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Calibration of a stochastic health evolution model using NHIS data

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2011年第20期390卷 3524-3540页

作者： Gupta, Aparna Li, Zhisheng Zhongnan Univ Econ & Law Sch Finance Wuhan Peoples R China Rensselaer Polytech Inst Lally Sch Management & Technol Troy NY 12181 USA

This paper presents and calibrates an individual's stochastic health evolution model. In this health evolution model, the uncertainty of health incidents is described by a stochastic process with a finite number of possible outcomes. We construct a comprehensive health status index (HSI) to describe an individual's health status, as well as a health risk factor system (RFS) to classify individuals into different risk groups. Based on the maximum likelihood estimation (MLE) method and the method of nonlinear least squares fitting, model calibration is formulated in terms of two mixed-integer nonlinear optimization problems. Using the National Health Interview Survey (NHIS) data, the model is calibrated for specific risk groups. Longitudinal data from the Health and Retirement Study (HRS) is used to validate the calibrated model, which displays good validation properties. The end goal of this paper is to provide a model and methodology, whose output can serve as a crucial component of decision support for strategic planning of health related financing and risk management. (c) 2011 Elsevier B.V. All rights reserved.

关键词： Health evolution model Health status measurements Health risk factors Sampling mixed-integer program

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MPC-Based Voltage/Var Optimization for Distribution Circuits With Distributed Generators and Exponential Load Models

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IEEE TRANSACTIONS ON SMART GRID 2014年第5期5卷 2412-2420页

作者： Wang, Zhaoyu Wang, Jianhui Chen, Bokan Begovic, Miroslav M. He, Yanyi Georgia Inst Technol Sch Elect & Comp Engn Atlanta GA 30332 USA Argonne Natl Lab Lemont IL 60439 USA Iowa State Univ Sch Ind & Mfg Syst Engn Ames IA 50014 USA

This paper proposes a model predictive control (MPC)-based voltage/var optimization (VVO) technique considering the integration of distributed generators and load-to-voltage sensitivities. The paper schedules optimal tap positions of on-load tap changer and switch statuses of capacitor banks based on predictive outputs of wind turbines and photovoltaic generators. Compared with previous efforts on VVO which used constant-power load model, the exponential load model is used to capture the various load behaviors in this paper. Different customer types such as industrial, residential, and commercial loads are also considered. The uncertainties of model prediction errors are taken into account in the proposed model. A scenario reduction technique is applied to enhance a tradeoff between the accuracy of the solution and the computational burden. The MPC-based VVO problem is formulated as a mixed-integer nonlinear program with reduced scenarios. Case studies show the effectiveness of the proposed method.

关键词： Distributed generators exponential load model mixed-integer program model predictive control scenario reduction voltage/var optimization

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Optimization and Simulation of Orthopedic Spine Surgery Cases at Mayo Clinic

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M&SOM-MANUFACTURING & SERVICE OPERATIONS MANAGEMENT 2016年第1期18卷 157-175页

作者： Ozen, Asli Marmor, Yariv Rohleder, Thomas Balasubramanian, Hari Huddleston, Jeanne Huddleston, Paul Univ Massachusetts Amherst MA 01003 USA ORT Braude Coll IL-2161002 Karmiel Israel Mayo Clin Rochester MN 55905 USA 3185 Rosemary Lane NE Rochester MN 55906 USA

Spine surgeries tend to be lengthy (mean time of 4 hours) and highly variable (with some surgeries lasting 18 hours or more). This variability along with patient preferences driving scheduling decisions resulted in both low operating room (OR) utilization and significant overtime for surgical teams at Mayo Clinic. In this paper we discuss the development of an improved scheduling approach for spine surgeries over a rolling planning horizon. First, data mining and statistical analysis was performed using a large data set to identify categories of surgeries that could be grouped together based on surgical time distributions and could be categorized at the time of case scheduling. These surgical categories are then used in a hierarchical optimization approach with the objective of maximizing a weighted combination of OR utilization and net profit. The optimization model is explored to consider trade-offs and relationships among utilization levels, financial performance, overtime allowance, and case mix. The new scheduling approach was implemented via a custom Web-based application that allowed the surgeons and schedulers to interactively identify best surgical days with patients. A pilot implementation resulted in a utilization increase of 19% and a reduction in overtime by 10%.

