OR Group of Scotland past meetings

President of the Operational Research Society

Venue: SW204, Strathclyde Business School, 199 Cathedral Street, Glasgow G40QU
Speaker: Ruth Kaufman, President. ORS
Date: Thursday, 28 September 2017 at 16:30 - 19:00

Our very own President of The OR Society will be hosting a talk, exploring our resoucres,services and impact within the UK.

Abstract: The OR Society, with around 12 FTE staff and a turnover around £1million, falls definitely into the ‘S’ subset of SMEs. With 3,000 members, it is pretty small as far as learned societies go, as well. But its reach, impact and ambitions are disproportionately great. Part of this discrepancy is explained by the nature of OR itself: its massive power to transform and improve, even whilst most people who benefit from it have never heard of it, and many people who work in the field hesitate to define it. In this talk, I will review some aspects of the current position of the ORS and of OR in the UK and discuss how the ORS and OR professionals can best capitalise on our strengths and opportunities.

Biography: Ruth Kaufman, a `Companion' of the OR Society, became President of the Society in January 2016. Like many other members of the OR Society, she fell into OR by accident, in her case having taken a maths BA in the School of Social Sciences at Sussex University. This led to a long career in public sector OR and wider management at London Transport, London Electricity, Department of Health and Export Credits Guarantee Department (ECGD). At ECGD, she joined the Executive Board, having responsibility for strategy and change management as well as leading an influential OR group. In the voluntary sector, Ruth chaired a small charity, Woman's Trust, for five years and was a founder member of the OR Society's Pro Bono Scheme. Ruth is currently (amongst other things), Advisor to the Finance Committee at the National Federation of Women's Institutes, a visiting Senior Fellow at the London School of Economics and a freelance consultant and advisor. She was awarded an OBE for 'services to Operational Research' in the 2016 New Year's Honours list.

OR Group of Scotland Annual General Meeting

Venue: DW6.01, Sir William Duncan Building, 6th Floor, 130 Rottenrow, Glasgow
Date: Tuesday, 25 October 2016 at 15:00 - 17:00

For location of meeting see map here.

I invite you all to attend a general meeting of ORGS (OR Group of Scotland) to discuss the following items:

  • Election of the ORGS committee (Chair, Secretary, Treasurer, and Members-at-Large).
  • Insights from current committee members & transfer of posts.
  • Discussion of current and future developments and events.

If you are willing to express your interest to become a committee member please contact by email roberto.rossi [at] ed.ac.uk.

If you are not already an ORGS member, please confirm your intention to attend by email to [email protected] [at] ed.ac.uk; we will circulate any last minute developments to you, and that will also help us with planning.

Thanks for your interest, and looking forward to seeing you in Glasgow in few weeks.

Dr. Kerem Akartunali

Risk analysis: lessons from a spectrum of risk projects, and recommendations about the treatment of uncertainties

Venue: Strathclyde University CW506b
Speaker: Professor Elisabeth Paté-Cornell
Date: Thursday, 30 June 2016 at 17:00 - 18:00

In this talk, I will describe my career in risk analysis and its evolution, starting with a study of the thermal protection system of the space shuttle, of the reliability of offshore oil platforms, and anesthesia patient risks. An essential element of these studies has been the explicit inclusion of human and management factors in technical risk assessments. I will then present some observations that I have made regarding the treatment of uncertainties by risk managers and some analysts, whether in their processing of intelligence information or in their reasoning regarding the value of signals. I will conclude with the recommendations that I have found useful to make.

Pitching research

Venue: University of Edinburgh Business School, Lecture Theatre 1A 29 Buccleuch place, EH8 9JS, Edinburgh
Speaker: Robert Faff
Date: Thursday, 16 June 2016 at 13:00 - 15:00

Professor Robert Faff from the UQ Business School has developed a simple and methodical template tool to clarify thinking and sharpen up the drafting of initial proposals for research projects, well before any major effort has taken place to execute the research. This “pitching research” template is of particular relevance to beginning PhD students and to early career researchers facing the common challenge of starting a new piece of research, that they can be confident is worthwhile. But, even for researchers beyond the initial proposal stage of their project, there is likely to be considerable merit in rethinking the project at regular intervals to keep it on track. The notion of “pitching” the project anew can benefit the project in many ways, not least of which is retention of focus, trimming tangential matter, recalibrating the scope and refining the method to match the type and amount of data that turns out to be available.

