Posts Tagged ‘operational research’

At a conference on the Warta and a stay in Warsaw

July 27, 2016
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River, idle chimneys, and the cradle of the Polish state

Saturday 02 July 

I manage to use the ticket machines to get from Warsaw Airport to the Central Station and then to Poznan.  Since I am sitting by the door of the compartment, people ask me questions.  I shrug.

I plod through Poznan more-or-less in the right direction and manage to find the Ibis.  I have to pay upfront, otherwise it is OK.

Ruth texts me to suggest a meeting.  I go out to have some soup and dumplings.  Then I find her fashionable expensive hotel in the rain.  I toy with a beefburger.  She pays.  She appears daunted by the way people have not done what they said they were going to do.

Sunday 03 July

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Welcome barbecue

I go to the station and buy a ticket to Warsaw.  It costs about 180 zl, as opposed to 80 zl to get here.  I can see what they mean.  I wander through the Old Town and think that the main square looks fake, as Ruth suggested.

I go over the bridge to the University of Technology.  I need to go to the opening ceremony to justify the welcome barbecue, I think.  The choral singing is good.  I secure some food at the barbecue and wave at Ruth passing by.

Monday 04 July

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Opera House in Poznan

In the first session, some guy mumbles on about the Rio Olympics.  I ask him about counterfactuals. Then one Robyn Moore presents a toolkit for getting value from volunteers in NZ.  This is jolly interesting.  Then some guy mumbles on about ethics.  I say that I have a Code, I do not need them.

The next session I go to is about MCDA.  People are turned away at the door.  We look at a picture of a cow that failed to jump over a fence.  I send an email to Robyn Moore.

Then it’s something about education in a very large lecture theatre with very few people.  A guy goes through a routine presentation about…something…in an incomprehensible Italian accent.  Then an old Russian woman reads verbatim some elementary points about education.  There are reinforced by some incomprehensible parallels from the theory of dynamical systems.  Then the session chair (a young woman from Ukraine) has a few touristic slides about Ukraine and two background slides about her summer school before giving up.  Then a survey of the performance of graduates of a university in the Philippines that would have failed as a GCSE Business Studies project.  The most important thing was personal appearance…

Then I get to grips with my polycarbonate lunch.  It is slightly better than I expected, and I can eat almost half of it.

After that, a very interesting session on Defence & Security, with an outstanding paper on what one can say about the (semi-) rationality of terrorist organisations.  David Lane comes and sits next to me and then goes away again.  There are also good papers on terror queues (aka resource allocation of secret agents), evacuation and police positioning.

Then a mildly interesting walking tour.  Many buildings had been built by the Germans.  So they looked German.  I had noticed that.  Also the people are very orderly and disciplined as well.

Tuesday 05 July

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Animated crowds converge on conference dinner

I go to a techy session and the thing on text analysis for plagiarism is quite interesting.  Then a thing on charitable orders comes down to putting some prices = 0.  This makes it more difficult that the general problem.  WTF.

A thing on implementation in plenary recommends greedy algorithms, since you are too confident in your view of the future.  Like the cow jumping the gate.

I spend some time sitting in a room with Ana Isabel Barros in case someone wants to be mentored.  They don’t, so she talks with her mates in Dutch.

There is no coffee.

A session on decision support.  A Serb is cross-examined about skiing injuries.  The session chair shows a picture of her car crash, which explains why there is not a lot in her paper.  A guy gives an incomprehensible presentation on sepsis, followed by a DNA.

I manage to find my way to the conference dinner and even sit next to Sally Brailsford, who seems happy to see a familiar face.  Then Brian Dangerfield joins us and we do not get drunk this time.  The duck is nice.  We find our way to the Ibis on the tram.

Wednesday 06 July

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Polish retro-kitsch, with a touch of Cezanne

I wake at 0400 from a dream where I am taken captive by Islamic terrorists.  I do some packing.

In our session, David Lane talks about norovirus and we have an interesting discussion about eliciting transmission parameters–I even defend him.  I do my talk and have a little difficulty with the controls.  Then a Turk seems to have provided volunteer support by a direct method, which is interesting.

Complex societal problems starts with a paper on food rescue, but it’s really routeing.

Then I attend respectfully as Ruth presents our workshop.  We start with three people and end with ten or so, she does an excellent job.

I sit through various speeches, then I plod to the station.  The other two guys in the compartment keep silent.  In Warsaw, I manage to find the Chopin Boutique B&B through rain, wind and darkness.  The Polish retro-kitsch room appeals to me.

Thursday 07 July

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Warsaw Old Town, for those who like that kind of thing

I walk up Nowy Swiat and skirt the fuzz guarding the NATO summit.  The Old Town does not appeal to me.  On my way back I check out ulica Bronislawa Moniuszki, thinking that the -i looks like a feminine ending.  A camera crew wants my opinion on something in Polish, and I have to disappoint them.

I have lunch at Dawne Smaki, which turns out to be very sensible in spite of being recommended in my guidebook.

In the evening I turn on the TV.  I watch Germany lose 2-0 to France and feel no pleasure.

Friday 08 July

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The other tourist attraction in Warsaw

I wake up and go to breakfast.  A bloke identifies himself as our host.  Neither of us is happy about Brexit. He says that Czech is very like Polish, but the countries are different.

I go outside.  It is peaceful.  I come back and try checking in online.  Bastard Airways want to charge me for hold baggage,

I go outside with the idea of visiting museums.  But I decide it is too much like effort and come  back instead and put some stuff on Twitter.

Saturday 09 July

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Numerous attempts to use the self check-in machine fail.  I stand in a long line of people wanting to fly to our right little, tight little, shite little island.  It does not move.  After a long time, a young woman takes me to the machine again so that I can fail under supervision.

