We give two alternatives for fitness evaluation to treat disjoint cycles or closed walks with repeated nodes. Several computational experiments were performed and promising results were obtained.
Gerenciamiento de uma carteira de aeronaves utilizando o m´ etodo AHP com ratings
On the Effect of Inventory Policies on Distribution Network Design with two Demand Classes
Mischel Carmen Neyra Belderrain (Instituto Tecnol´ ogico de Aeron´ autica,
[email protected]), Marcelo Ferreira, Armando Milioni
Pablo Escalona (Universidad Tecnica Federico Santa Maria,
[email protected]), Carlos Reyes, Vladimir Marianov, Fernando Ord´ on ˜ez, Ra´ ul Stegmaier
ABSTRACT. A precifica¸c˜ao e qualidade das aeronaves enquanto garantia de financiamentos tendem a ser um problema para o BNDES, principalmente, quando da devolu¸c˜ao ou retomada de uma aeronave por parte do Banco, em casos de inadimplˆencia. O modelo permite qualificar, comparar e precificar aeronaves baseado em caracter´ısticas qualitativas retiradas quando da observa¸c˜ ao das reais ´ utilizado o VFB para estruturar condi¸c˜oes da aeronave. E uma problem´atica de decis˜ao e o m´etodo AHP com Ratings para comparar as aeronaves entre si e com aeronaves te´oricas precificadas pelo mercado. Assim tem-se uma ferramenta de monitoramento da carteira aeron´ autica, propiciando um melhor acompanhamento das condi¸c˜ oes de manuten¸c˜ao das aeronaves, principais garantias dos financiamentos, por meio da classifica¸c˜ao das aeronaves em faixas de acordo com o rating obtido, permitindo o acompanhamento dos ativos nas empresas a´ereas atrav´es de relat´orios qualitativos se antecipando eventuais eventos
ABSTRACT. We study several inventory policies in the design of a distribution network for fast-moving items able to provide differentiated service levels in terms of product availability for two demand classes (high and low priority). In particular, we consider the distribution network design problem when the Separate Stock, Single Class Allocation, Global Round-Up, Local Round-Up and Critical Level inventory policies are used. We show how to formulate these problems as conic quadratic mixed-integer problems. For the instances solved in the computational experiments, the best policy was never the one that assigns to each distribution center a unique demand class, i.e., the single class allocation is the worst policy performance in terms of total cost.
103
de inadimplemento.
Using OR to schedule the South American World Cup Qualifiers to Russia 2018
Measuring in weighted enviroments: Moving from Metric to Order Topology (Knowing when close really means close)
Guillermo Duran (Universidad de Buenos Aires,
[email protected]), Mario Guajardo, Denis Saure
Claudio Garuti
[email protected])
(Fulcrum
Ingenieria
Ltda.,
gdu-
ABSTRACT. In July 2015, Ronaldo and Forl´ an drew balls from two pots to define the schedule of the South American World Cup Qualifiers to the 2018 football World Cup Russia. One pot contained the names of the ten national teams that participate in this qualification tournament. The other pot contained ten numbers referring to the position that each team would take in a predefined schedule template. We generated this schedule template by using integer linear programming. We included several criteria, such as symmetry and breaks within double rounds. This talk reports on several symmetric formats we considered as alternative to satisfy these criteria. We also compare our finally adopted solution against a previous schedule that was used in the four previous World Cup qualifiers. To the best of our knowledge, this was the first time that OR-based sports scheduling has been applied to an international competition.
claudioga-
ABSTRACT. Abstract This article addresses the problem of measuring closeness in weighted environments(decisionmaking environments), using the concept of compatibility of priority vectors and value systems. When using the concept of closeness come in mind immediately what means to be close (when close really means close). Thus when measuring closeness or proximity we should add a point of comparison (a threshold) that make possible to compare or decide if our positions, system values or priorities are really close.
21G: Scheduling and Combinatorics: Applications of Integer programming II Auditorio 2A, 09:45-11:15 Session Chair: C´esar A. Henao
The multiperiod cutting stock problem with usable leftover
Gesti´ on del personal de reposici´ on de productos para una empresa de retail utilizando un enfoque de programaci´ on linea entera Jaime Miranda
[email protected])
(Universidad
de
Chile,
Silvio Alexandre de Araujo (Universidade Estadual Paulista ”J´ ulio de Mesquita Filho”,
[email protected]), Gabriela Torres Agostinho, Adriana Cristina Cherri, Silvio Alexandre de Araujo, Douglas Nogueira Do Nascimento
jmiran-
ABSTRACT. This paper aims to integrate two variations of the one-dimensional cutting stock problem: the cutting stock problem with usable leftovers and the multiperiod cutting stock problem, and find a solution to the problem resulting from this integration. The cutting stock problem with usable leftovers consist of cutting larger objects into smaller sizes in order to meet a known demand, minimizing the waste and allowing generate retails that will be use to cut future items. In the multiperiod cutting stock problem demands occur in a finite period of time, being possible to cut in advance a stored object to produce items that have known demands in a future period of time. A mathematical model is proposed for the multiperiod cutting stock problem with usable leftover and is being solved using simplex method with column generation. Some preliminary computational results are presented with a simulation where each period is considered individually.
ABSTRACT. De forma peri´ odica, algunas compa˜ n´ıas realizan la programaci´ on de las visitas del personal que realiza la reposici´ on de sus productos de los puntos de venta que posee. Esta programaci´ on incluye el secuenciamiento de visita de los puntos de venta diariamente, as´ı como, la jornadas laboral de cada reponedor. Tanto el secuenciamiento de visitas, como el dise˜ no de las jornadas laborales deben considerar una serie de requerimientos operativos y propios del negocio, transformando esta programaci´ on en una tarea compleja de realizar manualmente. Este trabajo presenta un enfoque de soluci´ on basado en programaci´ on entera que permite determinar la programaci´ on ´ optima del personal que realiza la reposici´on de productos. Este enfoque fue aplicado a una empresa real, mejorando de manera sustancial la cobertura de los puntos de venta y los costos de contrataci´ on. Utilizando la misma dotaci´ on de personal fue pasar de un 68 104
Beneficios de la Polifuncionalidad con Cadenas Cerradas en Sistemas Desbalanceados: Caso de Estudio en la Industria del Retail
estas empresas pueden ser considerados como prioridades para competir con empresas de similares caracter´ısticas o superiores en aspectos como producci´on, personal.
C´esar A. Henao (Universidad del Norte,
[email protected]), Juan C. Mu˜ noz, Juan C. Ferrer
Significance of collaboration risk in the technological SMEs
ABSTRACT. Este trabajo presenta una nueva metodolog´ıa para estructurar las habilidades polifuncionales de un conjunto de empleados que inicialmente s´ olo cuentan con una funci´ on especialista. Asumiendo una demanda estoc´ astica y una modelaci´ on continua de la fuerza laboral, la metodolog´ıa descompone el problema de polifuncionalidad en tres etapas y lo resuelve de forma secuencial. La primera etapa entrega una expresi´on anal´ıtica simple para estimar la dotaci´ on de empleados polifuncionales requerida en cada actividad del sistema. La segunda etapa aplica una heur´ıstica constructiva a estas estimaciones para generar un conjunto factible de cadenas cerradas para el sistema. La tercera etapa usa simulaci´ on Montecarlo y un modelo de programaci´on lineal para evaluar el desempe˜ no de las cadenas cerradas generadas. Como resultado se obtienen estructuras de polifuncionalidad tipo cadenas cerradas que son robustas ante la variabilidad de la demanda, minimizan el costo total esperado de subdotaci´ on, y exhiben el mejor desempe˜ no a nivel costo-efectivo. La metodolog´ıa tambi´en entrega a los tomadores de decisiones pol´ıticas de polifuncionalidad que responden a tres preguntas fundamentales sobre la polifuncionalidad en sistemas desbalanceados: d´ onde, cu´ anta, y c´ omo agregarla.
Wojciech Machowiak (Wy˙zsza Szkola Logistyki,
[email protected]), Iwona Staniec, Karol M. Klimczak
ABSTRACT. Among all the multiplicity of SMEs, technological ones distinguish by innovative approach to entrepreneurship and increased risk – by scope and level as well. Collaboration risk belongs to the most specific risk categories for this kind of activities. In the paper authors describe various areas where collaboration risk in TSMEs may influence business approach and performance, identify and analyse sources of collaboration risk, and propose rational typology for that – considerably wide – risk category. Report is a part of a broader research project re. risk in TSMEs in Poland.
Risk cooperation the future of technological entrepreneurship Iwona Staniec (Lodz University of Technology,
[email protected]), Karol Klimczak, Wojciech Machowiak
is-
ABSTRACT. The identification of factors that affect the creation of risk cooperation is a problem both in theoretical and practical terms. This study shows what impact risk cooperation have on the future of technological entrepreneurship. The paper developed the following research questions: Q1. What factors determine risk cooperation? Q2. How does risk cooperation influence the future of technology entrepreneurship? Based on the 275-element sample (data collected in 2014) and using structural equation models, a model was constructed of the impact on risk cooperation. The results confirm that the perception of decision risk is a very important in technological entrepreneurship.
21H: Innovation Auditorio 3A, 09:45-11:15 Session Chair: Maryory Patricia Villamizar Leon
Las prioridades competitivas de las PYMES en Quito-Ecuador, analizadas conforme a la Administraci´ on de Operaciones Hernan Samaniego (Particular, hernn
[email protected])
Identificaci´ on de la Estrategia de Innovaci´ on de las Empresas Espa˜ nolas, Modelizando su Capacidad de Absorci´ on por medio de Redes Neuronales Artificiales
ABSTRACT. La Innovaci´ on Empresarial, como todo ciclo de Gesti´ on, requiere de una fase de evaluaci´ on que permita conocer el estado de cualquier Empresa y posibilite efectuar cambios para mejorar su administraci´ on y gesti´on. Dichas empresas por m´ as peque˜ nas que sean, como por ejemplo una peque˜ na y mediana empresa (PYMES) busca la manera de permanecer en el tiempo, lo cual pueden lograrlo si optimizan sus recursos e incluso pueden obtener un incremento en sus utilidades. El trabajo que se plantea a consideraci´ on es la determinaci´ on de las prioridades competitivas de las PYMES en Quito-Ecuador; acorde a uno de los modelos establecidos por la administraci´on de operaciones, el mismo que busca analizar qu´e aspectos de
Maryory Patricia Villamizar Leon (Universidad Pontificia Bolivariana Seccional Bucaramanga,
[email protected]), Reinaldo Arenas Fajardo, Jos´e Luis Herv´ as-Oliver, Maria Francisca Sempere Ripoll
ABSTRACT. La capacidad de absorci´on es la habilidad de la empresa para reconocer el valor de la informaci´ on externa, asimilarla y aplicarla con fines comerciales. El 105
resultado innovador, se puede dar a trav´es de dos estrategias: complementariedad y sustituibilidad. Si es la primera hay capacidad de absorci´ on, si es la segunda no. El reto es identificar la estrategia de innovaci´ on predominante de las empresas a trav´es de la modelizaci´ on de su capacidad de absorci´ on. Este trabajo presenta los resultados de la modelizaci´ on de la capacidad de absorci´on para las empresas espa˜ nolas identificando la estrategia predominante de innovaci´ on, utilizando Redes Neuronales Artificiales.
ha sido objeto de inter´es por parte de la comunidad de optimizaci´on combinatoria. En este trabajo comenzamos un estudio poliedral de este problema, a partir de una formulaci´on natural del problema como un modelo de programaci´on lineal entera. Estudiamos la dimensi´ on del poliedro asociado y determinamos bajo que condiciones las restricciones del modelo denen facetas de este poliedro. Adem´as, estudiamos familias de desigualdades v´ alidas y analizamos bajo que condiciones estas desigualdades denen facetas de este poliedro.
