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SC11 4 - The Spread Versus the Chromatic Number of a Graph Lima Leonardo, Professor, CEFET-RJ, Rio de Janeiro, Brazil, leolima.geos@gmail.com, Nair Abreu, Aroldo Oliveira Let G be a connected graph with n vertices. The spread of G is the spread of its adjacency matrix A(G) and it is defined as the difference between the largest and the smallest eigenvalues of A(G). The chromatic number, a known graph invariant, is the minimum number of colors needed to color the vertices of a graph such that no two adjacent vertices have the same color. For several classes of graphs, we prove that the chromatic number is a lower bound to the spread. ■ SC11 Aula 362- Third Floor New Developments in Algorithms and Software Cluster: Nonlinear Optimization Invited Session Chair: Ernesto G. Birgin, Associate Professor, Universidade de São Paulo, Rua do Matao, 1010, Cidade Universitária, São Paulo, SP, 05508-090, Brazil, egbirgin@ime.usp.br 1 - LRAMBO - Efficient NLP Solving Torsten Bosse, Humboldt Universität zu Berlin, Unter den Linden 6, Berlin, 10099, Germany, bosse@math.hu-berlin.de, Andreas Griewank In this talk we present the NLP-solver ‘LRAMBO’ and the underlying theory that is based on a total quasi-Newton method exploiting the benefits of Algorithmic Differentiation. A highly efficient step computation is guaranteed by an approximation of the active constraint Jacobian and a hot-start for the factorized KKT-system in terms of low-rank updating. For large scale optimization we propose a limited memory implementation with compact storage for the approximating Hessian. 2 - Optimization Tools in MATLAB Marcelo Marazzi, MathWorks, 3 Apple Hill Dr, Natick, MA, 02138, United States of America, marazzi@gmail.com We describe optimization functions that extend the MATLAB technical computing environment. These functions address a number of common optimization problems such as nonlinear, linear, quadratic, single- and multi-objective. Methods implemented in these functions are varied and include gradient-based, derivativefree, deterministic, and non-deterministic algorithms. We overview these functions and other features such as parallel computing, MATLAB compiler, and a graphical user interface. 3 - Comparing Box-constrained Minimization Solvers Ernesto G. Birgin, Associate Professor, Universidade de São Paulo, Rua do Matao, 1010, Cidade Universitária, São Paulo, SP, 05508-090, Brazil, egbirgin@ime.usp.br, Jan Marcel Gentil Box-constrained minimization is a dynamic area of practical optimization. In this work, a comparison between some classical and recently developed methods is presented. The comparison includes ASA (W. Hager and H. Zhang, A New Active Set Algorithm for Box Constrained Optimization, SIOPT 17, 526-557, 2006) and GENCAN (E.G. Birgin and J.M. Martínez, “Large-scale active-set box-constrained optimization method with spectral projected gradientsCOAP 23, 101-125, 2002), among others. 4 - Simulation and Optimization of 2010 FIFA World Cup José Mario Martínez, Universidade Estadual de Campinas - UNICAMP, IMECC, CP6065, Campinas SP, 13081-970, Brazil, martinez@ime.unicamp.br, Julián Martínez We developed a simulation model for the 2010 FIFA World Cup. The parameters of the model are the coefficients of a function that relates a ranking of the participants with the probability of different results of each game. The optimization process consists of fitting these parameters with respect to overall beliefs of the user. Given the best fit one can deduce probabilistic information that should be compatible with the user prognostics. <strong>ALIO</strong> / INFORMS International – 2010 38 ■ SC12 Aula 363- Third Floor Supply Chain Management II Contributed Session Chair: Kevin Li, PhD, Associate Professor, University of Windsor, Odette School of Business, Windsor, ON, N9B 3P4, Canada, kwli@uwindsor.ca 1 - Bayesian Dynamic Models in Supply Chain Forecasting Victor Aguirre, Professor, ITAM, Rio Hondo # 1, Mexico, DF, 01080, Mexico, aguirre@itam.mx, Gabriel Cervantes Supply chain management depends heavily in the timely generation of forecasts that take into account information provided by different actors of the chain. Bayesian models provides great flexibility to incorporate prior information on the generation of forecasts. In particular we explore the approach of some Dynamic Linear Models to forecast sales series. Comparison of these procedures with other commonly used methods of forecasting shows a strong superiority of the Bayesian approach. 2 - Impacts of RFID on Customer Service Pedro Reyes, Baylor University, One Bear Place #98006, Waco, TX, 76798, United States of America, pedro_reyes@baylor.edu, Patrick Jaska, Gregory Heim Since the big bang of RFID, the attention has primarily been given to the retail supply chain and focused on improving performance. Yet, little attention has been given to how RFID impacts service operations. We study the RFID applications used to enhance service operations focusing on the service delivery system. We report on field studies of RFID initiatives at five different service firms and examined practitioner case studies of RFID deployments. 