Locating emergency services with different priorities: The priority queuing covering location problem

Previous covering models for emergency service consider all the calls to be of the sameimportance and impose the same waiting time constraints independently of the service's priority.This type of constraint is clearly inappropriate in many contexts. For example, in urban medicalemergency services, calls that involve danger to human life deserve higher priority over calls formore routine incidents. A realistic model in such a context should allow prioritizing the calls forservice.In this paper a covering model which considers different priority levels is formulated andsolved. The model heritages its formulation from previous research on Maximum CoverageModels and incorporates results from Queuing Theory, in particular Priority Queuing. Theadditional complexity incorporated in the model justifies the use of a heuristic procedure.

A new chance-constrained maximum capture location problem

The paper presents a new model based on the basic Maximum Capture model,MAXCAP. The New Chance Constrained Maximum Capture modelintroduces astochastic threshold constraint, which recognises the fact that a facilitycan be open only if a minimum level of demand is captured. A metaheuristicbased on MAX MIN ANT system and TABU search procedure is presented tosolve the model. This is the first time that the MAX MIN ANT system isadapted to solve a location problem. Computational experience and anapplication to 55 node network are also presented.

On the design of customized risk measures in insurance, the problem of capital allocation and the theory of fluctuations for Lévy processes

Dans cette thèse, nous étudions quelques problèmes fondamentaux en mathématiques financières et actuarielles, ainsi que leurs applications. Cette thèse est constituée de trois contributions portant principalement sur la théorie de la mesure de risques, le problème de l’allocation du capital et la théorie des fluctuations. Dans le chapitre 2, nous construisons de nouvelles mesures de risque cohérentes et étudions l’allocation de capital dans le cadre de la théorie des risques collectifs. Pour ce faire, nous introduisons la famille des "mesures de risque entropique cumulatifs" (Cumulative Entropic Risk Measures). Le chapitre 3 étudie le problème du portefeuille optimal pour le Entropic Value at Risk dans le cas où les rendements sont modélisés par un processus de diffusion à sauts (Jump-Diffusion). Dans le chapitre 4, nous généralisons la notion de "statistiques naturelles de risque" (natural risk statistics) au cadre multivarié. Cette extension non-triviale produit des mesures de risque multivariées construites à partir des données financiéres et de données d’assurance. Le chapitre 5 introduit les concepts de "drawdown" et de la "vitesse d’épuisement" (speed of depletion) dans la théorie de la ruine. Nous étudions ces concepts pour des modeles de risque décrits par une famille de processus de Lévy spectrallement négatifs.

Centralized allocation in multiple markets

We study the problem of centralized allocation of indivisible objects in multiple markets. We show that the set of allocation rules that are group strategy-proof and Pareto-efficient are sequential dictatorships. Therefore, the solution of the joint al-location in multiple markets is significantly narrower than in the single-market case. Our result also applies to dynamic allocation problems. Finally, we provide conditions under which the solution of the single-market allocation coincides with the multiple-market case, and we apply this result to the study of the school choice problem with sibling priorities.

Incomplete contracts and the problem of social harm

We construct a model in which a first mover decides on its location before it knows the identity of the second mover; joint location results in a negative extemality. Contracts are inherently incomplete since the first mover's initial decision cannot be specified. We analyze several kinds of rights, including damages, injunctions, and rights to exclude (arising from covenants or land ownership). There are cases in which allocating any of these basic rights to the first mover-i.e., first-party rights-is dominated by second-party rights, and cases in which the reverse is true. A Coasian result (efficiency regardless of the rights allocation) only holds under a limited set of conditions. As corollaries of a theorem ranking the basic rights regimes, a number of results emerge contradicting conventional wisdom, including the relative inefficiency of concentrated land ownership and the relevance of the generator's identity. We conclude with a mechanism and a new rights regime that each yield the first best in all cases.

Optimized Allocation of Control and Protective Devices in Electric Distribution Systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Comparison of algorithms for loss allocation in transmission networks considering power redispatch

An analysis of the performances of three important methods for generators and loads loss allocation is presented. The discussed methods are: based on pro-rata technique; based on the incremental technique; and based on matrices of circuit. The algorithms are tested considering different generation conditions, using a known electric power system: IEEE 14 bus. Presented and discussed results verify: the location and the magnitude of generators and loads; the possibility to have agents well or poorly located in each network configuration; the discriminatory behavior considering variations in the power flow in the transmission lines. © 2004 IEEE.

A decomposition heuristic for the maximal covering location problem

This paper proposes a cluster partitioning technique to calculate improved upper bounds to the optimal solution of maximal covering location problems. Given a covering distance, a graph is built considering as vertices the potential facility locations, and with an edge connecting each pair of facilities that attend a same client. Coupling constraints, corresponding to some edges of this graph, are identified and relaxed in the Lagrangean way, resulting in disconnected subgraphs representing smaller subproblems that are computationally easier to solve by exact methods. The proposed technique is compared to the classical approach, using real data and instances from the available literature. © 2010 Edson Luiz França Senne et al.

Bilevel approach for optimal location and contract pricing of distributed generation in radial distribution systems using mixed-integer linear programming

In this study, a novel approach for the optimal location and contract pricing of distributed generation (DG) is presented. Such an approach is designed for a market environment in which the distribution company (DisCo) can buy energy either from the wholesale energy market or from the DG units within its network. The location and contract pricing of DG is determined by the interaction between the DisCo and the owner of the distributed generators. The DisCo intends to minimise the payments incurred in meeting the expected demand, whereas the owner of the DG intends to maximise the profits obtained from the energy sold to the DisCo. This two-agent relationship is modelled in a bilevel scheme. The upper-level optimisation is for determining the allocation and contract prices of the DG units, whereas the lower-level optimisation is for modelling the reaction of the DisCo. The bilevel programming problem is turned into an equivalent single-level mixed-integer linear optimisation problem using duality properties, which is then solved using commercially available software. Results show the robustness and efficiency of the proposed model compared with other existing models. As regards to contract pricing, the proposed approach allowed to find better solutions than those reported in previous works. © The Institution of Engineering and Technology 2013.

