Conference
Handbook
and Delegate List
4-6 September 2012
The University of Edinburgh
CONTENTS
PAGE
Welcome Message from the Chair of OR53
3
Conference Organising Committee
4
Stream Organisers
5
Sponsors, Exhibitors and Advertisers
6
Practical Information
13
OR54 Goes Mobile ” Guidebook App
18
Conference Programme at a Glance
19
Conference Timetable
23
Plenary Sessions
33
President Medal Presentations
37
Abstracts:
Analytics
39
Community OR and Sustainable Support for Communities
41
Credit Risk Management
44
Forecasting, Data Mining & Computationally Intensive Methods
47
Government O.R. Service
53
Green Logistics
54
Health
59
Horizon Scanning & Future Analysis
67
Information Systems & Knowledge Management
69
Logistics and Supply Chain
71
Making an Impact
75
Metaheuristics
81
Operations-Design-Innovation Interface
83
Optimisation
86
OR & Strategy
91
OR Consultancy and Case Studies
96
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O.R. in Education
100
Problem Structuring Methods
102
Project Management
105
Queue Modelling
108
Routing Applications & Transportation
110
Scheduling
114
Simulation
117
Stochastic Inventory Control
122
Stochastic Scheduling and Dynamic Allocation Problem
124
Speaking Authors Index
126
Delegate List
134
Walking Map of Arthur’s Seat
139
Session Room Floor Plans
Inside Back Cover
Conference Campus Plan
Back Cover
2
Welcome Message from the Chair of OR54
A very warm welcome to the 54th conference of the OR Society and to the University of Edinburgh. The
programme for the next three days includes more than 200 presentations by practitioners and academics
covering a remarkable variety of topics. After great success at the last two conferences, the ‚Making an
Impact‛ stream returns this year on Wednesday. Aimed at practitioners, but open to all, this stream
consists of a range of talks and workshops designed to promote the exchange of ideas and experience
relevant to practice. As always the technical programme is complemented by a social programme that is
similarly varied. This year we have excursions to three local attractions that are below the radar of the
average Edinburgh visitor: Glenkinchie Distillery, Lauriston Castle and the National Museum of Flight.
Following tradition, the social programme also features the ever-popular quiz night on Tuesday and a gala
dinner on Wednesday evening.
I am particularly looking forward to the four plenary talks. Society President Geoff Royston will open the
conference on Tuesday with his Presidential Address: O.R. for the real world: big questions from a small
island. Also on Tuesday, John Hope of Ernst & Young will survey the emerging field of analytics and its
relationship with OR. This session will provide an opportunity for discussion of the Society’s analytics
initiative. On Wednesday, Jason Field of Dstl will explain the role of OR in supporting decision makers
dealing with current day defence and security challenges. Finally on Thursday, Chris Dent of Durham
University will discuss the application of O.R. to energy planning, focussing on the three challenges of data,
optimisation and futurology. I am delighted to have such a strong and varied series of plenary talks at the
conference.
There will be one further plenary session on Wednesday afternoon in which the three finalists for the
President’s Medal present their work. The Medal is awarded for the best practical application of OR. The
applications addressed by this year’s finalists are modelling demand and performance in HMRC call centres,
decision analysis in nuclear decommissioning and shaping the NATO plan for Afghanistan. I encourage
everyone to attend this session and have their say.
Conferences like this are only possible thanks to the hard work of a great many people. Firstly I give my
sincere thanks to my colleagues on the Organising Committee „ Robert Raeside, Galina Andreeva, Kerem
Akartunali, Amanda Tucker, Rosemary Byde and Hilary Wilkes „ for their hard work and support
throughout the year. Next I thank the many stream organisers for inviting, persuading and cajoling authors
to present their work at the conference. I am very grateful to the sponsors and exhibitors who have
supported the conference despite the continuing difficult economic conditions. The aforementioned
contributions have created an excellent programme of events which I hope everyone will enjoy. It only
remains for me to thank all of you for participating in the conference and helping to make it a success. I
hope OR54 will live long in the memory.
Tom Archibald, University of Edinburgh
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Conference Organising Committee
As our OR54 Chair has said, conferences like this are only possible thanks to the hard work of a great many
people, not least of which are our colleagues on the Organising Committee - Tom Archibald, Robert
Raeside, Galina Andreeva, Kerem Akartunali, Amanda Tucker, Rosemary Byde and Hilary Wilkes „ thanks
to them for their hard work in making this conference a success.
The OR Society
Conference Chair
Tom Archibald
University of Edinburgh
T.Archibald@ed.ac.uk
Programme Scheduler
Kerem Akartunali
University of Strathclyde Business
School
kerem.akartunali@strath.ac.uk
Programme Co-ordinators
and
Keynote Editors
Galina Andreeva
University of Edinburgh
galina.andreeva@ed.ac.uk
Robert Raeside
Edinburgh Napier University
r.raeside@napier.ac.uk
Social Events Organiser
Amanda Tucker
Dstl
atucker@mail.dstl.gov.uk
Sponsorship and Exhibition
Organiser
Rosemary Byde
Royal Bank of Scotland
Rosemary.Byde@rbs.co.uk
Administrator
Hilary Wilkes
The Operational Research Society
Hilary.wilkes@theorsociety.com
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Stream Organisers
Stream Name
Organiser
Analytics
Jacqui Taylor
Community O.R. and Sustainable Support
Martha Vahl and Eliseo Vilalta-Perdomo
for Communities
Credit Risk Management
Jonathan Crook
Forecasting, Data Mining &
Computationally intensive methods
Fotios Petropolous and John Crocker
Green Logistics
Tolga Bektas
Health
Sonya Crowe
Horizon Scanning and Future Analysis
Amanda Tucker
Information Systems & Knowledge Management
Jo Smedley
Logistics & Supply Chain
Patrick Beullens
Making an Impact
Mark Roper, John Ranyard and Ruth Kaufman
Metaheuristics
Ender Ozcan and Andrew Parkes
Operations-Design-Innovation Interface
Shu-Jung Sunny Yang
Optimisation
Konstantinos Kaparis
O.R. & Strategy
Frances O’Brien and Martin Kunc
O.R. Consultancy and Case Studies
Kuangyi Liu and Sophie Carr
O.R. in Education
Louise Orpin
Problem Structuring Methods
Edward Terry Seagriff
Project Management
Gary Bell, Rosane Pagano and Jon Warwick
Queue Modelling
Navid Izady
Routing Applications & Transportation
Luc Muyldermans and Jamal Ouenniche
Scheduling
Djamila Ouelhadj
Simulation
Kathryn Hoad
Stochastic Inventory Control
Roberto Rossi
Stochastic Scheduling & Dynamic Allocation Problems
Didac Ruiz-Hernández
The Operational Research Society would like to extend a warm thank you to all the stream organisers, who
have successfully devoted a great deal of time and effort in putting in place an excellent mix of papers.
Where applicable, the Society would also like to thank the employers of all those involved in organising the
conference for providing them with the opportunity to contribute in this way.
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Sponsors, Exhibitors and Advertisers
We are very pleased to acknowledge the support of all our sponsors, exhibitors and advertisers.
The following organisations have sponsored some aspect of the conference:
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Dstl, (Keynote handbook and Memory sticks)
Edinburgh Napier Business School, (General sponsorship)
Palgrave Macmillan, (Gala evening drinks reception)
University of Edinburgh Business School, (Plenary)
2020 Consulting, (Gala evening drinks reception)
whilst the following have exhibition stands or poster boards:
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Aimms
Decision Lab
2020 Consulting
NATCOR
Palgrave Macmillan
Palisade
SIMUL8 Corporation
Simulation Solutions
University of Southampton
Wiley-Blackwell
Stream sponsorship has been provided by:
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Banxia Software
Paragon Business Solutions
SIMUL8 Corporation
Inclusion of promotional material in delegate packs has been commissioned by:
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Banxia Software
Elsevier
GORS
Simulation Solutions
Taylor and Francis
University of Southampton
Please take a moment to learn more about all our supporters below
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Dstl is a trading fund of the Ministry of Defence (MOD), delivering trusted and often confidential advice
and solutions on defence-related science and technology that impact on the security of the UK. It’s
demanding, exciting and rewarding work and each year Dstl recruits approximately 150 graduates to be
part of it. Graduates receive a balanced programme of courses to develop technical and non-technical skills.
Sponsorship is available to gain Chartered status and take further Qualifications. There are also
opportunities for secondments, both in the UK and overseas. Details of Dstl’s current graduate vacancies
can be found on our website at www.dstl.gov.uk/careers
Edinburgh Napier University is one of Scotland's top universities for graduate employability. 93.2% of
graduates are in work or further study within six months of leaving. This university is also proud winner of
the Queen's Anniversary Prize for Higher and Further Education 2009, awarded for innovative housing
construction for environmental benefit and quality of life.
Palgrave Macmillan is proud to be the publisher of The Operational Research Society and sponsor of this
year's drinks reception, where we are celebrating KMRP's first decade of publication and OR Insight's 25th
anniversary year. We look forward to talking to you at our stand where we will have our complete O.R.
portfolio on display, including copies of the newest OR Society journal, Health Systems. Take advantage of
the great membership offers on both the Society journals and our related titles.
The University of Edinburgh Business School enjoys a long tradition of teaching and research. The
School offers undergraduate, postgraduate and executive education programmes in business and
management and provides a platform for research, discussion and debate on a wide range of business
issues.
Part of the University of Edinburgh, one of the world’s top 20 universities with a rich heritage of delivering
education for over 400 years, the Business School has an international student body typically representing
more than 88 countries. The student body comprises 800 undergraduate students, 430 postgraduate
students and 90 Doctoral students.
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Recently the School relocated to a new building at Buccleuch Place, located at the heart of the University
campus. This state-of-the-art space features eight lecture theatres, multiple syndicate rooms, an executive
education suite, student study centre and online resource, café and significant flexible space for staff and
students. The building has been designed and specified to meet the current and anticipated future needs of
the School’s portfolio of activities and represents an investment of £17m by the University.
The School’s teaching and research covers six main subject areas ” accounting & finance, entrepreneurship
& innovation, management science & business economics, marketing, organisational studies and strategy &
international business. The School is accredited by EQUIS and AMBA and consistently ranked in the
Financial Times and Economist MBA Rankings ” reflecting not just a long history of business teaching but
also the substantial experience of a faculty comprising more than 80 teaching staff.
AIMMS is the Advanced Integrated Mathematical Modeling System, a software tool for developing and
deploying optimisation models.
AIMMS enables fast model formulation in a tree structure without having to learn a programming
language, and links seamlessly to a range of mathematical solvers. AIMMS offers procedural execution and
flexible modelling concepts such as rolling horizons, column generation, outer approximation for MINLP,
multi-start for NLP, Stochastic Programming, Benders decomposition, Robust Optimization, etc.
AIMMS offers an integrated GUI to visualise and interpret results. Data can be exchanged with many
sources, from XML- and text-files to Excel and databases. Finally, models can be integrated with other
applications via options such as the COM object, the Excel add-in and Web Services. www.AIMMS.com
Decision Lab is a pioneering consultancy which combines commercial acumen and specialist modelling
expertise to support strategic, tactical and operational decision making.
Our team of problem structuring, optimisation, simulation and business modelling professionals aims to
significantly improve the strength and resilience of your medium and long term business critical decisions.
By providing an environment in which to explore options and test scenarios, Decision Lab can help reduce
the risk associated with making strategic choices. Through our collaborative approach and use of
sophisticated modelling techniques we enable clients to safely explore risk, quantify uncertainty, identify
the optimal course of action and make better, more resilient evidence-based decisions.
Specialties
Optimisation, Agent Based Simulation, Discrete Event Simulation, System Dynamics, Problem Definition &
Structuring, Operational Research, Business Modelling.
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A new breed of specialist consulting firm
Our consultants have in-depth knowledge of industry sectors that include financial services, travel & leisure,
automotive and utilities with our primary areas of expertise in risk, marketing, digital, data management
and technology. We add to that our talent for marshalling data from multiple sources, to arrive at a deeper
understanding of customer behaviour.
We love Big Data.
Every day, 2.5 billion billion bytes of data are created. We love nothing more than making sense of this for
our clients, using our exceptional analytical skills to separate value-creating insight from noise.
You don’t get anywhere standing still.
We believe in the power of new. Harnessing the potential of new customers, new services, new channels,
new markets and new ways of working is the lifeblood of growth. Making change a truly positive and
profitable force is the kind of challenge we thrive on.
What could new do for you?
20:20 Jaywing will become 2020 Consulting soon - look out for changes to weare2020.com. Meanwhile,
email information@weare2020.com or call Ben O’Brien on 08000 733393.
NATCOR is a collaboration between ten universities to develop and deliver taught courses in Operational
Research (O.R.) to PhD students. The initiative to develop such taught course provision came from the UK
Engineering and Physical Sciences Research Council (EPSRC). It is part of a drive to deepen and broaden
PhD studies in the UK across the mathematical sciences. NATCOR is funded by EPSRC for the first five years
of its life (October 2006 to September 2011) and is supported by the OR Society which is a collaborating
partner.
Founded in 1984, Palisade is the world’s leading developer of risk and decision analysis software. Products
including @RISK and the DecisionTools Suite integrate seamlessly with Microsoft Excel to bring techniques
such as Monte Carlo simulation, optimisation and neural networking tools to your desktop in a familiar and
intuitive environment.
Palisade software is now on the syllabus at many top universities and business schools across Europe and
North America - from operational research and MBA programmes through to engineering and accountancy
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degrees. They have also been adopted by many of the world’s biggest companies, including 93 out of the
Fortune 100 companies and most of the FTSE 100.
25 years of development and innovation means that performing quantitative risk and decision analysis has
never been easier than it is with @RISK and the DecisionTools Suite. Find out how you and your university
can benefit from using the software by downloading a free trial from our website, www.palisade.com.
Alternatively, please email cmarlow@palisade.com to request case studies, white papers or to arrange a
free web demonstration.
SIMUL8 simulation software enhances the way businesses make and communicate decisions. Our software
delivers multi-million pound savings for major organisations - including the US Government, GM, the NHS,
and Coca-Cola - by allowing them to experiment with process improvement ideas in a risk free
environment.
SIMUL8 is also used to teach simulation in elite Universities across the world including the London School of
Economics, Melbourne Business School, Singapore National University and Hong Kong City University.
Simulation Solutions will be demonstrating Siemens Plant Simulation an object-oriented simulation tool
that allows faster development of large models by supporting object oriented concepts including classes,
methods and inheritance. Plant Simulation enables the simulation and optimisation of production systems
and processes. Using Plant Simulation, you can optimise material flow, resource utilisation and logistics for
all levels of plant planning from global production facilities, through local plants, to specific lines.
CORMSIS (Centre for Operational Research, Management Sciences and Information
Systems)
Advanced mathematical and analytical modelling methods for better decisions
CORMSIS at the University of Southampton is the largest and most comprehensive groups of OR/MS/IS
researchers in the UK, with over 30 academics and over 60 research students. It covers the whole spectrum
of current OR/MS/IS from theoretical mathematical developments to problem structuring and knowledge
management, and has internationally-renowned expertise in the specific areas of risk, optimisation, finance
and health. We have experience in consultancy, student placements and joint research.
We focus our research on the practical application of these tools and techniques to solve ‘real’ business
problems for ‘real’ organisations. We have collaborated with a wide range of external organisations, via our
summer project scheme and other research initiatives. Our summer project scheme offers organisations the
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opportunity to have one of our MSc students analyse a specific business issue, with structured academic
support from leading academics. This scheme has been running for over 10 years and resulted in many £’s
of savings and additional revenue for these organisations. For examples of this work see the brochure in
your delegate pack or visit our website. Email: cormsis@soton.ac.uk Web: www.soton.ac.uk/cormsis
At Wiley, our mission is to help teachers teach and students learn. We are committed to publishing and
making available the best educational and training materials for all types of instructors: textbooks,
electronic teaching aids and products to help you be an even better teacher. Wiley Higher Education serves
undergraduate, graduate and advanced placement students, and lifelong learners. We publish educational
materials in all media, notably through WileyPLUS, our integrated online suite of teaching and learning
resources.
Wiley-Blackwell publishes more than 75 journals in Business and Management, partnering with leading
societies in the field. Our journals are available in thousands of institutions globally, and are among the
most widely read, frequently cited, and top-ranked journals in the ISI's Business and Management
categories.
Please visit our stand at the conference, where we will be displaying our new and classic books and journals
in business and management, and enjoy a 20% discount on all orders.
Banxia Software Ltd develops and sells high quality decision support (DSS) and audience response/
classroom participation systems. We provide training in the use of our software and systems and also
develop add-ons for other systems. As ‘Top Interwrite PRS Partner’ we have supported many universities
throughout the UK in their use of Interwrite™ Response. Our products are used in the public, private,
military, not-for-profit and academic sectors. Our offerings include Interwrite™ Response, Impact
Explorer™, Decision Explorer® (for cognitive/ causal mapping) and Frontier Analyst® (for DEA
assessments).
Paragon, established in 1991, is the UK’s leading credit scoring software solution provider. We offer a
comprehensive range of credit management and decision making tools. Our software includes Modeller, a
fully integrated model development environment, for the building of risk management scorecards and
decision systems.
Paragon’s decision engine is a flexible system suited to application scoring, behaviour scoring, and business
strategy implementation.
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Our pioneering tools are used worldwide by major banks, finance houses, mail order companies, insurance
services, and credit scoring consultants and benefits from our close relationship with leading academic and
credit industry researchers.
Our strategy is to provide solutions for our clients’ ever-changing business requirements.
Elsevier Operational Research and Management Science
Elsevier is the leading journals publisher in the field, working in partnership with the global academic
community to publish 12 of 20 top-ranked journals in the ‘Operational Research and Management Science’
category in the Social Citation Index. Keep up to date with all our journals including the new journal
Operations Research for Health Care at www.elsevier.com/decisionsciences or tweet with us
@ORMS_Elsevier
GORS ” the Government Operational Research Service has joined the Civil Service Analytical Fast Stream
and is hoping to recruit 20-30 Operational Research Analysts in 2011/12. Further details can be found on
the GORS website www.operational-research.gov.uk.
The Taylor & Francis Group publishes more than 1,500 journals and around 1,800 new books each year,
with a books backlist in excess of 20,000 specialist titles.
We are providers of quality information and knowledge that enable our customers to perform their jobs
efficiently, continue their education, and help contribute to the advancement of their chosen markets. Our
customers are researchers, students, academics and, increasingly, professionals.
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Practical Information
Web address for The OR Society conference pages - www.theorsociety.com/OR54
Main Tel +44 (0)121 233 9300
Web address for the John McIntyre Conference Centre (JMCC) at Edinburgh First: http://www.edinburghfirst.co.uk/venues/john-mcintyre-conference-centre
Main Tel. for Edinburgh First Reception +44 (0)131 667 1971 (Switchboard), +44 (0)131 651 2189 (Events
Office).
Conference
Conference proceedings open with the Chair’s welcoming address at 09:30 on Tuesday 4 September 2012
and conclude at 15:00 on Thursday 6 September 2012.
Registration
Conference registration will take place in the John McIntyre Centre. Tues, Wed and Thur from 08:00.
Accommodation
Check-in time is from 14:00.
Check-out time is 10:30 latest.
Luggage can be stored either within the Edinburgh First Reception centre or the Events team will arrange
for a separate room for this purpose. Bedrooms must be vacated by latest 10:30.
Room keys are available from the main reception area of the Edinburgh First Reception from 14:00 on
Monday 3 September 2012.
All bedrooms are located in the Pollock Halls residential area, in Chancellors Court, a few minutes’ walk
from Edinburgh First Centre and the JMCC building.
Edinburgh First reception will be open 24 hours, 7 days a week and the contact telephone number is Tel:
+44 (0)131 667 1971.
All bedrooms have:Tea and coffee making facilities in each bedroom.
Towels and basic toiletries in each bedroom.
Ironing facilities are located in the pantry areas on each floor.
Hairdryers are not provided in the bedrooms but can be obtained at the reception desk, if required.
Wired Internet access (not wifi), is available in the bedrooms. The charges are as follows:1 Day = £5, 2 ” 3 Days = £10 or 4 ” 7 Days = £15.00. Contact Edinburgh First Reception for further
information. (A data cable is in each of the bedrooms for guests to use, although you may wish to bring
your own).
You are advised to bring some cash for drinks and other sundry items as individual room accounts cannot
be set up.
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Meals and drinks (see also the Socials Events below)
For residential delegates and those who have booked meals as a separate option: With the exception of the Gala dinner on Wednesday evening, all meals will be served in the JMCC
restaurant on the ground floor.
Tuesday evening:
Centro Bar ‘cash’ bar will be open 19:30 ” Midnight. (1st floor JMCC)
Wednesday evening:
Delegates attending the Making an Impact Practitioner sessions are invited
to enjoy a glass of wine in the JMCC Centro bar area at 18:00.
All delegates are invited to attend a drinks reception which will be held in
St. Leonards Hall from 19:15 ” 20:00.
Gala Dinner: will be served in South Hall (a few minutes’ walk from St.
Leonards Hall) from 20:00.
Breakfast each day will be served from 07:00 ” 10:00.
Dinner availability after 20:30 may be available in the JMCC bar on the ground floor until 21:30.
Tuesday 4 Sept.
Breakfast
Lunch
Dinner
07:00 ” 10:00
12:30 ” 13:30
18:30 ” 20:30
A cash bar will be open in the Centro Bar, first floor in JMCC 19:30 ” Midnight
Wednesday 5 Sept
Breakfast
Lunch
Drinks Reception
Evening Gala Dinner
07:00 ”10:00
12:30 ” 13:15
19:15 ” 20:00 St. Leonards Hall
20:00 ” 22:00 South Hall. Please bring your ticket with you.
A cash bar will be open in South Hall until Midnight ” (see Socials section below).
Alternatively the JMCC bar on the ground floor of the JMCC building will be open until 11:00 (although this
is not exclusively for OR Society use).
Thursday 6 Sept
Breakfast
Lunch
07:00 ” 10:00
12:30 ” 13:30
Badges will be required to gain access to the JMCC restaurant at all times.
Notes for Speakers / Stream Chairs
For Speakers:
 Please be familiar with the time and location of your talk and stream.
 Arrive at the location of your talk 10 mins prior to the scheduled start time.
 Introduce yourself to the chair of the session / stream organiser.
 With the help of the chair, familiarise yourself with the equipment in the room and how to connect
your laptop. Presenters should bring a laptop with them as it is very expensive to hire one.
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Talks are strictly 20 mins long with 5 mins for questions & answers (except for Keynote/Tutorial
presentations)
The stream chair will give indications of time remaining.
You are encouraged to also bring your presentation on a USB stick or CD/DVD as a backup.
For Stream Chairs
 Arrive at the appropriate seminar room 10 mins before the start of the stream session.
 Familiarise yourself with the equipment in the room, including how to connect laptops to the
projector.
 Introduce yourself to your speakers.
 Your main role will be to ensure that the stream runs to time. Each talk (except keynotes and
tutorials) is scheduled for 20 mins plus 5 mins for Q&A. There is a 5 mins break to allow
movement of delegates between stream rooms.
Equipment
Equipment in each presentation room will include Data Projector; Projector Screen; DVD player if required
(please advise if this is needed!)
Messages/Announcements
All timetable announcements as well as messages for delegates will be displayed on a notice board in the
foyer of the JMCC. Please make sure that you check regularly for any new information.
Social Events
Tuesday evening will see our traditional Bar Quiz in the JMCC Prestonfield room (1st Floor) from 21:00 ”
Midnight, ( with the help of our esteemed compere Amanda Tucker of Dstl!).
A cash bar will be open in the Centro Bar, near the Prestonfield room from 19:30 ” Midnight.
Wednesday afternoon social trips to:
Glenkinchie Whisky Distillery
Lauriston Castle
National Museum of Flight
(Please note that there are a lot of stairs at Lauriston Castle and no wheelchair access).
Coaches will start loading at 14:45 for a sharp departure at 15:00.
Coaches will return to this area between 17:30 ” 18:30.
Coaches leave from (and return to), outside the entrance to the Edinburgh First building on Holyrood Road
at 15:00 sharp!
Wednesday evening drinks receptions:
We are in the happy position of having two drinks receptions on Wednesday (with time for a coffee in
between for those lucky people who attend both!).
Making an Impact stream:
Delegates attending the Making an Impact Practitioner sessions on Wednesday are invited to enjoy a glass
of wine in the JMCC Centro bar area (1st Floor), at the close of day at 18:00. (Kindly sponsored by SIMUL8
Corporation.).
The OR Society ” pre-dinner drinks:
A drinks reception for all delegates will be held in the St. Trinneans room in St. Leonards Hall from 19:15 20:00.
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Palgrave Macmillan, the main sponsor of this year’s drinks reception will be saying a few words about their
celebration of the 10th anniversary of KMRP, the 25th of OR Insight, and the launch of Health Systems.
We are also very pleased to welcome a new sponsor, 2020 Consulting, who have also contributed to this
event.
Wednesday evening Gala Dinner and dance:
Will follow the OR Society drinks reception and be served in South Hall (a few minutes’ walk from St.
Leonards Hall) followed by Ceilidh dancing to a live band.
Please bring your Gala Dinner ticket with you as it will be collected at the door prior to
entry.
20:00 ” 22:00 A gala dinner will be served in the Banqueting Suite in South Hall.
22:00 ” Midnight. The banquet will be followed by Ceilidh dancing (or listening!) to Matt Smith and The
Little Biggar Band.
A cash bar will be open in South Hall 20:00 - Midnight.
A quieter area is available upstairs in South Hall for those that wish to talk (still near to the bar!).
Alternatively the JMCC bar on the ground floor of the JMCC building will be open until 11:00 (although this
is not exclusively for OR Society use).
Beers available are Draught ” Carling Lager/ Belhaven Best. Bottled ” Miller, Peroni, and Magners etc.
Medical Assistance
If in the conference venue, contact the Duty Manager. Otherwise dial 6666 from your bedroom to speak to
switchboard or security staff. (Details are also noted in an information booklet within your bedroom.)
The telephone number for colleagues or family to leave an urgent message for delegates is:
Tel: +44 (0)131 667 1971
Facilities: Internet – The JMC Centre, St. Leonards Hall and the Edinburgh First reception area, have free wireless
Internet access.
All delegates will be provided with a wifi pass. Please collect from the OR Society reception desk when you
register. This can be used to access the internet in all the public areas and meeting rooms. There is also
wireless access in the quiet rooms on the corridors of Chancellors Court.
Wired Internet access (not wifi), is available in the bedrooms. The charges are as follows:1 Day = £5, 2 ” 3 Days = £10 or 4 ” 7 Days = £15.00. Contact Edinburgh First reception for further
information. (A data cable is in each of the bedrooms for guests to use, although you may wish to bring
your own).
Please bring your own laptops with you, (as they are very expensive to hire) and presentations on a USB or
similar as back-up.
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Taxi Numbers ” A direct free phone is available within the Edinburgh First Reception building to Central
Taxis.
Shop - A shop is available on the ground floor of the JMCC building which sells newspapers refreshments
and food etc. Open daily 0800 ” 1800 hrs.
Chemist ” The nearest Chemist is Boots, 28 ” 30 Newington Road. Tel: 0131 667 3008.
Laundry facilities - are available within the Chancellor’s Court Building.
Banks - There is an ATM on the outside of the JMCC building and information re local banks will be noted
in the information booklet in your bedroom.
Bank of Scotland, 51, Clerk Street. Tel: 0131 465 3414.
Clydesdale Bank, 29-31 Nicolson Square. Tel: 0845 724 0024.
Sports Facilities - The Pollock Halls are situated immediately behind the Royal Commonwealth
Swimming Pool. Guests can receive special rates for use of all the facilities (including swimming pool &
multi-gym. If you have a bedroom key you will need to show this. All details are available from Edinburgh
First Reception.
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OR54 Has Gone Mobile!
The OR Society’s Annual Conference, OR54, has gone
mobile using Guidebook!
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18
Tuesday 04 September 2012
Time
JM
Pentland
08:00
08:30
09:00
09:30
10:00
10:30
JM
Prestonfield
JM
Salisbury
JM
Holyrood
JM
Duddingston
ST.L.
Pollock
ST.L.
Nelson
Community OR
(OR54A744)
Health
(OR54A531)
Problem
Structuring
Methods
(OR54A541)
Simulation
(OR54A562)
Stochastic
Scheduling &
DAP
(OR54A619)
Community OR
(OR54A605)
Health
(OR54A646)
Problem
Structuring
Methods
(OR54A621)
Simulation
(OR54A699)
Stochastic
Scheduling &
DAP
(OR54A633)
Health
(OR54A688)
Problem
Structuring
Methods
(OR54A752)
Simulation
(OR54A732)
Stochastic
Scheduling &
DAP
(OR54A669)
12:30
13:00
ST.L.
Cowan
ST.L.
Brewster
JM Pentland
East
JM Pentland
West
OR in
Education
(OR54A575)
OR in
Education
(OR54A721)
Forecasting,
Data Mining
& CIM
(OR54A585)
OR & Strategy
(OR54A524)
Info.Systems
& Knowledge
Mgmt
(OR54A553)
Routing
Applic's &
Transport
(OR54A529)
Forecasting,
Data Mining
& CIM
(OR54A612)
OR & Strategy
(OR54A675)
Project
Management
(OR54A528)
Routing
Applic's &
Transport
(OR54A599)
Forecasting,
Data Mining
& CIM
(OR54A683)
OR & Strategy
(OR54A733)
Project
Management
(OR54A668)
Routing
Applic's &
Transport
(OR54A638)
Project
Management
(OR54A618)
Metaheuristics
(OR54A548)
Project
Management
(OR54A749)
Metaheuristics
(OR54A625)
Project
Management
(OR54A707)
Metaheuristics
(OR54A680)
OperationsDesignInnovation
Interface
(OR54A654)
OperationsDesignInnovation
Interface
(OR54A657)
Lunch 12:30 - 13:30 in JM
Health
(OR54A656)
Problem
Structuring
Methods
(OR54A579)
Optimisation
(OR54A588)
Scheduling
(OR54A559)
Analytics
(OR54A751)
Forecasting,
Data Mining
& CIM
(OR54A573)
Health
(OR54A705)
Problem
Structuring
Methods
(OR54A620)
Optimisation
(OR54A685)
Scheduling
(OR54A660)
Analytics
(OR54A757)
Forecasting,
Data Mining
& CIM
(OR54A570)
Optimisation
(OR54A714)
Scheduling
(OR54A591)
13:30
OR & Strategy
(OR54A644)
OR & Strategy
(OR54A659)
14:30
15:00
ST.L.
Bonnar
Welcome Address: 09:30am (JM - Pentland) - Tom Archibald, Chair.
Opening Plenary: Dr Geoff Royston, President of The OR Society - 'Operational Research for the real world: big questions from a small island'
11:30
14:00
ST.L.
St.Trinneans
Registration in JM
11:00
12:00
Conference Programme at a Glance
Refreshments in JM
19
Info.Systems
& Knowledge
Mgmt
(OR54A561)
Info.Systems
& Knowledge
Mgmt
(OR54A568)
Info.Systems
& Knowledge
Mgmt
(OR54A712)
Horizon
Community OR
Scanning &
(OR54A616)
Future Analysis
(OR54A696)
Horizon
Community OR
Scanning &
(OR54A617)
Future Analysis
(OR54A745)
Horizon
Community OR
Scanning &
(OR54A649)
Future Analysis
(OR54A748)
Tuesday 4 September 2012 continued
Time
15:30
16:00
JM
Pentland
Community OR
(OR54A693)
JM
Prestonfield
Health
(OR54A652)
Community OR
(OR54A739)
Health
(OR54A730)
Health
(OR54A655)
16:30
JM
Salisbury
Problem
Structuring
Methods
(OR54A518)
Problem
Structuring
Methods
(OR54A725)
Problem
Structuring
Methods
(OR54A736)
Conference Programme at a Glance
JM
Holyrood
Optimisation
(OR54A571)
JM
Duddingston
Scheduling
(OR54A533)
ST.L.
St.Trinneans
Logistics and
Supply Chain
(OR54A560)
ST.L.
Pollock
Analytics
(OR54A667)
ST.L.
Nelson
OR & Strategy
(OR54A521)
ST.L.
Bonnar
Project
Management
(OR54A715)
ST.L.
ST.L.
Cowan
Brewster
Routing Applic's Green Logistics
& Transport
(OR54A532)
(OR54A572)
Optimisation
(OR54A596)
Scheduling
(OR54A567)
Logistics and
Supply Chain
(OR54A679)
Analytics
(OR54A756)
OR & Strategy
(OR54A665)
Routing Applic's Green Logistics
& Transport
(OR54A663)
(OR54A628)
Optimisation
(OR54A664)
Scheduling
(OR54A661)
Logistics and
Supply Chain
(OR54A690)
Analytics
(OR54A743)
OR & Strategy
(OR54A658)
Routing Applic's
& Transport
(OR54A632)
Plenary: 17:00 (JM Pentland)
John Hopes, Ernst & Young - 'OR and analytics – an opportunity for growth'
18:00
Government Session - (JM Pentland) - Vivienne Raven, GORS - 'Recruitment to the Government Operational Research Service'
18:30
Open Meeting to discuss OR Society matters - (JM Pentland) – Geoff Royston and Gavin Blackett
Time
JM
Pentland
09:00
JM Pentland
East
JM Pentland
West
Conference Programme at a Glance
JM
Prestonfield
JM
Salisbury
JM
Holyrood
JM
Duddingston
Health
(OR54A606)
OR in
Education
(OR54A629)
Green Logistics
(OR54A545)
OR in
Education
(OR54A703)
Green Logistics
(OR54A547)
Making an
Impact
08:20 ” 08:30
Introduction
and Welcome
08:30 ” 09:30
Speed
Networking
08:00
08:30
JM Pentland
West
Stochastic
Scheduling &
DAP
(OR54A624)
17:00
Wednesday 05 September 2012
JM Pentland
East
ST.L.
ST.L.
ST.L.
St.Trinneans
Pollock
Nelson
Registration in JM
Logistics and
Forecasting,
OR & Strategy
Supply Chain
Data Mining
(OR54A639)
(OR54A534)
& CIM
(OR54A750)
OR & Strategy
(OR54A595)
ST.L.
Bonnar
Optimisation
(OR54A641)
09:30
10:00
Plenary: 09:30 (JM Pentland)
Jason Field, Dstl - 'Operational Research – Supporting Defence and Security'
10:30
Refreshments in JM
20
ST.L.
Cowan
ST.L.
Brewster
Metaheuristics
(OR54A697)
Queue
Modelling
(OR54A631)
Metaheuristics
(OR54A710)
Queue
Modelling
(OR54A706)
Wednesday 05 September 2012 continued
Time
JM
Pentland
JM
Prestonfield
Health
(OR54A610)
11:00
Health
(OR54A666)
11:30
JM
Salisbury
Making an
Impact
Technique
Tasters
2 sessions
of 45
minutes each
11:00-11:45
(OR54A763)
11:45-12:30
(OR54A764)
Health
(OR54A695)
12:00
Conference Programme at a Glance
JM
Holyrood
Simulation
(OR54A564)
JM
Duddingston
Optimisation
(OR54A577)
ST.L.
St.Trinneans
Project
Management
(OR54A650)
ST.L.
Pollock
Forecasting,
Data Mining
& CIM
(OR54A587)
ST.L.
Nelson
OR & Strategy
(OR54A535)
Simulation
(OR54A582)
Optimisation
(OR54A603)
Logistics and
Supply Chain
(OR54A602)
OR & Strategy
(OR54A598)
Simulation
(OR54A592)
Optimisation
(OR54A729)
Logistics and
Supply Chain
(OR54A691)
Forecasting,
Data Mining
& CIM
(OR54A640)
Forecasting,
Data Mining
& CIM
(OR54A740)
OR & Strategy
(OR54A586)
ST.L.
Bonnar
Making an
Impact ”
Facilitated
Workshops
on 'Hot'
Topics in OR
(OR54A767)
Making an
ST.L.
Cowan
Impact ”
Facilitated
Workshops
on 'Hot'
Topics in OR
(OR54A768)
Making an
ST.L.
Brewster
Impact ”
Facilitated
Workshops
on 'Hot'
Topics in OR
(OR54A769)
Making an
Making an Impact ” Additional Workshops that may run
depending on demand:
1.Horizon Scanning; sharing experiences
2.Ethical Dilemmas in OR
3.Selling OR
12:30
13:15
Lunch 12:30 - 13:15 = 45 minutes
13:15
13:45
14:15
President's Medal presentations 13:15 - 14:45 (JM Pentland)
13:15 - 'From Operational Research to Operational Planning: Shaping the NATO plan for Afghanistan', Patrick Rose, Colin Marston, Dstl
13:45 - 'Modelling demand and performance in HMRC call centres', Stephen O'Donnell, HMRC
14:15 - 'Decision Analysis in Nuclear Decommissioning: Developments in Techniques and Stakeholder Engagement Processes
14:45
15:30
Making an
Impact Technique
Tasters
(OR54A774)
Making an
Impact Technique
Tasters
(OR54A773)
Making an
Impact Technique
Tasters
(OR54A772)
Making an
Impact Technique
Tasters
(OR54A771)
Making an
Impact ”
Facilitated
Workshops
on 'Hot'
Topics in OR
(OR54A775)
Making an
Impact ”
Facilitated
Workshops
on 'Hot'
Topics in OR
(OR54A776)
Making an
Impact ”
Facilitated
Workshops
on 'Hot'
Topics in OR
(OR54A777)
JM Pentland
East
Impact ”
Facilitated
Workshops
on 'Hot'
Topics in OR
(OR54A770)
Making an Impact ” Additional Workshops that may run
depending on demand:
1.Horizon Scanning; sharing experiences
2.Ethical Dilemmas in OR
3.Selling OR
4.Personal and Professional Development
16:15
Refreshments in JM
16:30
Making an Impact:
Practitioner – Academic Collaboration: Maximising Research Impact 16:30 - 17:45 (JM Pentland) - Chaired by Sally Brailsford, University of Southampton.
Practitioners - Sean Jones (NATS), Tony O'Connor (GORS), Stewart Robinson (Loughborough) and Mike Pidd (Lancaster).
17:45 Review of the Day followed by a Drinks Reception for MAI delegates at 18:00 sponsored by SIMUL8 Corporation
19:15
19:15 Drinks Reception in the St. Trinnean Room in St. Leonards Hall sponsored by Palgrave Macmillan with part-sponsorship from 2020 Consulting.
Our Gala Dinner will be held in South Hall from 20:00
21
JM Pentland
West
Making an
Impact
Technique
Tasters
2 sessions
of 45
minutes each
11:00-11:45
(OR54A765)
11:45-12:30
(OR54A766)
Thursday 06 September 2012
Time
JM
Pentland
Conference Programme at a Glance
JM
Prestonfield
JM
Salisbury
JM
Holyrood
JM
Duddingston
Health
(OR54A651)
Credit Risk
(OR54A557)
Simulation
(OR54A556)
Green Logistics
(OR54A542)
Health
(OR54A662)
Credit Risk
(OR54A692)
Green Logistics
(OR54A549)
Health
(OR54A673)
Credit Risk
(OR54A734)
Green Logistics
(OR54A614)
08:00
08:30
09:00
09:30
10:00
ST.L.
St.Trinneans
ST.L.
ST.L.
Pollock
Nelson
Registration in JM
Forecasting, OR Consultancy
Data Mining
/Case Studies
& CIM
(OR54A678)
(OR54A550)
Logistics and
Forecasting, OR Consultancy
Supply Chain
Data Mining
/Case Studies
(OR54A611)
& CIM
(OR54A682)
(OR54A565)
Forecasting, OR Consultancy
Data Mining
/Case Studies
& CIM
(OR54A687)
(OR54A584)
Refreshments in JM
ST.L.
Bonnar
ST.L.
Cowan
ST.L.
Brewster
Queue
Modelling
(OR54A594)
Operations/Design
/Innovation
Interface
(OR54A674)
Operations/Design
/Innovation
Interface
(OR54A681)
Stochastic
Inventory
Control
(OR54A544)
Stochastic
Inventory
Control
(OR54A623)
Queue
Modelling
(OR54A642)
JM Pentland
East
JM Pentland
West
Queue
Modelling
(OR54A698)
Plenary: 10:30 (JM Pentland) - Chris Dent, Durham University
'Challenges in energy system modelling: data, optimisation and futurology'
10:30
11:00
11:30
12:00
Health
(OR54A726)
Credit Risk
(OR54A636)
Health
(OR54A702)
Credit Risk
(OR54A637)
Simulation
(OR54A630)
Green Logistics
(OR54A539)
Green Logistics
(OR54A709)
12:30
13:00
13:30
14:00
14:30
15:00
Stochastic
Inventory
Control
(OR54A554)
Stochastic
Inventory
Control
(OR54A626)
Forecasting,
Data Mining
& CIM
(OR54A540)
Forecasting,
Data Mining
& CIM
(OR54A700)
OR Consultancy
/Case Studies
(OR54A601)
Optimisation
(OR54A597)
Operations/Design
/Innovation
Interface
(OR54A672)
OR Consultancy Routing Applic's Operations/Design
/Case Studies
& Transport
/Innovation
(OR54A731)
(OR54A647)
Interface
(OR54A741)
Lunch 12:30 - 13:30 in JM
Health
(OR54A566)
Credit Risk
(OR54A546)
Simulation
(OR54A537)
Green Logistics
(OR54A615)
Health
(OR54A593)
Credit Risk
(OR54A558)
Simulation
(OR54A676)
Green Logistics
(OR54A738)
Credit Risk
(OR54A627)
Simulation
(OR54A713)
Logistics and
Supply Chain
(OR54A607)
Forecasting, OR Consultancy Routing Applic's Operations/Design
Data Mining & /Case Studies
& Transport
/Innovation
CIM
Presentations
(OR54A635)
Interface
(OR54A583)
x4 of 22.5
(OR54A670)
minutes each Routing Applic's Operations/Design
Logistics and
Forecasting,
13:30
Supply Chain Data Mining &
& Transport
/Innovation
(OR54A580)
(OR54A608)
CIM
(OR54A689)
Interface
13:52
(OR54A590)
(OR54A677)
(OR54A701)
Logistics and
Forecasting,
Routing Applic's Operations/Design
14:14
Supply Chain Data Mining &
& Transport
/Innovation
(OR54A737)
(OR54A634)
CIM
(OR54A735)
Interface
14:36
(OR54A686)
(OR54A653)
(OR54A684)
Conference closes at 15:00
22
Optimisation
(OR54A578)
Optimisation
(OR54A589)
Tuesday 04 September 2012
Time
JM
Pentland
08:00
08:30
09:00
09:30
10:00
10:30
11:00
JM
Prestonfield
FULL CONFERENCE PROGRAMME
JM
Salisbury
JM
Holyrood
JM
Duddingston
ST.L.
St.Trinneans
ST.L.
Pollock
ST.L.
Nelson
(please note that authors names are listed in the order of Presenter first and then alphabetically)
ST.L.
Bonnar
ST.L.
Cowan
ST.L.
Brewster
JM
Pentland
East
Registration in JMCC
Welcome Address: 09:30am (JM - Pentland) - Tom Archibald, Chair.
Opening Plenary from Dr Geoff Royston, President of The OR Society - 'Operational Research for the real world: big questions from a small island'
Community OR
Health
Problem
Simulation
Stochastic
Structuring
Scheduling &
KEYNOTE:
Operational
Forward
Methods
DAP
Modelling To
Research
Monte-Carlo
Rich Pictures For American
The
Support
At The
Evaluation Of
Communities Welsh Govern- Tessa Berg
Options
Risk In
Gerard de
Daniel Weiment
Zeeuw and
Chung Miao and PharmacTracey England,
Martha Vahl Paul Harper and
Yung-Hsin Lee
eutical
Sarah Lowe
Research
Anne-Marie
Oreskovich and
John Gittins
Community OR
Cop Approach
To Evaluating
Expert
Support
11:30 Ricardo Barros,
Gerald Midgley
and
Luis Pinzón
Health
Balancing
Beds And
Theatres
John Bowers
Problem
Structuring
Methods
Schools Of
Thought
Analysis
(SOTA)
Fred Cameron
and Geoff Pond
Simulation
Empirical
Bayes
Methods For
DES
Stochastic
Scheduling
& DAP
Inventory
Optimization
Via ADP
Shona Blair, Tim
Bedford and
John Quigley
Chris Kirkbride
OR in Education
OR In Schools
Forecasting,
Data Mining
& CIM
Vincent Knight
and Louise Orpin KEYNOTE:
Forecasting
Most
Successful
Products
OR & Strategy
Generic
Models For
Start-Ups
Martin Kunc
Fotios
Petropoulos,
Vassilios
Assimakopoulos, Akrivi
Litsa,
Konstantinos
Nikolopoulos
and Yiannis
Polychronakis
Forecasting,
OR & Strategy
Data Mining
Competitive
& CIM
Archetypes
Demand
Yan Emma Liu
Forecast
and
Shu-Jung
Considering
Media Effects Sunny Yang
Ryunosuke
Usami and Ichie
Watanabe
23
Info.Systems
&Knowledge
Mgmt
Event
Monitoring
A Large
Financial
Enterprise
Caroline Sanders
Routing Applic's
& Transport
Metaheuristics For
Vehicle
Routing
Problems
Prasanna Kumar
Ramaswamy
and Jamal
Ouenniche
Project
Routing Applic's
Management
& Transport
Cultural
Dynamic
Diversity And Congestion
Workplace
Charging
Kathryn Stewart
Dynamics
James Freeman
Operations
DesignInnovation
Interface
Integrated
Healthcare
Network
Facilitators
Jiun-Yu Yu
Operations
DesignInnovation
Interface
Modelling
Alternate
Bargaining
Andrew Brint,
Andrea
Genovese and
Niraj Kumar
JM
Pentland
West
Tuesday 04 September 2012 continued
Time
JM
Pentland
JM
Prestonfield
JM
Salisbury
FULL CONFERENCE PROGRAMME
JM
Holyrood
JM
Duddingston
ST.L.