3 - Decision Support Model for Information Systems Integration in Supply Chains Antonio Diaz, Professor, Polytechnic Institute J. A. Echeverria, Ave. 114 # 11901, Marianao, Havana, Cuba, diaztony@tesla.cujae.edu.cu, Dania Perez The integration of information systems in supply chains is a problem that is still far from solved because the selection complexity of a combination of technologies to support the chain performance. This paper proposes an approach for a decision support model, based on compensatory fuzzy logic, to facilitate the selection of technologies to be used for integrating the information systems in a supply chain. 4 - A Game-theoretic Analysis on Social Responsibility Conduct in Two-echelon Supply Chains Kevin Li, PhD, Associate Professor, University of Windsor, Odette School of Business, Windsor, ON, N9B 3P4, Canada, kwli@uwindsor.ca, Debing Ni This article investigates how supply chain members interact with each other with respect to corporate social responsibility (CSR) behavior and what are the impacts of exogenous factors on this interaction. This research puts the interaction between the supply chain partners in the context of strategic games. A game-theoretic analysis is conducted and equilibriums are expected to be obtained for both sequential-move and simultaneous-move game settings. ■ SC13 Aula 364- Third Floor Supply Chain - Optimization II Contributed Session Chair: Navneet Vidyarthi, Assistant Professor, John Molson School of Business, Decision Sciences and MIS, 1455 De Maisonneuve West, Montréal, H3G1M8, Canada, navneetv@jmsb.concordia.ca 1 - Support Decisions Models in the Oils and Fats Industry on Emerging Market Economies Maria Ximen Sierra, Engineer, Universidad de la Sabana, Puente del Común, Chía, Chia, 140013, Colombia, maria.sierra3@unisabana.edu.co, Luz Andrea Torres, Julian Madero, Edgar Gutierrez Its presents the mathematical modeling for supply chain of oil and fat industry, minimizing logistics distribution costs of final products. This model includes distribution centers and local sales. The costs involved are transportation, inventory and administration. The restrictions are: capacity of distribution centers and transportations, demand satisfaction and balance equations.
2 - Optimization of a Money Supply Chain in a Colombian Financial Institution Hector Toro, Assistant Professor, Pontificia Universidad Javeriana, Calle 18 118 - 250, Cali, Colombia, htoro@javerianacali.edu.co, Andres Felipe Osorio Muriel Decisions about money inventory that should be maintained in a financial network are coordinated with transportation decisions. Transportation has a high cost, due to the high risk. Increasing the inventory improves the service level and can reduce the need for transportation, but the opportunity cost can be very high. The aim of this work is to find optimal decisions related with money inventory and transportation across the network, trying to balance the cost and the quality of the service. 3 - An MILP Continuous-time Formulation for the Optimal Scheduling of Refined Products Pipeline Networks Diego C. Cafaro, Post-Doctoral Fellow, INTEC (CONICET-UNL), Güemes 3450, Santa Fe, SF, 3000, Argentina, dcafaro@fiq.unl.edu.ar, Jaime Cerdá The aim of pipeline logistics is to timely deliver the right set of products at minimum cost. The problem involves pump sequencing, batch sizing and batch stripping operations. Previous work applied discrete decomposition approaches based on heuristics. This paper introduces an MILP continuous formulation in both time and volume domains. The optimal schedule of pump and delivery operations is found at once. Results show that simultaneous injections lead to a better use of the transport capacity. 4 - A Multi-objective Analysis of a Facility Location Model Carlos Brizuela, Researcher, CICESE, Km. 107 Carr. Tijuan- Ensenada, Ensenada, BC, 22860, Mexico, cbrizuel@cicese.mx, Francisco López One way to deal with uncertainty in facility location problems is to consider various scenarios and optimize a criterion over all of them. Daskin et al. (1997) proposed a model that optimizes the worst-case performance over a set of scenarios. We follow their model and propose an evolutionary algorithm to study approximations to the tradeoff curves that relates reliability, average, and minimax regret. To do this we reformulate their model as a multi-objective optimization problem. 5 - Supply Chain Network Design for Segmented Markets with Service Level Differentiated Customers Navneet Vidyarthi, Assistant Professor, John Molson School of Business, Decision Sciences and MIS, 1455 De Maisonneuve West, Montréal, H3G1M8, Canada, navneetv@jmsb.concordia.ca Motivated by the strategic importance of response time, we consider the problem of designing a make-to-order supply chains for segmented markets with service-level differentiated customers. We present an iterative simulation based cutting plane method that relies on discrete-event simulation for the estimation of the servicelevel function and its subgradients. Computational results and some managerial insights are provided. ■ SC14 Aula 365- Third Floor Routing and Incentives Cluster: Game Theory and its Applications Invited Session Chair: Nicole Immorlica, Northwestern University, 2133 Sheridan Road, Evanston, IL, 60208, United States of America, nicimm@gmail.com 1 - How Secure are Secure Internet Routing Protocols? Sharon Goldberg, Postdoc Researcher, Microsoft Research New England, 1 Memorial Drive, 