A Long View of Research and Practice in Operations Research and Management Science: The Past and the Future PDF
Preview A Long View of Research and Practice in Operations Research and Management Science: The Past and the Future
International Series in Operations Research & Management Science Volume 148 SeriesEditor: FrederickS.Hillier StanfordUniversity,CA,USA SpecialEditorialConsultant: CamilleC.Price StephenF.Austin,StateUniversity,TX,USA Forfurthervolumes: http://www.springer.com/series/6161 · ManMohan S. Sodhi Christopher S. Tang Editors A Long View of Research and Practice in Operations Research and Management Science The Past and the Future 123 Editors ManMohanS.Sodhi ChristopherS.Tang CityUniversity UniversityofCalifornia CassBusinessSchool LosAngeles BunhillRow106 AndersonSchoolofManagement EC1Y8TZLondon WestwoodPlaza110 UnitedKingdom 90095LosAngelesCalifornia [email protected] Box951481 USA [email protected] ISSN0884-8289 ISBN978-1-4419-6809-8 e-ISBN978-1-4419-6810-4 DOI10.1007/978-1-4419-6810-4 SpringerNewYorkDordrechtHeidelbergLondon LibraryofCongressControlNumber:2010934120 (cid:2)c SpringerScience+BusinessMedia,LLC2010 Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewritten permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York, NY10013,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Usein connection with any form of information storage and retrieval, electronic adaptation, computer software,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden. The use in this publication of trade names, trademarks, service marks, and similar terms, even if they are not identified as such, is not to be taken as an expression of opinion as to whether or not theyaresubjecttoproprietaryrights. Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) Foreword As generation of academics and practitioners follows generation, it is worthwhile to compile long views of the research and practice in the past to shed light on research and practice going forward. This collection of peer-reviewed chapters is intended to provide such a long view. The effort is motivated by the views of Professor Arthur M. Geoffrion, who we seek to honor for not only his consider- able contribution to OR/MS research in the past decades but also his continuing championshipandinvolvementinmatterspertainingtotheeducationandpracticeof OR/MS. Professor Geoffrion’s contributions are well highlighted in “About Professor ArthurM.Geoffrion,”butIwouldliketoaddapersonalnote. WhenIwasanun- knownfirstyearassistantprofessorandArtwasanestablishedsuperstar,hetookthe troubletoobtainacopyofmythesis,readit,andcallmetoofferadviceandencour- agement.Hisadvicecoveredbothhigh-leveldirectionandimportantdetailsandwas deliveredwithacharmandhumorthatmadeiteasytoaccept.Forexample,Iwas prettygreenthenasamathematicianandhadusedtheterm“cycle-lessgraph”inmy thesis. Art’s wry remark was “‘Cycle-less graph,’ that must be an east coast term. HereinCalifornia,andIthinkmostoftheworld,that’scalledan‘acyclicgraph’.” MythesisconcernedusingLagrangemultiplierstosolvejobshopschedulingprob- lems.ArtsubsequentlydescribedinthearticleGeoffrion,AM.(1974)Lagrangean relaxation for integer programming. Math Program Stud 2:82–114 how this work andseveralotherproblem-specificusesofLagrangemultiplierscouldbeembraced withinapowerfulconcepthecalled“LagrangianRelation.” Thetargetaudienceofthisbookisyoungresearchers,graduate/advancedunder- graduatestudentsfromOR/MSandrelatedfieldslikecomputerscience,engineer- ing,andmanagementaswellaspractitionerswhowanttounderstandhowOR/MS modelingcameaboutoverthepastfewdecadesandwhatresearchtopicsormodel- ingapproachestheycouldpursueinresearchorapplication. This book contains a collection of chapters written by leading scholars/ practitioners who have continued their efforts in developing and/or implementing innovativeOR/MStoolsforsolvingreal-worldproblems.Inthisbook,thecontribu- torssharetheirperspectivesaboutthepast,present,andfutureofOR/MStheoretical development, solution tools, modeling approaches, and