关键词： operating room scheduling surgery scheduling mixed-integer program

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Biofuel refinery location and supply chain planning under traffic congestion

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TRANSPORTATION RESEARCH PART B-METHODOLOGICAL 2011年第1期45卷 162-175页

作者： Bai, Yun Hwang, Taesung Kang, Seungmo Ouyang, Yanfeng Univ Illinois Dept Civil & Environm Engn Urbana IL 61801 USA Korea Univ Sch Civil Environm & Architectural Engn Seoul 136701 South Korea

This research focuses on planning biofuel refinery locations where the total system cost for refinery investment, feedstock and product transportation and public travel is minimized. Shipment routing of both feedstock and product in the biofuel supply chain and the resulting traffic congestion impact are incorporated into the model to decide optimal locations of biofuel refineries. A Lagrangian relaxation based heuristic algorithm is introduced to obtain near-optimum feasible solutions efficiently. To further improve optimality, a branch-and-bound framework (with linear programming relaxation and Lagrangian relaxation bounding procedures) is developed. Numerical experiments with several testing examples demonstrate that the proposed algorithms solve the problem effectively. An empirical Illinois case study and a series of sensitivity analyses are conducted to show the effects of highway congestion on refinery location design and total system costs. (C) 2010 Elsevier Ltd. All rights reserved.

关键词： Biofuel refinery location Supply chain planning Traffic congestion mixed-integer program Lagrangian relaxation Branch-and-bound

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Locating passenger vehicle refueling stations

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TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW 2010年第5期46卷 791-801页

作者： Wang, Ying-Wei Wang, Chuan-Ren Natl Penghu Univ Dept Mkt & Logist Management Magong 880 Penghu Taiwan Natl Penghu Univ Sch Serv Management Magong 880 Penghu Taiwan

The study follows the concept of set cover and vehicle refueling logics to propose a hybrid model with dual objectives, using a mixed integer programming method, to economically site refueling stations to simultaneously serve intercity and intra-city travel. The model can be applied to plan a network of refueling stations for the emerging and/or monopolistic automotive market of alternative fuel vehicles. From a real-life case study, the factors of vehicle range and coverage distance are identified as playing important roles in any solution. Based on the non-inferior solutions, decision makers can thus better formulate viable station-deployment plans. (C) 2009 Elsevier Ltd. All rights reserved.

关键词： Multiple objectives Refueling station Alternative fuel vehicles Facility location mixed-integer program

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Reliable Traffic Sensor Deployment Under Probabilistic Disruptions and Generalized Surveillance Effectiveness Measures

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OPERATIONS RESEARCH 2012年第5期60卷 1183-1198页

作者： Li, Xiaopeng Ouyang, Yanfeng Mississippi State Univ Dept Civil & Environm Engn Mississippi State MS 39762 USA Univ Illinois Dept Civil & Environm Engn Urbana IL 61801 USA

Sensor systems as critical components of a transportation network provide a variety of real-time traffic surveillance information for traffic management and control. The deployment of sensors significantly affects their overall surveillance effectiveness. This paper proposes a reliable sensor location model to optimize surveillance effectiveness when sensors are subject to site-dependent probabilistic failures, and a general effectiveness measure is proposed to encompass most existing measures needed for engineering practice (e.g., flow volume coverage, vehicle-mile coverage, and squared error reduction). The problem is first formulated into a compact mixed-integer program, and we develop a variety of solution algorithms (including a custom-designed Lagrangian relaxation algorithm) and analyze their properties. We also propose alternative formulations including a continuum approximation model for single corridor problems and reliable fixed-charge sensor location models. Numerical case studies are conducted to test the performance of the proposed algorithms and draw managerial insights on how different parameter settings (e.g., failure probability and spatial heterogeneity) affect overall surveillance effectiveness and the optimal sensor deployment.

关键词： traffic sensor deployment reliability mixed-integer program Lagrangian relaxation heuristics continuum approximation

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The coupled task scheduling problem: an improved mathematical program and a new solution algorithm

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INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH 2024年第4期31卷 2399-2426页

作者： Khatami, Mostafa Salehipour, Amir Univ Technol Sydney Sch Math & Phys Sci Ultimo NSW 2007 Australia Univ Sydney Univ Sydney Business Sch Sydney 2006 Australia

The general single machine coupled task scheduling problem with the objective function of minimizing the makespan, which is strongly NP-hard, aims to schedule a set of coupled task jobs on one machine such that the completion time of the last job is minimized. We propose a new mixed-integer program (MIP) for the problem. We also propose a relax-and-solve (R&S) matheuristic algorithm as the solution method. We show that the new MIP outperforms the available models and improves the quality of solutions. Also, the proposed MIP significantly improves the average gap to the best known feasible solution of an existing binary search algorithm. We show that our R&S matheuristic produces new best solutions for almost 50% of the instances.

