Herramientas de gestión de compromiso para trabajadores del conocimiento

El objetivo de la línea de investigación seguida en esta tesis consiste en identificar palancas de gestión de las personas en las organizaciones que permitan mejorar su rendimiento mediante la gestión del compromiso de los profesionales de las organizaciones inmersas en la denominada sociedad del conocimiento. Para identificar dichas palancas se analizan algunos de los factores que, según la literatura científica, tienen como consecuencia cambios en la productividad, como son el compromiso organizacional y las conductas cívicas dentro de la organización. También, por su actualidad y relevancia en las prácticas de gestión de recursos humanos, se han analizado el impacto que tienen en estos factores en las prácticas empresariales que permiten conciliar vida profesional y personal el efecto del género en las distintas variables analizadas. Por todo lo anterior, en la investigación se analizan algunos de los factores de carácter psicosocial que promueven el compromiso en una organización, y se profundiza en dos conceptos: el análisis del compromiso de los profesionales con la organización para la que trabajan, y los comportamientos de ciudadanía organizativa que se exhiben en la organización por sus miembros. Para ello, se realiza un encuadramiento teórico de los siguientes conceptos: el compromiso como eje del trabajo; la ciudadanía organizativa como modelo cultural de la organización que promueve el compromiso; el rol de los líderes; los efectos de las políticas de conciliación; las diferencias de percepciones derivadas del género y un sistema de revisión de retributiva eficiente y coherente con el marco conceptual planteado. La metodología seleccionada para este trabajo ha sido el análisis en profundidad del caso de una empresa española, Red Eléctrica de España a través de tres pilares básicos: el primero consiste en el análisis exhaustivo de los datos obtenidos en las dos encuestas de clima social que dicha empresa realizó en el período 2006-2009; el segundo se centra en el desarrollo de un modelo matemático para el cálculo eficiente de recompensas salariales a través de un modelo de optimización; y el tercero es la consecuencia del conocimiento profundo que el autor tiene de la propia empresa, su cultura y funcionamiento, fruto de su experiencia profesional como directivo en el área de desarrollo de recursos humanos, función que desempeñó en la organización durante nueve años. En el análisis de este caso se ha investigado la influencia del género en el compromiso y la ciudadanía organizativa de los empleados de dicha organización, para identificar las diferencias de percepción que puedan ser explicadas por el género en una empresa muy masculina como es aquella. También, se ha incluido en este estudio de caso el análisis del efecto que presentan las medidas de conciliación en el compromiso de los empleados, por la relevancia que tiene este asunto en el panorama laboral español actual. Este análisis permite conocer hasta qué punto son o no motivadoras estas medidas en la organización analizada y, como consecuencia de ello, el tipo de gestión más oportuna de las mismas para conseguir no sólo los fines sociales que pretenden, garantizar que los empleados puedan compatibilizar sus exigencias laborales con una vida personal adecuada, sino también mejorar el clima, productividad y compromiso de éstos con la empresa. Para completar este análisis del caso, se han identificado de forma analítica los factores que mejor explican el clima de la organización y se ha concluido el papel central de la dirección que se concreta en la actuación de cada jefe, como motor del clima social en el equipo que dirige. Dado que la tesis pivota sobre el papel relevante que tiene la generación de una cultura de ciudadanía organizativa, se ha complementado el análisis con el desarrollo una herramienta de cálculo que facilita la determinación de los incrementos de la retribución fija de acuerdo con los principios de transparencia, equidad y justicia acordes con el modelo de empresa que promueve la virtud cívica de las personas empleadas en ella. Para ello se ha desarrollado un nuevo método de cálculo del incremento de retribución fija mediante un modelo analítico innovador y compacto de programación lineal entera mixta. Este modelo permite a las organizaciones realizar diseños de política retributiva de forma sencilla y rápida, a la vez que facilita la transparencia de las mismas en el proceso de gestión de la compensación. No se ha abordado el asunto de la determinación de la retribución variable, por ser un asunto relativamente menos complejo y profusamente tratado en la práctica directiva de las empresas. La primera de las conclusiones de la investigación realizada se refiere a los aspectos de la cultura organizativa que pueden identificarse como motores del compromiso. Se concluye que en el caso de estudio hay una fuerte relación mutua entre los rasgos que definen el compromiso emocional y los rasgos que determinan un comportamiento caracterizado como de ciudadanía organizativa. Se ha encontrado una correlación significativa y alta entre indicadores de compromiso y factores que recogen comportamientos de ciudadanía organizativa, correlación muy notable tanto para los factores de compromiso racional como para los de compromiso emocional. También se ha evidenciado que la correlación entre compromiso emocional y rasgos de comportamientos de ciudadanía organizacional es mayor que la que aparece entre compromiso racional y rasgos de comportamientos de ciudadanía organizacional. Desde el punto de vista de la práctica de gestión de recursos humanos, estas relaciones indican la conveniencia de promover una cultura organizacional basada en los principios de la ciudadanía organizativa para