22A: Mathematical Programming : Polyhedral Combinatorics
Uma nova formula¸c˜ ao matem´ atica eficiente para o Problema de Inunda¸c˜ ao em Grafos
Sala Matte, 11:45-13:15 Session Chair: Ivo Koch
Andr´e Silva (Universidade Federal
[email protected]), Luiz Satoru Ochi
Solving multistage mixed nonlinear convex stochastic problems by BFC methods
ABSTRACT. Este trabalho aborda o Problema de Inunda¸c˜ao em Grafos, cujo objetivo ´e tornar monocrom´ atico um grafo colorido em v´ertices com o menor n´ umero de inunda¸c˜oes poss´ıvel. Por inunda¸c˜ao, entende-se a mudan¸ca da cor de um v´ertice pivˆo para uma cor c, o que faz com que esse v´ertice seja agregado a todos os v´ertices vizinhos que tenham a mesma cor c. A literatura do problema apresenta uma formula¸c˜ao matem´atica na forma de um Programa Inteiro Misto. Uma nova formula¸c˜ao matem´ atica ´e proposta e experimentos computacionais mostraram que esta formula¸c˜ao tem desempenho muito superior ` a da literatura.
Eugenio Mijangos (University of the Basque Country,
[email protected])
ABSTRACT. We present an algorithm to solve multistage mixed 0-1 stochastic problems with nonlinear convex objective function and convex constraints. These problems have continuous and binary variables in each stage. The algorithm is based on the Branch-and-Fix Coordination (BFC) method. The non-anticipativity constraints are satisfied by means of the twin-node family strategy. In this work to solve each nonlinear convex subproblem generated at each node of the trees of the BFC method we propose the solution of sequences of quadratic subproblems. As constraints are convex we can approximate them by means of outer linear approximations. The algorithm has been implemented in C++ with the help of Cplex 12.1 to solve quadratic approximations. Test problems have been randomly generated by a C++ code. Numerical experiments have been performed and its efficiency has been compared with that of BONMIN.
Fluminense,
avil-
The $b$-vertex coloring polytope Ivo Koch (Institute of Industry - University of General Sarmiento,
[email protected]), Iztok Fister, Ivo Koch, Iztok Peterin
ABSTRACT. A b-vertex coloring of a graph G is a proper vertex coloring of G such that each color class contains a vertex that has at least one neighbor in every other color class. The b-chromatic number v(G) of a graph G is the largest integer k for which G has a b-vertex coloring with k colors. Integer linear programming (ILP) has been successfully applied to the classic vertex coloring problem. Nevertheless, only a few of the many variations of the classic vertex coloring have been studied in the literature under an ILP approach. In this work, we aim at analyzing whether ILP can be indeed a useful tool for the computation of v(G) in the b-vertex coloring problem. To this end, we extend some known ILP-formulations for the classical vertex coloring problem. We provide several families of valid inequalities, and we study conditions under which these inequalities define facets of the associated polytope. We show finally preliminary computational experiments for our results.
Un estudio poliedral del problema de calculo del P3-hull number de un grafo Manuela Blaum (ungs,
[email protected]), Javier Marenco
ABSTRACT. Dado un grafo G = (V;E), decimos que un subconjunto A de V es P3-convexo si todo todos los v´ertices con dos ´ o m´ as vecinos en A, deben pertenecer a A. La c´ apsula P3-convexa de un subconjunto B de V es el menor conjunto A (con respecto a la inclusi´on) tal que B est´ a inclu´ıdo en A y A es P3- convexo. El P3-hull number de G es el tama˜ no del menor conjunto B inclu´ıdo en V tal que la c´ apsula P3-convexa de B es V. Calcular el hull number de un grafo es un problema NP-hard, y 106
22B: Logistics and Transportation : Distribution
ABSTRACT. En este trabajo se optimiza la red de distribuci´on de combustible desde una Terminal de Distribuci´on a un conjunto de Estaciones de Servicio ubicadas al norte de la Ciudad de M´exico. La empresa actualmente distribuye el combustible con una flota homog´enea y desea saber si la inclusi´on de una flota heterog´enea minimiza los costos de distribuci´on e inventario, respetando las restricciones de almacenamiento y capacidad de oferta. Para la optimizaci´on se propone la recopilaci´on de datos, an´alisis de la demanda, c´alculo de costos de transporte e inventario y un modelo matem´atico utilizando el m´etodo heur´ıstico Greedy Randomized Adaptive Search Procedure (GRASP) para su soluci´on. Finalmente se analizan los resultados donde se logra un ahorro total de un 84.4
Sala Colorada, 11:45-13:15 ´ Session Chair: J. Alvaro G´ omez-Pantoja
A decomposition approach for split delivery in the distribution of industrial gases Rodolfo Dondo (INTEC (Universidad Nacional del Litoral - CONICET),
[email protected]), Mariana C´ occola, Carlos M´endez
ABSTRACT. We propose a decomposition procedure based on a three-level column generation framework for the optimal delivering of industrial gases. The industrial problem can be modelled as a split-delivery routing problem plus some constraints associated the delivery of gases. The lowest-level problem computes several cargo patterns for each route generated on the intermediatelevel routes-generator problem. Routes and cargo patterns form the so-called cargo-routes that are coordinated on the top-level master-problem to fulfil the demands of different gases by customers. We tested two cargogeneration procedures: via column generation leading to a nested procedure and via a procedure that implicitly generates all cargos as a convex combination of extreme cargo-patterns. Both strategies were evaluated by solving several instances derived from a real-world case including 3 plants producing LIN and LOX destined to satisfy the demand of up to 50 clients. All were solved in less than an hour.
Heur´ıstica para el problema de distribuci´ on de recursos en Bancos de Alimentos. ´ J. Alvaro G´ omez-Pantoja (Universidad Aut´ onoma de Nuevo Le´ on,
[email protected]), M. Ang´elica SalazarAguilar, Jos´e Luis Gonz´ alez-Velarde
ABSTRACT. Los Bancos de Alimentos forman la columna vertebral en la lucha contra el hambre, han surgido con el fin proveer productos alimenticios a la poblaci´on que se encuentra en pobreza extrema y hambruna. Sin embargo, al no contar con recursos suficientes para cubrir toda la demanda de productos, se tiene que determinar qu´e conjunto de beneficiarios ser´an servidos, as´ı como las cantidades y tipos de productos que les ser´an asignados. Adem´as, la asignaci´on debe cumplir caracter´ısticas especiales como: requerimientos de nutrici´on balanceada, inventarios de productos, presupuesto de compras, entre otras. Se muestran los resultados computacionales obtenidos con el branch-and-bound de CPLEX sobre un gran conjunto de instancias del problema y se presenta una heur´ıstica con el fin de obtener soluciones de buena calidad en un tiempo computacional razonable.
Distribution and customer districting using a mixed k-means clusteringoptimization approach Wilfredo Yushimito (Universidad Adolfo Ib´ an ˜ez,
[email protected]), Sebasti´ an Moreno, Jordi Pereira
22C: Logistic and Transportation : Planning
ABSTRACT. In this work, we address the problem of customer and distribution districting. In this problem, the objective is to assign clients to a commercial zone satisfying certain districting conditions (e.g., compactness, delivery time, etc.). Our approach is a hybrid technique that combines a k-means clustering algorithm with a set covering problem with side constraints. We test our approach through a case study that consists of 3.600 clients of a major food distribution company in the Valparaiso region.
Auditorio 1, 11:45-13:15 Session Chair: Homero Larrain
Un modelo basado en simulaci´ on para el an´ alisis de la interacci´ on Puerto-ZEAL en Valpara´ıso Manuel Valdebenito, Armando Guar-naschelli, Lorena Bearzotti
Optimizaci´ on del abastecimiento de combustible al norte de la Ciudad de M´ exico
ABSTRACT. El sistema portuario de Valpara´ıso se encuentra conformado por dos elementos principales: ZEAL y las terminales portuarias. Actualmente se presentan ineficiencias en los procesos log´ısticos relacionados con los
Daniel Alexander Tello (Universidad Austral de Chile,
[email protected]), Esther Segura
107
tiempos de estad´ıa de camiones en el interior del sistema portuario. Las ineficiencias causan demoras que se ven reflejadas y repercuten en el desempe˜ no de ZEAL. Las caracter´ısticas del mercado internacional y con el objetivo de mejorar los servicios brindas es necesario contar con herramientas que permitan visualizar diferentes escenarios y realizar una evaluaci´ on de los mismos dando soporte a los procesos de toma de decisi´ on tendientes a mejorar los indicadores log´ısticos. En el presente trabajo se presenta un modelo de simulaci´ on a partir del cual se puede reducir los tiempos de ejecuci´ on de los procesos aportando eficiencia a la cadena log´ıstica portuaria, la cual genera una ventaja competitiva para el puerto y los otros actores vinculados en la cadena log´ıstica portuaria.
ABSTRACT. En sistemas de transporte p´ ublico con altos niveles de demanda, los servicios expresos son una alternativa atractiva tanto para usuarios como para operadores. Leiva et al. (2010) and Larra´ın et al. (2013) introducen un modelo de optimizaci´on de frecuencias que trabaja con un set dado de servicios expresos en un corredor. Estos modelos contemplan la optimizaci´on de un modelo no lineal cuya soluci´on resulta altamente costosa en t´erminos de tiempo y muchas veces poco confiable. Para abordar este problema se propone un esquema binivel para resolver el problema de optimizaci´on de frecuencias y servicios expreso. Este enfoque adem´as de ser m´as r´apido en su soluci´on, permite probar distintos modelos de asignaci´on de usuarios y hace m´as eficiente la b´ usqueda de soluciones satisfaciendo restricciones de capacidad en los buses. Pruebas preliminares muestran que el algoritmo propuesto converge y se espera mostrar que el nuevo m´etodo permite resolver para corredores de mayor tama˜ no y complejidad.
