**NUOR AND ASOR WORKSHOP***Recent Advances***Location:**Room V206, Mathematics Building (Callaghan Campus) The University of Newcastle**Access Grid Venue:**UNewcastle [ENQUIRIES]**Dates:**8:45 am, Wed, 16^{th}Nov 2011 - 6:00 pm, Wed, 16^{th}Nov 2011- Download: Programme for NUOR/ASOR workshop (196 KB)
- Final programme now posted for download
- FINAL PROGRAMME
8:45 -- 9:15 Registration 9:15 -- 10:45 From RMIT 10:45 -- 11:00 Morning Tea 11:00 -- 12:30 From Newcastle 12:30 -- 01:30 Lunch 1:30 -- 2:30 From Newcastle 2:30 -- 2:45 Afternoon tea 2:45 -- 4:45 From RMIT **Speaker:**Tristan Barnett**Title:***Automating Online Video Poker for Profit*
The arrival of online casinos in 1996 brought games that you would
find at land-based casinos to the computer screens of gamblers all
over the world. A major benefit in online casinos is in the automation
of systems across several computers for favourable games; as this has
the potential to make a significant amount of profit. This article
applies this concept to online progressive video poker games. By
establishing a set of characteristics to compare different games,
analyses are carried out to identify which game should be the starting
point for building an automated system. Bankroll management and
playing strategies are also analyzed in this article, and are shown to
be important components if profiting from online gambling is going to
be a long term business.
**Speaker:**Andrey Kostenko**Title:***On forecasting counts with exponential smoothing*
Within the topic of model-based forecasting with
exponential smoothing, this paper seeks to contribute to the
understanding of the property of certain stochastic processes to
converge almost surely to a constant. It provides a critical
discussion of the related views and ideas found in the recent
forecasting literature and aims at elucidating the present confusion
by review and study of the classical and less known theorems of
probability theory and random processes. The paper then argues that a
useful role of exponential smoothing for modelling and forecasting
sequential count data is limited and methods that are either not based
on exponential smoothing or use exponential smoothing in a more
flexible way are worthy of exploration. An approach to forecasting
such data based on applying exponential smoothing to the probabilities
of each count outcome is thus introduced and its merits are discussed
in the context of pertinent statistical literature.
**Speaker:**Andreas Ernst**Title:***Parallel Ant Colony Optimisation for a Resource Constrained Scheduling Problem*
In this talk we consider a problem of scheduling several jobs on
multiple machines satisfying precedence and resource constraints. Each
job has a due date and the objective is to minimize the cumulative
weighted tardiness across all jobs. We investigate how to efficiently
obtain heuristic solutions on multi-core computers using an Ant Colony
Systems framework for the optimisation. The talk will discuss some of
the challenges that arise in designing a multi-threaded heuristic and
provided computational results for some alternative algorithm
variants. The results showing that theACS heuristic is more
effective particularly for large problem instances than other methods
developed to date.
**Speaker:**Kristian Krabbenhoft**Title:***Variational Mechanics using Mathematical Programming Methods*
The relation between mechanics and optimization goes back
at least to Euler and was further strengthened by the Lagrangian and
Hamiltonian formulations of Newtonian mechanics. Since then, numerous
variational formulations of mechanical phenomena have been proposed
and although the link to optimization often has been somewhat obscured
in the subsequent development of numerical methods, it is in fact as
strong as ever. In this talk, I will summarize some of the recent
developments in the application of modern mathematical programming
methods to problems involving the simulation mechanical phenomena.
While the methodology is quite general, emphasis will be on the static
and dynamic deformation processes in civil engineering,geomechanics
and the earth sciences.
**Speaker:**Prof Natashia Boland, NUOR, The University of Newcastle**Title:***Turbo-charging the Feasibility Pump*
The Feasibility Pump (FP) has proved to be an effective
method for finding feasible solutions to Mixed-Integer Programming
problems. We investigate the benefits of replacing the rounding
procedure with a more sophisticated integer line search that
efficiently explores a larger set of integer points with the aim of
obtaining an integer feasible solution close to an FP iterate. An
extensive computational study on 1000+ benchmark instances
demonstrates the effectiveness of the proposed approach.
**Speaker:**Mr Sebastian Ruther, NUOR, The University of Newcastle**Title:***Integrating Aircraft Routing with Crew Pairing and Tail Number Assignment*
A common issue when integrating airline planning processes
is the long planning horizon of the crew pairing problem. We propose a
new approach to the crew pairing problem through which we retain a
significant amount of flexibility. This allows us to solve an
integrated aircraft routing, crew pairing, and tail number assignment
problem only few days before the day of operations and with a rolling
planning horizon. The model simultaneously schedules appropriate rest
periods for all crews and maintenance checks for all tail numbers.**Speaker:**Prof Martin Savelsbergh, School of Mathematical and Physical Sciences, The University of Newcastle**Title:***Network Infrastructure Optimization: The Incremental Shortest Path Problem*
A water and sewage system, a power grid, a
telecommunication network, are all examples of network
infrastructures. Network infrastructures are a common phenomenon in
many industries. A network infrastructure is characterized by physical
links and connection points. Examples of physical links are pipes
(water and sewage system), fiber optic cables (telecommunication
network), power lines (power grid), and tracks (rail network). Such
network infrastructures have to be maintained and, often, have to be
upgraded or expanded. Network upgrades and expansions typically occur
over a period of time due to budget constraints and other
considerations. Therefore, it becomes important to determine both when
and where network upgrades and expansions should take place so as to
minimize the infrastructure investment as well as current and future
operational costs.**Speaker:**Fatemeh Charkhsaz**Title:***Single Period Production Problem with Scrap and Rework*
The classical single period problem (SPP) has wide
applicability especially in service industries which dominates the
economy. In this paper a single period production problem, is
considered, as a specific type of SPP. The SPPmodel is extended by
considering the probability of scrap and rework in production at the
beginning and during the period. The optimal solution which maximizes
the expected value of total profit obtained. In the case of producing
the scrap items and defective items which should rework, the optimal
profit of system in comparison to ideal production system reduces.
