A robust reactive scheduling model for intensive care units

The ICU is an integral part of any hospital and is under great load from patient arrivals as well as resource limitations. Scheduling of patients in the ICU is complicated by the two general types; elective surgery and emergency arrivals. This complicated situation is handled by creating a tentative initial schedule and then reacting to uncertain arrivals as they occur. For most hospitals there is little or no flexibility in the number of beds that are available for use now or in the future. We propose an integer programming model to handle a parallel machine reacting system for scheduled and unscheduled arrivals.

Rostering ambulance services

This paper developed a model for rostering ambulance crew in order to maximise the coverage throughout a planning horizon and minimise the number of ambulance crew. Rostering Ambulance Services is a complex task, which considers a large number of conflicting rules related to various aspects such as limits on the number of consecutive work hours, the number of shifts worked by each ambulance staff and restrictions on the type of shifts assigned. The two-stage models are developed using nonlinear integer programming technique to determine the following sub-problems: the shift start times; the number of staff required to work for each shift; and a balanced schedule of ambulance staff. At the first stage, the first two sub-problems have been solved. At the second stage, the third sub-problem has been solved using the first stage outputs. Computational experiments with real data are conducted and the results of the models are presented.

Online scheduling in the operating theatre

Online scheduling is considered in this paper for the Operating Theatre. Robust elective schedules are determined in the offline environment prior to the day of surgery for the online environment. Changes to the offline schedule during project implementation are minimized using an online scheduling model that operates in real-time. The model aims to minimise cancellations of pre-scheduled elective patients whilst also allowing for additional scheduling of emergency cases, time permitting, which may arise during the schedules implementation. Surgical durations are modelled with a lognormal distribution. The single theatre case is solved and the computationally complex multiple theatre case, which is left for future work, is discussed.

Techniques for inserting additional trains into existing timetables

In this paper techniques for scheduling additional train services (SATS) are considered as is train scheduling involving general time window constraints, fixed operations, maintenance activities and periods of section unavailability. The SATS problem is important because additional services must often be given access to the railway and subsequently integrated into current timetables. The SATS problem therefore considers the competition for railway infrastructure between new services and existing services belonging to the same or different operators. The SATS problem is characterised as a hybrid job shop scheduling problem with time window constraints. To solve this problem constructive algorithm and metaheuristic scheduling techniques that operate upon a disjunctive graph model of train operations are utilised. From numerical investigations the proposed framework and associated techniques are tested and shown to be effective.

A sequencing approach for creating new train timetables

Train scheduling is a complex and time consuming task of vital importance. To schedule trains more accurately and efficiently than permitted by current techniques a novel hybrid job shop approach has been proposed and implemented. Unique characteristics of train scheduling are first incorporated into a disjunctive graph model of train operations. A constructive algorithm that utilises this model is then developed. The constructive algorithm is a general procedure that constructs a schedule using insertion, backtracking and dynamic route selection mechanisms. It provides a significant search capability and is valid for any objective criteria. Simulated Annealing and Local Search meta-heuristic improvement algorithms are also adapted and extended. An important feature of these approaches is a new compound perturbation operator that consists of many unitary moves that allows trains to be shifted feasibly and more easily within the solution. A numerical investigation and case study is provided and demonstrates that high quality solutions are obtainable on real sized applications.

Analysis of authenticated encryption stream ciphers

Authenticated Encryption (AE) is the cryptographic process of providing simultaneous confidentiality and integrity protection to messages. AE is potentially more efficient than applying a two-step process of providing confidentiality for a message by encrypting the message and in a separate pass, providing integrity protection by generating a Message Authentication Code (MAC) tag. This paper presents results on the analysis of three AE stream ciphers submitted to the recently completed eSTREAM competition. We classify the ciphers based on the methods the ciphers use to provide authenticated encryption and discuss possible methods for mounting attacks on these ciphers.

The distribution of the sample minimum-variance frontier

In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us to understand the impact of estimation error on the performance of in-sample optimal portfolios. Key Words: minimum-variance frontier; efficiency set constants; finite sample distribution

On the optimal capacity expansion of electric power systems

The analysis of investment in the electric power has been the subject of intensive research for many years. The efficient generation and distribution of electrical energy is a difficult task involving the operation of a complex network of facilities, often located over very large geographical regions. Electric power utilities have made use of an enormous range of mathematical models. Some models address time spans which last for a fraction of a second, such as those that deal with lightning strikes on transmission lines while at the other end of the scale there are models which address time horizons consisting of ten or twenty years; these usually involve long range planning issues. This thesis addresses the optimal long term capacity expansion of an interconnected power system. The aim of this study has been to derive a new, long term planning model which recognises the regional differences which exist for energy demand and which are present in the construction and operation of power plant and transmission line equipment. Perhaps the most innovative feature of the new model is the direct inclusion of regional energy demand curves in the nonlinear form. This results in a nonlinear capacity expansion model. After review of the relevant literature, the thesis first develops a model for the optimal operation of a power grid. This model directly incorporates regional demand curves. The model is a nonlinear programming problem containing both integer and continuous variables. A solution algorithm is developed which is based upon a resource decomposition scheme that separates the integer variables from the continuous ones. The decompostion of the operating problem leads to an interactive scheme which employs a mixed integer programming problem, known as the master, to generate trial operating configurations. The optimum operating conditions of each trial configuration is found using a smooth nonlinear programming model. The dual vector recovered from this model is subsequently used by the master to generate the next trial configuration. The solution algorithm progresses until lower and upper bounds converge. A range of numerical experiments are conducted and these experiments are included in the discussion. Using the operating model as a basis, a regional capacity expansion model is then developed. It determines the type, location and capacity of additional power plants and transmission lines, which are required to meet predicted electicity demands. A generalised resource decompostion scheme, similar to that used to solve the operating problem, is employed. The solution algorithm is used to solve a range of test problems and the results of these numerical experiments are reported. Finally, the expansion problem is applied to the Queensland electricity grid in Australia.

