A randomized concave programming method for choice network revenue management

Models incorporating more realistic models of customer behavior, as customers choosing froman offer set, have recently become popular in assortment optimization and revenue management.The dynamic program for these models is intractable and approximated by a deterministiclinear program called the CDLP which has an exponential number of columns. However, whenthe segment consideration sets overlap, the CDLP is difficult to solve. Column generationhas been proposed but finding an entering column has been shown to be NP-hard. In thispaper we propose a new approach called SDCP to solving CDLP based on segments and theirconsideration sets. SDCP is a relaxation of CDLP and hence forms a looser upper bound onthe dynamic program but coincides with CDLP for the case of non-overlapping segments. Ifthe number of elements in a consideration set for a segment is not very large (SDCP) can beapplied to any discrete-choice model of consumer behavior. We tighten the SDCP bound by(i) simulations, called the randomized concave programming (RCP) method, and (ii) by addingcuts to a recent compact formulation of the problem for a latent multinomial-choice model ofdemand (SBLP+). This latter approach turns out to be very effective, essentially obtainingCDLP value, and excellent revenue performance in simulations, even for overlapping segments.By formulating the problem as a separation problem, we give insight into why CDLP is easyfor the MNL with non-overlapping considerations sets and why generalizations of MNL posedifficulties. We perform numerical simulations to determine the revenue performance of all themethods on reference data sets in the literature.

A new compact linear programming formulation for choice network revenue management

The choice network revenue management model incorporates customer purchase behavioras a function of the offered products, and is the appropriate model for airline and hotel networkrevenue management, dynamic sales of bundles, and dynamic assortment optimization.The optimization problem is a stochastic dynamic program and is intractable. A certainty-equivalencerelaxation of the dynamic program, called the choice deterministic linear program(CDLP) is usually used to generate dyamic controls. Recently, a compact linear programmingformulation of this linear program was given for the multi-segment multinomial-logit (MNL)model of customer choice with non-overlapping consideration sets. Our objective is to obtaina tighter bound than this formulation while retaining the appealing properties of a compactlinear programming representation. To this end, it is natural to consider the affine relaxationof the dynamic program. We first show that the affine relaxation is NP-complete even for asingle-segment MNL model. Nevertheless, by analyzing the affine relaxation we derive a newcompact linear program that approximates the dynamic programming value function betterthan CDLP, provably between the CDLP value and the affine relaxation, and often comingclose to the latter in our numerical experiments. When the segment consideration sets overlap,we show that some strong equalities called product cuts developed for the CDLP remain validfor our new formulation. Finally we perform extensive numerical comparisons on the variousbounds to evaluate their performance.

Summary Report for the Iowa Alzheimer's Task Force 2007 from the Iowa Alzheimer's Disease Demonstration Projects

The Iowa Department of Elder Affairs, in collaboration with the University of Iowa College of Nursing, has been engaged in developing and evaluating community based services for persons with dementia in the state of Iowa over the past 7 years under a grant form the Administration on Aging. This grant tested out several models of care (dementia nurse care manager, memory loss nurse specialist, “People Living Alone Need Support” (PLANS), varying models of respite care), surveyed agencies and service providers in regard to how they provide services for persons with dementia, and provided training to case management, community college instructors, adult day service providers and other related services providers including assisted living and nursing home facilities.

Relative and absolute reliability of the clinical version of the Narrow Path Walking Test (NPWT) under single and dual task conditions.

Decline in gait stability has been associated with increased fall risk in older adults. Reliable and clinically feasible methods of gait instability assessment are needed. This study evaluated the relative and absolute reliability and concurrent validity of the testing procedure of the clinical version of the Narrow Path Walking Test (NPWT) under single task (ST) and dual task (DT) conditions. Thirty independent community-dwelling older adults (65-87 years) were tested twice. Participants were instructed to walk within the 6-m narrow path without stepping out. Trial time, number of steps, trial velocity, number of step errors, and number of cognitive task errors were determined. Intraclass correlation coefficients (ICCs) were calculated as indices of agreement, and a graphic approach called "mountain plot" was applied to help interpret the direction and magnitude of disagreements between testing procedures. Smallest detectable change and smallest real difference (SRD) were computed to determine clinically relevant improvement at group and individual levels, respectively. Concurrent validity was assessed using Performance Oriented Mobility Assessment Tool (POMA) and the Short Physical Performance Battery (SPPB). Test-retest agreement (ICC1,2) varied from 0.77 to 0.92 in ST and from 0.78 to 0.92 in DT conditions, with no apparent systematic differences between testing procedures demonstrated by the mountain plot graphs. Smallest detectable change and smallest real change were small for motor task performance and larger for cognitive errors. Significant correlations were observed for trial velocity and trial time with POMA and SPPB. The present results indicate that the NPWT testing procedure is highly reliable and reproducible.