Soporte anal´ıtico para la planeaci´ on estrat´ egica del mantenimiento vial local en Bogot´ a Camilo Augusto Garc´ıa Guevara (Unidad Administrativa Especial de Rehabilitaci´ on Y Mantenimiento Vial,
[email protected]), Pablo Emilio Mu˜ noz Puentes
ABSTRACT. El balance entre el estado de la malla vial local de Bogot´a y la capacidad disponible del Gobierno de la ciudad para atenderla, motivaron un proceso de planeaci´on de largo plazo que permita superar las dificultades del rezago de casi 30 a˜ nos en su mantenimiento y conservaci´on (hoy, un 56
22D: Business Analytics III Auditorio 7, 11:45-13:15 Session Chair: Georg Peters
A mathematical model for the railway rapid transit network design problem
Dynamic Rough-Fuzzy Support Vector Clustering: A Mathematical Point of View
Juan A. Mesa (Professor, Department of Applied Mathematics II, University of Seville,
[email protected]), Alicia De Los Santos, David Canca, Gilbert Laporte
Ramiro Saltos (Universidad de Chile,
[email protected]), Richard Weber, Sebastian Maldonado
ABSTRACT. In this work, we propose a mathematical model for the railway rapid transit network design problem. As main input data we consider an underlying network, that is, a set of potential stations and their connections, the mobility patterns and a set of parameters related to costs and the network planning horizon. We assume the existence of a competing mode (private car, bus) as an alternative to the railway system. Because of the computational intractability of this model, we incorporate some efficient solution approaches as well as an analysis about the effect of considering different objectives functions. Some numerical experiments are carried out in order to illustrate the model performance.
ABSTRACT. Clustering is one of the main data mining tasks with many proven techniques and successful real-world applications. However, in changing environments, the existing systems need to be regularly updated in order to describe in the best possible way an observed phenomenon at each moment of time. This motivates the development of tools for dynamic clustering. Since changes lead to uncertainty, the respective systems require an adequate modeling of the involved kinds of uncertainty. We present the novel method for dynamic clustering called Dynamic Rough-Fuzzy Support Vector Clustering focusing in the mathematical properties of the methods used. The main idea is to take advantage of the knowledge acquired in previous cycles to speed up the updating of each stage of the algorithm while tracking the structural changes that clusters can experience over time. The computational experiments highlight the potential that these kinds of algorithms could have in dynamic environments.
Un modelo de asignaci´ on estoc´ astico para el dise˜ no de servicios expresos en un corredor BRT Homero Larrain (Pontificia Universidad Catolica,
[email protected]), Guillermo Soto, Juan Carlos Munoz
108
The synthetic control chart based on sample ranges for monitoring bivariate processes
challenge, concepts like Business Analytics, Data Science, besides others, are intensively discussed currently. Clustering is a frequently used approach in data mining and one of the methods to tackle these issues. A particular challenge arises when data change over time, i.e., the data domain is not stable. For such situations dynamic clustering methods have been developed. Recently, the Dynamic Clustering Cube Framework (DCC) has been proposed to categorize dynamic clustering and disclose methodically gaps that should be considered to be filled. Putting the aspects mentioned above together, the objective of our research is to discuss and evaluate the potential of the DCC-Framework for data mining applications in business.
Marcela Machado (UNESP,
[email protected]), Antonio Costa
ABSTRACT. Costa and Machado (2011) proposed the RMAX chart to control the covariance matrix of two quality characteristics. The monitoring statistic of the RMAX chart is the maximum of the two standardized sample ranges from the bivariate observations of the two quality characteristics. In this article, we investigate the performance of two synthetic RMAX. The first synthetic chart signals when a second point, not far from the first one, falls beyond the warning limit. The second synthetic chart additionally signals when a sample point falls beyond the control limit. The performance of the synthetic RMAX charts are compared with the performance of the pure RMAX chart.
22E: Distribution and Communication Network Optimization II Sala 7, 11:45-13:15 Session Chair: Alessandro Hill
Sistemas decisionales para seleccionar pr´ estamos entre particulares (P2P)
A bi-level Steiner’s tree problem applied for designing the topology of a LAN
Carlos Serrano-Cinca (Universidad de Zaragoza,
[email protected]), Bego˜ na Gutierrez-Nieto
ciber-
Jos´e-Fernando Camacho-Vallejo (Universidad Autonoma de Nuevo Leon,
[email protected]), Crist´ obal Garc´ıa
ABSTRACT. El crecimiento de los pr´estamos entre particulares v´ıa Internet mediante plataformas P2P es notable. En estos pr´estamos los inversores particulares asumen el riesgo de cr´edito y no las instituciones financieras. Es importante determinar la probabilidad de insolvencia y sus factores explicativos pero tambi´en predecir la rentabilidad de cada pr´estamo: los pr´estamos m´as rentables no siempre son los m´ as solventes sino a veces aquellos que pagan intereses elevados. El trabajo va m´as all´ a de los sistemas orientados a predecir la insolvencia (credit scoring) y propone predecir la rentabilidad de la inversi´ on (profit scoring). Se compara la capacidad predictiva de ocho t´ecnicas estad´ısticas de miner´ıa de datos. El estudio emp´ırico utiliza datos de Lending Club, la plataforma l´ıder. La t´ecnica con mejor capacidad predictiva es Support Vector Regression seguida de un modelo de red neuronal. El profit scoring mejora los resultados obtenidos con respecto a un credit scoring tradicional.
ABSTRACT. In this talk a hierarchized Steiner’s tree problem in networks is presented. Users need to be connected to capacitated hubs, then the selected hubs will be connected among them and with some extra hubs -if necessary-. Connection between hubs can be seen as obtaining a Steiner’s tree. The problem is modelled as a bi-level mathematical programming problem where two decision levels are considered. In the upper level, the allocation of users to hubs is made aiming the minimization of the total network’s connection cost. On the other hand, the lower level consists in minimizing the user’s latency with respect to the information flowing through the capacitated hubs. A co-evolutionary algorithm is developed for solving the problem using parallel computing in one of the populations. An application for the topological design of a LAN is studied. Numerical results show the convenience of the proposed approach when the lower level problem cannot be optimally solved in an efficient manner.
Dynamic Clustering in Business
Modelo Hostil de Redes con Fallas en Aristas y Nodos
Georg Peters (Munich University of Applied Sciences Australian Catholic University,
[email protected]), Richard Weber
Pablo Romero (Facultad de Ingenier´ıa, Universidad de la Rep´ ublica,
[email protected]), Franco Robledo, Daniel Lena
ABSTRACT. Due to the rapid advances in information technology at deteriorating costs, the amount of data that has been collected multiplied in the last decade. For companies it has become crucial to use this data to remain competitive in a global economy. To address this
ABSTRACT. En confiabilidad de redes, se desea hallar la probabilidad de correcta operaci´on de una red sujeta a fallas. En este art´ıculo se estudia un modelo hostil de red, donde pueden fallar tanto los enlaces como los nodos 109
en forma independiente. Tomaremos como hip´otesis de trabajo la independencia de fallas de los componentes no terminales, y funcionamiento perfecto de sus terminales. La red opera correctamente siempre que los terminales (nodos distinguidos de la misma) permanezcan comunicados. Este modelo generaliza el problema cl´ asico de confiabilidad de redes, y pertenece como consecuencia a la clase de problemas $NP$-Dif´ıciles. Brindamos en este art´ıculo m´etodos estad´ısticos de estimaci´ on de la confiabilidad del modelo hostil. Se realiza una comparaci´on del rendimiento de tres m´etodos estad´ısticos, tomando como referencia grafos utilizados previamente en la literatura especializada.
forma¸c˜ao dos engenheiros, destacam-se as competi¸c˜oes relacionadas `a constru¸c˜ao de aeromodelos de carga. O processo de constru¸c˜ao de uma aeronave enquadra-se como um Projeto de Desenvolvimento de Produtos (PDP). Uma importante decis˜ao na ´area envolve a sele¸c˜ao de pessoal, fator gerencial que afeta o desempenho do projeto. O presente trabalho tem a finalidade de propor um modelo de apoio `a decis˜ao multicrit´erio para tomada de decis˜ao em grupo quanto `a sele¸c˜ao de pessoal para equipes de desenvolvimento de aeronaves para competi¸c˜ao. O modelo ´e composto por duas etapas, onde a primeira envolve as avalia¸co˜es individuais dos tomadores de decis˜ao e a segunda agrega as opini˜oes dos envolvidos em uma opini˜ao do grupo. O modelo proposto ´e aplicado para o caso da equipe Pegazuls Aerodesign, da Universidade Federal Rural do Semi´arido, resultando na sele¸c˜ao adequada dos participantes que ir˜ao compor a equipe do projeto.
Exact algorithms for bi-objective ring tree problems with reliability measures Alessandro Hill (Hamburg University of Technology,
[email protected]), Silvia Schwarze
Personnel Selection using a Multiobjective Evolutionary Algorithm for Deriving a Final Ranking from a Valued Outranking Relation
ABSTRACT. We present bi-objective optimization problems in partially reliable network design. Our models generalize the capacitated ring tree problem, which asks for a network that connects two types of given customers to a central node by combined ring and tree structures under capacity restrictions. Optional Steiner nodes are used as intermediate points if beneficial. The single-objective problem aims at minimizing the overall edge costs. We take into account the overall number of tree customers and edges as well as the maximal number of subtree customers and tree hops from leaf customers. Our new mathematical formulations for the bi-objective models are used to compute Pareto fronts within an exact iterative algorithmic framework. NP-hard subproblems are solved using branch and cut methods that incorporate problem specific valid inequalities. Objective space heuristics are embedded to speed up the algorithms which are tested on hard instances. We discuss related single-node failure scenarios.
Juan Carlos Leyva Lopez (Universidad de Occidente,
[email protected]), Diego Alonso Gastelum Chavira, Jesus Jaime Solano Noriega, Javier Leonardo Pereira Retamales
ABSTRACT. Personnel selection is an important decision that determines the competitiveness and improving of the performance of organizations. Personnel selection is a process which consists in to choose from among a set of candidates, those who possess the qualities required to perform a particular job. In this process, it is necessary to evaluate the performance of the candidates respect to a set of criteria, which may include subjective data. Personnel selection can be addressed as a multicriteria ranking problem, where at the end of the process, the best candidates should be at the top of the ranking. In this work, a real life application of personnel selection of 26 candidates in a software company is presented. For that, ELECTRE III method was used to obtain a valued outranking relation, which was exploited by using a multiobjective evolutionary algorithm to obtain a ranking of candidates. That algorithm tries to reduce the differences between the relation and the final ranking.
