<![CDATA[To Pull or Not To Pull: What is the Question?]]> 27279 The world of manufacturing management seems to affirm Newton's Third Law of Consultants: "For every expert, there is an equal and opposite expert." Within Lean Manufacturing circles, this is especially true. Even the basic definition of push and pull has been confused. This talk provides a short history of Lean Manufacturing, and separates the myth from the science to determine the true reasons for the successes (and the failures) of Lean Manufacturing. The audience, armed with this knowledge, will be able to apply these basic principles to create a "lean" production system that might or might not look like that of Toyota but will be uniquely suited for his or her particular plant.

]]> Barbara Christopher 1 1286538145 2010-10-08 11:42:25 1475891584 2016-10-08 01:53:04 0 0 event 2003-01-09T11:00:00-05:00 2003-01-09T00:00:00-05:00 2003-01-09T00:00:00-05:00 2003-01-09 16:00:00 2003-01-09 05:00:00 2003-01-09 05:00:00 2003-01-09T11:00:00-05:00 2003-01-09T00:00:00-05:00 America/New_York America/New_York datetime 2003-01-09 11:00:00 2003-01-09 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE Faculty Meeting]]> 27279 Space Planning and 10-15 minutes on the Undergraduate Program

]]> Barbara Christopher 1 1286538140 2010-10-08 11:42:20 1475891579 2016-10-08 01:52:59 0 0 event 2003-04-15T12:00:00-04:00 2003-04-15T01:00:00-04:00 2003-04-15T01:00:00-04:00 2003-04-15 16:00:00 2003-04-15 05:00:00 2003-04-15 05:00:00 2003-04-15T12:00:00-04:00 2003-04-15T01:00:00-04:00 America/New_York America/New_York datetime 2003-04-15 12:00:00 2003-04-15 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE Spring Fiesta]]> 27279 Our Spring Fiesta is scheduled in the courtyard for Friday, April 18th. Please join faculty, staff, and students for a Mexican celebration and lunch courtesy of Norberto Sanchez (ME

]]> Barbara Christopher 1 1286538139 2010-10-08 11:42:19 1475891579 2016-10-08 01:52:59 0 0 event 2003-04-18T12:30:00-04:00 2003-04-18T01:00:00-04:00 2003-04-18T01:00:00-04:00 2003-04-18 16:30:00 2003-04-18 05:00:00 2003-04-18 05:00:00 2003-04-18T12:30:00-04:00 2003-04-18T01:00:00-04:00 America/New_York America/New_York datetime 2003-04-18 12:30:00 2003-04-18 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - Local Search for Scheduling: Theory and Practice]]> 27279 In this talk, we review some of the more important contributions to local search for scheduling problems that have appeared during the past few years. These contributions may be noteworthy either because of their theoretical interest, or because a local search algorithm performs competitively in computational tests.

The theoretical discussion covers the performance of descent algorithms in terms of worst-case analysis and the time complexity of searching for a local optimum. Also, we discuss some methods that allow neighborhoods of exponential size to be searched in polynomial time.

The last part of the talk focuses on some of the more recent types of local search methods. Specifically, the potential for ant colony optimization, variable neighborhood search, multi-level local search, and other methods to produce competitive local search algorithms for scheduling problems is discussed.

]]> Barbara Christopher 1 1286538142 2010-10-08 11:42:22 1475891579 2016-10-08 01:52:59 0 0 event 2003-04-22T12:00:00-04:00 2003-04-22T01:00:00-04:00 2003-04-22T01:00:00-04:00 2003-04-22 16:00:00 2003-04-22 05:00:00 2003-04-22 05:00:00 2003-04-22T12:00:00-04:00 2003-04-22T01:00:00-04:00 America/New_York America/New_York datetime 2003-04-22 12:00:00 2003-04-22 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - From model to an optimization based investment system]]> 27279 To implement an optimization based investment system for a derivative
portfolio several components are necessary. We will take a look at the components that was used to implement OptRet. Topics that we will cover are choice of objective function, optimization model, modeling language, solver, interface and preliminary results. A brief overview of the interior point solver and its properties will be given. We will discuss two versions of a new modeling language. The earlier version
has syntax similar to AMPL, with extensions to stochastic programming, and the later version will be a general open source modeling language with similar flexibility as AMPL.

]]> Barbara Christopher 1 1286538139 2010-10-08 11:42:19 1475891579 2016-10-08 01:52:59 0 0 event 2003-04-24T12:00:00-04:00 2003-04-24T01:00:00-04:00 2003-04-24T01:00:00-04:00 2003-04-24 16:00:00 2003-04-24 05:00:00 2003-04-24 05:00:00 2003-04-24T12:00:00-04:00 2003-04-24T01:00:00-04:00 America/New_York America/New_York datetime 2003-04-24 12:00:00 2003-04-24 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[2003 John H. Barrett Memorial Lectures]]> 27279 Faculty and Students,

Each year, the ISyE/Math Center for Applied Probability at
Georgia Tech hosts a two-day Southeast Probability Days Conference.

This year, our neighbors from the University of Tennessee have invited us to combine our conference with their probability conference under the title of Barrett Memorial Lectures. See the details below. We encourage you to attend.
----------------------------------

Dear Colleague:

We are organizing the "John H. Barrett Memorial Lectures" that will be held at the University of Tennessee in April 25 - 26, 2003. The tradition of these Lectures began in 1970 to honor our distinguished scientist John H. Barrett. The Lectures have been given annually since 1972 by a succession of distinguished speakers in various areas of research interest of our mathematics faculty.
This year probability has been chosen as the area for the Lectures Series.
"Random walks, Levy processes, and related topics" will be the general theme.
Jean Bertoin (Paris VI) and Greg Lawler (Cornell Univ.) are the principal speakers of the Series; each will deliver three one-hour talks.

We have also planned to have five additional half-hour lectures in the realm of the theme mentioned above. The details of the academic program and other related activities are included in conference website:

http://www.math.utk.edu/Barrett/

We invite you to participate in the Lecture Series. We have applied for some funds to partially support those participants who do not have other means of support. Should the funds become available, preference will be given to young researchers and graduate students. Should you accept this invitation, please fill the electronic registration form included in the conference website by March 24, 2003. If you know any graduate students who you think may benefit by participating in this meeting, please encourage them to apply.

We have reserved a block of rooms for the participants in Days Inn and Hilton Hotel which will be held until April 1. As you may know, April is a beautiful time to visit Knoxville and the near by Great Smoky Mountains. Many activities are taking place here at this time. We therefore urge you please make your own reservations as soon as possible. Hotel's addresses and telephone numbers are provided on the conference website.

Further inquires regarding the scientific program can be obtained from the organizers listed below and, regarding the support and accommodation, from Ms. Alice Gregory gregory@math.utk.edu

Sincerely,

Jan Rosinski
(for the Organizing Committee)

]]> Barbara Christopher 1 1286538140 2010-10-08 11:42:20 1475891579 2016-10-08 01:52:59 0 0 event 2003-04-25T09:00:00-04:00 2003-04-25T01:00:00-04:00 2003-04-25T01:00:00-04:00 2003-04-25 13:00:00 2003-04-25 05:00:00 2003-04-25 05:00:00 2003-04-25T09:00:00-04:00 2003-04-25T01:00:00-04:00 America/New_York America/New_York datetime 2003-04-25 09:00:00 2003-04-25 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[A Unified Analysis For A Class Of Long-Step Primal-Dual Path-Following Interior-Point Algorithms For Semidefinite Programming]]> 27279 Our first talk will be this next Wednesday, 15 January. Prof. Renato Monteiro will be presenting a talk on "A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming.

]]> Barbara Christopher 1 1286538143 2010-10-08 11:42:23 1475891579 2016-10-08 01:52:59 0 0 event 2003-01-15T10:00:00-05:00 2003-01-15T00:00:00-05:00 2003-01-15T00:00:00-05:00 2003-01-15 15:00:00 2003-01-15 05:00:00 2003-01-15 05:00:00 2003-01-15T10:00:00-05:00 2003-01-15T00:00:00-05:00 America/New_York America/New_York datetime 2003-01-15 10:00:00 2003-01-15 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - An Overview of the Hedge Fund Industry]]> 27279 Hedge funds have attracted lots of interest recently by investors,
the press and regulators, in that order. We introduce and define hedge funds, dispel some commonly held misconceptions, explain why they have outperformed especially in a difficult market environment, discuss their characteristics and strategies, present an overview of the hedge fund industry today, and introduce funds of hedge funds. We will focus on roles and strategies that are particularly geared to individuals with engineering
backgrounds.

Speaker:
Dr. Jason Papastavrou
Funds of Hedge Fund Strategies
Banc of America Capital Management
40 West 57th Street (33rd Floor)
New York, NY 10019

Dr. Papastavrou is responsible for portfolio management of all Fund of Hedge Funds products. Prior to joining BACAP in 2001, he was a portfolio manager for Deutsche Asset Management from 1999 to 2001. Prior to that he worked for a private investor and was a professor at Purdue University from 1990 to 1999. Dr. Papastavrou has been a member of the investment community since 1997. Dr. Papastavrou earned a Ph.D. and master's degree in electrical engineering and a bachelor's degree in mathematics all from the Massachusetts Institute of Technology. He is a member of The Institute for Operations Research and Management Science and The Institute of Electrical and Electronic Engineers.

]]> Barbara Christopher 1 1286538139 2010-10-08 11:42:19 1475891579 2016-10-08 01:52:59 0 0 event 2003-05-01T12:00:00-04:00 2003-05-01T01:00:00-04:00 2003-05-01T01:00:00-04:00 2003-05-01 16:00:00 2003-05-01 05:00:00 2003-05-01 05:00:00 2003-05-01T12:00:00-04:00 2003-05-01T01:00:00-04:00 America/New_York America/New_York datetime 2003-05-01 12:00:00 2003-05-01 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[IIE Meeting - Interview Skills and Resumes]]> 27279 "Come hear Kimberly-Clark talk about "Interview Skills and Resumes" this Thursday, January 23, 11:00-12:00 in Room 205 of the IC. Two representatives from Kimberly-Clark will be presenting on this topic; this is a good way to get your foot in the door and maybe even submit a resume to one of the most prestigious IE companies. Free food too!!!"

]]> Barbara Christopher 1 1286538142 2010-10-08 11:42:22 1475891579 2016-10-08 01:52:59 0 0 event 2003-01-23T11:00:00-05:00 2003-01-23T00:00:00-05:00 2003-01-23T00:00:00-05:00 2003-01-23 16:00:00 2003-01-23 05:00:00 2003-01-23 05:00:00 2003-01-23T11:00:00-05:00 2003-01-23T00:00:00-05:00 America/New_York America/New_York datetime 2003-01-23 11:00:00 2003-01-23 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Ph.D. Defense - Alan R. Chappell :: Teaching Operational Expertise to Trained Novices: The Case-Based Intelligent Tutoring System]]> 27279 Complex domains, or complex-dynamic systems, permeate daily life. Moreover, they are often safety-critical. In these systems, practitioners are both professional and expert in their roles. Historically, change in complex systems was slow. Both system and operational knowledge were embedded in the organization. On-the-job training, with one generation of operations personnel training the next, was common. Today, and for the foreseeable future, rapid change is a nearly ubiquitous characteristic of complex-dynamic systems. Widespread use of digital technology greatly increases the rate at which systems change and the complexity of systems. Changes in the work environment, however, can degrade even the most skilled practitioners expertise. Whether change is due to the addition of a new system feature, introduction of a modified procedure, replacement of a familiar system interface, or rotation of personnel to a similar system, change can create gaps or misunderstandings in practitioner knowledge. Moreover, such gaps or misunderstanding can significantly affect performance. Under such circumstances, these practitioners, although highly skilled, can sometimes be thought of as trained novices.

To maintain expertise in the face of rapid change, ongoing training of expert personnel is a necessity. It is difficult, however, with current training methods, e.g., classroom training, to ensure that practitioners keep abreast of new knowledge and procedures. Training expense and logistics are major obstacles.

The goals of this research are to address the growing training demands of maintaining practitioner expertise by using computer-based training that merges ITS and case-based teaching. A further goal is to implement this new approach in such a way that facilitates the ease and decreases the cost of incorporating new cases as training needs evolve. To address these goals, this research proposes a theory and architecture for case-based computer-implemented training, Case-Based Intelligent Tutoring System (CBITS). CBITS builds upon the experience and research in both ITS and case-based teaching. The ITS provides a control structure for monitoring the individual student and addressing their individual needs. Within that structure, cases provide a method of teaching, using memorable experiences to create focused instruction. Cases also allow tutor content to evolve as the operational environment evolves.

Implementations of CBITS are relevant in a range of domains in which practitioners interact with a technological and evolving system. Examples include airline pilots and maintenance, electronic manufacturing, and telecommunications. Currently, CBITS is implemented in proof-of-concept for MD-11 pilots, teaching a newly licensed capability of the aircraft. This capability introduces a new technique that improves safety but is unfamiliar to experienced pilots. An evaluation of the system with active airline pilots showed the system and training to be highly effective.