On the optimal capacity expansion of electric power systems

The analysis of investment in the electric power has been the subject of intensive research for many years. The efficient generation and distribution of electrical energy is a difficult task involving the operation of a complex network of facilities, often located over very large geographical regions. Electric power utilities have made use of an enormous range of mathematical models. Some models address time spans which last for a fraction of a second, such as those that deal with lightning strikes on transmission lines while at the other end of the scale there are models which address time horizons consisting of ten or twenty years; these usually involve long range planning issues. This thesis addresses the optimal long term capacity expansion of an interconnected power system. The aim of this study has been to derive a new, long term planning model which recognises the regional differences which exist for energy demand and which are present in the construction and operation of power plant and transmission line equipment. Perhaps the most innovative feature of the new model is the direct inclusion of regional energy demand curves in the nonlinear form. This results in a nonlinear capacity expansion model. After review of the relevant literature, the thesis first develops a model for the optimal operation of a power grid. This model directly incorporates regional demand curves. The model is a nonlinear programming problem containing both integer and continuous variables. A solution algorithm is developed which is based upon a resource decomposition scheme that separates the integer variables from the continuous ones. The decompostion of the operating problem leads to an interactive scheme which employs a mixed integer programming problem, known as the master, to generate trial operating configurations. The optimum operating conditions of each trial configuration is found using a smooth nonlinear programming model. The dual vector recovered from this model is subsequently used by the master to generate the next trial configuration. The solution algorithm progresses until lower and upper bounds converge. A range of numerical experiments are conducted and these experiments are included in the discussion. Using the operating model as a basis, a regional capacity expansion model is then developed. It determines the type, location and capacity of additional power plants and transmission lines, which are required to meet predicted electicity demands. A generalised resource decompostion scheme, similar to that used to solve the operating problem, is employed. The solution algorithm is used to solve a range of test problems and the results of these numerical experiments are reported. Finally, the expansion problem is applied to the Queensland electricity grid in Australia

Dwell-time and run-time control for DC mass rapid transit railways

Dwell times at stations and inter-station run times are the two major operational parameters to maintain train schedule in railway service. Current practices on dwell-time and run-time control are that they are only optimal with respect to certain nominal traffic conditions, but not necessarily the current service demand. The advantages of dwell-time and run-time control on trains are therefore not fully considered. The application of a dynamic programming approach, with the aid of an event-based model, to devise an optimal set of dwell times and run times for trains under given operational constraints over a regional level is presented. Since train operation is interactive and of multi-attributes, dwell-time and run-time coordination among trains is a multi-dimensional problem. The computational demand on devising trains' instructions, a prime concern in real-time applications, is excessively high. To properly reduce the computational demand in the provision of appropriate dwell times and run times for trains, a DC railway line is divided into a number of regions and each region is controlled by a dwell- time and run-time controller. The performance and feasibility of the controller in formulating the dwell-time and run-time solutions for real-time applications are demonstrated through simulations.

Coast control for mass rapid transit railways with searching methods

With daily commercial and social activity in cities, regulation of train service in mass rapid transit railways is necessary to maintain service and passenger flow. Dwell-time adjustment at stations is one commonly used approach to regulation of train service, but its control space is very limited. Coasting control is a viable means of meeting the specific run-time in an inter-station run. The current practice is to start coasting at a fixed distance from the departed station. Hence, it is only optimal with respect to a nominal operational condition of the train schedule, but not the current service demand. The advantage of coasting can only be fully secured when coasting points are determined in real-time. However, identifying the necessary starting point(s) for coasting under the constraints of current service conditions is no simple task as train movement is governed by a large number of factors. The feasibility and performance of classical and heuristic searching measures in locating coasting point(s) is studied with the aid of a single train simulator, according to specified inter-station run times.

Conflict resolution through negotiation in a railway open access market : a multi-agent system approach

Open access reforms to railway regulations allow multiple train operators to provide rail services on a common infrastructure. As railway operations are now independently managed by different stakeholders, conflicts in operations may arise, and there have been attempts to derive an effective access charge regime so that these conflicts may be resolved. One approach is by direct negotiation between the infrastructure manager and the train service providers. Despite the substantial literature on the topic, few consider the benefits of employing computer simulation as an evaluation tool for railway operational activities such as access pricing. This article proposes a multi-agent system (MAS) framework for the railway open market and demonstrates its feasibility by modelling the negotiation between an infrastructure provider and a train service operator. Empirical results show that the model is capable of resolving operational conflicts according to market demand.