22F: RED-M: MCDA Applications II Auditorio 6, 11:45-13:15 Session Chair: Mischel Carmen Neyra Belderrain
Proposta de modelo multicrit´ erio para sele¸c˜ ao de pessoal no projeto de desenvolvimento de aeromodelos de carga
Construcci´ on de un indicador de la calidad crediticia de los pa´ıses en desarrollo aplicando el M´ etodo de Decisi´ on Multicriterio UTADIS
Thomas Gon¸calo (Universidade Federal Rural do Semi´ arido e Universidade Federal de Pernambuco,
[email protected]), Patr´ıcia Freire, Joana Karolyni Peixoto
Mariana Funes (Facultad de Ciencias Econ´ omicas - UNC,
[email protected])
ABSTRACT. Los pa´ıses en desarrollo necesitan atraer
ABSTRACT. Dentre as diversas a¸c˜ oes realizadas na 110
Modelo y m´ etodo de soluci´ on al problema simult´ aneo del dise˜ no de rutas y establecimiento de frecuencias para un corredor aislado de un Sistema Integrado de Transporte Masivo en Colombia
capitales que les permitan mejorar y ampliar su infraestructura y la calidad de la prestaci´ on de los servicios p´ ublicos con el prop´ osito de fortalecer su desarrollo. Al momento de evaluar los pr´estamos e inversiones a estos pa´ıses resulta importante contar con informaci´on que facilite diferenciar entre pa´ıses con buena o mala calidad crediticia. En este trabajo se presenta un indicador del m´erito al cr´edito de 98 pa´ıses en desarrollo obtenido por aplicaci´ on del M´etodo UTADIS (UTilit´es Additives DISciminantes) sobre la base de 7 criterios, que permite clasificarlos en 9 clases ordinales previamente determinadas empleando m´etodos estad´ısticos robustos. El modelo desarrollado fue capaz de clasificar correctamente el 91
Maria Gulnara Baldoquin (Universidad EAFIT,
[email protected]), Fabian Andres Martinez Pacheco, Antonio Mauttone
ABSTRACT. En este trabajo se proponen un modelo y un m´etodo de soluci´on al problema de configuraci´on simult´anea de rutas y frecuencias en un corredor troncal aislado de uno de los Sistemas Integrados de Transporte Masivo de Colombia (SITM-MIO). La formulaci´on del problema, al igual que el m´etodo de soluci´on, son adaptaciones de las presentadas en un trabajo existente, concebido para el servicio de transporte p´ ublico de la ciudad de Tin Shui Wai, en Hong Kong. El modelo propuesto tiene en cuenta restricciones reales de la operaci´on del SITM no encontrados en modelos previos. La propuesta se valida con datos reales de uno de los corredores m´as importantes del SITM-MIO. Los resultados obtenidos mejoran las soluciones actuales del sistema para dicho corredor.
24A: Logistics and Transportation : Vehicle Routing IV Sala Matte, 14:30-16:15 Session Chair: Irene Loiseau
A new vehicle routing problem for humanitarian relief effort
Soluci´ on del problema de ruteo y programaci´ on de buses escolares en un sistema con tr´ afico para rutas independientes (single-load) o rutas compartidas (mixedload) – un caso de estudio
Juan Carlos Rivera (Universidad EAFIT,
[email protected])
ABSTRACT. In this research, a new variant of the vehicle routing problem is presented. The problem is inspired on disaster logistic applications, where the objective and some commercial constraints do not hold. In this variant, a set of geographically scattered required sites with known demands must be visited by a fleet of vehicles, while the objective function is the minimization of the sum of arrival times at required sites. This objective function better reflects the strategic goal under emergencies. In addition, sites can be visited by one or more vehicles in order to reach their demand. Note that avoiding split-delivery is a common constraint in commercial applications, while it can be preferred in humanitarian logistics. The problem is dealt by a metaheuristic approach based on the destroy and reconstruct concept. The algorithm is tested on classical benchmark instances for the CVRP available in the literature.
Ang´elica Sarmiento Lepesqueur (Escuela Colombiana de Ingenier´ıa Julio Garavito,
[email protected]), Germ´an Ricardo Rodrıguez Parra, William Javier Guerrero Rueda
ABSTRACT. El objetivo de la investigaci´ on es generar el dise˜ no ´optimo de rutas de los buses escolares para una red que describe el transporte de los colegios del norte de la ciudad de Bogot´ a, Colombia, incluyendo la secuencia de los buses en el nodo que representa el paso por la autopista (nodo que comunica los hogares de los estudiantes con los centros educativos) contribuyendo a la disminuci´on de la congesti´ on vehicular de esta zona ya que por la naturaleza de las calles este nodo representa un cuello de botella. Se definen dos modelos de programaci´on entera mixta: rutas independientes (estudiantes de diferentes colegios no pueden compartir bus) y rutas compartidas (estudiantes de diferentes colegios pueden compartir bus). Estos modelos buscan minimizar el costo total de la operaci´on utilizando una flota de buses homog´enea que permita satisfacer los requerimientos de los colegios. Se presentan los resultados de ambos modelos y se realiza un an´alisis comparativo de los mismos.
Metaheur´ıstica para el problema de localizaci´ on y ruteo con flota heterog´ enea William Guerrero (Escuela Colombiana de Ingenier´ıa Julio Garavito,
[email protected]), Laura Vanessa Valenzuela
ABSTRACT. Se estudia el problema de localizaci´on de dep´ositos integrando las decisiones de ruteo y selecci´on 111
Descomposici´ on primal dual usando relajaci´ on separable en la soluci´ on del problema de localizaci´ on con restricciones de capacidad
de flota de veh´ıculos. Se presenta un modelo matem´atico basado en programaci´ on entera mixta, el cual supone que existe un conjunto discreto de dep´ ositos candidatos con un costo de apertura fijo y capacidad determinada. Se considera una flota de veh´ıculos heterog´enea con capacidad limitada, y costos de utilizaci´ on diferenciados por tipo de veh´ıculo. Se asume una demanda determin´ıstica y un u ´nico periodo de planeaci´ on. Se propone un m´etodo de soluci´ on de tipo metaheur´ıstico, que toma como base una b´ usqueda local iterativa. Se realizan pruebas computacionales en dos grupos de instancias tomadas y adaptadas de la literatura, que permiten ampliar la escasa literatura cient´ıfica en la tem´ atica. Los resultados muestran la importancia de optimizar simult´ aneamente las decisiones de localizaci´ on considerando costos de ruteo y selecci´on de flota de veh´ıculos.
Ricardo Aceves Garc´ıa (Universidad Nacional Aut´ onoma de M´exico,
[email protected]), Zaida Estefan´ıa Alarc´ on Bernal
ABSTRACT. Cuando se aplica la estrategia de descomposici´on cruzada al problema de localizaci´on se explota simult´aneamente su estructura primal y dual, lo que resulta en la soluci´on sucesiva de dos subproblemas y en la reducci´on del n´ umero de problemas maestros a resolver. Adem´as, si se incorpora la relajaci´on Lagrangeana Separable en este esquema cruzado, se garantiza que los subproblemas mantendr´an todas las restricciones originales, se elimina la necesidad de resolver repetidamente alguno de los problemas maestros y con la estimaci´ on de los multiplicadores de forma heur´ıstica considerando el costo fijo y la demanda atendida en cada iteraci´ on, se obtiene un proceso de soluci´on m´as eficiente y una estrategia m´as simple al interactuar entre dos subproblemas de transporte.
An exact algorithm for the PrizeCollecting Capacitated Location Routing Problem Irene Loiseau (Universidad de Buenos Aires,
[email protected]), Daniel Negrotto
ABSTRACT. The Capacitated Location Routing Problem (CLRP) is the combination of two well studied problems: the facility location problem and the capacitated vehicle routing problem. The objective is to minimize the cost of the open depots, the fixed cost of the vehicles and the cost of the routes. We present here a new variant, the Prize-Collecting Capacitated Location Routing Problem (PC-CLRP).In this case it is possible to leave customers unvisited and if a customer is visited it gives a gain. We proposed three integer linear programming formulations for the PC-CLRP (two-index and three-index flow models). We implemented a Branch-and-Cut algorithm based on one of them. Valid inequalities for the CLRP were adapted for the PC-CLRP. Also new valid inequalities and optimality cuts were proposed, together with their separation algorithms. A hierarchical branching strategy was also included. The initial solution was provided by an Ant Colony Algorithm. Computational results showed very promising.
A Method for Location and design of an urban-transshipment network for last-mile distribution and its application in Santiago, Chile Alejandra Cuevas (Pontificia Universidad Cat´ olica de Chile,
[email protected]), Daniel Merchan, Matthias Winkenbach, Ricardo Giesen
ABSTRACT. Urban logistics and last-mile distribution are a fundamental process in everyday activities for any city. Among alternatives to improve urban logistics operations, a very attractive one are loading and unloading bays, which have proven to be cost-effective solution. The process of designing an urban-transshipment network begins with establishing the location of the loading and unloading bays. First, we propose a methodology composed of a two sequential model scheme: (i) the quantity of bays needed is established using a queueing theory model; and then (ii) the specific location of bays is established with a location model based on a gravity approach. In the location analysis the approach considers demand characteristics and also others attributes and constraints of the area of analysis. Finally, an hypercube queueing model is used to determinate how the final proposal will respond to the usual activities. The proposed method is then tested in a case study in Santiago‘s CBD.
24B: Logistics and Transportation : Location II Sala Colorada, 14:30-16:15 Session Chair: Zaida Estefan´ıa Alarc´ on Bernal 112
El problema de localizaci´ on de instalaciones capacitado con preferencias de los clientes
vuelve una oposici´on para la localizaci´on de estos servicios. Los costos de instalaci´on, transporte y operaci´ on, as´ı como las emisiones contaminantes y la oposici´ on de la poblaci´on a la apertura de las instalaciones, hacen que las decisiones se tomen al resolver un problema con diversos objetivos. Estos aspectos pueden ser modelados considerando una estructura multiobjetivo y binivel. En este trabajo se presenta una propuesta de modelado para problemas de localizaci´on de instalaciones no deseadas en dos niveles con m´ ultiples objetivos en el problema l´ıder. Se considera el problema de mediana no deseada para la formulaci´on y se concluye con una estrategia de soluci´ on desarrollada con base en la programaci´on param´etrica.
Martha-Selene Casas-Ram´ırez (Facultad de Ciencias F´ısicoMatem´ aticas, Universidad Aut´ onoma de Nuevo Le´ on,
[email protected]), Carmen Gal´e, Herminia I. Calvete, Jos´e-Fernando Camacho-Vallejo
ABSTRACT. En este trabajo se estudia un problema de localizaci´ on de instalaciones con preferencias de los clientes, el cual es formulado con un modelo de programaci´ on binivel. Consideramos una restricci´ on de capacidad para cada instalaci´ on donde cada una de ellas tiene un l´ımite de clientes que se le puede asignar. La complejidad del problema radica en la existencia de soluciones m´ ultiples en la asignaci´ on de los clientes a sus instalaciones preferidas cuando un n´ umero predefinido de instalaciones se ha localizado. Debido a que se quiere evitar resolver otro problema de optimizaci´ on para solucionar el problema bajo el enfoque optimista, se aplica un m´etodo lexicogr´ afico que garantiza la mejor conveniencia para el l´ıder con una soluci´ on ´ optima del seguidor. Se propone un algoritmo gen´etico para la obtenci´on de buenas soluciones en un tiempo de c´ omputo razonable. Experimentaci´ on num´erica se lleva a cabo mostrando la eficiencia del algoritmo propuesto para resolver la versi´on binivel del problema.
