Slides en Intro

Operations Research I
Nadia Brauner
Nadia.Brauner@imag.fr
Introduction
1
Operations Research: let’s meet
Nadia Brauner
Nadia Brauner@imag.fr Master Informatique
master-informatique.ujf-grenoble.fr
Professor Grenoble I Master ROCO

Operations Research,
Laboratory Combinatorics and Optimization
Operations Research team
Combinatorial Optimization
team
12-13 President of
French OR Society
2
Operations Research: let’s meet
Theoretical Problems
High-multiplicity scheduling (∈ NP?)
Scheduling in Robotic Cells
CO applied to micro-electronics
Industrial problems
ILOG: Complex transportation problems
IFP: Planning of chemical experiments
de Facto: Optimization of circuit testing
Participation to the creation of a startup
OASIC: optimization of the design of
integrated circuits
3
Operations Research
Operations Research Applications Tools OR in France References
Plan
1 Operations Research or Decision Science
2 Applications
3 Tools
4 OR in France
5 References
N. Brauner 5
Plan
2 Applications
3 Tools
4 OR in France
5 References
N. Brauner 6
Operations Research or Decision Science
Definitions
Cambridge Dictionary
Operational research UK (US operations research)
The systematic study of how best to solve problems in business
and industry
Wikipedia
Operations research, operational research, or simply OR, is the use
of mathematical models, statistics and algorithms to aid in
decision-making
Roadef
Recherche Opérationnelle : approche scientifique pour la résolution
de problèmes de gestion de systèmes complexes
N. Brauner 7
Operations Research
The science of “how to do more with less”
Tools that
simulate
optimize
plan
the architecture and the operations of industrial and economical
systems
Models for the analysis of complex situations
Allows decision makers to make efficient and robust choices.
N. Brauner 8
Operations Research
Quantitative approach to produce the best decisions

A field at the interface of mathematics and computer science
extension to algorithms that manipulate more sophisticated
structures: graphs, polyhedrons...
application domain of algorithmic complexity theory
A toolbox of positive and negative methods for solving
optimization problems
Drawing from Lionel Lagarde

N. Brauner 9
Operations Research
The tools of OR
help and find
a solution where humans couldn’t find any
a solution to original problems for which humans have no
experience
several solutions where humans could only consider one
help estimating the quality of a solution
help confirm / justify decisions
N. Brauner 10
Plan
2 Applications
3 Tools
4 OR in France
5 References
N. Brauner 11
Operations Research: Applications
Travelling Salesman Problem (TSP)
A travelling salesman, based in Toulon, has to visit clients

throughout France
He wants to make the shortest possible tour
N. Brauner 12
Travelling Salesman Problem

Instance: n cities with a distance matrix
Solution: a tour visiting each town, starting and finishing in
Toulon
N. Brauner 13
A greedy algorithm for the TSP
N. Brauner 14
Transportation
goods
from warehouses to clients
with transportation costs, distances on the arcs
find the best distribution plan
ai iaP
P
min cij xij
cij
PP
P PPj
qabj X
xij ≤ ai
a j∈B
X
a xij ≥ bj
i∈A
a
A B xij ≥ 0
N. Brauner 15
Applications
Shortest path
What is the shortest path from

Grenoble to Nice by car?
N. Brauner 16
24h OR
8h: Optimization of the collection and disposal of recyclable
waste
...
15h: Automated dispatching of service vehicles for the
German Automobile Association (ADAC).
16h: The delay management problem in public transportation:
to wait or not to wait?
...
http://www.24hor.org/
N. Brauner 17
15 October 2012:
N. Brauner 18
The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2012
Alvin E. Roth, Lloyd S. Shapley
English
English (pdf)
Swedish
Swedish (pdf)
Press Release
15 October 2012
The Royal Swedish Academy of Sciences has decided to award The Sveriges Riksbank Prize in Economic Sciences in Memory
of Alfred Nobel for 2012 to
Alvin E. Roth
Harvard University, Cambridge, MA, USA, and Harvard Business School, Boston, MA, USA
and
Lloyd S. Shapley
University of California, Los Angeles, CA, USA
"for the theory of stable allocations and the practice of market design". N. Brauner 19
Stable marriage problem
Stable marriage
Women: Alice, Bénédicte, Camille
Men: Elie, François, Gondran
Women’s preferences Men’s preferences

A: G E F E: A B C
B: F E G F: B C A
C: G E F G: A C B
How to make the pairs?
N. Brauner 20
A matching is not stable if it contains two persons of opposite sex

who would both prefer each other than their current partners:
F is married with g
G is married with f
F prefers G to g
G prefers F to f
Questions
How to verify that a marriage is stable?
Is it always possible to find stable marriage?
How to calculate a stable marriage whenever it exists?
N. Brauner 21
Applications
Situations where traditional market mechanisms do not work