The place preference task: a new tool for studying the relation between behavior and place cell activity in rats

This study describes a task that combines random searching with goal directed navigation. The testing was conducted on a circular elevated open field (80 cm in diameter), with an unmarked target area (20 cm in diameter) in the center of 1 of the 4 quadrants. Whenever the rat entered the target area, the computerized tracking system released a pellet to a random point on the open field. Rats were able to learn the task under light and in total darkness, and on a stable or a rotating arena. Visual information was important in light, but idiothetic information became crucial in darkness. Learning of a new position was quicker under light than in total darkness on a rotating arena. The place preference task should make it possible to study place cells (PCs) when the rats use an allothetic (room frame) or idiothetic (arena frame) representation of space and to compare the behavioral response with the PCs' activity.

Final Report: 2007 Alzheimer's Disease Task Force, January 2008

Following an overview of the history of the task force and background information on Alzheimer’s disease, the report is divided into four sections. These sections correspond to the delineation of four subcommittees into which task force members were divided. It should be noted that the term “Alzheimer’s Disease” is used to encompass not only Alzheimer’s disease but also additional brain disorders such as vascular dementia, mixed dementia, mild cognitive impairment, dementia with Lewy bodies, and other types of dementia. Interspersed throughout the report are verbatim comments received from Iowans who responded to on-line surveys about how Alzheimer’s disease has affected their lives. Their words poignantly give voice to the emotions, frustrations, and hopes of Iowans who are personally experiencing the impact of Alzheimer’s disease. The Report includes 22 recommendations to the Iowa General Assembly designed to improve the availability and quality of services for people with dementia, their caregivers, and their families. The recommendations fall into four categories; a) Education and Training; b) Services and Housing; c) Wellness and Disease Management; and, d) Funding and Reimbursement.

On the throughput-WIP trade-off in queueing systems, diminishing returns and the threshold property: A linear programming approach

We present a new unifying framework for investigating throughput-WIP(Work-in-Process) optimal control problems in queueing systems,based on reformulating them as linear programming (LP) problems withspecial structure: We show that if a throughput-WIP performance pairin a stochastic system satisfies the Threshold Property we introducein this paper, then we can reformulate the problem of optimizing alinear objective of throughput-WIP performance as a (semi-infinite)LP problem over a polygon with special structure (a thresholdpolygon). The strong structural properties of such polygones explainthe optimality of threshold policies for optimizing linearperformance objectives: their vertices correspond to the performancepairs of threshold policies. We analyze in this framework theversatile input-output queueing intensity control model introduced byChen and Yao (1990), obtaining a variety of new results, including (a)an exact reformulation of the control problem as an LP problem over athreshold polygon; (b) an analytical characterization of the Min WIPfunction (giving the minimum WIP level required to attain a targetthroughput level); (c) an LP Value Decomposition Theorem that relatesthe objective value under an arbitrary policy with that of a giventhreshold policy (thus revealing the LP interpretation of Chen andYao's optimality conditions); (d) diminishing returns and invarianceproperties of throughput-WIP performance, which underlie thresholdoptimality; (e) a unified treatment of the time-discounted andtime-average cases.

Implementing TURF analysis through binary linear programming

This paper introduces the approach of using Total Unduplicated Reach and Frequency analysis (TURF) to design a product line through a binary linear programming model. This improves the efficiency of the search for the solution to the problem compared to the algorithms that have been used to date. The results obtained through our exact algorithm are presented, and this method shows to be extremely efficient both in obtaining optimal solutions and in computing time for very large instances of the problem at hand. Furthermore, the proposed technique enables the model to be improved in order to overcome the main drawbacks presented by TURF analysis in practice.

Agriculture and Environment Task Force Report To the Rebuild Iowa Advisory Commission, August 2008

The Rebuild Iowa Agriculture and Environment Task Force respectfully submits its report to the Rebuild Iowa Advisory Commission (RIAC) for consideration of the impacts of the tornadoes, storms, high winds, and flooding affecting Iowa’s agriculture sector and environment. The Task Force was required to address very complex and multi-faceted issues. Understanding that there were a broad range of immediate concerns, as well as critical issues that need to be addressed in the future, the Task Force structured its work in two sessions. To better address the issues and priorities of the Task Force, this report categorizes the issues as agriculture, conservation, environment, and livestock.