24D: Business Analytics - DEA Auditorio 7, 14:30-16:15 Session Chair: Sergio Fernandez
Avalia¸c˜ ao dos gastos p´ ublicos em educa¸ c˜ ao dos munic´ıpios do estado do Rio de Janeiro Lidia Meza (UNIVERSIDADE FEDERAL FLUMINENSE,
[email protected]), Tulio Mota
ABSTRACT. O objetivo deste artigo ´e identificar e caracterizar os munic´ıpios eficientes em rela¸c˜ao aos gastos p´ ublicos em educa¸c˜ao nos munic´ıpios do estado do Rio de Janeiro utilizando a An´alise Envolt´oria de Dados (DEA). Os dados foram coletados a partir de informa¸c˜ oes oficiais do Tesouro Nacional e do Minist´erio da Educa¸c˜ ao e foram divididos em duas partes: inputs (gastos municipais com Ensino Fundamental, n´ umero de professores do 9º ano do Ensino Fundamental e n´ umero de professores do 9º ano do Ensino Fundamental) e outputs (escalas de proficiˆencia em portuguˆes, escalas de proficiˆencia em matem´ atica e taxa de aprova¸c˜ao no 9º ano do Ensino Fundamental). O modelo utilizado foi o BCC orientado a output. Os resultados do artigo sugerem que a rela¸c˜ao pr´ oxima entre a fam´ılia e a comunidade escolar pode facilitar o aprendizado dos alunos. E por fim, conclui-se que o sal´ ario m´edio do professor pode ser um fator importante de motiva¸c˜ao.
Una propuesta de soluci´ on para el problema de abastecimiento en la ciudad de Punta Arenas Lorena Bearzotti (Pontificia Universidad Cat´ olica de Valpara´ıso,
[email protected]), Nicol´ as Oyarz´ un, Cristian Valdes, Arturo Cuevas, Maria Isabel Vega
ABSTRACT. La ciudad de Punta Arenas se encuentra en la Patagonia chilena, dada su ubicaci´ on y caracter´ısticas geogr´ aficas del lugar el abastecimiento de la ciudad y alrededores depende casi en su totalidad de los productos provenientes de la regi´ on central de Chile y de Argentina, donde en un 58
Problemas de localizaci´ on de instalaciones no deseadas en una red como problema binivel
Development of Efficients Questionnaire Designs for the Elimination by Aspects Model.
Zaida Estefan´ıa Alarc´ on Bernal (Universidad Nacional Aut´ onoma de M´exico, zaida
[email protected]), Ricardo Aceves Garc´ıa
Ignacio Correa-Falconi (Universidad de Chile,
[email protected]), Denis Saur´e, Ricardo Montoya
ABSTRACT. La mayor parte de la literatura sobre teor´ıa de localizaci´ on est´ a enfocada a la ubicaci´ on de instalaciones deseables. Sin embargo, hay instalaciones que pueden ser molestas (no deseadas), pero son necesarias para el desarrollo de las comunidades. Esta molestia se
ABSTRACT. There is a vast literature referring to the development of efficient questionnaire designs for compensatory choice models. In compensatory models, consumers’ utility function has a linear form and the parameters are estimated via the optimization of some real-valued 113
function of the design’s information matrix. However, the results are scarce with respect to non-compensatory models. In this work we study and develop efficient designs for the Elimination by Aspects (EBA) model, aiming at the elicitation of consumer’s preferences using this decision rule to evaluate product alternatives in a choice-based conjoint context. We study existent techniques and develop new procedures to obtain the designs.
a composed efficiency index is calculated taking into account both NDEA efficiency indexes and the inverted frontier.
Technical Efficiency of Mexican Higher Education Institutions: A Data Envelopment Analysis
Sergio Fernandez (POLITECNICO COLOMBIANO JAIME ISAZA CADAVID,
[email protected])
Utilidades del modelo assurence region global en el analisis envolvente de datos frente al comportamiento cr´ıtico de determinadas variables de estudio
ABSTRACT. El trabajo se enfoca en mostrar las ventajas que trae el modelo “Assurence Region Global” al momento de encontrar variables cr´ıticas que generan resultados de eficiencia poco confiables debido a la ausencia de dichas variables en el c´alculo de la productividad y eficiencia de la DMU (Decision Making Unit) asociada. Para ello, se aplic´o la t´ecnica de An´alisis Envolvente de Datos en una empresa del sector l´acteo avaluando la eficiencia de sus productos principales. En primera instancia se aplicaron los modelos CCR-I y BCC-I para comparar el comportamiento de sus pesos ponderadores. En los resultados respectivos se obtuvieron valores de cero en dichos pesos, lo que gener´o ausencia de las variables asociadas a estos pesos y eficiencias poco confiables. Seguidamente, se implement´o el modelo ARG-I-V para evidenciar el cambio en el desarrollo matem´atico y as´ı, lograr valores de eficiencia confiables y equitativos para todas las DMU
Adrian Ramirez-Nafarrate (ITAM,
[email protected]), Maria G. Hern´ andez-Balderrama, Luis A. Moncayo-Martinez
ABSTRACT. Higher Education Institutions (HEI) face the need to manage effectively and efficiently their resources because the demand for quality educational services from the private sector, government, and society. So as to measure the technical efficiency of 40 Mexicans HEI, we applied the data envelopment analysis (DEA) which is a methodology to empirically measure the productive efficiency of decision–making units (DMU). In this paper, we measure three core functions of every HEI: teaching, research, and knowledge dissemination. We particularly applied the output–oriented BCC-Primal model given that the CCR model does not accommodate returns to scales. As a result, the HEI are classified as either technical efficiency or technical inefficiency; thus, we identified potential improvements for the technical inefficient HEI. These results could support the decision–making process to improve the performance of the HEI.
24E: Finance IV Sala 7, 14:30-16:15 Session Chair: Jos´e M. Merig´o
Efficiency assessment of dota 2 competitive teams using network data envelopment analysis
Cuantificaci´ on del impacto de las noticias sobre el precio de las acciones
Lidia Angulo-Meza (Universidade Federal Fluminense, lidia a
[email protected]), Mateus Nascimento, Rachel Magalh˜ aes
Fernando Perez (Universidad de Santiago de Chile,
[email protected]), Pedro Palominos, Luis Quezada
ABSTRACT. This paper proposes the use of a Network DEA (NDEA) model to evaluate the efficiency of 16 professional teams of Defense of the Ancients 2 (known as DotA 2). The data used in this paper is from the World Championship organized by Valve in August 2015 at the city of Seattle. The NDEA approach in opposition to the standard DEA is more suitable to the configuration of the teams since it performs divisional interactions, the estimated efficiency produced is more representative of the process. Besides the efficiency index, which is used to establish a ranking, both efficiency and inefficiency sources among the teams separated are identified and analyzed. Subsequently, with the aims to reduce the benevolent nature of DEA models, the inverted frontier is used and
ABSTRACT. Se presenta un m´etodo para cuantificar el impacto de la informaci´on p´ ublica en el precio accionario, usando para ellos redes neuronales artificiales y miner´ıa de texto. Para esto se recolecto una serie de noticias relacionadas al t´ıtulo accionario, para luego usar la miner´ıa de texto para agrupar y clasificar las noticias seg´ un patrones comunes que permitan asociarlas a priori un efecto com´ un sobre la tendencia accionaria. Posteriormente se realiza una serie de experimentos, empleando modelos de redes neuronales para medir el impacto de las noticias. Los resultados muestran que al incorporar las noticias como una variable adicional al modelo de redes neuronales, aumenta en forma significativa la ra´ız del error cuadr´ atico medio entre un 3,5 114
Aplicaci´ on de la metodolog´ıa de las decisiones robustas en la elecci´ on de una cartera de inversiones
messages sent automatically as a response to specific actions or states of the customers. Typical examples of this kind of campaigns include confirmation and order status emails, cross-selling recommendations, and re-engagement emails among others. This paper investigates the impact of triggered email marketing campaigns using an experimental approach, where automated emails were sent to a sample of 11.611 customers who had recently browsed the website of a multi-channel retailer but abandoned the process before purchasing. Our results show that browse abandonment triggered emails have significantly greater open rates, click through rates and incremental sales than traditional emails. In term of the design, contacting customers more than once and more personalized content positively influence the profitability of a campaign.
Silvia Ramos (Facultad de Ingenier´ıa (UBA), m1
[email protected]), Mat´ıas Eiletz, Silvia Ramos, Horacio Rojo, Mar´ıa Alejandra Castellini
ABSTRACT. En el presente trabajo se busca modelar el proceso de toma de decisiones de un inversor que debe elegir como componer su cartera de inversiones, entre un conjunto de acciones de once empresas, que son las que constituyen el ´ındice MERVAL. Considerando que el objetivo del inversor es maximizar su rentabilidad, esta decisi´ on se encuentra sometida a la incertidumbre del precio futuro de las acciones. Por ello se utiliza la metodolog´ıa de las decisiones robustas, que busca obtener decisiones que, en lugar de maximizar u optimizar un valor esperado, se comporten lo mejor posible a lo largo de un espectro amplio de futuros probables.
Estimaci´ on de ocupaci´ on de carreras universitarias para una universidad privada en Chile Luis Aburto (Departamento de Ingenier´ıa Industrial. Universidad de Chile,
[email protected]), Luis Meza
Induced aggregation operators in meanvariance portfolio selection
ABSTRACT. El sistema de educaci´on superior chileno se encuentra enmarcado en un modelo competitivo, donde todas las instituciones generan acciones para captar un mayor y mejor n´ umero de postulantes. Se generaron tres modelos con variables explicativas, dos de ellos Logit, uno base y otro en el cual se inclu´ıa interacci´ on entre las ´ variables de entrada introducidas al modelo y un Arbol de Decisi´on, que conten´ıa el mismo set de variables que el modelo Logit base. Los resultados que entregaron los modelos son que las ayudas econ´omicas s´ı son relevantes en los alumnos y que afectan en distintos grados seg´ un el tipo de postulante. La demanda pasada de la carrera tambi´en es un factor importante, siendo el que m´ as impacta en la decisi´on, como tambi´en lo son las actividades que realiza la universidad para generar conciencia de marca en sus postulantes. El modelo que tuvo mejores resultados en cuanto a la predicci´on de matr´ıcula fue el Logit base, con un error promedio en la conversi´ on de 5,7
Jos´e M. Merig´ o (University of Chile,
[email protected]), Sigifredo Laengle, Gino Loyola
ABSTRACT. This study analyzes the use of induced aggregation operators in Markowitz’s mean-variance portfolio selection model. The main advantage of this framework is that we can deal with complex attitudinal characters of the decision maker in the portfolio selection process. This may occur due to a wide range of circumstances including time pressure and competitiveness. The focus of the analysis is to replace the mean and the variance by the induced ordered weighted average and the induced ordered weighted average variance. Thus, instead of dealing with the information in a neutral way, the decision maker may use an induced attitude in the analysis. Some further extensions by using generalized aggregation operators are also considered. The work also presents an illustrative example in a financial decision analysis problem.