St.Trinneans
ST.L.
Pollock
ST.L.
Nelson
Health
Designing
Quota Size
And Patient
Arrival Time
12:00
Problem
Simulation
Stochastic
OR in Education Forecasting,
OR & Strategy
Structuring
Scheduling
Simulation In
OR Outreach Data Mining & Supporting
Methods
& DAP
CIM
The Supply
At British
InternationalNATO
Dynamic
Long-Term isation Using
Chain Domain
Airways
SAS-087
Pricing In
Energy
Chris Owen,
Naomi Crouch
SD
Presented By Pavel Albores
Yield And
Forecasting:Th Juan Pablo
Kwei-Long
and Doug Love
Huang and JeiNeville J
Revenue
e Case Of EU
Torres
Fen Tsai
Nikoletta Koleri,
Curtis
Management
Neville Curtis
ST.L.
Cowan
Project
Management
Intellectual
Framework
Routing Applic's
& Transport
Vehicle
Routing With
Dependent
Vehicles
Gary Bell and
Jon Warwick
ST.L.
Brewster
JM
Pentland
East
JM
Pentland
West
Edward Kent and
Jason Atkin
Lunch 12:30 - 13:30 in JMCC
Health
Information
Design In
Health
Communications
13:30
ST.L.
Bonnar
Dimitrios
Askounis
and
Charikleia
Karakosta
Michael Pearson
12:30
13:00
(please note that authors names are listed in the order of Presenter first and then alphabetically)
Problem
Optimisation
Scheduling
Structuring
Solving
Bicriteria
Methods
Constraint
Forge
Teaching
Programming Scheduling
Problem
Problems With Rasaratnam
Structuring
Logendran and
AIMMS
Yasaman
Methods
Guido Diepen
Sabrina
Pei-Yi Cheng and Fran Ackermann
and James
Jiun-Yu Yu
Alexander
Mehravaran
Analytics
R For
Analytics
Forecasting,
OR & Strategy
Data Mining
Modelling
& CIM
Degradation
Chris Campbell Forecasting Of Control &
Policy
Monitoring
ImplementAssets
ation
Graeme Blair,
Strategies John Quigley and
Konstantinos
Nikolopoulos,
Vassilis
Asimakopoulos,
Akrivi Litsa and
Fotios
Petropoulos
24
Lesley Walls
Project
Management
Project
Success:
An Ethical
Perspective
Rosane Pagano
and I. K. White
Metaheuristics
Variable
Neighbourhood
Structures
John Lamb
Info.Systems
Horizon
Community OR
&Knowledge
Scanning & OR In The 3Rd
Mgmt
Future Analysis
Sector
Weaving The
The Ten
Ruth Kaufman
Innovation
CommandWeb
ments Of
Jo Smedley
Horizon
Scanning
John Carney
Tuesday 04 September 2012 continued
Time
14:00
JM
Pentland
JM
Prestonfield
JM
Salisbury
Health
General
Practitioner
Funding
Formula
Problem
Structuring
Methods
Strategic
Choice To
Orville D'Silva, Analyse Naval
David
Deployment
Worthington and Edward Terry
James Crosbie
Seagriff
FULL CONFERENCE PROGRAMME
JM
Holyrood
JM
Duddingston
ST.L.
St.Trinneans
ST.L.
Pollock
Optimisation
Scheduling
Analytics
Forecasting,
Stochastic
Scheduling Big Brother Is Data Mining &
CIM
Optimisation RAF Air Traffic Still Watching,
Wind Power
Of Reliability
Control
But ...
Quantile
Jacqui Taylor
Development
Personnel
Forecasting
Kerem
Richard Conniss,
Jooyoung Jeon
and James Taylor
Akartunali and Tim Curtois and
John Quigley
Sanja Petrovic
Optimisation
GD Based For
HHMO
Scheduling
A Genetic
Algorithm
ST.L.
Bonnar
ST.L.
Cowan
JM
JM
Pentland
Pentland
East
West
Project
Metaheuristics
Info.Systems
Horizon
Community OR
Management
&Knowledge
Scanning &
Heuristic
Mitigating
Mgmt
Future Analysis
Methodology
Function
Potential
Preparing
Conceptual
For Simulation Resynthesis
Conflicts In
Force
Conceptual
Jerry Swan, Your Data For
Sustainability
Edmund Burke,
Advanced
Development Eliseo VilaltaModelling
Hannah Locke
Miles Weaver, Graham Kendall
Analytics
Perdomo
Pavel Albores and Ender Ozcan
and Doug Love
OR & Strategy
Data Analysis
In The Water
Industry
Mashael Maashi, Khaled Alhamad
Graham Kendall
and Ender Ozcan
14:30
ST.L.
Nelson
(please note that authors names are listed in the order of Presenter first and then alphabetically)
Efthalia
Anagnostou
and Deborah
Gee
Project
Management
Holon Rich
Pictures
Gary Bell and
Jon Warwick
Metaheuristics
InstanceSpecific
Parameter
Tuning In
Practice
Jana Ries and
Patrick Beullens
ST.L.
Brewster
Sayara Beg
Info.Systems
Horizon
&Knowledge
Scanning &
Mgmt
Future Analysis
KM And
Systems,
Sustainable Scanning, And
Quality
Scenarios
Brian Lehaney Wendy L Schultz
Refreshments in JMCC
15:00
Community OR
Health
Problem
Structuring
Researching
Melanoma
Methods
‘Wicked’
Pathways
OR For Air
Issues Flight
Military
‘Messy’ World Simulator
Assistance To
Paul
Holmstrom,
Of
COR
15:30
Magdalena
Security And
Jennifer
Claesson and
Jackson
Dev
Stefan Hallberg
John Holt
Optimisation
Scheduling
Logistics and
Analytics
OR & Strategy
Supply Chain
Models For Air Competitive
Royal Mail
Is There Still
Acquisition &
Cargo
Travelling
Goes To
Life In
Acceptance The Olympics!
Revenue
Salesmen
Stafford
Risks
Paul Liddiard Beer's VSM?
Management
Problem
In Military
Emily Cookson,
Jiawei Li
Stephen
Kevin
Harwood
Systems
Glazebrook and
Joern Meissner
Patrick Driscoll,
Timothy Elkins
and James Enos
25
Project
Routing Applic's Green Logistics
Management
& Transport
The VRP With
KEYNOTE:
Ant Colony
Multiple
Lessons For Optimization
Driving
Project
For A School
Ranges
Management Bus Routing Angel A. Juan,
Colin Eden and Jose Jimenez,
Tolga Bektas,
Susan Howick Jairo R Montoya- Javier Faulin
Torres and Juan
and Jarrod
Sebastian AriasGoentzel
Rojas
Community OR
PSM & Project
Management
In Community
Regeneration
Michael Charlton
Tuesday 04 September 2012 continued
Time
JM
Pentland
JM
Prestonfield
JM
Salisbury
Community OR
Engineering
Tests Of
TASER
Devices
Health
Mechanism
Design For
Examination
Resource
Alloc.
Problem
Structuring
Methods
A Decision
Making
Frame-work
16:00 Fred Cameron,
FULL CONFERENCE PROGRAMME
JM
Holyrood
Optimisation
On A WarmStarted
Primal-Dual
Column
Generation
I-Hsuan Hong, Julian Benavides
Me
Jack Brimberg,
Bill Hurley, Bill Wen-Chih Chen Franco and Juan Pablo GonzalezSimms and
and Kun-Liang Felipe Henao Brevis and Jacek
Xiaofeng Yang
Lien
Gondzio
16:30
17:30
18:00
18:30
ST.L.
St.Trinneans
Scheduling
Logistics and
A Look Ahead Supply Chain
Heuristic For Supply Chain
Competition
MOSP
Marco Carvalho And Capacity
and Nei Soma Constra-ints
ST.L.
Pollock
ST.L.
Nelson
Analytics
Enter The
Matrix
OR & Strategy
Integrating
Behaviour
Change Into
OR
Ian Taylor
Philip Jones
Shu-Jung Sunny
Yang, Eddie
Anderson and
Yong Bao
Akartunali
and Vicky
Mak-Hau
Andreas Grothey
and Ken
McKinnon
and Gilbert
Laporte
ST.L.
Bonnar
ST.L.
Cowan
OR & Strategy
Social Media
And
Engagement
With
Scenario
Projects
Paul Lam, Paul Frances O'Brien
Ingles and
and Maureen
Thibaut Sacreste
Meadows
ST.L.
Brewster
Routing Applic's Green Logistics
& Transport
Grocery
Variants Of
Deliveries
The
From Depot
Capacitated
To
Arc Routing
Store
Problem
Daniel Black
Gu Pang and Luc
Muyldermans
Health
Problem
Optimisation
Scheduling
Logistics and
Analytics
Structuring
Supply Chain
Improving
Radiation
Stochastic
Agile
Methods
Performance
Treatment Unit Commit- The Orienteer- Approach To
ing Problem
Of Emergency Issue IdentificPlanning
ment By
Knowledge
ation At The Optimiz-ation
With Variable
Medical
Column
Discovery
Front-End Of
Profits
Service
For VMAT
Generation
Of Web
A Study
Jiun-Yu Yu
Kerem
Tim Schulze, Gunes Erdogan
Log
Neville Curtis
17:00
JM
Duddingston
(please note that authors names are listed in the order of Presenter first and then alphabetically)
and Richard
Eglese
Routing Applic's
Stochastic
& Transport
Scheduling
& DAP
Vehicle
Index Policies
Routing
Problem With For Stochastic
Machine
Driver
Familiarity Maintenance
Matthew Soulby Diego Ruizand Jason Atkin Hernandez and
David DelgadoGómez
Plenary: 17:00 (JM Pentland)
John Hopes, Ernst & Young
'OR and analytics – an opportunity for growth'
Government Session - (JM Pentland) - Vivienne Raven, GORS - 'Recruitment to the Government Operational Research Service'
Open Meeting to discuss OR Society matters - (JM Pentland)
Geoff Royston and Gavin Blackett
26
JM
Pentland
East
JM
Pentland
West
Wednesday 05 September 2012
Time
JM
Pentland
JM
Prestonfield
08:00
Health
KEYNOTE:
OR And The
Industrialisation Of
Healthcare
08:30
Michael Pidd
FULL CONFERENCE PROGRAMME
JM
Salisbury
JM
Holyrood
JM
Duddingston
ST.L.
St.Trinneans
ST.L.
Pollock
Registration in JMCC
OR in Education Green Logistics
Making an
Logistics and
Forecasting,
OR & Strategy
Impact
Supply Chain Data Mining &
Statistical
The TimeGroup
CIM
RemanufactModel To
Dependent
Dynamics And
08:20 ” 08:30
Predictive Mental Model
uring With
Estimate
Pollution
Introduction
Maintenance Convergence
Multiple
Quality
Routing
And Welcome Collection
Modelling
Kenneth
Research
Problem
With Dbns
Kyunghyun
Sites
Alberto PaucarAnna
Ken McNaught
Huh
Caceres and Xin Franceschetti, 08:30 ” 09:30
Christos
Speed
and Adam
Shi
Gilbert Laporte,
Zikopoulos
Zagorecki
Tom van
Networking
and George
Woensel,
Tolga Bektas
and Dorothee
Honhon
(Facilitated by
Sophie Carr)
ST.L.
Bonnar
ST.L.
Cowan
ST.L.
Brewster
Metaheuristics Queue Modelling
HyperCo-Ordinated
Heuristics
Queues At
For Magic
Arterial
Squares
Intersections
Ahmed Kheiri
César Dario
and Ender Ozcan Velandia, Jason
Atkin, Ruibin Bai
and Graham
Kendall
Tagaras
OR in Education Green Logistics
Modelling
Fuel
Latent
Emissions
Preferences Optimization
Martin Spollen,
In Vrps
09:00
ST.L.
Nelson
(please note that authors names are listed in the order of Presenter first and then alphabetically)
OR & Strategy
Optimisation Metaheuristics Queue Modelling
Strategic
GRS Model In A Hybrid GA When To Use
Management,
DEA
For The TRP Virtual Hold
Cagla
Role Playing Miki Tsutsui and
Technology
Kaoru Tone
Cergibozan and
David
&System
A. Serdar Tasan Worthington and
Dynamics
Karen Cairns and Richard Eglese
Adele Marshall and Jiani Qian
Federico
Barnabè,
Cristiano Busco,
Pål I. Davidsen,
Maurizio Lambri
and Gianfranco
Zatta
09:30
10:00
Plenary: 09:30 (JM Pentland)- Jason Field, Dstl - 'Operational Research – Supporting Defence and Security'
10:30
Refreshments in JMCC
27
Chris Kirkbride
JM Pentland
East
JM Pentland
West
Wednesday 5 September 2012 continued
Time
11:00
JM
Pentland
JM
Prestonfield
JM
Salisbury
Health
Monitoring
Outcomes In
Paediatric
Heart Surgery
Making an
Impact
Technique
Tasters
2 sessions
Christina Pagel,
of 45
Kate Brown,
minutes each
Sonya Crowe
and Martin Utley
Health
Sequential
Drug Decision
Problems In
Healthcare
11:30
12:00
Eun-Ju Kim,
Roberta Ara, Jim
Chilcott and
Yang Meng
Health
Soapt: Service
Option
Assessor And
Prioritisation
Carol Marshall
11:00 -11:45
Rich Pictures
Giles Hindle
11:45 -12:30
Systems
Modelling
Giles Hindle
FULL CONFERENCE PROGRAMME
JM
Holyrood
JM
Duddingston
ST.L.
St.Trinneans
ST.L.
Pollock
Simulation
Optimisation
Project
Forecasting,
Data Mining
Current
Deployment Management
& CIM
Planning With
Practice Of
Of ICT
ExperimenServices In The OI Factor A Comparison
tation In D.E.S Cloud Data Michelle Morris Of Relative
Accuracy
Kathryn Hoad,
Centres
Tom Monks and Bjorn Nygreen
Measures
Frances O'Brien
Christopher
Tofallis
and Anders
Nordby
Gullhav
Simulation
Optimisation
Modeling
Matrix-Free
Assembly Line Interior Point
Using
Method
Kimon
Simulation
Logistics and
Supply Chain
Developing
Simplified
And
Linearised
Models
Forecasting,
Data Mining
& CIM
Mining
Pattern
Behavior
Norhanom
Awang and
Razman Mat
Tahar
Fountoulakis,
Jacek Gondzio
and Pavel
Zhlobich
Simulation
Modeling
And
Simulation
Optimisation
Logistics and
Forecasting,
Supply Chain
Data Mining
Reilability
& CIM
A Generalised
And
Anomaly
Maintenance Multi-Echelon
Detection In
Inventory
Of Complex
Point Clouds
Theory
Plant
Fazeeda
Mohamad and
Razman Mat
Tahar
Virginia Luisa
Marques
Spiegler,
Mohamed M.
Naim, Denis R.
Towill and
Joakim Wikner
Norhafiza
Ahmad
Ahmed AlHinai Patrick Beullens, Dafydd Evans
Gerrit K.
and Babakalli
Janssens and Luk
Alkali
N. Van
Wassenhove
ST.L.
Nelson
(please note that authors names are listed in the order of Presenter first and then alphabetically)
ST.L.
Bonnar
ST.L.
Cowan
OR & Strategy
Making an
Making an
Impact Impact Metaphorical
Facilitated
Facilitated
Models And
Workshops
Workshops
Credible
on 'Hot' Topics on 'Hot' Topics
Worlds
in OR
in OR
John Morecroft
Networking
Build Your
For Introverts Own Pub!
Frances Sneddon
Dave Buxton
ST.L.
Brewster
JM
Pentland
East
Making an
Making an
Impact Impact Facilitated
Facilitated
Workshops
Workshops
on 'Hot' Topics on 'Hot' Topics
in OR
in OR
Data
Personal And
Visualisation Professional
Jacqui Taylor Development
K. Swatridge
OR & Strategy
Systems
Thinking
Applied To
Triple Helix
Theories
UngKyu Han and
Martin Kunc
Making an Impact ” Additional Workshops that may run
depending on demand:
1.Horizon Scanning; sharing experiences
2.Ethical Dilemmas in OR
3.Selling OR
OR & Strategy
Assessing
Strategic
Risk In The
Public
Sector
Ian Birchmore
12:30
13:15
Lunch 12:30 - 13:15 = 45 minutes
13:15
13:45
14:15
President's Medal presentations 13:15 - 14:45 (JM Pentland)
13:15 - 'From Operational Research to Operational Planning: Shaping the NATO plan for Afghanistan', Patrick Rose, Colin Marston, Dstl
13:45 - 'Modelling demand and performance in HMRC call centres', Stephen O'Donnell, HMRC
14:15 - 'Decision Analysis in Nuclear Decommissioning: Developments in Techniques and Stakeholder Engagement Processe
28
JM
Pentland
West
Making an
Impact
Technique
Tasters
2 sessions
of 45
minutes each
11:00 -11:45
Bayesian
Methods
Sophie Carr
11:45 -12:30
Constraint
Programming
Guido Diepen
Wednesday 5 September 2012 continued
Time
JM
Pentland
Making an
Impact Technique
Tasters
14:45
Rich Pictures
Giles Hindle
JM
Prestonfield
Making an
Impact Technique
Tasters
Bayesian
Methods
Sophie Carr
15:30
Making an
Impact Technique
Tasters
Systems
Modelling
Giles Hindle
Making an
Impact Technique
Tasters
Constraint
Programming
JM
Salisbury
FULL CONFERENCE PROGRAMME
JM
Holyrood
JM
Duddingston
Making an
Making an
Making an
Impact Impact Impact Facilitated
Facilitated
Facilitated
Workshops on Workshops on Workshops on
'Hot' Topics in 'Hot' Topics in 'Hot' Topics in
OR
OR
OR
Build Your
Data
Networking
Own Pub! Pm Visualisation For Introverts
David Buxton
Pm
Pm
ST.L.
St.Trinneans
ST.L.
Pollock
ST.L.
Nelson
(please note that authors names are listed in the order of Presenter first and then alphabetically)
ST.L.
Bonnar
ST.L.
Cowan
ST.L.
Brewster
JM
Pentland
East
Making an Impact ” Additional Workshops that may run
depending on demand:
1.Horizon Scanning; sharing experiences
2.Ethical Dilemmas in OR
3.Selling OR
4.Personal and Professional Development
Jacqui Taylor Frances Sneddon
Guido Diepen
16:15
Refreshments in JM
16:30
Making an Impact:
Practitioner – Academic Collaboration: Maximising Research Impact 16:30 - 17:45 (JM Pentland) - Chaired by Sally Brailsford, University of Southampton.
Practitioners - Sean Jones (NATS), Tony O'Connor (GORS), Stewart Robinson (Loughborough) and Mike Pidd (Lancaster).
17:45 Review of the Day followed by a Drinks Reception for MAI delegates at 18:00 sponsored by SIMUL8 Corporation
19:15
19:15 Drinks Reception in the St. Trinnean Room in St. Leonards Hall sponsored by Palgrave Macmillan with part-sponsorship from 2020 Consulting.
Our Gala Dinner will be held in South Hall from 20:00
29
JM
Pentland
West
Thursday 06 September 2012
Time
JM
Pentland
JM
Prestonfield
FULL CONFERENCE PROGRAMME
JM
Salisbury
JM
Holyrood
JM
Duddingston
08:00
Health
Credit Risk
Simulation
Green Logistics
Simulation For
Survival
TUTORIAL: On
Dynamic
Sustainability
Analysis
Conceptual
Collection
In Healthcare Jonathan Crook, Modelling
Scheduling
Masoud Fakhimi, Tony Bellotti and
Fraser McLeod,
For
Mindy Leow
Navonil
Tolga Bektas,
Simulation
08:30
Mustafee and
Jane Probert
Stewart
Robinson
Tom Cherrett
and Gunes
Erdogan
ST.L.
St.Trinneans
ST.L.
Pollock
ST.L.
Nelson
(please note that authors names are listed in the order of Presenter first and then alphabetically)
ST.L.
Bonnar
Registration in JMCC
Forecasting, OR Consultancy Queue Modelling OperationsData Mining
/Case Studies
DesignPrice Of
& CIM
Innovation
Decision
Anarchy In
Interface
Modelling &
Analysis
Queueing
Infection
Forecasting
Model Of
Systems
Control With
PharmacDisease
Rob Shone
Strategic
eutical Life Management
Healthcare
Cycles
John Soje
Worker
Samantha
09:00
Paul Holmstrom,
Marie Elf, Inga
Malmqvist,
Kerstin Öhrn and
Lena von Koch
Health
OverAnalysis In
Health Care
And Health
Services
09:30
Penelope Mullen
Credit Risk
Joint Credit
Losses And
Poisson
Processes
Fernando
Moreira
Credit Risk
Models Of
Financial
Distress In
Chinese Firms
Anthony Bellotti
and Xijuan
Bellotti
ST.L.
Brewster
Stochastic
Inventory
Control
SDP In
Perishable
Inventory
Control
Eligius M.T.
Hendrix, Rene
Wenlin Chen, Haijema, Karin
Chung-Li Tseng G.J. Pauls-Worm
and Roberto
and Shu-Jung
Rossi
Sunny Yang
Buxton, Marwan
Khammash,
Konstantinos
Nikolopoulos
and Philip Stern
Health
Designing
Dementia
Care With
Group
Modeling
ST.L.
Cowan
Green Logistics Logistics and
Forecasting,
Data Mining
Environmental Supply Chain
& CIM
TimeAssessment
Of Transport Differentiated Unlocking The
Service Parts Potential Of
Routes
Computer
Javier Faulin, Distribution
Esteban de Mohsin Jat, Bart
Games
OR Consultancy Queue Modelling OperationsStochastic
/Case Studies
DesignInventory
Hierarchical
Innovation
Control
SWOT Analysis
Queues
Interface
Forecasting
Using General Jason Young and
SchumpeIntermittent
Morphological Vincent Knight
terian EntreDemand
Analysis
preneurship Steven Prestwich
Nasir Hussain,
Green Logistics
Sustainability
And Seafood
Banquets,
An Utopia?
OR Consultancy Queue Modelling
/Case Studies
A Queueing
NHS Provider
Model For
Landscaping
Specialty
Nicholas Jones
Clinics
Paz, Angel
Juan and
Fernando Lera
Altea Lorenzo
Arribas, Carmen
Cadarso
Suárez, Vicente
Lustres Pérez
and Isabel M.
Martínez Silva
MacCarthy and Robert Raeside,
Luc
Mark Robinson,
Muyldermans Anusua Singh
Roy and Tracey
Warner
Forecasting,
Data Mining
& CIM
Natural Gas
Demand
Forecasting
Nikolaos
Mavroeidis,
Stella
Androulaki,
Vassilios
Assimakopoulos
and John Psarras
30
Yanto Chandra
and Shu-Jung
Sunny Yang
Bruce Garvey
and
Tom Ritchey
Navid Izady
JM Pentland
East
JM Pentland
West
Thursday 06 September 2012
Time
JM
Pentland
JM
Prestonfield
10:00
10:30
11:00
11:30
FULL CONFERENCE PROGRAMME
JM
Salisbury
JM
Duddingston
Health
Credit Risk
Simulation
Green Logistics
Modelling
Corporate
Developing
The BiThe Dental Governance In Parallelised
Objective
Workforce In
Finance
Modelling
PollutionSri Lanka
Distress
Environments
Routing
Sally Brailsford
Zhiyong Li,
Richard Boakes
Problem
and Dileep De Galina Andreeva
Silva
and Jonathan
Crook
Credit Risk
Aggregating
Credit And
Mohamed Tadjer Market Risk:
Model Choice
Bastiaan Verhoef
and Gareth
Toomey
Tolga Bektas,
Emrah Demir
and Gilbert
Laporte
Green Logistics
Green Tire
CLSC Network
Design Via
EI-99
ST.L.
Bonnar
ST.L.
Cowan
Stochastic
Forecasting, OR Consultancy Optimisation
OperationsInventory
Data Mining
/Case Studies Dynamic DEA
DesignControl
& CIM
Innovation
Managing With Network
Interface
Discovering
Forecasting Projects In An
Structure
Impact Of
A New Order Solvency Of
Uncertain
Kaoru Tone and
Competition
Policy
Greek Banks
Miki Tsutsui
World
On Capability
Rene
Christina
Fran Ackermann,
Haijema
Konstantinidou, Susan Howick,
Development
Vassilis
Tom Houghton,
Pa
Assimakopoulos John Quigley and
and Serafeim
Lesley Walls
Gravanis
Stochastic
Inventory
Control
Product
Recovery
With
Kemal Subulan,
Substitution
Adil
BAYKASOGLU
and A.Serdar
TASAN
12:30
13:00
ST.L.
ST.L.
ST.L.
St.Trinneans
Pollock
Nelson
Refreshments in JMCC
ST.L.
Brewster
Plenary: 10:30 (JM Pentland) - Chris Dent, Durham University - 'Challenges in energy system modelling: data, optimisation and futurology'
Health
Service
Redesign
12:00
JM
Holyrood
(please note that authors names are listed in the order of Presenter first and then alphabetically)
Forecasting,
Data Mining
& CIM
Decision
Making In
Complex
Environments
Sarah Marshall
and Tom
Jose M. Merigo
Archibald
OR Consultancy Routing Applic's
/Case Studies
& Transport
Prioritising
Lower +
Asset
Upper Bounds
Replacement
For Joint
Liz Archibald
Problem
Re Routing
Lunch 12:30 - 13:30 in JMCC
31
Yan Emma Liu
and Shu-Jung
Sunny Yang
Narges Haghi
OperationsDesignInnovation
Interface
Complex
Supply
Network
Mohsen Jafari
Songhori, Alan
Smith and
Sunny Yang
JM Pentland
East
JM Pentland
West
Thursday 06 September 2012 continued
Time
13:30
JM
Pentland
FULL CONFERENCE PROGRAMME
JM
JM
JM
JM
Prestonfield
Salisbury
Holyrood
Duddingston
Health
Credit Risk
Simulation
Green Logistics
MCDA
Stochastic
Validation
Green
Approaches
Parametric Of Simulation Intermodal
To
Time To
Models For
Freight
Prioritisation Default Model Operational
TransportVadim
In NICE
Co
ation
Brian Reddy
Melnitchouk
Michael Leyer
Yi Qu, Tolga
and Sophie Bektas and Julia
Meilinger
Bennell
Health
Credit Risk
Simulation
Green Logistics
Location &
Default
Agile
Climate
Scheduling Of Probability Of Simulation – Change – A
Blood
Smes
The Way
Challenge For
Raffaella
Collection
Forward?
MCDA?
Calabrese and Frances Sneddon Valerie Belton
Sessions
14:00
14:30
Thomas Jeffries
and Jesse
O'Hanley
Silvia Osmetti
ST.L.
ST.L.
ST.L.
ST.L.
St.Trinneans
Pollock
Nelson
Bonnar
Logistics and
Forecasting, OR Consultancy Routing Applic's
Supply Chain
Data Mining
/Case Studies
& Transport
& CIM
Reliability
Receding
Presentations
Forecasting
And
Horizon
x4 of 22.5
Resilience In Short Term
Approach To
minutes each
Electricity
The Supply
Gate
Load Demand
Chain
Allocation
13:30
Eirini-Elisavet
Mouhamad
Urszula Neuman,
Shaker Ali Agha, Theodorou, Haris CB(RN) Risk Jason Atkin and
Assessment Edmund Burke
Doukas and
Robert Van Der
MultiMeer and Lesley John Psarras
Methodology
Walls
Diederik
Logistics and
Forecasting,
Routing Applic's
Wijnmalen
Supply Chain
Data Mining
& Transport
& CIM
Two Phase
Methods For
13:52
Portfolio
Optimization
Solving The
Understanding
Management
In Reverse
Dynamic
Mobile
With
Logistics
PDPTW
Workforce
Ali Niknejad and Forecasting
Penny Holborn,
Productivity Rhyd Lewis and
Dobrila Petrovic
Methods
Jonathan
Nikolaos
Malpass
Theodorou,
Vassilios
14:14
Assimakopoulos
and Georgios Case Studies
In Tender
Spithourakis
Credit Risk
UK Smes
Through The
'Credit
Crunch'
Simulation
Effects Of
Supply Risks:
A Simulation
Study
Meng Ma,
Mualla Gonca
Galina Andreeva Yunusoglu,
and Jake Ansell Hasan Selim and
A. Serdar Tasan
Evaluation
Logistics and
Forecasting,
David Wrigley
Supply Chain
Data Mining
& CIM
Judgemental
14:36
Adjustment Evaluation Of
Applying
Soft
Volatility
In An
Systems
Forecasting
Inventory
Methodology
Models
System
to Better
Bing Xu and
Inna
Regulation
Jamal
Kholidasari
Ian Mitchell
Ouenniche
and Aris
Syntetos
15:00
(please note that authors names are listed in the order of Presenter first and then alphabetically)
Conference closes at 15:00
32
Jonathan
Thompson
ST.L.
Cowan
OperationsDesignInnovation
Interface
Altruistic
Entrepreneurship
Yanto Chandra,
Yan Emma Liu
and Shu-Jung
Sunny Yang
OperationsDesignInnovation
Interface
Shelf-Space
Competition
Chia-Wei Kuo
and Shu-Jung
Sunny Yang
Routing Applic's Operations& Transport
DesignInnovation
Route
Interface
Generator For
Redesign And
WSRP
Innovate
J. Arturo
Castillo-Salazar Aging Medical
and Dario Landa- Institutes
Silva
Jiun-Yu Yu
ST.L.
Brewster
JM Pentland
East
JM Pentland
West
Optimisation
An MPEC
Approach To
Electricity
Trading
Strategy
Arash
Mostajeran
Gourtani, David
Pozo, Maria
Teresa Vespucci
and Huifu Xu
Optimisation
The Stochastic
Network
Loading
Problem
Konstantinos
Kaparis, Adam
Letchford and
Stein Wallace
PLENARY SESSIONS
DR GEOFF ROYSTON
Opening plenary: Operational Research for the real world: big questions from a small island
04/09/2012 : 09:30 : Pentland Room in JMCC
The address will explore, from an unlikely starting point, some key questions that are important for
operational research, seeking to draw lessons from the past, gather ideas from the present and provide
messages for the future. It will argue that ‚real world‚ operational research needs to take its subject more
seriously and that this requires some developments in both theory and practice. It will conclude by
suggesting some implications for education, for research, for practice, for clients and for society.
About Geoff Royston: Geoff Royston is former Head of Strategic Analysis and Operational Research in
the Department of Health for England and a former Chair of the Government Operational Research Service.
He is now an independent analyst and researcher and is currently President of the Operational Research
Society,
He has had a wide range of activities and responsibilities involving analysis, modelling and research to
inform the design, implementation and evaluation of evidence-based policies and programmes in the health
field.
He has also worked on information and communication technology in the health sector, has been an adviser
to the UK communications industry regulator (OFCOM), and led the design and launch of the national
telephone advice service NHS Direct.
He has been an external examiner for postgraduate courses in operational research and management
science, has served on both scientific and medical UK Research Council panels and is a member of the
editorial board for the journal Health Care Management Science.
He has experience in the international health arena including being a consultant for the World Health
Organisation, a member of the expert advisory panel for the HIFA2015 (Healthcare Information for All)
initiative and a long standing member of the European Working Group on Operational Research Applied to
Health Services.
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PLENARY SESSIONS
MR JOHN HOPES
OR and analytics ” an opportunity for growth
04/09/2012 : 17:00 : Pentland Room in JMCC
Analytics has gained a high profile in recent years in business and in government, largely driven by the
explosion in data volumes in the digital economy (the so called ‚big data‛ issue). It has also been a major
focus for the OR Society which has identified it as an opportunity both to expand its offering to its existing
members and to reach out to new members in the wider analytics community.
This session will set the scene by describing the analytics landscape, the various areas of application, the
software market and the reasons why it is seen as a driver of competitive advantage. It will explore the
different categories of analytics - descriptive, predictive and prescriptive - and will look at their relationship
with OR. It will also summarise some of the key themes that emerged from the OR Society’s recent one day
advanced analytics national event, illustrating these themes with case study examples. It will then move on
to describe the OR Society’s analytics initiative, the progress that has been made to date and the next steps
that are currently being taken to ensure that the Society becomes a key player in promoting analytics and in
meeting the needs of the analytics community. It will also summarise the steps that INFORMS has made to
support the analytics community in the US.
Plenty of time will be allowed for discussion and to receive comments and suggestions on the future
direction of this important initiative for the OR Society.
About John Hopes: John Hopes is a partner in Ernst & Young’s Business Modelling practice, a team of
over 100 people in the UK and over 300 globally. He has over 30 years experience of delivering OR,
financial modelling and analytics solutions, both in industry and as a consultant.
His career began with Shell where he worked in a variety of roles covering OR, strategic planning and
production economics. He then moved into consulting with KPMG where he progressed from senior
consultant to partner within the modelling team before becoming leader of the customer management
consulting practice. He joined Ernst & Young 11 years ago to lead the Business Modelling practice.
John is also currently one of two Vice Presidents of the OR Society.
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PLENARY SESSIONS
MR JASON FIELD
Operational Research ” Supporting Defence and Security
05/09/2012 : 09:30 : Pentland Room in JMCC
The application of Operational Research (OR) to current day defence and security challenges can allow for a
greater understanding, or systems view, of the overall problem space. Use of specific methods and
techniques can highlight the impacts and issues associated with potential solutions. Dstl provide support to
the Ministry of Defence and many other government departments with the practical use of OR methods
ranging from decision support, risk analysis and facilitation through to complex computer modelling and
simulation. This input has informed both policy decisions and design of security measures. The work has
allowed assessment of the effectiveness of the proposed solutions, accounting for cost, risk and impact to
provide the final decision maker with additional useful information.
This presentation will focus on the practical application of the OR methods and their place in supporting the
decision makers. The presentation will give a background to the variety of techniques used and examples of
the output from the work. The presentation will draw from a number of real life case studies in support of
defence and security across government from policy support to the design of new security systems. Through
these case studies, the presentation will highlight the challenges in the use of OR, its place in the decision
making process and consider how best to present the output from studies to maximise the messages for
non OR specialists. The presentation will hope to demonstrate that appropriate use of OR can have a
significant impact in decision making in defence and security.
About Jason Field: Jason has worked for the MoD for the last 23 years as an Operational Researcher. He
currently works in the Dstl Programme Office and is the Domain Leader for Security. He has a degree in
management science and IT.
During his career, Jason has lead teams delivering OR products for MoD, been a MoD OR scrutineer and
been a senior analyst responsible for quality of delivery of OR products. Over the last 6 years, Jason has
focussed on the challenges of providing S&T and OR support to non MoD government departments.
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PLENARY SESSIONS
DR CHRIS DENT
Closing Plenary : Challenges in energy system modelling: data, optimisation and futurology
06/09/2012 : 10:30 : Pentland Room in JMCC
Mathematical modelling is used as a means of taking systematic decisions across all aspects of planning
and operation of energy systems. This presentation will look in detail at three aspects:



Assessment of whether there is sufficient generating capacity installed in a power system in order to
support demand with a given level of reliability. Generation adequacy is one of the fundamental aspects
of system planning, and impinges on wider society through the dependence of modern life on a reliable
electricity supply. However, as with many problems of modelling rare events, directly relevant data are
very sparse. This section of the presentation will describe how the first Great Britain statutory adequacy
study confronted this issue.
Operational scheduling. Power system optimisation problems have a unique structure as power flows
are governed by the physical laws of circuit theory. The optimisation routines in current energy system
management software will be outlined, and the challenges of operational planning under uncertainty in
systems with high capacities of renewable generation, and of system scheduling in future smartgrids
with many more small scale controllable generators and demands.
The use of models to understand the future evolution of energy systems. Mathematical modelling is
increasingly used to understand the evolution of energy systems over timescales of decades. However,
due to the complexity of the energy economy, and extreme uncertainty over model inputs such as
technology growth, drawing robust conclusions for real energy systems based on the study of models is
not straightforward. A survey of current 'futurology' models in use in the UK and of challenges in their
development will be presented.
About Chris Dent: Chris Dent AFORS is Lecturer in Energy Systems Modelling in the School of
Engineering and Computing Sciences at Durham University. Prior to this position, following 7 years in
Physics research, he studied for the MSc in OR at Edinburgh University, before moving into energy research
in 2007. He has interests across electrical power systems analysis, including risk and reliability modelling,
optimisation, renewables integration, economics and network planning. He plays a particular role in
developing links between the power systems and mathematical sciences communities, having co-organised
the Energy Systems Week at the Isaac Newton Institute for Mathematical Sciences in 2010, coordinated an
Energy Systems special issue of the Journal of Risk and Reliability, and founded the annual "Risk and
Reliability Modelling of Energy Systems" day at Durham University. He has recently worked with National
Grid on the first statutory GB generation capacity adequacy assessment.
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PRESIDENT’S MEDAL PRESENTATIONS
The President’s Medal is awarded for the best practical application of OR submitted to the competition
(a wide definition of OR is used). Entries are accepted from both academics and industry-based OR workers
and consultants. One of the main qualifications for entry is that the work has been implemented before
submission.
Criteria for judging include:




The level of demonstrable benefit
The intellectual and novel content of the solution
The likely longevity of the solution
The excellence of the OR process
Conference delegates attending the President’s Medal plenary session will have the opportunity to express
their views as to their preferred candidate. The judges are required to take into account the views of the
audience, but are free to arrive at their own decision. Ballot papers will be distributed at the start of the
session.
Presentations
5/9/2012 : 13:15 : Pentland Room in JMCC
From Operational Research to Operational Planning: Shaping the NATO plan for
Afghanistan
Dr Patrick Rose and Mr Colin Marston, (Dstl)
The Defence Science & Technology Laboratory (DSTL) delivers impartial, high-level operational analysis
support to the UK Ministry of Defence (MOD) and wider government decision making. DSTL also embeds
scientific teams in military Headquarters in the UK as well as operational areas. During 2011, DSTL deployed
two teams of civilian volunteers to Afghanistan to directly support military planners in shaping NATO
operations. Two major planning conferences in March and November utilised DSTL’s world-leading
wargame capability, the Peace Support Operations Model (PSOM), a research based decision-support tool
for examining operations and outcomes in complex environments such as Afghanistan. Originally designed
to inform future UK strategic planning, PSOM was employed in Afghanistan within a new and bespoke OR
process. This simulated the planning, execution and assessment of real world operations, giving senior
military and civilian decision makers clear direction and insights that continue to influence and shape the
NATO campaign plan in Afghanistan. This paper provides an overview of PSOM and its development into a
decision support tool used for Ministry of Defence strategic planning and force structure analysis. It then
details the technical, organisational and validation challenges that the DSTL team had to overcome in order
to utilise PSOM to support real world military operations. It concludes by offering a brief overview of the
conduct of the planning conferences conducted with the ISAF Joint Command during 2011, and gives an
assessment of how this type of OR support refined and shaped the cross-Afghanistan campaign plan being
executed at the present time of security transition from NATO to local security forces.
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5/9/2012 : 13:45 : Pentland Room in JMCC
Modelling demand and performance in HMRC call centres
Stephen O'Donnell, (HM Revenue and Customs)
HMRC call centres have received a great deal of bad publicity about their performance. The management of
call centre performance relies heavily on queuing theory work first carried out by Erlang in the early 20th
century and much elaborated since. But this approach requires copious and detailed forecasting of future
demand and resources and while it is excellent for short term performance management HMRC has found it
less suitable for medium to long term performance planning. Part of the problem, which any call centre
under pressure faces, is it is difficult to establish how much demand the call centre has to handle. The work
described here outlines a novel way of measuring the underlying demand faced by a call centre. This
measure turns out to be intimately related to the performance of a call centre and by adopting this measure
I have been able to build extremely accurate models of medium to long term call centre performance.
HMRC adopted this model for managing call centre performance from April 2011 and, with the assistance
of the improved understanding of demand and performance the model brings, went from handling 48% of
calls in 2010-11 to handling 74% of call in 2011-12.
5/9/2012 : 14:15 : Pentland Room in JMCC
Decision Analysis in Nuclear Decommissioning: Developments in Techniques and
Stakeholder Engagement Processes
Simon Turner and Stephen Wilmott, (Magnox Limited)
Magnox Limited have developed new assessment techniques for the purposes of waste management
decision-making and stakeholder engagement, that deliver a more open, transparent, and proportionate
approach. The development of this new process of decision analysis has also opened the way for improved
approaches to BPEO regulation with the Environmental Agencies, and has had, and will continue to have,
enormous savings (running into millions of pounds) in terms of both time and ongoing costs for the
organisation as we move forward.
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Analytics
Organiser: Jacqui Taylor
04/09/2012 : 13:30 : ST.L. St.Trinneans
Code: OR54A751
Tap into the Global Analysis Development Community with R Open Source Software
Dr Chris Campbell (Mango Solutions)
Operational Research makes use of diverse skills to solve real world problems. The solutions may be
composed of elements from many fields, say mathematics, engineering and psychology. No single software
environment has access to the range of analytical researchers as the R statistical programming language.
Cutting edge statistical methodologies are available from academically sponsored repositories. And
economists and psychologists rub shoulders with statisticians and geneticists. This accessible scripting
language provides easy access to the work of thousands of specialists. Used it directly to run analyses and
create reports, or hide it away as the engine behind a flashy interface. Isn’t it time you learned to speak R?
04/09/2012 : 14:00 : ST.L. St.Trinneans
Code: OR54A757
Big Brother is Still Watching, but ...
Mrs Jacqui Taylor (FlyingBinary Limited)
In our quiet moments, we are all concerned about the level and detail of data collected about each one of
us, by the faceless leviathans that make up Government, public services and private commerce. But there
are glimmers of hope. Over the last few years, governments have started to open up and share the data
they hold (Open Data) and citizens are beginning to understand and care about what this means for them.
Accessibility is an issue where visualisation has a key role, turning a torrent of opaque numbers into
transparent understanding. Over the next 18 months, there are exciting developments within the Open Data
agenda that have the potential to catapult the usability of this medium, impacting all our lives. In this talk
by Jacqui Taylor, CEO and co-founder of FlyingBinary, you will hear: - What Open Data has achieved so far Why the current usability is limited - What the next level looks like - Why you should be excited about the
changes - How you can be part of shaping the future.
04/09/2012 : 15:30 : ST.L.Pollock
Code: OR54A667
Royal Mail Goes To The Olympics!
Mr Paul Liddiard (Royal Mail)
In 2006 the UK Postal Market was fully liberalised. In April 2012 rivals’ postmen began delivering on the
streets of West London. This presentation will look at the methodologies used in forecasting mail volumes
and the impact that such competition may have upon those volumes.
04/09/2012 : 16:00 : ST.L.Pollock
Code: OR54A756
Enter the Matrix
Mr Ian Taylor (FlyingBinary Ltd)
You know the scenario. Months of careful analysis, diligent preparation and massive development gives
birth to the next campaign / product / service / movie / building / whatever. But the reaction is not as
anticipated. Sometimes good, sometimes bad, the voice of "the public" is essential if forward-facing
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organisations are to reach their full potential. This we call Social Intelligence. But the two worlds "in here"
(corporate) and "out there" (public) are as different as the worlds in The Matrix. So can you really
determine the voice of the public? Even if you can, does it say anything useful? And if it does - can you act
on it? In this session, Ian Taylor, CTO and co-founder of FlyingBinary, will present and demonstrate live
capability of visualising internal and external data sets to trigger real action following a marketing
campaign. You will see and hear: - What to look for in a Social Intelligence solution - Why visualisation is
essential to communicate effectively - How to test if an organisation is ready for Social Intelligence - The
real story behind one campaign. Please note the live demonstration is real data, therefore has to be
anonymised to protect the original client identity. Just like the movies.
04/09/2012 : 16:30 : ST.L.Pollock
Code: OR54A743
An Agile Approach to Knowledge Discovery of Web Log Data
Mr Paul Lam (uSwitch.com), Mr Paul Ingles (uSwitch) and Mr Thibaut Sacreste (uSwitch)
Web log data contains a wealth of information about online visitors. We have a record of each and every
customer interaction for the millions of visitors coming through each month at uSwitch.com. The challenge
is to analyse this discrete time series, semi-structured dataset to understand the behaviour of our visitors on
a personal level. This talk is a case study of how our data team of three leveraged heterogeneous
architecture and agile methodologies to tackle this problem. And we had three months.
