Distribution of Healthcare resources II.Study and Comparison of a Linear Programming Problem and its Dual. Resolution and Evaluation of a Practical Case and its Programming using Excel and Win QSB.

[EN]This research had as primary objective to model different types of problems using linear programming and apply different methods so as to find an adequate solution to them. To achieve this objective, a linear programming problem and its dual were studied and compared. For that, linear programming techniques were provided and an introduction of the duality theory was given, analyzing the dual problem and the duality theorems. Then, a general economic interpretation was given and different optimal dual variables like shadow prices were studied through the next practical case: An aesthetic surgery hospital wanted to organize its monthly waiting list of four types of surgeries to maximize its daily income. To solve this practical case, we modelled the linear programming problem following the relationships between the primal problem and its dual. Additionally, we solved the dual problem graphically, and then we found the optimal solution of the practical case posed through its dual, following the different theorems of the duality theory. Moreover, how Complementary Slackness can help to solve linear programming problems was studied. To facilitate the solution Solver application of Excel and Win QSB programme were used.

Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization

In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration of the Lagrangian based procedures, the traditional aim consists of obtaining the solution value of the corresponding Lagrangian dual via solving scenario submodels once the nonanticipativity constraints have been dualized. Instead of considering a splitting variable representation over the set of scenarios, we propose to decompose the model into a set of scenario clusters. We compare the computational performance of the four Lagrange multiplier updating procedures, namely the Subgradient Method, the Volume Algorithm, the Progressive Hedging Algorithm and the Dynamic Constrained Cutting Plane scheme for different numbers of scenario clusters and different dimensions of the original problem. Our computational experience shows that the CLD bound and its computational effort depend on the number of scenario clusters to consider. In any case, our results show that the CLD procedures outperform the traditional LD scheme for single scenarios both in the quality of the bounds and computational effort. All the procedures have been implemented in a C++ experimental code. A broad computational experience is reported on a test of randomly generated instances by using the MIP solvers COIN-OR and CPLEX for the auxiliary mixed 0-1 cluster submodels, this last solver within the open source engine COIN-OR. We also give computational evidence of the model tightening effect that the preprocessing techniques, cut generation and appending and parallel computing tools have in stochastic integer optimization. Finally, we have observed that the plain use of both solvers does not provide the optimal solution of the instances included in the testbed with which we have experimented but for two toy instances in affordable elapsed time. On the other hand the proposed procedures provide strong lower bounds (or the same solution value) in a considerably shorter elapsed time for the quasi-optimal solution obtained by other means for the original stochastic problem.

Environmental Concerns in Water Pricing Policy: an Application of Data Envelopment Analysis (DEA)

25 p.

Aplicación de la Programación lineal a la asignación de personal en un centro de llamadas

[ES] La necesidad de gestionar y repartir eficazmente los recursos escasos entre las diferentes operaciones de las empresas, hacen que éstas recurran a aplicar técnicas de la Investigación de Operaciones. Éste es el caso de los centros de llamadas, un sector emergente y dinámico que se encuentra en constante desarrollo. En este sector, la administración del trabajo requiere de técnicas predictivas para determinar el número de trabajadores adecuado y así evitar en la medida de lo posible tanto el exceso como la escasez del mismo. Este trabajo se centrará en el estudio del centro de llamadas de emergencias 112 de Andalucía. Partiendo de los datos estadísticos del número medio de llamadas que se realiza en cada franja horaria, facilitados por la Junta de esta Comunidad Autónoma, formularemos y modelizaremos el problema aplicando la Programación Lineal. Posteriormente, lo resolveremos con dos programas de software, con la finalidad de obtener una distribución óptima de agentes que minimice el coste salarial, ya que supone un 65% del gasto de explotación total. Finalmente, mediante la teoría de colas, observaremos los tiempos de espera en cola y calcularemos el número objetivo de agentes que permita no sólo minimizar el coste salarial sino mejorar la calidad de servicio teniendo unos tiempos de espera razonables.

Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints

In this work we extend to the multistage case two recent risk averse measures for two-stage stochastic programs based on first- and second-order stochastic dominance constraints induced by mixed-integer linear recourse. Additionally, we consider Time Stochastic Dominance (TSD) along a given horizon. Given the dimensions of medium-sized problems augmented by the new variables and constraints required by those risk measures, it is unrealistic to solve the problem up to optimality by plain use of MIP solvers in a reasonable computing time, at least. Instead of it, decomposition algorithms of some type should be used. We present an extension of our Branch-and-Fix Coordination algorithm, so named BFC-TSD, where a special treatment is given to cross scenario group constraints that link variables from different scenario groups. A broad computational experience is presented by comparing the risk neutral approach and the tested risk averse strategies. The performance of the new version of the BFC algorithm versus the plain use of a state-of-the-artMIP solver is also reported.

Two-Stage Stochastic Optimization. An Application in the Third Sector

[en] It is known that most of the problems applied in the real life present uncertainty. In the rst part of the dissertation, basic concepts and properties of the Stochastic Programming have been introduced to the reader, also known as Optimization under Uncertainty. Moreover, since stochastic programs are complex to compute, we have presented some other models such as wait-and-wee, expected value and the expected result of using expected value. The expected value of perfect information and the value of stochastic solution measures quantify how worthy the Stochastic Programming is, with respect to the other models. In the second part, it has been designed and implemented with the modeller GAMS and the optimizer CPLEX an application that optimizes the distribution of non-perishable products, guaranteeing some nutritional requirements with minimum cost. It has been developed within Hazia project, managed by Sortarazi association and associated with Food Bank of Biscay and Basic Social Services of several districts of Biscay.