Evaluating ice cream sales in terms of the weather Xavier Brusset (Toulouse Business School,
[email protected]), Jean-Louis Bertrand
24F: Marketing III Auditorio 6, 14:30-16:15 Session Chair: Denis Saure
ABSTRACT. Sales of ice-cream are one of the most weather-sensitive. With climate change, the periods of abnormal weather become frequent. We propose a model to measure precisely the impact of abnormal weather on ice-cream sales throughout the year. We show how using such a model, managers can devise mitigating strategies involving marketing, logistic, and financial measures. We model the best correlation between one or various weather variable and consumer buying patterns in the corresponding regions. The method even enables the modeling of
Investigating the Effectiveness of Triggered Email Marketing Marcel Goic (Department of Industrial Engineering, University of Chile,
[email protected]), Andrea Rojas, Ignacio Saavedra
ABSTRACT. Triggered emails correspond to personalized 115
ice-cream sales in winter with the necessary precision so as to allow managers to understand sales performance even at Christmas. We present a new methodology to help managers in all fast selling consumer goods. Models developed with our methodology allow managers to better understand the role of weather on business performance, take real-time corrective actions, and protect sales as well as marketing efforts from the effects of adverse weather.
de compras del total de clics) aumentan utilizando un modelo de recomendaci´on con un 95
Ellipsoidal methods for adaptive choicebased conjoint analysis Denis Saure (University of Chile,
[email protected]), Juan Pablo Vielma
ABSTRACT. Methods for individually adapted choicebased conjoint analysis requires a precise quantification of the uncertainty associated with preference parameters. Bayesian approaches require impractical enumeration for adaptive selection of questions. Polyhedral methods, which quantify the uncertainty through a (convex) polyhedral set, allow for quick updates and effective optimization-based question selection. However, because it does not consider respondent errors explicitly, its performance can deteriorate with high error rates. In this talk we show how replacing the sets used in the polyhedral approach with ellipsoids we can include respondent error and develop a purely geometric approach that is as intuitive as the polyhedral approach, but nearly matches what a Bayesian approach would do. This ellipsoidal approach extends the effectiveness of the polyhedral approach to the high heterogeneity and high response error setting and provides a geometric interpretation of Bayesian approaches.
Modelo de Recomendaci´ on de Productos Aplicado a una Empresa de Cupones Online Luis Aburto (Departamento de Ingenier´ıa Industrial. Universidad de Chile,
[email protected]), Diego Floras
ABSTRACT. Esta paper propone y genera un prototipo de sistema de recomendaci´ on, que permite ofrecer a los clientes de un sitio de cupones online, las emails con productos ofertados que m´ as se ajustan a sus necesidades, y lograr as´ı mejorar las conversiones y los ingresos de la empresa. Se generaron dos modelos principales para la recomendaci´ on, uno basado en filtros colaborativos sobre la base de los usuarios y otro basado en reglas de asociaci´ on. Los resultados de la experimentaci´ on arrojaron que la Tasa de Clicks y la Tasa de Conversi´ on (porcentaje
116
117 | Author Index
AUTHOR INDEX Abreu, Urbano Aburto, Luis Acevedo, Miguel A. Aceves García, Ricardo Acosta, Luis Adenso-Diaz, Belarmino Agarwal, Anshul Aguiar Galliani, Naiara Alarcón Bernal, Zaida Estefanía Alberto Macedo Vieira Violada, Paulo Alberto, Catalina Lucía Albornoz, Víctor M. Alencar, Luciana Alexandre de Araujo, Silvio Almeida, Adiel Teixeira De Almeida, Pedro Aloise, Daniel Alonso, Francisco Álvarez, Aldair Alvarez, Manuel Alvarez, Oscar Alvarez, Pamela P. Álvarez-Miranda, Eduardo Alves De Queiroz, Thiago Alves, Mateus Amaya Guio, Ciro Alberto Amaya, Laura Andrade, Ana Flávia Bitencourt De Andrade, Rafael Andrade, Tatiane Andruski-Guimarães, Inácio Angulo, Alejandro Angulo, Gustavo Antoch, Jaromir Anzanello, Michel Aranda, Diego Araujo, Paulo Henrique Macedo De Araya U., Jonathan Araya, Claudio Arce, Julio Eduardo Arenas Fajardo, Reinaldo Arenas, Fernando Arguello-Rosales, César A. Arpon, Sebastian Arreche, Efrain Arroyave Holguín, Ángela María Arroyo, Pilar Ataíde, Matheus Autran Monteiro Gomes, Luiz Flavio Avella, Carolina Averbakh, Igor Aviles Gonzalez, Jonnatan Avilés-González, Jonnatan Ayala Atuesta, Karen Lisseth Bachmatiuk, Joanna
102 75, 115, 116 44 112, 113 36 32, 92 73 43 112, 113 38 49 61, 68, 69, 69, 84 77 104 87 34 64 82 81 75 82 41, 84 45 90 59 54 40 43 102 76 102 55 72 65 70 50 27 45 99 27 105 28 71 72 35 32 39, 39 96 86 50 39 80 68 89 93
Bahiense, Laura Baldioti, Hugo R. Baldoquin, Maria Gulnara Ballocchi, Macarena Baltar, Sérgio Banda Moreno, Juan Antonio Baptista, Edméa Cássia Baquela, Enrique Gabriel Barber, Federico Barnett, Jason Barraza, Patricio Barrera, David Barrera, Jaime Barrera, Javiera Barría M., Marta Bassett, Matt Basso, Franco Bastos, Bruno Quaresma Batista, Ana Batlle, Carlos Bayraksan, Guzin Bearzotti, Lorena Beck, J. Christopher Bello, Paul Belloso Ezcurra, Javier Benkel, Kathrin Bermeo, Helga Bernal, Jainet Bernal, Jose Berrones Santos, José Arturo Bertrand, Jean-Louis Besso, Arthur Bianchi, Silvia Maria Blanco, Víctor Blaum, Manuela Blazquez, Carola Bohorquez, Janeth Borghini, Fabrizio Branch, John William Brandão, Rayra Bravo Bastidas, Juan José Breton, Michèle Broetto, Raphael Bronfman, Andrés Brunaud, Braulio Bruning, Mariana Brusset, Xavier Bubalo, Branko Bucarey, Víctor Bueno, Carlos Bunch, David Bustos, Jaime Cabrera G., Guillermo Cadarso, Luis Calderón, Maximiliano
40, 40 101 60, 111 87 83 34 25 57 78 58 88 74, 91 100 98 45 73 83 84 88 75 72, 82 107, 113 82 49 74 52 54, 55, 67 57, 95 70 34 115 40 60 39, 66 106 72, 72 55 27 62 100 54 37 84 41 73 28 115 37 89 66 94 46 64 35 72, 42
118 | Author Index
Calvete, Herminia I. Camacho-Vallejo, José-Fernando Campanate, Ana Beatriz Campêlo, Manoel Canales B, Linda Canales, Julio Canca, David Canciglieri Júnior, Osíris Candia Vejar, Alfredo Canessa, Gianpiero Cantão, Luiza Amalia P. Cantão, Renato F. Captivo, Maria Eugénia Cárdenas-Barrón, Leopoldo Eduardo Cardona-Valdes, Yajaira Carignano, Claudia Carlos, Luiz Carrasco, Oscar Felipe Carrasco, Rodrigo Carrizosa, Emilio Carvajal, Jimmy Carvalho de Araújo, Juliana Christina Carvalho, Moisés Casacio, Luciana Casas-Ramírez, Martha-Selene Castañeda P., Carolina Castañeda, Pablo Castañeda, Sergio Castaño, Fabián Castellini, María Alejandra Castillo Jaimes, Tatiana Andrea Castillo, Julian Castro Souza, Reinaldo Castro, C.O. Castro, Consuelo Castro, Margarita Cataldo, Alejandro Ceballos, Yony Fernando Cecon, Bianca Cerny, Michal Cervelin, Bruno Henrique Charalambous, Christakis Chavarro Díaz, Gabriela Chen, Mengye Cicero Lebrija, Alejandra Cipra, Tomas Cire, Andre Clavijo Buritica, Nicolas Cóccola, Mariana Codina, Esteve Coelho, Leandro Concha, Pablo Conde, Eduardo Conforte, José María Contardo Vera, Claudio
42 101, 109, 113 56 33 47 68 108 95 47 71 70 70 97 91 52 49, 48, 48 48 70 87, 98 75 54, 67, 84 101 59 25 113 64 76 100 89, 97 115 32 28, 84 101, 101 25 84, 28 28 36, 61, 69 78 33 65 30 36 91 37 31 65 82 54, 67 107 35 69, 92 79 66 86, 59 59, 64
Contreras-Huerta, Luis Sebastián Cornejo, Oscar Correa, José Correa-Falconi, Ignacio Corsano, Gabriela Cortaberria, Sofia Cortazar, Gonzalo Cortés Zapata, Sebastian Cortés, Cristián Costa, Ana Paula Costa, Antonio Costa, Eduardo Criollo, Miguel Cristina Cherri, Adriana Cubillos, Maximiliano Cuevas, Alejandra Cuevas, Arturo Cunha, Luis Curcio, Brian Da Cunha Ferreira, Marco Antônio Da Cunha Júnior, Joaquim J. Dal Magro, Cristian Baú D'Amours, Sophie Dantas, Simone Dávila, Dámaris Arizhay de Almeida Simões, Alonso de Araújo, Olinto de Freitas, Rosiane De Lara, Michel De Los Santos, Alicia de Moraes, Viviane J. de Rezende, Pedro J. de Souza Hyczy Hamberland, Juliana de Souza Júnior, Geraldo de Souza, Cid de Souza, Mauricio C. Delgadillo, Remberto Emanuel Delgado Alvarez, Carlos Arturo Delgado, Felipe Delgado, Jessica Antonio Delle Donne, Diego Derpich, Ivan Detro, Silvana Devesse, Valdemar Abrao P. A Díaz Bohórquez, Carlos Eduardo Díaz Ramírez, Jenny Díaz, Miguel Ángel Díaz, Roberto Díaz-Alvarado, Felipe Dieulle, Laurence Dilip, Datta Diniz Ehrhardt, Maria Aparecida Do Carmo, Danilo Dondo, Rodolfo Dourado, Mitre