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Community OR and Sustainable Support for Communities
Martha Vahl
Eliseo Vilalta-Perdomo
Organisers: Martha Vahl and Eliseo Vilalta-Perdomo
04/09/2012 : 11:00 : JM Pentland
Code: OR54A744
KEYNOTE: Modelling to Support Communities
Prof Gerard de Zeeuw (University of Lincoln) and Ms Martha Vahl (Centre for Educational Research &
Development)
O.R. analysts increasingly are interested in the Third Sector (community and voluntary/charitable sector) as
demonstrated by the establishment of the Community O.R. Unit and network in 1988 and the more recent
initiation of a Third Sector special interest group. Part of the reasons for this interest is the perceived
difficulty of using the tools of O.R., even though O.R. thinking often proves quite effective. This raises
methodological and philosophical questions. Of particular relevance is the fact that research issues are not
owned by any organisation and hence do not relate to an accepted (acceptable) collective preference.
Similar difficulties relate to the emotional engagement of individuals to their community. The problem will
be interpreted in terms of Arrow's impossibility theorem. In the paper a number of the methodological and
philosophical questions will be discussed and answered. Some examples of research projects will be
presented, including an initiative to change the teaching culture in a University. The implications of the
answers provided will be discussed in terms of the sustainability of local communities in Lincolnshire.
04/09/2012 : 11:30 : JM Pentland
Code: OR54A605
A Communities of Practice (CoP) Approach to Evaluating Expert Support
Mr Ricardo Barros (Universidad de los Andes), Prof Gerald Midgley (University of Hull) and Dr Luis
Pinzón (Universidad de los Andes)
Ulrich’s critical systems heuristics approach encourages participants in planning to question if and how
different expert roles can guarantee systemic improvement. Building on this idea, and drawing upon
Habermas’s theory of knowledge constitutive interests, Reynolds proposes a generic framework for
evaluating expert support. This paper takes the debate one stage further by proposing a conceptual
framework to evaluate expert support based on Wenger’s theory of Communities of Practice (CoP). The
ideas in CoP are explained, and reflections on their utility for supporting the evaluation of expert support
are provided.
04/09/2012 : 13:30 : JM Pentland West)
Code: OR54A616
O.R. in the 3rd sector: Where From, Where Now, Where Next?
Ms Ruth Kaufman (Independent)
It was after a talk in the Community O.R. stream at the 2009 OR Society conference that the idea of an 'O.R.
in the Third Sector' initiative first emerged, in a conversation between Andrew Dobson, the presenter, and
some of the audience. Three years on, we: have successfully piloted a 'pro bono O.R.' initiative; have
established an 'OR in the3rd Sector' special interest group; and, are thinking about what else needs to be
done to create a sustainable pro bono O.R. service, and to achieve the aim of expanding the use and
effectiveness of O.R. to support charities, social enterprises and other non-profit groups. This presentation
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will report on the projects that have been undertaken under the initiative, and open up the question of
where and how we move forward.
04/09/2012 : 14:00 : JM Pentland West
Code: OR54A617
A Framework to Identify and Mitigate Potential Conflicts in the Professional and Research
Agendas on Sustainability
Dr Eliseo Vilalta-Perdomo (University of Lincoln)
The Triple Bottom-Line is now a traditional model to discuss sustainability. It has been helpful to make
individuals and organisations aware of the impact of their actions. However, one criticism is that it has been
unable to show how to achieve or negotiate a balance between the different dimensions involved
(economic, environmental and social). This paper shows different reasons why this may happen. It also
proposes where to look to break this current impasse.
04/09/2012 : 14:30 : JM Pentland West
Code: OR54A649
Using Problem Structuring Methods (PSMs) to Enrich Project Management in Community
Regeneration
Mr Michael Charlton (Sheffield Hallam University)
Strategic Housing Departments within Local Authorities have the challenging task of coordinating multiple
agencies to improve and create new residential communities. The task is usually supported by a traditional
project management method employing expert-driven approaches and stakeholder consultation to create
masterplans for specific target areas which seek to win approval and support from those affected. This short
paper reports some findings from the efforts of one Local Authority in Nottingham to develop new housing
for one of its most deprived wards. The paper sets out the general nature of the problems facing the Local
Authority, the approach taken, its suitability and weaknesses. An examination of the potential of using
selective Problem Structuring Methods (PSMs) in this context is then discussed and some conclusions are
drawn about how certain features of PSMs might be deployed to enrich the overall project management
approach. Observations are also made on the limitations of PSMs in this particular context.
04/09/2012 : 15:30 : JM Pentland
Code: OR54A693
Researching ‘Wicked’ Issues – The ‘Messy’ World Of Community O.R.
Ms Jennifer Jackson (University of Lincoln)
Health inequalities is considered a ‘wicked problem’ with the understanding of the problem that health
inequalities poses subject to interacting causes and uncertain means of resolution of how to act within
policy, organisational and academic debate. This paper focuses on a 5-year community operational research
project on a healthy living centre partnership within a probation system and the messy issues that it
represented. It explores how the notion of the practitioner/researcher entwines with concepts of ‘research’
and action, with the ‘role’ of the O.R. participant continually negotiated and questioned within the process.
Ultimately it questions who is the ‘expert’ and what is the problem that needs to be solved?
04/09/2012 : 16:00 : JM Pentland
Code: OR54A739
Statistical Analysis of Engineering Tests of TASER Devices in Canadian Police Inventories
Mr Fred Cameron, Dr Jack Brimberg (Royal Military College of Canada), Dr Bill Hurley (Royal
Military College of Canada), Dr Bill Simms (Royal Military College of Canada) and Mr Xiaofeng Yang
(Royal Military College of Canada)
Although police agencies have recourse to deadly force under certain conditions, non-lethal weapons have
always had a place in the inventory. Notably British police have a proud reputation of often patrolling
without lethal weapons entirely. But, like counterparts in other nations, British police agencies have
expanded the fielding of weapons like TASERs, a type of conducted energy weapon. With a growing interest
in a broader range of non-lethal weapons, TASER International Inc. began developing their line of devices in
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the 1970s and these have been widely adopted by police services in many nations. In Canada these
weapons are the subject of close scrutiny. Public attention to them increased considerably since the death
at the Vancouver International Airport of Robert Dziekański, who had been the subject of TASER
employment. One aspect of Canadian scrutiny is an ongoing series of engineering tests intended to confirm
that weapons in police inventories continue to meet their design specifications. The Royal Military College
of Canada was asked to conduct a broad statistical analysis of these test results to determine if there may
be patterns that could be used to ensure effective but safe employment in the future. This presentation
includes several aspects of the methods that were employed and some general results of the College’s
investigation. It includes an outline of how these results may be used to change operating procedures.
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Credit Risk Management
Organiser: Jonathan Crook
06/09/2012 : 08:30 : JM Salisbury
Code: OR54A557
Survival Analysis with Unobserved Heterogeneity for Credit Card Loans
Prof Jonathan Crook (University of Edinburgh), Dr Tony Bellotti (Imperial College London) and Dr
Mindy Leow (University of Edinburgh)
Recent literature has presented a number of survival analysis models of the conditional probability that a
credit account will default in the next time period. In this paper we advance the literature by presenting
comparative empirical survival analysis models that incorporate an unobserved heterogeneity (frailty) term.
This term may be interpreted as representing omitted variables or mis-specified functional form. We show,
using a large sample of credit card loans, the effect of incorporating such terms under different assumptions
about the frailty term and with different functions for the baseline hazard. We find that the parameters of
hazard functions are substantially affected by the inclusion of frailty when the baseline function is simplistic,
but much less so if the baseline function is very flexible. However we find that the overall predictive
performance of hazard models is remarkably robust to the exclusion of frailty terms.
06/09/2012 : 09:00 : JM Salisbury
Code: OR54A692
Estimation of Joint Credit Losses based on Poisson Processes and a Suggestion for Basel
Accords
Dr Fernando Moreira (University of Edinburgh Business School)
We suggest a model based on Poisson processes to estimate joint credit losses without the limitations of
normality assumptions and compatible with some levels of negative correlation. Idiosyncratic and
systematic risks are seen as ‚shocks‛ and defaults are driven by a latent variable (loans’ lifetimes). The
method is applied to the calculation of capital to cover unexpected credit losses in financial institutions and
its implementation is relatively simple. Simulations show that the general model yields satisfactory
estimations of simultaneous credit losses and its application to capital assessment outperforms the current
approach (Basel Accords II and III) in some scenarios even when the alternative method is calculated at
lower levels of confidence.
06/09/2012 : 09:30 : JM Salisbury
Code: OR54A734
Prediction Models of Financial Distress in Chinese Firms from 1991-2011
Dr Anthony Bellotti (Imperial College London) and Dr Xijuan Bellotti (Middlesex University Business
School)
Prediction models of corporate bankruptcy have been used in North America and Europe since 1968, based
on Altman’s Z-score model which uses financial ratios as predictor variables. In these markets, Z-score
models are found to remain robust over many years. We build similar predictive models of financial distress
in the developing Chinese market based on data covering the period 1991 to 2011, sourced from GTA, and
using Special Treatment (ST) status as an indicator of financial distress. We determine the most important
financial ratios predictors and compare with models developed in other markets or by previous researchers.
In particular, we investigate the robustness of the model over time. We conclude that the effect size of
some financial ratios in the model show a large and statistically significant change over time, and
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forecasting performance deteriorates rapidly over the few years following the initial model build date. These
results reflect the changes and developments in the corporate market in China, as capitalism emerged
within the communist system, during the 1990’s.
06/09/2012 : 11:30 : JM Salisbury
Code: OR54A636
Corporate Governance in Finance Distress: A Case of Chinese Listed Companies
Mr Zhiyong Li (Credit Research Centre), Dr Galina Andreeva (Credit Research Centre) and Prof
Jonathan Crook (Credit Research Centre)
Credit risk pays attention to both corporate bankruptcy and consumer default. Beside financial conditions,
corporate governance has impact on corporate performance by influencing its management. But unlike
financial ratios as outcomes of performance, behaviours of directors and managers actually are origins of
management performance. This paper investigates the influences of some corporate governance measures
on the probability of financial distress. Measures of board composition, ownership structure, management
compensation and directors’ characteristics are used as variables in prediction, which is very similar in
consumer credit scoring. Data from around 2,000 Chinese listed companies provides sources of modelling
and there are some significant effects of corporate governance measures on its financial distress. Up to date
results will be presented.
06/09/2012 : 12:00 : JM Salisbury
Code: OR54A637
Aggregating Credit and Market Risk: The Impact of Model Specification
Mr Bastiaan Verhoef (Royal Bank of Scotland)
We investigate the effect of model specification on the aggregation of (correlated) market and credit risk.
We focus on the functional form linking systematic credit risk drivers to default probabilities. Examples
include the normal based probit link function for typical structural models, or the exponential (Poisson) link
function for typical reduced form models. We first show analytically how model specification impacts
‘diversification benefits’ for aggregated market and credit risk. The specification effect can lead to Value-atRisk (VaR) reductions in the range of 3% to 47%, particularly at high confidence level VaRs. We also
illustrate the effects using a fully calibrated empirical model for US data. The empirical effects corroborate
our analytic results.
06/09/2012 : 13:30 : JM Salisbury
Code: OR54A546
A Practical Approach to Time to Default Forecasting: Stochastic Parametric Modelling with
Macroeconomic Variables and Unobserved Consumer Heterogeneity
Dr Vadim Melnitchouk (Metropoliten State University)
According to Bellotti & Crook (2007) survival analysis is a competitive alternative to logistic regression
when predicting default events. The method has become a model of choice in recent publications. But its
complexity makes such a technique unfeasible for practitioners. We apply the stochastic parametric Time to
Event method well known in marketing (Fader & Hardie, 2007) to build two models as alternatives to the
Cox regression model. Federal Reserve residential mortgage data were used to illustrate the performance of
the method. The first model assumes Weibull distribution of Time to Default and gamma distribution of
default density across obligors to include unobserved consumer heterogeneity. Monthly number of defaults
and time varying covariates like Unemployment and Home Price Index are model inputs. Macroeconomic
factors are incorporated into the hazard rate function. Forecast accuracy for out-of-time period is
acceptable. According to Bellotti (2010) ‘any credit risk model with macroeconomic variables can’t be
expected to capture the direct reason for default like a loss of job, negative equity or a sudden personal
crisis such as sickness or divorce’. As an attempt to find an approximate solution to this problem, a latent
class Weibull model was used, assuming two segments of obligors with their own fixed but unknown values
of shape and scale parameters. We suggest relatively small consumer segment with default hazard
increasing over time and relatively large segment with decreasing default hazard. This concept was
developed by Hardie & Fader (2001) and used by (Brusilovskiy, 2005) to predict the time of the first home
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purchase by immigrants. Both models are implemented in MS Excel using ‘Solver’ to get the maximum
likelihood estimates of the model parameters. The models can be considered as a simplified aggregate level
survival analysis with flexible parameterization. The stochastic parametric Time to Event model has several
advantages when comparing with Cox regression and can be used by practitioners to forecast not only Time
to Default but Time to delinquency, Time to prepayment and Time to recovery.
06/09/2012 : 14:00 : JM Salisbury
Code: OR54A558
Default Prediction of Small and Medium Enterprises by Generalized Additive Models
Dr Raffaella Calabrese (University College Dublin) and Dr Silvia Osmetti (Universita' del Sacro Cuore
di Milano)
We aim at proposing a Generalized Additive Model (GAM) for Small and Medium Enterprises (SMEs). The
Generalized Extreme Value regression model (Calabrese and Osmetti, 2011) is extended by replacing the
linear predictor with an additive one, defined as the sum of arbitrary smooth functions. In order to focus the
attention on the tail of the response curve for values close to one, we consider the quantile function of the
generalized extreme value distribution as a link function in a GAM. Thus we propose the Generalized
Extreme Value Additive (GEVA) model. To estimate the smooth functions, the local scoring algorithm
(Hastie and Tibshirani, 1986) is applied. In credit risk analysis a pivotal topic is the default probability
estimation for SMEs. For this reason, we apply the GEVA regression to empirical data on Italian Small and
Medium Enterprises (SMEs). On this dataset we compare the performance of the GEVA model with the one
of the logistic additive model. The main advantage of the GEVA model is its excellent performance to
identify defaults for low default portfolio. Thanks to this characteristic, the drawback of the logistic
(additive) regression model in underestimating the default probability (King and Zeng, 2001) is overcome.
Finally, the GEVA model is a robust model, unlike the logistic (additive) regression model, if the sample
percentage of defaults is different from that in the out-of-sample analysis.
06/09/2012 : 14:30 : JM Salisbury
Code: OR54A627
Small and Medium-Sized Businesses through the 'Credit Crunch': Evidence from the UK
Miss Meng Ma (The University of Edinburgh), Dr Galina Andreeva (The University of Edinburgh) and
Prof Jake Ansell (The University of Edinburgh)
Access to credit is a vital condition for SMEs’ survival and development, especially for young start-up
enterprises. The credit crisis has put the problem of SME financing to the fore, with governments putting
considerable pressure on banks to lend to SMEs. While banks face more uncertainty in SMEs lending, for
falling in credit supplying and considerable economic shifts make SMEs’ performance distinct from normal
condition. This presentation looks at the credit risk modelling of the UK SMEs via logistic regression applied
to a large proprietary dataset, and explores the behaviour of small businesses during the credit crisis and
beyond (2007-2010) across industrial sectors, geographical regions, financial situation and for start-ups
versus mature businesses.
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Forecasting, Data Mining & Computationally Intensive Methods
Fotios Petropoulos
John Crocker
Organisers: Fotios Petropoulos and John Crocker
04/09/2012 : 11:00 : ST.L.Pollock
Code: OR54A585
KEYNOTE: How Difficult Is It To Forecast The Worlds’ Most Successful Products? The Case of
Apple iPhone
Dr Fotios Petropoulos (Lancaster University Management School), Prof Vassilios Assimakopoulos
(National Technical University of Athens), Mrs Akrivi Litsa (National Technical University of Athens), Prof
Konstantinos Nikolopoulos (Bangor University) and Dr Yiannis Polychronakis (University of Salford)
Apple is the largest publicly traded company in the world by market capitalization, as well as the largest
technology company in the world by revenue and profit. Accurately forecasting unit sales for this giant is of
major importance, as even the smallest of the errors will have a huge impact in terms of sales management
and revenues. The current research investigates extrapolation alternatives regarding iPhone unit sales,
probably the most influential product of the corporation. Simple and straightforward time series techniques
(naïve, exponential smoothing methods, theta model) are competing with judgmental approaches (unaided
judgment, interaction groups) performed by three groups of participants in terms of expertise (non-experts,
semi-experts, experts). Two subgroups (for each level of expertise) were formed, regarding the amount of
information provided to participants. The performance of the alternatives was measured in terms of bias
and accuracy, using simple error and absolute percentage error. Results indicate that judgmental
approaches produced greater (in volume) forecasts than quantitative methods, while focusing effect tends
to lead to cognitive bias when forecasting future outcomes. As far as performance is concerned, a
combination of time series extrapolation techniques with judgmental forecasts derived from expert groups
with limited knowledge produces the smallest forecasting errors.
04/09/2012 : 11:30 : ST.L.Pollock
Code: OR54A612
Demand Forecast of Cakes Based on the Kalman Filter Considering Media Effects
Mr Ryunosuke Usami and Prof Ichie Watanabe (Japan Industrial Management Association)
The Kalman filter, also known as linear estimation, is an algorithm which uses a series of measurements,
observed over time, containing noise and other inaccuracies. The Kalman filter operates recursively on
streams of noisy input data to produce a statistically optimal estimate of the system state. Usually, when
making a long-term prediction using the Kalman filter, a longer-term prediction leads to a larger prediction
error, and the predictive values become more ambiguous. In this study, we examine the effectiveness of the
Kalman filter for high-precision long-term forecasts. To diminish the error, we propose a model considering
factors that have effects on market demand, such as day effects, season effects, and event effects. We focus
especially on events in this study, highlighting typical events in Japan. First, we take into account the type
of event. For instance, before Valentine's Day, the demand for candies increases as the day approaches and
returns to normal immediately after Valentine’s Day. On the other hand, if a product is featured in the
media, such as on TV or in magazines, awareness of the product will be heightened by these media. In this
case, the demand increases over several days and then decreases gradually. In this study, we combine the
Kalman filter with event effects and forecast the sales of cakes, considering various factors of the demand.
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04/09/2012 : 12:00 : ST.L.Pollock
Code: OR54A683
Long-term Forecasting of Sustainable Energy's Share in Total Energy Consuption using
Time-series Models: The Case of European Union
Miss Nikoletta Koleri (National Technical University of Athens), Prof Dimitrios Askounis (National
Technical University of Athens) and Miss Charikleia Karakosta (National Technical University of Athens)
Renewable energy use is growing at a much faster pace than the rest of the economy in Europe. This fact
along with the necessity for the implementation of the Kyoto Protocol and the world-wide introduction of
tradable green certificates have led to a remarkable re-evaluation of the renewable energy sector by
politicians and financing institutions. Therefore, every member state of the European Union has set specific
targets concerning the amount of energy produced by renewables as a share of its overall energy
consumption. The main purpose of this paper is to present a long-term forecast of the intrusion of
renewable energy in gross energy consumption of every E.U. country and to evaluate whether the targets
set,will be met. To this end, time-series forecasting models were used upon annual data, classified per
member-state. More specifically, the forecasting succeeded through the utilisation of exponential
smoothing models, such as SES, Holt and Damped models, the linear regression model and THETA model
along with the naive model. The derived projections were evaluated and compared with those presented by
official or scientific institutions. What is of most importance in this approach, is that time-series models are
used also to quantify the policy each country of the European Union implements towards sustainability.
04/09/2012 : 13:30 : ST.L.Pollock
Code: OR54A573
Forecasting the Success of Policy Implementation Strategies with Structured Analogies,
Delphi and Interaction Groups
Prof Konstantinos Nikolopoulos (Bangor University), Prof Vassilis Asimakopoulos (National
Technical University of Athens), Miss Akrivi Litsa (National Technical University of Athens) and Dr
Fotios Petropoulos (Lancaster University Management School)
Forecasting special events such as economic crises, marketing promotions and epidemics can be very
challenging, not only due to the nature of those events but also the limited amount, if any, of available
historic data from which a reference base can be built. This study uses one such event, policy
implementation, in order to evaluate the relative performance of various forecasting methods. Earlier
research suggested that individual experts using Structured Analogies could successfully forecast in such
contexts, and the present study builds on this by evaluating the use of Structured Analogies blended with
group judgmental forecasting techniques, namely Delphi and Interaction Groups. Two real policy
implementation cases in an EU country were used to test our methods. Empirical evidence from this study
reveals an average improvement of 5% when using Structured Analogies. This improvement is greater when
the level of expertise increases, as well as when more and more-relevant analogies are used. Furthermore, if
pooling of analogies is ‘forced’ through an Interaction Group, then the actual forecasting improvement
could be as high as 40%.
04/09/2012 : 14:00 : ST.L.Pollock
Code: OR54A570
Conditional Kernel Estimation for Wind Power Quantile Forecasting
Dr Jooyoung Jeon (Strathclyde University) and Prof James Taylor (University of Oxford)
There is strong appeal to developing a method that is able to estimate tail quantiles or prediction intervals
of wind power. Estimates of tail quantiles, such as 5% and 95%, enable transmission operators and wind
farm operators to adapt their strategies by taking preventive actions on higher spinning reserve and
machine cut-off. Such quantile estimates also provide useful information to support trading based on future
production. Furthermore, recent studies have noted that a quantile forecast is an optimal point forecast in
situations where there is an asymmetric cost function. In this study, we consider the estimation of wind
power tail quantiles, conditional on the probability distributions for wind speed and direction. Our approach
employs conditional kernel density estimation, with the new feature that the procedure is optimised
towards estimation of the specific quantile of interest. We term this new method 'conditional kernel
quantile' (CKQ) estimation. We compare its performance with the quantiles derived from a more standard
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conditional kernel density (CKD) method, and simpler benchmark methods. We also investigate the benefit
of a univariate conditional kernel approach, which involves conditioning on lagged values of wind power.
05/09/2012 : 08:30 : ST.L.Pollock
Code: OR54A750
Predictive Maintenance Modelling with Dynamic Bayesian networks
Dr Ken McNaught (Cranfield University) and Dr Adam Zagorecki (Cranfield University)
We consider the application of dynamic Bayesian networks to the prognostic modelling of equipment in
order to better inform maintenance decision-making. We begin with a brief overview of Bayesian networks
and their application to reliability modelling. An example DBN is then presented to illustrate the main
features of the approach. The on-going development of a tool to semi-automate DBNs for prognostic and
maintenance modelling will be discussed.
05/09/2012 : 11:00 : ST.L.Pollock
Code: OR54A587
A Comparison of Relative Accuracy Measures Used in Prediction
Dr Christopher Tofallis (University of Hertfordshire)
Despite extensive research comparing prediction methods and numerous forecasting competitions, there
seems to be little agreement on a measure of relative accuracy. Moreover there is often an inconsistency in
that these accuracy measures are used for assessment but not in calibrating the prediction method. We
shall present results where various relative accuracy measures are used in the model building process. We
then compare the performance including consideration of bias, i.e. tendency for over-prediction or underprediction.
05/09/2012 : 11:30 : ST.L.Pollock
Code: OR54A640
Classifying Students’ Performance Through Mining Pattern Behaviour in Program Writing
Ms Norhafiza Ahmad (Universiti Malaysia Pahang)
In programming, students tend to have their own habits and behaviours while writing and coding a
computer program. To complete and execute the program codes, they have to use the keyboard and mouse,
actions that are called keystrokes events. This paper will describe and discuss the techniques to mine the
behaviour of keystrokes event in program writing from the log files that captured in the laboratory session.
To produce the behaviour pattern, the text mining techniques will be applied to analyse the data by
classifying students’ performance on program execution and the sequential pattern mining will be
approached as the algorithm to mine the frequently occurring pattern related to time consumes and
sequences of events while writing the programs.
05/09/2012 : 12:00 : ST.L.Pollock
Code: OR54A740
Fast Anomaly Detection in Spatial Point Patterns Using Nearest Neighbours
Dr Dafydd Evans (Cardiff University)
We present novel exploratory techniques for detecting anomalies in spatial point patterns. Our approach is
based on the nearest-neighbour relations between the sample points, which render our methods both
computationally efficient and adaptive to smooth variations in the underlying density field. First, we present
the main ideas that form the basis of our methods. Under the null hypothesis of local uniformity (or
complete spatial randomness), the distance between a sample point and its nearest neighbour should be
approximately equal to the distance between its nearest neighbour and the nearest neighbour of its nearest
neighbour. If this fails to hold, we assert the existence of an abrupt change in the density field between the
sample point and its nearest neighbour, relative to the spatial resolution afforded by the data. The density
field will be represented as an inhomogeneous Poisson point process: in spatially homogeneous regions, it
is known that the nearest neighbour volume of a sample point (defined to be the volume of the ball centred
at the sample point with the nearest neighbour of that point on its boundary) has exponential distribution
with inverse-scale parameter equal to the local intensity. Under the null hypothesis of local uniformity, this
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allows us to derive an exact expression, conditioned on the nearest-neighbour volume of a sample point, for
the distribution of the nearest-neighbour volume of the nearest neighbour of that sample point. The
analysis extends naturally to the case of second-nearest neighbours, third-nearest neighbours and so on,
with the exponential distribution replaced by a gamma distribution with shape parameter equal to the
number of nearest neighbours under consideration. Increasing the number of neighbours decreases the
variance of our estimators, but also reduces the spatial resolution of detection algorithms. Next, we present
two sample statistics based on these ideas. The first is defined in terms of the difference between nearest
neighbour volumes, and serves to estimate the directional derivative of the density field along the vector
from a sample point to its nearest neighbour. The second is defined in terms of the logarithmic ratio of
nearest neighbour volumes, and is similarly intended to quantify the local divergence of the density field.
Using the exact distribution of these statistics under the null hypothesis of local uniformity, we can identify
a set of critical edges in the nearest neighbour graph of the spatial point pattern. Finally, we test our
algorithms on a set of synthetic point patterns containing anomalies of varying intensity, and discuss some
possible applications.
06/09/2012 : 08:30 : ST.L.Pollock
Code: OR54A550
Modelling and Forecasting Pharmaceutical Life Cycles: Branded versus Generic
Miss Samantha Buxton (Bangor University), Dr Marwan Khammash (University of Sussex), Prof
Konstantinos Nikolopoulos (Bangor Business School) and Prof Philip Stern (Loughborough
University)
This paper discusses modelling and forecasting pharmaceutical life cycles specifically focusing on those
where sales of branded drugs decline as the prescription rate of the generic drugs increases. This is
important as there are currently very few new drugs being produced; pharmaceutical companies are looking
to extend the market life span of drugs already in the marketplace, and the market in the UK alone is
currently worth $19843 million. Losses from pharmaceutical mismanagement can be significant and
dramatic. A Bass diffusion and repeat purchase diffusion model are used to model and forecast these life
cycles along with a simple naïve model, exponential smoothing and moving average models. The results
show that the RPDM diffusion model is the most accurate in both modelling and forecasting branded versus
generic pharmaceutical life cycles.
06/09/2012 : 09:00 : ST.L.Pollock
Code: OR54A565
Unlocking the Potential of Computer Games
Prof Robert Raeside (Edinburgh Napier University), Mr Mark Robinson (GamesAnalytics), Miss
Anusua Singh Roy (GamesAnlytics) and Ms Tracey Warner (GamesAnalytics)
The computer games industry has grown rapidly and especially recently with the widespread uptake of
social network media such as facebook, and this has led to a substantial positive impact on the economy. In
2008 it is estimated that there were around 10,000 games developers in the UK contributing some £400
million to GDP and £130 million to the Exchequer. But competition is fierce and subject to the whims of
fashion. For games designers key performance indicators are the retention of players to the game,
accumulation of micro purchases and the number of new players invited to join the game by current players.
These should be optimised, which necessitates understanding player behaviour and the decisions they
make. This, however, is difficult. There can be many thousands, if not millions, of players with many
different goals. Game events are identified for each player and the time of each event recorded so this leads
to very large data matrices containing many millions of cells. A way to gain insight is to apply traditional
database segmentation strategies to organise players into more homogeneous groups and then to apply
standard statistical decision making tools such as logistic regression to determine the likelihood of an action
and survival analysis methods to predict retention times. In this paper we report on an approach to apply
these methods in a structured way that allows the vast quantities of data to be handled. This approach is
having some success in unlocking the potential of games.
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06/09/2012 : 09:30 : ST.L.Pollock
Code: OR54A584
Natural Gas Demand Forecasting: Analysis and Modelling
Mr Nikolaos Mavroeidis (National Technical University of Athens), Ms Stella Androulaki (National
Technical University of Athens), Prof Vassilios Assimakopoulos (National Technical University of
Athens) and Prof John Psarras (National Technical University of Athens)
In the last decade natural gas shows particularly great penetration in the energy market and ever increasing
shares in relation to other fuels. This is mainly because natural gas is a cleaner fuel with lower price ranges
than oil. In Greece the use of natural gas is still relatively immature, as gas production only supplies a low
percentage of the domestic energy system, although there are great investments that have taken place. For
these reasons, the process of forecasting natural gas consumption is particularly important to distribution
companies. In this study, we estimate natural gas consumption in Greece for short, medium and long term
horizons, where weekly, monthly, and yearly time series of data are studied respectively. Moreover, the
available empirical data are explored in terms of distribution channels, geographical areas and
industrial/residential users. Forecasts are made based on time series techniques such as exponential
smoothing methods and Theta model as well as combinations of the above. In addition, we explore an
explanatory model for long term gas consumption, using as independent variables GDP, year and mean
price. Lastly, we evaluate the alternatives’ performance via a series of accuracy metrics.
06/09/2012 : 11:30 : ST.L.Pollock
Code: OR54A540
Forecasting Solvency of Greek Banks: A Neural Network Approach
Mrs Christina Konstantinidou (NTUA), Prof Vassilis Assimakopoulos (NTUA) and Mr Serafeim
Gravanis (Undergraduate Student)
The dramatic condition in the Greek economy during the last years and the interaction of the economic
situation with the banking sector led to the need of bankruptcy prediction models in order to find the
indicators that influence the banks’ solvency. As the financial situation of the banking sector is an important
prerequisite for the economy, we tried to develop an ANN model in order to forecast the behaviour of five
major Greek banks. As independent variables related to the bank profitability we considered treasury
bonds, interbank deposits and total deposits, as well as the macroeconomic parameters, gross national
product, gross domestic product, wholesale price index, consumer price index, net external debt, euro
exchange rate and net international reserves. The dependent variables were the ratios of profits to asset,
equity to asset and non-performing loans to total loans. The forecasts derived from the proposed model
were compared with those of standard time series methods (Naive, SES, Holt etc) as well as regression
models. The results indicate that neural networks provide more accurate forecasts for banking failure.
06/09/2012 : 12:00 : ST.L.Pollock
Code: OR54A700
Decision Making in Complex Environments with Fuzzy Generalized Aggregation Operators
Dr Jose M. Merigo (University of Manchester)
We introduce a new approach for dealing with complex environments where the available information is
represented with fuzzy numbers. We present the fuzzy generalized unified aggregation operator (FGUAO). It
is an aggregation operator that unifies a wide range of aggregation by adding a new aggregation that
includes all the particular sub aggregations and considering the degree of importance that each case has in
the analysis and in an uncertain environment where the information is given in the form of fuzzy numbers.
The main advantage of this approach is that we can represent different perspectives of the same problem
considering different sources of information. We also study its applicability and we see that it is very broad
because all the previous studies that use an aggregation operator such as the weighted average, the
probabilistic aggregation or the OWA operator can be revised and extended with this new approach. We
focus on a decision making problem regarding the European Union (EU) decisions. For doing so, we use a
multi-person aggregation process obtaining the multi-person ” FGUAO (MP-FGUAO) operator. Its main
advantage is that it permits to deal with the opinion of several experts in the analysis. We analyse the EU
decision concerning the rate of the public deficit that an economy should have in order to reach the
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convergence criteria required for entering the euro zone. We see that each particular type of FGUAO
operator may lead to a different decision.
06/09/2012 : 13:30 : ST.L.Pollock
Code: OR54A583
Forecasting Short Term Electricity Load Demand: A Case Study
Miss Eirini-Elisavet Theodorou (National Technical University of Athens), Dr Haris Doukas (National
Technical University of Athens) and Prof John Psarras (National Technical University of Athens)
The purpose of the current research is efficient short term electricity demand forecasting. Electricity demand
patterns are characterised by two seasonal cycles (weekly and hourly) doubled with variances regarding
special days, such as holidays and strikes, as well as extreme weather conditions. Empirical data used for
this study are hourly Greek electricity demand observations (in MWh) of Low Voltage for 32 months. We
investigate the performance of a two-step forecasting methodology. Firstly, short term extrapolation of data
is performed by a batch of alternative techniques (Naive, SES, Holt, Damped, Taylor’s expansion of HoltWinters’ method and Theta model), while classical decomposition is applied where necessary. Then, the
produced forecasts are adjusted so as to incorporate impact of special days. The accuracy of the proposed
approach is tested by rolling evaluation (sliding simulation) of 24-hours ahead forecasts for 8 months.
Preliminary results indicate superiority of simpler extrapolation techniques, while underlying the need for a
posteriori adjustments.
06/09/2012 : 14:00 : ST.L.Pollock
Code: OR54A590
Investment Portfolio Management with Trend Forecasting Methods
Mr Nikolaos Theodorou (National Technical University of Athens), Prof Vassilios Assimakopoulos
(National Technical University of Athens) and Mr Georgios Spithourakis (National Technical University
of Athens)
This study addresses the problem of portfolio management in modern financial markets. Over the past
decade various trading algorithms have become a major factor in traders’ investment decisions. In two of
today’s greatest stock exchanges (NYSE and LSE) algorithmic trading is used for roughly 50% of everyday
trading. The purpose of this study is to examine whether statistical forecasting methods can be applied in
portfolio management. The data used are daily closing prices of the SP500 and the FTSE All-Share
components as well as the whole of the Athens Stock Exchange listed companies, covering a five-year
period. Using the last two years for simulating the stock selection process, the results of three forecasting
methods (Holt, Damped and Theta) lead to the development and processing of an investment portfolio. The
aim is to define a robust method, suitable for use in all markets. The variables are the forecasting horizon,
the data used for producing the forecast, the size of the portfolio and the way the stocks are selected (by
highest forecasted profit, percentage growth etc.). The investment portfolio created with the proposed
methods leads to profit up to 40% in two years in both the New York and London stock markets.
06/09/2012 : 14:30 : ST.L.Pollock
Code: OR54A686
A Framework for the Performance Evaluation of Volatility Forecasting Models
Dr Bing Xu (RGU) and Dr Jamal Ouenniche (University of Edinburgh)
Xu and Ouenniche (2012) proposed a multidimensional framework for the performance evaluation of
competing models of forecasting crude oil prices' volatility. They used the radial super-efficiency Data
Envelopment Analysis (DEA) model to obtain a single ranking that takes account of several criteria.
However, by design, radial super-efficiency models cannot deal with negative or zero values in the data, on
one hand, and radial measures of efficiency do not take account of the existence of slacks, on the other
hand. In addition, under the variable returns-to-scale (VRS) assumption, an input-oriented efficiency score
can be different from an output-oriented efficiency score, which would lead to different rankings.
Furthermore, radial super-efficiency models might face infeasibility issues. In this paper, we propose a more
robust framework that is based on non-radial slack-based super-efficiency DEA models to overcome the
above mentioned deficiencies.
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Government O.R. Service
Vivienne Raven
Tony O’Connor
Organisers: Tony O'Connor and Vivienne Raven
04/09/2012 : 18:00-18:30 : JM Pentland
Tony O'Connor (Dept. of Health) and Vivienne Raven (HM Revenue & Customs)
The Government O. R. Service, GORS, has several methods of recruitment including the Analytical Fast
Stream, central recruitment and job specific vacancies in Departments. In this talk, Vivienne Raven, will
summarise the different processes and help you, as academics, advise your students on the best path to
take. Open to all, but recommended for academics who have students looking for work in Government O.R.
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Green Logistics
Organiser: Tolga Bektas
04/09/2012 : 15:30 : ST.L.Brewster
Code: OR54A532
Combining Electric and Gas Vehicles in Routing Problems: The VRP with Multiple Driving
Ranges
Dr Angel A. Juan (IN3-Open University of Catalonia), Dr Tolga Bektas (University of Southampton),
Prof Javier Faulin (Public University of Navarre) and Dr Jarrod Goentzel (Massachusetts Institute of
Technology)
We introduce the Vehicle Routing Problem with Multiple Driving Ranges (VRPMDR) and propose a
methodology to solve it. The VRPMDR is relevant given the emergence of fleets that add new electric and
hybrid-electric vehicles to the common diesel fleet. While diesel and hybrid-electric vehicles can cover any
distance, the maximum distance an electric vehicle can cover is limited by the capacity of its batteries. This
new challenge has not been properly addressed so far. The paper proposes a multi-round method for the
VRPMDR that iteratively constructs a solution using vehicles with different driving ranges. At each round,
we use a biased randomisation of a classical heuristic to obtain a ‘good’ partial solution. After the last
round, all partial solutions are merged into a global solution. This parameter-less method is able to offer
various fleet configurations in a reasonable time period. Some experiments contribute to illustrate and
validate our approach.
04/09/2012 : 16:00 : ST.L.Brewster
Code: OR54A663
Grocery Deliveries from Depot to Store: Punctual or Green?
Dr Daniel Black (University of Edinburgh Business School) and Prof Richard Eglese (Lancaster
University Management School)
One recent development within the Vehicle Routing Problem (VRP) literature is the incorporation of time
dependent travel times due to, for example, road congestion into models (the TD-VRP). Other work has
looked at how models can include information on fuel usage or greenhouse gas emissions. This study
investigates the relationship between these factors and the punctuality of deliveries. Inevitably there is a
trade-off between punctuality and emissions. This is of particular practical interest when these factors have
different priorities for different members of the supply chain. The daily delivery schedule of a regional
supermarket is used as a case study.
05/09/2012 : 08:30 : JM Holyrood
Code: OR54A545
The Time-Dependent Pollution Routing Problem (TDPRP)
Ms Anna Franceschetti (Technische Universiteit Eindhoven), Prof Gilbert Laporte (Interuniversity
Research Centre on Enterprise Networks, Logistics and Transportation (CIRRELT)), Prof Tom van
Woensel (Technische Universiteit Eindhoven), Dr Tolga Bektas (University of Southampton ) and Dr
Dorothee Honhon (Technische Universiteit Eindhoven)
This talk will present an extension to the Pollution Routing Problem (PRP), namely the Time-Dependent
Pollution Routing Problem (TDPRP), which takes into account time-dependent speeds in cases where there
is traffic congestion. More formally stated, the TDPRP is concerned with routing a homogenous fleet of
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vehicles to serve a set of customers with known demand. The overall objective is to determine the set of
routes for the fleet of vehicles so as to minimise a cost function that accounts for greenhouse gas emissions,
fuel consumption, driver travel times and their costs. The problem captures the complexity of the real world
traffic conditions by considering time-dependent travel times between nodes and allows for idle waiting at
customer nodes which may result in avoiding congestion. The main idea of this study is to focus on insights
drawn from small scale instances and to derive analytical results. More specifically, the talk will describe
how allowing for idle waiting at the depot and client nodes can be used to mitigate the impact of
congestion and to optimise the trade-off between the different cost components. Computational results
obtained on realistic instances and insights will be presented.
05/09/2012 : 09:00 : JM Holyrood
Code: OR54A547
Fuel Emissions Optimisation in Vehicle Routing Problems with Time-Varying Speeds
Prof Richard Eglese (Lancaster University) and Ms Jiani Qian (Lancaster University)
The problem considered in this paper is to produce routes and schedules for a fleet of delivery vehicles that
minimise the fuel emissions in a road network where speeds depend on time. A model is constructed where
the carbon dioxide emissions depend on the speed of the vehicle. Data on traffic speeds at different times of
the day on different roads is used to provide maximum speeds due to congestion for the vehicles. However
in the model, the speed of the vehicle along each road in its path is treated as a decision variable. A column
generation based tabu search algorithm is designed and presented to solve Vehicle Routing Problems where
the vehicle routes are limited by the capacities of the vehicles and time constraints on the total length of the
route. The best route and schedule for each vehicle is evaluated by a heuristic approach. The method is
tested with real traffic data from a London road network. The results indicate that about 6-7% savings in
fuel emissions can be achieved when the objective is minimising pollution instead of time. The analysis also
shows that most of the fuel emissions reduction is able to be attained in practice by choosing an
appropriate route and travelling as fast as is allowed by the traffic conditions up to a preferred speed.
06/09/2012 : 08:30 : JM Duddingston
Code: OR54A542
Dynamic Collection Scheduling using Vehicle Routing and Remote Asset Monitoring: A Case
Study with Oxfam
Mr Fraser McLeod (University of Southampton), Dr Tolga Bektas (University of Southampton), Dr Tom
Cherrett (University of Southampton) and Dr Gunes Erdogan (University of Southampton)
Of increasing interest in the logistics sector is the way in which ‘remote monitoring’ of assets (e.g., vehicles,
trailers, containers, individual parts, staff) could aid more sustainable and efficient collection/delivery
scheduling. One area where this concept could realise benefits in the logistics sector is managing the
removal of domestic and commercial wastes and recyclate, which is a significant source of logistics activity
in the UK, particularly given the often separate tasks of ‘collection’ and ‘disposal’, and the current emphasis
on ‘re-use and recycling’. Many collection operations run on the traditional fixed round, fixed time service,
where commercial and domestic customers will have their bins serviced at agreed intervals. This talk will
present a case study with Oxfam where a series of their donation banks are being equipped with remote
monitoring technology to report fill rates at set intervals. These data are then used to investigate how the
current fixed donation bank service schedules could be better optimised using real time feedback on
donation rates. The talk will describe a ‘time-fluid’ approach to waste collection by using remote fill
monitoring technology to enable dynamic optimisation of collection schedules to better meet the true
servicing needs of customers. The approach is based on modelling the system as a Heterogeneous Selective
Vehicle Routing Problem with Time Windows and additional constraints on Driver Working Hours. The talk
will present computational results obtained using the real-life data provided by Oxfam through the
proposed approach.
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06/09/2012 : 09:00 : JM Duddingston
Code: OR54A549
Environmental Assessment of Transport Routes in the Pyrenees to Make Distribution
Decisions in Navarre (Spain)
Prof Javier Faulin (Public University of Navarre), Mr Esteban de Paz (Public University of Navarre), Dr
Angel Juan (Open University of Catalonia) and Dr Fernando Lera (Public University of Navarre)
Our contribution summarises an environmental assessment of the main routes traversing the Pyrenees in
Navarre (Spain) by means of multi-criteria techniques. We focus our study on finding the route sections
most impacted by air and noise pollution. A Geographic Information System (GIS) was used to obtain the
information that encompasses the section routes and to perform the routes study. Thus, multi-criteria
methods (Analytic Hierarchy Process-AHP) (Saaty, 2001) were implemented in order to assess different
alternatives according to the considered environmental criteria. The selected criteria are based on social,
economic and natural factors (Weintraub et al., 2007). Due to its complexity, we can consider that this
decision problem has a finite set of possible solutions: the five alternative routes crossing the Pyrenees. For
each criterion considered, we obtain the characteristics of each route, through GIS analysis, and using an
AHP method we obtain the solution that best meets the intended purpose of minimising environmental
impact considering the aforementioned factors. Among the different impacts produced by road
transportation which are considered in the construction of our AHP model we mention the next ones (Sinha
and Labi, 2007): a) Rise of pollution atmospheric level because of the traffic; b) Decrease of the sound
comfort cause of the traffic; c) Rise of the forest fire risks; d) Reduction in the environmental value of some
appreciated countryside area; and e) Affection to the protected areas. Moreover, a DSS (Decision Support
System) was built to develop a spatial interface to make easier the interpretation of solutions. Thus, a
simulation of size 5,000 was randomly made, tuning carefully the model weights belonging to factors
levels, in order to have a wider spectrum of potential solutions for the problem. Finally, the AHP model was
enriched using a Delphi method with a feedback procedure.
06/09/2012 : 09:30 : JM Duddingston
Code: OR54A614
Sustainability and Seafood Banquets, Just a Utopia?
Miss Altea Lorenzo Arribas (Universidad de Santiago de Compostela), Dr Carmen Cadarso Suárez
(Universidad de Santiago de Compostela), Dr Vicente Lustres Pérez (Universidad de Santiago de
Compostela) and Mrs Isabel M. Martínez Silva (Universidad de Santiago de Compostela)
Seafood trade has an enormous socio-economic interest in Galicia (NW Spain). In a context of global over
exploitation of marine natural resources, the future of this sector lies in sustainable approaches that will
guarantee the reproductive success of the exploited populations as well as the profitability of catch levels.