14FL, Cambridge, MA, 02142, United States of America, goldbe@microsoft.com Unlike classical shortest-path routing protocols, routing on the Internet is based on the economic relationships between nodes in the system. We study how these economic relationships play a role in traffic attraction attacks, where an attacker manipulates the protocol to draw traffic through its own network (and thus tamper/eavesdrop on traffic). We quantify the effectiveness of “secure” routing protocols in preventing these attacks using both theory and simulation on real network data. 2 - Incentive-compatible Interdomain Routing with Linear Utilities Evdokia Nikolova, Postdoctoral Associate, Massachusetts Institute of Technology, Stata Center, Room 32-G604, 32 Vassar Street, Cambridge, MA, 02138, United States of America, nikolova@MIT.edu We revisit the problem of incentive-compatible interdomain routing, examining the, quite realistic, special case in which the autonomous systems’ (ASes’) utilities are linear functions of the traffic in the incident links, and the traffic leaving each AS. We show that incentive-compatibility towards maximizing total welfare is achievable efficiently, and, in the uncapacitated case, by an algorithm that can be implemented by BGP, the standard protocol for interdomain routing. <strong>ALIO</strong> / INFORMS International – 2010 SC15 39 3 - Optimized Control of a Public Transport Service Enrico Malaguti, DEIS - University of Bologna, Bologna, Italy, enrico.malaguti@unibo.it, Nicolas Stier-Moses, Andrea Lodi, Tommaso Bonino We present a procedure for the performance control of an Operator of a public transport service. According to a game theoretical perspective, the more the control strategy is efficient, the less the Operator will have incentive to deviate from its contractual obligations. Thus, an improved control strategy will result in an increase of utility for the community. In addition, optimization helps in organizing the control, minimizes the associated cost and answers the related logistic questions. 4 - On Graphs Which can Induce Chinese Postman Games with a Non-empty Core Daniel Granot, Sauder School of Business, University of British Columbia, Vancouver, Canada, daniel.granot@sauder.ubc.ca, Frieda Granot We study the Chinese postman (CP) cooperative game induced by a connected, weighted, undirected graph G, wherein players reside at edges of G and a postman, starting from a post-office location (i.e., vertex of G), needs to traverse all edges, before returning to the post-office. We provide a complete characterization of all graphs for which there exists a positive weight function such that the induced CP game has a non-empty core. ■ SC15 Aula 351- Third Floor Fuzzy Sets and Fuzzy Logic for Knowledge Discovery, Knowledge Management and Decision Making I Sponsor: Data Mining: Knowledge Discovery and Data Mining for Decision Making Sponsored Session Chair: Rafael Espin, Professor, Instituto Superior Politécnico José Antonio Echeverría (CUJAE), CUJAE. Marianao, La Habana, CP 19930, Cuba, espin@ind.cujae.edu.cu 1 - A Based Arithmetic Mean Compensatory Logic Agustina Bouchet, Universidad Nacional de Mar del Plata, Signal Processing Lab., Electronic Department, Buenos Aires, Argentina, abouchet@fi.mdp.edu.ar, Juan Ignacio Pastore, Rafael Espin, Marcel Brun, Virginia Ballarin Compensatory Fuzzy Logic (CFL) is a multivalent logical model renouncing classical axioms to achieve a “sensitive system”. We define a CFL based on operations formed by new definition of conjunction and disjunction, different from those in the literature. We show that these operators satisfy the axioms needed to form a new logic. Through the definitions of the quantifiers is proved that the valid formulas of propositional calculus of the CFL are exactly the Boolean Propositional Calculus. 2 - A General Method for Knowledge Discovery using Compensatory Fuzzy Logic and Metaheuristics Alejandro Rosete, Cujae - Instituto Superior Politécnico José Antonio Echeverría, Ciudad de La Habana, Cuba, rosete@ceis.cujae.edu.cu, Rafael Espin, Taymí Ceruto Cordovés, Marlies Martínez This paper introduces a method for obtaining Compensatory Fuzzy Logic (CFL) predicates based on metaheuristic methods. Two representations of CFL predicates are studied: trees and vector. The main advantage of the approach is that it does not restrict the structure of the CFL predicate to rule, clusters, etc. In consequence, this approach can be seen as a general method for Knowledge Discovering. Some experimental results are also presented. 3 - Compensatory Negotiation Solution by Knowledge Engineering: A Recent Solution to N-person Cooperative Games Erick Gonzalez Caballero, Instituto Superior de Ciencias y Tecnologías Aplicadas, La Habana, Cuba, erickgc@instec.cu, Rafael Espin The Compensatory Negotiation Solution by Knowledge Engineering (CNSKE) is an improvement, created by the authors of this work, to the Fuzzy Negotiation Solution by Knowledge Engineering (FNSKE). CNSKE is a solution to n-person cooperative games which uses the Fuzzy Compensatory Logic instead the Fuzzy Probabilistic Logic, hence its membership functions can be interpreted semantically. Authors was proven the existence and uniqueness of the CNSKE and that it satisfies properties of rationality.
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