Also, the reduction of profit is more sensitive by increasing the
probability of producing scrap items in comparison with the
probability of producing defective items. These results would help the
managers in order to make the right decision about changing or
revising machines or technologies.
**Speaker:**Moshe Sniedovich**Title:***On the Power of the Written (and peer-reviewed) Word*
In this presentation I briefly discuss practical and philosophical
issues related to the role of the peer-review process in maintaining
the quality of scientific publications. The discussion is based on,
among other things, my experience over the past eight years in
containing the spread of voodoo decision theories in Australia. To
motivate the discussion, I ask: how do you justify the use a model of
local robustness (operating in the neighborhood of a wild guess) to
manage Black Swans and Unknown Unknowns?
**Speaker:**Mohsen Jafari Songhori**Title:***Imperfect competency and coordination in complex systems*
Design of a complex system needs both micro and macro level
competencies to capture the underlying structure of complex problem
satisfying convergence to good solution point. Systems such as complex
organizations, complex New Product Development (NPD) and complex
network of firms (Supply Chains or SC) require competencies at both
macro (coordination and integration) and micro (capable designers,
teams for NPD and capable firms in SC) entities. Given high complexity
in such problems at both macro and micro levels, a couple of different
errors can happen at each: 1) Either acceptance of a wrong solution or
rejection of a right solution at micro level. 2) Either coordination
of a couple of entities that do not need any coordination [e.g. teams
or designers working in NPD might put too much time in meetings and
firms in SC might lose their flexibility due to limitations from
powerful and leader firms in SC] or lack of deployed resources for
entities that need coordination [e.g. inconsistencies in decisions
made in decentralized systems such as NPD and SC]. In this paper a
simple and parsimonious Agent Based Model (ABM) of NK type is build
and simulated to study these complex interactive systems. The results
of simulations provide some insights on imperfect management of above
mentioned complex systems. For instance, we found that asymmetry in
any of the above mentioned errors favours a particular policy in
management of these systems.
**Speaker:**Rodolfo GarcĂa-Flores**Title:***A comparison of methods for solving the sensor location problem*
A problem that frequently arises in environmental
surveillance is where to place a set of sensors in order to maximise
collected information. In this article we compare four methods for
solving this problem: a discrete approach based on the classical
k-median location model, a continuous approach based on the
minimisation of the prediction error variance, an entropy-based
algorithm, and simulated annealing. The methods are tested on
artificial data and data collected from a network of sensors installed
in the Springbrook National Park in Queensland, Australia, for the
purpose of tracking the restoration of biodiversity. We present an
overview of these methods and a comparison of results.
**Speaker:**Bizhan Jamshidnezhad, Department of Mechanical Engineering, The University of Melbourne**Title:***An Agent-Based Simulation of the Relationship between Quality Management and Productivity*
This talk presents an innovative model for describing the effects of QM on
organizational productivity, traditionally researched by statistical models. Learning
inside organizations combined with the information processing metaphor of
organizations is applied to build a computational model for this research. A
reinforcement learning (RL) algorithm is implemented in the computational model to
characterize the effects of quality leadership on productivity. The results show that
effective quality leadership, being a balanced combination of exploration of new
actions and exploitation of previous good actions, outperform pure exploration or
exploitation strategies in the long run. However, pure exploitation outperforms the
exploration and RL algorithms in the short term. Furthermore, the effects of
complexity of customer requirements on productivity are investigated. From the
results it can be argued that more complexity usually leads to less productivity. Also,
the gap between random action algorithm and RL is reduced when the complexity of
customer requirements increases. As regards agent types, it can be inferred that well-
balanced business processes comprised of similar agents (in terms of agentsâ€™
processing time and accuracy) perform better than other scenarios.
**[Permanent link]**
A Branch-and-Price method is proposed in which each tail number and each 'crew block' is formulated as a subproblem. We introduce a class of multi-period network infrastructure expansion problems that allow us to study the key issues related to the choice and timing of infrastructure expansions and their impact on the costs of the activities performed on that infrastructure. We focus on the simplest variant, an incremental shortest path problem (ISPP). We show that even ISPP is NP-hard, we introduce a special case that is polynomially solvable, we derive structural solution properties, we present an integer programming formulation and classes of valid inequalities, and discuss the results of a computational study. |