Committee
----------------------------------------------------------------------
Prof. Christine M. Mitchell (Advisor)
Prof. T. Govindaraj
Prof. Dave Goldsman
Prof. William B. Rouse
Dr. Everett A. Palmer, III (NASA Ames Research Center)

]]> Barbara Christopher 1 1286538139 2010-10-08 11:42:19 1475891579 2016-10-08 01:52:59 0 0 event 2003-05-07T14:30:00-04:00 2003-05-07T01:00:00-04:00 2003-05-07T01:00:00-04:00 2003-05-07 18:30:00 2003-05-07 05:00:00 2003-05-07 05:00:00 2003-05-07T14:30:00-04:00 2003-05-07T01:00:00-04:00 America/New_York America/New_York datetime 2003-05-07 02:30:00 2003-05-07 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Finding Interpretable Structures in High Dimensional Data with the COSSO]]> 27279 The COSSO is a new technique for discovering interpretable structures and for estimation in high dimensional data. It is based on the functional ANOVA approach, which decomposes a high dimensional function into main effects and interactions of different orders, thus gives interpretable structures and intuitive measures of the relative importance of different input variables. The COSSO fits functional ANOVA by a method of regularization with the penalty functional being the sum of component norms, instead of the squared norm employed in the traditional methods. We show that the COSSO selects variables and estimates ANOVA components simultaneously, and enjoys good theoretical properties in both aspects. It provides a unified framework for several recent proposals for variable selection and estimation in linear models and functional ANOVA in statistical and machine learning literature. The COSSO algorithm is fully automatic, and is suitable for data mining applications. We compare the COSSO with the MARS, a popular data mining tool which also builds functional ANOVA, in simulations and real examples. The COSSO gives very competitive performances both in terms of prediction accuracy and variable selection.

]]> Barbara Christopher 1 1286538143 2010-10-08 11:42:23 1475891579 2016-10-08 01:52:59 0 0 event 2003-01-23T11:00:00-05:00 2003-01-23T00:00:00-05:00 2003-01-23T00:00:00-05:00 2003-01-23 16:00:00 2003-01-23 05:00:00 2003-01-23 05:00:00 2003-01-23T11:00:00-05:00 2003-01-23T00:00:00-05:00 America/New_York America/New_York datetime 2003-01-23 11:00:00 2003-01-23 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES – Optimal Design Problems in Production Systems Modeled by Fork/Join Queueing Networks]]> 27279 In this talk, we introduce some basic optimal design problems in production systems presenting some numerical examples and future research topics.

1) Buffer space allocation problem for assembly/disassembly production systems;
2) Kanban and initial inventory allocation problem for extended kanban control systems;
3) Service capacity allocation problem for assembly/disassembly production systems;
4) Release time determination problem for tandem line production systems;

All production systems considered here are modeled by Fork/Join type queueing network systems with blocking, and the performance measures to be optimized are manufacturing efficiencies such as throughput, lead time and work-in-process.

In general, in order to optimize queueing network systems with blocking, we have to resolve two difficult tasks: one is to evaluate the values of the performance measures, and the other is to search the optimal design parameters. For the first task (calculating values of performance measures), we could devise approximate Markov analysis or run simulations. Here, we put focus on the simulation-based approaches. Having an approximation scheme for calculating the performance measure established, we could use conventional optimization methods to optimize it. We apply total enumeration or meta-heuristics such as Genetic Algorithm for discrete optimal design problems, and non-linear optimization methods for continuous problems. In particular, the service capacity allocation problem is formulated as a Second Order Cone Programming problem (SOCP), which can be solved effectively. While, the release time determination problem results in a global minimization of difference piecewise linear convex functions which seems to be difficult to solve.

]]> Barbara Christopher 1 1286538139 2010-10-08 11:42:19 1475891579 2016-10-08 01:52:59 0 0 event 2003-05-14T12:00:00-04:00 2003-05-14T01:00:00-04:00 2003-05-14T01:00:00-04:00 2003-05-14 16:00:00 2003-05-14 05:00:00 2003-05-14 05:00:00 2003-05-14T12:00:00-04:00 2003-05-14T01:00:00-04:00 America/New_York America/New_York datetime 2003-05-14 12:00:00 2003-05-14 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Two Hypotheses about Hierarchies]]> 27279 The aggregation of lower-level units into higher-level wholes seems to be correlated, in evolution, with two effects: 1) The loss of internal structure or complexity in the lower-level units; and 2) the emergence of complexity at an intermediate level. In effect, structural complexity is transferred from a lower level to a higher one. Thus, for example, cells in multicellular organisms seem to have fewer parts than free-living cells (protists), but multicellular organisms have intermediate-level parts, i.e., tissues and organs. At a higher level, the individuals in animal colonies seem to have fewer parts than their more solitary relatives, but individuals in colonies often collaborate to perform functions, again producing intermediate-level parts. These patterns have had little empirical support, so far, because operationalizing the key variable i.e., parts has been difficult. In this talk, I show how operationalization was achieved in a recent effort to document a part of the pattern, specifically the loss of parts in cell. Finally, this transfer of complexity across levels may be explained by a simple and fairly general logic, based on natural selection. If the explanation is right, the possibility arises that the pattern may be widespread, occurring in non-biological systems subject to similar constraints.

]]> Barbara Christopher 1 1286538142 2010-10-08 11:42:22 1475891579 2016-10-08 01:52:59 0 0 event 2003-01-28T13:00:00-05:00 2003-01-28T00:00:00-05:00 2003-01-28T00:00:00-05:00 2003-01-28 18:00:00 2003-01-28 05:00:00 2003-01-28 05:00:00 2003-01-28T13:00:00-05:00 2003-01-28T00:00:00-05:00 America/New_York America/New_York datetime 2003-01-28 01:00:00 2003-01-28 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Algorithmic Problems in Physical Design]]> 27279 Physical Design is one of the fundamental task which has to be solved to build a microprocessor. It consists of two major problems: Placement and Routing. In this talk, we will motivate and define the placement and routing problem as they occur on state of the art designs. We will describe their connections to several algorithmic problems and sketch some solution methods.

Andre Rohe from Sun Microsytems will give a talk on the algorithmic problems arising in the physical design of microprocssors. Andre has his PhD from the Institute for Discrete Mathematics in Bonn, Germany, and he is now part of the processor design team at Sun Microsystems in Sunnyvale, CA.

]]> Barbara Christopher 1 1286538138 2010-10-08 11:42:18 1475891579 2016-10-08 01:52:59 0 0 event 2003-05-16T12:00:00-04:00 2003-05-16T01:00:00-04:00 2003-05-16T01:00:00-04:00 2003-05-16 16:00:00 2003-05-16 05:00:00 2003-05-16 05:00:00 2003-05-16T12:00:00-04:00 2003-05-16T01:00:00-04:00 America/New_York America/New_York datetime 2003-05-16 12:00:00 2003-05-16 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE Seminar Series - Long Range Dependency and Subexponential Tail Distributions]]> 27279 Long range dependence and heavy tail distribution have been reported in a number of studies of Internet and Web traffic during the last decade. It is widely believed that Web traffic exhibits heavy tail distributions and is one of the major causes of long range dependence observed in the Internet traffic. In this talk, we re-examine these issues and provide some new insights. In particular, we show that such heavy tail distributions are not the most appropriate for characterizing traffic of many Web servers. Instead, lighter but subexponential tail distributions are frequently observed which can not cause long range dependence, yet coexist with the long range dependence in the observation.

We then analyze the asymptotic tail distribution of stationary waiting times and stationary virtual waiting times in a single server queue with long-range dependent arrival process and subexponential service times. We investigate the joint impact of the long range dependency of the arrival process and of the tail distribution of the service times. We consider two traffic models that have been widely used to characterize the long-range dependence structure, namely, the fractional Gaussian noise (FGN) model and the M/G/infty input model. We show that the asymptotic tail distribution of the waiting time is dominated by either the arrival process or the service times, depending on how large is the Hurst parameter of the
arrival process compared to the service time distribution.

This is joint work with Cathy Xia at IBM Research.

]]> Barbara Christopher 1 1286538142 2010-10-08 11:42:22 1475891579 2016-10-08 01:52:59 0 0 event 2003-02-06T11:00:00-05:00 2003-02-06T00:00:00-05:00 2003-02-06T00:00:00-05:00 2003-02-06 16:00:00 2003-02-06 05:00:00 2003-02-06 05:00:00 2003-02-06T11:00:00-05:00 2003-02-06T00:00:00-05:00 America/New_York America/New_York datetime 2003-02-06 11:00:00 2003-02-06 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Georgia Tech Alumni Reception]]> 27279 You are cordially invited to attend a Georgia Tech Alumni Reception held in conjunction with the Annual IIE Conference in Portland Oregon.

Venue: Rock Bottom Restaurant & Brewery (503) 796-2739
210 SW Morrison
Portland, OR 97204-3109

About 5 blocks west of the conference hotel. RSVP not required. Just show up and catch up.

]]> Barbara Christopher 1 1286538138 2010-10-08 11:42:18 1475891579 2016-10-08 01:52:59 0 0 event 2003-05-19T18:30:00-04:00 2003-05-19T01:00:00-04:00 2003-05-19T01:00:00-04:00 2003-05-19 22:30:00 2003-05-19 05:00:00 2003-05-19 05:00:00 2003-05-19T18:30:00-04:00 2003-05-19T01:00:00-04:00 America/New_York America/New_York datetime 2003-05-19 06:30:00 2003-05-19 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Natural Systems Seminar - Swarm Intelligence]]> 27279 The computer age's centralized mindset has successfully produced machines that have changed our lives. A central unit processes and dispatches information, while a memory stores it. Simple and powerful. But today's computer isn't the only possible tool for computing. Machines can process information in other ways. One way is "swarm intelligence." Forget centralization and control. Forget programming. Forget the concept of a big, omniscient computer. Think of a hive, or an anthill. Social insect colonies aren't centrally controlled; they're composed of thousands or even millions of insects with limited cognitive repertoires. Individually, one insect can't do much, but collectively, social insects can achieve great things-build a nest, forage for food, take care of the brood, allocate labor, and so on. The collective intelligence of social insects, swarm intelligence, offers a powerful new model for computing. At a time when the world grows so complex that no single human being can understand it, when information, and not the lack of it, threatens our lives, when users can no longer master bloated software, swarm intelligence offers an alternative way of designing computing systems. In swarms, autonomy, emergence, and distributed functioning replace control, preprogramming, and centralization. Applications to manufacturing scheduling, supply chain optimization, routing and others will be presented.

Eric Bonabeau is the chief scientist at Icosystem Corporation, a Cambridge, MA-based "idea incubator" that uses complexity science to invent new technologies. Prior to his current position, Dr. Bonabeau was the CEO of Eurobios, a joint venture with Cap Gemini Ernst & Young applying the science of complex adaptive systems to business issues. He has been a research engineer with France Telecom R&D, an R&D engineer with Cadence Design Systems, and the Interval Research Fellow at the Santa Fe Institute. He is the author of more than one hundred science articles and three books (Intelligence Collective, Hermhs, 1994; Swarm Intelligence in Natural and Artificial Systems, Oxford University Press, 1999; and Self-Organization in Biological Systems, Princeton University Press, 2001). Dr. Bonabeau is also co-editor-in-chief of Advances in Complex Systems and a member of the editorial and scientific committees of more than twenty-five international journals and conferences. He graduated from Ecole Polytechnique, France, holds a telecommunications engineering degree from Telecom Paris, a post-graduate degree in applied mathematics and a PhD in theoretical physics both from Paris X University.

]]> Barbara Christopher 1 1286538142 2010-10-08 11:42:22 1475891579 2016-10-08 01:52:59 0 0 event 2003-02-11T15:15:00-05:00 2003-02-11T00:00:00-05:00 2003-02-11T00:00:00-05:00 2003-02-11 20:15:00 2003-02-11 05:00:00 2003-02-11 05:00:00 2003-02-11T15:15:00-05:00 2003-02-11T00:00:00-05:00 America/New_York America/New_York datetime 2003-02-11 03:15:00 2003-02-11 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[INFORMS :: Student Seminar]]> 27279 Friends,

Your student INFORMS chapter is pleased to announce its first seminar of the summer.

Mr. Glenn Bailey of Delta Airlines will be discussing "Organization, Engagement Aspects, and Current Types of Projects
in Operations Research at Delta Airlines"

Pizza and drinks will be provided. We hope all of you can come!

]]> Barbara Christopher 1 1286538137 2010-10-08 11:42:17 1475891579 2016-10-08 01:52:59 0 0 event 2003-05-22T12:30:00-04:00 2003-05-22T01:00:00-04:00 2003-05-22T01:00:00-04:00 2003-05-22 16:30:00 2003-05-22 05:00:00 2003-05-22 05:00:00 2003-05-22T12:30:00-04:00 2003-05-22T01:00:00-04:00 America/New_York America/New_York datetime 2003-05-22 12:30:00 2003-05-22 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - PERIODIC-REVIEW INVENTORY SYSTEMS UNDER SUPPLY CAPACITY CONTRACT]]> 27279 Motivated by the practice of transportation contracts in the modern era, we study periodic-review inventory control models with ordering cost c(x)=cx +K 1[x>R], i.e. the ordering is cx if the ordering quantity is below its quota R, and K+cx if the ordering quantity is over its quota, where K is a setup cost for working out additional contract terms such as additional truck and processing fees, etc. This ordering cost function is neither convex nor concave, and the classical periodic-review inventory model with setup cost is a special case with R=0. We show that the optimal policy is a refined (s,S) policy. We apply this result to a production control problem under energy crisis where the supplier provides an incentive for the manufacturer to not exceed a certain quota.

