Queueing theory and operations management.

Management; Theory;

Sustainable R&D portfolio assessment.

Research and development portfolio management is traditionally technologically and financially dominated, with little or no attention to the sustainable focus, which represents the triple bottom line: not only financial (and technical) issues but also human and environmental values. This is mainly due to the lack of quantified and reliable data on the human aspects of product/service development: usability, ecology, ethics, product experience, perceived quality etc. Even if these data are available, then consistent decision support tools are not ready available. Based on the findings from an industry review, we developed a DEA model that permits to support strategic R&D portfolio management. We underscore the usability of this approach with real life examples from two different industries: consumables and materials manufacturing (polymers).R&D portfolio management; Data envelopment analysis; Sustainable R&D;

The consequences of time-phased order releases on two M/M/1 queues in series.

A key characteristic of MRP applications includes the coordination of assembly and purchased component requirements by time-phased order releases. In the literature on order review and release strategies, time- phased order releases are described as a worthy alternative to load limited release mechanisms. This paper initializes the development of a stochastic model that quantifies the consequences of time-phased order releases on the stochastic system behavior. This is done by introducing them in an open queueing network composed of two M/M/1 stations. The core of the analysis is focused on the modified flow variability which is specified by the second-order stationary departure process at the first station in the routing. It is a process characterized by a negligible autocorrelation. Based on the stationary-interval method and the asymptotic method, we propose an approximating renewal process for the modified departure process. The modelling efforts provide interesting conclusions and practical insights on some coordination issues in stochastic multi-echelon systems.

Differential evolution to solve the lot size problem.

An Advanced Resource Planning model is presented to support optimal lot size decisions for performance improvement of a production system in terms of either delivery time or setup related costs. Based on a queueing network, a model is developed for a mix of multiple products following their own specific sequence of operations on one or more resources, while taking into account various sources of uncertainty, both in demand as well as in production characteristics. In addition, the model includes the impact of parallel servers and different time schedules in a multi-period planning setting. The corrupting influence of variabilities from rework and breakdown is explicitly modeled. As a major result, the differential evolution algorithm is able to find the optimal lead time as a function of the lot size. In this way, we add a conclusion on the debate on the convexity between lot size and lead time in a complex production environment. We show that differential evolution outperforms a steepest descent method in the search for the global optimal lot size. For problems of realistic size, we propose appropriate control parameters for the differential evolution in order to make its search process more efficient.Production planning; Lot sizing; Queueing networks; Differential evolution;

On the Linear Extension Complexity of Regular n-gons

In this paper, we propose new lower and upper bounds on the linear extension complexity of regular $n$-gons. Our bounds are based on the equivalence between the computation of (i) an extended formulation of size $r$ of a polytope $P$, and (ii) a rank-$r$ nonnegative factorization of a slack matrix of the polytope $P$. The lower bound is based on an improved bound for the rectangle covering number (also known as the boolean rank) of the slack matrix of the $n$-gons. The upper bound is a slight improvement of the result of Fiorini, Rothvoss and Tiwary [Extended Formulations for Polygons, Discrete Comput. Geom. 48(3), pp. 658-668, 2012]. The difference with their result is twofold: (i) our proof uses a purely algebraic argument while Fiorini et al. used a geometric argument, and (ii) we improve the base case allowing us to reduce their upper bound $2 \left\lceil \log_2(n) \right\rceil$ by one when $2^{k-1} < n \leq 2^{k-1}+2^{k-2}$ for some integer $k$. We conjecture that this new upper bound is tight, which is suggested by numerical experiments for small $n$. Moreover, this improved upper bound allows us to close the gap with the best known lower bound for certain regular $n$-gons (namely, $9 \leq n \leq 13$ and $21 \leq n \leq 24$) hence allowing for the first time to determine their extension complexity.Comment: 20 pages, 3 figures. New contribution: improved lower bound for the boolean rank of the slack matrices of n-gon

Algorithms for Positive Semidefinite Factorization

This paper considers the problem of positive semidefinite factorization (PSD factorization), a generalization of exact nonnegative matrix factorization. Given an $m$-by-$n$ nonnegative matrix $X$ and an integer $k$, the PSD factorization problem consists in finding, if possible, symmetric $k$-by-$k$ positive semidefinite matrices $\{A^1,...,A^m\}$ and $\{B^1,...,B^n\}$ such that $X_{i,j}=\text{trace}(A^iB^j)$ for $i=1,...,m$, and $j=1,...n$. PSD factorization is NP-hard. In this work, we introduce several local optimization schemes to tackle this problem: a fast projected gradient method and two algorithms based on the coordinate descent framework. The main application of PSD factorization is the computation of semidefinite extensions, that is, the representations of polyhedrons as projections of spectrahedra, for which the matrix to be factorized is the slack matrix of the polyhedron. We compare the performance of our algorithms on this class of problems. In particular, we compute the PSD extensions of size $k=1+ \lceil \log_2(n) \rceil$ for the regular $n$-gons when $n=5$, $8$ and $10$. We also show how to generalize our algorithms to compute the square root rank (which is the size of the factors in a PSD factorization where all factor matrices $A^i$ and $B^j$ have rank one) and completely PSD factorizations (which is the special case where the input matrix is symmetric and equality $A^i=B^i$ is required for all $i$).Comment: 21 pages, 3 figures, 3 table