alcanzar altos niveles de compromiso emocional de los profesionales y mejorar la eficiencia organizativa. La segunda de las conclusiones se refiere al efecto de las políticas de conciliación en las organizaciones. Sobre este asunto se concluye que en el caso de estudio no puede considerarse que las medidas de conciliación tengan una fuerte relación con el compromiso emocional, y menos que puedan considerarse directamente una herramienta de generación de compromiso emocional. Sin embargo, sí que se detecta una cierta relación entre las percepciones de conciliación y de compromiso con la organización, y sobre todo, con el compromiso racional con la organización, que puede tener que ver con que para los empleados de la organización analizada, las medidas de conciliación son consideradas como una parte más de las condiciones laborales que ofrece la organización a los trabajadores. La tercera conclusión se refiere a la relación entre el género de los trabajadores y su nivel de compromiso y de ciudadanía organizativa. En el caso de estudio no se identifica una relación entre el género y el nivel de compromiso de los profesionales ni tampoco con la percepción de ciudadanía organizativa, variando la situación del período 2006 al período 2009. La cuarta conclusión se refiere al impacto que la actuación de los líderes (jefes) tiene en el clima social. En el caso de estudio, la actuación de los directivos y el nivel de compromiso que genera en los profesionales explica por sí sola más de un tercio de la varianza del clima organizativo, entendido como tal el que refleja el conjunto global de preguntas que constituyen la encuesta de clima del caso de estudio. Del análisis realizado se concluye que en el caso de estudio la percepción que los empleados tienen de sus jefes tiene un efecto relevante sobre el resto de percepciones de compromiso, ciudadanía organizativa y otros factores que conforman el clima social de la organización. La quinta y última conclusión supone la aportación de un modelo novedoso de cálculo de la recompensa económica coherente con un modelo de gestión empresarial mediante una cultura de ciudadanía organizativa. La solución que obtiene este modelo es el incremento salarial individual de cada profesional, que tiene en cuenta su rendimiento, posicionamiento salarial y encuadramiento profesional. Además de las restricciones presupuestarias, se consideran los principios de transparencia, equidad y justicia coherentes con el modelo conceptual planteado. La principal contribución de este trabajo es la formulación matemática de los criterios cualitativos que se emplean habitualmente en el proceso de revisión salarial. El método planteado supone una innovación que permite automatizar la metodología tradicional de gestión de incrementos salariales basados en matrices de incremento, así como evitar la aplicación de limitaciones en las valoraciones de desempeño derivadas de las restricciones presupuestarias que toda organización tiene. De esta manera se puede disponer de un mecanismo de revisión salarial que tiene en cuenta el desempeño de los profesionales, pero que permite la gestión “desacoplada” de la evaluación de rendimiento y la actualización de la retribución fija. ABSTRACT The aim of the research pursued in this thesis is to identify some human resources management levers in organizations to improve their performance through individual’s commitment management, focusing in organizations immersed in the so-called knowledge society. In order to find out these levers, the author analysed some of the psychosocial factors that promote engagement to the organizations and, according to the scientific literature, have effects in their productivity. These factors analysed are organisational commitment and citizenship behaviours. Additionally, the investigation also focuses on work-life balance policies and gender considerations, because of their relevance and topicality for the human resources’ policies. In the light of this, the investigation focuses on some of the psychosocial factors that promote organisational commitment, and delves into two concepts: the analysis of the commitment of professionals to the organization for which they work, and the organizational citizenship behaviours exhibited in the organization by its members. For this, a theoretical framework is performed for the following items: the professional’s commitment which is the pillar of this work; the organisational citizenship as a cultural model to promote that commitment; the role of the leaders; the effects of the work-life balance policies; the different perceptions of the professionals because of their gender; and an efficient salary review system, which is coherent with the conceptual framework set. The methodology selected for this work was the analysis in depth of the case of a Spanish company, Red Eléctrica de España, through three basic subjects: the first consists of a thorough analysis of the data obtained in the two work climate surveys made by this company in 2006 and 2009; the second focuses on the development of a mathematical model for calculating efficient salary reviews through an optimization model; and the third is the result of the author’s deep understanding of the company, its culture and its performance because of his professional experience as a manager in the area of human resource development, which was his role in the organization for nine years. The author investigated in the analysis of this case about the influence of gender on the employees’ organizational commitment and citizenship behaviours, in order to find out perception differences that can be explained by the highly masculine organisational culture such Red Eléctrica de España had during the studied period. Additionally, because of the importance of the work-life balance promotion