]]> Barbara Christopher 1 1286538143 2010-10-08 11:42:23 1475891579 2016-10-08 01:52:59 0 0 event 2003-02-13T11:00:00-05:00 2003-02-13T00:00:00-05:00 2003-02-13T00:00:00-05:00 2003-02-13 16:00:00 2003-02-13 05:00:00 2003-02-13 05:00:00 2003-02-13T11:00:00-05:00 2003-02-13T00:00:00-05:00 America/New_York America/New_York datetime 2003-02-13 11:00:00 2003-02-13 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Dissertation Defense :: Uniform and Precision Pricing for a Service Facility]]> 27279 We consider a service facility modeled as a queueing system with either a finite or an infinite capacity waiting area. The decision-maker sets the price a customer must pay for service. Arriving customers enter the system if they are willing to pay the set price and if there is space available in the waiting room. We analyze two different pricing policies: uniform pricing and precision pricing. Under uniform pricing, all customers are charged the same price. Under precision pricing, the decision-maker charges different prices to different customer types. Under certain conditions, we determine optimal prices and analyze their relationships with system parameters and customers' willingness-to-pay.

]]> Barbara Christopher 1 1286538137 2010-10-08 11:42:17 1475891579 2016-10-08 01:52:59 0 0 event 2003-06-10T10:30:00-04:00 2003-06-10T01:00:00-04:00 2003-06-10T01:00:00-04:00 2003-06-10 14:30:00 2003-06-10 05:00:00 2003-06-10 05:00:00 2003-06-10T10:30:00-04:00 2003-06-10T01:00:00-04:00 America/New_York America/New_York datetime 2003-06-10 10:30:00 2003-06-10 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Statistical Analysis of A Telephone Call Center:A Queueing Science Perspective]]> 27279 A call center is a service network in which agents provide telephone-based services. Customers that seek such services may be delayed in tele-queues, which are invisible to them.

The talk summarizes an analysis of a unique record of call center operations. The data comprise a complete operational history of a small banking call center, call by call, over a full year. Taking the perspective of queueing theory, we decompose the service process into three fundamental components: arrivals, waiting times, and service durations. Each component involves different basic mathematical structures and requires a different style of statistical analysis. Some of the key results will be sketched, along with descriptions of the varied techniques required.

In conclusion we survey how the characteristics deduced from the statistical analyses form the building blocks for theoretically interesting and practically useful mathematical models for call center operations.

This reports on joint work with Larry Brown, Linda Zhao and Noah Gans from Wharton, and Avishai Mandelbaum, Anat Sakov and Sergey Zeltyn from Technion (Israel).

]]> Barbara Christopher 1 1286538142 2010-10-08 11:42:22 1475891579 2016-10-08 01:52:59 0 0 event 2003-02-17T11:00:00-05:00 2003-02-17T00:00:00-05:00 2003-02-17T00:00:00-05:00 2003-02-17 16:00:00 2003-02-17 05:00:00 2003-02-17 05:00:00 2003-02-17T11:00:00-05:00 2003-02-17T00:00:00-05:00 America/New_York America/New_York datetime 2003-02-17 11:00:00 2003-02-17 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Thesis Defense :: Behavior of Fork-Join Networks, and Effect of Variability in Service Systems]]> 27279 This thesis consists of two parts. The first part is a study of a stochastic fork-join processing network in which each job upon arrival splits into m tasks, which are simultaneously assigned to m processing stations. When all of its m tasks are finished, the job is completed and exits the system. Such fork-join processing is common in computer/telecommunication systems, manufacturing, and supply chains. The main concerns are the time to complete a job (the response time), and the queue lengths at the stations, when the network is in equilibrium. We solve the thirty-year old problem of obtaining closed-form approximations for the probability distributions of response times and queues in fork-join networks. Statistical tests, based on simulations of the network, justify that our distributions are precise approximations of the actual distributions. We consider several types of fork-join networks including an assembly/inventory system and a multi-stage fork-join system.

The second part of this thesis is a study of a

]]> Barbara Christopher 1 1286538137 2010-10-08 11:42:17 1475891579 2016-10-08 01:52:59 0 0 event 2003-06-26T15:00:00-04:00 2003-06-26T01:00:00-04:00 2003-06-26T01:00:00-04:00 2003-06-26 19:00:00 2003-06-26 05:00:00 2003-06-26 05:00:00 2003-06-26T15:00:00-04:00 2003-06-26T01:00:00-04:00 America/New_York America/New_York datetime 2003-06-26 03:00:00 2003-06-26 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Faculty Meeting]]> 27279 Space Committee Presentation and EMIL Update

]]> Barbara Christopher 1 1286538142 2010-10-08 11:42:22 1475891579 2016-10-08 01:52:59 0 0 event 2003-02-18T11:00:00-05:00 2003-02-18T00:00:00-05:00 2003-02-18T00:00:00-05:00 2003-02-18 16:00:00 2003-02-18 05:00:00 2003-02-18 05:00:00 2003-02-18T11:00:00-05:00 2003-02-18T00:00:00-05:00 America/New_York America/New_York datetime 2003-02-18 11:00:00 2003-02-18 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Dissertation Presentation :: Supply Chain Design for New Products]]> 27279 We study the strategic design of a supply chain for new products. Planning a supply chain for a new product involves addressing both demand and cost uncertainty and changing market decisions. We develop a mathematical programming model that incorporates uncertainty and risk associated with new products. Our model generalizes several definitions of robust supply chains into one model. In addition, we present a case study to address the design of a supply chain for a new product for a Fortune 200 company.

]]> Barbara Christopher 1 1286538137 2010-10-08 11:42:17 1475891579 2016-10-08 01:52:59 0 0 event 2003-06-30T11:00:00-04:00 2003-06-30T01:00:00-04:00 2003-06-30T01:00:00-04:00 2003-06-30 15:00:00 2003-06-30 05:00:00 2003-06-30 05:00:00 2003-06-30T11:00:00-04:00 2003-06-30T01:00:00-04:00 America/New_York America/New_York datetime 2003-06-30 11:00:00 2003-06-30 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[IIE Company Presentation]]> 27279 Barbara Christopher 1 1286538141 2010-10-08 11:42:21 1475891579 2016-10-08 01:52:59 0 0 event 2003-02-20T11:00:00-05:00 2003-02-20T00:00:00-05:00 2003-02-20T00:00:00-05:00 2003-02-20 16:00:00 2003-02-20 05:00:00 2003-02-20 05:00:00 2003-02-20T11:00:00-05:00 2003-02-20T00:00:00-05:00 America/New_York America/New_York datetime 2003-02-20 11:00:00 2003-02-20 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Dissertation Presentation :: Integrating Approaches to Efficiency and Productivity Measurement]]> 27279 Data envelopment analysis (DEA) is a system-based approach to performance assessment that considers multiple inputs and outputs simultaneously. In spite the strength and a history of 25 years of theoretical foundation, most practitioners still utilize the output-input ratio (partial productivity) for assessment. The major hurdle in making this switch is the required paradigm shift - theoretical understanding of DEA requires economics and mathematical programming background, and the results are less intuitive than traditional partial productivity measures. To fuse the two approaches and simplify their joint use for practitioners, the relationship between efficiency scores provided by DEA, which corresponds to the economic concept of technical efficiency (TE), and conventional partial efficiency (PE) must be explained. Potential information loss in both methods are compared and contrasted.

The main objective of this dissertation is to accomplish the fusion by answering the question "What is the relationship between the efficiency scores provided by DEA and the partial productivity metrics?" We first connect TE and PE assuming a priori costs/prices information. We show PE is a special case of bilateral comparison of the performance of two organizations. Integrating the early works, the bilateral comparison, thus, can be further decomposed into detail comparisons based on eleven metrics. We also build the connection between TE and PE directly. We show that both PE and TE can be computed using similar LP formulation. Therefore, a sequence of LP models, which starts from TE and ends at PE, collectively, forms a bridge between PE and TE. This bridge has several "spans", each corresponding to a particular effect. Therefore, a particular PE can be decomposed into seven multiplicative factors including TE. This theoretical linkage provides aids for output-input ratio benchmarking performance gap analysis and leads to some practical guidelines for selecting a PE to approximate system-based efficiency when DEA is not a possible solution. In the end, we present a warehouse benchmarking study.

]]> Barbara Christopher 1 1286538137 2010-10-08 11:42:17 1475891579 2016-10-08 01:52:59 0 0 event 2003-06-30T12:00:00-04:00 2003-06-30T01:00:00-04:00 2003-06-30T01:00:00-04:00 2003-06-30 16:00:00 2003-06-30 05:00:00 2003-06-30 05:00:00 2003-06-30T12:00:00-04:00 2003-06-30T01:00:00-04:00 America/New_York America/New_York datetime 2003-06-30 12:00:00 2003-06-30 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[The Monkey with a Typewriter]]> 27279 There is an old adage that says, if you give a monkey a typewriter and let it type long enough, it will eventually produce the Encyclopedia Britannica. Well, we've got a pretty smart monkey (your basic industrial engineer), and a really fast typewriter (a multi-gigahertz PC). This seminar is about how we can use analysis, and the concept of randomization to solve real combinatoric problems. We review a number industrial of problems, and their real solutions. A key issue is to keep the technology low enough that fundamental analysis of the problem (and good coding skills) will be sufficient for success.

======================================================================================================

Please plan to attend what promises to be an interesting, perhaps even provocative talk.

Professor Hodgson is an IE faculty member and former department head at NC State, retired sky-diver, and recent inductee to the National Academy of Engineering.

]]> Barbara Christopher 1 1286538142 2010-10-08 11:42:22 1475891579 2016-10-08 01:52:59 0 0 event 2003-02-20T11:00:00-05:00 2003-02-20T00:00:00-05:00 2003-02-20T00:00:00-05:00 2003-02-20 16:00:00 2003-02-20 05:00:00 2003-02-20 05:00:00 2003-02-20T11:00:00-05:00 2003-02-20T00:00:00-05:00 America/New_York America/New_York datetime 2003-02-20 11:00:00 2003-02-20 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Dissertation Presentation :: Batch Scheduling of Two-machine Flowshop: An Application in PCB Assembly]]> 27279 This research investigates the batch scheduling problem of two-machine limited-buffer flowshop with setup and removal times considered. Our problem arises in the electronic assembly industry. We consider a printed circuit board (PCB) assembly line that has two different placement machines. One of them places commonly used components, such as resistors and capacitors, at high speed. The other one is more flexible but at a lower speed. Large chips and other irregular components are placed on this machine. Two placement machines are connected by a high-speed synchronized conveyor, which is equivalent to a buffer with limited capacity. Sequence-independent setup and removal times are required for each batch being processed on a machine. Our objective is to find the sequence of jobs on the machines of the production line such that the overall completion time is minimized. In this dissertation, we present that, under the steady state condition, the batch scheduling problem can be converted to a special structured traveling salesman problem (TSP), which can be optimally solved in time. Then we develop two approximation algorithms, both of which provide lower bounds of the optimal solution. A branch and bound algorithm is developed to find an optimal solution for any general cases. Finally various numerical experiments show the effectiveness of our approaches.

]]> Barbara Christopher 1 1286538137 2010-10-08 11:42:17 1475891579 2016-10-08 01:52:59 0 0 event 2003-07-07T14:15:00-04:00 2003-07-07T01:00:00-04:00 2003-07-07T01:00:00-04:00 2003-07-07 18:15:00 2003-07-07 05:00:00 2003-07-07 05:00:00 2003-07-07T14:15:00-04:00 2003-07-07T01:00:00-04:00 America/New_York America/New_York datetime 2003-07-07 02:15:00 2003-07-07 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - A Mean-Field Model for Multiple TCP Connections through a Buffer Implementing RED]]> 27279 Active queue management schemes like RED (Random Early
Detection) have been suggested when multiple TCP sessions are multiplexed through a bottleneck buffer. The idea is to detect congestion before the buffer overflows and packets are lost. When the queue length reaches a certain threshold RED schemes drop/mark incoming packets with a probability that increases as the queue size increases. The objectives are an equitable distribution of packet loss, reduced delay and delay variation and improved network utilization. Here we model multiple connections maintained in the congestion avoidance
regime by the RED mechanism. The window sizes of each TCP session evolve like independent dynamical systems coupled by the queue length at the buffer. We introduce a mean-field approximation to one such RED system as the number of flows tends to infinity. The deterministic limiting system is described by a transport equation. The numerical solution of the limiting system is found to provide a good description of the evolution of the distribution of the window sizes, the average queue size, the average loss rate per connection and the total throughput.

