Mathematical Models and Simulation for Project
Portfolios Optimization
Rongzeng Cao, Wei Ding, and Bonnie Ray (IBM
China Research Lab)
Abstract:
Most organizations do not have sufficient resources to
meet all of their obligations; selecting which projects should be funded is
not just ranking projects and funding them "top-down" until resources are
depleted. Organizations need to balance the benefits that project portfolios
provide with their respective constraints and they need to do so in a
meaningful way. To address this problem, we propose using enterprise portfolio
analysis to reach the optimal projects mix and maximize the collective
benefits, while balancing other factors such as risk, dependency and budget
etc. Three extended mathematical models and revised dynamic programming
algorithms together with simulation optimization are proposed based on
solution of standard knapsack problem. Specifically, the proposed models and
algorithms are illustrated using an example from practices.
Comparison of On-line Scheduling Algorithms:
Quantifying the Effects of Shared Information Using a Simple Supply Chain
Model
Jairo Montoya-Torres (Universidad de La Sabana) and Gloria
Rodriguez-Verjan (Pontificia Universidad Javeriana)
Abstract:
Well-known information is essential for maintaining the
market enterprise position and for getting the global performance success in
the supply chain. In this paper, we are interested on the analysis, at the
operational level, of the production scheduling problem of a manufacturer in a
dynamic supply chain context. We consider a simple supply chain, whose members
are modeled in an aggregated way and considered as "single-resources". We
compare the performance of various scheduling algorithms implemented to solve
different scenarios of information sharing among the actors of the chain.
Information sharing situations using "look-ahead" algorithms are compared with
"myopic" ones from the literature in order to get some insights about the
impact of future shared information on the performance of dynamic production
scheduling strategies. Our results suggest an interesting improvement that
shows the importance of sharing future information without a considerable
computational effort.
Castelldefels Project: Modeling and Simulation of
the Computer System That Gives Support to the Virtual Campus of the Open
University of Catalonia
Angel A. Juan (Technical University of
Catalonia), Javier Faulin (Public University of Navarre) and Joan Manuel
Marques and Pau Fonseca (Open University of Catalonia)
Abstract:
In this paper we present a case study regarding the
modeling and simulation of a real computer system called Castelldefels. This
system gives support to the Virtual Campus of the Open University of Catalonia
(UOC), an online university that offers e-learning services to thousands of
users. After analyzing several alternatives, the OPNET software was selected
as the convenient tool for developing this network-simulation research. The
main target of the project was to provide the computer system's managers with
a realistic simulation model of their system. This model would allow the
managers: (i) to analyze the behavior of the current system in order to
discover possible performance problems such as bottlenecks, weak points in the
structure, among others, and (ii) to perform what-if analysis regarding future
changes in the system, including the addition of new Internet-based services,
variations in the number and types of users, changes in hardware or software
components.
Economic Assessment of Energy Systems with
Simulation and Linear Programming
Fermin Mallor, Cristina Azcarate,
and Rosa Blanco (Public University of Navarre)
Abstract:
Energy systems based on some natural renewal sources
have the drawback of a random input, making them a non reliable supplier of
energy. The regulation of the produced energy requires the introduction of new
equipment able to storage this energy. The advantage of these
transformation-storage systems is that the energy can be sold when the demand
is higher and then also the prices are higher. The disadvantages are two, the
costs of the new equipments and the lost of energy because of inefficiencies
in the transformation processes. Our purpose is to develop a simulation model
useful to the economic assessment of this type of energy systems. We also
consider the analysis of optimal management policies, which are obtained by
solving linear programming problems.
A Conceptual Model to Support the Integration of
Inter-organizational Healthcare Information Systems
Hongmei Chi
(Florida State University) and Lang Zhao (Florida A&M University )
Abstract:
The inability to share information across systems is
just one of the major impediments in the health care business that hinders
progress towards efficiency and cost-effectiveness. This poster investigates
workflow involvement of healthcare process in order to support and complement
the transition of information and tasks among different healthcare
organizations. This research examined dataflow between organizations. The
purpose of this study is to propose a conceptual model for integrating
healthcare information systems of various healthcare organizations. A case
study among pharmacy, hospital and clinic is presented in this paper. Our
experimental results show that this model is scalable and it can be easier to
extend to pervasive computing environment. Petri net is the primary method for
this model.