in the Spanish labour scene, the case study analysis includes their effect in the employees’ commitment. This analysis allows to know motivating are these measures in the studied organization and, as a result, the most appropriate type of management thereof for social purposes, not only intended to ensure that employees can balance their work and personal demands, but also improving the work climate, the productivity and the organisational commitment. The investigation identifies the factors which best explain the work climate of the organization and concludes the central role of the leadership, embodied in the performance of every manager, to boost the work climate in their teams. Since this thesis pivots on the important role the generation of a culture of organizational citizenship has, the investigation has been complemented with the development of a analytic tool that facilitates the calculation of the salary review increments according to the principles of transparency, equity and justice in line with a work culture that promotes organisational citizenship behaviours. For this, this works develops a new method for calculating fixed salary increases through an innovative and compact mixed integer linear programming model. This model enables organizations to design compensation policies easily and quickly, and facilitates the transparency of the compensation management system. The method for determining variable remuneration has not been addressed because it is relatively less complex issue and widely discussed. The first conclusion of the conducted investigation concerns aspects of organizational culture that could be identified as commitment drivers. In the case study exists a strong and mutual relationship between the characteristics defining the emotional commitment and the organisational citizenship behaviours. The investigation has found out a meaningful and high correlation between indicators of commitment and the factors collecting organizational citizenship behaviour. This correlation with organisational citizenship is remarkable for both, rational and emotional, commitment. The correlation between organizational citizenship behaviours and emotional commitment and is greater than the one with rational commitment. From the practitioner point of view, these relationships show the importance of promoting an organizational culture based on the principles of organizational citizenship to achieve high levels of emotional engagement of professionals and improve organizational efficiency. The second conclusion relates to the effect of work-life balance policies in organizations. On this matter, the investigation concludes that for the case study, work-life balance measures do not have a strong relationship with the emotional commitment, and unless they can be usually considered as a tool to improve employees’ emotional commitment. However, a certain relationship between perceptions of work-life facilities and organisational commitment exists, especially with the rational commitment to the organization. This relationship appears because for employees of the analysed organization, work-life balance measures could be considered as a part of working conditions offered to them by the organization. The third conclusion concerns the relationship between the gender of workers and their level of commitment and organizational citizenship. In this case study, there is not any relationship between gender and the professional’s commitment level nor the perception of organizational citizenship; and the situation varies during the period studied. The fourth conclusion refers to the impact that the actions of the leaders have on the work climate. In the case study, the performance of management and the level of commitment generated, explains more than a third of the variance of work climate - understood as such reflecting the overall set of questions that constitute the work climate survey -. The analysis concludes that in the case study perception that employees have of their leaders has a significant effect on the rest of perceptions of commitment, organizational citizenship and other factors making the work climate of the organization. The fifth and last conclusion represents the contribution of a new model for calculating the salary increment, coherent with a corporate citizenship management culture. The solution obtained from this model consists of salary increases for each employee; these increases consider the employee’s professional performance, salary level relative to peers within the organization, and professional group. In addition to budget constraints, we modelled other elements typical of compensation systems, such as equity and justice. The major contribution of this work is the mathematical formulation of the criteria that are typically the basis for salary management. The compact formulation and the ease of obtaining the optimal solution facilitate its use in large companies that maintain very high levels of homogeneity across employees. Designing different strategies for specific groups within a company is also possible. A major benefit of this method is that it allows a company to independently manage its salary and assessment policies. Because obtaining salary-revision matrices without using the mathematical model we present in this paper is typically done iteratively by tuning previously defined matrices, managers commonly tune values for assessing employee performance to ensure that salary increases and performance assessments are consistent; however, this distorts the evaluation process and decreases employee motivation. In this MILP model, employee performance is only one parameter of several input parameters used in designing a salary policy that is independent of the results of performance-assessment values.