Distribute rare, heterogenous and indivisible goods
Allocation of candidates to positions

students - engineering schools
workers - positions
medical students - hospitals
students - universities
Kidney transplant
N. Brauner 22
The ROADEF challenges

http://challenge.roadef.org/
2010 A large-scale energy management problem (EDF)
2009 Disruption management for commercial aviation (Amadeus)
2007 Technicians and interventions scheduling for
telecommunications (France Telecom)
2005 A car sequencing problem (Renault)
2003 Management of the missions of earth observation satellites
(ONERA et CNES)
2001 Frequency assignment problem with polarization constraints
(CELAR, army)
1999 Inventory Management problem (Bouygues)
N. Brauner 23
The challenge ROADEF/EURO 2012

Machine reassignment
Proposed by Google
82 registered teams in 33 countries
30 qualified teams
Junior winners: Polish team
Open Source and Senior winner: bosnian team
N. Brauner 24

Trains don’t vanish !
Proposed by SNCF
35 registered teams
Sprint winner: students from our master
N. Brauner 25

an Inventory Routing Problem
Proposed by Air Liquide
N. Brauner 26
http://www.roadef.org/content/roadef/soireeRO.htm
Introduction et historique de la RO
Mesure de performance de la RO
Ingrédients d’une bonne approche RO
L’enseignement de la RO
Le serious game, un outil pour convaincre
Faut-il un modèle simple ou haute fidélité? Solutions robustes
RO, SI et capacités de calcul N. Brauner 27
Emmanuel Guyot, Marketing Director and Revenue Management

TF1 PUBLICITE
Yves Caseau, Executive Vice-President BOUYGUES TELECOM
Animation: Denis Montaut, President Eurodécision
Nadia Brauner, President Roadef, G-SCOP
Yvon Quérou, Information Management Officer AIR FRANCE
Jean-Charles Billaut, Professor Tours University
Jean-Paul Hamon, ex Development Executive Vice-President
AMADEUS
N. Brauner 28
Applications in
Design, configuration and exploitation
of complex technical systems
(communication networks, Information systems)
Supply chain management
(transportation, production, stocks. . . )
Strategic investment management
and also
health, public instruction, roadways,
mail collection and distribution,
energy production and transportation,
telecommunications, banks, insurance. . .
N. Brauner 29
Application domains
Production: maximize the profit taking into account the labour

availability, the market demand, the production capacity, the raw
material price. . .
Transportation: minimize the total distance taking into account

the material quantities to be transported, the conveyor capacities,
the points of fuelling. . .
I great impacts in industry:

production, transport, timetable, finance. . .
N. Brauner 30
Operations Research
Facing a practical decision problem

Mathematical aspects
constraints, objectives, simplifications
Modeling
graphs, linear programming, CP...
Model analysis and solution
complexity analysis: what can be expected for the allocated
time?
algorithm design
Implementation and analysis of results
compare with the demand
iterate with the client if necessary
Solution deployment
Software integration
N. Brauner 31
Plan
2 Applications
3 Tools
4 OR in France
5 References
N. Brauner 32
Operations Research: Tools
Linear Programming
min cost / max profit min / max c1 x1 + c2 x2 . . . cn xn
satisfy the demand a1 x1 + a2 x2 . . . an xn ≥ b1
with limited resources a10 x1 + a20 x2 . . . an0 xn ≤ b10
produced quantities x1 , x2 . . . xn ≥ 0
N. Brauner 33
Combinatorial optimization
Find the best solution among a finite but potentially very
large set of possible choices
A CO problem is characterized by:
The presence of choices, to be done among a finite set of
alternatives
A notion of cost, gain or loss
The need to make globally the right choices in order to
optimize the objective function
example: timetables. . .
Combinatorics
Truncated chess-board
http://mathsamodeler.ujf-grenoble.fr/LAVALISE/
N. Brauner 34

a
Graphs a
A
aP A
1

PP5
Aba
P A
PP
vertex

:
a

HH
edge
a HHa
Weight on the edges = cost, time, distance, capacity. . .

best path from i to j
best route
visiting each town
visiting each edge
...
Representation of networks, precedence constraints in scheduling
product compatibility... N. Brauner 35
Other tools
Queueing theory
Stochastic problems
Simulation
Drawing from Lionel Lagarde
At the interface of
computer science: algorithmic
Mathematics: modeling
Economy: management, strategy
N. Brauner 36
Plan
2 Applications
3 Tools
4 OR in France
5 References
N. Brauner 37
Operations Research: companies in France
Large groups with a R&D department in OR

Airfrance
La SNCF
EDF
France Telecom
Bouygues
GDF Suez
La poste
Renault
Air Liquide
SFR
Google
N. Brauner 38
For the other companies