Sensor Location Problem for a Multigraph

MSC 2010: 05C50, 15A03, 15A06, 65K05, 90C08, 90C35

A multi-organisational approach for disaster preparedness and response:the use of optimisation and GIS for facility location, stock pre-positioning, resource allocation and relief distribution

From 1992 to 2012 4.4 billion people were affected by disasters with almost 2 trillion USD in damages and 1.3 million people killed worldwide. The increasing threat of disasters stresses the need to provide solutions for the challenges faced by disaster managers, such as the logistical deployment of resources required to provide relief to victims. The location of emergency facilities, stock prepositioning, evacuation, inventory management, resource allocation, and relief distribution have been identified to directly impact the relief provided to victims during the disaster. Managing appropriately these factors is critical to reduce suffering. Disaster management commonly attracts several organisations working alongside each other and sharing resources to cope with the emergency. Coordinating these agencies is a complex task but there is little research considering multiple organisations, and none actually optimising the number of actors required to avoid shortages and convergence. The aim of the this research is to develop a system for disaster management based on a combination of optimisation techniques and geographical information systems (GIS) to aid multi-organisational decision-making. An integrated decision system was created comprising a cartographic model implemented in GIS to discard floodable facilities, combined with two models focused on optimising the decisions regarding location of emergency facilities, stock prepositioning, the allocation of resources and relief distribution, along with the number of actors required to perform these activities. Three in-depth case studies in Mexico were studied gathering information from different organisations. The cartographic model proved to reduce the risk to select unsuitable facilities. The preparedness and response models showed the capacity to optimise the decisions and the number of organisations required for logistical activities, pointing towards an excess of actors involved in all cases. The system as a whole demonstrated its capacity to provide integrated support for disaster preparedness and response, along with the existence of room for improvement for Mexican organisations in flood management.

Hub Location Problem e Site Selection: il caso FAAC Technologies

Questa tesi ha l’obbiettivo di studiare e seguire la creazione un modello matematico che possa risolvere un problema logistico di Hub Facility Location reale, per l’individuazione del posizionamento ottimale di uno o più depositi all’interno di una rete distributiva europea e per l’assegnazione dei rispettivi clienti. Si fa riferimento alla progettazione della rete logistica per rispondere alle necessità del cliente, relativamente ad una domanda multiprodotto. Questo problema è stato studiato a partire da un caso reale aziendale per la valutazione della convenienza nella sostituzione di quattro magazzini locali con uno/due hub logistici che possano servire tutte le aree. Il modello distributivo può anche essere adoperato per valutare l’effetto della variazione, dal punto di vista economico, del servizio di trasporto e di tariffario. La determinazione della posizione ottimale e del numero dei magazzini avviene tramite un modello matematico che considera al proprio interno sia costi fissi relativi alla gestione dei magazzini (quindi costo di stabilimento, personale e giacenza) e sia i costi relativi al trasporto e alla spedizione dei prodotti sulle diverse aree geografiche. In particolare, la formulazione matematica si fonda su un modello Programmazione Lineare Intera, risolto in tempi molto brevi attraverso un software di ottimizzazione, nonostante la grande mole di dati in input del problema. In particolare, si ha lo studio per l’integrazione di tariffari di trasporto diversi e delle economie di scala per dare consistenza ad un modello teorico. Inoltre, per ricercare la migliore soluzione di quelle ottenute sono poi emersi altri fattori oltre a quello economico, ad esempio il tempo di trasporto (transit-time) che è un fattore chiave per ottenere la soddisfazione e la fedeltà del cliente e attitudine dell’area geografica ad accogliere una piattaforma logistica, con un occhio sugli sviluppi futuri.

Influence of the Operational Constraints in the Active Transmission Losses Allocation via Lagrange Multipliers

This paper presents an approach for the active transmission losses allocation between the agents of the system. The approach uses the primal and dual variable information of the Optimal Power Flow in the losses allocation strategy. The allocation coefficients are determined via Lagrange multipliers. The paper emphasizes the necessity to consider the operational constraints and parameters of the systems in the problem solution. An example, for a 3-bus system is presented in details, as well as a comparative test with the main allocation methods. Case studies on the IEEE 14-bus systems are carried out to verify the influence of the constraints and parameters of the system in the losses allocation.

Further improvements on impedance-based fault location for power distribution systems

In this study, further improvements regarding the fault location problem for power distribution systems are presented. The proposed improvements relate to the capacitive effect consideration on impedance-based fault location methods, by considering an exact line segment model for the distribution line. The proposed developments, which consist of a new formulation for the fault location problem and a new algorithm that considers the line shunt admittance matrix, are presented. The proposed equations are developed for any fault type and result in one single equation for all ground fault types, and another equation for line-to-line faults. Results obtained with the proposed improvements are presented. Also, in order to compare the improvements performance and demonstrate how the line shunt admittance affects the state-of-the-art impedance-based fault location methodologies for distribution systems, the results obtained with two other existing methods are presented. Comparative results show that, in overhead distribution systems with laterals and intermediate loads, the line shunt admittance can significantly affect the state-of-the-art methodologies response, whereas in this case the proposed developments present great improvements by considering this effect.