Applications of Formal Languages to Management of Manned and Unmanned Aircraft

En el futuro, la gestión del tráfico aéreo (ATM, del inglés air traffic management) requerirá un cambio de paradigma, de la gestión principalmente táctica de hoy, a las denominadas operaciones basadas en trayectoria. Un incremento en el nivel de automatización liberará al personal de ATM —controladores, tripulación, etc.— de muchas de las tareas que realizan hoy. Las personas seguirán siendo el elemento central en la gestión del tráfico aéreo del futuro, pero lo serán mediante la gestión y toma de decisiones. Se espera que estas dos mejoras traigan un incremento en la eficiencia de la gestión del tráfico aéreo que permita hacer frente al incremento previsto en la demanda de transporte aéreo. Para aplicar el concepto de operaciones basadas en trayectoria, el usuario del espacio aéreo (la aerolínea, piloto, u operador) y el proveedor del servicio de navegación aérea deben negociar las trayectorias mediante un proceso de toma de decisiones colaborativo. En esta negociación, es necesaria una forma adecuada de compartir dichas trayectorias. Compartir la trayectoria completa requeriría un gran ancho de banda, y la trayectoria compartida podría invalidarse si cambiase la predicción meteorológica. En su lugar, podría compartirse una descripción de la trayectoria independiente de las condiciones meteorológicas, de manera que la trayectoria real se pudiese calcular a partir de dicha descripción. Esta descripción de la trayectoria debería ser fácil de procesar usando un programa de ordenador —ya que parte del proceso de toma de decisiones estará automatizado—, pero también fácil de entender para un operador humano —que será el que supervise el proceso y tome las decisiones oportunas—. Esta tesis presenta una serie de lenguajes formales que pueden usarse para este propósito. Estos lenguajes proporcionan los medios para describir trayectorias de aviones durante todas las fases de vuelo, desde la maniobra de push-back (remolcado hasta la calle de rodaje), hasta la llegada a la terminal del aeropuerto de destino. También permiten describir trayectorias tanto de aeronaves tripuladas como no tripuladas, incluyendo aviones de ala fija y cuadricópteros. Algunos de estos lenguajes están estrechamente relacionados entre sí, y organizados en una jerarquía. Uno de los lenguajes fundamentales de esta jerarquía, llamado aircraft intent description language (AIDL), ya había sido desarrollado con anterioridad a esta tesis. Este lenguaje fue derivado de las ecuaciones del movimiento de los aviones de ala fija, y puede utilizarse para describir sin ambigüedad trayectorias de este tipo de aeronaves. Una variante de este lenguaje, denominada quadrotor AIDL (QR-AIDL), ha sido desarrollada en esta tesis para permitir describir trayectorias de cuadricópteros con el mismo nivel de detalle. Seguidamente, otro lenguaje, denominado intent composite description language (ICDL), se apoya en los dos lenguajes anteriores, ofreciendo más flexibilidad para describir algunas partes de la trayectoria y dejar otras sin especificar. El ICDL se usa para proporcionar descripciones genéricas de maniobras comunes, que después se particularizan y combinan para formar descripciones complejas de un vuelo. Otro lenguaje puede construirse a partir del ICDL, denominado flight intent description language (FIDL). El FIDL especifica requisitos de alto nivel sobre las trayectorias —incluyendo restricciones y objetivos—, pero puede utilizar características del ICDL para proporcionar niveles de detalle arbitrarios en las distintas partes de un vuelo. Tanto el ICDL como el FIDL han sido desarrollados en colaboración con Boeing Research & Technology Europe (BR&TE). También se ha desarrollado un lenguaje para definir misiones en las que interactúan varias aeronaves, el mission intent description language (MIDL). Este lenguaje se basa en el FIDL y mantiene todo su poder expresivo, a la vez que proporciona nuevas semánticas para describir tareas, restricciones y objetivos relacionados con la misión. En ATM, los movimientos de un avión en la superficie de aeropuerto también tienen que ser monitorizados y gestionados. Otro lenguaje formal ha sido diseñado con este propósito, llamado surface movement description language (SMDL). Este lenguaje no pertenece a la jerarquía de lenguajes descrita en el párrafo anterior, y se basa en las clearances (autorizaciones del controlador) utilizadas durante las operaciones en superficie de aeropuerto. También proporciona medios para expresar incertidumbre y posibilidad de cambios en las distintas partes de la trayectoria. Finalmente, esta tesis explora las aplicaciones de estos lenguajes a la predicción de trayectorias y a la planificación de misiones. El concepto de trajectory language processing engine (TLPE) se usa en ambas aplicaciones. Un TLPE es una función de ATM cuya principal entrada y salida se expresan en cualquiera de los lenguajes incluidos en la jerarquía descrita en esta tesis. El proceso de predicción de trayectorias puede definirse como una combinación de TLPEs, cada uno de los cuales realiza una pequeña sub-tarea. Se le ha dado especial importancia a uno de estos TLPEs, que se encarga de generar el perfil horizontal, vertical y de configuración de la trayectoria. En particular, esta tesis presenta un método novedoso para la generación del perfil vertical. El proceso de planificar una misión también se puede ver como un TLPE donde la entrada se expresa en MIDL y la salida consiste en cierto número de trayectorias —una por cada aeronave disponible— descritas utilizando FIDL. Se ha formulado este problema utilizando programación entera mixta. Además, dado que encontrar caminos óptimos entre distintos puntos es un problema fundamental en la planificación de misiones, también se propone un algoritmo de búsqueda de caminos. Este algoritmo permite calcular rápidamente caminos cuasi-óptimos que esquivan todos los obstáculos en un entorno urbano. Los diferentes lenguajes formales definidos en esta tesis pueden utilizarse como una especificación estándar para la difusión de información entre distintos actores de la gestión del tráfico aéreo. En conjunto, estos lenguajes permiten describir trayectorias con el nivel de detalle necesario en cada aplicación, y se pueden utilizar para aumentar el nivel de automatización explotando esta información utilizando sistemas de soporte a la toma de decisiones. La aplicación de estos lenguajes a algunas funciones básicas de estos sistemas, como la predicción de trayectorias, han sido analizadas. ABSTRACT Future air traffic management (ATM) will require a paradigm shift from today’s mainly tactical ATM to trajectory-based operations (TBOs). An increase in the level of automation will also relieve humans —air traffic control officers (ATCOs), flight crew, etc.