applications. Specifically, thisbookcollectschaptersthatofferinsightsaboutthefollowingtopics: v vi Foreword • Survey articles taking a long view over the past two or more decades to arrive at the present state of the art while outlining ideas for future research. Surveys focusonuseofaparticularOR/MSapproach,e.g.,mathematicalprogramming (LP,MILP,etc.),andsolutionmethodsforparticularfamilyofapplication,e.g., distributionsystemdesign,distributionplanningsystem,healthcare. • Autobiographical or biographical accounts of how particular inventions (e.g., structured modeling) were made. These could include personal experiences in earlydevelopmentofOR/MSandanoverviewofwhathashappenedsince. • DevelopmentofOR/MSmathematicaltools(e.g.,stochasticprogramming,opti- mizationtheory). • Development of OR/MS in a particular industry sector such as global supply chainmanagement. • ModelingsystemsforOR/MSandtheirdevelopmentovertimeaswellasspecu- lationonfuturedevelopment(e.g.,LINDO,LINGO,andWhat’sBest!). • NewapplicationsofOR/MSmodels(e.g.,happiness). IbelievethisbookwillstimulateotherstofollowProfessorGeoffrion’sfootsteps inmakingOR/MSavibrantcommunity. TheWhartonSchool, MarshallFisher UniversityofPennsylvania, Philadelphia,PA,USA February2010 Acknowledgments We would like to thank Professor Fred Hillier (Stanford University), the editor of Springer’s International Series in Operations Research and Management Science, whostronglyencouragedustoworkonthisbookfromtheverybeginning.Thebook received strong support from colleagues from many universities and companies, manyofthemcommittingtocontributetothiscollection.Wewouldliketoexpress our sincere appreciation to them for providing their leading edge research for this book. Name(inalphabetical order) Affiliation Chapter MustafaAtlihan, LINDOSystems, Challengesinaddingastochastic KevinCunningham, UniversityofChicago programming/scenarioplanning GautierLaude, capabilitytoageneralpurpose LinusSchrage optimizationmodelingsystem ManelBaucells, IESEBusiness Optimizinghappiness RakeshSarin School,Universityof California, LosAngeles DirkBeyer, M-Factor,Inc., AdvancesinbusinessanalyticsatHP ScottClearwater, Hewlett-Packard Laboratories Kay-YutChen, Labs,Universityof QiFeng, TexasatAustin, BernardoA.Huberman, BilkentUniversity, ShailendraJain, Intuit AlperSen, Hsiu-KhuernTang, ZainabJamal, BobTarjan, KrishnaVenkatraman JulieWard, AlexZhang, BinZhang vii viii Acknowledgments JohnBirge UniversityofChicago Thepersistenceandeffectivenessof large-scalemathematical programmingstrategies:Projection, outerlinearization,andinner linearization GeraldG.Brown(and NavalPostgraduate Optimizationtradecraft:Hard-won RichardE.Rosenthal, School insightsfromreal-worlddecision deceased) support(reprintedwithpermission fromINFORMS) DanielDolk NavalPostgraduate Structuredmodelingandmodel School management DonaldErlenkotter Universityof EconomicplanningmodelsforIndia California, inthe1960s LosAngeles RobertFourer Northwestern Cyber-infrastructureand University optimization ArthurM.Geoffrion, Universityof Multi-commoditydistributionsystem GlennGraves California, designbyBender’sdecomposition LosAngeles (reprintedwithpermissionfrom INFORMS) HauL.Lee StanfordUniversity Globaltradeprocessandsupply chainmanagement GraceLin, WorldResource Sustainablegloballyintegrated Ko-YangWang OptimizationInc., enterprise IBMGlobalBusiness Services RichardPowers Formerlyat Retrospective:25yearsapplying INSIGHTInc. managementsciencetologistics ManMohanS.Sodhi, CityUniversity Capitalizingonourstrengthstoavail ChristopherS.Tang London,Universityof opportunitiesinthefaceofweakness California, andthreats LosAngeles MarkS.Daskin, Northwestern Perspectivesonhealthcareresource SanjayMehrotra, University,University managementproblems JonathanTurner ofMichigan Last, but not least, we are grateful to Mirko Janc for typesetting each chapter beautifullyandexpeditiously.Ofcourse,weareresponsibleforanyerrorsthatmay occurinthisbookasaresultofoureditingorourownwriting. ManMohanS.Sodhi,London ChristopherS.Tang,LosAngeles Contents 1 Introduction:ALongViewofResearchandPracticeinOperations ResearchandManagementScience ............................ 