Application of the Traveling Salesman Problem
Heuristics to the Reallocation of Equipment in a Small-Size Bakery Aiming at
Minimizing Bread Production Time
Chin Yung Shih, Anselmo R. P.
Neto, and Eduardo V. G. Filho (School of Engineering of Sao Carlos)
Abstract:
This paper presents a case study of a small-size bakery
whose problem is the reallocation of production equipment. The owner of the
establishment intends to modify the current position of the warehouse, since
raw material must be handled along the production system in order to be
stored, jeopardizing the motion of bakers. This modification, though, would
affect the location of the remaining equipment. The reallocation of the
warehouse and equipment, obtained via the application of the travelling
salesman problem heuristics, will reduce the total distance covered by the
bakers, thereby avoiding the flow of raw material throughout the production
system, and possibly increasing throughput. Before the implementation of the
solutions generated by the heuristics, two simulation models will be created
in Arena software 5.0, one representing the current configuration, and the
other representing the proposed configuration, so as to validate the results.
Modeling The Indiana Coal Rail Transportation
Infrastructure
Thomas Brady (Purdue University North Central)
Abstract:
The United States possesses a vast railroad
infrastructure. Nearly one hundred forty thousand miles of rail exist across
the country that are shared by over five hundred railroad companies. The
railroad infrastructure is a driving force in the globalization of the US
economy. As cross country container traffic has increased, traditional rail
transport commodities such as coal have been forced to compete for scarce
locomotive and track right resources. This competition has increased the cost
of coal transportation. The state of Indiana ranks ninth nationally in the
number of miles of railroad tracks. Indiana also possesses vast coal reserves.
This paper presents the results of a project that used simulation to examine
the coal transportation rail infrastructure capacity in the state of Indiana
from the standpoint of increasing coal exports.
Combining Latin Hypercube Designs and
Discrete Event Simulation in a Study of a Surgical Unit
Christian
Dehlendorff, Murat Kulahci, and Klaus Kaae Andersen (Technical University of
Denmark)
Abstract:
In this article experiments on a discrete event
simulation model for an orthopaedic surgery are considered. The model is
developed as part of a larger project in cooperation with Copenhagen
University Hospital in Gentofte. Experiments on the model are performed by
using Latin Hypercube Designs. The parameter set consists of system settings
such as use of preparation room for sedation and the number of operating
rooms, as well as management decisions such as staffing, size of the recovery
room and the number of simultaneously active operating rooms. Sensitivity
analysis and optimization combined with meta-modeling are employed in search
for optimal setups. The primary objective in this article is to minimize time
spent by the patients in the system. The overall long-term objective for the
orthopaedic surgery unit is to minimize time lost during the pre- and post
operation activities for acute and elective surgery as well as dedicated
elective surgery.
Flight Time Allocation for a Fleet of Aircraft
through Reinforcement Learning
Ville Mattila (Helsinki University
of Technology)
Abstract:
Fighter aircraft are typically maintained periodically
on the basis of cumulated usage hours. In a fleet of aircraft, the timing of
the maintenance therefore depends on the allocation of flight time. A fleet
with limited maintenance resources is faced with a design problem in assigning
the aircraft to flight missions so that the overall amount of maintenance
needs will not exceed the maintenance capacity. We consider the assignment of
aircraft to flight missions as a Markov Decision Problem over a finite time
horizon. The average availability of aircraft is taken as the optimization
criterion. An efficient assignment policy is solved using a Reinforcement
Learning technique called Q-learning. We compare the performance of the
Q-learning algorithm to a set of heuristic assignment rules using problem
instances that involve varying number of aircraft and types of periodic
maintenance. Moreover, we consider the possibilities of practical
implementation of the produced solutions.