— from many of the tasks they perform today. Humans will still be central in this future ATM, as decision-makers and managers. These two improvements (TBOs and increased automation) are expected to provide the increase in ATM performance that will allow coping with the expected increase in air transport demand. Under TBOs, trajectories are negotiated between the airspace user (an airline, pilot, or operator) and the air navigation service provider (ANSP) using a collaborative decision making (CDM) process. A suitable method for sharing aircraft trajectories is necessary for this negotiation. Sharing a whole trajectory would require a high amount of bandwidth, and the shared trajectory might become invalid if the weather forecast changed. Instead, a description of the trajectory, decoupled from the weather conditions, could be shared, so that the actual trajectory could be computed from this trajectory description. This trajectory description should be easy to process using a computing program —as some of the CDM processes will be automated— but also easy to understand for a human operator —who will be supervising the process and making decisions. This thesis presents a series of formal languages that can be used for this purpose. These languages provide the means to describe aircraft trajectories during all phases of flight, from push back to arrival at the gate. They can also describe trajectories of both manned and unmanned aircraft, including fixedwing and some rotary-wing aircraft (quadrotors). Some of these languages are tightly interrelated and organized in a language hierarchy. One of the key languages in this hierarchy, the aircraft intent description language (AIDL), had already been developed prior to this thesis. This language was derived from the equations of motion of fixed-wing aircraft, and can provide an unambiguous description of fixed-wing aircraft trajectories. A variant of this language, the quadrotor AIDL (QR-AIDL), is developed in this thesis to allow describing a quadrotor aircraft trajectory with the same level of detail. Then, the intent composite description language (ICDL) is built on top of these two languages, providing more flexibility to describe some parts of the trajectory while leaving others unspecified. The ICDL is used to provide generic descriptions of common aircraft manoeuvres, which can be particularized and combined to form complex descriptions of flight. Another language is built on top of the ICDL, the flight intent description language (FIDL). The FIDL specifies high-level requirements on trajectories —including constraints and objectives—, but can use features of the ICDL to provide arbitrary levels of detail in different parts of the flight. The ICDL and FIDL have been developed in collaboration with Boeing Research & Technology Europe (BR&TE). Also, the mission intent description language (MIDL) has been developed to allow describing missions involving multiple aircraft. This language is based on the FIDL and keeps all its expressive power, while it also provides new semantics for describing mission tasks, mission objectives, and constraints involving several aircraft. In ATM, the movement of aircraft while on the airport surface also has to be monitored and managed. Another formal language has been designed for this purpose, denoted surface movement description language (SMDL). This language does not belong to the language hierarchy described above, and it is based on the clearances used in airport surface operations. Means to express uncertainty and mutability of different parts of the trajectory are also provided. Finally, the applications of these languages to trajectory prediction and mission planning are explored in this thesis. The concept of trajectory language processing engine (TLPE) is used in these two applications. A TLPE is an ATM function whose main input and output are expressed in any of the languages in the hierarchy described in this thesis. A modular trajectory predictor is defined as a combination of multiple TLPEs, each of them performing a small subtask. Special attention is given to the TLPE that builds the horizontal, vertical, and configuration profiles of the trajectory. In particular, a novel method for the generation of the vertical profile is presented. The process of planning a mission can also be seen as a TLPE, where the main input is expressed in the MIDL and the output consists of a number of trajectory descriptions —one for each aircraft available in the mission— expressed in the FIDL. A mixed integer linear programming (MILP) formulation for the problem of assigning mission tasks to the available aircraft is provided. In addition, since finding optimal paths between locations is a key problem to mission planning, a novel path finding algorithm is presented. This algorithm can compute near-shortest paths avoiding all obstacles in an urban environment in very short times. The several formal languages described in this thesis can serve as a standard specification to share trajectory information among different actors in ATM. In combination, these languages can describe trajectories with the necessary level of detail for any application, and can be used to increase automation by exploiting this information using decision support tools (DSTs). Their applications to some basic functions of DSTs, such as trajectory prediction, have been analized.