Sea urchin (Paracentrotus lividus, Lamarck, 1816) is one of the seafood species caught for human
consumption in the Galician coast and is mainly exported to countries like France where it is highly valued
commercially. Average price, capture numbers and sales figures are highly variable and dependent on
economic, geographical, political and environmental exogenous factors. This study intends to understand
the current model of exploitation of these marine resources and attempts to propose a sustainable
framework for its long-term supply-chain management. Institutional time-series data provided by the
different fish markets regarding prices, sales and captures, as well as Spanish and European fisheries
regulations information and data on distribution and reproductive cycle of this species have been analysed
in order to account for both the financial and green factors. An integrative model including current
strategies, predictions and potential environmental-based policies has been built as a means to show the
sector´s potential for contributing to sustainable development. This model succeeds in portraying the tradeoff that exists between reproduction and commercialisation of Sea urchin P. lividus, and optimises the
benefits for the involved stakeholders. Further work will focus on the exploitation of other species with the
aim of achieving a unified framework for the sustainability of the Galician seafood market.
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06/09/2012 : 11:30 : JM Duddingston
Code: OR54A539
The Bi-Objective Pollution-Routing Problem
Dr Tolga Bektas (University of Southampton), Mr Emrah Demir (University of Southampton) and Prof
Gilbert Laporte (HEC Montréal)
This paper studies a bi-objective Pollution-Routing Problem, an extension of the Vehicle Routing Problem
with Time Windows, where one objective is to minimise fuel consumption, and the other total driving time.
A solution method is described where an Adaptive Large Neighbourhood Search algorithm, combined with
a specialised speed optimisation algorithm, is used as a search engine for the application of four a posteriori
methods to generate Pareto-optimal solutions to the problem. Results of extensive computational
experimentation show the efficiency of the proposed approaches.
06/09/2012 : 12:00 : JM Duddingston
Code: OR54A709
An Application of Eco-Indicator 99 Methodology for Designing a Dynamic Green Tyre
Closed-Loop Supply Chain Network with Multiple Recovery Options
Mr Kemal Subulan (Dokuz Eylül University), Prof Adil BAYKASOGLU (Dokuz Eylül University) and Dr
A.Serdar TASAN (Dokuz Eylül University)
More than a billion brand new tyres are manufactured by approximately 500 producers all over the world.
Similarly, nearly a billion scrap tyres are disposed of every year, which results in health hazards and
environmental problems. Since such high amounts of used tyres are disposed of using traditional methods
that are not environmental friendly, several recovery alternatives have become vital for the last decade.
Managing end-of-life tyres effectively and balancing forward and reverse flows in the value chain are
challenging tasks in the tyre industry. Designing an economically and ecologically optimised closed-loop
supply chain (CLSC) network is therefore a pre-requisite for tyre producers for increased environmental
responsibility and sustainable development. Based on this motivation, this paper presents a holistic
modelling approach for a tire CLSC using mixed integer linear programming. Alternative recovery options
such as re-treading (remanufacturing), recycling and energy recovery are jointly considered in the proposed
model. The main objective of this paper is to develop a multi-objective, multi-echelon, multi-product and
multi-period logistics network design model while taking environmental issues into account. For quantifying
the environmental impact of the CLSC, a life cycle assessment based and damage oriented method (Ecoindicator 99) is utilised. The model is applied to an illustrative example based on the tyre industry in the
Aegean region of Turkey and an interactive fuzzy goal programming approach is described for solving the
proposed fuzzy multiple-objective network optimisation model. Solutions to the model were obtained by
using the optimisation suite ILOG OPL Studio version 6.3.
06/09/2012 : 13:30 : JM Duddingston
Code: OR54A615
Green Service Network Design for Intermodal Freight Transportation
Miss Yi Qu (University of Southampton), Dr Tolga Bektas (University of Southampton) and Prof Julia
Bennell (University of Southampton)
Intermodal freight transportation concerns shipping of commodities from their origins to destinations using
a combination of different transport modes. Traditional logistics models have concentrated on minimising
operational costs by appropriately determining the service network and the routing of commodities. In
recent years, the consideration of issues connected to greenhouse gas emissions has led to new models. In
this paper, an intermodal transportation problem is described with an explicit consideration of greenhouse
gas emissions. A model is proposed which extends the traditional service network design models by taking
costs of emissions into account. The objective is to minimise the total costs in an intermodal network,
including the capital costs, operational costs and the cost of greenhouse gas emissions. The decisions to be
made comprise: (i) the selection of routes and transport modes; and (ii) the flow distribution through the
selected route and mode. In order to demonstrate the application and guide the development of our model,
a real-life multi-commodity capacitated intermodal transportation network drawn from the UK is presented.
By considering various scenarios of costs, results of a set of computational tests are compared to evaluate
how costs change in relation to one another. Since the problem is analysed by a mixed-integer linear
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programming formulation, these experiments also aim at identifying the possibility of solving such problems
to optimality using off-the-shelf optimisation software.
06/09/2012 : 14:00 : JM Duddingston
Code: OR54A738
Climate Change – A Challenge for MCDA? Development and Use of the UNEP MCA4climate
Framework
Prof Valerie Belton (University of Strathclyde)
The UNEP website describes climate change as one of the major challenges of our time, giving rise to
impacts that are global in scope and unprecedented in scale. It advocates anticipatory action today as
future adaptation will become more difficult and costly. The UNEP sponsored MCA4climate initiative
provides a framework to assist governments in preparing climate change mitigation and adaptation
strategies. At the heart of the framework is a generic MCDA model which provides the basis for the
evaluation and prioritisation of potential policy actions. The paper will describe the process of model
development, which drew on in depth expertise in 12 mitigation and adaptation themes and incorporated
three illustrative case studies, and discuss the challenges to MCDA posed by this ambitious initiative. A
collaborative project, led by the INCAE Business School in Costa Rica, is currently underway to use the
MCA4climate framework to explore the adaptation of the agricultural sector in Peru; progress, challenges
faced and hopefully successes achieved will be reported at the conference.
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Health
Organiser: Sonya Crowe
04/09/2012 : 11:00 : JM Prestonfield
Code: OR54A531
Demonstrating the Benefit of Operational Research in Maximising the Use of Existing
Health Related Data for the Welsh Government
Dr Tracey England (Cardiff University), Prof Paul Harper (Cardiff University) and Ms Sarah Lowe
(Welsh Government)
In October 2011, the Welsh Government recruited four Knowledge Transfer Partnerships Research Fellows
(from Cardiff University (2), Swansea University, and London School of Economics) to investigate how
existing administrative and survey data could be used more effectively (the fellowships were jointly funded
with the ESRC). The role of the Operational Research fellow was to identify areas within the Welsh
Government where O.R. techniques (especially computer modelling and simulation) could make use of
existing data, highlight data that would be useful in providing policy with evidence, or develop models in a
relatively data-free context in order to aid decision making. The overall aim of the fellowship was to deliver
projects to demonstrate the added benefit of using simulation or computer modelling with existing Welsh
Government data or knowledge. Progress with two specific case studies will be discussed.
Case Study 1: Using O.R. to assess the benefits of using teledermatology across Wales. Teledermatology is
the use of technology (e.g. videoconferencing, ‚store and forward‛ image transfer) in the diagnosis and
triage of dermatology patients. The project considers the benefit of using teledermatology from both the
patients’ and clinicians’ perspective. A simulation model is developed to represent the clinicians working
schedule. A cost-benefit analysis is undertaken to assess the benefit of reduced patient travel distances and
costs.
Case Study 2: Using O.R. to assess the benefits of introducing a ‚Direct Access to a Midwife‛ approach to
maternity care throughout Wales. ‚Direct Access to a Midwife‛ is an approach where a pregnant woman
goes direct to her midwife (on realising she’s pregnant) rather than going to the GP or other health
professional. The project considers the initial pathway of the woman and the effect that ‚Direct Access to a
Midwife‛ has on her subsequent pregnancy path and associated outcomes.
04/09/2012 : 11:30 : JM Prestonfield
Code: OR54A646
Balancing Intensive Care Bed and Theatre Capacity for Elective Cardiothoracic Surgery
Prof John Bowers (University of Stirling)
Cardiothoracic surgery demands many expensive resources but notably operating theatre time and stay on
an Intensive Care Unit (ICU). This study examined the balance between these resources in a specialist
facility providing elective heart and lung surgery. Although the admissions can be managed, there are
significant stochastic components, notably the cancellation of theatre procedures and patients’ length of
stay on the ICU. A simulation was developed to understand the trade-offs between theatre and bed
utilisation. This helped staff explore options for expanding the overall capacity for cardiothoracic surgery.
Ideally the bed and theatre capacity should be well balanced but unmatched increases in the capacity of
either resource can still be beneficial. The study provides an example of a capacity planning problem in
which there is uncertainty in the demand and availabilities of two symbiotic resources.
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04/09/2012 : 12:00 : JM Prestonfield
Code: OR54A688
Designing Quota Size and Patient Arrival Time in Multiple Block Systems with Limited
Medical Resource
Dr Kwei-Long Huang (National Taiwan University) and Miss Jei-Fen Tsai (National Taiwan University)
Two performance measurements are considered for patients who wait for the required service to be
fulfilled: one is the period started from the date of requesting the service to the appointment date, and the
other is the time from entering the facility to getting the service started. For critical and scarce resources in
healthcare, limited quota for these services are provided in each appointment time slot. To utilise the
resources and enhance the two measurements of waiting time, we propose a 2-stage appointment policy to
satisfy patients’ appointment requests and preferences. The proposed policy provides a patient with
information about which date and at what time he should arrive at the facility. The proposed policy takes
patients’ characteristics such as the degree of urgency and preferences of time slots into consideration as
well as the service times of different types of patients. Stage 1 of the proposed appointment policy is to
address a daily-base appointment scheduling which assigns a patient to a time slot in a date. In this stage,
a score of ‚Balance Utilisation‛ of the system and ‚Patient Preference‛ for each available time slot is
calculated and the slot with the highest score is assigned to the requesting patient. Furthermore, in order to
determine the arrival time of a patient entering the facility, a time slot is divided into multiple time blocks
with shorter time. Given a limited waiting time for patients, a probability that patients may wait more than
that tolerance time is calculated so that a quota of serving patients in each time block is determined by
dynamic programming. In Stage 2, based on the quota size of each block, the arrival time of a patient is
confirmed. The proposed 2-stage appointment policy is evaluated by using simulation on a real case.
04/09/2012 : 13:30 : JM Prestonfield
Code: OR54A656
Applying Temporal and Social Cues to Information Design in Health Communications
Miss Sabrina Pei-Yi Cheng (National Taiwan University) and Dr Jiun-Yu Yu (National Tawain
University)
Reaching an all-time high of over 10% of GPD of most developed nations in 2011, health expenditure is
expected to continue to grow. On one side, as technology advances, health service providers focus more
strongly on various segments and develop diversified products and services to satisfy different types of
consumer demand. On the other side, health consumers deal with multiple appeals, from disease control,
illness prevention, to health promotion, and try to find out what the information reveals. Generally, in such
communication embedded in the health services delivery process, there would be a gap between service
providers and consumers, so information design consequently plays an important role in this progressing
industry. Health service providers usually employ statistical data to convince message receivers of the
benefits and effects or to give weight to the health issue. Such information presentation often acts as
temporal and social cues for creating a linkage between personal experience and outcome of adoption the
health products, services, or even behaviour suggestion. For example, how many deaths in a period, when
the effect begins, who may be affected, etc. Therefore, the current research tries to seek out the appropriate
message layouts not only based on health industrial practices but also ensuring that the information is
realisable and useful for receivers. This research compromises time ” number of deaths per year/per day,
and healthy food intake for weeks/months ” and role ” self, family, and friends ” via collection and analysis
of the empirical data. The results confirm a new effective strategy in health operations communication by
showing the positive effect of information congruency on receiver evaluations. Thus, health service
providers can distinguish the more powerful message from commonplace one, and information receiver can
handle easily and fluently while face increasing information volume in health industry.
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04/09/2012 : 14:00 : JM Prestonfield
Code: OR54A705
Phasing the Introduction of a Revised General Practitioner Funding Formula
Mr Orville D'Silva (), Dr David Worthington (Lancaster University) and Dr James Crosbie
(Department of Health)
General practices under the General Medical Services (GMS) contract currently receive substantial payments
from the Department of Health based on the Carr-Hill formula. A review of this formula was carried out by
the Formula Review Group (FRG) in 2005 who concluded that a revised formula, known as the FRG formula,
was needed. However, the FRG formula was not implemented at the time. Both formulae are made up of
six indices which are designed to reflect practices’ workloads and the environments they operate in, and
therefore costs within general practice. Simple analysis showed that an instantaneous switch from the CarrHill formula to the FRG formula would mean that some practices would face single-step changes in funding
which would clearly represent significant and problematic change in incomes. Thus, the Department of
Health is exploring a transition period during which the components of the Carr-Hill formula are gradually
replaced by the components of the FRG formula. This paper describes a project undertaken for the
Department of Health to develop and use heuristic algorithms to obtain the ‘optimal’ order in which the
components of the two formulas may be phased in and out. Lessons learned from the case study about the
use of heuristics in practical situations are also drawn.
04/09/2012 : 15:30 : JM Prestonfield
Code: OR54A652
A System Dynamics ‚Flight Simulator‛ for the Evaluation of Policy Interventions in Patient
Pathways for Cutaneous Malignant Melanoma
Mr Paul Holmstrom (Chalmers University of Technology), Mrs Magdalena Claesson (Sahlgrenska
Universitetssjukhuset) and Mr Stefan Hallberg ()
A system dynamics simulation model was developed as part of building improved long-time planning and
policy evaluation in the patient pathways for Cutaneous Malignant Melanoma. An ‚incidence generator‛
was used to create patient output sets dependent on different patient delays in seeking treatment. A ‚flight
simulator‛ was built to test the scenarios against incidence rates, follow-up programmes etc, assessing the
trajectories of healthcare costs over time. It is shown that costs escalate significantly unless patient delays
are addressed and follow-up programmes reviewed.
04/09/2012 : 16:00 : JM Prestonfield
Code: OR54A730
Mechanism Design for Examination Resource Allocation in a Healthcare Organisation
Dr I-Hsuan Hong (National Taiwan University), Dr Wen-Chih Chen (National Chiao Tung University)
and Mr Kun-Liang Lien (National Taiwan University)
The healthcare industry has drawn much attention recently. The examination resources are expensive and
limited. Hence, the issues of resource allocation and use in healthcare organisations are interesting and
important. Typically one dedicated department is established for examination among different departments
to integrate examination resources. The purpose of this research is to design a resource allocation
mechanism in the perspective of a healthcare organisation. We investigate the incentive mechanism design
problem for resource allocation in a healthcare organisation so that the individual behaviour of departments
can coincide with the goal of the healthcare organisation. The Vickrey-Clarke-Groves (VCG) mechanism is
widely applied to auction practices and the true willingness to pay of the bidders can be revealed under the
VCG mechanism. We apply the VCG mechanism on the resource allocation problem in a healthcare
organisation so that departments are willing to report the true need of the examination resources by the
mechanism of paying an internal transfer price. Then, we conduct a sensitivity analysis to examine how
each type of the examination resources influences the total payoff of a healthcare organisation. Finally we
show a case study to demonstrate the proposed mechanism.
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04/09/2012 : 16:30 : JM Prestonfield
Code: OR54A655
Process Improvement and Performance Measurement for Emergency Medical Services
(EMS)
Dr Jiun-Yu Yu (National Taiwan University)
Emergency Medical Services (EMS) refers to both the patient transport and the medical support solution for
people with urgent illnesses or injuries. New Taipei City (NTPC) is the most populated region in Taiwan, and
the demand for EMS in NTPC is expected to grow at a speeding rate. Thus it is vital to upgrade the current
EMS system of NTPC to an integrated and well-managed state. Most past research about EMS is conducted
from the clinical perspective, focusing on the benefits that EMS brings to the patients. Believing that the
patient’s health benefits can be enhanced operationally with the help of a better designed and implemented
EMS process, the author of this study proposes a framework based on an integrated approach. Current EMS
at New Taipei City practices are empirically observed and interviewed, the results of which are further
investigated by process analysis and statistical data analysis. Service operations management tools, such as
service blueprint and service profit chain, and the model of balanced scorecard (BSC) are applied to guide
the construction of the key performance indicators (KPIs). System thinking is then employed to explore the
causal structures among the KPIs, aiming to identify achievable potentials for process improvement and
performance measurement.
05/09/2012 : 08:30 : JM Prestonfield
Code: OR54A606
KEYNOTE: O.R. and the Industrialisation of Healthcare
Prof Michael Pidd (Lancaster University)
As should be obvious from previous OR Society conferences, O.R. has a long and successful history in
healthcare, covering a range of application areas. Recent years have seen the increasing popularity of
approaches to healthcare organisation, of which lean is the latest, that began life in manufacturing
industry. This paper attempts a brief survey of O.R. applications and developments in healthcare, and
considers where O.R. analysts can add the greatest value. It takes a realistic look at the probability of
successful applications and a critical look at some academic developments. It considers the degree to which
O.R. is part of a movement to standardise and industrialise healthcare, and ponders the value of this
against a scenario in which much healthcare will no longer be delivered in hospitals.
05/09/2012 : 11:00 : JM Prestonfield
Code: OR54A610
Putting Research into Practice: A Pilot Project to Implement a New Way for UK Paediatric
Cardiac Units to Monitor Their Short-term Surgical Outcomes
Dr Christina Pagel (University College London), Dr Kate Brown (Great Ormond Street Hospital), Dr
Sonya Crowe (University College London) and Prof Martin Utley (University College London)
Adult cardiac units in the UK routinely monitor their survival outcomes adjusting for the severity of their
case mix, supporting improvements in the services they offer. However to date there has been greater
difficulty in evaluating the (short-term) mortality outcomes in paediatric cardiac surgery. While the UK
Central Cardiac Audit Database (CCAD) currently publishes outcomes by procedure type for all units,
outcomes across a whole programme are not presented because of the difficulty of adjusting for the severity
of case mix in children. We have just completed a pilot project to implement such programme-level
monitoring in UK paediatric cardiac units for the first time. In collaboration with Great Ormond Street
Hospital and the CCAD we developed a new risk model for 30 day mortality following paediatric cardiac
surgery, finishing in October 2011. From the beginning of this project, we were clear that we wanted the
risk model to be used by paediatric cardiac units in-house to monitor their own outcomes in a routine
manner, mirroring current adult practice. Thus, throughout the project we engaged the clinical community,
presenting updates on progress at national meetings. The interest this generated meant that almost as soon
as the model was developed, we had UK centres eager to pilot the model for routine risk adjustment in
house. We started the pilot in November 2011 and worked closely with pilot units to develop Excel software
that could be used by data managers to implement our risk model and produce charts showing the unit's
risk-adjusted 30-day outcomes over time. The pilot project has now finished and pilot units are continuing
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to use the developed prototype software. Key to the success of this pilot was taking the time to engage
with both data managers and clinicians at each unit.
05/09/2012 : 11:30 : JM Prestonfield
Code: OR54A666
Sequential Drug Decision Problems in Long-term Medical Conditions: A Systematic Review
on Potential Heuristic Methods
Miss Eun-Ju Kim (School of Health and Related Research, University of Sheffield), Mrs Roberta Ara
(School of Health and Related Research, University of Sheffield), Mr Jim Chilcott (School of Health and
Related Research, University of Sheffield) and Dr Yang Meng (School of Health and Related Research,
University of Sheffield)
Sequential drug decision problems (SDDP), which assign optimal drug(s) sequentially to the disease
pathway over time, are important not just for clinical decision-making but also for efficiently managing the
constrained resources for long-term medical conditions such as hypertension. However, solving a real world
SDDP can be complex because of: the large number of alternative treatment sequences; the large number of
combinations of multiple health states; the interaction between the treatment sequences and the health
states and the uncertainty surrounding the problem. We conducted a systematic review to provide a
comprehensive insight into the potential heuristic or optimisation methods for identifying optimal or nearoptimal treatment sequences in a large decision space. Four databases (Web of Science, Scopus, Medline
and Embase) were searched for studies published between January 1990 and March 2012 that addressed a
sequential optimisation problem using either a heuristic or optimisation method. Of the 10,517 initially
retrieved studies, 543 studies, which satisfied the predetermined inclusion and exclusion criteria, were
classified according to the method used: mathematical programming, constructive methods, local search
methods or other heuristic methods. The initial findings suggest that dynamic programming and some local
search methods (e.g. genetic algorithm, simulated annealing) are potential promising methods to deal with
SDDPs. The performance of these two types of methods may depend on whether an exact optimal solution
of an approximate model (dynamic programming) or an approximate near-optimal solution of a more
detailed model (local search methods) is preferred. In further work, several local search methods identified
in the systematic review will be tested using the case of antihypertensive treatment.
05/09/2012 : 12:00 : JM Prestonfield
Code: OR54A695
SoApt: Service Option Assessor and Prioritisation Tool
Mrs Carol Marshall (University of Stirling)
The Service Option Assessor and Prioritisation Tool is based on the principles of Multi-criteria Decision
Analysis (MCDA) and Programme Budgeting and Marginal Analysis (PBMA) to assess and prioritise
investment proposals for health and social care. SoApt, utilising the six domains of quality as criteria,
calculates the impact on the care of the user and the impact on the costs to the organisation of a new or redesigned project. The criteria are weighted to reflect local and national priorities. The proposals are
captured and compared on a matrix which allows the decision-maker to identify which proposal(s) to invest
(or disinvest) in. A successful proposal generates a Status Report within the model. The Status Report
monitors progress against the predetermined quality and cost objectives and is completed by the proposer
and assessed by the decision-maker.
06/09/2012 : 08:30 : JM Prestonfield
Code: OR54A651
Simulation for Sustainability in Healthcare: Identifying Gaps in the Literature
Mr Masoud Fakhimi (Swansea University), Dr Navonil Mustafee (Swansea University) and Dr Jane
Probert (Swansea University)
Factors relating to sustainability are becoming an increasingly integral part of managerial decision making
processes; there is a growing awareness among the stakeholders that their success is profoundly dependent
on creating a harmony between triple bottom line (an integration of economic, social and environmental
responsibilities) with respect to their strategic priorities. Thus, it comes as no surprise that the scope of
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systems’ modelling that hitherto focussed predominantly on productivity-related performance measures is
gradually expanding to incorporate sustainability-related criterion. Existing publications indicate that there
has been a dearth of empirical research on integrating sustainability factors with modelling; this is
especially true in healthcare. Thus, this research has employed a cross-industry review of literature on
modelling for sustainability with the objective of identifying studies that could be applied in the healthcare
context and in identifying gaps that may exist. The review of literature has shown an unequal treatment of
economic, social and the environmental factors among studies employing qualitative models (e.g.
conceptual models) and those using quantitative/mathematical modelling (e.g. computer simulation).
Whereas the former modelling approach has considered the three aforementioned sustainability-related
factors in the formulation of guidelines, frameworks, best practices, etc., the latter has mostly ignored the
societal aspects of sustainability and has principally focussed on the economy and the environment. This
research argues that the level and range of sustainable considerations in model development are different
in healthcare and non-healthcare industries. Healthcare is a welfare-oriented service for citizens so,
although quantitative modelling studies in non-healthcare domains such as manufacturing have frequently
neglected the social factors pertaining to sustainability, healthcare modelling cannot ignore this essential
aspect. Informed by the literature review, the research has also identified some challenges in sustainable
healthcare modelling, and investigates commonalities and differences between healthcare and nonhealthcare modelling for sustainable success.
06/09/2012 : 09:00 : JM Prestonfield
Code: OR54A662
Supporting Pre-planning Design Phases of New Dementia Care Environments through
Group-modelling
Mr Paul Holmstrom (Chalmers University of Technology), Dr Marie Elf (Dalarna University College), Dr
Inga Malmqvist (Chalmers University of Technology), Prof Kerstin Öhrn (Dalarna University College)
and Dr Lena von Koch (Karolinska Institutet)
The pre-design phase, before architectural design details are presented, is important for the success of the
entire construction process. In this phase, it is important to identify the needs of the users and the
organisation. The present project describes a group-modelling project with system dynamics (SD) in the predesign phase of a new dementia care environment. The aim was to support a dynamic design process that
was oriented towards the users’ needs. SD uses models to create scenarios and experiment with different
solutions to understand complex problems. The method is interactive and suited for group- modelling. The
tools used are a construction of a diagram depicting the system and a mathematical model for scenario
experiments. The group- modelling was performed during five workshops with stakeholders from the
organisation. The data for the model was collected through discussions with the modelling group, a
questionnaire, literature reviews and documents. The process was documented by video-recording and field
notes. The participants were interviewed at the end of the project. The data was analysed by content
analysis. Results show that the modelling process supported the group to explicitly express their goal
regarding care. The modelling process moved the group discussions from space solutions and square meters
to the goals of the care process. The model developed illustrates a modern perspective of dementia care.
Group-modelling using SD is interesting for the pre-design process. It can be feasible for linking strategic
planning of the organisation with the plan over the new healthcare environment since it moves the
participants in the pre-design phase to focus on important issues about the care and away from a wish list
of various needed spaces, commonly achieved in traditional planning processes.
06/09/2012 : 09:30 : JM Prestonfield
Code: OR54A673
Are We Over-analysing Health Care and Health Services?
Ms Penelope Mullen
Regrets, even criticisms, have long been expressed that much analysis within health care and healthcare
systems, both in O.R. and in related areas such as health economics, has focused on ‘micro’ applications ”
single processes, new technologies/therapies, specific hospitals, individual departments within hospitals etc.
It has been claimed that few studies focus on the whole or wider healthcare system or have wide-scale
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application - leaving some with a feeling of ‘chipping away at the edges’ whilst ignoring the essential core.
There have, of course, been some welcome developments. Recent years have seen the long overdue pursuit
of generic models, which can be adapted and applied in different settings. Department of Health analysts
have contributed to a range of system-wide developments, such as NHS Direct. Possibly more
controversially, maximising health gain as the sole, or at least dominant, health-care system objective,
championed by health economists, has found advocates across the (English?) NHS. However, do systemwide analyses, whether large-scale or small-scale with universal coverage, risk over-analysis ” the
imposition of apparently rational and systematic approaches on the interdependent, ever-changing,
professionally-led, messy combination of activities and services which constitute health care. Would such
analyses alleviate or would they contribute to fostering the fragmentation of services into discrete elements
or chunks occurring, at least in part, in response to the demands of competitive commissioning? Could
analysis to support system-wide investment/disinvestment decisions undermine the objectives of a universal
health service? Is there a danger of distortion resulting from large-scale focusing on the ‘easy pickings’ leaving the ‘messes’, and their associated services and patients, behind? What are the implications of
‘system-wide’ analysis in the presence of a goal of maximising health gain? This paper asks whether largescale or system-wide application of ‘rational’ analysis would mitigate or exacerbate such problems and,
possibly, presents some answers.
06/09/2012 : 11:30 : JM Prestonfield
Code: OR54A726
Modelling the Dental Workforce in Sri Lanka
Prof Sally Brailsford (University of Southampton) and Dr Dileep De Silva (University of Southampton)
This talk presents a system dynamics simulation model of the supply and demand for dental care in Sri
Lanka. The model represents the flows of dentists through the complex recruitment and career progression
phases through to retirement. This is augmented by a demand model, which combines empirical data on
the time required to carry out various dental procedures with secondary clinical and demographic data to
project the future incidence of different dental conditions. The overall supply-demand model enables policymakers to test various policies for staffing, training and recruitment.
06/09/2012 : 12:00 : JM Prestonfield
Code: OR54A702
Using Data Mining and Simulation for Health System Understanding and Capacity Planning:
An Application to Urgent Care
Mr Mohamed Tadjer (Hounslow Primary Care Trust)
Many visits to Accident and Emergency (A&E) are made for problems that do not require emergency
interventions. Care for non-urgent cases is more costly in the A&E than in primary care settings. Various
methods have been used in attempts to decrease non-urgent A&E use. Often, triaging method is used to
redirect patient with non-urgent care problems to primary care facilities. This method requires health
professionals to assess the urgency of the patient's problem before determining whether Emergency care is
appropriate. The purpose of this study is to assist Hounslow Primary Care Trust examine their Accident and
Emergency services and to help improve health access by redesigning these services into two different
settings: Urgent Care Centre (UCC) and Emergency Department (ED). This study used data mining
techniques to understand system behaviour in terms of subsystem interactions and the factors influencing
patient flows. The insight obtained through clustering analysis is then used as patients’ demand and
pathways supporting better services in the UCC. The data have been clustered into groups and sub groups
on their resources used and acuity. These groups are the identified target groups for service specification
strategy design and decision making. We used simulation modelling to help understanding the correlations
that exist between various inputs into a UCC (i.e., capacity and resources, facility and staff resources) and
various output performance measures from the system (i.e., patient waiting times, staff utilisation,
resources and facility utilisation).
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06/09/2012 : 13:30 : JM Prestonfield)
Code: OR54A566
MCDA Approaches to Prioritisation in NICE
Mr Brian Reddy (University of Sheffield)
The National Institute for Health and Clinical Excellence (NICE) is an agency of the British National Health
Service (NHS), providing guidance to the health services and other relevant decision making bodies in
England regarding new drugs and technologies, broader clinical practice and public health. It attempts to
reduce variations in levels of treatment between local regions and encourage best practice across the health
system with evidence based approaches to decision making. However, for a number of reasons, it is
challenging to adequately quantify, model and describe the multiple effects of public health interventions.
As a result there is some inevitable uncertainty around their cost effectiveness, which may lead to
inappropriate decision making regarding which interventions to recommend. This presentation will describe
some of the most common difficulties of measuring cost effectiveness in public health and explain why
multi-criteria decision analysis (MCDA) techniques may be appropriate to overcome some of these issues. It
will then explain an example of its use within the Centre for Public Health Excellence (CPHE). An Analytic
Hierarchy Process approach was used to prioritise which topics should be selected for future guidance.
Further examples of expected approaches to be trialled or incorporated will then be discussed.
06/09/2012 : 14:00 : JM Prestonfield
Code: OR54A593
Optimal Location and Scheduling of Blood Collection Facilities
Mr Thomas Jeffries (University of Kent) and Dr Jesse O'Hanley (University of Kent)
The collection, processing and distribution of blood products are vital parts of any healthcare network.
Although much research has investigated the processing and distribution stages, there has been little
research focusing on the collection stage, specifically, how a blood service should organise the collection of
blood donations from the general population. As blood has a relatively high unit cost and a limited shelf
life, as well as the fact that blood services have finite resources, it is important that a blood service does not
over or under collect blood, resulting in excess wastage or, worse yet, putting patients at risk. Taking such
factors into account, it is vital that a blood service operates a highly efficient blood collection schedule. This
talk considers how a blood service should efficiently organise their blood collection schedule over a multiperiod planning horizon. We develop an optimisation model to determine: how many, how frequently, of
what type and where donation sessions should be located in order to minimise overall cost. Importantly, the
model takes into account resource constraints on the blood service, the predicted demand for each blood
group, how the different blood groups are distributed throughout the population and required male/female
donation frequencies. Results of our analysis for the South East of England demonstrate the efficiency of the
proposed model over current blood collection scheduling procedures.
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Horizon Scanning & Future Analysis
Organiser: Amanda Tucker
04/09/2012 : 13:30 : JM Pentland East
Code: OR54A696
The Ten Commandments of Horizon Scanning
Mr John Carney (Dstl)
The UK Government definition of horizon scanning (2004) is 'the systematic examination of potential
threats, opportunities and likely developments including but not restricted to those at the margins of
current thinking and planning. Horizon scanning may explore novel and unexpected issues as well as
persistent problems or trends'. All UK Government departments have discharged their remit for an horizon
scanning function in different ways and within Dstl (the Ministry of Defence’s in-house science and
technology laboratory) a bespoke process has been designed aimed at identifying potentially disruptive, and
relatively unknown areas of science and technology, with potential relevance to defence and security. As
the practice of horizon scanning has become established across Government so the expectation for
exploitation and demonstration of impact by stakeholders has increased. This paper will recount some of
the perceived pitfalls around exploitation and common misunderstandings that can occur, and will cite
specific examples of the challenges therein. This paper represents the personal perspective of the author as
a member (and erstwhile Team Leader) of Dstl’s Horizon Scanning Team, combined with the perspectives
from colleagues in Other Government Departments, whose contribution is gratefully acknowledged.
04/09/2012 : 14:00 : JM Pentland East
Code: OR54A745
Multiple Crystal Balls – Preparing for an unpredictable future
Miss Hannah Locke (Dstl)
In defence, we are concerned with ensuring vital capabilities will be met in the future. But how do we know
what capabilities will be required in order to prepare for them if we don’t know what our future world will
look like? Will access to resources continue to decline or will innovation overcome our current issues? Will
the Euro recover or will the EU be the first of many international communities to fail? Will Twitter become
the corporate communication norm or will increased cyber security put an end to the social networking
age? Instead of trying to predict the future, the Conceptual Force Development programme, run by the UK
Ministry of Defence, aims to overcome the issue of uncertainty by looking at a variety of different possible
futures for 2030 and beyond. By exploring the numerous key themes, both worldwide and UK specific, for
each future under observation, and identifying which issues and insights are specific to one future and
which will be likely in a range of futures, the study has begun to highlight potential capability gaps within
the UK defence force which we can then help to inform and prepare for.
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04/09/2012 : 14:30 : JM Pentland East
Code: OR54A748
Systems Thinking, Scanning, and Scenarios: Exploring Future Landscapes by Identifying
Critical Interconnections.
Dr Wendy L Schultz (Infinite Futures)
How can systems thinking, including influence and causal loop mapping, contribute to research techniques
in futures studies and foresight? A focus on interconnections among trends and emerging issues, and
resulting impact cascades, can identify 'missing changes' - spaces where change has not yet emerged, but
which create the heightened potential for change. Systems thinking also provides a conceptual framework
for mapping impact cascades resulting from emerging change, as seen in foresight tools such as
implications wheels. Combining implications wheels with causal loop mapping enables a robust new
approach to inductive scenario building. This presentation will offer both an overview of these methods and
their connections to systems thinking, and case studies and examples of their use in both government and
business sector organisations.
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Information Systems & Knowledge Management
Organiser: Jo Smedley
04/09/2012 : 11:00 : ST.L.Bonnar
Code: OR54A553
Monitoring the Service Operations of a Large Financial Enterprise using a Systems
Integrator Approach to Alerting and Event Management: A Case Study of a Large
Australian Bank
Mrs Caroline Sanders (Westpac Banking Corporation)
The paper will outline the overall ITIL Service Management strategy that was developed but will focus on
the enterprise monitoring and alerting capabilities that form the foundation of good event management. A
target state will be described and the integration approach taken to ensure a successful widespread roll out
of monitoring agents across a large number of configuration items (both infrastructure and application) that
comprises the system landscape. Outcomes both in terms of improved processes and key performance
indicators, such as mean time between failure and mean time to restore service will also be described. The
use of these capabilities by both internal and outsourced service providers and by a centralised National
Operations Room will be considered.
04/09/2012 : 13:30 : ST.L.Brewster
Code: OR54A561
Weaving the Innovation Web: Using Knowledge Management and Information Systems to
Develop Communities of Practice
Dr Jo Smedley (University of Wales, Newport)
Knowledge management supported by information systems help to structure and communicate complex
problems to gain a common understanding among a group and progress on a committed course of action.
This paper illustrates how a combination of soft and hard O.R. approaches supported the design,
development and implementation of an organisational learning and teaching initiative across a UK
University. Hard O.R. is usually regarded as tangible, easy to explain and easy to use. In comparison, soft
O.R. is somewhat intangible, not easy to explain and not easy to use. O.R. as a collaborative learning
"language" across disciplines and topics supported effective and efficient engagement helping to achieve
successful outcomes and inform continuing developments.
04/09/2012 : 14:00 : ST.L.Brewster
Code: OR54A568
The Secret to Preparing your Data for Advanced Analytics
Ms Sayara Beg ()
Rubbish data in, rubbish data out. If the data is not properly organised in the first place, the results of your
advanced analysis will be meaningless, however, you cannot start by trying to 'boil the ocean', so where
should you begin? Many organisations think that reference data is the place to start and indeed have spent
large amounts of much needed cash on reference data related projects to support data warehouse
initiatives or business intelligence programmes with very little return on that investment, are you one of
them? Did you know there is another way, a much more cost effective way, to organise your data? A way
that doesn’t require cost-prohibitive, labour-intensive and time-consuming reference data projects to be
initiated? What is this secret? I will show you, how, through a process of scoring, weighting and
categorisation of your raw data you will not only meet your expectations but you will receive a richer,
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deeper understanding of your own business and your customer’s behaviour using technology-agnostic
advanced analytical methods and you will not need to tidy up your data. Well you feel the urge to do some
tidying up, simply because you have been told for so long that you need to. However after I've revealed the
secret to organising your data in preparation for Advanced Analytics, you may decide not to bother trying
after all.
04/09/2012 : 14:30 : ST.L.Brewster
Code: OR54A712
Knowledge Management and Sustainable Quality
Dr Brian Lehaney (Quality Assurance Agency for Higher Education)
Sustainable quality is relevant to organisations and individuals working in any sector of the economy.
Knowledge management has become a key process in understanding organisations and their use of
resources and, ultimately, quality is a major differentiating factor when considering goods and services.
Sustaining quality requires taking a strategic view that may present short to medium term challenges and
knowledge management should be able to help address such challenges. For large organisations,
knowledge management may be seen as an intra-organisation activity, but sustaining quality for small to
medium enterprises may require inter-organisational cooperation. The presentation addresses quality and
knowledge management issues faced by different sectors organisations, and how these are addressed in
practice and in theory.
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Logistics and Supply Chain
Organiser: Patrick Beullens
04/09/2012 : 15:30 : ST.L. St.Trinneans
Code: OR54A560
Assessing End User Acceptance Risk for Military Systems
Prof Patrick Driscoll (U.S. Military Academy), Dr Timothy Elkins (U.S. Military Academy) and Mr
James Enos (U.S. Military Academy)
End user rejections of well-engineered technological systems coupled with perceptions of 'drive-by fielding'
confound rapid acquisition support for deployable force protection for U.S. ground forces. Linking preacquisition assessments directly to end user expectations within a tradespace defined by technological,
user, and logistics factors, offers significant insights that are informing system design choices and
acquisition risk management decisions in a way that offers potential solutions to both these problems.
04/09/2012 : 16:00 : ST.L. St.Trinneans
Code: OR54A679
Supply Chain Competition with Capacity Constraints
Dr Shu-Jung Sunny Yang (University of Essex), Prof Eddie Anderson (University of Sydney) and Dr
Yong Bao ()
Capacity constraints most often determine the nature of competition between companies and have a major
impact on their profitability. In this paper, we examine the role of capacity information in a supply chain
with one supplier and two downstream sellers. We find that in the absence of transferable capacities
between both sellers, for most cases it is better for the supplier to release its capacity information so the
sellers can make better ordering decisions. This outcome holds under the existence of transferable
capacities as well. We also demonstrate in our analytical model that the value of capacity information is
zero when there is ample capacity. These results may help to explain why capacity information is always
announced prior to the ordering decision in capacity constrained supply chains such as in semiconductor
manufacturing.
04/09/2012 : 16:30 : ST.L. St.Trinneans
Code: OR54A690
The Orienteering Problem with Variable Profits
Dr Gunes Erdogan (University of Southampton) and Prof Gilbert Laporte (HEC Montreal)
This paper introduces, models and solves a generalisation of the Orienteering Problem, called the The
Orienteering Problem with Variable Profits (OPVP). The OPVP is defined on a complete undirected graph G
= (V,E), with a depot at vertex 0. Every vertex i ∈ V \ {0} has a profit p_i to be collected, and an associated
collection parameter α_i ∈ [0, 1]. The vehicle may make a number of ‚passes‛, collecting 100α_i percent of
the remaining profit at each pass. In an alternative model, the vehicle may spend a continuous amount of
time at every vertex, collecting a percentage of the profit given by a function of the time spent. The
objective is to determine a maximal profit tour for the vehicle, starting and ending at the depot, and not
exceeding a travel time limit. A linear integer programming formulation for the former model and a
nonlinear integer programming formulation for the latter are provided. Linearization schemes for the
nonlinear models for the cases of concave and convex collection functions are devised. Results show that
the discrete pass model can be solved for about 200 vertices within two hours of computing time, whereas
the continuous time model is beyond the computational reach for more than 75 vertices.
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05/09/2012 : 08:30 : ST.L. St.Trinneans
Code: OR54A534
Quality Assessment, Procurement, and Remanufacturing Decisions in a Reverse Supply
Chain with Multiple Returns Collection Locations
Mr Christos Zikopoulos (Aristotle University of Thessaloniki) and Prof George Tagaras (Aristotle
University of Thessaloniki)
Exploitation of the value remaining in used products after their end-of-use has been proven in many cases
as a profitable operation. As a consequence of the associated economic benefits and the interrelated
environmental legislation, currently there is a diversity of products that flow through the reverse channel of
modern supply chains in order to undergo some kind of recovery action, i.e. reuse, repair, remanufacture.
The management of reverse supply chains shares some common features with the conventional (forward)
supply chain management. However, there are certain characteristics which, although unimportant or even
absent in the conventional supply chain context, are extremely significant when it comes to reverse supply
chain management. Among these diversifying features one can include the increased product quality
variability and uncertainty, as well as the availability of a multiplicity of locations where used products are
collected in order to supply the production system. Uncertain quality of returns, apart from increasing the
complexity of procurement and recovery decisions, may dictate the establishment of procedures for the
quality assessment and classification of returns. The importance of explicitly dealing with quality variability
and the necessity of returns grading and sorting are evident in both recent academic research and current
business practices. In the current paper, we examine the problem of procurement and remanufacturing lot
sizing in remanufacturing systems supplied from multiple returned products collection facilities in a single
period context under alternative returns classification configurations. Our scope is to examine the impact of
the availability of multiple collection locations on reverse supply chains profitability under different
assumption regarding the characteristics of returns quality at these locations. Moreover, we study the
conditions that determine the most advisable classification procedure among a number of alternatives that
are used in some real-life reverse supply chains.
05/09/2012 : 11:30 : ST.L. St.Trinneans
Code: OR54A602
A Technique to Develop Simplified and Linearised Models of Complex Dynamic Supply
Chain Systems
Ms Virginia Luisa Marques Spiegler (Cardiff Business School), Prof Mohamed M. Naim (Cardiff
Business School), Prof Denis R. Towill (Cardiff Business School) and Prof Joakim Wikner (Link•oping
University)
Non-linearities are features of most real-world dynamic systems. The existence of non-linearities makes the
system analysis and synthesis very difficult. For this reason, previous work in supply chain dynamics
literature has mainly focused on examining ‘presumably linear’ models. In addition to this, averaging
techniques and disregarding discontinuities have been common practice for approximating non-linear
systems. However, such linear assumptions and approximations do not always yield the necessary degree of
accuracy required. This work aims to identify and categorise different types of non-linearities that commonly
appear in supply chain dynamics models, as well as to compare and contrast suitable methods for analysing
each type of non-linearity. We also suggest some simplification methods to reduce model complexity and to
assist in gaining system dynamics insights. Hence, the purpose of this paper is to develop more accurate
simplified linear representations of complex non-linear supply chain models. We use the well-known
Forrester production-distribution model as a benchmark supply chain system to study non-linear control
structure and apply linearisation methods. Within the control engineering literature such methods include
small perturbation theory, describing functions and phase plane analysis. We then compare performances of
the linearised models with numerical solutions of the original Forrester model and with previous work.
Initial findings suggest that more accurate linear approximations can be found for reproducing the original
Forrester model. These simplified and linearised models enhance the understanding of the system stability,
reliability and actual transient responses between the steady-state operating points. We also find that the
use of simulation and numerical techniques complements the study of non-linearities and helps to illustrate
the sensitivity behaviour of a supply chain system under uncertain operating points. A step by step
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procedure is provided for the analysis and design of non-linear supply chain dynamics models, especially
when overly simplistic linear relationship assumptions are not possible or appropriate.
05/09/2012 : 12:00 : ST.L. St.Trinneans
Code: OR54A691
The Capital Costs and Rewards of Inventories in the Supply Chain: A Generalised MultiEchelon Inventory Theory
Dr Patrick Beullens (University of Southampton), Prof Gerrit K. Janssens (University of Hasselt) and
Prof Luk N. Van Wassenhove (INSEAD)
Classic deterministic multi-echelon inventory theory is based on an echelon-specific unit holding cost, and is
used to find optimal lot-size decisions that minimise the total inventory holding costs in a supply chain. In
this paper, we generalise this multi-echelon inventory theory to the case that each echelon represents an
independent firm, which is an important consideration in the supply chains of today. In this context, it is
essential to obtain the impact of lot-size and inventory decisions on the individual profit functions of each of
the firms involved. We show how from the set of individual profit functions derived, traditional multiechelon theory follows. Conversely, we show that the traditional theory is not sufficient on itself to arrive at
the same information. Furthermore, our approach shows that profit functions and optimal inventory
decisions are highly dependent on cash-flow assumptions, which the traditional theory never makes explicit
in inventory models. As a result it can also be concluded that firms should consider in general at least two
different types of unit holding costs and two types of inventories. The distinction between installation and
echelon inventory holding costs, which arises in the classic theory, is unnecessary. Our approach thus offers
a way to generalise the traditional multi-echelon theory, making it an appropriate framework in which to
study supply chain organisation and inventory coordination across independent firms.