关键词： coupled task scheduling mixed-integer program makespan minimization binary search relax-and-solve matheuristic relax-and-solve

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The value function of an infinite-horizon single-item lot-sizing problem

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OPERATIONS RESEARCH LETTERS 2012年第1期40卷 12-14页

作者： Toriello, Alejandro Nemhauser, George Univ So Calif Daniel J Epstein Dept Ind & Syst Engn Los Angeles CA 90089 USA Georgia Inst Technol H Milton Stewart Sch Ind & Syst Engn Atlanta GA 30332 USA

We characterize the value function of a discounted infinite-horizon version of the single-item lot-sizing problem. As corollaries, we show that this value function inherits several properties of finite, mixed-integer program value functions;namely, it is subadditive, lower semicontinuous, and piecewise linear. (C) 2011 Elsevier B.V. All rights reserved.

关键词： Value function mixed-integer program Infinite optimization Production lot-sizing

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Pessimistic evasive flow capturing problems

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2021年第1期293卷 133-148页

作者： Bogyrbayeva, Aigerim Kwon, Changhyun Univ S Florida Dept Ind & Management Syst Engn Tampa FL 33620 USA

The evasive flow capturing problem (EFCP) is to locate a set of law enforcement facilities to intercept unlawful flows. One application of the EFCP is the location problem of weigh-in-motion systems deployed by authorities to detect overloaded vehicles characterized by evasive behavior. In contrast to the existing literature, this study focuses on the bounded-rationality of drivers and represents the most generic form of the EFCP. We present two pessimistic formulations of the problem to capture various degrees of ambiguity in the route choice of drivers. In particular, we look at the worst-case scenario, when drivers select roads with the highest damage costs. The resulting formulations yield a robust network design and represent the realistic behavior of drivers. The pessimistic formulations introduce another level in the optimization problem, for which we propose a cutting plane algorithm. The proposed solution methods demonstrate their effectiveness on real and randomly generated networks. We also provide numerical analysis to measure the value of considering pessimistic formulations and demonstrate the vulnerability of optimizing and optimistic assumptions on the behavior of drivers. (C) 2020 Published by Elsevier B.V.

关键词： Transportation Bilevel optimization Pessimistic formulation mixed-integer program Cutting plane algorithm

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Solving Single Allocation Hub Location Problems on Euclidean Data

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TRANSPORTATION SCIENCE 2018年第5期52卷 1141-1155页

作者： Meier, J. Fabian Clausen, Uwe Continentale Krankenversicherung AG D-44139 Dortmund Germany TU Dortmund Inst Transport Logist D-44227 Dortmund Germany

If shipments have to be transported between many sources and sinks, direct connections from each source to each sink are often too expensive. Instead, a small number of nodes are upgraded to hubs that serve as transshipment points. All sources and sinks are connected to these hubs, so that only a few, strongly consolidated transport relations exist. While hubs and detours lead to additional costs, the savings from bundling shipments-i.e., economies of scale-usually outweigh these costs. Typical applications for hub networks are in cargo, air freight, and postal and parcel transport services. In this paper, we consider three classical and two recent formulations of single allocation hub location problems-i.e., hub location problems in which every source and sink is connected to exactly one hub. Solving larger instances of these problems to optimality is difficult because the inherent quadratic structure of the problem has to be linearized: This leads to a sharp rise in the number of variables. Our new approach relies on the fact that many instances-including the Civil Aeronautics Board and Australian Post data sets-have a Euclidean structure: The distances between the possible hub locations are Euclidean. This enables us to construct a new linearization together with a row generation procedure that solves instances of up to 200 nodes to optimality. For problems like the uncapacitated single allocation p-hub median problem and the uncapacitated single allocation hub location problem, we present the first optimal results for instances of this size.

关键词： quadratic optimization linearization Euclidean distances mixed-integer program

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