31 60 52 113 41 74 38 51 35, 66, 69 77, 93 109 98 54, 62, 69 104 55 112 113 53 27 101 30, 43, 79, 79 46 83 59 42 76 52 81 91 108 30 96 38 93 96 30, 79 103 32 28, 45 25, 26 29, 79 98 95 88 32, 97 40 66 96 28 58 57, 95 30 101 107 59
119 | Author Index
Duarte, Julio Cesar Duchaczek, Artur Duran Micco, Javier Duran, Guillermo Durán, Guillermo Echeverry Andrade, Carolina Ehrgott, Matthias Eiletz, Matías Eiselt, H A Elizondo, Mayra Emery, Xavier Epstein, Leonardo Epstein, Rafael Escalante, Mariana Escalona, Pablo Escobar, Jhon Wilmer Escudero, Laureano Faco', João Lauro Fampa, Marcia Faulin, Javier Febles Acosta, Jaime Fernandes Dos Santos, Vinícius Fernández, Elena Fernandez, Sergio Fernández-García, M.C. Ferrari, Germán Ferreira Filho, Virgilio Jose Martins Ferreira, Daiane Gonçalves Ferreira, Deisemara Ferreira, Marcelo Ferrer, Juan C. Ferrer, Juan-Carlos Figueira, José Figueiredo, Celina Figueiredo, Tatiane Figueroa, Nicolas Fister, Iztok Fletcher, Robert Floras, Diego Florentino, Helenice Flores de La Mota, Idalia Flores, Francisco Foucher, Valentin Franco Sepulveda, Giovanny Franco, Rodrigo Ribeiro Freire, Alexandre Freire, Patrícia Fresen Solano, Matthaus Fries, Carlos Ernani Frutos, Mariano Fuentes, Claudio Fuentes, Guido Fuentes, Victor Fukao, Leticia Funes, Mariana
93 43 49 104 29 67 64 115 86 32 63, 60 60 62 81 55, 70, 88, 103 74 35 82 52 74 26 53 39 114 53 56 51 35 87, 100 103 58, 105 36 57, 95 53, 59 33 94 106 44 116 62 53 46 48 62 77 29 110 91 70 61 86 29 44 43 76, 110
Furtado, Ana Luísa Galarcio, Jesus Galé, Carmen Galleguillos, Camila Gamache, Michel Garagorry, Fernando L. García Guevara, Camilo Augusto García, Cristóbal García, Javier Garcia-Calvillo, Irma García-González, Javier Garcia-Gonzalo, Jordi Garcia-Gutierrez, Javier García-Nájera, Abel Garuti, Claudio Gastelum Chavira, Diego Alonso Gatica, Gustavo Gaviria Ríos, Luis Felipe Gazmuri, Pedro Giedelman Lasprilla, Nicolás Giesen, Ricardo Gil, Cristiam Giraldo, Jaime Gładysz, Barbara Goic, Marcel Goldbarg, Elizabeth Goldbarg, Marco Gomes, Carlos Gomes, Eliane Gomes-Ruggiero, Marcia A Gómez-Lagos, Javier Gómez-Pantoja, J. Álvaro Gomez-Rueda, Luis Othon Gonçalo, Thomas Gonzaga Trabasso, Luís González Casas, Orlando Federico González de La Rosa, Manuel Gonzalez Hurtado, Hugo Fernando González Ramirez, Rosa Guadalupe Gonzalez, Ernesto D.R. Santibanez González, Pedro Henrique Gonzalez, Xavier González-Araya, Marcela González-Brevis, Pablo González-Velarde, José-Luis Gorgollón, Alejandro Gorla, Marcello Christiano Gorria, Carlos Gourtani, Arash Goycoolea, Marcos Grass, Daniel Gravier, Sylvain Grossmann, Ignacio Gschwender, Antonio Guajardo, Mario
59 99 113 46 26, 44 46, 67 108 109 76 52 75 93 95 53 104 110 94 32 30 88 112 35, 45 80 49 115 78 78 83 102 35 47, 92 38 54 77, 110 38, 38 89 26, 95 54 42, 50 28, 47 46 61 83, 92, 92 27, 43, 73 101, 107 83 46 40 63 63 95 59 73 35 104
120 | Author Index
Guarin Castro, Juan Fernando Guarnaschelli, Armando Guerrero Campanur, Aaron Guerrero, William Guerrero-Lozano, Vanesa Guevel, Hernán Pablo Gutierrez, Andres Gutierrez, Elena Valentina Gutierrez, Simon Gutiérrez-Andrade, M.A. Gutierrez-Jarpa, Gabriel Gutierrez-Nieto, Begoña Hadjinicola, George Hartl, Richard F. Haweroth, Flavia Hein, Nelson Helou, Elias Henao, César A. Heredia, M. R. Hernández González, Salvador Hernandez Perez, Hipolito Hernández, Gonzalo Hernandez, Helman Hernandez, Pablo Hernández-Balderrama, Maria G. Herrera Cobo, Juan Sebastián Herrero, Ignacio Hervás-Oliver, José Luis Hervert-Escobar, Laura Hevia, Tatiana Hidalgo, Felipe Hill, Alessandro Hillmer, Cristofer Hinojosa, Yolanda Hinz, Juri Hobbs, Benjamin Homem-De-Mello, Tito Hoyos, Antonio Hurtado, Andrés Hurtado, Sebastian Inostroza, Ignacio Iriarte García, Alfredo Iturriaga, Santiago Jans, Raf Jansen, Klaus Jaramillo, Patricia Jerardino, Samuel Junqueira, Leonardo Justel, Claudia Marcela Karakaya, Erhan Kesrouani Lemos, Felipe Kivetz, Ran Klein, Kim-Manuel Klimczak, Karol Klimczak, Karol M.
97 107 96 31, 64, 88, 91, 111, 111 75 74, 76 58 28, 51, 51 38 53 72 109 36 60 41 33, 46 98, 99 58, 105 25 96 39 73 99 75 114 40 75 105 68 48 50 110 57 66 34, 48, 63 63 72, 72, 76 56 40 40 71 46 33 68 87 62 56 90 93 50 69 71 87 105 105
Koch, Ivo Kocuk, Burak Kort, Peter Kowada, Luis Kroenke, Adriana Kuchta, Dorota Kuhnen, Alex L´huillier, Gastón Labadie, Nacima Laengle, Sigifredo Lagos, Carlos Lakatos, Laszlo Lalla-Ruiz, Eduardo Lamorgese, Leonardo Langevin, André Laporte, Gilbert Lara, Eduardo Larraín Aylwin, Sara Larrain, Homero Latorre, Omar Latorre-Núñez, Guillermo Lavin, Claudio Lee, Jon Leisten, Rainer Leme, Rafael Lena, Daniel Leoni, Roberto Campos Leyva, Juan Lezaun, Mikel Liborio, Monica Lima Bernieri, Sandro Lima, Anna Flavia Linfati, Rodrigo Litvinchev, Igor Loiseau, Irene Lopes, João López Albarrán, María Fernanda López Lezama, Jesús María Lopez, Francisco Javier Lopez, Jorge López, María M. López-Ospina, Héctor López-Pérez, Jesús Fabián Lorca, Alvaro Louzada, Francisco Loyola, Gino Lozano, Sebastián Lucas, Josefa Luczywo, Nadia Ayelen Lüer-Villagra, Armin Lugo, Edgar Lyra, Christiano M. Guimarães, Mariana Mac Cawley, Alejandro Machado Bados, Paulo
106 44 32 53 33, 46 43 38 94 58, 65 115 69 65 50 30 26 108 45 66, 66, 92 108 81 98 86 44, 52 101 59 109 93 110 40 80 38, 70, 73 80 100 90 102, 103, 112 38 95 63 40 99 68 91 68 48 94 115 32, 92 33 86 86, 98 46 25, 33 79, 79 55, 55, 62 54, 93
121 | Author Index
Machado, Marcela Machowiak, Wojciech Macowski Durski Silva, Vanina Maculan, Nelson Magalhães, Rachel Magno, Beatriz Maldonado, Sebastián Maldonado-Pinto, Sayuri Maltos, Luis Marcondes, Guilherme Marenco, Javier Marianov, Vladimir Marín Moreno, César Augusto Marín Sánchez, Freddy Hernán Marín, Ángel Marmolejo, Antonio Marodin, Giuliano Marques, Aline Marques, Inês Márquez, Renny Martínez Lancheros, Karen Rocio Martinez Pacheco, Fabian Andres Martínez, José Mario Martínez, Víctor Hugo Martins, Ernesto Martorell Alsina, Sebastian Marzouk, Oussama Mason, Andrew Massobrio, Renzo Mateo, Jordi Mateus, Catarina Matis, Timothy Matl, Piotr Maturana, Javier Maturana, Sergio Mauttone, Antonio Maya, Pablo Maya, Pablo Andrés Medina Varela, Pedro Daniel Mejía, Gonzalo Melega, Gislaine Mellito Filho, Reinaldo Méndez, Carlos Mendez-Diaz, Isabel Méndez-Ramírez, Francisco Javier Mendoza, Daniel Merchan, Daniel Merigó, José M. Mesa, Juan A. Meza, Lidia Meza, Luis Mijangos, Eugenio Milioni, Armando Milivojevic, Milica Miranda Bront, Juan Jose
109 105, 105 41 28, 40, 90 114 83 74, 108 101 81 59, 59 29, 86, 90, 98, 106 103 74 48 35 90 70 69 97 29 61 111 30 32 83 29 37 64 35 92 97 66 60 72 55 111 78 64, 50 54, 66 83 68 102, 27, 27 28, 107 53 71 51, 65 112, 46 46 108 113, 114, 85 85 106, 50 50 80 53, 50, 72
Miranda Lugo, Pedro Miranda, Jaime Miranda, Pablo A. Mitie Yui, Larissa Moncayo Martínez, Luis Mondschein, Susana Montagna, Jorge M Montanchez Sarasty, Daniel Alejandro Montero, Agustin Montero, Elizabeth Montoya, Ricardo Montt, Cecilia Mora, Julio Morabito, Reinaldo Morais, Danielle Morales Chávez, Marcela María Morales, Alvaro Morales, Nelson Moran, Diego Moreira, Fernando Moreira, Nilson M. Moreno, Eduardo Moreno, Placido Moreno, Sebastián Moretti, Antonio Carlos Morillo Torres, Daniel Mosquera, Cristian Armando Mosquera-Artamonov, Jose Daniel Mosteiro, Agustin Mota de Souza Rodrigues Figueiredo, Tatiane Mota, Tulio Müller, Felipe Mumford, Christine Munari, Pedro Munier, Nolberto Munoz, Francisco Muñoz Puentes, Pablo Emilio Muñoz Villamizar, Andres Muñoz, Dairo Muñoz, Diego Muñoz, Juan C. Muñoz, Juan Carlos Muñoz, Roberto Muñoz-Valdés, Felipe Musalem, Andres Nascimento, Mateus Nasini, Graciela Leonor Navarro Mentado, Maximino Negrotto, Daniel Nelis, Gonzalo Nepomuceno, Leonardo Neriz, Liliana Nesmachnow, Sergio Nestor Ivan Vasquez Marin, Nestor Netzer, Oded