Biography: Robert Faff PhD (Monash) Dr. Hon (ASE Buch) is Professor of Finance and Director of Research at the UQ Business School. He has an international reputation in empirical finance research: securing 13 ARC grants (funding exceeding $4 million); more than 290 refereed journal publications; career citations exceeding 8,400 (Google Scholar); and a h-index of 48 (Google Scholar). His particular passion is nurturing and developing the career trajectories of early career researchers. Robert has supervised more than 30 PhD students to successful completion and examined 50 PhD dissertations.

An application of Particle Swarm Optimization to Portfolio Selection Problems

Venue: University of Edinburgh Business School, LT3 29 Buccleuch place, EH8 9JS, Edinburgh
Speaker: Giacomo di Tollo
Date: Friday, 29 April 2016 at 14:00 - 16:00

In this seminar we propose an efficient initialization for Particle Swarm Optimization (PSO). PSO has showed to be promising for solving several unconstrained global optimization problems from real applications, where derivatives are unavailable and the evaluation of the objective function tends to be costly. We provide a theoretical framework which motivates the use of a deterministic version of PSO, in place of the standard stochastic iteration currently adopted in the literature. Then, in order to test our proposal, we include a numerical experience using a realistic complex portfolio selection problem. This numerical experience includes the application of PSO to a parameter dependent unconstrained reformulation of the considered portfolio selection problem. The parameters are either adaptively updated as in an exact penalty framework, or they are tuned by the code REVAC. We show that in both these settings our PSO initialization is preferable with respect to the standard proposal from the literature.

Pollution Accumulation And Abatement Policies In Two Supply Chains Under Vertical And Horizontal Competition

Venue: University of Edinburgh Business School, Lecture Theatre 1A 29 Buccleuch place, EH8 9JS
Speaker: Fouad Ouardighi
Date: Friday, 05 February 2016 at 14:00 - 15:00

Abstract: This research investigates the impact of both horizontal and vertical competition, on the one hand, and strategy types (open-loop versus feedback Nash equilibrium strategies), on the other hand, on the pollution accumulated by two supply chains over time. We consider a two-stage game model where two manufacturers and two retailers are involved in a wholesale price contract, in order to supply the consumer demand over a finite time horizon. At the first stage of the game, the manufacturers set their respective optimal transfer prices. During the second stage, polluting emissions are caused over time in proportion with consumer demands, which are controlled by the retailers’ respective consumer prices. In this stage, the manufacturers are involved in emissions abatement. In this setup, we seek to identify the combination of market structure and strategy type that leads the two supply chains to generate the highest social welfare with the minimum pollution stock.

Analytical models for cookies treatment in data management platforms related to digital advertising and e-crm

Venue: University of Edinburgh Business School, LT4, 29 Buccleuch place, EH8 9JS, Edinburgh
Speaker: Furio Camillo
Date: Friday, 06 November 2015 at 14:00 - 15:00

Abstract: In Informatics, HTTP cookies are lines of text used to perform automatic authentication, session tracking and storage of specific information about users accessing the server, such as favorite websites or, in the case of purchases via the Internet, the content of their "shopping carts". Cookies are usually used to trace browsing on third-party sites, in case these sites use content from the site that set the cookie. Generally companies that have listings on several websites handle advertising on the sites.

The advertising content is loaded directly from their server and displayed in an integrated site that you want to visit. In this way, the server will receive the company's advertising from the user's browser the address of the page you are viewing, and may send a cookie to the client. Through this mechanism, the advertising companies can create custom profiles for users and show them targeted ads. A more general use of cookies is linked to the development of systems of e-CRM. Analytical treatment of information generated by the cookie is oriented to the implementation of prescriptive and predictive tools that seek to anticipate customer behavior, after having segmented and inferred identity and motivations of maneuvering the cookie itself.

In the speech will be presented analytical applications developed in SAS to an integrated system of support for media planning and e-CRM real-time activities such as models to estimate survival functions or supervised classification algorithms.

Biography: Furio Camillo, Professor of Business Statistics at the Department of Statistics, University of Bologna.

Lecturer in various courses of the School of Economics, Statistics and Management of the Alma Mater, including Business Intelligence and Analytical Techniques for CRM and Marketing Research.

Director of the Master in Investigation de Mercado y Data Mining at the headquarters in Buenos Aires University of Bologna.

A member of the faculty of the PhD in Statistics from the University of Bologna and the University Federico II of Naples.

On the staff of the Master programme in Big Data Analytics (MaBDA) Luiss University of Rome.

His recent research interests are related to studies for the implementation of semi-industrial analytical systems incorporating modern techniques of data analysis with qualitative research approaches, using as final platforms recent innovations of Computer Science. In particular, he worked on methods and data mining models for the reduction of subjective choices in defining the parameters of driving a further customer profiling, discriminatory models estimated with kernel space (for customer profiling and credit scoring) and selection approach linked to the theory of information complexity.