He will be giving a follow-on seminar in the Probability Seminar Series:

Thursday Feb 20 at 3 PM in Room 269

Title: Mean-field convergence of distributed dynamical systems sharing a common resource

Abstract: Multiple TCP/IP connections multiplexed through a RED buffer are in fact dynamical systems which share a common resource - the buffer. We adapt the technique developed by Kurtz and Donnelly to prove mean-field convergence of the histogram of window sizes.

]]> Barbara Christopher 1 1286538142 2010-10-08 11:42:22 1475891579 2016-10-08 01:52:59 0 0 event 2003-02-20T11:00:00-05:00 2003-02-20T00:00:00-05:00 2003-02-20T00:00:00-05:00 2003-02-20 16:00:00 2003-02-20 05:00:00 2003-02-20 05:00:00 2003-02-20T11:00:00-05:00 2003-02-20T00:00:00-05:00 America/New_York America/New_York datetime 2003-02-20 11:00:00 2003-02-20 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Dissertation Defense :: A Polyhedral Study of Nonconvex Piecewise Linear Optimization]]> 27279 Piecewise linear functions are widely used to approximate nonlinear functions. However, when minimizing (maximizing) a piecewise linear function (plf), it is necessary to introduce nonlinearities in the model if the function is not convex (concave). Traditionally the nonlinearities are modelled by introducing auxiliary 0-1 variables and additional constraints that relate the continuous and 0-1 variables or by specialized branching in the scape of continuous variables. We enhance the latter approach through the use of strong inequalities valid for the convex hull of the feasible set in the space of continuous variables. In the thesis we first study the convex hull of single constraint relaxations with only positive coefficients. We then relax this assumption and extend the idea to general single constraint relaxations. We also extend the inequalities to the case where the plf is lower semi-continuous. For each case we report computational results that demonstrate that our approach is significantly better than the traditional approaches to these problems.

]]> Barbara Christopher 1 1286538137 2010-10-08 11:42:17 1475891579 2016-10-08 01:52:59 0 0 event 2003-08-08T14:00:00-04:00 2003-08-08T01:00:00-04:00 2003-08-08T01:00:00-04:00 2003-08-08 18:00:00 2003-08-08 05:00:00 2003-08-08 05:00:00 2003-08-08T14:00:00-04:00 2003-08-08T01:00:00-04:00 America/New_York America/New_York datetime 2003-08-08 02:00:00 2003-08-08 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Statistical Analysis of a Telephone Call Center: A Queueing Science Perspective]]> 27279 Barbara Christopher 1 1286538140 2010-10-08 11:42:20 1475891579 2016-10-08 01:52:59 0 0 event 2003-02-24T11:00:00-05:00 2003-02-24T00:00:00-05:00 2003-02-24T00:00:00-05:00 2003-02-24 16:00:00 2003-02-24 05:00:00 2003-02-24 05:00:00 2003-02-24T11:00:00-05:00 2003-02-24T00:00:00-05:00 America/New_York America/New_York datetime 2003-02-24 11:00:00 2003-02-24 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Dissertation Defense :: Measuring Facets of Polyhedra to Predict Usefulness in Branch-and-cut Algorithms]]> 27279 Integer programming (IP) can be used to model a variety of industrial problems. One of the most successful ways of solving IPs has been the use of branch-and-cut algorithms, which combine a branch-and-bound framework with the use of cutting planes. This dissertation considers measures of cutting planes with the aim of predicting and understanding their usefulness in branch-and-cut. Measures considered include the volume of the facet, the shooting experiment size of the facet, the best-case improvement that the facet provides, and the Chv'atal-Gomory rank of the facet.

]]> Barbara Christopher 1 1286538136 2010-10-08 11:42:16 1475891579 2016-10-08 01:52:59 0 0 event 2003-08-12T11:00:00-04:00 2003-08-12T01:00:00-04:00 2003-08-12T01:00:00-04:00 2003-08-12 15:00:00 2003-08-12 05:00:00 2003-08-12 05:00:00 2003-08-12T11:00:00-04:00 2003-08-12T01:00:00-04:00 America/New_York America/New_York datetime 2003-08-12 11:00:00 2003-08-12 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[IIE Presents: Tindall Corporation]]> 27279 Barbara Christopher 1 1286538140 2010-10-08 11:42:20 1475891579 2016-10-08 01:52:59 0 0 event 2003-02-27T11:00:00-05:00 2003-02-27T00:00:00-05:00 2003-02-27T00:00:00-05:00 2003-02-27 16:00:00 2003-02-27 05:00:00 2003-02-27 05:00:00 2003-02-27T11:00:00-05:00 2003-02-27T00:00:00-05:00 America/New_York America/New_York datetime 2003-02-27 11:00:00 2003-02-27 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE New Graduate Student Pizza Party]]> 27279 Come join us to welcome the new graduate students to ISyE!

]]> Barbara Christopher 1 1286538136 2010-10-08 11:42:16 1475891579 2016-10-08 01:52:59 0 0 event 2003-08-15T13:15:00-04:00 2003-08-15T01:00:00-04:00 2003-08-15T01:00:00-04:00 2003-08-15 17:15:00 2003-08-15 05:00:00 2003-08-15 05:00:00 2003-08-15T13:15:00-04:00 2003-08-15T01:00:00-04:00 America/New_York America/New_York datetime 2003-08-15 01:15:00 2003-08-15 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - Information Extraction: A Dimension Reduction Technique Based]]> 27279 Modern graphical tools have enhanced our ability to learn many
things from data directly, but the issue is what to plot with a
high-dimensional data set. Thus dimension reduction shows its
importance. Based on information theory, here we develop a model-free dimension reduction technique for extracting important information. Our method in general could be applied in any area relating to information extraction. It also can be viewed as inverse regression. It involves density estimation which can be estimated non-parametrically. And that is feasible with the help of fast computing techniques. We provide theoretical justification for connecting with central
subspace. Illustrative examples are presented.

]]> Barbara Christopher 1 1286538143 2010-10-08 11:42:23 1475891579 2016-10-08 01:52:59 0 0 event 2003-02-27T11:00:00-05:00 2003-02-27T00:00:00-05:00 2003-02-27T00:00:00-05:00 2003-02-27 16:00:00 2003-02-27 05:00:00 2003-02-27 05:00:00 2003-02-27T11:00:00-05:00 2003-02-27T00:00:00-05:00 America/New_York America/New_York datetime 2003-02-27 11:00:00 2003-02-27 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Simple methods for extremely large-scale convex problems]]> 27279 In Optimization, convex programs form a "solvable case" { under mild computability assumptions, a global minimum of a convex objective f(x) over a convex and bounded feasible set X

]]> Barbara Christopher 1 1286538136 2010-10-08 11:42:16 1475891579 2016-10-08 01:52:59 0 0 event 2003-09-03T16:00:00-04:00 2003-09-03T01:00:00-04:00 2003-09-03T01:00:00-04:00 2003-09-03 20:00:00 2003-09-03 05:00:00 2003-09-03 05:00:00 2003-09-03T16:00:00-04:00 2003-09-03T01:00:00-04:00 America/New_York America/New_York datetime 2003-09-03 04:00:00 2003-09-03 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - ASYMPTOTIC STOCHASTIC PROGRAMS]]> 27279 We consider a sequence of empirical stochastic programs with increasing sample size. By mimicking a method of LeCam, we rewrite the program in local coordinates and identify a limiting "asymptotic stochastic program". The objective of this limiting program is typically a sum of a regularly varying function and an indefinitely divisible stochastic process. In particular, the Gaussian shift process, the Wiener process and the Poisson
process are candidates for such asymptotic processes. Examples for these limiting situations are given and the limiting distribution of the minimum value and the minimizer are discussed. It turns out, that asymptotic normality appears only as an important, but special case, other types of limiting distributions appear in a natural way.

]]> Barbara Christopher 1 1286538141 2010-10-08 11:42:21 1475891579 2016-10-08 01:52:59 0 0 event 2003-03-03T11:00:00-05:00 2003-03-03T00:00:00-05:00 2003-03-03T00:00:00-05:00 2003-03-03 16:00:00 2003-03-03 05:00:00 2003-03-03 05:00:00 2003-03-03T11:00:00-05:00 2003-03-03T00:00:00-05:00 America/New_York America/New_York datetime 2003-03-03 11:00:00 2003-03-03 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Sample Average Approximation Methods for stochastic MINLP's]]> 27279 One approach to process design with uncertain parameters is to formulate a stochastic MINLP. When there are many uncertain parameters, the number of samples becomes unmanageably large and computing the solution to the MINLP can be difficult and very time consuming. In this talk, two new algorithms (the optimality gap method (OGM) and the confidence level method (CLM)) will be presented for solving convex stochastic MINLPs. At each iteration, the sample average approximation method is applied to the NLP sub-problem and MILP master problem. A smaller sample size problem is solved multiple times with different batches of i.i.d. samples to make decisions and a larger sample size problem (with continuous/discrete decision variables fixed) is solved to re-evaluate the objective values. In the first algorithm, the sample sizes are iteratively increased until the optimality gap intervals of the upper and lower bound are within a pre-specified tolerance. Instead of requiring a small optimality gap, the second algorithm uses tight bounds for comparing the objective values of NLP sub-problems and weak bounds for cutting off solutions in the MILP master problems, hence the confidence of finding the optimal discrete solution can be adjusted by the parameter used to tighten and weaken the bounds. The case studies show that the algorithms can significantly reduce the computational time required to find a solution with a given degree of confidence.

]]> Barbara Christopher 1 1286538136 2010-10-08 11:42:16 1475891579 2016-10-08 01:52:59 0 0 event 2003-09-12T12:00:00-04:00 2003-09-12T01:00:00-04:00 2003-09-12T01:00:00-04:00 2003-09-12 16:00:00 2003-09-12 05:00:00 2003-09-12 05:00:00 2003-09-12T12:00:00-04:00 2003-09-12T01:00:00-04:00 America/New_York America/New_York datetime 2003-09-12 12:00:00 2003-09-12 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES - SIMPLIFICATION OF RECOURSE MODELS BY MODIFICATION OF RECOURSE DATA]]> 27279 We consider modification of the recourse data, consisting of the second-stage parameters and the underlying distribution, as an approximation technique for solving two-stage recourse problems. This approach is applied to several specific classes of recourse problems; in each case, the resulting recourse problem is much easier to solve. Modification of recourse data is shown to be the common principle behind the approximations which were introduced in previous publications.

]]> Barbara Christopher 1 1286538141 2010-10-08 11:42:21 1475891579 2016-10-08 01:52:59 0 0 event 2003-03-04T11:00:00-05:00 2003-03-04T00:00:00-05:00 2003-03-04T00:00:00-05:00 2003-03-04 16:00:00 2003-03-04 05:00:00 2003-03-04 05:00:00 2003-03-04T11:00:00-05:00 2003-03-04T00:00:00-05:00 America/New_York America/New_York datetime 2003-03-04 11:00:00 2003-03-04 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE Welcome Back Picnic for Students, Faculty, and Staff]]> 27279 Please join us for our Welcome Back party. There will be hot dogs, hamburgers, chips, desert, ice tea, and lemonade. There will also be entertainment.

]]> Barbara Christopher 1 1286538136 2010-10-08 11:42:16 1475891579 2016-10-08 01:52:59 0 0 event 2003-09-19T12:30:00-04:00 2003-09-19T01:00:00-04:00 2003-09-19T01:00:00-04:00 2003-09-19 16:30:00 2003-09-19 05:00:00 2003-09-19 05:00:00 2003-09-19T12:30:00-04:00 2003-09-19T01:00:00-04:00 America/New_York America/New_York datetime 2003-09-19 12:30:00 2003-09-19 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Faculty Candidate Seminar: A Heuristic Method for Nearly Optimal Scheduling and Dispatching]]> 27279 This presentation describes a two-phase heuristic method for scheduling and dispatching production in a factory. In the first phase, the production flow is modeled as a multiclass fluid network. This fluid queueing model is a relaxation of the deterministic factory scheduling problem (in addition to being a limit of the stochastic queueing model) so it functions as an approximation of a discrete flexible job-shop with WIP and ongoing inputs. However, buffer levels are allowed to have non-integer values, equipment processing can be simultaneously shared between different products, and a single lot can begin processing at a downstream step before it completely finishes at the previous step. By solving a finite series of quadratic (or linear) programs, an optimal (or nearly optimal) control policy is found for this fluid relaxation problem (with a weighted holding cost objective). In the second phase, production in the discrete factory queueing network is scheduled ahead of time or dispatched in real time by minimizing the deviation of the production from the optimal fluid control policy. Starting assignments are set with a mixed-integer program, and special techniques are used for comprehending batching and for avoiding sequence-dependent set-ups.

