Introduction to stochastic programming

Big data analytics in logistics and supply chain management: Certain investigations for research and applications

https://faculty.biu.ac.il/~shnaidh/zooloo/trnsprt2/Location-routing-%20Issues,%20models%20and%20methods.pdf

Location-routing: Issues, models and methods

Lecture Notes in Economics and Mathematical Systems

The aim of this paper is to present a survey of recent optimization models for the most commonly studied rail transportation problems. For each group of problems, we propose a classification of models and describe their important characteristics by focusing on model structure and algorithmic aspects. The review mainly concentrates on routing and scheduling problems since they represent the most important portion of the planning activities performed by railways. Routing models surveyed concern the operating policies for freight transportation and railcar fleet management, whereas scheduling models address the dispatching of trains and the assignment of locomotives and cars. A brief discussion of analytical yard and line models is also presented. The emphasis is on recent contributions, but several older yet important works are also cited.

A Survey of Optimization Models for Train Routing and Scheduling

We apply new bilevel and trilevel optimization models to make critical infrastructure more resilient against terrorist attacks. Each model features an intelligent attacker (terrorists) and a defender (us), information transparency, and sequential actions by attacker and defender. We illustrate with examples of the US Strategic Petroleum Reserve, the US Border Patrol at Yuma, Arizona, and an electrical transmission system. We conclude by reporting insights gained from the modeling experience and many “red-team” exercises. Each exercise gathers open-source data on a real-world infrastructure system, develops an appropriate bilevel or trilevel model, and uses these to identify vulnerabilities in the system or to plan an optimal defense.

/pdf/defending-critical-infrastructure-96d9t34vw8.pdf

Defending Critical Infrastructure

We describe new analytical techniques to help mitigate the disruptions to electric power grids caused by terrorist attacks. New bilevel mathematical models and algorithms identify critical system components (e.g., transmission lines, generators, transformers) by creating maximally disruptive attack plans for terrorists assumed to have limited offensive resources. We report results for standard reliability test networks to show that the techniques identify critical components with modest computational effort.

/pdf/analysis-of-electric-grid-security-under-terrorist-threat-2yeqe2upoe.pdf

Analysis of electric grid security under terrorist threat

A key strategic issue in pre-disaster planning for humanitarian logistics is the pre-establishment of adequate capacity and resources that enable efficient relief operations. This paper develops a two-stage stochastic optimization model to guide the allocation of budget to acquire and position relief assets, decisions that typically need to be made well in advance before a disaster strikes. The optimization focuses on minimizing the expected number of casualties, so our model includes first-stage decisions to represent the expansion of resources such as warehouses, medical facilities with personnel, ramp spaces, and shelters. Second-stage decisions concern the logistics of the problem, where allocated resources and contracted transportation assets are deployed to rescue critical population (in need of emergency evacuation), deliver required commodities to stay-back population, and transport the transfer population displaced by the disaster. Because of the uncertainty of the event's location and severity, these and other parameters are represented as scenarios. Computational results on notional test cases provide guidance on budget allocation and prove the potential benefit of using stochastic optimization.

Stochastic Optimization for Natural Disaster Asset Prepositioning

This paper generalizes Benders decomposition to maximize a nonconcave objective function and uses that decomposition to solve an ldquoelectric power grid interdiction problem.rdquo Under one empirically verified assumption, the solution to this bilevel optimization problem identifies a set of components, limited by cardinality or ldquointerdiction resource,rdquo whose destruction maximizes economic losses to customers (and can thereby guide defensive measures). The decomposition subproblem typically incorporates a set of DC optimal power-flow models that cover various states of repair after an attack, along with a load-duration curve. Test problems describe a regional power grid in the United States with approximately 5000 buses, 6000 lines, and 500 generators. Solution time on a 2-GHz personal computer is approximately one hour.

/pdf/worst-case-interdiction-analysis-of-large-scale-electric-4lfl3ko4jt.pdf

Worst-Case Interdiction Analysis of Large-Scale Electric Power Grids

We describe new bilevel programming models to (1) help make the country's criti- cal infrastructure more resilient to attacks by terrorists, (2) help governments and businesses plan those improvements, and (3) help influence related public policy on investment incentives, regulations, etc. An intelligent attacker (terrorists) and defender (us) are key features of all these models, along with information transparency: These are Stackelberg games, as opposed to two-person, zero-sum games. We illustrate these models with applications to electric power grids, subways, airports, and other critical infrastructure. For instance, one model identifies locations for a given set of electronic sensors that minimize the worst-case time to detection of a chemical, biological, or radiological contaminant introduced into the Washington, D.C. subway system. The paper concludes by reporting insights we have gained through forming "red teams," each of which gathers open-source data on a real-world system, develops an appro- priate attacker-defender or defender-attacker model, and solves the model to identify vulnerabilities in the system or to plan an optimal defense.

/pdf/analyzing-the-vulnerability-of-critical-infrastructure-to-3boddlz5h3.pdf

Javier Salmeron

Papers

Defending Critical Infrastructure

Analysis of electric grid security under terrorist threat

Stochastic Optimization for Natural Disaster Asset Prepositioning

Worst-Case Interdiction Analysis of Large-Scale Electric Power Grids

Analyzing the Vulnerability of Critical Infrastructure to Attack and Planning Defenses