50 104 72, 96, 99 103 26, 114 98 41 67 53 34, 71, 96 113 85 45, 83 87, 100 77 47 59 63 44 94 65 29, 63 92 107 35 78 40 90 50 38 113 52 35 81 49 63 108 100 41 66 58, 66, 105, 108 66 36 52 36 114 60 31 112 63 81 79 33, 35, 38, 38, 43 38 71
122 | Author Index
Neyra Belderrain, Mischel Carmen Nguyen, Tri-Dung Nishi, Tatsushi Nogueira Do Nascimento, Douglas Nogueira, Márcia Nordlander, Tomas Ntaimo, Lewis Nunes Duarte, Ana Paula Nunes Paixão, Juliano Augusto Núñez, César Núñez, Francisco Obreque, Carlos Ochi, Luiz Satoru Okura, Tatsuya Olaya, Yris Olivares, Nicolas Olivares-Benítez, Elías Oliveira, A.R.L. Oliveira, Elaine Oliveira, Mauro Oliveira, Rafael Olivera, Ana Carolina Onal, Hayri Ordóñez, Fernando Orejuela-Cabrera, Juan Pablo Orellana, Sebastian Ortega, Hector Ortiz, Pablo Ortiz-Araya, Virna Osorno, Gloria Ospina, Victoria Eugenia Oyarzún, Nicolás Ozuna, Lucero Pacheco, Joaquín Pacheco, Tomás Pagnoncelli, Bernardo Pais, Cristobal Palacio, Juan David Pallares Restrepo, Víctor Manuel Palma, Cristian Palominos, Pedro Parada, Danilo Parada, Victor Pardo, Ignacio Paredes, Fernando Paredes-Belmar, Germán Parodi Moraes, Facundo Pascual, Jimena Pascual, Rodrigo Paula, Zabala Pavlovic, Ljiljana Paz Roa, Juan Camilo Pecorari, Agustin Peixoto, Joana Karolyni Penna, Puca Huachi
76, 85, 63 50 104 102 30 71 41 69 35 100 59, 60, 106 50 56 75 71, 96 25, 25, 77 94, 35 98 57 37, 89 103 47 75 38 100 69 78 31 113 90 52 27, 28, 51, 71, 93 58 47 43 114 79, 26 26 29, 86, 98 41, 67, 33, 50 83 55 27, 27 80 74 102 110 69
103
69, 72, 96
25, 39
48, 51 72
86 84
Peña-Montoya, Claudia Cecilia Pereira, Javier Pereira, Jordi Pérez Galarce, Francisco Javier Pérez Loaiza, Rodolfo E. Perez P, Andrés Felipe Perez, Andres Perez, Andrés Pérez, Edna Rocío Perez, Fernando Pertuze, Julio Peterin, Iztok Peters, Georg Peypouquet, Juan Pico-Gónzalez, Beatriz Pimentel, Bruno Santos Pinheiro, Ricardo Pinillos Nieto, Francisco Pinto, Fabio Da Costa Pintor, Jesus M Piñeyro, Pedro Plà-Aragonès, Lluis Miquel Plazola Zamora, Laura Polo, Andrés Pontelli, Daniel Alberto Pousa, Federico Pozo, David Pradenas, Lorena Puerto, Justo Pureza, Vitoria Queiroz, Plácido Quezada, Luis Quintana, Alejandra Quintero Avellaneda, Natalia Quintero Mejía, José Gustavo Quintero, Juan R. M. G. Couto, Braulio Racagni, Josefina Rahimian, Hamed Raith, Andrea Ramea, Kalai Ramirez Nafarrate, Adrian Ramirez Pico, Cristian David Ramirez, Johanna Ramírez, Vicente Ramis, Francisco Ramos, Jonathan Ramos, Milena Y. Ramos, Rômulo Ramos, Silvia Rangel, Jairo Rebolledo, Rodrigo Rebolledo-Leiva, Ricardo Recalde-Ramírez, Jorge L. Rennó, Vanessa
47 26, 39, 39, 45, 86, 86 107 92 96 63 62 63 31 114 75 106 109 99 71 47 81 44 85 74 91 92 37, 46 41 86 49 63 57 39, 66 100 38 114 40 61 89 100 79 74, 76 72 64 94 26, 114 91 100 29 79 83 67 62 115 51, 59 60 46 68 59
123 | Author Index
Resende, Mauricio Revillot, David Rey Villamizar, Martha Lucia Rey, Pablo A Reyes, Alberto Reyes, Carlos Reyes, Tomas Rezende, Adalgiza Riascos Alvarez, Lizeth Carolina Ribeiro, Bruno A. Ribeiro, Celso Ribeiro, Rafael Soares Rico Lugo, Sinndy Dayana Riff, María-Cristina Riffo, Pamela Ríos-Mercado, Roger Z. Riquelme, Juan Pablo Rivera, Juan Carlos Rivera-Moraga, Masly Robledo, Franco Rocco, Cleber Rocha, Camilo Rodilla, Pablo Rodríguez Leopold, Sebastián Rodríguez Parra, Germán Ricardo Rodríguez Quintero, Alma Karina Rodriguez Sanchez, Sara Veronica Rodriguez, Nibaldo Rojas, Andrea Rojas-Morales, Nicolás Rojo, Horacio Romero Morales, Dolores Romero Motta, Enrique Romero, Pablo Ronnqvist, Mikael Rossi, André Rossit, Diego Gabriel Rua, Maria Elena Rynca, Radoslaw Saavedra Moreno, Carolina Saavedra, Ignacio Sabiá, Rodolfo Sabry, Gustavo Saez, Nicolas Sahagun Sanchez, Francisco Javier Salazar González, Juan José Saldias, Natalia Salido, Miguel A. Salinas, Gabriel Salles, André Salles, Marcos Salomon, Valério Saltos, Ramiro Samaniego, Hernan San José Nieto, Luis Augusto
82 45 89 35, 66, 69 97 103 75, 75 102 31, 68 68 97 88 87 34 43 31, 81 26 58, 60, 111 92 109 83 31 75 33 111 78 84 85 115 34 115 75 64 109 83 89 61 67 43 97 115 80 78 30 37 39 36, 34, 37 34 86 56 96 80 108 105 26, 91
Sánchez, Ana Isabel Sánchez, José Sanchez, Juan Sánchez, Mercedes Sánchez, Ricardo Sanchez-Saez, Francisco Sandoval, Mariela Santos Hernandez, Beatriz Santos, Débora Santos, Edcarllos Santos, Gregory T. Santos, Marcos Santos, Maristela Santos, Paulo Amaro V. H. Dos Santos, Sandra Santos, Sandra A. Sarache Castro, William Ariel Saraiva, Rommel Sarmiento Lepesqueur, Angélica Sarmiento, Zulay Sauma, Enzo Saure, Denis Sauré, Denis Sawhney, Rupy Scarpin, Cassius Schaffernicht, Martin Schmidt, Simon Schulte, Frederik Schwarze, Silvia Sefair, Jorge Segura, Esther Seimetz Chagas, Rennan Danilo Sempere Ripoll, Maria Francisca Sepulveda, Juan Serra Costa, José Fabiano Serrano-Cinca, Carlos Serrano-Hernandez, Adrian Sevaux, Marc Shang, Yan Sicilia Rodríguez, Joaquín Siebert, Matias Silva, Ana Silva, André Silva, Arinei Carlos Lindbeck Da Silva, Bruno Castro H. Silva, Gustavo Peixoto Silva, José Lassance C. Silva, Juliana Silva, Ricardo Simões Da Silva, Amanda Cecilia Simões, Lucas E. A. Simonetti, Luidi Singer, Marcos Skorupka, Dariusz Smith, Alice
29 57, 95 82 74 29 29 46 39 102 96 70, 68 83 88 27 102 99 47 102 88, 111 51 56, 63, 70 104, 116 113 80 57, 95 89 59 37 110 44 31, 107 51 105 98 103 109 74 89 36 26, 91 62 33 106 27, 70, 70 70 77 85 83 82 76 99 96 29 43, 50 101
124 | Author Index
Smith, J. Cole Smith, Neale Sobreira Junior, Francisco Solano Noriega, Jesus Jaime Soler, Edilaine Martins Soler, Willy Solsona, Francesc Song, Jing-Sheng Sotelo, Laura Soteriou, Andreas Soto, Guillermo Soto, Raul Fernando Soto-Silva, Wladimir Sottil de Aguinaga, Fernanda Sousa Filho, Cesar Augusto C. Souza, Geraldo Stange, Loreto Staniec, Iwona Stegmaier, Raúl Steiner Neto, Pedro Steiner, Maria Stenbacka, Rune Suarez Chilma, Víctor Fabio Subramanian, Anand Sun, Andy Szwarcfiter, Jayme Taboubi, Sihem Tanscheit, Ricardo Tapia, Francisco Teixeira, Ester Tello, Daniel Alexander Testuri, Carlos E. Thiele, Daniela Tófoli, Marielena Tohmé, Fernando Toledo, Felipe Tomazeli Duarte, Leonardo Tombak, Mihkel Tordecilla, Rafael Torezzan, Cristiano Torres Agostinho, Gabriela Torres-Lozada, Patricia Tortorella, Guilherme Toscano, Alyne Tovar Perilla, Javier Triana Sánchez, Laura Viviana Trigo, Pablo Trincado, Ricardo Trindade, Renan Troncoso, Fredy Troncoso, Isamar Trujillo, Luis Ugarte, Maria Elisa Uribe Mejia, Natalia Usera Rodés, Inés
44, 68 80 80 110 25, 81, 94 68 92 36 64 36 108 67 92, 92 26 70 102 87 105, 105 55, 103 57, 95 57, 95 52 47 69 48 59 32 101 99 38 107 56 48 81 61 56, 65 85 52 41, 65 85 104 47 70 87 55 54 102 28 52 93 71 66 81 78 75
Usuga Rico, Diego Vaccarezza, Matías Valdebenito, Manuel Valdes, Cristian Valenzuela, Claudia Valenzuela, Laura Vanessa Vallejos C., Reinaldo Van Vyve, Mathieu Vanzetti, Nicolas Varaldo, María Del Carmen Varas, Mauricio Varejão, Flávio Vargas, Jhonathan Vásquez, Óscar C. Vega, Maria Isabel Vega-Araya, Daniel Velasco Álvarez, Jonás Velasco, Nubia Veliz Alcaíno, Marcelo Venceslau, Helder Manoel Venceslau, Marilis Bahr Karam Vera, Jorge Vera, Manuela Verdugo, Victor Verschae, José Viana, Gerardo Valdísio R. Vianna, Andréa Vidal, Pablo Vidal, Thibaut Vidal-Holguín, Carlos Julio Vides Bolaños, Andrea Paola Vieira Da Silva Junior, Carlos Gilberto Vielma, Juan Pablo Vigo, Daniele Villalobos, Jesus Rene Villamizar Leon, Maryory Patricia Villanueva, Jose Felipe Villar, Raul Villareal-Marroquín, María Guadalupe Villasante, Juan Ignacio Villegas R., Juan G. Villegas, Jairo Vojkovic, Slavia Voss, Stefan Wassick, John Watson, Jean-Paul Weber, Isabel Weber, Richard Weintraub, Andrés Weston, Jorge Wilhelm, Volmir Eugênio Winkenbach, Matthias Wishon, Christopher Woodruff, David Xu, Huifu
78 73 107 82, 113 55 111 45 72 41 81 55 84 80 79 113 77 34, 34 58, 89 61 90 90 58, 88, 98 79 31 31, 87 85 62 35 60 47 47 76 116 61 53 29, 89, 105 29 92 81 29 63, 64 94 48 37, 50 73 58 48 75, 93, 94, 108, 109 29, 62, 83, 93 55 33 112 53 58 63
125 | Author Index
Yanasse, Horacio H. Yang, Christopher Yee, Jeremy Yeh, Sonia Yushimito, Wilfredo Zaccour, Georges Zacharias, Miriam Zanazzi, José Francisco Zanazzi, José Luis Zapata, Carlos Zarta, Andrés Zimberg, Bernardo
30 94 63 94 29, 82, 107 32 101 86 86 94 34 56