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6-30 冉伦教授学术午餐会

题 目:Reliable Facility Location Design Under Uncertain Correlated Disruptions
主讲人:冉伦(管理科学与工程系)
时 间:2015年6月30日(星期二)中午12:00-13:00
地 点:主楼418会议室
主讲人简介:
    冉伦,男,12BET管理与经济学院管理科学与工程专业教授、博士生导师。12BET系统风险研究中心副主任,兼任国家自然科学基金委员会管理科学部流动项目主任。2010年度入选教育部“新世纪优秀人才支持计划”,美国加州大学伯克利分校工业工程与运筹学系访问学者。主要从事数据驱动的管理科学建模方法、物流与供应链管理、医疗运营管理、收益管理等领域的研究。在国内外重要学术刊物及会议上发表学术论文30余篇,其中被SCI和EI收录20余篇。获得国防科技进步三等奖1项。主持教育部新世纪优秀人才支持计划1项、国家自然科学基金2项、北京市自然科学基金1项,国家邮政局、中国华油集团公司等政府及企业委托项目十余项。入选首届“12BET优秀青年教团队助计划”及“二次择优资助”,获得北京市第八届、第九届青年优秀科技论文二等奖。担任国家自然科学基金、航空基金、教育部人文社科基金、中国博士后基金等项目的评审专家。目前,担任北京系统工程学会理事,中国系统工程学会青年工作委员会委员,国家核应急响应技术支持中心专家委员会委员,Asia-Pacific Journal of Operational Research(SCI期刊)副主编,多个国内外学术期刊审稿人。
内容简介:
    Most previous studies on reliable facility location design assume that disruptions at different locations are independent. In this paper, we present a model that allows disruptions to be correlated with an uncertain joint distribution, and we apply distributionally robust optimization to minimize the expected cost under the worst-case distribution with given marginal disruption probabilities. The worst-case distribution has a practical interpretation with disruption propagation, and its sparse structure allows solving the problem efficiently. Our numerical results show that ignoring disruption correlation could lead to significant loss that increases dramatically in key factors such as source disaster probability, disruption propagation effect, and service interruption penalty. On the other hand, the robust model results in very low regret, even when disruptions are independent, and starts to outperform the model assuming independence when disruptions are mildly correlated. Most of the benefit of the robust model can be captured with a very low additional cost, which makes it easy to implement. Given these advantages, we believe that the robust model can serve as a promising alternative approach for solving reliable facility location problems.


(承办: 管理科学与工程系 、科研与学术交流中心)