Optimización (curso 2011-2012)

Material docente de la asignatura «Simulación y Optimización de procesos químicos». Parte de Optimización OPTIMIZACIÓN TEMA 6. Conceptos Básicos 6.1 Introducción. Desarrollo histórico de la optimización de procesos. 6.2 Funciones y regiones cóncavas y convexas. 6.3 Optimización sin restricciones. 6.4 Optimización con restricciones de igualdad y desigualdad. Condiciones de optimalidad de Karush Khun Tucker 6.5 Interpretación de los Multiplicadores de Lagrange. TEMA 7. Programación lineal 7.1 Introducción. Planteamiento del problema en forma canónica y forma estándar. 7.2 Teoremas de la programación lineal 7.3 Resolución gráfica 7.4 Resolución en forma de tabla. El método simplex. 7.5 Variables artificiales. Método de la Gran M y método de las dos fases. 7.6 Conceptos básicos de dualidad. TEMA 8. Programación no lineal 8.1 Repaso de métodos numéricos de optimización sin restricciones 8.2 Optimización con restricciones. Fundamento de los métodos de programación cuadrática sucesiva y de gradiente reducido. TEMA 9. Introducción a la programación lineal y no lineal con variables discretas. 9.1 Conceptos básicos para la resolución de problemas lineales con variables discretas.(MILP, mixed integer linear programming) 9.2 Introducción a la programación no lineal con variables continuas y discretas (MINLP mixed integer non linear programming) 9.3 Modelado de problemas con variables binarias: 9.3.1 Conceptos básicos de álgebra de Boole 9.3.2 Transformación de expresiones lógicas a expresiones algebraicas 9.3.3 Modelado con variables discretas y continuas. Formulación de envolvente convexa y de la gran M.

Combined simulation-optimization methodology for the design of environmental conscious absorption systems

This work addresses the optimization of ammonia–water absorption cycles for cooling and refrigeration applications with economic and environmental concerns. Our approach combines the capabilities of process simulation, multi-objective optimization (MOO), cost analysis and life cycle assessment (LCA). The optimization task is posed in mathematical terms as a multi-objective mixed-integer nonlinear program (moMINLP) that seeks to minimize the total annualized cost and environmental impact of the cycle. This moMINLP is solved by an outer-approximation strategy that iterates between primal nonlinear programming (NLP) subproblems with fixed binaries and a tailored mixed-integer linear programming (MILP) model. The capabilities of our approach are illustrated through its application to an ammonia–water absorption cycle used in cooling and refrigeration applications.

Hybrid simulation-optimization based approach for the optimal design of single-product biotechnological processes

In this work, we present a systematic method for the optimal development of bioprocesses that relies on the combined use of simulation packages and optimization tools. One of the main advantages of our method is that it allows for the simultaneous optimization of all the individual components of a bioprocess, including the main upstream and downstream units. The design task is mathematically formulated as a mixed-integer dynamic optimization (MIDO) problem, which is solved by a decomposition method that iterates between primal and master sub-problems. The primal dynamic optimization problem optimizes the operating conditions, bioreactor kinetics and equipment sizes, whereas the master levels entails the solution of a tailored mixed-integer linear programming (MILP) model that decides on the values of the integer variables (i.e., number of equipments in parallel and topological decisions). The dynamic optimization primal sub-problems are solved via a sequential approach that integrates the process simulator SuperPro Designer® with an external NLP solver implemented in Matlab®. The capabilities of the proposed methodology are illustrated through its application to a typical fermentation process and to the production of the amino acid L-lysine.

Multi-objective optimization of environmentally conscious chemical supply chains under demand uncertainty

In this work, we analyze the effect of demand uncertainty on the multi-objective optimization of chemical supply chains (SC) considering simultaneously their economic and environmental performance. To this end, we present a stochastic multi-scenario mixed-integer linear program (MILP) with the unique feature of incorporating explicitly the demand uncertainty using scenarios with given probability of occurrence. The environmental performance is quantified following life cycle assessment (LCA) principles, which are represented in the model formulation through standard algebraic equations. The capabilities of our approach are illustrated through a case study. We show that the stochastic solution improves the economic performance of the SC in comparison with the deterministic one at any level of the environmental impact.

Handling of Uncertainty in Life Cycle Inventory by Correlated Multivariate Lognormal Distributions: Application to the Design of Supply Chain Networks

Poster presented in the 24th European Symposium on Computer Aided Process Engineering (ESCAPE 24), Budapest, Hungary, June 15-18, 2014.

Handling of Uncertainty in Life Cycle Inventory by Correlated Multivariate Lognormal Distributions: Application to the Design of Supply Chain Networks

In this work, we analyze the effect of incorporating life cycle inventory (LCI) uncertainty on the multi-objective optimization of chemical supply chains (SC) considering simultaneously their economic and environmental performance. To this end, we present a stochastic multi-scenario mixed-integer linear programming (MILP) coupled with a two-step transformation scenario generation algorithm with the unique feature of providing scenarios where the LCI random variables are correlated and each one of them has the desired lognormal marginal distribution. The environmental performance is quantified following life cycle assessment (LCA) principles, which are represented in the model formulation through standard algebraic equations. The capabilities of our approach are illustrated through a case study of a petrochemical supply chain. We show that the stochastic solution improves the economic performance of the SC in comparison with the deterministic one at any level of the environmental impact, and moreover the correlation among environmental burdens provides more realistic scenarios for the decision making process.