Specialized consulting companies
Off-the-shelf software
Academic laboratories
N. Brauner 39
Consulting firms
Help companies to set up decision making systems
EURODECISION
Resource optimization by means of advanced technologies in
Operational Research and Applied Mathematics
ARTELYS
Solutions in optimization
...
N. Brauner 40
Software publisher
Libraries dedicated to mathematical problems
ILOG (IBM)
Optimization tools and engines, Visualization software
components, Supply chain applications
COSYTEC
Advanced solutions and products based on constraint
programming technology for resources management &
Optimization
FICO and ARTELYS
Fico XPress: Complete range of modelling and numerical
optimization tools
Knitro: Non-linear optimization
Artelys Kalis: Constraint programming solver
...
N. Brauner 41
Software publisher
libraries dedicated to specific business problems
ALMA: Nesting
ex: petit bateau (clothes), shipyard
AMADEUS: Travel
Centralized reservation platform of travel industry and
management tools for airline companies
Optilogistics: Transportation and logistics
Software for planning and transportation optimization
Ordecsys, Oracle...
N. Brauner 42
Alma: Nesting
N. Brauner 43
Operations Research: in France
And in the academic world

survey 2010 by Roadef
≈ 75 teams or laboratories
≈ 1400 members
≈ 700 researchers, professors and assistant professors,
permanent research engineers
≈ 500 PhD students
N. Brauner 44
Operations Research: to learn more
The white book of operations research in France

How do companies organize
Success stories
Consulting companies and software editors

http://www.roadef.org/
N. Brauner 45
Plan
2 Applications
3 Tools
4 OR in France
5 References
N. Brauner 46
Bibliography
de Werra, D., Liebling, T.-M., and Hêche, J.-F.

Recherche Opérationnelle pour Ingénieurs, Tome 1.
Presses Polytechniques et Universitaires Romandes, 2003.
Sakarovitch, M.
Optimisation Combinatoire, Graphes et Programmation
Linéaire.
Hermann, Enseignement des sciences, Paris, 1984.
Sakarovitch, M.
Optimisation Combinatoire, Programmation Discrète.
Hermann, Enseignement des sciences, Paris, 1984.
Wolsey, L. A.
Integer Programming.
Wiley-Interscience, 1998.
N. Brauner 47
Webography
Courses
Complements
caseine.org: Operations Research (open course)
Master program in OR, Combinatorics and Optimization
http://roco.g-scop.grenoble-inp.fr
RO life in France
French OR society
http://www.roadef.org
CNRS Research Group in OR
http://gdrro.lip6.fr
CO and OR seminars in Grenoble
http://www.g-scop.grenoble-inp.fr/
N. Brauner 48
Webography
Collection of resources for OR

http://www.ensta.fr/~diam/ro/
Software for OR
http://www.coin-or.org/resources.html
Blogs on OR
http://mat.gsia.cmu.edu/blog/
http://mat.tepper.cmu.edu/blog/
International industrial challenges in OR
http://challenge.roadef.org/
N. Brauner 49
Operations Research
As a conclusion
Do the best
minimum cost, best profit, shortest distance, fastest. . .
With the available resources
machine time, memory, man power, raw material, truck. . .
Drawing from L. Lagarde
N. Brauner 50

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Operations Research I

Professor Grenoble I Master ROCO

1 Operations Research or Decision Science

1 Operations Research or Decision Science

Operations Research or Decision Science

The science of “how to do more with less”

Models for the analysis of complex situations

Allows decision makers to make efficient and robust choices.

Quantitative approach to produce the best decisions

Drawing from Lionel Lagarde

1 Operations Research or Decision Science

Operations Research: Applications

Travelling Salesman Problem (TSP)

A travelling salesman, based in Toulon, has to visit clients

Operations Research: Applications

Travelling Salesman Problem

Operations Research: Applications

A greedy algorithm for the TSP

Operations Research: Applications

Operations Research: Applications

What is the shortest path from

Operations Research: Applications

Operations Research: Applications

Stable marriage problem

Women’s preferences Men’s preferences

How to make the pairs?

Stable marriage problem

A matching is not stable if it contains two persons of opposite sex

Stable marriage problem

Situations where traditional market mechanisms do not work

Allocation of candidates to positions

Operations Research: Applications

The ROADEF challenges

Operations Research: Applications

The challenge ROADEF/EURO 2012

Operations Research: Applications

The challenge ROADEF/EURO 2014

Operations Research: Applications

The challenge ROADEF/EURO 2016

Emmanuel Guyot, Marketing Director and Revenue Management

Operations Research: Applications

Operations Research: Applications

Production: maximize the profit taking into account the labour

Transportation: minimize the total distance taking into account

I great impacts in industry:

Facing a practical decision problem

1 Operations Research or Decision Science

Operations Research: Tools

satisfy the demand a1 x1 + a2 x2 . . . an xn ≥ b1

with limited resources a10 x1 + a20 x2 . . . an0 xn ≤ b10

Operations Research: Tools

Operations Research: Tools

Weight on the edges = cost, time, distance, capacity. . .

Operations Research: Tools

Drawing from Lionel Lagarde

1 Operations Research or Decision Science

Operations Research: companies in France

Large groups with a R&D department in OR

Operations Research: companies in France

For the other companies

Operations Research: companies in France

Operations Research: companies in France

Operations Research: companies in France