題 目:Reliable Facility Location Design Under Uncertain Correlated Disruptions
主講人:冉倫(管理科學與工程系)
時 間:2015年6月30日(星期二)中午12:00-13:00
地 點:主樓418會議室
主講人簡介:
冉倫,男,偉德國際1946bv官網(wǎng)管理與經(jīng)濟學院管理科學與工程專業(yè)教授、博士生導師。偉德國際1946bv官網(wǎng)系統(tǒng)風險研究中心副主任,兼任國家自然科學基金委員會管理科學部流動項目主任。2010年度入選教育部“新世紀優(yōu)秀人才支持計劃”,美國加州大學伯克利分校工業(yè)工程與運籌學系訪問學者。主要從事數(shù)據(jù)驅動的管理科學建模方法、物流與供應鏈管理、醫(yī)療運營管理、收益管理等領域的研究。在國內(nèi)外重要學術刊物及會議上發(fā)表學術論文30余篇,其中被SCI和EI收錄20余篇。獲得國防科技進步三等獎1項。主持教育部新世紀優(yōu)秀人才支持計劃1項、國家自然科學基金2項、北京市自然科學基金1項,國家郵政局、中國華油集團公司等政府及企業(yè)委托項目十余項。入選首屆“偉德國際1946bv官網(wǎng)優(yōu)秀青年教師資助計劃”及“二次擇優(yōu)資助”,獲得北京市第八屆、第九屆青年優(yōu)秀科技論文二等獎。擔任國家自然科學基金、航空基金、教育部人文社科基金、中國博士后基金等項目的評審專家。目前,擔任北京系統(tǒng)工程學會理事,中國系統(tǒng)工程學會青年工作委員會委員,國家核應急響應技術支持中心專家委員會委員,Asia-Pacific Journal of Operational Research(SCI期刊)副主編,多個國內(nèi)外學術期刊審稿人。
內(nèi)容簡介:
Most previous studies on reliable facility location design assume that disruptions at different locations are independent. In this paper, we present a model that allows disruptions to be correlated with an uncertain joint distribution, and we apply distributionally robust optimization to minimize the expected cost under the worst-case distribution with given marginal disruption probabilities. The worst-case distribution has a practical interpretation with disruption propagation, and its sparse structure allows solving the problem efficiently. Our numerical results show that ignoring disruption correlation could lead to significant loss that increases dramatically in key factors such as source disaster probability, disruption propagation effect, and service interruption penalty. On the other hand, the robust model results in very low regret, even when disruptions are independent, and starts to outperform the model assuming independence when disruptions are mildly correlated. Most of the benefit of the robust model can be captured with a very low additional cost, which makes it easy to implement. Given these advantages, we believe that the robust model can serve as a promising alternative approach for solving reliable facility location problems.
(承辦: 管理科學與工程系 、科研與學術交流中心)