06/09/2012 : 09:00 : ST.L. St.Trinneans
Code: OR54A611
Effect of Service Time on Service Costs: Comparison of Hierarchical v/s Non-hierarchical
Setup in Service Parts Logistics
Mr Mohsin Jat (University of Nottingham), Prof Bart MacCarthy (University of Nottingham) and Dr
Luc Muyldermans (University of Nottingham)
This work is motivated by large scale IT Service Parts Logistics systems supporting provision of service-parts
under different and short service time commitments. Typically in IT hardware support contracts, depending
on the consequences of equipment downtime, customers determine different time windows (e.g. 2 hours, 4
hours and 8 hours) within which the requested service-part(s) should reach their sites. We model two
distinct setups of service facilities, namely hierarchical setup and non-hierarchical setup, to investigate the
impact of varying service time limits on inventory, transportation and facility setup costs in a system that
supports time-based differentiated services. Cost functions for approximating inventory, transportation and
facility setup costs are derived to develop the analytical model. We consider an (S-1, S) inventory policy to
determine inventory costs, and assume Euclidean distances and hexagonal packing of service areas to
determine travelling distances and number of facilities, respectively. The analysis highlights that hierarchical
setup exploits the opportunity to provide service with higher level of centralisation in response to requests
for services in relaxed time. This can result in lower overall inventory level in the system, however, at the
expense of higher transportation costs.
06/09/2012 : 13:30 : ST.L. St.Trinneans
Code: OR54A607
Modelling Supply Chain Networks Reliability and Resilience Using a Dynamic Bayesian
Network
Mr Mouhamad Shaker Ali Agha (University of Strathclyde ), Dr Robert Van Der Meer (University of
Strathclyde) and Prof Lesley Walls (University of Strathclyde)
The resilience and reliability of supply networks following catastrophic events such as the 9/11 attack and
the Japanese tsunami respectively has received an increased significance. We investigate how supply
networks resilience relates to reliability, robustness and risk, in order to construct models to support
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assessment of supply networks resilience. The usefulness of Dynamic Bayesian Networks to model
uncertainties in events affecting supply and how these uncertainties propagate through supply networks
over time will be explored. Using simple examples, we examine how our model can be employed to
evaluate the impact of different strategies intended to improve supply networks resiliency.
06/09/2012 : 14:00 : ST.L. St.Trinneans
Code: OR54A608
Two Phase Optimization of the Reverse Logistics Network with Multiple Recovery Routes
and Quality Inspection
Mr Ali Niknejad (Coventry University) and Prof Dobrila Petrovic (Coventry University)
Attention to optimisation of reverse logistics networks has grown rapidly in the past few decades. In this
paper, an inventory control and production planning model for the integrated reverse logistics network with
two alternative recovery routes, including repair and remanufacturing, a disposal route and a traditional
forward route is introduced. Both demand and return volumes are assumed to be uncertain and fuzzy
trapezoidal numbers are utilised to represent them. Quality of returned products is considered during the
returned products’ inspection and repair and remanufacturing quality thresholds are determined to
segregate returned products into the respective recovery routes. Furthermore, a two-phase optimisation
approach is developed and implemented to determine the network decisions as follows: In phase 1, volume
of returned products to be sent to repair, remanufacturing and disposal are determined while, in phase 2,
decisions regarding time and volume of component procurement, production, repair and disassembly are
made using fuzzy optimisation.
06/09/2012 : 14:30 : ST.L. St.Trinneans
Code: OR54A634
The Effects of Judgemental Adjustment in an Inventory System
Mrs Inna Kholidasari (Universitty of Salford) and Mr Aris Syntetos (University of Salford)
The forecasting and stock control modules are the most important elements of an inventory system. The
trade-off between customer service level and inventory investment is addressed in practice by formal
quantitative inventory management (stock control) solutions. Given the very high number of Stock Keeping
Units (SKUs), inventory management is typically fully automated (using software packages). However, the
output of statistical software (such as demand forecasts or replenishment quantities) is often judgementally
adjusted by managers. With regards to forecasting, empirical research suggests that practitioners rely
heavily on judgemental forecasting methods. Further, when quantitative methods are used, they are very
frequently judgementally adjusted. However, practitioners often adjust stock replenishment orders, not the
forecasts. At the moment there isn’t a single empirical study that explores this area. The aim of our work is
to explore the effects of incorporating human judgement into such inventory related decisions. Research
propositions (research questions) are developed based on a literature review followed by exploratory
empirical data analysis and simulation, and further validated through interviews. An extended database of
20,000 SKUs from the electronics industry is analysed for that purpose and insights are being offered on the
performance of judgemental adjustments.
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Making An Impact
John Ranyard
Ruth Kaufman
Mark Roper
Organisers: John Ranyard, Ruth Kaufman and Mark Roper
05/09/2012 : 08:20-08:30 : JM Duddingston
Code: OR54A718
MAI - Introduction and Welcome
John Ranyard, Ruth Kaufman and Mark Roper
The 'Making an Impact' stream is specifically designed for practitioners - people whose day-job is to help
solve their organisation's problems, whether as in-house or external consultant. Each event within it is
intended to help participants build on existing experience, develop practice, make links and enable crossfertilisation through sharing knowledge and expertise.
05/09/2012 : 08:30 - 09:30 : JM Duddingston
Code: OR54A719
Speed Networking
Dr Sophie Carr (Bays Consulting)
Speed Networking (facilitated by Sophie Carr) No matter what the event it can be hard to meet others
working in similar fields to you. There are always old contacts to catch up with and revisit. Yet, now, more
than ever your network of contacts is vital to helping you succeed ” whether that is developing new
opportunities or learning about communities of practice. So, come along and start the MAI day really
positively at the speed networking session. This structured, fun and focused session is specifically designed
to help you meet as many people as possible in a series of short face to face meetings. Whether from an
independent consultancy, large company or academia, come and develop links with others working in OR.
At each face to face meeting both people will each have 2 minutes to present themselves ” talking about,
for example, why they are at the conference, what areas of OR they specialise in or are interested in, what
makes their work interesting. At the end of the meeting, you move onto the next one. In 60 minutes you
will meet about 10 new contacts. The initial meeting will let you know how much you have in common ”
the real value comes from following up the initial meeting and there is plenty of time at the conference to
do so, maybe over coffee during the day or at the banquet?
05/09/2012 : 16:30-17:45 : JM Pentland
Code: OR54A724
Practitioner – Academic Collaboration: Maximising Research Impact
Chaired by Sally Brailsford (University of Southampton)
The aim of this session is to explore how practitioners can get the most value out of OR research and help
academics to maximise the real world impact of their work. Many practitioners are keen to utilise the latest
developments to improve their effectiveness but face all sorts of barriers, real and perceived. From the
academic point of view, it is well known that the next REF will include impact as a key criterion, and much
discussion has been held about this; but do academics and practitioners have the same interpretation of
‘impact’?
Prof Sally Brailsford will chair this interactive session, which will commence with brief introductory
comments from a distinguished panel, comprising two experienced practitioners (Sean Jones, NATS and
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Tony O’Connor, GORS); and two senior academics (Prof Mike Pidd, Lancaster, and Prof Stewart Robinson,
Loughborough), who will briefly present their personal perspectives and give some innovative suggestions
for how these barriers may be overcome. A general discussion will follow.
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Making an Impact – Technique Tasters and Facilitated Workshops
on ‘Hot’ Topics in O.R.
Ruth Kaufman
Kate Swatridge
Organisers: Ruth Kaufman and Kate Swatridge
Technique Tasters – Morning Sessions
05/09/2012 : 11:00-11:45 : JM Salisbury
Code: OR54A763
Technique Taster - Rich Pictures
Dr Giles Hindle (University of Hull)
All O.R. projects require the project team to appreciate a complex problem situation. However bad an artist
you are, this technique provides a mechanism for learning about the situation and agreeing a project
specification. The technique can be employed individually or in groups and used by analysts or
inexperienced participants.
05/09/2012 : 11:00-11:45 : JM Pentland West
Code: OR54A765
Technique Taster - Bayesian Methods
Dr Sophie Carr (Bays Consulting)
Uncertainty in your numbers? Don’t know what to do? Don’t ask the audience or go 50:50. Phone a friend!
Use your friend Bayesian Analysis! This whistlestop tour will show you how uncertainty can count and
should not be feared.
05/09/2012 : 11:45-12:30 : JM Pentland West
Code: OR54A766
Technique Taster - Constraint Programming
Mr Guido Diepen (AIMMS Professional Services)
Constraint Programming is a mathematical programming approach that enables the capturing of many
structures observed in reality in a very natural manner; it has applications in scheduling, planning and
routing amongst others.
05/09/2012 : 11:45 -12:30: JM Salisbury
Code: OR54A764
Technique Taster - Systems Modelling
Dr Giles Hindle (University of Hull)
The systems modelling language from Soft Systems Methodology is flexible, powerful and a bit of a hidden
gem. Discover this technique with expert facilitator Giles Hindle and come away ready to have a go in your
own organisation.
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Technique Tasters – Afternoon Sessions
05/09/2012 : 14:45-15:30 : JM Pentland
Code: OR54A774
Technique Taster - Rich Pictures
Dr Giles Hindle (University of Hull)
All O.R. projects require the project team to appreciate a complex problem situation. However bad an artist
you are, this technique provides a mechanism for learning about the situation and agreeing a project
specification. The technique can be employed individually or in groups and used by analysts or
inexperienced participants.
05/09/2012 : 14:45-15:30: JM Prestonfield
Code: OR54A772
Technique Taster - Bayesian Methods
Dr Sophie Carr (Bays Consulting)
Uncertainty in your numbers? Don’t know what to do? Don’t ask the audience or go 50:50. Phone a friend!
Use your friend Bayesian Analysis! This whistlestop tour will show you how uncertainty can count and
should not be feared.
05/09/2012 : 15:30-16:15 : JM Pentland
Code: OR54A773
Technique Taster - Systems Modelling
Dr Giles Hindle (University of Hull)
The systems modelling language from Soft Systems Methodology is flexible, powerful and a bit of a hidden
gem. Discover this technique with expert facilitator Giles Hindle and come away ready to have a go in your
own organisation.
05/09/2012 : 15:30-16:15: JM Prestonfield
Code: OR54A771
Technique Taster - Constraint Programming
Mr Guido Diepen (AIMMS Professional Services)
Constraint Programming is a mathematical programming approach that enables the capturing of many
structures observed in reality in a very natural manner; it has applications in scheduling, planning and
routing amongst others.
Facilitated Workshops on ‘Hot’ Topics in O.R. – Morning Sessions
05/09/2012 : 11:00 : JM Pentland East
Code: OR54A770
Personal and Professional Development
Ms Kate Swatridge (Kate Swatridge Consulting Ltd)
Continuing development is both valuable and satisfying ” but not always easy to fit aound the day job, or
to undertake on a limit ” or non-existent - budget. Bring ideas, share ideas and create your own
development plan.
05/09/2012 : 11:00 : ST.L.Bonnar
Code: OR54A767
Networking for Introverts
Mrs Frances Sneddon (SIMUL8 Corporation)
If you hate talking to strangers, instinctively dislike the idea of talking to somebody just to build your own
network, can’t imagine why anybody would want to talk to you, but would like to connect with other
professionals like you ” this is the place to come! Share tips, discuss difficulties, devise strategies for
building a better network - and have a go at putting some of them into practice.
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05/09/2012 : 11:00 : ST.L.Cowan
Code: OR54A768
Build Your Own Pub!
Mr Dave Buxton (Decision Lab)
A chance to try out (or brush up on) your rapid-simulation skills and branch out into agent-based
simulation. Have a go at building & running your own (simulated) pub where the drinkers make their own
decisions! Competitive or collaborative ” it’s up to you!
05/09/2012 : 11:00 : ST.L.Brewster
Code: OR54A769
Data Visualisation
Mrs Jacqui Taylor (FlyingBinary Limited)
Data visualisation is becoming indispensable to help organisations understand their own data and
communicate it to others. Explore some of the key techniques and see how they could be useful in your own
organisation ” or even essential, as younger generations with predominantly visual ways of understanding
the world enter the ranks of the decision-makers.
Facilitated Workshops on ‘Hot’ Topics in O.R. – Afternoon Sessions
05/09/2012 : 15:00 : JM Salisbury
Code: OR54A775
Build Your Own Pub!
Mr David Buxton (Decision Lab)
A chance to try out (or brush up on) your rapid-simulation skills and branch out into agent-based
simulation. Have a go at building & running your own (simulated) pub where the drinkers make their own
decisions! Competitive or collaborative ” it’s up to you!
05/09/2012 : 15:00 : JM Holyrood
Code: OR54A776
Data Visualisation
Mrs Jacqui Taylor (FlyingBinary Limited)
Data visualisation is becoming indispensable to help organisations understand their own data and
communicate it to others. Explore some of the key techniques and see how they could be useful in your own
organisation ” or even essential, as younger generations with predominantly visual ways of understanding
the world enter the ranks of the decision-makers.
05/09/2012 : 15:00 : JM Duddingston
Code: OR54A777
Networking for Introverts
Mrs Frances Sneddon (SIMUL8 Corporation)
If you hate talking to strangers, instinctively dislike the idea of talking to somebody just to build your own
network, can’t imagine why anybody would want to talk to you, but would like to connect with other
professionals like you ” this is the place to come! Share tips, discuss difficulties, devise strategies for
building a better network - and have a go at putting some of them into practice.
A Workshop not scheduled in the afternoon – but may run depending on demand:
Personal and Professional Development
Ms Kate Swatridge (Kate Swatridge Consulting Ltd)
Continuing development is both valuable and satisfying ” but not always easy to fit around the day job, or
to undertake on a limit ” or non-existent - budget. Bring ideas, share ideas and create your own
development plan.
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Additional Workshops that may run in the morning and afternoon, depending on demand
are:
Horizon Scanning: Sharing Experiences: Many of us undertake some form of horizon scanning,
whether a quick mental check of what threats, opportunities and changes might be approaching, or a fullscale tour of the horizon. Here’s an opportunity to share experiences and thinking.
Ethical Dilemmas in O.R.: ever been tempted to keep quiet about a mistake you’ve found in your
numbers? or to go along with a forceful client instead of challenging them? This is a repeat of the workshop
that received the highest satisfaction rating at last year’s conference. Kate Swatridge, decisionLab
Selling O.R.: How do you persuade someone that you are the answer to their problems? Almost everybody
faces that issue at some point in an O.R. career; what can we learn from each other?
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Metaheuristics
Andrew Parkes
Ender Ӧzcan
Organisers: Ender Ozcan and Andrew Parkes
04/09/2012 : 13:30 : ST.L.Cowan
Code: OR54A548
Variable Neighbourhood Structures
Dr John Lamb (University of Aberdeen)
Meta-heuristics often allow search over different neighbourhoods of an incumbent solution S. A variable
neighbourhood structure is a set of neighbourhoods of S that, in some measure, get further and further from
S. Typically, a method such as variable neighbourhood search, might search thoroughly in neighbourhoods
near S and use neighbourhoods further away for avoiding local minima. A variable neighbourhood structure
that has pairwise disjoint neighbourhoods whose union is the set of all solutions is clearly preferable to one
where a solution may occur in several of the neighbourhoods or none. Call such a neighbourhood
partitioning. In practice, variable neighbourhood structures are often defined ad hoc according to the
operations conveniently available to construct them and so are not always partitioning. This article shows
that it is often possible to define a partitioning variable neighbourhood structure. It shows how such
structures can be defined when the symmetric difference of two solutions is meaningfully defined, In
particular it finds partitioning variable neighbourhoods for cycles and circuits and shows how an
understanding of neighbourhood structures helps in designing better meta-heuristics.
04/09/2012 : 14:00 : ST.L.Cowan
Code: OR54A625
Heuristic Function Resynthesis via Algebraic Machine Learning
Dr Jerry Swan (University of Stirling), Prof Edmund Burke (University of Stirling), Prof Graham
Kendall (University of Nottingham in Malaysia) and Dr Ender Ozcan (University of Nottingham)
Permutation problems such as the n-puzzle have structure that can be captured algebraically. In particular,
heuristic functions for these problems can be described in terms of the symmetric group. By employing
techniques from the nascent discipline of algebraic machine learning, we investigate the harmonic
decomposition of these heuristics via the extension of the Fourier transform to non-commutative groups.
The Fourier-space representation for these heuristics can be manipulated via elements of a real-valued
weight space of dimension equal to the number of conjugacy classes of the group. By applying a weighting
followed by the inverse transform, we may obtain a `filtered' version of the original heuristic. Using the npuzzle as a case study, we show that the heuristic functions given by the Hamming and Manhattan distance
metrics on puzzle state can be transformed into significantly better heuristics via a search in the weight
space.
04/09/2012 : 14:30 : ST.L.Cowan
Code: OR54A680
An Instance-specific Parameter Tuning Strategy (IPTS) in Practice: An Example of a German
Temporary Employment Agency in the Construction Industry
Dr Jana Ries (University of Portsmouth) and Dr Patrick Beullens (University of Southampton)
Temporary employment agencies (TEA) provide workforce solutions to companies in various industries. The
business strategy relies on contractors who request a number of employees for a set period of time. In the
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particular case of the construction industry, employees are usually scheduled to work on various
construction sites in different locations. Hence, a workforce is periodically sent to different locations for a
particular period of time. The challenge of a TEA is to decide which set of employees (team) to send to
which location based on individual qualification, transport costs and subsistence costs for each employee. In
the presented case study, the workforce of the TEA has the option to use a transport vehicle of the
company-owned fleet. In addition, the current TEA strategy allows employees to keep company-owned
vehicles over the weekend at home if this is more efficient than returning the vehicle to the head office.
Alternatively, employees are allowed to use their own private vehicle. Based on those options, routes are
planned according to dynamically changing depots. Structural instance information include, for example,
number of building sites, number of employees and spatial information of the area in which company
depots, building sites and employee locations are situated. The problem is solved using a TabuSearch
approach with an incorporated instance-specific parameter tuning strategy (IPTS) which allows to take into
consideration structural information and a decision maker preference on heuristic performance in order to
calibrate TabuSearch. The IPTS design uses fuzzy logic and features an automated set-up to facilitate its use
for non-experts.
05/09/2012 : 08:30 : ST.L.Cowan
Code: OR54A697
A Hyper-heuristic Approach to Construct Constrained-version of Magic Squares
Mr Ahmed Kheiri (University of Nottingham) and Dr Ender Ozcan (University of Nottingham)
A magic square is a square matrix of size (order) n contains distinct entries from 1 to n*n such that the
summation of the entries along each row, column and diagonal have the same constant value. Constructing
a magic square of a given order is considered as a computationally difficult permutation problem,
particularly when additional constraints are imposed. Hyper-heuristics are high-level general search
methodologies which operate on the heuristics rather than solutions, directly. As an extension to our
previous work, we present an effective and efficient selection hyper-heuristic for constructing the
constrained-version of magic squares.
05/09/2012 : 09:00 : ST.L.Cowan
Code: OR54A710
A Hybrid Genetic Algorithm for the Travelling Repairman Problem
Miss Cagla Cergibozan (Dokuz Eylul University) and Dr A. Serdar Tasan (Dokuz Eylul University)
Despite the fact that cost minimisation is the common objective of product and service suppliers, the
customer oriented view is of vital importance in some cases. At this point, the Travelling Repairman
Problem (TRP) is examined to ensure customer satisfaction. TRP is the problem of finding a Hamiltonian
cycle in which the objective is to minimise total waiting time of all customers that are situated at different
locations. In the literature, this problem is also known with other names such as the Minimum Latency
Problem (MLP) and the Deliveryman Problem (DMP). The TRP is a NP-hard problem; several exact solution
algorithms, approximation algorithms and also meta-heuristic approaches for TRP are studied in the
literature. The aim of this study is to develop an efficient and effective algorithm that can be applicable to
real life problems. In this study, a hybrid algorithm which combines genetic algorithm with a local search
heuristic is proposed to solve TRP. The algorithm is initialised with a random generated population and
fitness values of candidate solutions are calculated by considering the features of a minimisation problem.
Roulette wheel selection is used as selection procedure, order crossover is used as the crossover operator
and two-exchange operation is used as a mutation operator. After mutation operation, two-opt local search
heuristic is implemented according to a probability. Best parameter combination was determined by a set of
computational experiments. The proposed algorithm was applied to a set of instances that have been
studied in the literature and the performance of the approach was evaluated according to the results of the
computational study.
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Operations-Design-Innovation Interface
Organiser: Shu-Jung Sunny Yang
04/09/2012 : 11:00 : ST.L.Brewster
Code: OR54A654
Design and Operations for Online-Offline-Integrated Healthcare Network Facilitators
Dr Jiun-Yu Yu (National Taiwan University)
Healthcare services are now facing several challenges such as soaring costs and inappropriate allocation of
resources. To respond to these challenges, the well-known management guru Clayton Christensen proposed
three types of business models for healthcare service innovation: Solution Shops, Value-Adding Process
Business, and Facilitated Networks. Although the impact of the first two types of business models are well
discussed in the literature, the managerial implication of the third one is generally overlooked. In this study,
organisations that facilitate interactions and resource exchanges among their participating entities in the
healthcare system are referred to as ‚healthcare network facilitators‛. The website PatientsLikeMe and
Taiwan Breast Cancer Alliance are two examples. Offline (physical) network business models, such as rail
transportation and postal services, have been operating successfully long before the emergence of the
internet, on which numerous online (virtual) business models are developed inspiringly in the past decade.
Several attempts at developing innovative pure online healthcare network facilitators have been made since
the beginning of the new century, but only a few of them succeeded. On the other hand, the advantage and
power of virtual community seems not well understood by traditional offline healthcare network facilitators.
This study aims to investigate the design and operations for online-offline-integrated healthcare network
facilitators so that innovative healthcare services that are unlikely to be delivered in the past can be enabled
now. A framework for such integration is to be proposed.
04/09/2012 : 11:30 : ST.L.Brewster
Code: OR54A657
Modelling Alternate Bargaining using Target, Reserve and Minimum Price Thresholds
Dr Andrew Brint (Sheffield University), Dr Andrea Genovese (Sheffield University Management
School) and Dr Niraj Kumar (Sheffield University Management School)
Alternate bargaining is where a buyer and a seller take turns in proposing a transaction price, with
negotiations continuing until either an agreement is reached or the negotiations break down - common
examples are house purchases (in England and Wales) and car purchases. Existing models assume that the
parties behave rationally with the impetus to reach an agreement stemming from the threat of the
appearance of a third party who might then replace one of the participants. We believe that behavioural
factors are also an important part of the negotiations and this talk looks at modelling the bargaining
process using three prices for each party: an optimistic price they hope to achieve, a basic "break even"
price and a price at which negotiations break down if the offer does not meet it.
06/09/2012 : 08:30 : ST.L.Cowan
Code: OR54A674
Hospital-acquired Infection Control with Strategic Healthcare Workers
Miss Wenlin Chen (University of New South Wales), Prof Chung-Li Tseng (University of New South
Wales) and Dr Shu-Jung Sunny Yang (University of Essex)
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Although hospitals require healthcare workers (HCWs) to wash hands in every hand hygiene opportunity,
healthcare literature points out that HCWs decide hand hygiene adherence strategically. We develop a
biform game-theoretic model that integrates infection transmission dynamics and HCWs’ strategic hand
hygiene behaviour. Our analysis helps design an effective hospitals’ infection control strategy to minimise
the prevalence of antibiotic-resistant bacteria and reduce the likelihood of HCWs opportunistic behaviour.
06/09/2012 : 09:00 : ST.L.Cowan
Code: OR54A681
Schumpeterian Entrepreneurship: An Adaptive Dynamics Approach
Dr Yanto Chandra (University of Leeds) and Dr Shu-Jung Sunny Yang (University of Essex)
We develop an adaptive dynamics model to investigate when strategies related to non-predictive control,
such as effectuation, lead to stronger product market performance than prediction-based strategies, such as
causation. The model yields distinctive implications about how to launch creative destruction from start-ups
perspective and how to avoid creative destruction from incumbent perspective. Based on these implications,
testable propositions are offered as to how trade-offs between non-predictive and predictive control in firmlevel strategic decision making depends on not only competitive dynamics between competing firms but
also market dynamics involving the evolution of consumer types.
06/09/2012 : 11:30 : ST.L.Cowan
Code: OR54A672
The Impact of Competition on Firm-level Capability Development Path
Miss Yan Emma Liu (University of Essex) and Dr Shu-Jung Sunny Yang (University of Essex)
Extending competitive dynamics perspective to the context of process improvement and innovation, this
study investigates whether and under which conditions firms may benefit by launching a revolutionary
process deriving from a well-established process. We develop insights regarding process competition
through the application of a dynamic, computational model. The model draws on the history of process
innovation in car manufacturing and the underlying theoretical relationships in the empirical literature. The
results of our simulation experiments show that competition not only increases the frequency of process
innovation for long-term growth but also decrease it for short-term survival. Testable propositions are
offered as to how trade-offs between improvement and innovation in process management depends on
external and internal competitive tensions.
06/09/2012 : 12:00 : ST.L.Cowan
Code: OR54A741
Effectiveness of Complex Supply Network Information-sharing and Coordination
Strategies: Implications of Hierarchy
Mrs Mohsen Jafari Songhori (The University of Melbourne), Dr Alan Smith (The University of
Melbourne) and Dr Sunny Yang (University of Essex)
During the last few years, complex Supply Networks (SNs) have been developing as a new field in the
Supply Chain and Operations Management area with at least two distinct perspectives. Both theoretical
complex theory and empirical evidences assert the emergence of the partial hierarchical structures among
firms in complex industries and SNs. Thus, firms might adopt high or low levels of hierarchy in SNs. Also,
according to the organisational contingency and SCs theories, firms in such complex SNs need to select
appropriate information sharing and coordination strategies to match (fit with) the imposed environmental
uncertainty from their trading partners (e.g. suppliers, customers). Under this latter perspective, the
strategies of firms themselves are sources of uncertainty for their trading partners. Thus, SN firms’
information sharing and coordination strategies might reduce their own uncertainty but create uncertainty
for their trading partners. In this paper, a new perspective and model of complex SNs is developed to
investigate differences between high and low level hierarchy firms’ uncertainty reduction. The results reveal
that the low and middle hierarchy-level firms are more prone to ineffectiveness of their uncertainty
reduction strategies.
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06/09/2012 : 13:30 : ST.L.Cowan
Code: OR54A670
Altruistic Entrepreneurship: Formal Modelling and Evolutionary Psychology Theorising
Dr Yanto Chandra (University of Leeds), Miss Yan Emma Liu (University of Essex) and Dr Shu-Jung
Sunny Yang (University of Essex)
We examine the potential benefits of reciprocal altruism to taking entrepreneurial actions in supply chain
recovery. Entrepreneurship literature suggests that entrepreneurial firms always demonstrate a strong
preference of independence when pursuing potential opportunities in uncertainty. But in condition of
sustaining collective firm performance, such as supply chains, anecdotal evidence indicates that altruism
works well to take advantage of firm interdependency and quickly spread individual opportunities to the
related others. Grounded on empirical observations, a dynamic, computational model is created to portray
the dynamic evolution of operational performance among supply chain parties under the threat of
unanticipated disruptions including natural and man-made disasters. By carefully chosen computational
analysis, we offer testable propositions regarding altruistic entrepreneurial actions for supply chain recovery
facing major disruptions. Our findings are translated into a managerial framework for formulating
entrepreneurial strategy for recovering from disasters.
06/09/2012 : 14:00 : ST.L.Cowan
Code: OR54A677
Shelf-space Competition: The Role of Store Brands
Dr Chia-Wei Kuo (National Taiwan University) and Dr Shu-Jung Sunny Yang (University of Essex)
We analyse the impact of the shelf-space level decision on managing channel conflict between store and
national brands. Most previous work on the resulting channel interactions assumes that national brand
manufacturers always get enough shelf-space for their products. However, this assumption is problematic
since the category shelf-space level is determined by the retailers; so we relax it in this study. In our retail
supply chain setting, the retailer sells its own store brand product along with a competing national brand in
a consumer good category. Both brands compete for the scarce shelf-space. As a result, the most likely
equilibrium outcome is that the available selling amount of each brand is constrained by the shelf-space
available for its products and both brands coexist in the category. We demonstrate in our analytical model
that the retail price of the store brand is increasing in its market share but decreasing in slotting allowance
for renting the national brand shelf-space. Furthermore, the retail price, wholesale price, and shelf-space of
the national brand are increasing in the category market size.
06/09/2012 : 14:30 : ST.L.Cowan
Code: OR54A653
The Impact of Aging on Operations Re-design and Service Innovation of Medical Institutes
Dr Jiun-Yu Yu (National Taiwan University)
The speeding aging trend in Taiwan has triggered huge concern about the demand and supply of medical
and healthcare services from every aspect of the society. It is expected that the needs for medical services
related to chronic, long term, and aging issues will substantially increase in the coming decade. However,
the healthcare services provided by current medical institutes seem not capable of meeting such growth in
demand. Thus, innovative healthcare services and the corresponding service operations will have to be
developed from an integrated and forward-looking perspective. On the other hand, the healthcare service
providers, i.e. doctors and nurses, are aging as well. This generally-overlooked fact suggests that, to
maintain the current medical service quality and efficiency, the existing healthcare practices and the
corresponding service operations and organisational structures will have to be re-designed. With aging
patients and doctors, healthcare service providers from different departments will be expected to
collaborate more frequently, and the latest information and communication technology (ICT) products and
services are expected to play a more important role in this re-design and innovation process. This study
aims to apply the constructs from operations strategy to explore the potential thinking directions for the
medical institutes to develop innovative healthcare services and to re-design their service operations.
Decisions such as capacity, business processes, and organisational structure are to be investigated in
particular.
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Optimisation
Organiser: Konstantinos Kaparis
04/09/2012 : 13:30 : 4 JM Holyrood
Code: OR54A588
Solving Constraint Programming Problems with AIMMS
Dr Guido Diepen (AIMMS)
AIMMS is a mathematical modelling language and besides the support for the traditional mathematical
programming like (non-)linear programs and mixed integer programs, AIMMS now also has support for
constraint programming (CP). A big advantage of CP is that it allows for a lot more freedom in your
modelling. Looking at the type of problems that you can model with CP, it typically performs very well on
highly combinatorial problems, which normally are difficult to model/solve with mathematical
programming. AIMMS has support for the most common global constraints from CP like for example the
count constraint or the alldifferent constraint. Besides these CP essentials, AIMMS also has support for
some specific scheduling constraints based on the notion of activities and resources where activities need a
certain amount of the resources to finish. Additionally, sequencing of the activities can be modelled easily.
These scheduling constraints are very useful when modelling any scheduling problem with CP in AIMMS. In
this talk, I will explain some of the basics behind constraint programming and I will show how this new
modelling concept can be used within the AIMMS modelling environment.
04/09/2012 : 14:00 : JM Holyrood
Code: OR54A685
Stochastic Optimisation of Reliability Development Programmes
Dr Kerem Akartunali (University of Strathclyde) and Prof John Quigley (University of Strathclyde)
During product development a design will be subject to detailed analysis to improve reliability by identifying
and removing faults. Reliability analysis will include tasks such as fault tree analysis, physics-of-failure
analysis, and accelerated testing. Many tasks can be resource intensive and each may have varying degrees
of efficacy. There is a need to plan an effective and efficient reliability program, but achieving this is nontrivial because each task may expose several different faults and each fault may be exposed by several
different tasks. Thus the marginal benefit of introducing new analysis tasks within a reliability program will
eventually be outweighed by the marginal cost of implementing the analysis. In this paper we use an
existing model to anticipate the reliability of a product following a series of development activities. The
model is stochastic in so far as the benefits in terms of reliability following activities are not deterministic
but random. We develop a stochastic programming structure for this model to identify the sequence of
activities that will minimise the expected programme costs.
04/09/2012 : 14:30 : JM Holyrood
Code: OR54A714
A Great Deluge Based Learning Hyper-heuristic for Multi-objective Optimisation
Miss Mashael Maashi (University of Nottingham), Prof Graham Kendall (University of Nottingham)
and Dr Ender Ozcan (University of Nottingham)
Hyper-heuristics have drawn increasing attention from the research community in recent years, although
their roots can be traced back to the 1960s. They perform a search over the space of heuristics rather than
searching over the solution space directly. In the hyper-heuristic framework, there are two main stages:
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heuristic selection and move acceptance. In general, the movement acceptance can be deterministic or nondeterministic. In this study, we propose an extended choice function based hyper-heuristic for multiobjective optimisation based on the great deluge algorithm (GDA). In the original approach, the choice
function control and manages a set of low level heuristics and aims to choose the best heuristic at any
given time using historic performance to make this decision, along with the need to diversify the search at
certain times. All Move is utilized as a deterministic move acceptance strategy meaning that we accept the
output of each low level heuristic whether it improves the quality of the solution or not. In this paper, we
employ a non-deterministic move acceptance strategy using the great deluge algorithm that accepts only
improving moves and worsen moves in limited spaces under the boundary condition. As our hyper-heuristic
approach is designed for multi-objective optimisation, D metric integrated with the GDA as a comparison
tool. The rain speed parameter in GDA is set to different values in order to investigate the effectiveness of
this parameter on the quality of solutions. The experimental results demonstrate the proposed approaches
with different speed rain setting perform better than the original approach, and it shows that the speed rain
settings are highly problems depended. All hyper-heuristic approaches are tested on the Walking Fish Group
test suite, a common benchmark for multi-objective optimisation.
04/09/2012 : 15:30 : JM Holyrood
Code: OR54A571
Combination Booking Models for Air Cargo Revenue Management
Miss Emily Cookson (Lancaster University), Prof Kevin Glazebrook (Lancaster University) and Prof
Joern Meissner (Kühne Logistics University)
Air cargo revenue management can be described as the integrated management of aircraft cargo weight
and volume constraints, and chargeable cargo rates. The Air Cargo industry faces some unique challenges:
Highly volatile demand, weight/volume uncertainty through variable tendering and very short booking
cycles are some of the features. Booking requests can be divided into long-term contract (allotment) and
short-term ad-hoc (spot-sale) types which have significantly different characteristics. In the case of
combined passenger and cargo air carriers, the prioritisation of passengers and their baggage further
challenges the allocation of aircraft belly space. With the current economic climate and increasing fuel
prices, airlines are faced with a mounting pressure to maximise revenue. We have developed a new
dynamic programming formulation with potential to aid an air cargo company to maximise its expected
profit under these challenges. The initial model focuses on the spot-sale booking process, making
acceptance decisions using cargo prices formulated under uncertainty. Since the dynamic programming
formulation is computationally intractable due to the large number of states, the non-linearity of the value
functions, high dimensionality and the complexity of the integrals, a discretised version and approximate
solutions have been created using numerical analysis methods, including spline interpolation and numerical
integration over probability confidence intervals, to form an executable system in MATLAB with NAG and
CPLEX. Escalating penalty functions have been included as an optional disincentive for extreme
overbooking. The proposed model performs significantly better than several comparable policies. As an
extension to our booking control mode, we investigate the proportion of long-term versus short-term
contracts. The current research aims to create a strategic decision model that will integrate the allotment
and spot-sale booking processes under uncertainty and whilst maximising expected profits. We report on
our first results.
04/09/2012 : 16:00 : JM Holyrood
Code: OR54A596
On a Warm-started Primal-dual Column Generation Method
Mr Pablo Gonzalez-Brevis (University of Edinburgh) and Prof Jacek Gondzio (University of
Edinburgh)
In this talk the primal-dual column generation method will be presented. The method is based on interior
points and relies on sub-optimal and well-centred solutions of the restricted master problems. Although it
uses sub-optimal solutions the method still finds the optimal solution of the master problem. Additionally,
warm-starting strategies in this context will be discussed. Numerical experiments comparing the method
with the standard column generation and the analytic centre cutting plane method will be presented. These
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results show the benefits of using this warm-started primal-dual column generation method when solving
the relaxation of three well-known combinatorial optimisation problems after applying Dantzig-Wolfe
decomposition.
04/09/2012 : 16:30 : JM Holyrood
Code: OR54A664
Radiation Treatment Planning Optimisation for Volumetric Modulated Arc Therapy (VMAT)
Dr Kerem Akartunali (University of Strathclyde) and Dr Vicky Mak-Hau (Deakin University)
Volumetric-Modulated Arc Therapy (VMAT) is a recent technological development in the area of cancer
radiation treatment, with the aim of generating a treatment plan of appropriate radiation dosages, angles
and collimator shapes. The problem is computationally very challenging, in particular considering additional
problem features such as time limitations. In this talk, we will discuss an integer programming formulation
for this problem, with improvements using some linearization techniques. Then we will discuss a branching
and column generation framework specifically designed for this problem. We will present some
computational results, and conclude with possible future extensions.
05/09/2012 : 09:00 : ST.L.Bonnar
Code: OR54A641
A Generalized Returns-to-scale Model in DEA
Dr Miki Tsutsui (Central Research Institute of Electric Power Industry) and Prof Kaoru Tone (National
Graduate Institute for Policy Studies)
In data envelopment analysis (DEA), there are typically four types of returns-to-scale (RTS): constant (CRS),
variable (VRS), increasing (IRS) and decreasing (DRS). They are classified by a constraint which defines the
lower and upper bounds (L&U) of sum of components in the intensity vector (IV) in the production
possibility set, i.e. L=0&U=infinity for CRS, L=1&U=infinity for IRS, L=0&U=1 for DRS, and L=1&U=1 for
VRS. Originally in economics, ‚variable‛ returns-to-scale is the general case of RTS assumption, and thus
CRS, IRS, and DRS are special cases of VRS. However in the DEA field, VRS indicates only a specific case as
IV=1, represented by the BCC model. This model causes a problem that if a DMU has a minimum input
value of all DMUs for any input item, or a maximum output value of all DMUs for any output item, the DMU
is definitely evaluated as VRS-efficient. In many instances, a DMU with a very small score under the CRS
model turns out to be full VRS-efficient by this rule. This phenomenon looks strange and many practitioners
doubt this property. In order to prevent this VRS-DEA problem, in the current study, we focus on
Generalised RTS (GRS) with constraint of the lower and upper bounds (L&U) of IV. This is more general
model similar to VRS in Economics, i.e. CRS, IRS, DRS, and also VRS in DEA are the special cases of GRS
model. We propose a practical method for determining L and U of IV. Furthermore, we define the scale
efficiency score based on GRS instead of VRS, and identify the RTS type in order to clarify the source of the
scale inefficiency. We also propose a method to obtain consistent RTS judgment even if we utilise multiple
outputs.
05/09/2012 : 11:00 : JM Duddingston
Code: OR54A577
Deployment of Multi-tier ICT Services in Cloud Data Centres
Prof Bjorn Nygreen (Norwegian University of Science and Technology) and Mr Anders Nordby
Gullhav (Norwegian University of Science and Technology)
The Software-as-a-Service (SaaS) model of the cloud computing paradigm has changed the way ICT services
are being provisioned, as the service providers are given more flexibility in scaling their services according
to the demand and requirements of the end-users. In the provisioning, a SaaS provider needs to focus on
cost- and energy-efficient operation of its private cloud, and ensure that the services deployed on the nodes
in the private cloud, or on the virtual machines in a public cloud, have a Quality of Service (QoS) satisfying
the agreed requirements. In this talk, we mainly focus on decisions of a SaaS provider related to the
management of his services and cloud data centres, but also acknowledge decisions related to deploying
services into public clouds. The services are modelled as consisting of multiple tiers, where each of these
tiers is distinct software components with different functionality. Increased QoS, measured as service
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response time and availability, is obtained by adding active or passive copies of the components in the
various tiers, thereby providing more resources to the services. Modelling of multi-tier services are generally
more complex compared to services of a single tier, since one cannot treat the tiers separately, and thus,
there might exist several ways to satisfy the QoS requirements of a service. We will discuss different (M)IP
models of the problem where the goal is to minimise the cost of running services in private and public
clouds.
05/09/2012 : 11:30 : JM Duddingston
Code: OR54A603
Matrix-free Interior Point Method for Sparse Signal Reconstruction Problems
Mr Kimon Fountoulakis (The University of Edinburgh), Prof Jacek Gondzio (The University of
Edinburgh) and Dr Pavel Zhlobich (The University of Edinburgh)
We introduce a specialised version of an Interior Point Method (IPM) for sparse signal reconstruction
problems. The proposed method is a Matrix-Free variant of IPM which takes full advantage of lowcomplexity matrix-vector product operations involved in sparse signal reconstruction. The particular features
of constraint matrices in these problems such as orthogonality of rows and the Restricted Isometry Property
(RIP) (which guarantees near-orthogonality of certain subsets of columns of these matrices) are exploited to
design pre-conditioners for the KKT systems arising in IPMs. Applicability of the proposed pre-conditioners
is justified with strong theoretical results and confirmed with numerical experiments. Results from a variety
of large scale sparse signal reconstruction problems indicate that the Matrix-free IPM compares favourably
with other state-of-the-art solvers.
05/09/2012 : 12:00 : JM Duddingston
Code: OR54A729
Reliability and Maintenance of Complex Desalination Plant Subject to Failures
Mr Ahmed AlHinai (Glasgow Caledonaian University) and Dr Babakalli Alkali (Glasgow Caledonian
University)
This paper presents a comprehensive failure mode and effect analysis conducted on critical equipment in a
complex desalination plant. Classes of failure modes that contribute to equipment failure are identified.
Historical failure and maintenance data are collected and analysed. We explored the failure data for trend
and plotted graphs to have a good insight about the failures pattern using statistical approach. Graphical
results show that the inter-arrival times between failures tend to be shorter at some points. The data exhibit
random phenomenon and we assumed that the failure process follow a non-homogenous Poisson process.
We use a standard statistical approach for reliability analysis by fitting the Weibull distribution to the data
sets. The results obtained are presented on a distribution overview. This investigation set a pace for
reliability modelling to schedule optimal cost effective preventive maintenance strategy for the desalination
plant equipment.
06/09/2012 : 11:30 : ST.L.Bonnar
Code: OR54A597
Dynamic DEA with Network Structure: A Slacks-based Measure Approach
Prof Kaoru Tone (National Graduate Institute for Policy Studies) and Dr Miki Tsutsui (Central Research
Institute of Electric Power Industry)
We propose a dynamic DEA model involving network structure in each period within the framework of
slacks-based measure approach. We have already published the network SBM (NSBM) and the dynamic
SBM (DSBM) models separately. Hence, this article is a composite of these two models. Vertically, we deal
with multiple divisions connected by links of network structure within each period and, horizontally, we
combine the network structure by means of carry-over activities between two succeeding periods. This
model can evaluate (1) the overall efficiency over the observed entire period, (2) dynamic change of period
efficiency and (3) dynamic change of divisional efficiency. The model can be implemented in input-, outputor non-(both) oriented forms under the CRS or VRS assumptions on the production possibility set. We can
impose the initial condition on the carry-overs. Non-uniqueness issue of term efficiencies is also discussed.
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06/09/2012 : 13:30 : JM Pentland West
Code: OR54A578
Medium-Term Trading Strategy of a Dominant Electricity Producer
Mr Arash Mostajeran Gourtani (University of Southampton), Mr David Pozo (University of Castilla-La
Mancha), Dr Maria Teresa Vespucci (University of Bergamo) and Dr Huifu Xu (University of
Southampton)
This paper presents a multi-objective two-stage bi-level stochastic programming framework for a dominant
electricity producer to determine an optimal trading strategy in a deregulated electricity spot market in a
medium-term time horizon. At the first stage and upper level, the dominant producer aims to maximise its
expected market share and profit taking into account the trade-off between the two objectives, and at the
second stage and lower level, the independent system operator (ISO) determines the dispatches and power
flow on hourly basis after realisation of uncertainty in market demand by solving an optimisation problem
which aims to maximise the total social welfare. Through Karush-Kuhn-Tucker conditions, the lower level
problem is formulated as a complementarity problem and subsequently the dominant producer’s optimal
decision making problem as a two stage Stochastic Mathematical Problem with Equilibrium Constraints
(SMPEC).To solve the SMPEC, it is proposed to reformulate the SMPEC as a Mixed Integer Linear Program
(MILP) by presenting the complementarity constraints as a system of mixed integer linear inequalities with
binary variables. Numerical tests results are reported through an illustrative example and a medium size
case study.
06/09/2012 : 14:00 : JM Pentland West
Code: OR54A589
Cutting Planes for a Stochastic Variant of the Network Loading Problem
Dr Konstantinos Kaparis (University of Southampton), Prof Adam Letchford (Lancaster University)
and Prof Stein Wallace (Lancaster University)
In the Network Loading Problem (NLP) one is given an undirected graph G=(V,E) along with a set of
demands within V. The task is to choose the amount of integer capacities to be installed on each edge in
such a way that the cost is minimised and all the commodities can be routed simultaneously. In this work, a
stochastic variant of this problem is being considered. Moreover, the demand is uncertain and its realisation
depends on a finite number of scenarios. We model this problem as a 2-stage stochastic mixed-integer
program with complete recourse. We introduce the new class of probabilistic metric inequalities and we
describe a heuristic separation algorithm.