An integer-valued data envelopment analysis model with bounded outputs

Integer-valued data envelopment analysis (DEA) with alternative returns to scale technology has been introduced and developed recently by Kuosmanen and Kazemi Matin. The proportionality assumption of their introduced "natural augmentability" axiom in constant and nondecreasing returns to scale technologies makes it possible to achieve feasible decision-making units (DMUs) of arbitrary large size. In many real world applications it is not possible to achieve such production plans since some of the input and output variables are bounded above. In this paper, we extend the axiomatic foundation of integer-valuedDEAmodels for including bounded output variables. Some model variants are achieved by introducing a new axiom of "boundedness" over the selected output variables. A mixed integer linear programming (MILP) formulation is also introduced for computing efficiency scores in the associated production set. © 2011 The Authors. International Transactions in Operational Research © 2011 International Federation of Operational Research Societies.

A spatiotemporal Data Envelopment Analysis (S-T DEA) approach:the need to assess evolving units

One of the major challenges in measuring efficiency in terms of resources and outcomes is the assessment of the evolution of units over time. Although Data Envelopment Analysis (DEA) has been applied for time series datasets, DEA models, by construction, form the reference set for inefficient units (lambda values) based on their distance from the efficient frontier, that is, in a spatial manner. However, when dealing with temporal datasets, the proximity in time between units should also be taken into account, since it reflects the structural resemblance among time periods of a unit that evolves. In this paper, we propose a two-stage spatiotemporal DEA approach, which captures both the spatial and temporal dimension through a multi-objective programming model. In the first stage, DEA is solved iteratively extracting for each unit only previous DMUs as peers in its reference set. In the second stage, the lambda values derived from the first stage are fed to a Multiobjective Mixed Integer Linear Programming model, which filters peers in the reference set based on weights assigned to the spatial and temporal dimension. The approach is demonstrated on a real-world example drawn from software development.

Non-stationary stochastic inventory lot-sizing with emission and service level constraints in a carbon cap-and-trade system

Firms worldwide are taking major initiatives to reduce the carbon footprint of their supply chains in response to the growing governmental and consumer pressures. In real life, these supply chains face stochastic and non-stationary demand but most of the studies on inventory lot-sizing problem with emission concerns consider deterministic demand. In this paper, we study the inventory lot-sizing problem under non-stationary stochastic demand condition with emission and cycle service level constraints considering carbon cap-and-trade regulatory mechanism. Using a mixed integer linear programming model, this paper aims to investigate the effects of emission parameters, product- and system-related features on the supply chain performance through extensive computational experiments to cover general type business settings and not a specific scenario. Results show that cycle service level and demand coefficient of variation have significant impacts on total cost and emission irrespective of level of demand variability while the impact of product's demand pattern is significant only at lower level of demand variability. Finally, results also show that increasing value of carbon price reduces total cost, total emission and total inventory and the scope of emission reduction by increasing carbon price is greater at higher levels of cycle service level and demand coefficient of variation. The analysis of results helps supply chain managers to take right decision in different demand and service level situations.

A nettó jelenérték maximalizálása erőforrás-korlátos projektekben - egy új harmóniakereső metaheurisztika (A harmony search metaheuristic for the resourceconstrained project scheduling problem with discounted cash flows)

Ebben a tanulmányban a szerző egy új harmóniakereső metaheurisztikát mutat be, amely a minimális időtartamú erőforrás-korlátos ütemezések halmazán a projekt nettó jelenértékét maximalizálja. Az optimális ütemezés elméletileg két egész értékű (nulla-egy típusú) programozási feladat megoldását jelenti, ahol az első lépésben meghatározzuk a minimális időtartamú erőforrás-korlátos ütemezések időtartamát, majd a második lépésben az optimális időtartamot feltételként kezelve megoldjuk a nettó jelenérték maximalizálási problémát minimális időtartamú erőforrás-korlátos ütemezések halmazán. A probléma NP-hard jellege miatt az egzakt megoldás elfogadható idő alatt csak kisméretű projektek esetében képzelhető el. A bemutatandó metaheurisztika a Csébfalvi (2007) által a minimális időtartamú erőforrás-korlátos ütemezések időtartamának meghatározására és a tevékenységek ennek megfelelő ütemezésére kifejlesztett harmóniakereső metaheurisztika továbbfejlesztése, amely az erőforrás-felhasználási konfliktusokat elsőbbségi kapcsolatok beépítésével oldja fel. Az ajánlott metaheurisztika hatékonyságának és életképességének szemléltetésére számítási eredményeket adunk a jól ismert és népszerű PSPLIB tesztkönyvtár J30 részhalmazán futtatva. Az egzakt megoldás generálásához egy korszerű MILP-szoftvert (CPLEX) alkalmaztunk. _______________ This paper presents a harmony search metaheuristic for the resource-constrained project scheduling problem with discounted cash flows. In the proposed approach, a resource-constrained project is characterized by its „best” schedule, where best means a makespan minimal resource constrained schedule for which the net present value (NPV) measure is maximal. Theoretically the optimal schedule searching process is formulated as a twophase mixed integer linear programming (MILP) problem, which can be solved for small-scale projects in reasonable time. The applied metaheuristic is based on the "conflict repairing" version of the "Sounds of Silence" harmony search metaheuristic developed by Csébfalvi (2007) for the resource-constrained project scheduling problem (RCPSP). In order to illustrate the essence and viability of the proposed harmony search metaheuristic, we present computational results for a J30 subset from the well-known and popular PSPLIB. To generate the exact solutions a state-of-the-art MILP solver (CPLEX) was used.