]]> Barbara Christopher 1 1286538141 2010-10-08 11:42:21 1475891579 2016-10-08 01:52:59 0 0 event 2003-03-10T11:00:00-05:00 2003-03-10T00:00:00-05:00 2003-03-10T00:00:00-05:00 2003-03-10 16:00:00 2003-03-10 05:00:00 2003-03-10 05:00:00 2003-03-10T11:00:00-05:00 2003-03-10T00:00:00-05:00 America/New_York America/New_York datetime 2003-03-10 11:00:00 2003-03-10 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE Faculty Meeting]]> 27279 The faculty meeting will focus on a variety of issues and concerns emerging from the Faculty Retreat and subsequent Graduate Committee deliberations. Likely topics include the nature of Ph.D programs, research support for Ph.D. students, and the quality and desired numbers of Ph.D. students. This will be a good time for faculty members to bring up other related issues and concerns.

]]> Barbara Christopher 1 1286538140 2010-10-08 11:42:20 1475891579 2016-10-08 01:52:59 0 0 event 2003-03-18T11:00:00-05:00 2003-03-18T00:00:00-05:00 2003-03-18T00:00:00-05:00 2003-03-18 16:00:00 2003-03-18 05:00:00 2003-03-18 05:00:00 2003-03-18T11:00:00-05:00 2003-03-18T00:00:00-05:00 America/New_York America/New_York datetime 2003-03-18 11:00:00 2003-03-18 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[IIE Mid-Semester BASH]]> 27279 Want an opportunity to mingle with ISyE faculty? Interested in joining the Institute of Industrial Engineers (IIE)?

Want to learn more about what IE's do in their jobs?

A FREE lunch (Papa John's pizza) will be provided- first come first serve!

For more information on how you can be involved in your professional society, contact:

Melissa Krenzel
IIE President 02-03

]]> Barbara Christopher 1 1286538140 2010-10-08 11:42:20 1475891579 2016-10-08 01:52:59 0 0 event 2003-03-20T11:00:00-05:00 2003-03-20T00:00:00-05:00 2003-03-20T00:00:00-05:00 2003-03-20 16:00:00 2003-03-20 05:00:00 2003-03-20 05:00:00 2003-03-20T11:00:00-05:00 2003-03-20T00:00:00-05:00 America/New_York America/New_York datetime 2003-03-20 11:00:00 2003-03-20 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Faculty Candidate Seminar: Optimizing the Choice of Influenza Vaccines]]> 27279 The World Health Organization (WHO) is responsible for making annual
vaccine strains recommendation to countries around the globe. However,
various studies have found that the WHO vaccine selection strategy has
not been effective in some years. This motivates the search for a better
strategy for choosing vaccine strains. In this work, we use recent results
from theoretical immunology to formulate the vaccine selection problem as a
discrete-time stochastic dynamic program with a high-dimensional
continuous state space. We discuss the techniques that were developed
for solving this difficult dynamic program, and present an effective
heuristic policy. We also compare the performance and practicability of
the optimal policy, the WHO policy, and the heuristic policy.

]]> Barbara Christopher 1 1286538140 2010-10-08 11:42:20 1475891579 2016-10-08 01:52:59 0 0 event 2003-03-20T11:00:00-05:00 2003-03-20T00:00:00-05:00 2003-03-20T00:00:00-05:00 2003-03-20 16:00:00 2003-03-20 05:00:00 2003-03-20 05:00:00 2003-03-20T11:00:00-05:00 2003-03-20T00:00:00-05:00 America/New_York America/New_York datetime 2003-03-20 11:00:00 2003-03-20 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES - Reliability and Yield of Microelectronics Products]]> 27279 In this talk, we present an overview of yield, reliability and burn-in as practiced in the semiconductor manufacturing industry. Reliability and yield modeling can be used as a foundation in developing effective stress burn-in, which in turn can warranty high-quality for semiconductor products. Yield models are described and their advantages and disadvantages are
discussed. It is high reliability, not an efficient scheduling, that can enhance yield of microelectronics products. Stress burn-in and issues related to burn-in, such as optimization and statistical data analysis are
introduced in this talk. Because low yield will likely be a biggest issue in nano manufacturing, this talk will also help deal with reliability enhance strategies for design and manufacturing of nano products.

]]> Barbara Christopher 1 1286538141 2010-10-08 11:42:21 1475891579 2016-10-08 01:52:59 0 0 event 2003-03-20T14:00:00-05:00 2003-03-20T00:00:00-05:00 2003-03-20T00:00:00-05:00 2003-03-20 19:00:00 2003-03-20 05:00:00 2003-03-20 05:00:00 2003-03-20T14:00:00-05:00 2003-03-20T00:00:00-05:00 America/New_York America/New_York datetime 2003-03-20 02:00:00 2003-03-20 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Thirteenth Annual ISyE Alumni Assembly]]> 27279 Join us for the Thirteenth Annual ISyE Alumni Assembly. Lunch will be served prior to the program. This year's agenda includes the State of the School Address by School Chair Dr. Bill Rouse. The presentation will review long-range goals, the development plan, and the strategic initiatives of ISyE. In addition, Associate Professor Dr. Faiz Al-Khayyal will present ISyE's Engineering Projects In Community Service (EPICS) program. Learn how undergraduate engineering students are designing, building, and deploying systems to solve engineering-based problems for non-profit community and educational organizations. Lastly, we will welcome this year

]]> Barbara Christopher 1 1286538136 2010-10-08 11:42:16 1475891579 2016-10-08 01:52:59 0 0 event 2003-10-02T13:00:00-04:00 2003-10-02T01:00:00-04:00 2003-10-02T01:00:00-04:00 2003-10-02 17:00:00 2003-10-02 05:00:00 2003-10-02 05:00:00 2003-10-02T13:00:00-04:00 2003-10-02T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-02 01:00:00 2003-10-02 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[GT QCF Series :: Pricing and Hedging in Energy markets]]> 27279 The presentation addresses the peculiar circumstances in the energy markets and the relevant modeling strategies. I will stress the differences in modeling approaches between financial and energy markets. The presentation is not an overview of specific energy structures or of specific models. The presentation attempts to show how the availability of liquid underlying risks drives pricing and modeling choices. Among others, I will address the following issues:

- What is risk management? Integration of real options and proprietary trading.
- Scarcity of data and need for robust modeling
- The proper use of forward-looking and historical information
- The proper use of price and non-price information
- Models as tools vs. models as "the truth": model what you can, and not what you want
- Real options and tradable risks
- Hedging of real options: static and dynamic decomposition in terms of tradables.
- Correlation and dependence modeling
- Physical assets: interaction of dispatch, hedging and valuation

Short Bio:
Krzysztof Wolyniec is the Director of Research at Mirant Corporation. He is responsible for modeling power and fuel markets as well as developing hedging and trading strategies around physical power and fuel assets. He holds graduate degrees in Physics and Operations Research from the University of Gdansk and the University of Rochester.

]]> Barbara Christopher 1 1286538139 2010-10-08 11:42:19 1475891579 2016-10-08 01:52:59 0 0 event 2003-03-21T14:00:00-05:00 2003-03-21T00:00:00-05:00 2003-03-21T00:00:00-05:00 2003-03-21 19:00:00 2003-03-21 05:00:00 2003-03-21 05:00:00 2003-03-21T14:00:00-05:00 2003-03-21T00:00:00-05:00 America/New_York America/New_York datetime 2003-03-21 02:00:00 2003-03-21 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[SAA : Successful Alumni Speaker]]> 27279 Come hear about Mr. Rudolph's success secrets!

Reserve a space at the URL below.

]]> Barbara Christopher 1 1286538139 2010-10-08 11:42:19 1475891579 2016-10-08 01:52:59 0 0 event 2003-03-24T19:00:00-05:00 2003-03-24T00:00:00-05:00 2003-03-24T00:00:00-05:00 2003-03-25 00:00:00 2003-03-24 05:00:00 2003-03-24 05:00:00 2003-03-24T19:00:00-05:00 2003-03-24T00:00:00-05:00 America/New_York America/New_York datetime 2003-03-24 07:00:00 2003-03-24 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - On optimal control of queueing systems with heterogeneous]]> 27279 The theory of controllable queueing systems is used in many applications, including control of admission, servicing, routing and scheduling of jobs in queues and networks of queues. As a theoretical base it uses the theory of Markov, semi-Markov, and semi-regenerative decision processes. For real construction of optimal policies it is usually used some numerical methods that is based on Howard's iteration algorithm or on mathematical programming tools. But because of the high dimensionality of the problem an investigation of some qualitative properties of optimal policies, such as their monotonity, is also interesting.

The special problem of optimal jobs allocation to heterogeneous servers also arises in many applications including recequensing of queues. The problem of optimal jobs allocation to two heterogeneous servers with respect to the long ran average mean number of jobs in the system minimization was considered in [1], where it was shown that in this case an optimal policy has a threshold property and consists in using the fastest server if necessary. For the multi-server system these properties of optimal policies were generalized in [2].

For such a system engaged by additional cost structure those type of results are unavailable. In the talk some results of numerical analysis of such a system with and without additional cost structure will be given. This gives also the possibility to investigate the qualitative properties of optimal policies and their behavior when parameters are varied. For some numerical examples we calculate appropriate threshold levels for different values of system parameters.

References

1. W. Lin, P.R. Kumar. Optimal control of a queueing system with two heterogeneous servers. IEEE Trans. on Autom. Control, 29 (1984), pp. 696-703.
2. V.V. Rykov. Monotone Control of Queueing Systems with Heterogeneous Servers. QUESTA, 37 (2001), 391-403.

]]> Barbara Christopher 1 1286538141 2010-10-08 11:42:21 1475891579 2016-10-08 01:52:59 0 0 event 2003-04-01T11:00:00-05:00 2003-04-01T00:00:00-05:00 2003-04-01T00:00:00-05:00 2003-04-01 16:00:00 2003-04-01 05:00:00 2003-04-01 05:00:00 2003-04-01T11:00:00-05:00 2003-04-01T00:00:00-05:00 America/New_York America/New_York datetime 2003-04-01 11:00:00 2003-04-01 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Georgia Tech QCF Seminar Series - Risk Adjusted Valuation Methodology]]> 27279 Abstract: Many companies face both hedgeable and non-hedgeable risks. We outline some key elements for a methodolgy to obtain a risk adjusted value and use it to help in making project decisions. We also discuss a related issue of economic capital. The rating's agencies have been discussing ways of estimating economic capital for company's with merchant trading businesses. They have also discussed how they might use this information to impact their estimates of corporate debt.

Dr. Sogomonian will be chatting with MS QCF students after the seminar from 3pm to 4pm.

Speaker Bio:

Dr. Aram Sogomonian is Vice President, Risk Management for Constellation Power Source, the Trading and Marketing business of Constellation Energy Group. His responsibilities include taking a lead role in the risk management activities for the Trading and Marketing business and working with the CRO to design an Enterprise Wide risk organization. Prior to Constellation, Aram held a variety of management positions at Pacificorp, Edison International and Enron. Dr. Sogomonian has a Ph.D in Management Science from the Anderson Graduate School of Management at UCLA, a master of science degree in Operations Research and bachelor of arts degrees in Applied Mathematics and Economics from the University of California at Berkeley.

Host: Prof. Shijie Deng

]]> Barbara Christopher 1 1286538140 2010-10-08 11:42:20 1475891579 2016-10-08 01:52:59 0 0 event 2003-04-04T14:00:00-05:00 2003-04-04T00:00:00-05:00 2003-04-04T00:00:00-05:00 2003-04-04 19:00:00 2003-04-04 05:00:00 2003-04-04 05:00:00 2003-04-04T14:00:00-05:00 2003-04-04T00:00:00-05:00 America/New_York America/New_York datetime 2003-04-04 02:00:00 2003-04-04 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - Inference for an ROC curve]]> 27279 For measuring the accuracy of a continuous diagnostic test, the receiver operating characteristic (ROC) curve is often used. Recently kernel smoothing estimator with two bandwidths for the ROC curve was showed to be better than empirical estimator. In this paper we propose another type of kernel
smoothing estimators which involves only one bandwidth and does not have boundary effect. Moreover, empirical likelihood based confidence interval is obtained.

]]> Barbara Christopher 1 1286538143 2010-10-08 11:42:23 1475891579 2016-10-08 01:52:59 0 0 event 2003-04-10T12:00:00-04:00 2003-04-10T01:00:00-04:00 2003-04-10T01:00:00-04:00 2003-04-10 16:00:00 2003-04-10 05:00:00 2003-04-10 05:00:00 2003-04-10T12:00:00-04:00 2003-04-10T01:00:00-04:00 America/New_York America/New_York datetime 2003-04-10 12:00:00 2003-04-10 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Strong Formulations of Robust Mixed 0-1 Programming]]> 27279 Robust optimization is a paradigm for finding solutions to an
optimization problem when the data of the problem is not fixed,
but belongs to a well-defined uncertainty set. In this scheme,
one typically aims for a solution that minimizes (or maximizes)
an objective function against all possible realizations of the
data. From a complexity point of view a desirable property of
robust optimization models is that if the nominal problem (the
one with fixed data) is solvable in polynomial time, then so is
the robust counterpart. Nemirovski et al. have introduced several
robust convex optimization models for which this property holds.

Recently Bertsimas and Sim gave an MIP model for robust discrete
optimization. They showed that when uncertainty is in the objective coefficients, if a nominal 0-1 problem is solvable in polynomial time, so is the robust counterpart. However, the given robust model has typically very weak LP bound, which makes it difficult to solve in general.