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O.R. & Strategy
Frances O’Brien
Martin Kunc
Organisers: Frances O'Brien and Martin Kunc
04/09/2012 : 11:00 : ST.L.Nelson
Code: OR54A524
Modeling Start-ups using System Dynamics: Towards a Generic Model
Dr Martin Kunc (Warwick Business School)
In system dynamics, different scholars have proposed templates to analyse similar problems, e.g. Peter
Senge’s archetypes. However, there are not system dynamics archetypes of business models. This paper
attempts to develop a generic model for managing start-ups based on two common businesses, internet
services and management consultants, with the aim to provide a template for entrepreneurs to develop a
system dynamics model of their own firm. The different experiments with the generic model suggest that
long term management of staff and cost optimisation are the right strategies to overcome the high rate of
failure during the first five years of operation of start-ups.
04/09/2012 : 11:30 : ST.L.Nelson
Code: OR54A675
Competitive Archetypes: A Competitive Dynamics Perspective
Miss Yan Emma Liu (University of Essex) and Dr Shu-Jung Sunny Yang (University of Essex)
The study identifies and conceptualises the notion of competitive archetypes that are generic competition
patterns in inter-firm rivalry. Generic patterns are highly effective in providing insights into the ‘nature’ of
underlying problem structure and its associated behaviours over time. Yet among the leading approaches in
strategy, little attention has been devoted to developing generic competition patterns. Inspired by the
effectiveness of system archetypes in system dynamics, we adopt a systems perspective to develop the
competitive archetypes to capture dynamic, competitive interaction in diverse settings of inter-firm rivalry
and to increase our understanding of the nature of competition. Grounded on competitive dynamics
research, the paper synthesises established constructs and embrace the cognitive frameworks into firm-level
decision making process, proposing a set of competitive archetypes in inter-firm rivalry.
04/09/2012 : 12:00 : ST.L.Nelson
Code: OR54A733
Supporting Internationalisation Strategies using System Dynamics Modelling: Lessons from
a Strategic Development Approach
Mr Juan Pablo Torres (The University of Warwick)
The aim of this research is to show how modelling and simulation can support a deliberate strategy of
internationalisation. I will show details and experiences of developing system dynamics models with five
small companies to structure and evaluate their internationalisation strategy prior to implementation. From
this process it emerged that the cognitive ability of the CEOs visualising the outcome of his/her strategic
actions is limited due to the difficulty in measuring feedback processes conclusively during strategy design
processes. Finally, I will present what happened to those companies after the modelling experience one year
later.
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04/09/2012 : 13:30 : ST.L.Nelson
Code: OR54A644
Modelling Degradation of Control & Monitoring Assets using Bayes-Empirical Bayes
Inference for a Time-Dependent Poisson Process
Mr Graeme Blair (University of Strathclyde), Prof John Quigley (University of Strathclyde) and Prof
Lesley Walls (University of Strathclyde)
Scottish Water (SW) is a Government owned company which provides a vital service to the Scottish public.
This includes the abstraction, treatment and consistent supply of clean safe drinking water to every home
and business across Scotland. SW also collect, treat and dispose of wastewater in a manner that protects
the environment. These processes are controlled and monitored throughout SW’s network of reservoirs,
pipes, treatment works, and pumping stations. This has led to work, motivated by SW who seek, to model
the deterioration of control and monitoring (CAM) assets to predict future failures. Model estimates will
inform strategic investment budgeting and will be subject to scrutiny by the regulator. A non-homogeneous
Poisson process (NHPP), with a power intensity function (often called a Power Law Process), provides a
model for the degradation of CAM assets. For these assets there are limited historical statistical failure
records. A novel approach is developed whereby the scale parameter of the Power Law Process is estimated
using the available statistical data, but the shape parameter is estimated using structured expert judgement
elicited from relevant engineers. Empirical Bayes inference provides an approach for estimating the
frequency of rare failures of each class of CAM assets, as a weighted average of the frequencies of failure
for that asset class and the failures in the pool of all CAM assets. In this problem, a hybrid of Bayes and
Empirical Bayes is used to combine the subjective and empirical prior distributions for the shape and scale
parameters, respectively. This talk describes the practical motivation and the application of the approach to
a real problem. The method developed will be explained. The suitability of a Power Law Process as a model
for degradation and the usefulness of empirical Bayes inference will be discussed.
04/09/2012 : 14:30 : ST.L.Nelson
Code: OR54A659
Data Analysis in the Water Industry: A Good Practice Guide from an Application in Scottish
Water
Miss Efthalia Anagnostou (Scottish Water) and Miss Deborah Gee (Scottish Water)
Data analysis is a modern day prerequisite to the optimised management of physical assets. In the UK water
and wastewater industry, data-driven analytical methods now play a major role in the everyday decision
making and strategic thinking of both the asset planning community and the market regulators. For
example, the analysis of historical failure data is used to model the deterioration process of multiple assets
in order to forecast likely changes in asset performance over time. Furthermore, as the value of analyticalbased methods has become more widely recognised, companies have increasingly diversified their
businesses from predominantly engineering based organisations to information-centric organisations. With
each company utilising the large quantities of data that is available to them alongside modern analytical
methods to shape policy, improve customer service and reduce cost. Established in May 2009 as an affiliate
of the Royal Statistical Society, the Water Statistics User Group (WSUG) aims to share statistical approaches
and promote good-practice data analysis across the water and wastewater industry. The group currently
includes representation from 26 water and wastewater companies. WSUG has developed a guide to good
practice data analysis, which can be used by the industry participants and regulators to promote goodpractice and validate the quality of their analytical processes, models and outputs. It aims to encourage
continual improvement in the standard of data analysis across the industry, ultimately driving companies to
underpin key asset management decisions with consistently robust analytical results and data. The paper
describes: (1) The data analysis spiral ” a flagship approach to data analysis comprising 7 key steps: capture
stakeholder requirements, gather business data, conduct exploratory analysis, develop analysis, validate
analysis, publish results and acceptance testing. (2) Examples of how the guide is applied within Scottish
Water to benefit stakeholders within the business.
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04/09/2012 : 15:30 : ST.L.Nelson
Code: OR54A521
Is There Still Life in Stafford Beer's Viable System Model (VSM)?
Dr Stephen Harwood (University of Edinburgh)
It has been over 40 years since the Stafford Beer presented his Viable System Model (VSM). Whilst the VSM
attracted the gaze of a wide audience during the latter part of the twentieth century, as a way to
conceptualise the organisation of social systems, it has remained in the margins of academic discourse, with
it perhaps disappearing from university syllabuses. It is proposed that the VSM does have a contribution
with regard to current debates about organisations. One specific application relates to the strategy-aspractice movement with their concerns about how strategies emerge. There is a clear need to understand
the complex interplay of routines, episodic events (e.g. meetings, workshops) and the role of discourse,
from which strategies emerge, either as formal documents or as a series of aligned decisions. This raises
questions about how to understand the complex interplay between the different levels within organisations,
the relationships between policymakers and shop-floor practitioners, as well as with outside, and the
distribution of discretion. It invites questions about organisational identity and how it is maintained or
transformed over time. As regards debates specifically about routines, there is the issue of how routines are
conceptually explained. Routines are not static but a dynamic feature of organisations which contribute to
its stability. They can be viewed as one aspect of an organisation’s memory; the outcome of the
accumulative experience of dealing with disturbances to the functioning of routines. Practices such as ‘lean’
invoke the stripping out of redundancy, but how is redundancy identified and is the outcome memory
degeneration? It is proposed that the concepts of the VSM established by Stafford Beer and developed by
others (e.g. Espejo, Espinosa, Harden) still offer a valid contributory insight which complement existing
main stream thinking about organisations, particularly with its insights into recursion, autonomy and
adaptation.
04/09/2012 : 16:00 : ST.L.Nelson
Code: OR54A665
Putting the ‘Science of Change’ into the ‘Science of Better’
Mr Philip Jones (Defence Science and Technology Laboratory)
This presentation will highlight the need for O.R. to embrace behavioural change science to improve the
effectiveness of strategic O.R. interventions, whether they are intended to achieve improvements at the
individual, organisational or societal level. It will:
“ Summarise key behavioural change principles like Cialdini’s ‘Weapons of Influence’; the ‘Nudge’
technique; and, organisational and societal change success factors;
“ Show how these approaches are being applied by the Ministry of Defence and other Government
departments and illustrate their impact; and
“ Argue the need for O.R. to make these ideas an integral part of the discipline if it is truly to be the
‘Science of Better’: working to deliver change in the real world, not just preferred options for change.
The presentation is intended to be of interest to practitioners and academics alike, particularly those with in
an interest in the strategic use of ‘Soft O.R.’ who are looking for avenues to take the area forward.
04/09/2012 : 16:30 : ST.L.Nelson
Code: OR54A658
Reflecting on the Use of Social Media to Encourage Engagement with a Scenario Project to
Explore the 'Future of Food' for Birmingham in 2050
Ms Frances O'Brien (University of Warwick) and Ms Maureen Meadows (The Open University)
Scenario planning is a tool which captures multiple alternative possible futures that an organisation may
face. The scenario planning setting is often the workshop. With the advent of social media it is possible for
wider engagement in the process to be considered. This paper reports progress with an on-going project to
develop scenarios for the future of the food system within the Birmingham ‘hinterland’ for 2050. It reflects
on experiences using social media to encourage wider interest of and engagement with the project.
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Code: OR54A639
05/09/2012 : 08:30 : ST.L.Nelson
Group Dynamics and Intragroup Conflicts: A Mental Model Convergence Perspective
Mr Kenneth Kyunghyun Huh (Warwick Business School)
Past group process research suggests that having a high level of task related conflict while keeping
emotional conflicts at a minimal level is the key to achieve an effective group outcome; yet the literature
returns contradictory findings. This study supplements the theory by using the perspective of mental model
convergence; a concept that is used to define a status where heterogeneous individual mental models
converge into a shared mental model. A longitudinal study of six groups was conducted to investigate how
intragroup conflict and various group dynamics are related with mental model convergence.
05/09/2012 : 09:00 : ST.L.Nelson
Code: OR54A595
‚Playing Seriously‛ with Strategic Management: A Case Study Matching Role Playing and
System Dynamics to Develop SCM Policies
Prof Federico Barnabè (University of Siena), Prof Cristiano Busco (University of Siena), Prof Pål I.
Davidsen (University of Bergen), Mr Maurizio Lambri (GMV Consulting) and Mr Gianfranco Zatta
(GMV Consulting)
This work explores how role playing games may play a fundamental role in knowledge sharing and team
learning, especially dealing with complex and dynamic business domains and facing strategic issues. When
combined with a System Dynamics modelling intervention, this approach allows to support strategic
thinking and learning in teams. Starting from the previous considerations, this work presents the main
features and the outcomes of a specific case study.
05/09/2012 : 11:00 : ST.L.Nelson
Code: OR54A535
Metaphorical Models and Credible Worlds: Insights from Small and Stylised Models
Dr John Morecroft (London Business School)
All models of business and society are stylised simplifications. It is therefore important to consider the
credibility and value of model-based insights and to recognise why and when small models are appropriate
and helpful. I probe these issues in the light of two classic models from the economics literature that have
intrigued some theoretical economists. Drawing on this work I identify properties of small models that make
them useful for inductive reasoning and learning. Such small and metaphorical models, though highly
stylised, need to be both plausible and sufficiently understandable to stimulate comparisons with the real
world. It is from such comparisons that inductive reasoning stems. I show similar properties in the wellknown World Dynamics model that addresses global industrial growth and sustainability. I demonstrate my
argument with a selection of partial and full model simulations; each a credible world and each a metaphor
for understanding global limits to growth and industrialisation.
05/09/2012 : 11:30 : ST.L.Nelson)
Code: OR54A598
A Structural and Behavioural Triple Helix Spiral of Knowledge-producing Institutions
Mr UngKyu Han (University of Warwick) and Dr Martin Kunc (University of Warwick)
A triple helix thesis of university-industry-government has been more applied to analysing an innovation
ecosystem. Yet, it is still difficult for academics and practitioners with divergent backgrounds to understand
and share its dynamics since innovation is more than a linear path starting from R&D. To improve the
communication between stakeholders of triple helix ecosystems, this paper is intended to expand the triple
helix theories by means of systems thinking, reflecting spiral interactions of its structure and behaviours. In
particular, we seek to account for knowledge-producing institutions - universities, industries, and
government research institutes. To this end, we propose a causal loop diagram that illustrates complexity,
nonlinearity, and recursion endogenous in a triple helix innovation system. The model comprises the
missions of three institutions and the hybrid or intermediary organisations bridging the institutions. The
proposed diagram helps in observing what is going on in multiple institutional initiatives across (intersphere circulation) and inside (intra-sphere circulation) the spheres entangled with the innovation
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ecosystem. Moreover, it is useful to determine attitudes to newness of innovation during the decisionmaking processes on each institutional and policy scales, by recognising short- and long-term effects caused
by intended actions throughout the complex, nonlinear, and recursive innovation process. Lastly, the
combination of systems thinking and a triple helix thesis may make it more rational for innovation policy
making processes to consider counterintuitive consequences generated in the innovation system.
05/09/2012 : 12:00 : ST.L.Nelson
Code: OR54A586
Assessing Strategic Risk in the Public Sector: Is Incremental Change Enough?
Mr Ian Birchmore (The University of Warwick)
Local authorities have a legal duty to manage risk. The definition of risk and how it is to be assessed are
rather less clear than might be expected given this legal duty. This paper arises from doctoral research into
the assessment of strategic risk in the public sector. The research concentrates on risks in local authorities
to draw on their diversity to provide a rich context. The paper will briefly set out and explore the nature of
strategic risk in UK local authorities and propose a sense of strategic risk in the public sector that reflects its
context and provides a base for assessment. It will then consider the ways in which local authorities have
defined and implemented a matrix-based impact / likelihood risk assessment model, highlighting the limited
strengths and greater weaknesses of these current approaches. The paper will then propose a series of
changes to the current core approach which seek to maintain its accessible simplicity whilst addressing the
identified fundamental weaknesses and will close by considering the question of whether such incremental
change is enough.
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O.R. Consultancy and Case Studies
Organiser: Kuangyi Liu
06/09/2012 : 08:30 : ST.L.Nelson
Code: OR54A678
Modelling the Net Benefits of Alternative Management Strategies for Bacterial
KidneyDisease in Scottish Salmonid Aquaculture
Mr John Soje (Marine Scotland - Scottish Government)
Bacterial kidney disease (BKD) of farmed salmonid fish is caused by the pathogen Renibacterium
salmoninarum which is often sub-clinical and might go undetected if diagnostic methods have low
sensitivity. The observed prevalence of infected farms is low for salmon production relative to trout.
Management measures such as movement controls constitute a regulatory burden, in financial terms, for
both the Industry and Government. The awareness of the potential cost of disease in fish farming is
increasing, but there has been little economic assessment of the costs of disease and benefits of
intervention. This presentation describes a decision analysis model of the impact of BKD under different
policy options. It uses event trees to assess the risks and then evaluate the net benefits of changing
statutory controls, either strengthening or weakening them. In the tree, decision nodes depict policy options
for which subsequent events have a probability of being uninfected or infected; this splits into diseased or
sub clinically infected which in turn divides between those known or unknown to the authorities. These are
states determined by a separate Susceptible-Infected (SI) model. These outcomes lead to consequent costs
associated with on the one hand disease and on the other surveillance and movement restrictions. Total
probabilities and costs can then be established at the end of each node; this however assumes that events
are dependent. For each node the expected impact in any year as a result of changes in surveillance and
intervention is the sum of the change in value from disease-related losses and the change in disease
management costs to both business and the regulator. The model has helped the team to collectively
structure the analysis and identify data sources from inspectorate, laboratory, and questionnaire etc. The
approach can be used for other diseases.
06/09/2012 : 09:00 : ST.L.Nelson
Code: OR54A682
SWOT Analysis using General Morphological Analysis: A Pharmaceutical Case Study for New
Business Drivers
Dr Nasir Hussain (Strategy Foresight LLP), Mr Bruce Garvey (Strategy Foresight LLP) and Dr Tom
Ritchey (Swedish Morphological Society)
The humble SWOT is a remarkably simple problem structuring framework. Since its introduction by Albert
Humphrey in the ‘60s, it has surprisingly undergone little revision - the lack of facilitation of constructing a
SWOT in the business setting and particularly the haphazard way of inter-relating the various elements
within each quadrant fails to realise the technique’s true potential. In this paper, we report a major
improvement of how a SWOT should be constructed and analysed by using the process of Cross Consistency
Assessment (CCA). Here, each and every suggestion from each quadrant is compared pairwise to test for
compatibility. The CCA is similar to a Cross Impact Analysis except that no directional or causal linkage is
assumed but merely mutual consistency in the arguments. CCA is actually an essential element of General
Morphological Analysis a problem- structuring method that permits the structuring and analysis of
multidimensional problems. To test the validity of SWOT-MA™ process, an actual case example involving a
start-up pharmaceutical firm was considered for the following focus question: ‚What are the most
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important factors to secure drug approvals within funding time frame of 3 years‛. 22 factors were identified
in the four parameters. This would necessitate that 840 unique configurations be considered, an onerous
task for resource-constrained organisations (there were 279 pairs for the SWOT alone). An additional output
parameter, the Ansoff’s Matrix, was then bolted onto the SWOT. This ‘5th column’ is an essential step to
make sense of what one is trying to achieve with the SWOT-MA™ exercise. This second CCA iteration
resulted in 23 unique configurations out of a possible 3360 combinations, a reduction of 99% of the entire
problem space. We believe that such an approach can be applied to other commonly applied business
management tools where multiple parameters must be considered e.g. PESTLE, VRIO.
06/09/2012 : 09:30 : ST.L.Nelson
Code: OR54A687
Using Modelling to Facilitate Collaboration in the NHS
Mr Nicholas Jones (PwC)
In February 2012, PwC were commissioned to assess the options available to one of the most financially
challenged NHS trusts in the country, while also considering the impact of any such changes on the wider
health economy. Previous attempts to address this challenge had struggled to galvanise people’s thinking
so we sought a different approach, combining collaborative engagement and focused system-wide
modelling to identify clinically viable solutions that could close the financial gap. Working to very
demanding timescales, we developed a model that allowed for estimation of the financial impacts
associated with changes in service provision or commissioning patterns. This model formed an important
part of a collaborative event involving key stakeholders (the trust in question, other nearby providers,
clinical commissioning groups, the strategy health authority, etc.). In this way, the model was used to create
broad engagement, stimulate thinking on options for change, challenge preconceptions and identify any
scenarios that should be explored in more detail following the study. The study demonstrated that
modelling is a powerful tool to facilitate system-wide thinking and option development, focusing
stakeholders on changes that would make a material impact. It also indicated that a solution to the
challenge was feasible and helped to establish momentum for change amongst the stakeholders.
06/09/2012 : 11:30 : ST.L.Nelson
Code: OR54A601
Managing Projects in an Uncertain World: Engaging Stakeholders and Building a Systemic
View of Risk
Prof Fran Ackermann (Strathclyde University), Prof Susan Howick (Strathclyde University), Dr Tom
Houghton (Strathclyde University), Prof John Quigley (Strathclyde University) and Prof Lesley Walls
(Strathclyde University)
As evidenced through both a historical record of project over-runs and a large number of projects currently
under media spotlight for cost over-runs e.g. Edinburgh Tram system, managing projects can be a risky
business. Managers are faced with effectively engaging and working with often a multitude of parties
(suppliers, government, consultants, general public and own staff), anticipating and dealing with a wealth
of often interlocking uncertainties (ranging from technological innovation to force majeure), and often
undertaking these activities within a compressed timeframe (which exacerbates the situation) This paper
describes a risk management process that has been developed to assist managers facing such situations.
The process explicitly engages a range of stakeholders using a group decision support system (allowing for
equality of view) and causal mapping process (which facilitates the surfacing of risks along with their
ramifications), and thus provides not only a comprehensive appreciation of the totality of the risks identified
but also a greater understanding of their subtleties, consequences etc. The paper will discuss a real case
where the process was used to gain an understanding of the risks associated with developing a new energy
system. The paper will describe the process and its implications, before reflecting on the insights, limitations
and future research.
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06/09/2012 : 12:00 : ST.L.Nelson
Code: OR54A731
Prioritising Replacements of Protection Assets in an Electricity Distribution Network
Ms Liz Archibald (Decision Lab)
As part of a regulated sector, Distribution Network Owners (DNOs) in the UK electricity industry have to
submit their investment plans for approval by the regulator OFGEM. In the latest guidance from OFGEM,
DNOs are strongly advised to use condition or evidence-based analysis via appropriate modelling
techniques for the justification of replacement expenditure. For some assets, data availability is limited, or
its suitability for modelling may not be ideal. These practical issues can present significant challenges in the
development of useful decision support tools. This case study describes the development of a modelling tool
which transparently captures expert engineering judgements and uses these in combination with best
available age and condition data to produce annual asset replacement levels for protection relays.
Identification of an appropriate modelling platform, strong client engagement and a collaborative approach
to the various data challenges were the key to the success of this consultancy project.
06/09/2012 : 13:30 : ST.L.Nelson
Code: OR54A580
A Multi-methodology Approach to Comprehensive CB (RN) Risk Assessment and Mitigation
Mr Diederik Wijnmalen (TNO)
This presentation focuses on an application and further enhancement regarding CB(RN) (chemical,
biological, radiological, nuclear) incidents of the OECD-acclaimed Dutch national risk assessment
methodology. It combines morphological analysis, scenario development and analysis, risk analysis taking
both likelihood and a broad spectrum of impact types (having a quantitative or an inherently qualitative
nature) into account, multi-criteria analysis using weighting profiles based on human value systems,
capability analysis and cost-benefit analysis (in monetary and non-monetary terms). The aim of this
approach is to assess and compare different types of CB(RN) risks, select those that are more serious than
others, investigate where capability improvements could be made, prioritise measures that could bring
about those improvements, and thereby spend a limited budget as effectively as possible.
06/09/2012 : 14:00 : ST.L.Nelson
Code: OR54A701
Understanding the Productivity of a Mobile Workforce
Dr Jonathan Malpass (BT)
Effective organisation of a large mobile workforce requires a vast array of systems, processes and measures.
One measure that it is imperative to understand is the productivity of the individuals and teams, identifying
reasons for higher levels and recognising how it varies across different geographies. There are various
measures of productivity, and this presentation will look at one that has been recently introduced to a UKwide workforce which has led to the need to understand what employees and managers can do in order to
affect it. A combination of statistical analysis and modelling tools has been used to provide the business
with valuable insight. This presentation will define how productivity is measured, illustrate differences
between teams from different areas and provide insight into the different drivers which can be used to
improve operations and the business benefits that could be realised.
06/09/2012 : 14:30 : ST.L.Nelson
Code: OR54A737
"And the winner is ..." - Case Studies in Tender Evaluation
Dr David Wrigley (ORvis Consulting Ltd)
Many organisations and public bodies are required to perform competitive procurement to ensure fairness
in placing public funds and to ensure good value for money is achieved for the taxpayer. These
procurements usually involve some form of tender evaluation scheme which mark the tenders against
various criteria and produce an overall score to rank the bidders. The author has used multi-criteria decision
analysis (MCDA) to support a wide range of tender evaluations over the past 30 years. This has provided
not only the opportunity to see various practices and approaches to decision making in customer
organisations, but also to see how O.R. and especially MCDA can support decision making in a range of
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situations. Several example cases will be presented, and will examine specific challenges and situations
including:
“ A case where the decision appeared to have already been made;
“ A case where the decision appeared to be too close to call; and
“ A case where the true value of MCDA proved to be in forestalling a legal challenge.
Challenges met in this work have included: over-coming the drawbacks of pre-defined evaluation schemes,
having to adjudicate between expert technical evaluators and their managers, and assisting decision
makers to understand the limitations of numerical evaluations. MCDA offers a rigorous and auditable
approach to tender evaluation which can be used to defend decision makers against disputes, whilst acting
as an arbiter of merit which is independent of any biases of the evaluators and procurement managers.
06/09/2012 : 15:00 : ST.L.Nelson
Code: OR54A684
Applying Soft Systems Methodology to Better Regulation
Mr Ian Mitchell (BIS)
The paper offers a case study of O.R. Consultancy. It describes a study by the Operational Research Unit
(ORU) within the Strategy, Analysis and Better Regulation Group at the Department of Business Innovation
and Skills (BIS), using Peter Checkland’s Soft Systems Methodology (SSM) to support the Better Regulation
Executive address strategic questions. The result was a better understanding of the processes and gaps in
the creation of regulation and its place as one means in the broader policy context. The paper covers the
technical use of SSM, the techniques adopted for this project and considers how social aspects of the work
allowed O.R. to assist the management of change.
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O.R. in Education
Organiser: Louise Orpin
04/09/2012 : 11:00 : ST.L. St.Trinneans
Code: OR54A575
O.R. in Schools: How to Connect Young People and Maths
Dr Vincent Knight (Cardiff University) and Miss Louise Orpin (OR Society)
Participants in Science, Technology, Engineering and Mathematics (STEM) subjects need to actively
encourage and enthuse young people to explore the various possibilities available to them. Operational
Research is no different. In this talk we will present what the OR society already does to raise awareness of
O.R. in schools as well as playing a game (audience participation is required) used to introduce game theory
to school children. It is hoped that this talk will encourage and enthuse Operational Researchers to
participate in such events and further the great work done by the Society to disseminate the subject.
04/09/2012 : 12:00 : ST.L. St.Trinneans
Code: OR54A721
O.R. Outreach: British Airways’ Experiences of Promoting O.R. at School, College and
University
Miss Naomi Crouch (British Airways)
Promoting O.R. in schools, colleges and universities is key to ensuring a healthy supply of future O.R.
professionals. British Airways recognises this and is committed to raising awareness of O.R. and its
applications amongst students, teachers and careers advisors. In this presentation we will share a few
examples of the outreach events we participate in. We will also discuss the practicalities involved in doing
this (e.g. contacting schools, designing activities, obtaining training) which we hope will be of use to other
organisations looking to develop an outreach strategy.
05/09/2012 : 08:30 : JM Salisbury
Code: OR54A629
A Statistical Model to Estimate Business and Management Quality Research: Results of
Research Assessment Exercise (2001 and 2008) in the UK
Prof Alberto Paucar-Caceres (Manchester Metropolitan University) and Dr Xin Shi (Manchester
Metropolitan University)
We propose a statistical model to estimate the ranking of the Research Exercises submitted to the subject
panel of Business & Management Studies by Universities in the UK. We revise and assess the two previous
attempts to estimate the journal rankings in business and management by discussing their attempts to
‘replicate’ the panel decisions. We expose the strengths and limitations of these previous attempts carried
out by Gaery et al (2004); Kelly et al (2009); and Mingers et al. (2009) who analysed the submissions for the
RAE2001 and RAE2008. In this paper, we aim to develop a robust latent model which estimates opinions
from the subject panel members and other factors. Expected Maximisation approach will be used to
estimate parameters of the statistical model. In addition, the outputs of the model will be compared with
different Quality Journal Lists, e.g. Association of Business Schools (ABS) (http://www.theabs.org.uk/?id=257); and Harzing (http://www.harzing.com together with results of the universities
rankings in the two previous RAEs to understand the way in which Business & Management Studies might
be assessed and ranked in the REF2014.
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05/09/2012 : 09:00 : JM Salisbury
Code: OR54A703
Modelling Latent Preferences when Choice Outcomes Reflect Limited Availability of some
Alternatives: A Case Study of School Choice in Northern Ireland
Mr Martin Spollen (Queens University Belfast), Dr Karen Cairns (Queens University Belfast) and Prof
Adele Marshall (Queens University Belfast)
Choice modelling methods reported in the literature rely on the assumption that a decision-maker, i, prefers
alternative j within the utility maximising paradigm if i is observed to select j from a given choice set. Where
an alternative is unavailable to that decision-maker, this fact is assumed to be known to the researcher ex
ante such that the alternative is removed from the individual's choice set prior to modelling. In this sense,
the empirical dataset, whether from revealed preference (RP) or stated preference (SP) sources, is assumed
to be an unbiased indicator of the underlying preferences in the population under study. The research
presented in this paper considers the class of choice-modelling problem where such an assumption cannot
be made. These instances occur where the supply of some ('popular') alternatives is inadequate to satisfy
aggregate demand such that some decision-makers who prefer a popular alternative must choose a less
preferred alternative instead. Data on outcomes from such constrained choice situations are referred to here
as Latent Preference (LP) data because the true preferences in the population are masked in the dataset by
the artefact of the supply/demand imbalance. LP data is often routinely available from administrative
systems and a method to utilise such, while controlling for the artefact, will have benefits over a typical
reversion to SP surveys in such instances. A simulation-based strategy is developed to recover the 'true'
parameters of a choice model that reflects the unfettered preferences in the population. The approach has
the added benefit that it can handle any choice modelling framework whilst also accommodating more
complex cases of bilateral (or reciprocal) choice that underlies the rationing mechanism. An application of
school choice in Northern Ireland is presented to exemplify the methods developed. This will have wider
application to other constrained choice problems.
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Problem Structuring Methods
Organiser: Edward Terry Seagriff
04/09/2012 : 11:00 : JM Salisbury
Code: OR54A541
Rich Pictures: Understanding Complexity Through Icons
Mrs Tessa Berg (Heriot-Watt University) and Prof Rob Pooley (Heriot-Watt University)
Rich pictures are a powerful tool for understanding complexity. The rich picture is not only a tool to aid
discussion and debate about problem situations. We claim that understanding the iconography produced
during the picturing process leads to a knowledge understanding that far exceeds the limitations of words
and speech. We claim there is a language of the rich picture and a subsequent icon grammar structure.
04/09/2012 : 11:30 : JM Salisbury
Code: OR54A621
The Valuable Perspectives of Mavericks, Dissidents, and Rebels: A Tutorial on ‚Schools of
Thought Analysis‛ (SOTA)
Mr Fred Cameron (Centre for Operational Research and Analysis (Canada)) and Dr Geoff Pond (St.
Lawrence College)
At OR53 the Problem Structuring Methods stream received a demonstration of how Schools of Thought
Analysis (SOTA) has been used in the Canadian Department of National Defence. SOTA was used in
brainstorming and decision-making activities to tease out when consensus was not as strong as it may have
seemed, and to acknowledge and exploit contrarian views to improve decision making. Decision makers
need to know when their advice is based on a strong consensus, and when it is not. Many decision-analysis
methods give the appearance of consensus when it may be a dysfunctional illusion. Myth-busting methods
to shatter such illusions are valuable for improving the decision-making process. This presentation is in the
form of a tutorial to give participants the skills to apply SOTA to their own situations.
04/09/2012 : 12:00 : JM Salisbury
Code: OR54A752
NATO Guide for Judgement-Based Operational Analysis in Defence Decision Making
Prof Neville Curtis (DSTO)
Judgement in different guises has been used by military staff whenever assessing problematic situations
and making decisions. However, such ‚soft‛ methods may not have had as wide an acceptance within the
military community as for instance those based on quantitative and objective techniques. To this end the
NATO SAS-087 panel undertook to deliver a ‚Guide‛ to help describe the area of judgement-based
analysis; show how the methods can help address problematic situations; and to provide guidance on how
a study should be carried out to maximise the validity, credibility and acceptance. A multinational group of
senior civilian analysts conducted this activity over a period of two years. The approach taken was to:
exploit the ‚puzzles, problems and messes‛ paradigm; develop a model for a ‚soft‛ OA/OR study; identify
role and roles and responsibilities of the individuals involved (e.g. analysts and stakeholders); detail the
process and provide options for conducting a judgement-based analysis; provide comment on presentation
of results and outcomes; and finally to propose the essence of a ‚Code of Best Practice‛. A 140 page
analyst-oriented volume is now freely available, summarising this work. In parallel, a 50 page clientoriented volume was also produced. The aim was to provide a familiarisation of the area in terms of three
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key aspects: that progress can still be made for seemingly intractable and complex decisions; it provides a
creative journey of discovery; and how the defence client can accommodate the concerns of scrutiny
through a cooperative program with the analyst. The presentation will describe both the study approaches
and the detail of the analyst- and client-oriented volumes. The authors believe that these volumes will have
widespread applicability to any analysis where there is considerable initial uncertainty, not just the Defence
domain.
04/09/2012 : 13:30 : JM Salisbury
Code: OR54A579
Getting a Grip on the Problem: Building Student Competence and Confidence in the
Application of PSMs
Prof Fran Ackermann (Strathclyde University) and Mr James Alexander (Strathclyde University)
Teaching soft ‘O.R.’ or Problem Structuring Methods (PSMs) can be a challenge. For example, helping
students build both confidence and competence in a method’s use (particularly when there are techniques
to master, groups to manage and possibly software to use); enabling students to appreciate the
benefit/value added (students typically find the methods lack of ‘a single right answer’ daunting); and
contextualising PSM’s within organisational settings, are all important considerations. This presentation
discusses how a combination of workbooks, videos, learning check lists and interactive exercises are being
developed to alleviate some of the challenges faced by those teaching as well as those studying PSM.
04/09/2012 : 14:00 : JM Salisbury
Code: OR54A620
Analysis Based on the Strategic Choice Approach to Evaluate the Operational Effectiveness
of the Naval Deployment Model in the Gulf
Mr Edward Terry Seagriff (Dstl)
Analysis was conducted based on the Strategic Choice Approach to independently confirm that the current
naval delivery model in the Gulf is the most effective. The analysis assessed a variety of naval options
across a range of factors including objective quantifiable factors (such as costs (both direct and indirect),
asset availability, capability effectiveness, personnel issues and training) as well as softer/more subjective
assessments (such as social/cultural and wider region engagement).
04/09/2012 : 15:30 : JM Salisbury
Code: OR54A518
O.R. for Air Military Assistance to Security and Development (MASD)
Dr John Holt (Dstl)
The objective of this task has been to focus on air power's contribution to Military Assistance to Security
and Development (MASD) operations. The study has included Low-Intensity Conflict (LIC), Counter
Insurgency (COIN), and Counter Terrorism (CT), together with stabilisation and security operations.
Innovative use has been made of soft O.R., including Cognitive Mapping and Repertory Grid. Cognitive
Mapping was used to map concepts and doctrine to form a single unified view. The maps were used to
generate questionnaires to interview OA model custodians about their coverage of Air MASD, and for them
to provide ratings. The Air MASD factors were also rated in importance using military judgement. From this
analysis, eighteen important areas of Air MASD were found to be lacking in model coverage. Clear
recommendations have been made on the way forward to provide 'quick wins' for model coverage.
04/09/2012 : 16:00 : JM Salisbury
Code: OR54A725
A Decision Making Framework for a Colombian Business Group
Dr Julian Benavides Franco (Universidad Icesi) and Dr Juan Felipe Henao (Universidad Icesi)
We develop a six step framework to facilitate decision-making. It emerges from an ongoing project with a
large business group where data from a survey, focus groups and unstructured interviews was gathered in
order to identify the group’s needs in decision-making. The nature of the main problems and decisions the
firm faces were identified as: 1) Generation of strategic initiatives; 2) Assessment of internal and external
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issues to identify SWOT; and 3) Evaluation of strategic initiatives. Thus, an initial framework was
formulated; it combines approaches of strategic management, Soft O.R. and decision analysis. Next, three
major corporate decisions were successfully undertaken following the proposed guidelines: 1) A
prioritisation of a portfolio of projects, over a five year horizon with multiple project types and financial and
non-financial criteria; 2) Main technological supplier selection for a new venture with multiple criteria and
cash flow uncertainty; and 3) Disposal of a failed initiative, considering several stakeholders, alternatives
generation and uncertainty. Following the implementation results, the framework was fine tuned. The
resulting six final steps are: problem formulation and definition, strategic goal vs. decision objectives
coherence, SWOT and stakeholder analysis, alternatives generation, alternatives evaluation and scenario
analysis. The method is not necessarily linear, and steps 1 through 4 add to define relevant criteria.
Alternatives are ranked using the benefit to cost ratio and strength tested under scenario planning and risk,
regret, and robustness criteria. Additional actions are being taken to ensure the transferability of the
framework and its application across the entire organisation.
04/09/2012 : 16:30 : JM Salisbury
Code: OR54A736
Empirical Simulation Methods to Identify Issues in a Two-Sided Military System
Prof Neville Curtis (DSTO)
When faced with a new study into a military system of concern the critical first step is to identify the ‘issues’
involved and to develop models of the system. We have used two empirical methods for this in the past:
one based on a sequential examination of the stages involved in conducting military actions, and the
second focussed on examining the functional higher-level contributions to achieve military outcomes
described in an influence diagram. Both methods are compatible with the notion of a two-sided interaction
between blue and red forces and rely upon subjective and speculative interpretation of an incompletely
understood system. In this paper we illustrate the strengths and weaknesses of the two methods through
the example of military operations conducted in an improvised explosives devices (IEDs) environment. While
both methods lead to discovery of similar issues, they emphasise different aspects with, for instance, the
sequential method placing more weight on ‘kinetic’ effects, goes into depth more than breadth, may be
more useful to identify immediate deficiencies and finally may be more amenable as a discussion item with
the stakeholders. In contrast, the influence diagram approach leads to a different balance of concerns, is
more adaptable to future perturbations and has more potential to lead to semi-quantitative insights on
priorities. We believe that the two methods are more suited to the ‘requirements’ and ‘needs’ (conceptual)
phases, respectively. Such empirical methods will have practical application to similar studies at the ‘frontend’, including those involving non-military themes.
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Project Management
Gary Bell
Rosanne Pagano
Jon Warwick
Organisers: Gary Bell, Rosane Pagano and Jonathan Warwick
04/09/2012 : 11:30 : ST.L.Bonnar
Code: OR54A528
Cultural Diversity and Workplace Dynamics: The Case of Transmanche Link
Dr James Freeman (Manchester Business School)
The paper addresses workplace dynamics in a multi-cultural establishment. Specifically, data collected from
the British-French construction consortium, TransManche Link is analysed to gain insights into the
management setting, work climate, employee perceptions and their inter-relationships. Further, differences
between the British and French managers on these dimensions are investigated. In order to tackle the
complexity of the analysis, the study employed structural equation modelling to hypothesise and
simultaneously model the multiple relationships of concern.
04/09/2012 : 12:00 : ST.L.Bonnar
Code: OR54A668
An Intellectual Framework For Critically Appreciating Software Project Management
Methodologies
Dr Gary Bell (London South Bank University) and Prof Jon Warwick (London South Bank University)
This paper offers an Intellectual Framework as a broad approach to benchmarking software project
management methodologies. Software projects have been associated with the symptoms (or effects) of cost
overruns, schedule slippage and poor quality. There are various possible reasons (or causes) of these
symptoms, e.g. poor understanding of management methodology. We have decided to benchmark the
Goal/Question/Metric (GQM) Paradigm using the Intellectual Framework. This improvement methodology
was developed at NASA over a period of 25 years. Victor Basili and co-researchers have published
numerous articles of their findings and important evolutions of this methodology. The GQM Paradigm is still
being applied at the Fraunhofer Institute for Experimental Software Engineering. However, we focus upon
the collated NASA work. The Intellectual Framework has three distinctive parts, namely: a paradigm map, a
set of management metaphors and an intellectual device. The paradigm map highlights different social
theories and underpinning philosophical assumptions. Moreover, social theories can be linked with
respective management metaphors. Management metaphors are ‘a way of seeing’ and ‘not seeing’, which
is a very important idea that needs to be explored. The offered intellectual device guides the studying of a
methodology in practice. The original device had three key parts, namely: Framework of Ideas, Methodology
and Area of Concern are discussed. Three more parts are proposed labelled Organised Learning, Cost
Benefit Appraisal and Knowledge Library and their importance are substantiated. Moreover, the device is
underwritten by the single and double loop learning concepts. The appreciation aspect of the benchmarking
establishes the scientific philosophical roots, connectivity with social theory and appropriate management
metaphor of the GQM Paradigm. We also uncover the key concept and principles of this improvement
methodology. Additionally, the research strategy, linked with the GQM Paradigm, is identified which
ensures rigour in the results. The critical aspect examines the benefit and cosy of implementing this
improvement approach. Our benchmarking findings are presented, which can inform changes to this
methodology. Additionally, we reflect upon the use of the Intellectual Framework, and its utilisation within
the Project Management Discipline.
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04/09/2012 : 13:30 : ST.L.Bonnar
Code: OR54A618
Project Success: An Ethical Perspective
Dr Rosane Pagano (Manchester Metropolitan University Business School) and Dr I. K. White (Hull
University)
The recognition of the ‘iron triangle’ (time, cost, quality) as the main criteria against which to measure
project success has been the subject of debate for some time in academic and professional spheres. The
importance of stakeholder management as a critical success factor has increasingly come to the fore,
approaching in relevance that traditional triangle. This paper focuses on projects whose outcome is
‘change’, rather than a tangible product, and argues that change projects in particular call for the
enactment of an ethical professional pledge on the part of the project manager, beyond the skill level of
handling people. Change projects often include a subset of stakeholders who will be themselves agents of
change or the subjects of a transformative act. For managing those stakeholders, we argue that the project
manager’s success relies on transcending ” through the professional pledge ” its role as purely an expert in
monitoring and controlling time, cost and quality. In this paper a stakeholder management framework is
proposed, based on theories of collaborative learning, to support the implementation in practice of a
professional ethic.
04/09/2012 : 14:00 : ST.L.Bonnar
Code: OR54A749
A Methodology for Simulation Conceptual Modelling that Embeds the SCOR Process
Reference Model
Dr Miles Weaver (Edinburgh Napier University), Dr Pavel Albores (Aston Business School) and Dr
Doug Love (Aston University)
A seven phase methodology is presented for simulation conceptual modelling that combines a prescribed
procedure with domain-specific knowledge embedded in the form of the Supply Chain Operations Reference
(SCOR) model. The paper builds upon previous contributions that detail the design and development of the
methodology using an iterative triangulation method (See Lewis, 1998). This includes incorporating existing
simulation conceptual modelling practice (e.g. principles, methods of simplification, frameworks and
validation methods); requirements for an ‘effective’ conceptual model; a ‘good’ methodology and the
utilisation of a process reference model to improve the efficiency and focus during the process of conceptual
modelling. This paper presents an illustration of the methodology with a complex and detailed SCM
application. The implication for further refinement and validation of the methodology (i.e. its feasibility and
utility) with a range of process reference models in different industrial contexts is outlined.
04/09/2012 : 14:30 : ST.L.Bonnar
Code: OR54A707
Exploring The Connectivity Between Holon Rich Pictures, Project Product Descriptions and
Product Breakdown Structures
Dr Gary Bell (London South Bank University) and Prof Jon Warwick (London South Bank University)
This presentation discusses the connection between Holon Rich Pictures, Project Product Descriptions and
Product Breakdown Structures through a higher education project. An Intellectual Framework is employed
to guide this investigation. Furthermore, the use of different methods for scoping a project can be linked
with Methodological Pluralism. Holon Rich Pictures are underpinned by the ‘value-full’ notion ” for they aim
to capture a broad understanding of a problematic situation (‘the whats’) from different stakeholder
perspectives such users and suppliers. PRINCE2 (Project IN Controlled Environment) is an established project
management approach that has seven key principles and themes. One principle is ‘focus on the product’
which has links with the Quality (‘the what’) and Planning (‘the where’, ‘the how’, and ‘the who’) theme.
The Product-based Planning method guides the generation of the Project Product Description, Product
Breakdown Structures, Requirements and Specifications. It is believed that the use of the Holon Rich
Pictures will inform the development of these specialist’s PRINCE2 management products. The mandate
(‘the why’) for the higher education project guides the Holon Rich Picture method. The findings generated
by the Holon Rich Pictures are outlined which informs the Project Product Description and Product
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Breakdown Structure. An evaluation of this research is undertaken, which engenders future developmental
work.
04/09/2012 : 15:30 : ST.L.Bonnar
Code: OR54A715
KEYNOTE: Lessons for Project Management: Experiences from Forensic Modelling
Prof Colin Eden (University of Strathclyde) and Prof Susan Howick (University of Strathclyde)
Time and cost overruns on complex projects continue to be a challenge for project managers ” the
Edinburgh Tram system provides just one recent example. Although complex projects can be difficult to
unravel, system dynamics modelling has a history of being able to explain the key events that trigger
overruns and their impact. This presentation will demonstrate that the process of building a system
dynamics modelling can provide powerful lessons regarding project overruns when the model is built with a
focus on ‘telling the story’ of the project. The process of building a model to tell the ‘story’ of the project
highlights a number of issues that are often not considered due to the difficulty in addressing them.
Addressing these issues can draw out important lessons for the organisation and indicate ways of better
managing the planning stage of the project as well as after disruptions have occurred. For example,
ensuring that the model; can start telling the ‘story’ of the project by commencing with a validation of the
estimate; replicates the decision making process as it occurred in practice, and can replicate memorable
events during a project through use of time based scenarios. Using the extensive experience of the
presenters in developing system dynamics models for litigation, on behalf of contractors and customers, the
presentation will discuss each of the above issues and demonstrate the types of organisational lessons that
can be gained during the modelling process.