Készpénz optimalizálás GLPK program használatával (Cash flow management with GLPK software)

A készpénz-optimalizálás az operációkutatás régóta kutatott területe. Ebben a cikkben valós adatokon mutatok be egy banki készpénz-optimalizálást, melyet lineáris programozási feladatok segítségével végeztem el. A cikkben összehasonlítottam a determinisztikus és a sztochasztikus megközelítéseket is. A hagyományos készpénz-optimalizáción két területen léptem túl: egyrészt vizsgáltam a bankfiók valutagazdálkodását is, másrészről a bankfiókok közötti készpénzszállítás lehetőségét is. A vegyes egészértékű lineáris programozási feladatok megoldására a glpk nevű szabad hozzáférésű szoftvert használtam, így a cikkből képet kaphatunk a megoldó (solver) felhasználhatóságáról és korlátairól is. ___________ In recent years both operational research and quantitative ¯nance have paid much attention to cash management issues. In this paper we present a cash management study which is based on real world data and uses a mixed integer linear programming (MILP) model as the main tool. In the paper we compare deterministic and stochastic approaches. The classical cash management problem is extended in two ways: we considered the possibility of bank offices keeping more than one currency and also investigated the opportunity of cash transports between bank offices. The MILP problem was solved with glpk (GNU Linear Programming Kit), a free software. The reader can also get a feel of how to use this solver.

The order selection and lot sizing problem in the make-to-order environment

This research is motivated by the need for considering lot sizing while accepting customer orders in a make-to-order (MTO) environment, in which each customer order must be delivered by its due date. Job shop is the typical operation model used in an MTO operation, where the production planner must make three concurrent decisions; they are order selection, lot size, and job schedule. These decisions are usually treated separately in the literature and are mostly led to heuristic solutions. The first phase of the study is focused on a formal definition of the problem. Mathematical programming techniques are applied to modeling this problem in terms of its objective, decision variables, and constraints. A commercial solver, CPLEX is applied to solve the resulting mixed-integer linear programming model with small instances to validate the mathematical formulation. The computational result shows it is not practical for solving problems of industrial size, using a commercial solver. The second phase of this study is focused on development of an effective solution approach to this problem of large scale. The proposed solution approach is an iterative process involving three sequential decision steps of order selection, lot sizing, and lot scheduling. A range of simple sequencing rules are identified for each of the three subproblems. Using computer simulation as the tool, an experiment is designed to evaluate their performance against a set of system parameters. For order selection, the proposed weighted most profit rule performs the best. The shifting bottleneck and the earliest operation finish time both are the best scheduling rules. For lot sizing, the proposed minimum cost increase heuristic, based on the Dixon-Silver method performs the best, when the demand-to-capacity ratio at the bottleneck machine is high. The proposed minimum cost heuristic, based on the Wagner-Whitin algorithm is the best lot-sizing heuristic for shops of a low demand-to-capacity ratio. The proposed heuristic is applied to an industrial case to further evaluate its performance. The result shows it can improve an average of total profit by 16.62%. This research contributes to the production planning research community with a complete mathematical definition of the problem and an effective solution approach to solving the problem of industry scale.

Formulações e algoritmos para o problema das p-medianas heterogêneo livre de penalidade

This work presents a new model for the Heterogeneous p-median Problem (HPM), proposed to recover the hidden category structures present in the data provided by a sorting task procedure, a popular approach to understand heterogeneous individual’s perception of products and brands. This new model is named as the Penalty-free Heterogeneous p-median Problem (PFHPM), a single-objective version of the original problem, the HPM. The main parameter in the HPM is also eliminated, the penalty factor. It is responsible for the weighting of the objective function terms. The adjusting of this parameter controls the way that the model recovers the hidden category structures present in data, and depends on a broad knowledge of the problem. Additionally, two complementary formulations for the PFHPM are shown, both mixed integer linear programming problems. From these additional formulations lower-bounds were obtained for the PFHPM. These values were used to validate a specialized Variable Neighborhood Search (VNS) algorithm, proposed to solve the PFHPM. This algorithm provided good quality solutions for the PFHPM, solving artificial generated instances from a Monte Carlo Simulation and real data instances, even with limited computational resources. Statistical analyses presented in this work suggest that the new algorithm and model, the PFHPM, can recover more accurately the original category structures related to heterogeneous individual’s perceptions than the original model and algorithm, the HPM. Finally, an illustrative application of the PFHPM is presented, as well as some insights about some new possibilities for it, extending the new model to fuzzy environments