Cultural Heritage and Records Retention Task Force Report, August 2008

The Rebuild Iowa Cultural Heritage and Records Retention Task Force respectfully submits its report to the Rebuild Iowa Advisory Commission (RIAC) for its consideration of the impacts of the tornadoes, storms, and flooding on Iowans and their cultural, historical, and arts institutions and organizations and records collections and archives. As the RIAC fulfills its obligations to guide the recovery and reconstruction of Iowa, the cknowledgement that culture and records as Iowa’s identity is important, and that if these items of cultural heritage vanish from Iowa’s landscape, the items that Iowans associate with their history, traditions, and sense of place also disappears. Iowa is certainly not the only state that has experienced this type of disaster; however, many states have not recognized culture and records as critical concerns as part of the recovery and rebuilding process. When rebuilding Iowa stronger, smarter, and safer, quality of life is an important consideration for attracting new residents, making it a necessity to keep culture alive and thriving in Iowa. Additionally, the cultural arts constitute a vital economic industry, providing employment to thousands of Iowa’s citizens and generating millions of dollars in local and government revenue across the state. In the case of records, these items are irreplaceable and provide important information for the daily workings of government and life in our state, and maintain vital records of Iowa’s heritage and traditions. This report provides background information on the damages incurred in Iowa from the disasters and additional context for policy and rebuilding discussions. It also offers recommendations to the RIAC for steps that might be taken to address the significant and important challenges faced by Iowa’s cultural, historical, and arts institutions and organizations; individual artists and other cultural workers; and records retention entities and officials.

Economic and Workforce Development Task Force Report, August 2008

The 2008 disasters devastated businesses, farms, homes, schools, non-profit institutions, entire communities, and people’s lives across the state of Iowa. The Rebuild Iowa Advisory Commission (RIAC) is charged by the Governor to guide the state’s recovery and reconstruction process. The Economic and Workforce Development Task Force is respectfully submitting this report to be included and considered in the deliberations of the RIAC. While economic and workforce development are two issues that are inextricably linked and critical to Iowa’s rebuilding strategies, each also requires extraordinary attention in determining what needs to be considered in the very immediate and longer-term recovery.

Infrastructure and Transportation Task Force Report, August 2008

The Rebuild Iowa Infrastructure and Transportation Task Force is acutely aware of the critical role infrastructure plays in Iowa’s communities, the lives of the residents, and the economic well-being of the state. With encouragement to the Rebuild Iowa Advisory Commission (RIAC) for its consideration of great need for infrastructure and transportation repairs, the Task Force provides its assessment and recommendations. As the RIAC fulfills its obligations to guide the recovery and reconstruction in Iowa, infrastructure and transportation must be recognized for its impact on all Iowans. The tornadoes, storms, and floods were devastating to infrastructure and transportation systems across the state. The damage did not distinguish between privately-owned and public assets. The significance of the damage emerges further with the magnitude of the damage estimates. Infrastructure includes components that some might initially overlook, such as communication systems, landfills, and water treatment. The miles of damaged roads and bridges are more evident to many Iowans. Given the reliance on infrastructure systems, many repairs are already underway, though gaps have emerged in the funding for repairs to certain infrastructure systems.

Long Term Recovery Planning Task Force Report, August 2008

Eighty-five of 99 Iowa counties were declared Presidential Disaster Areas for Public Assistance and/orIndividual Assistance as a result of the tornadoes, storms, and floods over the incident period May 25 through August 13, 2008. Response dominated the state’s attention for weeks, with a transition to recovery as the local situations warranted. The widespread damage and severity of the impact on Iowans and their communities required a statewide effort to continue moving forward despite being surrounded by adversity. By all accounts, it will require years for the state to recover from these disasters. With an eye toward the future, recovery is underway across Iowa. As part of the Rebuild Iowa efforts, the Long Term Recovery Planning Task Force was charged with responsibilities somewhat different from other topical Task Force assignments. Rather than assess damage and report on how the state might address immediate needs, the Long Term Recovery Planning Task Force is directed to discuss and discern the best approach to the lengthy recovery process. Certainly, the Governor and Lieutenant Governor expect the task to be difficult; when planning around so many critical issues and overwhelming needs, it is challenging to think to the future, rather than to rise to the current day’s needs.