05/09/2012 : 11:00 : ST.L.St. Trinneans
Code: OR54A650
Planning with the OI Factor
Ms Michelle Morris (Manchester Metropolitan University Business School)
Perception management and intuition have been highlighted in the literature as critical abilities for
managers and potentially critical to project stakeholder management. This influence extends optimisation
methods in planning and presents the possibility of adding ‘organisational intuition’ (OI) ” intuition related
to a specific organisation or industry sector ” to the planning process for all that organisation’s projects.
Planning is the most important part of project management, the development of the plan takes time and
effort (usually between 5-10% of a project). To what extent can it be shortcut by using OI from one project
plan to another? When there is a growing recognition of the influence of human factors on keeping projects
to plan, transferability from past projects to new ones is desirable, but is it achievable? There is a case for
capturing organisation intuition, which could be applied to the planning of projects for that organisation or
industry sector. The current challenge is to formalise a template and create a framework, a hybrid of
existing methodologies. In this paper a number of social theory techniques together with a number of
emerging ethnographic methods have been evaluated and the beginning of a framework is starting to
emerge.
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Queue Modelling
Organiser: Navid Izady
05/09/2012 : 08:30 : ST.L.Brewster
Code: OR54A631
Co-ordinated Operation of Queues at Congested Arterial Signalised Intersections
Mr César Dario Velandia (The University of Nottingham), Dr Jason Atkin (University of Nottingham),
Dr Ruibin Bai (University of Nottingham) and Prof Graham Kendall (University of Nottingham)
Urban traffic congestion is one the most pressing issues in terms of transportation in cities. Traffic control is
essential to tackle this problem and an optimised traffic signal timing strategy is one of the most costeffective ways to achieve improvements. The importance of queue management strategies at signalised
road intersections is well-known in this context and modern traffic control strategies are capable of
handling queueing vehicles efficiently during light traffic conditions. The most common approach to
intersection management is to minimise the overall delays, primarily considering the aggregated delay of
vehicles waiting during the red phase for each approach. These strategies are usually limited to isolated
intersections, but attention to network-wide solution has steadily increased. In particular, arterial road
management is challenging due to the number of movements (lane groups) to co-ordinate at each junction
and the inherent variations in arrival rates and trajectories (e.g. straight on, right turners, etc.). To overcome
the limitations of other queueing models at arterial roads, it is necessary to devise control strategies which
account for prevailing intersections conditions and moving queues (platoons) of vehicles approaching from
upstream. Furthermore, adaptive management uses multiple queue control objectives, the most commonly
used being to minimise delay, maximise capacity or synchronise queue clearance. Effective signal coordination of congested arterial traffic involves precise management of vehicular queues. For this reason,
we propose a model to calculate offsets (the time difference between the start times of cycles of
consecutive co-ordinated signals) in arterial facilities so that (i) weighted objectives based on the prevalent
queue conditions are minimised, and (ii) smooth (unstopped) arterial movements are attained, by
synchronising turning movements and overflown queues. This approach will be studied in detail using
micro-simulation and a wide range of scenarios and intersection conditions.
05/09/2012 : 09:00 : ST.L.Brewster
Code: OR54A706
When to Use Virtual Hold Technology in Call Centre Operations
Dr David Worthington (Lancaster University) and Dr Chris Kirkbride (Lancaster University)
At busy times call centres can be temporarily overloaded, leading to substantial queues building up and
callers abandoning their calls. If acquisition calls abandon this may well lead to a loss of sales. If care calls
abandon, customers may well be disappointed by their experience, and in the longer term may look for
alternative suppliers and pass their experience on to other potential customers. Virtual Hold Technology
(VHT) offers the customer the option of being rung back without losing their place in the queue. If they do
not select this option, they can still either wait in the queue or abandon their call. The aim of VHT is to
reduce abandoned call rates and increase customer satisfaction. However, it is possible that conditions
might arise, typically with higher call volumes and larger numbers of customers in VHT, where overall call
wait times (ASA) might significantly increase as a result of lower abandon rates associated with VHT
customers, leading to increased dissatisfaction amongst all customers. This paper describes queue
modelling work of various types to attempt to predict the performance of the call centre in terms of
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abandon rates and ASA’s for scenarios such as: 1. VHT enabled on all queues; 2. VHT disabled on all
queues; and 3. VHT enabled on acquisitions only.
06/09/2012 : 08:30 : ST.L.Bonnar
Code: OR54A594
Price of Anarchy in Queueing Systems
Mr Rob Shone (Cardiff University)
A queueing system can be represented as a stochastic process, in which events (e.g. arrivals, service
completions) occur at random points in time. Problems related to the optimal control of queueing systems
are usually concerned with the optimisation of an overall summary measure of the system’s performance,
such as the long-run average cost incurred per unit time. These types of problem can be modelled using
Markov Decision Processes (MDPs), in which we seek to determine an optimal "policy" which specifies the
most advantageous decisions to be taken by the system controller. Decisions may involve the admission (or
denial) of service to individual customers, the routing of customers between different service facilities and
the scheduling of service priorities. In this talk we briefly discuss methods of finding optimal policies for
queueing systems, and some of the structural properties of these optimal solutions. We also discuss the
general principle that the performance of a queueing system as a whole is not optimised if customers are
allowed to make "selfish" decisions which maximise their own expected net gain. A measure of the suboptimality of selfish (myopic) policies is given by the 'Price of Anarchy' (PoA), which is simply a ratio of the
long-run average cost under a 'selfish' policy to the average cost under an optimal policy. The concept of
PoA has been studied in various game theoretical settings, and in this talk we discuss its applicability to
queueing systems and MDPs in general.
06/09/2012 : 09:00 : ST.L.Bonnar
Code: OR54A642
Understanding the Effect of Individual Behaviour in Hierarchical Queues
Mr Jason Young (Cardiff University) and Dr Vincent Knight (Cardiff University)
A variety of real world services are in fact a network of hierarchical queues where players (customers) can
choose to skip certain levels of the process at a particular cost to their utility. An example of this is the
boarding process for budget airlines as well as certain healthcare processes. It is well understood that
selfish behaviour can hinder the overall performance of queueing systems. In the simplest of queueing
situation where players can choose whether or not to join a queue selfish behaviour can have a detrimental
effect. The subject of this talk will be to measure the inefficiency caused by selfish individuals in hierarchical
queueing systems where the strategies available to each player is not only whether or not to join the queue
but also at which level to join. The approach presented is a simulation approach but other methodologies
will also be discussed including Markov decision processes as well as routing games.
06/09/2012 : 09:30 : ST.L.Bonnar
Code: OR54A698
A Queueing Model for Approximating Indirect Waiting Times in Specialty Clinics
Dr Navid Izady (University of Southampton)
In this presentation we propose a discrete bulk service queueing model for approximating the indirect
waiting time distribution of elective patients in specialty clinics. The indirect waiting time is defined as the
time between referral of an elective patient by a primary care physician and his/her first visit to the clinic.
The model captures the behaviour of no-shows by assuming that every patient, independently of other
patients, does not show up with a fixed probability. To measure the waiting time of those patients that do
not turn up for their appointments and are subsequently re-scheduled, in line with NHS guidelines we
assume the referral date is the date of their last missed appointment. Using data from a specialty clinic, we
show how the model could help in deciding on the number of patients of various types that should be seen
in every clinic session.
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Routing Applications & Transportation
Luc Muyldermans
Organisers: Luc Muyldermans and Jamal Ouenniche
04/09/2012 : 11:00 : ST.L.Cowan
Code: OR54A529
Design of Hybrid Metaheuristics for Vehicle Routing Problems
Mr Prasanna Kumar Ramaswamy (University of Edinburgh Business School) and Dr Jamal
Ouenniche (University of Edinburgh Business School)
Several exact algorithms were designed to solve routing and scheduling problems such as branch-andbound and branch-and-cut algorithms. Given the combinatorial nature of these problems, exact algorithms
are typically used to solve relatively small to medium sized instances, whereas construction and
improvement heuristics such as meta-heuristics are typically used to solve large problems. So far, research
on meta-heuristics has shifted from the design of ‚pure‛ meta-heuristics (e.g., simulated annealing, tabu
search, variable neighbourhood search, genetic algorithms) to the design of hybrids where one integrates
within the same search framework several search strategies of the pure meta-heuristics so as to exploit the
strengths of various methods or search strategies embedded within the hybrid design. In this study we
develop a new hybrid meta-heuristic framework and test its performance in solving vehicle routing
problems (VRPs). To be more specific, we explore different ways of designing hybrid meta-heuristics. The
main question we intend to answer is as follows: Is it possible to use the intelligence of exact algorithms to
guide the search for an optimal or near optimal solution to VRPs? Early computational results seem to
confirm the attractiveness of this type of hybrid design in addressing Routing and Scheduling problems.
04/09/2012 : 11:30 : ST.L.Cowan
Code: OR54A599
Dynamic Congestion Charging: Investigating Boundary Effects when Applying Low-revenue
Tolls
Dr Kathryn Stewart (Edinburgh Napier University)
The classical road tolling problem in economics is to toll network links such that under the principles of
Wardropian User Equilibrium assignment a System Optimising flow pattern is obtained. In the static case,
the minimal revenue toll problem is capable of solution by various methods, such as linear programming
and heuristically by reduction to a multi-commodity max-flow problem. Previous work by Stewart (Stewart,
2007) in a static stochastic environment has developed heuristics to determine low revenue tolls that
produce good sub-optimal flow patterns where total network costs approach the system optimal. Dynamic
Traffic Assignment models extend the static concept of UE to DUE (dynamic user equilibrium) where the
system is said to be in DUE where no user can unilaterally reduce their origin to destination travel cost.
Algorithms for DUE commonly iterate between two components; the Dynamic network loading and route
choice or path inflow reassignment. This paper utilises existing DUE algorithms (Carey and Ge, 2011) to
investigate their ability to incorporate tolling scenarios and to produce low-revenue tolls to create desired
flow profiles using network models. This paper investigates tolling strategies under different assumptions
and determines toll sets which reduce total network cost. Toll profiles that are both flat and bell-shaped are
examined with reference to their impact on undesired spatial and temporal boundary effects. Scenarios are
examined where firstly tolls must be levied across the entire time horizon, and secondly where the tolling
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period is a sub-period of the modelled time. Two tolling regimes are examined; where all paths may be
charged and when a single path must remain toll-free.
04/09/2012 : 12:00 : ST.L.Cowan
Code: OR54A638
A Meta-Heuristic to Solve Vehicle Routing Problems with Dependent Vehicles
Mr Edward Kent (The University of Nottingham) and Dr Jason Atkin (University Of Nottingham)
Most studies of the Vehicle Routing Problem with Time Windows (VRPTW) consider independent vehicles
making independent visits to depots and customers. These problems have been solved in many different
ways in the past using heuristics and exact algorithms. In this talk we present a real-world variant of the
VRPTW where there are both dependencies between vehicles/visits and product mixing rules. Customers
and depots which only have a limited amount of loading bay space are restricted in how many vehicles they
can have on site at once. Furthermore, certain products cannot be carried in the same vehicle at the same
time for reasons of contamination risks or safety. Both of these elements introduce dependencies between
vehicles in order to avoid waiting for a loading bay to be free. On a busy morning, capacity limitations at a
depot may mean that some vehicles have to leave early in order to prevent others leaving too late to
achieve all of their time windows. There may also be a trade-off required between different customers if
capacity limits mean that not all deliveries can be made. The problem can be presented mathematically as a
3-index model (heterogeneous) VRPTW with extra constraints to handle the mixing rules and loading bay
rules. The problems were found to be too hard for IP solvers such as CPlex. We present a generic framework
for modelling these and other vehicle routing problems, along with a meta-heuristic solution method,
comparing it against some greedy solution approaches.
04/09/2012 : 15:30 : ST.L.Cowan
Code: OR54A572
School Bus Routing Case Study using Ant Colony Optimisation
Mr Jose Jimenez (Pontificia Universidad Javeriana), Mr Jairo R Montoya-Torres (Universidad de la
Sabana) and Mr Juan Sebastian Arias-Rojas (Pontificia Universidad Javeriana)
This practical case study aims to schedule efficiently a fleet of buses of certain school in Bogota (Colombia),
as a school bus routing problem (SBRP). Even is considered as two separated problems, this combinatorial
optimisation case study includes the early pick up students from various bus stops and the delivery of them
afterwards at afternoon. It considers the following constraints: maximum capacity of the bus, maximum
riding time of students and time window to arrive to school/student home; among the regular Vehicle
Routing Problem. The problem described is solved using Ant Colony Optimisation (ACO). It is solved using a
two-phase resolution approach. The first phase consists on define the assignment of student pickup (or
student delivery) points to buses, while the second phase consist on the actual routing of buses using an
ACO based algorithm. During the resolution, a sensitivity analysis is carried out in order to validate the
parameters chosen to run the algorithm. All the computational experiments are performed using real data.
Results leads to increased bus utilisation and reduction in transportation times with on-time delivery to the
school. The proposed decision-aid tool has shown its usefulness for actual decision-making at the school: it
outperforms current routing by reducing the total distance travelled by 8.3% and 21.4% respectively in the
morning and in the afternoon.
04/09/2012 : 16:00 : ST.L.Cowan
Code: OR54A628
Variants of the Capacitated Arc Routing Problem: An Overview
Dr Gu Pang (Newcastle University) and Dr Luc Muyldermans (University of Nottingham)
The Capacitate Arc Routing Problem (CARP), originally proposed by Golden and Wong (1981), is a wellknown combinatorial problem in which demands are associated with the edges of a graph, vehicles have
limited capacity and the goal is to construct routes of total minimum distance, each starting and ending at
the depot and such that the total demand serviced by a route does not exceed the vehicle capacity. Over the
past decades several variants and extensions of the standard CARP have been proposed in the literature,
essentially, to model more realistic real life situations. These variants include: the stochastic CARP, the
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CARP with time windows, the CARP with time-dependant service costs, the periodic CARP, the bi-objective
CARP, the CARP with intermediate facilities, the split delivery CARP and the multi-compartment CARP. The
purpose of this presentation is to provide an overview of these CARP variants, together with a flavour of the
solution techniques and algorithms that have been proposed to solve these problems.
04/09/2012 : 16:30 : ST.L.Cowan
Code: OR54A632
Periodical Vehicle Routing Problem Due to Driver Familiarity
Mr Matthew Soulby (University of Nottingham) and Dr Jason Atkin (University of Nottingham)
Information obtained from the vehicle routing software and consultancy company, Optrak, has allowed us
to generate a more accurate, rich representation of a Vehicle Routing Problem (VRP) which is encountered
by delivery companies. Driver familiarity is often of great importance to delivery companies. Not only will
familiarity decrease service and travel times, due to knowing the roads, building entrances, delivery points
and so on, but the rapport which can be built up between driver and customer also has value. When driver
learning is applied to the VRP a trade-off occurs between route length and driver knowledge about the
route. For the normal VRP, where driver familiarity is ignored, there are no benefits from maintaining the
same or similar routes, so taking account of the periodical nature and more predictable elements of the
stochastic customer demand is of little consequence. To be able to determine the effect that driver
familiarity has upon solution quality, it is not possible to consider only a static problem. Familiarity changes
over time, and assessment methods must take this into account. Our method considers solutions in terms of
any similarities that occur across days, such as the allocation of drivers and vehicles to given routes, the
combination and order of customers within each route and the consequent estimated arrival times at
customers. To demonstrate this method, an evolutionary algorithm has been applied to the problem, with
and without simulating the benefits of driver familiarity, within a generic VRP framework which we
developed. We have considered the application of the algorithm with and without an objective to improve
familiarity. We will discuss the ways in which the addition of these familiarity objectives affects the
solutions, and the potential benefits of aiming to use familiar drivers and improve driver familiarity when
solving such real world problems.
06/09/2012 : 12:00 : ST.L.Bonnar
Code: OR54A647
Lower and Upper Bounds for the Joint Problem of Request Routing and Client Assignment
in Content Distribution Networks
Mrs Narges Haghi (University of Southampton)
A Content Distribution Network is a system of servers containing digital objects that are placed at selected
nodes of a telecommunications network. This paper describes a nonlinear integer programming model to
solve the joint problem of request routing and client assignment which explicitly considers delays in
transmitting objects. The paper also describes a lower bounding procedure for the problem based on
Lagrangian relaxation and subgradient optimisation, as well as an Iterated Local Search algorithm to
generate upper bounds. Results of computational experimentation obtained by using randomly generated
data will be presented at the conference.
06/09/2012 : 13:30 : ST.L.Bonnar
Code: OR54A635
Receding Horizon Approach to Gate Allocation Problem
Mrs Urszula Neuman (University of Nottingham), Dr Jason Atkin (University of Nottingham) and Prof
Edmund Burke (University of Stirling)
The gate allocation problem is one of the more important airport operation problems and has had
considerable research undertaken in the past. It involves finding appropriate gates/stands for aircraft
arriving at an airport. The gate allocation systems which are currently used at many airports do not support
the real-time online decision process that controllers face on the day of operation when they often have to
change the previously prepared plan to recover from delays or other changes. Hence, this research focuses
on designing and evaluating a fast search methodology that finds a good solution quality. We initially
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consider the case where there are fewer side constraints and preferences, resulting in a problem where they
cannot be used to prune the search space. The investigated method is instead based upon a receding
horizon approach, considering a time-window-based decomposition of the problem. This method
corresponds well with the nature of the real world problem, since knowledge about future situations, may
be limited as some aspects of the gate allocation problem (e.g. delays) are only known about very shortly in
advance. It performs well despite this limitation. The most important parameter of the receding horizon
approach is the distance to the horizon, called the time window size. This size influences both the
calculation time and the quality of the solution. Its effects are investigated in depth in this research. A real
data set containing arrival and departure details for one terminal has been used in this investigation. The
problems are modelled as mixed integer programming models and solved using CPLEX solver. The
formulation is modified during the solution process to ensure an acceptable solution speed. We will discuss
this approach and compare the results obtained using the receding horizon approach against optimal
solutions obtained by solving the whole problem at once.
06/09/2012 : 14:00 : ST.L.Bonnar
Code: OR54A689
Methods for Solving the Dynamic Vehicle Routing Problem with Pickups, Deliveries and
Time Windows
Miss Penny Holborn (Cardiff University), Dr Rhyd Lewis (Cardiff University) and Dr Jonathan
Thompson (Cardiff University)
Due to the increasing demands on transportation services to deliver a fast and efficient service, systems are
needed for dispatching transportation requests that arrive dynamically throughout the planning period. The
focus of our research is the Dynamic Pickup and Delivery problem with Time Windows (DPDPTW), where
requests are not completely known in advance but become available during the planning period. All
requests have to be satisfied by a given fleet of vehicles and each request has a pickup and delivery
location, along with a time window at which service can take place. To solve the DPDPTW we are
investigating methods embedded in a rolling horizon framework, thus allowing us to view the problem as a
series of static ones. Initial research concentrated on the static variant of the problem where both exact and
heuristics methods were applied to solve the problem. Our current research is dedicated to solving the
dynamic problem, where a time stamp is allocated to each request and the request does not become known
to the system until that time. Investigations have been performed to identify when the algorithms should be
updated to incorporate the arrival of new requests and how this request should then be incorporated into
the existing schedule. Datasets with both varying degrees of urgency and proportion of dynamic requests
have been examined along with various exact and heuristic methods. Competitive results have been
achieved across a range of benchmark datasets. This continually increasing area of research covers many
real life problems such as the Health Care service, with the collection and delivery of patients, specimens
and equipment between hospitals and Health Centres. Our current research also looks at applying our
methods to solve a real life problem for a local Health Courier service.
06/09/2012 : 14:30 : ST.L.Bonnar
Code: OR54A735
Heuristic Route Generator for the Workforce Scheduling and Routing Problem
Mr J. Arturo Castillo-Salazar (University of Nottingham) and Dr Dario Landa-Silva (The University of
Nottingham)
In the context of workforce scheduling and routing problems (WSRP), those which require a mobile
workforce to perform skilled activities at different locations and with a specific time window. Various
solution methods have been used to approach both the routing component and the employee scheduling
one. This abstract presents an algorithm that generates routes for employees. All routes are feasible since
they are created for individual employees. The routes take into account some of the different types of
constraints that can be found in WSRP. Among the constraints tackled are: enforced time windows, skillrelated, preferences and domain dependant constraints. Two evaluations criteria for routes are presented,
the first one based on cost of the route and the second one based on the violation of preferences of the
recipient of the activity. The algorithm has two stages: initial and improvement.
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Scheduling
Organisers: Djamila Ouelhadj
04/09/2012 : 13:30 : JM Duddingston
Code: OR54A559
Bi-criteria Forge Scheduling of Jobs with Tabu Search
Dr Rasaratnam Logendran (Oregon State University) and Miss Yasaman Mehravaran (Oregon State
University)
This research is motivated by a real industry problem on forge scheduling. The goal is to find the best
sequence and assignment of jobs to machines in order to minimise both producer's work in process
inventory and maximise customers’ service level, thus resulting in a bi-criteria objective function. This
problem has a challenging structure with eight different stages. A job passes through stage one and then
goes to stage two. After finishing stage two, a job can revisit stage one and again go through stage two.
This revisiting can occur several times depending upon the type of job. The job then proceeds to stages
three and four. After finishing stage four, a job can cycle back to stage one and restart its operations just
like the first cycle. The cycling back can only happen once. Then the job goes through stages five and six.
After finishing stage six, a job can revisit stages five and six for several times. Finally, the job passes
through stages seven and eight. Stages one, three and five have unrelated-parallel machines, while there is
only one machine in the other stages. The setup time is sequence-dependent in some stages. Also jobs are
allowed to skip stages. The job release and machine availability times are considered to be dynamic.
Depending on job’s type, a job can be split into a maximum of six pieces when it passes through one or
more of its revisits to stages one and two. Also the machines in stages one and five are capable of
processing at most six split pieces at the same time. In this research we develop a search algorithm based
on tabu search to find the optimal/near optimal schedule. Random problem instances are generated from
the real industry data to assess the effectiveness of the search algorithm.
04/09/2012 : 14:00 : JM Duddingston
Code: OR54A660
Scheduling RAF Air Traffic Control Personnel
Mr Richard Conniss (University of Nottingham), Dr Tim Curtois (University of Nottingham) and Prof
Sanja Petrovic (University of Nottingham)
Research in personnel scheduling has largely focussed on specific industries or professions. The available
literature includes many examples of work done on nurse rostering and aircrew scheduling. An interesting
addition to this area is the rostering of military Air Traffic Control (ATC) personnel, mainly due to the
complicated nature of the set of constraints and goals to be met. Rostering ATC personnel has some
similarities with both nurse and aircrew scheduling; all are subject to shift patterns, qualifications, working
hours restrictions and rest break planning. The differences make this a unique problem, with some novel,
challenging and interesting issues that require further exploration. Each ATC unit is made up of a set of
control positions and controllers. Each controller holds a set of qualifications that allow them to work in one
or more positions to achieve a specific ATC task. To obtain a qualification, a controller is designated as
under training (UT) in a position, and then must be supervised by another controller who holds a
qualification for that position and an additional unit instructor (UI) rating in that position. UI ratings are
specific to a particular position, not all controllers will hold UI ratings in all of their qualified positions. Also,
the UT may well hold qualifications in other positions and whilst under training cannot be used by the unit
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to staff other positions. The aim of our research is to produce a system to manage the scheduling of ATC
personnel. This will require shift planning, but also scheduling which position an individual will occupy,
providing adequate rest breaks for controllers whilst maintaining operations, and forecasting training to
maintain sufficient qualifications for ATC operations. We will present a detailed model for the problem,
early results and discuss possible areas for further research.
04/09/2012 : 14:30 : JM Duddingston
Code: OR54A591
A Genetic Algorithm for Maintenance Scheduling of Generating Units
Dr Khaled Alhamad (PAAET - Kuwait)
The load of the power system increases rapidly, along with the rapid development of the industry.
Cogeneration for power generation and fresh water production has been used by utility companies for many
years as a reliable, efficient and economic means of generating power and simultaneously desalting sea
water. An important problem in cogeneration plant is the long term Maintenance Scheduling (MS) of the
generation and desalination units. The generator maintenance scheduling problem is to determine the
period for which units should be taken off line for planned maintenance over the course of one year
planning horizon. In order to minimise the time and increase the system reliability, system load demand
constraints must be satisfied. In the recent decade, many efforts have been done in the maintenance
scheduling field. Alardhi and Hannam proposed methodology based on mixed integer programming model
which finds the maximum number of available power and desalting units. To test the proposed model, an
example is used to compare two Kuwaiti cogeneration plants for total 42 units. Fetanat and Shafipour
presented a formulation that enables Ant Colony Optimisation for Continuous Domains (ACOR) to seek the
optimal solution of the unit maintenance scheduling problem. The objective function of this algorithm
considers the effect of economy as well as reliability. Various constraints such as spinning reserve, duration
of maintenance crew are being taken into account. The objective of this research is to maximise the
available number of operational units in each plant. This problem is solved using Genetic Algorithm (GA)
heuristic method and a good results have been reached. The proposed model was applied on Kuwait
Electricity and Water ministry.
04/09/2012 : 15:30 : JM Duddingston
Code: OR54A533
A Local Search Heuristic to Compute Approximate Nash Equilibrium of Competitive
Travelling Salesmen Problem
Dr Jiawei Li (University of Nottingham)
In a competitive travelling salesmen problem, multiple self-interested travelling salesmen compete with
each other in visiting a number of cities. The salesmen receive a benefit if they are the first one to visit a city
and they will pay a cost for the distance travelled. The objective of each salesman is to gain a benefit from
as many cities as possible with the minimum traveling distance. Due to the conflict of interest among
multiple agents, the competitive travelling salesmen problem (CTSP) is a dynamic non-cooperative game
and the solution is a Nash equilibrium. In this paper, the existence of a pure strategy Nash equilibrium in
CTSP is deduced. Due to the complexity in computing Nash equilibrium, a local search heuristic is developed
to compute an approximate Nash equilibrium of CTSPs. The approach starts with a non-equilibrium solution
that is constructed by assuming that all agents adopt a nearest neighbour heuristic, and then repeatedly
changes one move of the solution to another city in the neighbourhood to find a better solution. Several
computational examples are given to illustrate the effectiveness of the proposed approach.
04/09/2012 : 16:00 : JM Duddingston
Code: OR54A567
A Lookahead Heuristic for the Minimisation of Open Stacks Problem
Prof Marco Carvalho (Federal University of Ouro Preto) and Prof Nei Soma (Aeronautic Institute of
Technology)
We present a new heuristic for the Minimisation of Open Stacks Problem (MOSP), that appears in settings
of sequencing patterns and it is related to cutting and packing problems. The proposed heuristic generates
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an initial solution by applying a breadth-first search on specific graphs ” a new approach for the MOSP ”
and then uses that solution by looking ahead to postpone the opening of new stacks and to move up the
closure of the already open ones. The suggested heuristic is compared with the winner of the First
Modelling Challenge on the MOSP (2005) that is an exact method and with another one that is considered
the best performing heuristic from the literature. Two sets of benchmark instances from the literature were
used and the results show that the gap between the proposed method and the optimal solution for the first
set that has almost six thousand instances is just 0.18%. Moreover, in 97.21% of the cases the optimal
solution was found within a maximum 2 seconds of running time and to those cases where the optimal
solution was not found the differences were no more than 2 stacks. For the second set of 200 instances, the
gap between the best performing heuristic from the literature and the proposed heuristic is 6%, with a
maximum running time of 33 seconds.
04/09/2012 : 16:30 : JM Duddingston
Code: OR54A661
Solving Stochastic Unit Commitment by Column Generation
Mr Tim Schulze (The University of Edinburgh), Dr Andreas Grothey (The University of Edinburgh) and
Prof Ken McKinnon (The University of Edinburgh)
In recent years the expansion of energy supplies from volatile renewable sources has triggered an increased
interest in stochastic optimisation models for generation unit commitment. Several studies have modelled
the problem as a stochastic mixed-integer (piecewise linear or convex quadratic) multistage problem.
Solving this problem directly is computationally intractable for large instances and many alternative
approaches have been proposed. However, few of them exploit the structure of the multistage formulation.
In this talk we outline how a Dantzig-Wolfe reformulation can be used to decompose the stochastic
problem by scenarios. We develop a Column Generation framework which can handle quadratic generation
costs and is capable of solving stochastic unit commitment problems to optimality. Numerical results are
given to illustrate that convergence can be achieved within a few iterations of our method.
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Simulation
Organiser: Kathryn Hoad
04/09/2012 : 11:00 : JM Holyrood
Code: OR54A562
Using Forward Monte-Carlo Simulation to Value American Barrier Options
Dr Daniel Wei-Chung Miao (National Taiwan University of Science of Technology) and Dr Yung-Hsin
Lee (National Taiwan University of Science and Technology)
Monte-Carlo simulation is known to be an effective tool for European options pricing problems. However,
its applications in the valuations of American options which have additional early exercise feature are more
complicated and have relatively shorter history of study. The main issue of applying simulation to value
American options is that the early exercise boundary (critical price) is unknown and therefore the simulation
must use backward induction to estimate the critical price and determine whether the option should be
exercised at each particular time. Among those methods based on backward induction, perhaps the most
successful and prevailing one is the regression based method, usually termed the least square method
(LSM), which was proposed by Longstaff and Schwartz (2001). The purpose of this study is to develop a
forward Monte-Carlo method for the valuation of a number of types of American options. It is intended not
to use backward induction as required by other methods. To achieve this, we introduce the ‘pseudo critical
price’ which provides a wise way to determine whether a simulated stock price has entered the exercise
region. We show that it provides exactly the same information as the ‘real critical price’ regarding early
exercising an option but is much less computationally expensive. Since backward induction tends to take
more time and give less accurate estimates, intuitively the proposed forward method may help achieve
better efficiency and accuracy. In the first stage of this study, we have shown that the forward method
works nicely for three types of the American style options, including vanilla (call and put), chooser and
exchange options. In the second stage where the method is extended to value American barrier options, the
special mathematical property near barrier poses more challenges. With a proper adaption we show that
the ‘pseudo critical price’ can also be applied to the valuation of these exotic options, and the validity of the
proposed method can be proved mathematically. Through a series of numerical examples where the
forward method is tested against the standard LSM, we demonstrate that our method provides significant
improvements in numerical efficiency and accuracy in contrast with the LSM.
04/09/2012 : 11:30 : JM Holyrood
Code: OR54A699
Empirical Bayes Methods for Discrete Event Simulation
Ms Shona Blair (University of Strathclyde), Prof Tim Bedford (University of Strathclyde) and Prof John
Quigley (University of Strathclyde)
A vast body of literature exists on the statistical analysis of Discrete Event Simulation (DES) output data, yet
the potential use of Empirical Bayes (EB) methods has so far been neglected. EB procedures offer a
structured and theoretically-sound framework for the pooling of data obtained across a set of populations
to support inference concerning the parameters of an individual population. This often enables more
efficient inference in situations which feature a repeated structure, providing that sufficient ‘similarity’
exists between component populations. It seems intuitively reasonable that such an approach may be
beneficial in DES model analysis. In this talk, the results of a computational study investigating the
application of EB procedures in the estimation of DES performance measures are presented. In particular,
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the practical significance, as well as the benefits and limitations of the approach are discussed. Issues in
implementation and likely directions for future exploration are also addressed.
04/09/2012 : 12:00 : Holyrood
Code: OR54A732
Simulation in the Supply Chain Domain: Evaluating Modelling Approaches
Mr Chris Owen (Aston Business School), Dr Pavel Albores (Aston Business School) and Dr Doug Love
(Aston Business School)
Supply chains are often complex dynamic networks which involve the integration, coordination and
synchronisation of activities between different business entities and the transmission of both material and
information. Simulation is a powerful technique for analysing and improving supply chain management
(SCM) since it is suited to the particular challenges presented. Three main methods of simulation have been
used in SCM modelling: System Dynamics (SD), Discrete Event Simulation (DES) and Agent Based Modelling
(ABM). There is received wisdom on when and where to apply these techniques, but it lacks conceptual
rigour and there is little guidance to help practitioners to understand the suitability of a given method to
their problem. Likewise, there are very few ‘back-to-back’ studies of applying different simulation methods
to the same problem to provide more rigour and clarity to the comparison. A set of supply chain problems
ranging from strategic to operational are modelled ‘back-to-back’ using different modelling approaches and
the models and modelling process compared. Case studies include: the modelling the decision making
process for centralisation of procurement in a large construction organisation; the modelling of the
‘Bullwhip’ effect; and, the modelling and simulation of a global logistics chain. The case studies include the
analysis of a number of key factors and how they might influence choice of approach including: the level of
problem (strategic to operational); feedback representation; human decision making; and, model purpose. A
number of interesting and surprising findings emerge concerning these approaches This practical ‘back to
back’ modelling of different problems has led to findings which will be of interest to supply chain
practitioners and academics alike since they clarify the areas where each technique is likely to be most
valuable, and where it may have weaknesses and limits.
05/09/2012 : 11:00 : JM Holyrood
Code: OR54A564
Explorative Research into Current Practice of Experimentation in Discrete Event Simulation
Dr Kathryn Hoad (University of Warwick), Dr Tom Monks (Peninsula College of Medicine and Dentistry)
and Dr Frances O'Brien (University of Warwick)
Experimentation is arguably one the largest and most active research areas within discrete-event
simulation. However, studies of discrete-event simulation practice report little transfer of this theory into
real world application. This paper explores this gap. We conducted interviews with a small number of DES
practitioners in order to inform the construction of a larger online survey exploring the current practice of
experimentation in DES. This paper presents early results from this investigation.
05/09/2012 : 11:30 : JM Holyrood
Code: OR54A582
Modelling Assembly Lines using Simulation
Mrs Norhanom Awang (University Malaysia Pahang) and Prof Razman Mat Tahar (University
Malaysia Pahang)
Nowadays, firms are competing against time. Time based competition that involves reducing the time
required to develop and produce products, puts additional pressures upon manufacturers to impose on-time
delivery to meet customer at the right time, right place and the right quantity. This study focuses on
modelling the assembly line associated with cycle time of the production process in selected automotive
plant which consists of five sections named front under, body line, roof & floor, main line and fitting line.
The processes will be measured to evaluate the cycle time performance and how it affected the productivity.
The flowchart of the process will be modelled and simulated. The objective is to proposed minimal cycle
time, minimise work-in-progress and reduce lead time.
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05/09/2012 : 12:00 : JM Holyrood
Code: OR54A592
Modelling and Simulation of Oil Palm Plantation Operation System
Mrs Fazeeda Mohamad (University) and Prof Razman Mat Tahar (Universiti Malaysia Pahang)
Modelling and simulation were known as a powerful problem solving tool especially when dealing with the
behaviour of a complex system. One of the functional areas of using this method is in the oil palm industry
by evaluating and improving the process performance as a way to improve the production throughput,
capacity and productivity. The paper begins with the detailed process description of the upstream activities
in the oil palm supply chain process especially during the transportation activities. The study focuses on
modelling the oil palm plantation associate with lead time and utilisation of resources as the control of it is
significant due to its influence on the quality of the fruits. The issue of machines breakdown during the
operation affects the performance in this industry. Arena simulation software is used and the ‘what if’
analysis is applied. The operation alternatives performed and the summary of the model outcome will
provide an interpretation and meaningful report to the management.
06/09/2012 : 08:30 : JM Holyrood
Code: OR54A556
TUTORIAL: Conceptual Modelling for Simulation
Prof Stewart Robinson (Loughborough University)
Conceptual modelling is the abstraction of a simulation model from the real world system that is being
modelled; in other words, choosing what to model, and what not to model. This is generally agreed to be
the most difficult, least understood and most important task to be carried out in a simulation study. With
reference to some example problems, we explore the problem of conceptual modelling. In particular, we
define a set of terminology that helps us frame the conceptual modelling task, we discuss the role of
conceptual modelling in the simulation project life-cycle, and we identify the requirements for a good
conceptual model. A framework that may be helpful for carrying out and teaching effective conceptual
modelling is presented.
06/09/2012 : 11:30 : JM Holyrood
Code: OR54A630
Developing Parallelised Modelling Environments using GAMOV
Dr Richard Boakes (University of Portsmouth) and Mr Gareth Toomey (DSTL)
Within defence operational analysis there is a growing requirement for rapid analytical processes. To
address part of this problem, development of the Generic Aggregator Model Valuator (GAMOV) toolset was
commissioned as described by Glover and Toomey (2011). GAMOV reduces reliance on proven hard-coded
simulations by enabling the rapid production of models built specifically for the purposes of a study. Novel
and extant concepts can be quickly expressed in GAMOV through distinct data and functionality interfaces
that enable models to be constructed through an approach akin to plug-and-play, following Sargent (2005).
GAMOV’s components are deployed as interconnected web services; using a RESTful (Fielding, 2000) webbased architecture. GAMOV can therefore exploit advances throughout the web technology stack, including
the nascent Semantic Web, enabling concepts within GAMOV to be described through sets of ontologies
(Hofmann et al, 2011). This web-based approach to GAMOV also means that services can be parallelised to
exploit benefits in High Performance Computing (HPC) and distributed computer architectures,
complementing Poulter’s (2011) embarrassingly parallel replication and extending it to include algorithm
competition. GAMOV is currently approaching full operating capability, whereupon the toolset may be
exploited by the wider analytical community. Building upon the concepts described in previous work, this
paper details how the flexibility of GAMOV’s architecture will enable analysts to engage with and exploit
technological advances such as the Semantic Web and HPC; and highlights related research into detailed
analysis of GAMOV output.
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06/09/2012 : 13:30 : JM Holyrood
Code: OR54A537
Validation of Simulation Models for Operational Control
Mr Michael Leyer (Frankfurt School of Finance & Management) and Mrs Sophie Meilinger (KfW)
Managing a company’s operations is a continuous cycle during which short-term actions are considered,
implemented, reviewed and adjusted in order to achieve a high efficiency. Identifying the most promising
option under a complex environment and ever-changing conditions, however, constitutes a challenge even
to experienced managers. In such cases, business process simulation for operational control provides a
method to quickly evaluate the impact of decisions under diverse future scenarios in an artificial computer
environment. As a result, the best solution is identified whereas the lengthy trial-and-error process and its
associated costs are reduced. All expected benefits, however, are fully absorbed if the simulation is poorly
designed. Consequently, a measure of a model’s appropriateness ” formally known as validation ” is
needed to differentiate helpful from erroneous models. However, models for operational control have to be
set up in a short-term and are only used for a short and limited period. Thus, these models differ from
traditional strategic simulation models and thus require a different approach for validation. The research
presented proposes a generic method for validating simulation models for operational control. Based on the
building process of short-term simulation, components with risk of being inappropriately defined or
integrated are first identified and then matched with corresponding validation methods from literature.
With respect to quantitative measures however, traditional forward-looking approaches require too much
data and time for ephemeral simulation models that remain unaltered for a short time only. A new,
backwards-looking approach is introduced and measured as model building validity. Finally, the most
suitable and effective methods are merged into a sequence of validation activities best geared towards the
needs of simulation models for operational control.
06/09/2012 : 14:00 : JM Holyrood
Code: OR54A676
Agile Simulation: The Way Forward?
Ms Frances Sneddon (SIMUL8 Corporation)
As Chief Technology Officer of a simulation software company, I’ve seen many software development
projects and simulation projects succeed - and some that just ticked the box. What defines success in both
is delivering an answer that meets your customer’s real needs. Did your simulation answer the question
your customer really needed answering or just the one they asked? If your software or simulation answers
their real question, then it changes how they work and becomes a key part of their toolkit - this is your
success measure. Software development teams all over the world have adopted ‚Agile‛ because they
believe it’s the approach that gets them closest to this goal. It puts the customer at the centre of the
development process - and I’ve witnessed how this radically changes a project. Are there lessons to be
learned from Agile for delivering successful simulations? Could an agile simulation method deliver
simulations of more value to customers?
06/09/2012 : 14:30 : JM Holyrood
Code: OR54A713
Measuring the Effects of Supply Risks on Supply Chain Partners’ Inventory Policy: A
Simulation Study
Miss Mualla Gonca Yunusoglu (Dokuz Eylul University), Dr Hasan Selim (Dokuz Eylul University) and
Dr A. Serdar Tasan (Dokuz Eylul University)
A supply chain is a network of facilities and activities that procure raw materials from suppliers, use these
materials to produce intermediate and finished products, finally deliver finished products to customers. In
today’s global competition, suppliers, manufacturers and distribution centres gain competitive advantage by
collaborating on a supply chain network. However, as a result of globalisation, supply chains and logistics
activities increase in complexity. Consequently, high complexity results in several kinds of supply chain risks.
In this study, the effect of supply risks on inventory policy is examined by using simulation. The aim of this
study is to identify locations and levels of safety stocks that lead to low inventory costs for the entire supply
chain. In addition, the effects of supply risk parameter levels on supply chain costs are analysed. The
simulation environment designed in this study consists of four retailers having different demand patterns, a
120
warehouse and two suppliers, namely, a reliable supplier and an unreliable supplier. Specifically, the
reliable supplier is completely reliable in terms of product quality and supply risks. However, the unreliable
supplier is a capacitated supplier with product quality risk, disruption risk, and variable delivery lead time.
The operation of supply chain is simulated for 500 days. In this regard, average total daily cost of entire
supply chain is selected as a performance measure. Specifically, the performance values of the first 50 days
of simulation runs are excluded from the analyses due to warm-up conditions. The results reveal that
holding 30% safety stock at the warehouse provides a higher cost saving than the other alternatives.
121
Stochastic Inventory Control
Organiser: Roberto Rossi
06/09/2012 : 08:30 : ST.L.Brewster
Code: OR54A544
On Using Stochastic Dynamic Programming for Solving a Perishable Inventory Model
Dr Eligius M.T. Hendrix (Wageningen University), Dr Rene Haijema (Wageningen University), Mrs
Karin G.J. Pauls-Worm (Wageningen University) and Dr Roberto Rossi (University of Edinburgh)
We consider a production planning problem over a finite horizon of T periods of a perishable product with a
fixed shelf life of J periods. The demand is uncertain and non-stationary such that one produces to stock. To
keep waste due to outdating low, one issues the oldest product first, i.e. FIFO issuance. A service level
applies to guarantee that the probability of not being out-of-stock is higher than a fixed service level for
every period. Any unmet demand is backlogged. The question dealt with here is whether stochastic dynamic
programming can be applied to generate solutions up to a guaranteed accuracy. Therefore, we analyse the
boundaries of the system and the behaviour for a deterministic model. In fact, solving the Bellman
equations implies solving a global optimisation problem for each state value in a predefined grid. With
increasing variance, the ranges of possible inventory levels increase and the function to be minimised gets
smoother. In fact, as expected, the optimal order quantities decrease. We showcase the characteristics of
the approach.
06/09/2012 : 09:00 : ST.L.Brewster
Code: OR54A623
Forecasting Intermittent Demand by Hyperbolic-Exponential Smoothing
Dr Steven Prestwich (University College Cork)
Croston's method is superior to exponential smoothing when demand is intermittent, but in practice it has
some drawbacks. Firstly, it assumes statistical properties of the data that may not be true. Secondly, it
requires analysis to decide when it should be applied. Thirdly, it continues to forecast demand indefinitely
when no further demands occur. We describe a new forecasting method called Hyperbolic-Exponential
Smoothing that slowly decays when demand is zero, converges to single exponential smoothing on nonintermittent demand, forecasts as accurately as Croston's method on standard intermittent demand, and is
almost unbiased on demand with stochastic, regular and auto-correlated intervals.
06/09/2012 : 11:30 : ST.L. St.Trinneans
Code: OR54A554
Dynamic Programming and Simulation to Discover a New Order Policy for Fresh Products
Dr Rene Haijema (Wageningen University)
For a product with a fixed shelf life, we compute a cost optimal stock-age dependent ordering policy by
Stochastic Dynamic Programming, assuming fixed ordering costs and unit outdating and shortage costs. By
simulation of the optimal policy we derive stock level dependent rules, e.g. an (sd, Sd) rule with day (d)
dependent parameter values. It appears that such rules may not cover the structure of an optimal policy
well. A broader class of order policies is discovered by studying the simulation results. The new class
policies is still stock age dependent and are thus easy to implement in practice. The SDP-Simulation
approach provides thus improved order policies as well as a procedure for determining near optimal
parameter values.