It is part of the Technical Committee of the Consortium Almalaurea and collaborates with several private and public research organizations in Italy and abroad, including Doxa, Sas, SWG, INDEC, Istat, Cnam.

He has authored over 60 scientific publications and has participated in more than 250 consulting projects for business intelligence applied to issues of economic or social.

Organizer: G. Andreeva

Coordinator: R. Rossi

Annual General Meeting

Venue: SW107, Stenhouse Building, Strathclyde Business School
Date: Monday, 02 November 2015 at 16:00 - 18:00

I invite you all to attend a general meeting of ORGS (OR Group of Scotland) to discuss the following items:

  • Election of the ORGS committee (Chair, Secretary, Treasurer, and Members-at-Large).
  • Insights from current committee members & transfer of posts.
  • Discussion of current and future developments and events.

If you are willing to express your interest to become a committee member please contact by email roberto.rossi [at] ed.ac.uk.

If you are not already an ORGS member, please confirm your intention to attend by email to roberto.rossi [at] ed.ac.uk; we will circulate any last minute developments to you, and that will also help us with planning.

Thanks for your interest, and looking forward to seeing you in Glasgow in few weeks.

Dr. Kerem Akartunali

Pricing Sponsored Content in Wireless Networks with Multiple Content Providers

Venue: University of Edinburgh Business School, LT4, 29 Buccleuch place, EH8 9JS, Edinburgh
Speaker: Yue Jin
Date: Friday, 30 October 2015 at 14:00 - 15:00

Abstract: We study the problem faced by a wireless network operator when offering a “sponsored content” service to multiple content providers. We consider a sequential setting for deciding how much content to sponsor in advance of a fixed time period (e.g. a month). The service provider first sets prices for sponsoring and then the content providers react by deciding how much content to sponsor. Finally the end users react by accessing content depending on what has been sponsored.

We consider the case of multiple content providers and derive mechanisms that should be followed by the service provider for pricing their sponsored content offerings. In this setting it is important to consider all content providers in a single optimization since they share a common pool of service provider bandwidth. Our solutions differ depending on whether the demand to each content provider is deterministic or stochastic and on whether the service provider is allowed to set individual prices to the different content providers.

Biography: Yue Jin is currently a researcher in Advanced Analytics group at Bell Labs Ireland. She holds a doctorate in Industrial Engineering and Operations Research from University of Massachusetts Amherst. She becomes a researcher at Bell Labs Ireland in 2008 after spending one and half years there as a post doctoral researcher.

Organizer: R. Rossi

Coordinator: R. Rossi


Conflict-Free Routing with High Determination Costs

Venue: University of Strathclyde, Room: JA 504
Speaker: Dr Wolfgang Welz
Date: Friday, 30 October 2015 at 13:30 - 17:00

Abstract: In this talk we consider one particular optimization problem as it occurs for welding cells in the automotive industry: In these cells several robots perform spot welding tasks on the same component within the cycle time. Given the data of the workpiece, the task is to find a feasible sequence of weld points as well as the trajectory planning for all robots such that the robot arms do not collide with each other and safety clearances are kept.

This problem represents a combination of discrete (sequencing and scheduling) and continuous optimization (robot motion planning), where the exact trajectory calculations are usually computationally much more expensive. It is therefore crucial to avoid unnecessary exact distance computations when possible.

In this context we concentrate on the discrete optimization aspects and propose a constraint integer programming formulation that efficiently integrates the robot motion planning into a branch-and-price approach for the underlying routing problem. This allows us to drastically reduce the number of exact trajectory computations, while at the same time as much information of the routing as possible can be reused. This approach has been tested and evaluated on 2D and 3D-instances based on real world welding cells of reasonable size.

Biography: Dr Wolfgang Welz is an Optimization Consultant and researcher at Atesio Gmbh, Berlin, Germany. He was research assistant at Technische Universität Berlin until he joined Atesio in 2014. He received his PhD in Mathematics from Technische Universität Berlin in 2014. His PhD thesis focussed on design and implementation of exact combinatorial algorithms for routing under uncertainty. At Atesio he is involved in projects related to planning, configuring and optimizing telecommunication networks.

Location of building: follow this link.

Scheduling Philae's Science Campaign Using Constraint Programming

Venue: University of Edinburgh Business School, Lecture Theatre 2 (LG.18)
Speaker: Emmanuel Hebrard
Date: Friday, 25 September 2015 at 14:15 - 16:00

Abstract: On November 12th 2014, the robot-lab Philae was released from the spacecraft Rosetta and landed on the ground of the comet 67P/Churyumov-Gerasimenko. Philae is fitted with ten instruments to conduct the experiments elaborated by as many research teams across Europe. These experiments, should they be imaging, sampling or other types of signal analysis, correspond to sequences of activities constrained by two extremely scarce resources: the energy supplied by a single battery, and the storage memory of its CPU.