In this talk we will describe alternative models for robust 0-1
programming. In particular, we will give three models, all of
which have the strongest possible LP relaxation independent of
the nominal 0-1 problem. In addition, we will show that there
is an LP formulation for a robust 0-1 problem, polynomial in the
size of the LP formulation of the nominal 0-1 problem. We will
give extensions to robust mixed 0-1 programming and conclude
with preliminary computational experience.

]]> Barbara Christopher 1 1286538136 2010-10-08 11:42:16 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-15T17:00:00-04:00 2003-10-15T01:00:00-04:00 2003-10-15T01:00:00-04:00 2003-10-15 21:00:00 2003-10-15 05:00:00 2003-10-15 05:00:00 2003-10-15T17:00:00-04:00 2003-10-15T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-15 05:00:00 2003-10-15 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Thesis Defense :: On the Inverse Shortest Path Length Problem]]> 27279 The Inverse Shortest Path Length Problem (ISPL) is to find the vector of cost coefficients to satisfy given shortest path length constraints in a network. Given a graph and target shortest path length for some oriin and destination pairs, we want a cost vector such that the shortest path length for each given pair will be equal to its target.

The objective of this dissertation is to explore the complexity, algorithms and applications of the Inverse Shortest Path Length Problem (ISPL). Prior researchers showed that ISPL is NP-complete. We explore the complexity of ISPL for special cases. We also introduce some heuristic algorithms and analyze their worst case performance. We test the algorithms on a set of randomly-generated instances, and observe that te results are usually within 3% of optimality. Finally, we present an application of ISPL to telecommunications bandwidth pricing, and test our heuristics on real-world data.

]]> Barbara Christopher 1 1286538133 2010-10-08 11:42:13 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-16T12:00:00-04:00 2003-10-16T01:00:00-04:00 2003-10-16T01:00:00-04:00 2003-10-16 16:00:00 2003-10-16 05:00:00 2003-10-16 05:00:00 2003-10-16T12:00:00-04:00 2003-10-16T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-16 12:00:00 2003-10-16 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Asymptotic Tail Distribution of End-to-End Delay in Networks of Queues with Self-Similar Cross Traffic]]> 27279 We consider the steady state distribution of the end-to-end delay of a tagged flow in queueing networks where the queues have self-similar cross traffic. We assume that such cross traffic at each queue, say queue i, is modeled by fractional Brownian Motion (FBM) with Hurst parameter Hi (1/2 <= Hi < 1), and is independent of other queues.The arrival process of the tagged flow is renewal. The virtual service time of the tagged flow is self similar due to the cross traffic. Two types of queueing networks are considered.

We show that the end-to-end delay of the tagged flow in a tandem queueing network, and more generally in a tree network, is completely dominated by one of the queues. The dominant queue is the one with the maximal Hurst parameter. If several queues have the same maximal Hurst parameter, then we have to compare the ratio 1/s * (1- r)^H to determine the dominant queue, where r is the load of the queue.

In the case that the tagged flow is controlled through a window based congestion control mechanism, the end-to-end delay is still asymptotically Weibullian with the same shape parameter. We provide upper and lower bounds on the constant that determines the scale parameter of the corresponding Weibull distribution.

This is joint work with Marc LeLarge and Zhen Liu.

]]> Barbara Christopher 1 1286538135 2010-10-08 11:42:15 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-16T12:00:00-04:00 2003-10-16T01:00:00-04:00 2003-10-16T01:00:00-04:00 2003-10-16 16:00:00 2003-10-16 05:00:00 2003-10-16 05:00:00 2003-10-16T12:00:00-04:00 2003-10-16T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-16 12:00:00 2003-10-16 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[An Overview of OR Activities at IBM Research]]> 27279 The goal of this seminar is to familiarize the audience with activities involving operations research at IBM Research. I will provide an overview of areas of research, including optimization, applied mathematics, and stochastic modeling. I will also describe some of the projects in which we are involved and discuss the difficulties that are faced when trying to use OR in practice.

Biography:

Samer Takriti manages the Stochastic Analysis group in the Mathematical Sciences Department of IBM Research. Before joining IBM in 1996, Dr. Takriti worked on developing stochastic models for the unit commitment problem -- a large-scale mixed-integer program that arises when scheduling the generating units of an electric utility. He continued working on this subject while at IBM Research. Dr. Takriti left IBM in 1999 to become Director of Research at Enron Corporation in Houston. During his stay at Enron, he was responsible for providing mathematical and technical support for Enron Broadband Services. He also worked on a variety of problems related to electric power and water resources. Samer returned to IBM in 2000 where he continued working on issues related to deregulated power markets, such as contract evaluation and resource scheduling. He manages a group investigating the use of statistical methods, queueing theory, and stochastic optimization in the areas of pricing, workforce scheduling, manufacturing, and customer targeting. Dr. Takriti holds a Ph.D. degree in Industrial and Operations Engineering from the University of Michigan.

]]> Barbara Christopher 1 1286538134 2010-10-08 11:42:14 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-16T15:00:00-04:00 2003-10-16T01:00:00-04:00 2003-10-16T01:00:00-04:00 2003-10-16 19:00:00 2003-10-16 05:00:00 2003-10-16 05:00:00 2003-10-16T15:00:00-04:00 2003-10-16T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-16 03:00:00 2003-10-16 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Applied Stats Seminar :: New Tools to Facilitate Engineering Design Optimization]]> 27279 The basic Engineering Design Optimization (EDO) problem involves the selection of process control variable settings that produce the best process performance. Since many engineers use computationally intensive computer models to evaluate performance, their inability to efficiently evaluate a large number of design alternatives becomes a key roadblock to completing a design optimization study. The Robust Engineering Design problem is an extension of the basic EDO problem. Here, the engineer wishes to select control variable settings that minimize the impact of input variation on process performance. In addition to a need for efficient estimates of performance variation, the engineer also needs estimates of input variation. This talk will survey a collection of tools that address the issues described above and thereby enable a variety of EDO studies that were previously impractical.

Kurt Palmer is an Assistant Professor in the Daniel J. Epstein Department of Industrial and Systems Engineering at the University of Southern California. His research focus is on data collection planning and empirical model building methods. He is currently developing methods intended to improve the efficiency of engineering design studies conducted on design simulators. Prior to joining the faculty at USC, Dr. Palmer was employed for six years as a Manufacturing Engineer at the Eastman Kodak Company; and for four years, he was the Owner of Quality Management Consulting in Rochester, NY. His Ph.D. in Industrial and Systems Engineering is from the Georgia Institute of Technology.

]]> Barbara Christopher 1 1286538134 2010-10-08 11:42:14 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-17T15:00:00-04:00 2003-10-17T01:00:00-04:00 2003-10-17T01:00:00-04:00 2003-10-17 19:00:00 2003-10-17 05:00:00 2003-10-17 05:00:00 2003-10-17T15:00:00-04:00 2003-10-17T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-17 03:00:00 2003-10-17 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[A Superlinearly Convergent Interior-point Method for Mathematical Programs with Equilibrium Constraints]]> 27279 We propose a new interior-point method for Mathematical Programs
with Equilibrium Constraints (MPECs). The approach makes use of a sequence of relaxed MPECs parameterized by a relaxation parameter vector and only performs
one log-barrier Newton step for each relaxed MPEC. Unlike previous approaches, the barrier and relaxation parameters are updated in such a way that the strict
interior of the relaxed MPEC remains nonempty even in the limit. We analyze the
convergence properties of the proposed algorithm.

]]> Barbara Christopher 1 1286538135 2010-10-08 11:42:15 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-22T12:00:00-04:00 2003-10-22T01:00:00-04:00 2003-10-22T01:00:00-04:00 2003-10-22 16:00:00 2003-10-22 05:00:00 2003-10-22 05:00:00 2003-10-22T12:00:00-04:00 2003-10-22T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-22 12:00:00 2003-10-22 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Explicit Computations of Universal Barrier Functions]]> 27279 We describe a general idea of path-following algorithms for solving
optimization problems. The concept of the universal barrier function (u.b.f) is introduced.
The key result of Yu. Nesterov and A.Nemirovsky allowing to obtain excellent complexity estimates is explained. Finally, we describe new results related to computations of u.b. fs for a very broad class of cones generated by Chebyshev systems. Connections with classical work of M. Krein , A. Nudelman and I. Schoenberg are explained. New results allow one to substantially extend the
domain of applicability of modern interior-point algorithms.

]]> Barbara Christopher 1 1286538136 2010-10-08 11:42:16 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-23T12:00:00-04:00 2003-10-23T01:00:00-04:00 2003-10-23T01:00:00-04:00 2003-10-23 16:00:00 2003-10-23 05:00:00 2003-10-23 05:00:00 2003-10-23T12:00:00-04:00 2003-10-23T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-23 12:00:00 2003-10-23 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Thesis Defense :: Optimization of Dynamic Robust Design Experiment and Modeling Approach for Degradation Testing]]> 27279 In volume 1, optimization method for dynamic robust design experiment is illustrated. The response model (RM) approach allows greater flexibility to investigate the factor effects for the dynamic robust design problem. This article generalizes Tsui's

]]> Barbara Christopher 1 1286538133 2010-10-08 11:42:13 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-23T14:00:00-04:00 2003-10-23T01:00:00-04:00 2003-10-23T01:00:00-04:00 2003-10-23 18:00:00 2003-10-23 05:00:00 2003-10-23 05:00:00 2003-10-23T14:00:00-04:00 2003-10-23T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-23 02:00:00 2003-10-23 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Quadratically Convergent Adaptive Self-Regular Predictor-Corrector Interior Point Algorithms]]> 27279 First we review the basic concepts of self-regular proximity based Interior Point Method that allowed a complexity improvement of large-update, large-scale interior point methods. Some intriguing properties of a specific self-regular proximity function are discussed and we will show that the neighborhood used in our predictor-corrector algorithm contains the infinity norm neighborhood that is used in all practical implementations of IPMs.

Then a new adaptive self-regular predictor-corrector algorithm is presented where the corrector step is defined by our self-regular proximity and the predictor step is either a self-regular or an affine-scaling step. Polynomial worst case complexity [O(sqrt(n) log(n) L) in the best case] and asymptotic quadratic convergence rate is established.

]]> Barbara Christopher 1 1286538133 2010-10-08 11:42:13 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-23T15:00:00-04:00 2003-10-23T01:00:00-04:00 2003-10-23T01:00:00-04:00 2003-10-23 19:00:00 2003-10-23 05:00:00 2003-10-23 05:00:00 2003-10-23T15:00:00-04:00 2003-10-23T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-23 03:00:00 2003-10-23 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[INTEGRATED INPUT-OUTPUT ANALYSIS FOR NATURAL RESOURCES-ENERGY-ECONOMY-ENVIRONMENT]]> 27279 We present an integrated input-output analysis for the inter-relationship among natural resource, energy, economy and environment in this talk. By applying the linkage analysis of nature resource-economy-environment (Lei, 1997) and the theory of marginal opportunity cost (MOC) (Pearce, 1989), we first design a theoretical Integrated Input-output Table, in which we explicitly consider the energy factor, based on our Integrated Input-output Accounting Framework of Natural Resources-Economy-Environment. We then formulate the corresponding Input-output models. Finally, as an application, we provide a case study on scenario forecasting and analysis for Chinese energy-resources-economy-environment (1992-2020), which aims to investigate the conditions and inter-relationship of energy, resource, economy and environment in terms of suitability and sustainability for economic growth, in light of Chinese Input-output Table (value), Chinese
Statistics Year Book, Chinese Energy Balance and so on.

]]> Barbara Christopher 1 1286538134 2010-10-08 11:42:14 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-23T15:00:00-04:00 2003-10-23T01:00:00-04:00 2003-10-23T01:00:00-04:00 2003-10-23 19:00:00 2003-10-23 05:00:00 2003-10-23 05:00:00 2003-10-23T15:00:00-04:00 2003-10-23T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-23 03:00:00 2003-10-23 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Robust Electrical Network Topology Design by Conic Optimization]]> 27279 After a brief introduction to the field of Conic Optimization we
present an interesting application to the (robust) resistor network
topology design (RNTD) problem, where the goal is to design an electrical network containing resistors only such that the dissipation is minimal, given the
external current values at the nodes of the network and assuming that the conductance values satisfy some normalizing constraint.

We present a linear model for the single-current case and
semidefinite models for the multi-current and the robust RNTD
problem. All models are illustrated by examples. It is also shown that by using duality the size of some of these models can be reduced significantly.

]]> Barbara Christopher 1 1286538134 2010-10-08 11:42:14 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-24T12:00:00-04:00 2003-10-24T01:00:00-04:00 2003-10-24T01:00:00-04:00 2003-10-24 16:00:00 2003-10-24 05:00:00 2003-10-24 05:00:00 2003-10-24T12:00:00-04:00 2003-10-24T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-24 12:00:00 2003-10-24 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[First Annual ISyE PhD Tailgate Party]]> 27279 Greetings ISyE Faculty, Staff, and fellow Ph.D. Students:

It is my pleasure to formally invite you to our First Annual ISyE Ph.D. Tailgate Party! This event will take place prior to the Georgia Tech/Maryland football game on Thursday, October 23, from 3:30 - 6:30 P.M. on the lawn behind the Instructional Center.