POD: The Structure of Simulation Software and Model
Reuse
Yariv N. Marmor and David Sinreich (Technion - Israel
Institute of Technology)
Abstract:
In recent years, Discrete Event Simulation (DES) has
emerged as the key technology for the design and analysis of systems, both in
manufacturing and services. We have developed a DES-methodology (POD) and a
tool that enable the automatic creation of a POD script from a working
simulation model and backwards. POD stands for Processes, Operations and Data,
to emphasize three key dimensions that differentiate DES systems from each
other. It facilitates the generalization of models and the reuse of existing
models for additional purposes with only minor changes, namely adjusting
(copying, pasting, or deleting) the details of the POD script. Using different
system components through copying and pasting of several generic components,
then running and checking the system, deciding if to reject or retry the
process, etc., enhances the learning process of the system and integrates
naturally with its modeling.
Randomless as a Critical Point: Simulation
Fitting Better Planning of Distribution Centers
Marcelo K. Fugihara
and Alain d'Audenhove (Belge Engenharia) and Neuton T. Karassawa (Ryder
Logistics)
Abstract:
The proposal of this paper is to show the importance of
using simulation technology in logistic operations studies for a Distribution
Center (DC). In addition, it will be presented a way as simulation technology
can generate several benefits in distribution centers projects, such as
providing a better resources and equipment sizing, number of docks for inbound
and outbound, flow of materials, layout, etc., preventing common sizing errors
when using only static analysis with spread sheets. In the last four years,
besides the project made by Belge at Ryder Logistics, we developed several
simulation projects for DCs in other companies like Unilever, Mclane, DHL-Exel
and observed that previous statics analysis typically implies in errors
varying between 20% to 60% when comparing with dynamic studies (simulated
models) and the real implementations.
Comparing the Use of Discrete-Event Simulation and
System Dynamics Models
Antuela A. Tako and Stewart Robinson
(University of Warwick)
Abstract:
System Dynamics (SD) and Discrete-Event Simulation
(DES) are two simulation approaches widely used in Operational Research.
Existing literature on how these approaches compare is scarce. The few
comparative studies found in the literature are mostly based on the authors’
personal opinions. Bringing the end user into the picture can give interesting
insights about how differently users perceive DES and SD simulation models.
This paper provides an empirical study on the comparison of the two simulation
approaches in terms of model use. We used a questionnaire survey with
executive MBA students in order to assess how different users find the two
simulation approaches in terms of understanding, complexity, model validity,
model usefulness and model results. Our results suggest that model users do
not perceive any significant differences between a DES and SD model.
DEVS Specification and Implementation of SIMAN Blocks
Using Modelica Language
Victorino Sanz, Alfonso Urquia, and
Sebastian Dormido (UNED)
Abstract:
Modelica is a general object-oriented simulation
language mainly based on non-causal modeling with mathematical equations. The
aim of our work is to develop a Modelica library, ARENALib, for discrete
process-oriented system modeling with comparable functionalities to Arena
Basic Process panel. It will provide, combined with the current Modelica
components for continuous system modeling, a good tool for modeling hybrid
systems. A first version of the library, with basic capabilities, is freely
available under GPL license. In this contribution an specification of the
Create, Dispose, Queue, Seize, Delay and Release SIMAN blocks using DEVS
formalism is presented. The implementation, in Modelica, of SIMANLib library
is based on these specifications. Create, Process and Dispose modules of
ARENALib have been reimplemented using SIMANLib blocks. A single server system
model is also discussed. Future work will consist of the development of more
SIMAN blocks to complete ARENALib modules and functionalities.
An Adaptive Metamodeling-based Method for
Simulation Optimization
Maria Guadalupe Villarreal Marroquin and
Mauricio Cabrera-Rios (Universidad Autonoma de Nuevo Leon)
Abstract:
In this work, a simulation optimization method is
proposed. The method starts with an initial design of experiments with which
an incumbent solution is obtained. At each iteration, a metamodel is obtained
using the available set of points and it is used to generate a new attractive
point where a simulation is performed. The simulated value of the new point is
compared against the incumbent for updating purposes. A series of stopping
criteria are evaluated and, if none is met, the new point is added to the
existing set of points and a new iteration begins. Otherwise, the method
stops. Preliminary results on the application of the method to several
examples point towards a quick convergence to highly attractive solutions with
a low number of simulations. The method is easy to follow and allows to be
coded in a convenient manner to be run with low computational resources.