The plans executed by Philae are modelled and solved using constraint programming technology. Indeed, Mission Operations Scheduling Tool (MOST), the toolkit used to schedule the lander's activities, was developed by a CNES team based in Toulouse on top of IBM ILOG Scheduler (now IBM CP Optimizer).

I will present the contribution of our group to solving the problem of scheduling Philae's activities. In particular, I shall focus on the design of algorithms for efficiently reasoning about data transfers within Philae and between Philae and Rosetta. These algorithms made it possible to solve in a few seconds long term sequences of activities that otherwise required hours with the previous approach or in some case could not be solved. Moreover, they also give a more accurate prediction of the memory usage, thus giving better guarantees against data loss.

Biography: Emmanuel Hebrard is a CNRS* researcher at the Laboratory for Analysis and Architecture of Systems; University of Toulouse. He has got a Ph.D. from University of New South Wales.

His research interests cover many aspects of combinatorial optimisation in general, and constraint programming in particular, such as the design of solvers and algorithms for constraint propagation, SAT and clause learning, or the complexity and tractable classes of constraint satisfaction problems. Recently, his research was applied in projects with the space industry (CNES and Airbus Defence and Space).

* CNRS - National Centre for Scientific Research (French)

Organizer: R. Rossi

Coordinator: R. Rossi

Tutorial on Vehicle Routing

Venue: Project Room 1.06, 50 George Square, Edinburgh EH8 9LH
Speaker: Gilbert Laporte
Date: Monday, 07 September 2015 at 08:30 - 17:30

This is part of the Workshop on vehicle routing on 7th and 8th September.

The operational management of fleets of vehicles in many application areas including the transportation of merchandise and the provision of public services such as waste collection is increasingly challenging with the rise of big data and smart online retailing systems amongst other things. Planners and schedulers of transportation routes for vehicles are often faced with many practical challenges including the combinatorial nature of routing and scheduling problems. Although significant progress has been made on the design of computationally efficient optimal methodologies and algorithms, it remains that the sizes of the problems to be solved in practice tend to favour the use of heuristics approaches and methods.

This World Class Workshop attempts to open the black box of exact and heuristic solution methods for both node and arc routing problems. The objective of this workshop is to enhance our understanding of why certain solution approaches and methods perform very well in some cases, but behave poorly in others. It should also initiate the discussion on future research directions by looking at a number of past and present-day problems. The workshop is primarily designed for researchers (e.g. PhD students, post-docs, and faculty members) in the fields of routing, scheduling and logistics.

This workshop is delivered by a renowned expert Professor Gilbert Laporte from the CIRRELT Research group, to present recent research on routing problems with applications in the area of transportation.

Contact: routing [at] business-school.ed.ac.uk

The Impact of Pricing Decisions in a Business-to-Business environment

Venue: Playfair Library, Old College, South Bridge EH8 9YL Edinburgh
Speaker: Christopher S. Tang
Date: Friday, 17 July 2015 at 14:00 - 15:30

Abstract: We examine the impact of pricing decisions in a B2B environment. Because the scope is broad and relevant literature is scant, we shall examine this issue in two specific setting. We first examine how discount pricing concessions can create the “bullwhip effect” in the MRO (maintenance, repair, and operations) industry and discuss how to mitigate the bullwhip effect. Then, we discuss how uncertain spot price market in the ocean freight industry has triggered customers to demand carriers to offer “price matching.” We examine the impact of price matching mechanism on the carrier.

Data Science for Massive (Dynamic) Networks

Venue: University of Strathclyde, Room: TBA
Speaker: Panos M. Pardalos
Date: Friday, 10 July 2015 at 14:00 - 15:00

Registration: Please email ashwin.arulselvan [at] strath.ac.uk. This is just before Euro 2015 at Strathclyde; so places may be limited.

Data science tools, such as data mining and optimization heuristics, have been used to analyze many large (and massive) data-sets that can be represented as a network. In these networks, certain attributes are associated with vertices and edges. This analysis often provides useful information about the internal structure of the data-sets they represent. We are going to discuss our work on several networks from telecommunications (call graph), financial networks (market graph), social networks, and neuroscience.

In addition, we are going to present recent results on critical element selection. In network analysis, the problem of detecting subsets of elements important to the connectivity of a network (i.e., critical elements) has become a fundamental task over the last few years. Identifying the nodes, arcs, paths, clusters, cliques, etc., that are responsible for network cohesion can be crucial for studying many fundamental properties of a network.