The purpose of this event is to begin developing a sense of community among the students, faculty, and staff within the ISyE Ph.D. program. Food will be served, but ALCOHOL WILL BE PROHIBITED. There will be games and activities to promote interaction among everyone. There is no charge for ISyE faculty, staff, and Ph.D. students; however, anyone who would like to bring family members or close friends can do so for a charge of $2.00 per person.

If you would like to attend, please RSVP with the following information no later than Friday, October 17:

Name:
Characterization (i.e. Faculty, Staff, or Student):
Area of Concentration (e.g. Optimization, Stochastics, EDA): Number of Years in the Program:
Nationality:
Advisor's Name (if Student):
Students' Names (if Faculty):

Number of Guests:
Guest(s) Names:
Relation to you:

Please keep in mind that the purpose of this event is to promote community within the ISyE Ph.D. program, so we are asking that you restrict your guests to people closest to you (i.e. spouses, children, fiancee's, etc.)

Although going to the football game is not a prerequisite for attending this event, we would like to get block seating for all of the Ph.D. students who are also planning to attend the Maryland game. If you would like to be a part of this group, please obtain your football coupon from the ticket office as soon as possible and give them to me by the RSVP deadline of Friday, October 17. My office is Room 310 in the old Management Building. If the door is locked, please write your name and email address on the back of your ticket and slide it under the door.

In addition to this, anyone who would like to help plan games and activities should email David Huang at dhuang@isye.gatech.edu or Jennifer Chung at gt8838b@prism.gatech.edu by Friday, October 17.

We are also seeking volunteers to help with food preparation. If you are willing to help, please contact Jim Luedtke at jluedtke@isye.gatech.edu.

We would like to maintain a strong sense of diversity as we continue the planning process, so please do not hesitate to lend a helping hand, regardless of background or experience.

Thank you very much, and I look forward to seeing you at the tailgate party!

]]> Barbara Christopher 1 1286538133 2010-10-08 11:42:13 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-24T16:00:00-04:00 2003-10-24T01:00:00-04:00 2003-10-24T01:00:00-04:00 2003-10-24 20:00:00 2003-10-24 05:00:00 2003-10-24 05:00:00 2003-10-24T16:00:00-04:00 2003-10-24T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-24 04:00:00 2003-10-24 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE Faculty Meeting]]> 27279 Subject: Budget Now & Near

]]> Barbara Christopher 1 1286538134 2010-10-08 11:42:14 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-28T11:00:00-05:00 2003-10-28T00:00:00-05:00 2003-10-28T00:00:00-05:00 2003-10-28 16:00:00 2003-10-28 05:00:00 2003-10-28 05:00:00 2003-10-28T11:00:00-05:00 2003-10-28T00:00:00-05:00 America/New_York America/New_York datetime 2003-10-28 11:00:00 2003-10-28 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Dissertation Defense: Patterns of Freight Flow and Design of a Less-than-Truckload Distribution Network]]> 27279 A less-than-truckload (LTL) carrier typically delivers shipments less than 10,000 pounds (classified as LTL shipment). The size of the shipment in LTL networks provides ample opportunities for consolidation. LTL carriers have focused on hub-and-spoke based consolidation to realize economies of scale. Generally, hub-and-spoke systems work as follows: the shipment is picked up from the shipper and brought to an origin terminal, which is the entry point into the hub-and-spoke system. From the terminal, the freight is sent to the first hub, where it is sorted and consolidated with other shipments, and then sent on to a second hub. It is finally sent from the second hub to the destination terminal, which is the exit point of the hub-and-spoke system.

However, the flow of shipments is often more complicated in practice. In an attempt to reduce sorting costs, load planners sometimes take this hub-and-spoke infrastructure and modify it considerably to maximize their truck utilization while satisfying service constraints. Decisions made by a load planner may have a cascading effect on load building throughout the network. As a result, decentralized load planning may result in expensive global solutions.

Academic as well as industrial researchers have adapted a hierarchical approach to design the hub-and-spoke networks: generate the hub-and-spoke network, route shipments within this hub-and-spoke network (generate a load plan) and finally, balance the empty trailers.

We present mathematical models and heuristics for each of the steps involved in the design of the hub-and-spoke network. The heuristics are implemented in a user-friendly graphical tool that can help understand patterns of freight-flow and provide insights into the design of the hub-and-spoke network. We also implemented the load planning sub-problem in a parallel computation environment to achieve significant speed-ups.
Because of the quick solution times, the tool lays the foundation to address pressing further research questions such as deciding location and number of hubs.

We have used data provided by Roadway Parcel Services, Inc., now FedEx Ground, as a case-study for the heuristics. Our solutions rival the existing industry solutions which have been a product of expensive commercial software and knowledge acquired by the network designers in the industry.

]]> Barbara Christopher 1 1286538133 2010-10-08 11:42:13 1475891575 2016-10-08 01:52:55 0 0 event 2003-11-05T09:00:00-05:00 2003-11-05T00:00:00-05:00 2003-11-05T00:00:00-05:00 2003-11-05 14:00:00 2003-11-05 05:00:00 2003-11-05 05:00:00 2003-11-05T09:00:00-05:00 2003-11-05T00:00:00-05:00 America/New_York America/New_York datetime 2003-11-05 09:00:00 2003-11-05 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Hedging Synthetic Collaterallized Debt Obligations]]> 27279 Synthetic Collaterallized Debt Obligations (CDOs) have enjoyed very rapid growth in the credit derivatives market. However, the valuation of such multi-credit instruments remains very challenging. In this talk, we focus
on the issue of hedging such instruments and discuss how to bridge "traditional" credit valuation with "modern" credit valuation. Some practical issues around computing accurate hedge ratios are also discussed.

]]> Barbara Christopher 1 1286538134 2010-10-08 11:42:14 1475891575 2016-10-08 01:52:55 0 0 event 2003-11-07T11:00:00-05:00 2003-11-07T00:00:00-05:00 2003-11-07T00:00:00-05:00 2003-11-07 16:00:00 2003-11-07 05:00:00 2003-11-07 05:00:00 2003-11-07T11:00:00-05:00 2003-11-07T00:00:00-05:00 America/New_York America/New_York datetime 2003-11-07 11:00:00 2003-11-07 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Question selection and resolvability for imprecise multi-attribute alternative selection]]> 27279 A facilitator asks a decision maker questions and obtains responses in order to help the decision maker to select a most powerful alternative. The facilitator must decide what question to ask next and when to terminate the question-response process. We model this problem as a Markov decision process. Conditions are presented that guarantee a finite representation of the cost function and hence the potential computability of an optimal policy for question selection. We also present results helpful in determining when further questioning is unlikely to be useful.

]]> Barbara Christopher 1 1286538133 2010-10-08 11:42:13 1475891575 2016-10-08 01:52:55 0 0 event 2003-11-07T14:00:00-05:00 2003-11-07T00:00:00-05:00 2003-11-07T00:00:00-05:00 2003-11-07 19:00:00 2003-11-07 05:00:00 2003-11-07 05:00:00 2003-11-07T14:00:00-05:00 2003-11-07T00:00:00-05:00 America/New_York America/New_York datetime 2003-11-07 02:00:00 2003-11-07 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Tennenbaum Lecture :: Contemporary Issues in U.S. Macroeconomic Policy]]> 27279 Robert J. Barro is Robert C. Waggoner Professor of Economics at Harvard University, a senior fellow of the Hoover Institution of Stanford University, a columnist for Business Week, and a frequent contributor to The Wall Street Journal. He has written extensively on macroeconomic topics. Recent research has focused on the determinants of economic growth and the role of dollarization. Recent books include Determinants of Economic Growth and Getting It Right: Markets and Choices in a Free Society, both from MIT Press.

]]> Barbara Christopher 1 1286538132 2010-10-08 11:42:12 1475891575 2016-10-08 01:52:55 0 0 event 2003-11-13T11:30:00-05:00 2003-11-13T00:00:00-05:00 2003-11-13T00:00:00-05:00 2003-11-13 16:30:00 2003-11-13 05:00:00 2003-11-13 05:00:00 2003-11-13T11:30:00-05:00 2003-11-13T00:00:00-05:00 America/New_York America/New_York datetime 2003-11-13 11:30:00 2003-11-13 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Statistics Seminar::Data Mining and Multiscale Detection - some of what's happening in ISyE-Statistics]]> 27279 An overview of some data mining projects and statistical detection problems Dr. Huo has been involved with during the past few years.

Dr. Huo will also discuss current happenings relating to ISyE-Statistics. Motivations and applications will be emphasized (he will try to make the talk less technical).

]]> Barbara Christopher 1 1286538133 2010-10-08 11:42:13 1475891575 2016-10-08 01:52:55 0 0 event 2003-11-13T12:00:00-05:00 2003-11-13T00:00:00-05:00 2003-11-13T00:00:00-05:00 2003-11-13 17:00:00 2003-11-13 05:00:00 2003-11-13 05:00:00 2003-11-13T12:00:00-05:00 2003-11-13T00:00:00-05:00 America/New_York America/New_York datetime 2003-11-13 12:00:00 2003-11-13 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE Advisory Board Meeting]]> 27279 Barbara Christopher 1 1286538133 2010-10-08 11:42:13 1475891575 2016-10-08 01:52:55 0 0 event 2003-11-14T08:00:00-05:00 2003-11-14T00:00:00-05:00 2003-11-14T00:00:00-05:00 2003-11-14 13:00:00 2003-11-14 05:00:00 2003-11-14 05:00:00 2003-11-14T08:00:00-05:00 2003-11-14T00:00:00-05:00 America/New_York America/New_York datetime 2003-11-14 08:00:00 2003-11-14 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Derivative Free Algorithms for Optimization of Function with Noise]]> 27279 We consider a class of optimization problems that satisfies the following properties a) The objective function can only be evaluated with some error and at high computational cost. b) The error can be decreased with more compuational effort. c) The Higher order derivatives of the objective function are unavailable. Such problems commonly arise in engineering design(Eg. helipcopter rotor blade design), simulation optimization(Eg. Revenue management) etc. Our aim is to develop convergent algorithms that can solve such problems while requiring the fewest possible number of objective function evaluations.
In order to do so, we first develop a general framework of convergence for optimization algorithms. Using this framework, we can show the convergence of traditional non-linear programming algorithms that have been suitably modified to use approximations of the objective function and its gradient. Then, we present one particular scheme for approximating the gradient and hessian of the objective function using linear regression. Finally, we describe a trust region algorithm that uses linear regression to form a linear or quadratic model of the objective function and provide computational results for such an algorithm run on the problems from the CUTE test set.

]]> Barbara Christopher 1 1286538132 2010-10-08 11:42:12 1475891575 2016-10-08 01:52:55 0 0 event 2003-11-14T11:00:00-05:00 2003-11-14T00:00:00-05:00 2003-11-14T00:00:00-05:00 2003-11-14 16:00:00 2003-11-14 05:00:00 2003-11-14 05:00:00 2003-11-14T11:00:00-05:00 2003-11-14T00:00:00-05:00 America/New_York America/New_York datetime 2003-11-14 11:00:00 2003-11-14 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Statistics Seminar::Dichotomous-Data Reliability Models with Auxiliary Measurements]]> 27279 We present a new random effect reliability model in which observations are the classical dichotomous data (Go or No Go) corresponding with a set of continuous auxiliary measurement. In this model, the lifetime of each individual is considered a latent variable. Given the latent part, the dichotomous response is either 0 or 1 depending on if it fails or not at the measuring time, and the continuous part can be regarded as observations of a underlying possible degradation candidate of which descending process is a function of the lifetime. When the failure of products is defined as the time at which the continuous measurement reaches a threshold, these two parts can be linked easily, and the complete likelihood (assume lifetime were also observed) can be obtained. Because of the difficulty of integrating out latent variables in the complete data likelihood, the EM-algorithm is used to carry out the MLE. The Monte Carlo methods and important sampling techniques are used to deal with the problems in E-step. When there are more than one auxiliary measurements, we propose a criterion, CCP (correct classification probability), to select a better measurement as a degradation measurement. The performances of parameters estimators and CCP are investigated in a simulation study. In the end, this procedure is applied to an electro-explosive devices (EED) example.

]]> Barbara Christopher 1 1286538132 2010-10-08 11:42:12 1475891575 2016-10-08 01:52:55 0 0 event 2003-11-20T12:00:00-05:00 2003-11-20T00:00:00-05:00 2003-11-20T00:00:00-05:00 2003-11-20 17:00:00 2003-11-20 05:00:00 2003-11-20 05:00:00 2003-11-20T12:00:00-05:00 2003-11-20T00:00:00-05:00 America/New_York America/New_York datetime 2003-11-20 12:00:00 2003-11-20 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Optimal Markdown Mechanisms in the Presence of Rational Customers with Multi-unit Demands]]> 27279 In recent years, we have witnessed an increased adoption of existing dynamic pricing strategies and their further development. We analyze the optimal design of a markdown pricing mechanism, a form of dynamic pricing, in which the price decreases over time according to a pre-announced schedule. In the presence of limited supply, buyers who choose to purchase at a lower price may face a scarcity in supply. Our focus is on the structure of the optimal markdown mechanisms in the presence of rational or "strategic" buyers. We first examine a complete information setting where each customer demands multiple units. We then generalize our analysis to incomplete information settings where each customer's own valuation/demand is private information to that customer. Under complete and incomplete information settings, we compare the seller's profits resulting from the optimal markdown prices and the optimal single price.