122
06/09/2012 : 12:00 : ST.L. St.Trinneans
Code: OR54A626
The Value of Substitution in a Product Recovery System with Separate Markets
Dr Sarah Marshall (University of Strathclyde) and Prof Tom Archibald (University of Edinburgh)
Increasing legislative and societal pressures are forcing manufacturers to become environmentally conscious
and take responsibility for the fate of their goods after they have been used by consumers. As a result, some
manufacturers operate hybrid systems which produce new goods and recover used goods. Product recovery
describes the process by which used products are returned to their manufacturers or sent to a specialised
facility for recovery, before being sold on the original or a secondary market. In cases where the
functionality of the new and recovered goods remain the same or similar, some consumers may be willing
to substitute one good for the other, if their preferred good is out of stock. This paper will present a product
recovery system in which newly produced goods and recovered goods are sold on separate markets, but can
act substitutes for each other. A semi-Markov Decision Process formulation of this problem is presented and
is used to obtain an optimal policy, which specifies production, recovery and substitution decisions. The
model is used explore the properties of such a system, and in particular, the managerial implications
associated with upward and downward substitution strategies are investigated. It is found that offering
substitution can allow firms to increase their profit and in some cases also increase the proportion of
demand satisfied (as measured by the fill rate). Having the option to offer substitution also impacts on the
optimal policy, with production being performed less frequently when downward substitution can be
offered, and recovery being performed less frequently when upward substitution can be offered.
123
Stochastic Scheduling & Dynamic Allocation Problem
Organisers: Diego Ruiz-Hernandez
04/09/2012 : 11:00 : JM Duddingston
Code: OR54A619
The Evaluation of Risk in Pharmaceutical Research: A Study of Current Models and
Techniques and a Formulation of Two New Measures of Risk
Miss Anne-Marie Oreskovich (Oxford University) and Prof John Gittins (Oxford University)
Our aims with this research are to describe current methods of risk evaluation in pharmaceutical research,
compare them with two proposed new methods, and to implement suitable methods in our new software
which has been created to evaluate risk in pharmaceutical research. We first provide a review of recent
articles written on risk evaluation in drug research. We then propose two new risk measures, state and
prove relevant lemmas and conjectures regarding these measures, and then show how they can be utilised,
demonstrating with examples. We also introduce our software, Optimising Pharmaceutical Research
Resource Allocation (OPRRA), which is based on a stochastic scheduling and allocation model for
pharmaceutical research. This includes a dynamic allocation or index policy for maximising profitability. Our
work on risk, though more widely applicable, is being developed, and will be illustrated, in this context at
the moment. Although we are not formally considering a bandit problem, our work uses similar ideas, and
hopefully will be of interest to people working with bandit problems. In conclusion, we found that our two
new risk measures provide information over and above what is given by current risk measures. More
specifically, in our opinion, none of the current risk measures service pharmaceutical research planning
objectives sufficiently. Our two new risk measures ameliorate this problem by providing additional insights
into the financial risk of a drug project in a transparent, accurate, consistent, and specific way.
04/09/2012 : 11:30 : JM Duddingston
Code: OR54A633
Inventory Optimization and Process Flexibility via Approximate Dynamic Programming
Dr Chris Kirkbride (Lancaster University)
Consider an inventory system in which inventories for M products are replenished by N production factories.
Process flexibility in this context is that each factory is able to produce a subset of the M products which are
held in inventory. Such production flexibility provides greater operational scope to manage fluctuations in
inventory positions that result from stochastic demands on the system over a dedicated (one factory one
product) system. A fully flexible system (each factory produces M products) offers the greatest amount of
flexibility but will have comparatively large set-up and operational costs. Jordan and Graves (1995) and the
literature that has followed have shown that limited flexibility (less than M products at each factory) under
specific production plans (chaining) can gain improvements in the production capacity over a dedicated
system that are close to that achieved by a fully flexible system. To take advantage of process flexibility and
its associated production capacity improvements, the period to period decisions that specify production
levels of the different products at each factory are key. Theoretically, a production policy that minimises
inventory costs can be achieved via dynamic programming. However, for problems of realistic size this is not
possible due to the so-called curse of dimensionality caused by both the high dimensional state space and
production combinations. To circumvent such challenges we propose to deploy the techniques of
approximate dynamic programming (ADP). We present the results of a preliminary investigation that
analyses the performance of a selection of standard ADP algorithms in inventory systems of tractable size
124
for which the computation of an optimal policy is feasible. How these techniques will be extended to tackle
realistic problems will be described.
04/09/2012 : 12:00 : JM Duddingston
Code: OR54A669
Dynamic Pricing in Yield and Revenue Management
Mr Michael Pearson (Edinburgh Napier University)
The yield management problem we address is traditionally posed by the budget airlines. These airlines do
not have protected classes but instead use dynamic pricing to determine allocation policy. This usually
means that passengers who book early get discounted rates, while those booking closer to the date of the
flight pay higher rates. We expand on earlier work with the newsvendor problem to employ a network
equilibrium solution which takes account of both customer and airline objectives to formulate a dynamic
solution to the pricing of airline tickets. We make use of phase plane analysis when identifying performance
during two stages of the pricing strategy consistent with historical demand and pricing information. The
first phase plane (endogenous) identifies an area of optimal profit and its association with customer
satisfaction and airline performance measures by mapping error variability against the difference between
seat allocation and customer demand. The second phase plane (exogenous) identifies optimal performance
with regard to the global market place by mapping error variability against the sum of seat allocation and
customer demand. The optimal solution strategy follows closely the solution of a stochastic differential
equation set with price and booking closure as control variables. We illustrate the method with data from
the airline industry.
04/09/2012 : 16:30 : ST.L.Brewster
Code: OR54A624
Some Index Policies for Stochastic Machine Maintenance Problems with Imperfect
Maintenance and Performance Shocks
Dr Diego Ruiz-Hernandez (University College for Financial Studies) and Dr David Delgado-Gómez
(Universidad Carlos III de Madrid)
In Glazebrook, K., Ruiz-Hernandez, D. and Kirkbride, C. (2006) we established the indexability of a class of
restless bandits designed to model machine maintenance problems in which maintenance interventions
have to be scheduled to mitigate escalating costs as machines deteriorate, and to reduce the chances of a
machine breakdown. In this paper we further develop the findings in our earlier work by presenting two
families of examples for which explicit formulae for the Whittle index can be derived. In the first case, we
relax the previous assumption that maintenance interventions are perfect and allow for some randomness
in the active transitions. For the second case we relax the ‘right-skip free’ assumption of our first model and
introduce ‘performance shocks’ that increase the deterioration state of the machine in big jumps. Numerical
investigation evaluates the performance of Whittle’s index heuristic.
125
Speaking Authors Index
First Name
Fran
Fran
Norhafiza
Kerem
Kerem
James
Khaled
Ahmed
Mouhamad Shaker
Babakalli
Efthalia
Liz
Norhanom
Federico
Ricardo
Sayara
Tolga
Gary
Gary
Anthony
Valerie
Julian
Tessa
Patrick
Ian
Daniel
Graeme
Shona
Surname
Ackermann
Ackermann
Ahmad
Akartunali
Akartunali
Alexander
Alhamad
AlHinai
Ali Agha
Alkali
Anagnostou
Archibald
Awang
Barnabè
Barros
Beg
Bektas
Bell
Bell
Bellotti
Belton
Benavides Franco
Berg
Beullens
Birchmore
Black
Blair
Blair
Stream Code
OR CON
PSM
FORE
OPTIM
OPTIM
PSM
SCHED
OPTIM
LOGIST
OPTIM
OR&S
OR CON
SIMUL
OR&S
COMM
INFOSYST
GREEN
PROJ
PROJ
CREDRISK
GREEN
PSM
PSM
LOGIST
OR&S
GREEN
OR&S
SIMUL
Abstract Ref.
OR54A601
OR54A579
OR54A640
OR54A664
OR54A685
OR54A579
OR54A591
OR54A729
OR54A607
OR54A729
OR54A659
OR54A731
OR54A582
OR54A595
OR54A605
OR54A568
OR54A539
OR54A668
OR54A707
OR54A734
OR54A738
OR54A725
OR54A541
OR54A691
OR54A586
OR54A663
OR54A644
OR54A699
126
Abstract Short Title
Managing projects in an uncertain world
Teaching Problem Structuring Methods
Mining pattern behavior
Radiation Treatment Planning Optimization for VMAT
Stochastic Optimisation of Reliability Development
Teaching Problem Structuring Methods
A Genetic Algorithm
Reilability and maintenance of Complex plant
Reliability and Resilience in the Supply Chain
Reilability and maintenance of Complex plant
Data Analysis in the Water Industry
Prioritising Asset Replacement
Modeling Assembly Line using Simulation
Strategic Management, Role Playing&System Dynamics
CoP Approach to Evaluating Expert Support
Preparing your data for Advanced Analytics
The Bi-Objective Pollution-Routing Problem
intellectual framework
Holon Rich Pictures
Models of financial distress in Chinese firms
Climate Change   a challenge for MCDA?
A decision making framework
Rich Pictures
A Generalised Multi-Echelon Inventory Theory
Assessing Strategic Risk in the Public Sector
Grocery Deliveries from Depot to Store
Modelling Degradation Control & Monitoring Assets
Empirical Bayes Methods for DES
Page
97
103
49
88
86
103
115
89
73
89
92
98
118
94
41
69
57
105
106
44
58
103
102
73
95
54
92
117
First Name
Richard
John
Sally
Andrew
Dave
David
Samantha
Raffaella
Fred
Fred
Chris
John
Sophie
Sophie
Sophie
Marco
J. Arturo
Cagla
Yanto
Yanto
Michael
Wenlin
Sabrina Pei-Yi
Richard
Emily
Jonathan
Naomi
Neville
Neville
Gerard
Chris
Surname
Boakes
Bowers
Brailsford
Brint
Buxton
Buxton
Buxton
Calabrese
Cameron
Cameron
Campbell
Carney
Carr
Carr
Carr
Carvalho
Castillo-Salazar
Cergibozan
Chandra
Chandra
Charlton
Chen
Cheng
Conniss
Cookson
Crook
Crouch
Curtis
Curtis
de Zeeuw
Dent
Stream Code
SIMUL
HEA
HEA
OPERA
MAI-Wkshps
MAI-Wkshps
FORE
CREDRISK
COMM
PSM
ANALY
HORIZON
MAI
MAI-TecTaster
MAI-TecTaster
SCHED
ROUT
META
OPERA
OPERA
COMM
OPERA
HEA
SCHED
OPTIM
CREDRISK
OR in Ed
PSM
PSM
COMM
PLE
Abstract Ref.
OR54A630
OR54A646
OR54A726
OR54A657
OR54A768
OR54A775
OR54A550
OR54A558
OR54A739
OR54A621
OR54A751
OR54A696
OR54A719
OR54A765
OR54A772
OR54A567
OR54A735
OR54A710
OR54A670
OR54A681
OR54A649
OR54A674
OR54A656
OR54A660
OR54A571
OR54A557
OR54A721
OR54A736
OR54A752
OR54A744
OR54A762
127
Abstract Short Title
Developing parallelised modelling environments
Balancing beds and theatres
Modelling the dental workforce in Sri Lanka
Modelling alternate bargaining
Build your own pub!
Build your own pub! pm
Modelling & Forecasting Pharmaceutical Life Cycles
Default probability of SMEs
Engineering Tests of TASER Devices
Schools of Thought Analysis (SOTA)
R for Analytics
The Ten Commandments of Horizon Scanning
Speed Networking 08:30 - 09:30
Technique Taster - Bayesian Methods
Technique Taster - Bayesian Methods
A Look Ahead Heuristic For MOSP
Route generator for WSRP
A Hybrid GA for the TRP
Altruistic Entrepreneurship
Schumpeterian entrepreneurship
PSM & project management in community regeneration
Infection control with strategic healthcare worker
Information Design in Health Communications
Scheduling RAF Air Traffic Control Personnel
Models for Air Cargo Revenue Management
Survival analysis
OR Outreach at British Airways
Issue Identification at the Front-End of a Study
NATO SAS-087 Presented by Neville J Curtis
KEYNOTE:Modelling to support communities
Challenges in energy system modelling
Page
119
59
65
83
79
79
50
46
42
102
39
67
75
77
78
115
113
82
85
84
42
83
60
114
87
44
100
104
102
41
36
First Name
Guido
Guido
Guido
Patrick
Orville
Colin
Richard
Tracey
Gunes
Dafydd
Masoud
Javier
Jason
Kimon
Anna
James
Deborah
Pablo
Narges
Rene
UngKyu
Stephen
Eligius M.T.
Giles
Giles
Giles
Giles
Kathryn
Penny
Paul
Paul
Surname
Diepen
Diepen
Diepen
Driscoll
D'Silva
Eden
Eglese
England
Erdogan
Evans
Fakhimi
Faulin
Field
Fountoulakis
Franceschetti
Freeman
Gee
Gonzalez-Brevis
Haghi
Haijema
Han
Harwood
Hendrix
Hindle
Hindle
Hindle
Hindle
Hoad
Holborn
Holmstrom
Holmstrom
Stream Code
MAI-TecTaster
MAI-TecTaster
OPTIM
LOGIST
HEA
PROJ
GREEN
HEA
LOGIST
FORE
HEA
GREEN
PLE
OPTIM
GREEN
PROJ
OR&S
OPTIM
ROUT
STOCHINV
OR&S
OR&S
STOCHINV
MAI-TecTaster
MAI-TecTaster
MAI-TecTaster
MAI-TecTaster
SIMUL
ROUT
HEA
HEA
Abstract Ref.
OR54A766
OR54A771
OR54A588
OR54A560
OR54A705
OR54A715
OR54A547
OR54A531
OR54A690
OR54A740
OR54A651
OR54A549
OR54A759
OR54A603
OR54A545
OR54A528
OR54A659
OR54A596
OR54A647
OR54A554
OR54A598
OR54A521
OR54A544
OR54A763
OR54A764
OR54A773
OR54A774
OR54A564
OR54A689
OR54A652
OR54A662
128
Abstract Short Title
Technique Taster - Constraint Programming
Technique Taster pm - Constraint Programming
Solving Constraint Programming problems with AIMMS
Acquisition & Acceptance Risks in Military Systems
General practitioner funding formula
KEYNOTE: Lessons for Project Management
Fuel Emissions Optimization in VRPs
Operational Research at the Welsh Government
The Orienteering Problem with Variable Profits
Anomaly Detection in Point Clouds
Simulation for sustainability in healthcare
Environmental Assessment of Transport Routes
Operational Research - Supporting Defence and Secu
Matrix-free Interior Point Method
The Time-Dependent Pollution Routing Problem
Cultural Diversity and Workplace Dynamics
Data Analysis in the Water Industry
On a warm-started primal-dual column generation me
Lower + Upper Bounds for joint problem re Routing
Discovering a new order policy
Systems Thinking applied to Triple Helix Theories
Is there still life in Stafford Beer's VSM?
SDP in perishable inventory control
Technique Taster - Rich Pictures
Technique Taster - Systems Modelling
Technique Taster pm - Systems Modelling
Technique Taster pm - Rich Pictures
Current Practice of Experimentation in D.E.S
Methods for solving the dynamic PDPTW
Melanoma pathways flight simulator
Designing dementia care with group modeling
Page
77
78
86
71
61
107
55
59
71
49
63
56
35
89
54
105
92
87
112
122
94
93
122
77
77
78
78
118
113
61
64
First Name
John
I-Hsuan
John
Susan
Susan
Kwei-Long
Kenneth Kyunghyun
Nasir
Navid
Jennifer
Mohsen
Mohsin
Thomas
Jooyoung
Jose
Nicholas
Philip
Angel A.
Konstantinos
Ruth
Ruth
Edward
Ahmed
Inna
Eun-Ju
Chris
Vincent
Nikoletta
Christina
Martin
Chia-Wei
Surname
Holt
Hong
Hopes
Howick
Howick
Huang
Huh
Hussain
Izady
Jackson
Jafari Songhori
Jat
Jeffries
Jeon
Jimenez
Jones
Jones
Juan
Kaparis
Kaufman
Kaufman
Kent
Kheiri
Kholidasari
Kim
Kirkbride
Knight
Koleri
Konstantinidou
Kunc
Kuo
Stream Code
PSM
HEA
PLE
OR CON
PROJ
HEA
OR&S
OR CON
QUE
COMM
OPERA
LOGIST
HEA
FORE
ROUT
OR CON
OR&S
GREEN
OPTIM
COMM
MAI
ROUT
META
LOGIST
HEA
STOCH
OR in Ed
FORE
FORE
OR&S
OPERA
Abstract Ref.
OR54A518
OR54A730
OR54A760
OR54A601
OR54A715
OR54A688
OR54A639
OR54A682
OR54A698
OR54A693
OR54A741
OR54A611
OR54A593
OR54A570
OR54A572
OR54A687
OR54A665
OR54A532
OR54A589
OR54A616
OR54A718
OR54A638
OR54A697
OR54A634
OR54A666
OR54A633
OR54A575
OR54A683
OR54A540
OR54A524
OR54A677
129
Abstract Short Title
OR for Air military assistance to Security and Dev
Mechanism Design for Examination Resource Alloc.
OR and analytics ” an opportunity for growth
Managing projects in an uncertain world
KEYNOTE: Lessons for Project Management
Designing Quota Size and Patient Arrival Time
Group dynamics and mental model convergence
SWOT Analysis using General Morphological Analysis
A Queueing Model for Specialty Clinics
Researching ‘Wicked’ Issues - ‘Messy’ world of COR
Complex Supply Network
Time-differentiated service parts distribution
Location & Scheduling of Blood Collection Sessions
Wind power quantile forecasting
Ant Colony Optimization for a school bus routing
NHS provider landscaping
Integrating Behaviour Change into OR
The VRP with Multiple Driving Ranges
The Stochastic Network Loading Problem
OR in the 3rd sector
MAI - Introduction and Welcome 08.20 - 08.30
Vehicle Routing with Dependent Vehicles
Hyper-heuristics for Magic Squares
Judgemental Adjustment in an Inventory System
Sequential drug decision problems in healthcare
Inventory optimization via ADP
OR in Schools
Long-term Energy Forecasting:The case of EU
Forecasting Solvency of Greek Banks
Generic models for start-ups
Shelf-space competition
Page
103
61
34
97
107
60
94
96
109
42
84
73
66
48
111
97
93
54
90
41
75
111
82
74
63
124
100
48
51
91
85
First Name
Paul
John
Brian
Michael
Jiawei
Zhiyong
Paul
Yan Emma
Yan Emma
Hannah
Rasaratnam
Altea
MENG
Mashael
Jonathan
Virginia Luisa
Carol
Sarah
Nikolaos
Fraser
Ken
Vadim
Jose M.
Daniel Wei-Chung
Ian
Fazeeda
Jairo R
John
Fernando
Michelle
Arash
Surname
Lam
Lamb
Lehaney
Leyer
Li
Li
Liddiard
Liu
Liu
Locke
Logendran
Lorenzo Arribas
MA
Maashi
Malpass
Marques Spiegler
Marshall
Marshall
Mavroeidis
McLeod
McNaught
Melnitchouk
Merigo
Miao
Mitchell
Mohamad
Montoya-Torres
Morecroft
Moreira
Morris
Mostajeran Gourtani
Stream Code
ANALY
META
INFOSYST
SIMUL
SCHED
CREDRISK
ANALY
OR&S
OPERA
HORIZON
SCHED
GREEN
CREDRISK
OPTIM
OR CON
LOGIST
HEA
STOCHINV
FORE
GREEN
FORE
CREDRISK
FORE
SIMUL
OR CON
SIMUL
ROUT
OR&S
CREDRISK
PROJ
OPTIM
Abstract Ref.
OR54A743
OR54A548
OR54A712
OR54A537
OR54A533
OR54A636
OR54A667
OR54A675
OR54A672
OR54A745
OR54A559
OR54A614
OR54A627
OR54A714
OR54A701
OR54A602
OR54A695
OR54A626
OR54A584
OR54A542
OR54A750
OR54A546
OR54A700
OR54A562
OR54A684
OR54A592
OR54A572
OR54A535
OR54A692
OR54A650
OR54A578
130
Abstract Short Title
Agile approach to knowledge discovery of web log
Variable neighbourhood structures
KM and sustainable quality
Validation of simulation models for operational co
A Local Search Heuristic to Compute Competitive TSP
corporate governance in finance distress
Royal Mail Goes To The Olympics!
Competitive archetypes
Impact of competition on capability development pa
Conceptual Force Development
Bicriteria Forge Scheduling
Sustainability and seafood banquets, an utopia?
UK SMEs through the 'Credit Crunch'
GD based for HHMO
Understanding Mobile Workforce Productivity
Developing simplified and linearised models
SoApt: Service Option Assessor and Prioritisation
Product recovery with substitution
Natural Gas Demand Forecasting
Dynamic collection scheduling
Predictive maintenance modelling with DBNs
Stochastic parametric time to default model
Decision making in complex environments
Forward Monte-Carlo for American Options
SSM for BRE
Modeling and simulation
Ant Colony Optimization for a school bus routing
Metaphorical Models and Credible Worlds
Joint credit losses and Poisson processes
Planning with the OI Factor
An MPEC approach to electricity trading strategy
Page
40
81
70
120
115
45
39
91
84
67
114
56
46
86
98
72
63
123
51
55
49
45
51
117
99
119
111
94
44
107
90
First Name
Penelope
Urszula
Ali
Konstantinos
Bjorn
Frances
Stephen
anne-marie
Louise
Chris
Rosane
Christina
Gu
Alberto
Michael
Fotios
Michael
Steven
Yi
Robert
Prasanna Kumar
John
John
Vivienne
Brian
Jana
Stewart
Mark
Patrick
Geoff
Diego
Surname
Mullen
Neuman
Niknejad
Nikolopoulos
Nygreen
O'Brien
O'Donnell
oreskovich
Orpin
Owen
Pagano
Pagel
Pang
Paucar-Caceres
Pearson
Petropoulos
Pidd
Prestwich
Qu
Raeside
Ramaswamy
Ranyard
Ranyard
Raven
Reddy
Ries
Robinson
Roper
Rose
Royston
Ruiz-Hernandez
Stream Code
HEA
ROUT
LOGIST
FORE
OPTIM
OR&S
PRES
STOCH
OR in Ed
SIMUL
PROJ
HEA
ROUT
OR in Ed
STOCH
FORE
HEA
STOCHINV
GREEN
FORE
ROUT
MAI
MAI
GORS
HEA
META
SIMUL
MAI
PRES
PLE
STOCH
Abstract Ref.
OR54A673
OR54A635
OR54A608
OR54A573
OR54A577
OR54A658
OR54A753
OR54A619
OR54A575
OR54A732
OR54A618
OR54A610
OR54A628
OR54A629
OR54A669
OR54A585
OR54A606
OR54A623
OR54A615
OR54A565
OR54A529
OR54A724
OR54A718
OR54A746
OR54A566
OR54A680
OR54A556
OR54A718
OR54A754
OR54A761
OR54A624
131
Abstract Short Title
Over-analysis in Health Care and Health Services
Receding Horizon Approach to Gate Allocation
Two Phase Optimization in Reverse Logistics
Forecasting of Policy Implementation Strategies
Deployment of ICT Services in Cloud Data Centres
Social media and engagement with scenario projects
Modelling demand and performance in HMRC call cent
The Evaluation of Risk in Pharmaceutical Research
OR in Schools
Simulation in the Supply Chain Domain
Project Success: an ethical perspective
Monitoring outcomes in paediatric heart surgery
Variants of the Capacitated Arc Routing Problem
Statistical Model to estimate Quality Research
Dynamic Pricing in Yield and Revenue Management
KEYNOTE: Forecasting most successful products
KEYNOTE:OR and the industrialisation of healthcare
Forecasting Intermittent Demand
Green Intermodal Freight Transportation
Unlocking the Potential of Computer Games
Metaheuristics for Vehicle Routing Problems
Pract.- Acad.Collab 16:30 + Review of day 17:45
MAI - Introduction and Welcome 08.20 - 08.30
GORS Recruitment
MCDA approaches to prioritisation in NICE
Instance-specific parameter tuning in practice
TUTORIAL: On Conceptual Modelling for Simulation
MAI - Introduction and Welcome 08.20 - 08.30
From Operational Research to Operational Planning
Operational Research for the real world: big quest
Index Policies for Stochastic Machine Maintenance
Page
64
112
74
48
88
93
38
124
100
118
106
62
111
100
125
47
62
122
57
50
110
75
75
53
66
81
119
75
37
33
125
First Name
Caroline
Wendy L
Tim
Edward Terry
Rob
Jo
Frances
Frances
Frances
John
Matthew
Martin
Kathryn
Kemal
Jerry
Kate
Kate
Mohamed
Ian
Jacqui
Jacqui
Jacqui
Eirini-Elisavet
Nikolaos
Christopher
Kaoru
Gareth
Juan Pablo
Miki
Simon
Ryunosuke
Surname
Sanders
Schultz
Schulze
Seagriff
Shone
Smedley
Sneddon
Sneddon
Sneddon
Soje
Soulby
Spollen
Stewart
Subulan
Swan
Swatridge
Swatridge
Tadjer
Taylor
Taylor
Taylor
Taylor
Theodorou
Theodorou
Tofallis
Tone
Toomey
Torres
Tsutsui
Turner
Usami
Stream Code
INFOSYST
HORIZON
SCHED
PSM
QUE
INFOSYST
MAI-Wkshps
MAI-Wkshps
SIMUL
OR CON
ROUT
OR in Ed
ROUT
GREEN
META
MAI-Wkshps
MAI-Wkshps
HEA
ANALY
ANALY
MAI-Wkshps
MAI-Wkshps
FORE
FORE
FORE
OPTIM
SIMUL
OR&S
OPTIM
PRES
FORE
Abstract Ref.
OR54A553
OR54A748
OR54A661
OR54A620
OR54A594
OR54A561
OR54A767
OR54A777
OR54A676
OR54A678
OR54A632
OR54A703
OR54A599
OR54A709
OR54A625
OR54A770
OR54A778
OR54A702
OR54A756
OR54A757
OR54A769
OR54A776
OR54A583
OR54A590
OR54A587
OR54A597
OR54A630
OR54A733
OR54A641
OR54A755
OR54A612
132
Abstract Short Title
Event monitoring a large financial enterprise
Systems, Scanning, and Scenarios
Stochastic Unit Commitment by Column Generation
Strategic Choice to Analyse Naval Deployment
Price of Anarchy in Queueing Systems
Weaving the innovation web
Networking for Introverts
Networking for Introverts pm
Agile simulation ” the way forward?
Decision analysis model of disease management
Vehicle Routing Problem with driver familiarity
Modelling latent preferences
Dynamic congestion charging
Green Tire CLSC Network Design via EI-99
Heuristic function resynthesis
Personal and professional development
Personal and professional development pm
Service redesign
Enter the Matrix
Big Brother is Still Watching, but ...
Data Visualisation
Data Visualisation pm
Forecasting short term electricity load demand
Portfolio management with forecasting methods
A comparison of relative accuracy measures
Dynamic DEA with network structure
Developing parallelised modelling environments
Supporting internationalisation using SD
GRS model in DEA
Decision Analysis in Nuclear Decommissioning:
Demand Forecast Considering Media Effects
Page
69
68
116
103
109
69
78
79
120
96
112
101
110
57
81
78
79
65
39
39
79
79
52
52
49
89
119
91
88
38
47
First Name
Martha
César Dario
Bastiaan
Eliseo
Miles
Diederik
David
David
David
Bing
Shu-Jung Sunny
Jason
Jiun-Yu
Jiun-Yu
Jiun-Yu
Mualla Gonca
Christos
Surname
Vahl
Velandia
Verhoef
Vilalta-Perdomo
Weaver
Wijnmalen
Worthington
Worthington
Wrigley
Xu
Yang
Young
Yu
Yu
Yu
Yunusoglu
Zikopoulos
Stream Code
COMM
QUE
CREDRISK
COMM
PROJ
OR CON
HEA
QUE
OR CON
FORE
LOGIST
QUE
HEA
OPERA
OPERA
SIMUL
LOGIST
Abstract Ref.
OR54A744
OR54A631
OR54A637
OR54A617
OR54A749
OR54A580
OR54A705
OR54A706
OR54A737
OR54A686
OR54A679
OR54A642
OR54A655
OR54A653
OR54A654
OR54A713
OR54A534
133
Abstract Short Title
KEYNOTE:Modelling to support communities
Co-ordinated queues at arterial intersections
Aggregating Credit and Market Risk: Model Choice
Mitigating potential conflicts in sustainability
Methodology for Simulation Conceptual Modelling
CB(RN) risk assessment multi-methodology
General practitioner funding formula
When to use Virtual Hold Technology
Case studies in tender evaluation
Evaluation of volatility forecasting models
Supply chain competition and capacity constraints
Hierarchical Queues
Improving Performance of Emergency Medical Service
Redesign and Innovate Aging Medical Institutes
Integrated Healthcare Network Facilitators
Effects of Supply Risks: A Simulation Study
Remanufacturing with multiple collection sites
Page
41
108
45
42
106
98
61
108
98
52
71
109
62
85
83
120
72
Delegate List
First Name
Fran
Gareth
Norhafiza
Kerem
Pavel
James
Khaled
Mouhamad Shaker
Babakalli
Abdulaziz
Efthalia
Galina
Stavros
Thomas
Liz
Norhanom
Federico
Ricardo
Rachel
Charlene
Sayara
Tolga
Gary
Tony
Valerie
Tessa
Neil
Patrick
Ian
Daniel
Gavin
Graeme
John
Kathleen
David
Sally
Andrew
Samantha
David
Rosemary
Raffaella
Fred
Chris
John
Sophie
Marco
Jose Arturo
Cagla
Sau Kwan
Yanto
Michael
Surname
Ackermann
Adams
Ahmad
Akartunali
Albores
Alexander
Alhamad
Ali Agha
Alkali
Alnutaifi
Anagnostou
Andreeva
Apostolou
Archibald
Archibald
Awang
Barnabè
Barros
Basnett
Beckford
Beg
Bektas
Bell
Bellotti
Belton
Berg
Berry
Beullens
Birchmore
Black
Blackett
Blair
Bowers
Bowie
Boyes
Brailsford
Brint
Buxton
Buxton
Byde
Calabrese
Cameron
Campbell
Carney
Carr
Carvalho
Castillo Salazar
Cergibozan
Chan
Chandra
Charlton
Email Address
fran.ackermann@strath.ac.uk
izhafiza@yahoo.com
KEREM.AKARTUNALI@STRATH.AC.UK
p.albores@aston.ac.uk
james.alexander.100@strath.ac.uk
khabsigns@hotmail.com
ali.mouhamad-shaker@strath.ac.uk
babakalli.alkali@gcl.ac.uk
abdulaziz.nutaifi@aramco.com
touloubaki@hotmail.com
Galina.Andreeva@ed.ac.uk
stavros.apostolou@gmail.com
tarchibald@ed.ac.uk
liz.archibald@decisionlab.co.uk
anumjp@yahoo.com
barnabe@unisi.it
r-barros@uniandes.edu.co
rachel.basnett@sellafieldsites.com
charlene.beckford@sellafieldsites.com
sayara@datanut.co.uk
T.Bektas@soton.ac.uk
bellgaa@lsbu.ac.uk
a.bellotti@imperial.ac.uk
val.belton@strath.ac.uk
tb79@hw.ac.uk
P.Beullens@soton.ac.uk
phd10ib@mail.wbs.ac.uk
dan.black@ed.ac.uk
gavin.blackett@theorsociety.com
g.a.blair@hotmail.com
j.a.bowers@stir.ac.uk
david.boyes@dwp.gsi.gov.uk
s.c.brailsford@soton.ac.uk
A.Brint@sheffield.ac.uk
samantha.buxton87@gmail.com
david.buxton@decisionlab.co.uk
raffaella.calabrese1@unimib.it
Fred.Cameron@cogeco.ca
ccampbell@mango-solutions.com
sophie@baysconsulting.co.uk
mamc@iceb.ufop.br
psxjaca@nottingham.ac.uk
cagla.cergibozan@deu.edu.tr
Y.Chandra@leeds.ac.uk
m.charlton@shu.ac.uk
134
First Name
Phillip
Wen-Chih
Pei-Yi
Neil
Richard
Christina
Emily
John
Jonathan
Naomi
Sonya
Neville
Alec
Roy
Chris
Guido
Patrick
Robert
Colin
Phil
Richard
Mark
Tracey
Gunes
Dafydd
Masoud
Javier
Jason
Gregor
Kimon
Anna
James
Ramune
Deborah
Pablo
Arash
Gillian
Narges
Rene
UngKyu
Stephen
Eligius M.T.
Katy
Penny
Paul
John
I-Hsuan
John
Susan
Kwei-Long
Kenneth Kyunghyun
Nasir
Surname
Chatikobo
Chen
Cheng
Cochran
Conniss
Constantinidou
Cookson
Crocker
Crook
Crouch
Crowe
Curtis
Davidson
Davy
Dent
Diepen
Driscoll
Dyson
Eden
Egert
Eglese
Elder
England
Erdogan
Evans
Fakhimi
Faulin
Field
Finlayson
Fountoulakis
Franceschetti
Freeman
Gedgaudaite
Gee
Gonzalez-Brevis
Gourtani
Groom
Haghi
Haijema
Han
Harwood
Hendrix
Hoad
Holborn
Holmstrom
Holt
Hong
Hopes
Howick
Huang
Huh
Hussain
Email Address
phillip.chatikobo@scottishwater.co.uk
wenchih@faculty.nctu.edu.tw
pycheng555@gmail.com
neil_cochran@hotmail.com
psxrc@nottingham.ac.uk
ckonstantinidou@fsu.gr
e.cookson@lancaster.ac.uk
john.crocker@o-sys.com
j.n.crook@ed.ac.uk
naomi.crouch@ba.com
sonya.crowe@ucl.ac.uk
neville.curtis@dsto.defence.gov.au
Roy.Davy@ScottishWater.co.uk
chris.dent@durham.ac.uk
guido.diepen@aimms.com
robert.dyson@wbs.ac.uk
colin.eden@strath.ac.uk
r.eglese@lancaster.ac.uk
mark.e@simul8.com
smatje@cf.ac.uk
G.Erdogan@soton.ac.uk
evansd8@cf.ac.uk
masoud.fakhimi@gmail.com
javier.faulin@unavarra.es
JRFEILD@DSTL.GOV.UK
K.Fountoulakis@sms.ed.ac.uk
jim.freeman@mbs.ac.uk
gedgaudaiter@gmail.com
deborah.gee@scottishwater.co.uk
P.Gonzalez-Brevis@sms.ed.ac.uk
arash.gourtani@gmail.com
G.Groom@soton.ac.uk
nh2w07@soton.ac.uk
Rene.Haijema@wur.nl
ungkyuhan@gmail.com
stephen.harwood@ed.ac.uk
eligius.hendrix@wur.nl
kathryn.hoad@wbs.ac.uk
holbornpl@cf.ac.uk
ph@holmstrom.se
jholt@dstl.gov.uk
ihong@ntu.edu.tw
jhopes@uk.ey.com
susan.howick@strath.ac.uk
craighuang@ntu.edu.tw
phd09kh@mail.wbs.ac.uk
hussain@strategyforesight.org
135
First Name
Navid
Jennifer
mohsen
Mohsin Nasir
Thomas
Jooyoung
Jose
Philip
Sean
Nicholas
Ángel Alejandro
Konstantinos
Ruth
Michelle
Edward
Martin
Ahmed
Inna
Eunju
Christopher
Vincent
Nikoletta
Niraj
Martin
Wasakorn
Paul
John
Brian
Michael
Jiawei
Zhiyong
Paul
Alex
Akrivi
Kuangyi
Hannah
Rasaratnam
Altea
Meng
Mashael
Jon
Virginia Luisa
Carol
Sarah
Nikolaos
Richard
Sean
Andrew
Fraser
Ken
John
Vadim
Surname
Izady
Jackson
jafari songhori
Jat
Jefferies
Jeon
Jimenez
Jones
Jones
Jones
Juan
Kaparis
Kaufman
Kennedy
Kent
Keys
Kheiri
Kholidasari
Kim
Kirkbride
Knight
Koleri
Kumar
Kunc
Laesanklang
Lam
Lamb
Lehaney
Leyer
Li
Li
Liddiard
Lisikovs
Litsa
Liu
Locke
Logendran
Lorenzo Arribas
Ma
Maashi
Malpass
Marques Spiegler
Marshall
Marshall
Mavroeidis
Maxwell
McCann
McGee
McLeod
McNaught
Medhurst
Melnitchouk
Email Address
n.izady@soton.ac.uk
jjackson@lincoln.ac.uk
mj2417@gmail.com
lixmnja@nottingham.ac.uk
tj64@kent.ac.uk
jooyoung.jeon@strath.ac.uk
jose_fernando_jimenez@hotmail.com
prjones@dstl.gov.uk
sean.jones@nats.co.uk
nick.m.jones@uk.pwc.com
suport_admreecrca@uoc.edu
k.kaparis@lancaster.ac.uk
ruth.kaufman@btinternet.com
psxerk@nottingham.ac.uk
keysrus@btinternet.com
axk@cs.nott.ac.uk
i.kholidasari@edu.salford.ac.uk
ejkim1023@gmail.com
c.kirkbride@lancaster.ac.uk
knightva@cf.ac.uk
koleri.nikoletta@gmail.com
n.kumar@sheffield.ac.uk
martin.kunc@wbs.ac.uk
psxwl3@nottingham.ac.uk
paul.lam@forward.co.uk
j.d.lamb@abdn.ac.uk
b.lehaney@qaa.ac.uk
m.leyer@fs.de
jwl@cs.nott.ac.uk
zhiyong.li@ed.ac.uk
paul.a.liddiard@royalmail.com
alex@credit-scoring.co.uk
akrivilitsa@yahoo.gr
kuangyi.liu@uk.pwc.com
hllocke@dstl.gov.uk
logendrr@engr.orst.edu
altealorenzo@gmail.com
M.Ma-4@sms.ed.ac.uk
mvm@cs.nott.ac.uk
jonathan.malpass@bt.com
MarquesVL@cardiff.ac.uk
cm87@stir.ac.uk
sarah.e.marshall@strath.ac.uk
nikos2mb@hotmail.com
richard.maxwell@btinternet.com
sean.mccann@sellafieldsites.com
andrewmcgee@netscape.net
fnm@soton.ac.uk
k.r.mcnaught@cranfield.ac.uk
john@larrainzar.co.uk
vmelnich@gmail.com
136
First Name
Jose M.
Daniel Wei-Chung
Ian
Fazeeda
John
Fernando
Michelle
Penelope
Robert
Urszula
Ali
Bjorn
Frances
Tony
Stephen
Anne-Marie
Louise
Djamila
Jamal
Christopher
Daniel
Rosane
Christina
Gu
Alberto
Michael
Fotios
Dobrila
Sanja
Michael
Steven
Rosalind
Yi
Robert
John
Vivenne
Brian
Catrin
Stewart
Roberto
Geoff
Diego
Graham
John Desmond
Caroline
Wendy L
Tim
Alistair
Edward
Alison
Rob
Anusua
Surname
Merigo Lindahl
Miao
Mitchell
Mohamad
Morecroft
Moreira
Morris
Mullen
Murray
Neuman
Niknejad
Nygreen
O'Brien
O'Connor
O'Donnell
Oreskovich
Orpin
Ouelhadj
Ouenniche
Owen
Owen
Pagano
Pagel
Pang
Paucar
Pearson
Petropoulos
Petrovic
Petrovic
Pidd
Prestwich
Pyne
Qu
Raeside
Ranyard
Raven
Reddy
Roberts
Robinson
Rossi
Royston
Ruiz-Hernandez
Russel
Ryan
Sanders
Schultz
Schulze
Scotland
Seagriff
Shimmin
Shone
Singh Roy
Email Address
jose.merigolindahl@mbs.ac.uk
miao@mail.ntust.edu.tw
ian.mitchell@bis.gsi.gov.uk
adeezaf@yahoo.com
jmorecroft@london.edu
fernandoufmg@hotmail.com
m.morris@mmu.ac.uk
penelope.mullen@btinternet.com
robert.murray@scottishwater.co.uk
uxn@cs.nott.ac.uk
niknejas@coventry.ac.uk
bjorn.nygreen@iot.ntnu.no
Frances.O-Brien@wbs.ac.uk
tony.o'connor@dh.gsi.gov.uk
steve.o'donnell@hmrc.gsi.gov.uk
anne-marie.oreskovich@magd.ox.ac.uk
louise.orpin@theorsociety.com
djamila.ouelhadj@port.ac.uk
Jamal.Ouenniche@ed.ac.uk
c.owen@aston.ac.uk
dan.james.owen@googlemail.com
r.pagano@mmu.ac.uk
c.pagel@ucl.ac.uk
gu.pang@ncl.ac.uk
a.paucar@mmu.ac.uk
m.pearson@napier.ac.uk
fotpetr@gmail.com
csx200@coventry.ac.uk
sanja.petrovic@nottingham.ac.uk
m.pidd@lancaster.ac.uk
s.prestwich@cs.ucc.ie
r.pyne@palgrave.com
vanilla_0103@hotmail.com
r.raeside@napier.ac.uk
jranyard@cix.co.uk
vivienne.raven@hmrc.gsi.gov.uk
brian.reddy@gmail.com
catrin.roberts@dft.gsi.gov.uk
s.l.robinson@lboro.ac.uk
roberto.rossi@ed.ac.uk
geoff.royston@gmail.com
d.ruiz@cunef.edu
ryanjohn@btinternet.com
csanders@westpac.com.au
wendy@infinitefutures.com
t.schulze-2@sms.ed.ac.uk
alistair.scotland@strath.ac.uk
eseagriff@dstl.gov.uk
alison.c.shimmin@sellafieldsites.com
rshone@hotmail.com
A.SinghRoy@napier.ac.uk
137
First Name
John
Jo
David
Nei Yoshihiro
Matthew
Martin
Kathryn
Andrew
Kemal
Jerry
Kate
Mohamed
Ian
Jacqui
Nikolaos
Eirini-Elisavet
Richard
Christopher
Kaoru
Gareth
Juan
Miki
Amanda
Simon
Ryunosuke
Martha
Cesar
Bastiaan
Eliseo
Jonathan
Miles
Daniel
Diederik
Mik
David
David
Bing
Shu-Jung Sunny
Jason
Jiun-Yu
Mualla Gonca
Christos
Surname
Small
Smedley
Smith
Soma
Soulby
Spollen
Stewart
Stothers
Subulan
Swan
Swatridge
Tadjer
Taylor
Taylor
Theodorou
Theodorou
Thompson
Tofallis
Tone
Toomey
Torres
Tsutsui
Tucker
Turner
Usami
Vahl
Velandia
Verhoef
Vilalta-Perdomo
Warwick
Weaver
Welsh
Wijnmalen
Wisniewski
Worthington
Wrigley
Xu
Yang
Young
Yu
Yunusoglu
Zikopoulos
Email Address
jds340@gmail.com
jo.smedley@newport.ac.uk
davidandtina@endfield.org.uk
soma@ita.br
psxms6@nottingham.ac.uk
Martin.Spollen@sibni.org
k.stewart@napier.ac.uk
kemal.subulan@deu.edu.tr
jsw@cs.stir.ac.uk
kate.swatridge@decisionlab.co.uk
m.tadjer@my.westminster.ac.uk
ian.taylor@flyingbinary.com
jacqui.taylor@flyingbinary.com
nikos.t.theodorou@gmail.com
elizabeth3487@gmail.com
richard.a.thompson@sellafieldsites.com
c.tofallis@herts.ac.uk
tone@grips.ac.jp
GDTOOMEY@mail.dstl.gov.uk
j.p.torres@warwick.ac.uk
ATucker@dstl.gov.uk
simon.d.turner@magnoxsites.com
dm106203@cc.seikei.ac.jp
martha@cict.demon.co.uk
psxcdv@nottingham.ac.uk
bastiaan.verhoef@rbs.com
evilaltaperdomo@lincoln.ac.uk
warwick@lsbu.ac.uk
m.weaver@napier.co.uk
daniel.welsh@ba.com
diederik.wijnmalen@tno.nl
mik@mikwisniewski.com
d.worthington@lancaster.ac.uk
david.wrigley@ntlworld.com
b.xu@rgu.ac.uk
sunnyy@essex.ac.uk
Jas_young@live.com
jyyu@ntu.edu.tw
gonca.yunusoglu@deu.edu.tr
cziko@auth.gr
138
WALKING ROUTES IN HOLYROOD PARK
YOU ARE HERE!
139
JOHN McINTYRE CONFERENCE CENTRE
GROUND FLOOR ENTRANCE
FIRST FLOOR PLAN
Salisbury
Stairs and lift up
from entrance lobby
Holyrood
Registration
Exhibition
Concourse
Centro
Bar
Pentland
West
Restaurant
Prestonfield
Pentland
East
Duddingston
ST LEONARD’S HALL
Nelson Room
St Trinnean
Room
(Drinks
reception on
Wednesday
5 Sept)
STAIRS TO FIRST FLOOR
Pollock Room
Cowan Room
Brewster Room
MAIN ENTRANCE
Bonnar
Room
for meals (not
Gala Dinner) on
GROUND
FLOOR
CONFERENCE CAMPUS MAP
OR SOCIETY
REGISTRATION
ACCOMMODATION
EDINBURGH FIRST
CHECK-IN AND
CHECK-OUT
Chancellor’s
Court
SESSIONS, TEA & COFFEE,
MEALS (Not Gala Dinner)
CASH POINT & SHOP
Reception
Centre
SESSIONS
St Leonard
Hall
John
McIntyre
Centre
South
Hall
GALA DINNER