The Role of Virtual Customer Interaction in Product Innovation Success: Evidence from a Crowdfunding Platform

Venue: Lecture Theatre 3, 29 Buccleuch pl. EH8 9JS Edinburgh
Speaker: Bilal Gokpinar
Date: Friday, 22 May 2015 at 10:00 - 11:00

Abstract: Customer interaction has long been recognised by organisations as a way to elicit market needs during their efforts to innovate and develop more successful products. Following recent trends in Information Technology, virtual customer interaction is the rapidly emerging digitisation and democratisation of customer interaction. Its dramatic shifts in terms of interaction volume, frequency and costs, customer selection and community effects make it both an exciting opportunity as well as a difficult challenge for small and large organisations alike. Using a novel dataset of 21,028 new product development (NPD) projects from a crowdfunding platform, and employing an instrumental variable approach to strengthen causality, we demonstrate a significant positive effect of virtual customer interaction on NPD success. We then show that this effect is mediated by the extent to which customer feedback is incorporated into the innovation, highlighting an operational link between customer interaction and product innovation success. Lastly, we generalise previous research on customer selection and show that customers from diverse backgrounds particularly increase the likelihood of innovation success.

Biography: Dr Bilal Gokpinar is a Lecturer (Assistant Professor) in Management Science and Innovation at University College London (UCL). He received his PhD from Northwestern University, USA. Bilal’s main research interests are in new product development, innovation, operations and technology management. Specifically, he is interested in design, management and improvement of knowledge-based (white-collar) work processes, and operational and organisational challenges in knowledge-intensive business settings. His research has been published in leading management journals such as Management Science and Production and Operations Management. He teaches “Operations and Technology Management” and “Project Management” at UCL, and his industry experience includes working with General Motors R&D and Strategic Planning.

Visualising data: a statistician’s journey

Venue: LT908, Livingstone Tower, University of Strathclyde, G1 1XH
Speaker: Robert Grant
Date: Thursday, 23 April 2015 at 17:00 - 18:00

Summary: The last few years have seen an explosion of innovative data visualisations, particularly those that are interactive and delivered online. These have the potential to make our work have much greater impact but are a mystery to most statisticians. I will describe how I learned about these: how to design them and how to make them. I will reflect on the differences between the worlds of data and design, and present some current experiments in representing uncertainty in more intuitive ways for a lay audience.

Combinatorial Optimization for Workload Dispatching on the EURORA Supercomputer

Venue: Conference Room, Business School, 29 Buccleuch place, EH8 9JS, Edinburgh
Speaker: Michele Lombardi
Date: Friday, 20 March 2015 at 14:15 - 16:00

Abstract: In the era of Cloud Computing, Big Data, and Quantum Physics Simulations, data centers play a key role in the world ICT infrastructure. The need to match the ever-growing demand of computing services within a reasonable power envelope has pushed modern data centers to adopt techniques to limit their energy requirements, such as using heterogenous architectures, free cooling, or virtualization. While effective at mitigating the consumption, such techniques significantly increase the complexity of workload dispatching, giving a hard time to the existing scheduling systems. In this context, Combinatorial Optimization methods have the opportunity to be the enabling factor for the next generation of job dispatchers in data centers.

In this work, we focus on the problem of job dispatching on a real supercomputer (for High Performance Computing applications) having heterogeneous architecture, namely the EURORA system installed in the CINECA data center in Bologna. The problem consists in mapping and scheduling a stream of computation-intensive jobs with approximately known duration on the supercomputer resources. Currently, this is mostly done done via a rule-based system (Altair PBS) that incurs the risk of causing resource fragmentation (and hence underutilization) or large waiting times.

We are working on an alternative approaches based on Constraint Programming and Combinatorial Optimization in general. A series of prototypes has already been realized and deployed both in a simulated environment and on the real supercomputer. The approach is leading to significant improvements in terms of waiting times and comparable machine utilization when compared to the system currently installed in the data center.

Biography: Michele Lombardi is a an assistant professor (no tenure track) at University of Bologna. He is working on the integration of heterogeneous techniques for Combinatorial Optimization, and on hybrid off-line/on-line optimization. His expertise is on Constraint Programming, Integer Linear Programming and Machine Learning, with main applications on resource allocation and scheduling problems. Michele has a PhD in Electrical, Computer and Telecommunications Engineering, from University of Bologna. He received the AI*IA "Marco Cadoli" PhD award in 2010, and honorable mentions at the CP 2011 and ICAPS 2012 PhD awards.