]]> Barbara Christopher 1 1286538132 2010-10-08 11:42:12 1475891575 2016-10-08 01:52:55 0 0 event 2003-11-21T11:00:00-05:00 2003-11-21T00:00:00-05:00 2003-11-21T00:00:00-05:00 2003-11-21 16:00:00 2003-11-21 05:00:00 2003-11-21 05:00:00 2003-11-21T11:00:00-05:00 2003-11-21T00:00:00-05:00 America/New_York America/New_York datetime 2003-11-21 11:00:00 2003-11-21 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Academic Senate Fall Meeting]]> 27279 The Fall meeting of the Academic Senate combined with a called meeting of the General Faculty will be held on Tuesday December 2, 2003 at 3:00 PM in the Student Center Theater. All faculty members are invited to attend.

]]> Barbara Christopher 1 1286538132 2010-10-08 11:42:12 1475891575 2016-10-08 01:52:55 0 0 event 2003-12-02T15:00:00-05:00 2003-12-02T00:00:00-05:00 2003-12-02T00:00:00-05:00 2003-12-02 20:00:00 2003-12-02 05:00:00 2003-12-02 05:00:00 2003-12-02T15:00:00-05:00 2003-12-02T00:00:00-05:00 America/New_York America/New_York datetime 2003-12-02 03:00:00 2003-12-02 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[GT Parents Weekend Reception]]> 27279 GT Parents Weekend starts next Friday, Sept. 19, and we will, once again,be hosting a reception for parents on Friday from 3:30-5:00 p.m. Please make every effort to attend this event. Parents love to talk with their children's professors! The event will be held in the big reception area in our Main Building. It will be very informal; no program, just food and mingling! See you there!

]]> Barbara Christopher 1 1286538136 2010-10-08 11:42:16 1475891575 2016-10-08 01:52:55 0 0 event 2003-09-19T16:30:00-04:00 2003-09-19T01:00:00-04:00 2003-09-19T01:00:00-04:00 2003-09-19 20:30:00 2003-09-19 05:00:00 2003-09-19 05:00:00 2003-09-19T16:30:00-04:00 2003-09-19T01:00:00-04:00 America/New_York America/New_York datetime 2003-09-19 04:30:00 2003-09-19 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[An Overview of Choice-Based Revenue Management]]> 27279 Using consumer choice models as a basis for revenue management (RM) is appealing on many levels. Choice models can naturally model important buy-up and diversion phenomenon and can be applied to newer, undifferentiated low-fare structures and dynamic pricing problems. Yet despite its potential, choice-based RM is
a significant departure from current practice and the task of revamping RM technology to
incorporate choice models has been a challenging prospect. However, recent research advances
have now brought choice-based RM within striking distance of being practical. In this talk, we survey the recent research results in this area and discuss their implications for RM research and
practice.

ABOUT THE SPEAKER

Garrett Van Ryzin is the Paul M. Montrone Professor of Private Enterprise at the Columbia University Graduate School of Business. His research interests
include stochastic optimization, pricing and revenue management and supply chain management. He is co-author (with Kalyan Talluri) of the forthcoming book, The Theory and Practice of Revenue Management and is Editor in Chief of M&SOM. He received the B.S.E.E. degree from Columbia University, and
the degrees of S.M. (E.E.C.S.) and Ph.D in Operations Research from MIT.

]]> Barbara Christopher 1 1286538132 2010-10-08 11:42:12 1475891575 2016-10-08 01:52:55 0 0 event 2003-12-05T14:00:00-05:00 2003-12-05T00:00:00-05:00 2003-12-05T00:00:00-05:00 2003-12-05 19:00:00 2003-12-05 05:00:00 2003-12-05 05:00:00 2003-12-05T14:00:00-05:00 2003-12-05T00:00:00-05:00 America/New_York America/New_York datetime 2003-12-05 02:00:00 2003-12-05 12:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[On the Application of Simulation to Aviation Analysis]]> 27279 We will discuss the gamut of the simulation life cycle, from the business need for developing a simulation, through its conceptual design, implementation, verification and validation, and finally its use in analytical problems. An aviation simulation recently developed at The MITRE Corporation for use in strategic planning of Federal Aviation Administration (FAA) future infrastructure investment will be the running example used throughout the talk.

Among the questions we will seek to answer are, when is simulation an appropriate vehicle for analysis? Under what conditions should a new simulation be built? How does one design a model that addresses current research needs, while maintaining the flexibility for the future? What implementation technologies are available, and why choose a particular one? How does one validate a simulation whose purpose is to predict *future* results? How does one use a simulation to conduct an analysis? Along the way we will develop some insights into the aviation industry, including its probable future.

So join us for this talk

]]> Barbara Christopher 1 1286538135 2010-10-08 11:42:15 1475891575 2016-10-08 01:52:55 0 0 event 2003-09-26T11:00:00-04:00 2003-09-26T01:00:00-04:00 2003-09-26T01:00:00-04:00 2003-09-26 15:00:00 2003-09-26 05:00:00 2003-09-26 05:00:00 2003-09-26T11:00:00-04:00 2003-09-26T01:00:00-04:00 America/New_York America/New_York datetime 2003-09-26 11:00:00 2003-09-26 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Stochastic Optimization :: Adaptive Designs for Stochastic Root-Finding]]> 27279 The Robbins-Monro procedure (1951) for stochastic root-finding is a nonparametric approach. Wu (1985, 1986) has shown that the convergence of the sequential procedure can be greatly improved if we know the distribution of the response. Wu's approach assumes a parametric model and therefore its convergence rate slows down if the assumed model is very different from the true model. This article proposes a new approach that is robust to the model assumptions. The approach utilizes a pinned Gaussian process that gives more importance to observations closer to the root, which improves the fit to the true model around the root and makes the convergence faster. Simulation study shows that the new approach gives a superior performance over the existing methods.

]]> Barbara Christopher 1 1286538135 2010-10-08 11:42:15 1475891575 2016-10-08 01:52:55 0 0 event 2003-09-26T16:00:00-04:00 2003-09-26T01:00:00-04:00 2003-09-26T01:00:00-04:00 2003-09-26 20:00:00 2003-09-26 05:00:00 2003-09-26 05:00:00 2003-09-26T16:00:00-04:00 2003-09-26T01:00:00-04:00 America/New_York America/New_York datetime 2003-09-26 04:00:00 2003-09-26 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE IIE Chapter :: R&D Efforts at General Motors]]> 27279 Officers if IIE Chapter at ISyE would like to extend an invitation to the ISyE graduate students and faculty to attend the General Motors presentation.
Dr. Jeffrey Tew will speak about the R&D efforts at the company.

]]> Barbara Christopher 1 1286538135 2010-10-08 11:42:15 1475891575 2016-10-08 01:52:55 0 0 event 2003-09-30T12:00:00-04:00 2003-09-30T01:00:00-04:00 2003-09-30T01:00:00-04:00 2003-09-30 16:00:00 2003-09-30 05:00:00 2003-09-30 05:00:00 2003-09-30T12:00:00-04:00 2003-09-30T01:00:00-04:00 America/New_York America/New_York datetime 2003-09-30 12:00:00 2003-09-30 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Generalized Pinwheel Problem]]> 27279 We consider a non-preemptive infinite-horizon scheduling problem with a single server and a fixed set of recurring jobs. Each job is characterized by two given positive numbers: the job duration and a maximum allowable time interval that can elapse between when the job is finished and started again. We study the feasibility of this problem and, if it is feasible, how to find a feasible schedule. We call this problem a Generalized Pinwheel Problem.

The Pinwheel Problem, studied by several authors over the last 15 years, is a particular case of our problem when all job durations are equal. Our original interest in the Generalized Pinwheel Problem was motivated by radar sensor management applications. However, this is a natural scheduling problem that has other engineering applications. The studies of the Pinwheel Problem were primarily motivated by satellite communication applications.

We show that if the Generalized Pinwheel Problem is feasible, there exists a periodic schedule for this problem. We also provide necessary conditions for the feasibility, formulate an algorithm based on dynamic programming, and, since under certain conditions this problem is NP-hard, formulate and study heuristic algorithms. In particular, we model the Generalized Pinwheel Problem as a Semi-Markov Decision Process. This representation provides natural necessary conditions for the feasibility and leads to the development of heuristic algorithms that, according to simulations, outperform other heuristics.

]]> Barbara Christopher 1 1286538135 2010-10-08 11:42:15 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-03T12:00:00-04:00 2003-10-03T01:00:00-04:00 2003-10-03T01:00:00-04:00 2003-10-03 16:00:00 2003-10-03 05:00:00 2003-10-03 05:00:00 2003-10-03T12:00:00-04:00 2003-10-03T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-03 12:00:00 2003-10-03 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Network Pricing with Continuous Uncertainties and Multiple QoS Classes]]> 27279 We study the pricing of point-to-point capacities corresponding to
different quality of service (QoS) classes in a simple
telecommunications network and under an efficient network routing. The network uncertainties come from point-to-point demand processes that are driven by Brownian motions. Our model gives an analytical QoS pricing
formula in terms of perfect quality prices and the parameters of the point-to-point demand processes. In the absence of perfect quality prices, a utility based pricing approach is used. The model is illustrated with a numerical example and the QoS-price curve is found to
be S-shaped.

]]> Barbara Christopher 1 1286538135 2010-10-08 11:42:15 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-08T12:00:00-04:00 2003-10-08T01:00:00-04:00 2003-10-08T01:00:00-04:00 2003-10-08 16:00:00 2003-10-08 05:00:00 2003-10-08 05:00:00 2003-10-08T12:00:00-04:00 2003-10-08T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-08 12:00:00 2003-10-08 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[IIE Chapter Seminar Series :: Metso Automation]]> 27279 Mr. Jack Ramsey from Metso Automation will speak about Metso Automation, the IE positions he has held in the past, and his current non-classical IE position.

Metso Automation specializes in automation and information management application networks and systems, field control solutions and life cycle services.

All ISyE grads and faculty are most welcome for the presentation, but due to IIE-Chapter's budgetary constraints, free food would be available only to IIE members.

]]> Barbara Christopher 1 1286538134 2010-10-08 11:42:14 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-09T12:00:00-04:00 2003-10-09T01:00:00-04:00 2003-10-09T01:00:00-04:00 2003-10-09 16:00:00 2003-10-09 05:00:00 2003-10-09 05:00:00 2003-10-09T12:00:00-04:00 2003-10-09T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-09 12:00:00 2003-10-09 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES :: The South African Fruit Logistics Infrastructure Capacity Optimization Study]]> 27279 The South African Council for Scientific and Industrial Research, in collaboration with various partners in industry and academia, has recently embarked on a project to investigate and resolve bottlenecks and problems that might exist in the national infrastructure for fresh fruit export. Three goals were identified for the project: (i) proposing an optimal usage protocol for existing fruit logistics infrastructure (including packing and cold storage facilities, reefer trucks and road capacity, procedures fruit terminals) on a national level. (ii) Investigating the possible use of alternative infrastructure such as rail and ports not traditionally used. (iii) Proposing specific investment opportunities in additional infrastructure for the future benefit of the South African fresh fruit industry. The talk will take the form of a work-in-progress report - outlining the project as a whole, but concentrating the mathematical modeling parts of the project.

]]> Barbara Christopher 1 1286538134 2010-10-08 11:42:14 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-09T12:00:00-04:00 2003-10-09T01:00:00-04:00 2003-10-09T01:00:00-04:00 2003-10-09 16:00:00 2003-10-09 05:00:00 2003-10-09 05:00:00 2003-10-09T12:00:00-04:00 2003-10-09T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-09 12:00:00 2003-10-09 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[High Performance Automation Systems for 300mm Manufacturing]]> 27279 For nearly 20 years, Dev Pillai has been a thought leader in the automation of semiconductor wafer fabs, and has had a major impact on the industry. In 2000 he was elected to the National Academy of Engineering.

If you have interests in semiconductors and manufacturing, this is a talk you don't want to miss. A copy of the abstract follows.

]]> Barbara Christopher 1 1286538135 2010-10-08 11:42:15 1475891575 2016-10-08 01:52:55 0 0 event 2003-10-14T12:00:00-04:00 2003-10-14T01:00:00-04:00 2003-10-14T01:00:00-04:00 2003-10-14 16:00:00 2003-10-14 05:00:00 2003-10-14 05:00:00 2003-10-14T12:00:00-04:00 2003-10-14T01:00:00-04:00 America/New_York America/New_York datetime 2003-10-14 12:00:00 2003-10-14 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>