Simulation of the Pig Iron Transportation System in
Companhia Siderurgica de Tubarao
Alain d'Audenhove and Bruno Miessa
de Barros (Belge Engenharia e Sistemas)
Abstract:
The objective of this paper is to present the
development of a simulation model involving materials handling in a large
steel company from Arcelor Group. The project had a return of more than 2
million USD and points to a kind of application that seems to be a typical
case where static analysis may cause great errors comparing to a dynamic one
(because the results were also observed in another Brazilian steel company).
The project focused in the processes involving pig iron transportation between
the blast furnaces and its discharge in the steelmaking plant. It allowed the
evaluation of several operational parameters such as for the 7.5 Mt/year
production rhythm, a great increase from the actual production of 5 Mt/year.
"Bottlenecks" in the flow were identified through the results and the
scenarios gave the support to the decision of increasing the number of
torpedo-cars and locomotives in the system.
Visual Support for Modeling and Simulation of Cell
Biological Systems
Andrea Unger, Susanne Biermann, Mathias John,
Adelinde M. Uhrmacher, and Heidrun Schumann (University of Rostock)
Abstract:
Cell biological systems are highly complex. They
consist of many heterogeneously acting and interacting subsystems with various
patterns of behavior, interaction and composition. To model and simulate these
processes, new formalisms and algorithms are required which can represent the
dynamic, multi-level structure. At this point new visualization techniques can
serve for facilitating the understanding of models and data as well as for
establishing and maintaining the communication with experts from other
research fields like biology and medicine. To take a closer look at these
potential applications we introduce a schema that outlines the iterative
workflow from the wet lab experiments to the simulation model and its
execution in a simulator. It moreover integrates comprehensive visual support
for the analysis of experiments, the generation and analysis of the model, the
analysis of simulation data, and the presentation of results to non-experts.
First application-specific visualization techniques are presented as examples.
A Comparison Between System Dynamics And Agent
Based Modeling And Opportunities For Cross-Fertilization
Luminita
Stemate and Codrin Pasca (Defence R&D Canada Valcartier) and Ivan Taylor
(Defence R&D Canada)
Abstract:
This work proposes a systematic approach to identify
opportunities for cross-fertilization between two modeling paradigms: System
Dynamics and Agent-Based Modeling. The motivation for this work is the
authors' belief that there are gains to be made by crossing the boundaries
between different domains of research, or different scientific approaches.
This paper presents a comparison between the two modeling approaches, which is
brought one step beyond the simple statement of the similarities and
differences between them by introducing the novel aspect of taking a
synergistic view specifically aimed at identifying a list of likely
opportunities for cross-fertilization. The list presented here is not
exhaustive and should be regarded more as a starting point than an ending
point, and an invitation to other scientists to take such synergistic views
even further.
Effectively Generating Random Test Data via Cellular
Automata
Hongmei Chi and Edward L. Jones (Florida A&M
University)
Abstract:
Testing is a costly process that is critical for
assessing system behavior. Random testing is a widely used testing method.
Generations of random test data are related to choices of random number
generators. Whenever test cases are generated, a random number generator is
chosen. This paper investigates the use of cellular automata, a generic
algorithm, in the generation of test data. Based on knowledge of the geometric
shape of the input domain and failure regions, we present methods for
effective generation of test data by using cellular automata. In addition, we
demonstrate by examples that cellular automata give an alternative method for
generating test data in high dimensions.
SOA-Conform Modeling as a High-level Standard for
Discrete Modeling and Simulation
Thomas Wiedemann (University of
Applied Science Dresden)
Abstract:
The paper discusses a new and powerful approach by
using Service Oriented Architectures (SOA). The integration of SOA-interfaces
in simulation systems connects them to the common IT-infrastructure of
ERP-systems, business process modeling systems and web-services. In addition,
the SOA standards BPMN and BPEL are also capable for simulation modeling. So
after 30 years without standards, the SOA technology can open a new chapter in
discrete simulation.