1 ManMohanS.Sodhi,ChristopherS.Tang 1.1 TheRootsofOperationsResearch ........................... 1 1.2 AboutThisCompilation.................................... 2 1.3 PartI—ALongViewofthePast............................. 2 1.3.1 UseofORforEconomicDevelopment ............... 2 1.3.2 ThePrincipalApproachesforSolvingLarge-Scale MathematicalPrograms ............................ 3 1.3.3 EfficientDistributionSystemDesigns ................ 3 1.3.4 ModelingandModelingFrameworks................. 3 1.3.5 DistributionandSupplyChainPlanningfrom1985to 2010 ............................................ 4 1.3.6 InsightfromApplication ........................... 4 1.4 PartII—ALongViewoftheFuture.......................... 4 1.4.1 ExtendingModelingInterfacestoDealwithUncertainty. 4 1.4.2 ExtendingApplicationsintheSupplyChain ........... 5 1.4.3 GlobalTrade ..................................... 5 1.4.4 GloballyIntegratedEnterprises ...................... 5 1.4.5 TheInternet ...................................... 6 1.4.6 HealthCare ...................................... 6 1.4.7 Happiness........................................ 6 1.4.8 TheOR/MSEcosystemastheContextfortheFuture.... 7 References..................................................... 7 PartI ALongViewofthePast 2 EconomicPlanningModelsforIndiainthe1960s ................ 11 DonaldErlenkotter 2.1 Preface.................................................. 11 2.2 Introduction.............................................. 12 ix x Contents 2.3 TheMITModelforIndia................................... 12 2.4 TheManne–WeisskopfModelforIndia....................... 14 2.5 Epilogue................................................. 17 2.6 ConcludingReflections .................................... 18 2.7 Notes ................................................... 19 3 ThePersistenceandEffectivenessofLarge-ScaleMathematical ProgrammingStrategies:Projection,OuterLinearization,and InnerLinearization.......................................... 23 JohnR.Birge 3.1 Introduction.............................................. 23 3.2 Projection................................................ 24 3.2.1 ProjectioninInteriorPointMethods.................. 24 3.2.2 ProjectioninDiscreteOptimization .................. 25 3.3 OuterLinearization........................................ 26 3.3.1 NonlinearMixed-IntegerProgrammingMethods ....... 27 3.3.2 OuterApproximationforConvex,Dynamic Optimization ..................................... 28 3.4 InnerLinearization ........................................ 29 3.4.1 InnerandOuterApproximationsforConvex Optimization ..................................... 30 3.4.2 LinearizationinApproximateDynamicProgramming... 31 3.5 Conclusions.............................................. 32 References..................................................... 32 4 Multicommodity Distribution System Design by Benders Decomposition.............................................. 35 A.M.Geoffrion,G.W.Graves 4.1 Introduction.............................................. 36 4.1.1 TheModel ....................................... 36 4.1.2 DiscussionoftheModel............................ 37 4.1.3 PlanofthePaper .................................. 40 4.2 ApplicationofBendersDecomposition ....................... 41 4.2.1 SpecializationofBendersDecomposition ............. 42 4.2.2 DetailsonStep2b ................................ 43 4.2.3 TheVariantActuallyUsed.......................... 45 4.2.4 Re-Optimization .................................. 46 4.3 ComputerImplementation.................................. 47 4.3.1 MasterProblem ................................... 47 4.3.2 Subproblem ...................................... 48 4.3.3 DataInputandStorage ............................. 48 4.4 SolutionofaLargePracticalProblem ........................ 49 4.4.1 Overview ........................................ 49 4.4.2 EightTypesofComputerRuns ...................... 49
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