Now that I have failed under supervision I can join the other line.  The clerk says I can put my bag in the hold without charged since the flight is full.  Thank you, Shittish Airways.

But the flight is fine.

When I get home I see that the back garden is overgrown.

Where next for Pro Bono OR?

May 25, 2016

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In view of the success of the UK Operational Research Society’s Pro Bono Scheme, which links OR professionals with charities to their mutual benefit, participants in the upcoming European OR Conference will be keen to learn which of their countries it can most easily be expanded to.

In an attempt to answer this question, the chart above shows a measure of the penetration of Operational Research in each country (the number of members of the national OR Society per million population) against a measure of the importance of the charitable sector in that country (the percentage of the population claiming to have given money to charity over the past four weeks), for those European countries where both data items are available.  Clearly one would be looking for countries with a large charitable sector and a high penetration of Operational Research.

The UK is in the lead on both indicators, followed at a respectful distance by the normal suspects in North-Western Europe together with Croatia and Slovenia.  The fact that Norway/Sweden, Germany/Austria/Switzerland and Hungary/Czech Republic are all very close to each other gives us some hope that we are actually measuring something real here.

Whether one can implement such a scheme successfully probably depends on having some central body that can make it happen, and it is nor clear that other European countries have an infrastructure comparable to the UK Operational Research Society.  Even more importantly perhaps, one needs a driving force who is determined to make the thing happen in the first place.

With regard to the variables employed, membership of national OR societies is probably a reasonable measure of the penetration of OR in particular countries, and it would be hard to find anything else without a great deal of effort.  As ever in international comparisons, the size of the charity sector is subject to definitional problems, for example where you have churches funded out of taxes (as in Germany) or charities contracted on a large scale to carry out what would otherwise be functions of the State (as in the US or the UK).

Data on OR Society membership comes from the EURO website, while that on population is from Wikipedia.  Data on donations comes from the CAF World Giving Index 2015.

 

Half-day conference on OR in Healthcare, Southampton April 27

April 6, 2016

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Sally Brailsford announces:

Half-day mini-conference on OR in Healthcare
Wednesday April 27, 14.00 – 17.30
University of Southampton, Building 2, Room 3043

The theme of this event is practical applications of OR modelling in healthcare. The talks will be suitable for a general audience as well as OR specialists with an interest in health.  Speakers:

  • Martin Caunt, Operational Research & Evaluation Unit, NHS England
  • Martin Utley, Clinical OR Unit, University College London
  • Martin Pitt, PenCHORD, NIHR CLAHRC South West, University of Exeter
  • Julie Eatock, Brunel University London
  • Daniel Gartner, Cardiff University
  • Paul Benson, Southampton City Clinical Commissioning Group

There is no charge for this event and all are welcome, but please RSVP by April 22 by email  for catering purposes and if you would like a parking space (note, these are limited).

Books on Operational Research: A Practical List

September 27, 2014

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The list below is drawn from various sources and organised according to categories that seem to be useful in practice.  The items in bold are ones I feel able to endorse, having used them myself. I think Tools for thinking, Mike Pidd would be a good place to start as an overview of modern practitioners’ OR, and you can an earlier edition for £2-81 on Amazon. The Pleasures of Counting T. W. Körner is an excellent book for background/inspiration, but may be difficult to get hold of cheaply.

General/methodology/approach

The Pleasures of Counting T. W. Körner

The Art of Problem Solving: Accompanied by Ackoff’s Fables Russell L. Ackoff

Tools for thinking, Mike Pidd is a good introduction to modern practitioners’ OR

Books from Geoff Royston

Modelling

Systems Modelling: Theory and Practice Michael Pidd

Sterman J (2000) Business Dynamics: Systems Thinking and Modeling for a Complex

World, McGraw-Hill [from Strathclyde outline]

M. Pidd (1992) Computer Simulation for Management Science, 3rd edition, Wiley.

Spreadsheets

From Strathclyde outline:

Walkenbach J and Pieterse JK (2007) Excel 2007 VBA Programming For Dummies, ISBN:978-0-470-04674-6

Stephan L, Berenson K (2002) Statistics for Managers: Using Microsoft Excel, Prentice Hall

Databases

No idea!

Forecasting

Makridakis, S., Wheelwright, S., and Hyndman (1998) Forecasting: Methods and

Applications (Third Edition), John Wiley. [from Strathclyde outline]

Project Management

Colleague recommendations:

Project Management Pocketbook

Escalation in Decision-making: Tragedy of Taurus Helga Drummond

Consultancy

Colleague recommendations:

Who Moved My Cheese?  S Johnson

The Seven Habits of Highly Effective People.  S R Covey

Organizational Behaviour: An Introductory Text D Buchanan and A Huczynski

Understanding Organizations C Handy

Statistics

The Visual Display of Quantitative Information Edward R. Tufte

Problem Solving: A Statistician’s Guide (Chapman & Hall Statistics Text… (edition 1988) by Christopher Chatfield

Draper NR and Smith H (1998) Applied Regression Analysis, Wiley Interscience. [believed to be the standard reference; from Strathclyde outline]

Multivariate Data Analysis by Joseph F. Hair, William Black, Rolph E. Anderson, Ronald L. Tatham

Sampling Techniques (Probability & Mathematical Statistics) (original 1977; edition 1977) by William G. Cochran

Introduction to Categorical Data Analysis (Wiley Series in Probability & Statistics: Probability Section) by Alan Agresti

Queuing theory

No idea!

Soft methods

Rational Analysis for a Problematic World: Problem Structuring Methods for Complexity, Uncertainty and Conflict Jonathan Rosenhead

Data mining

Credit Scoring and Its Applications (Monographs on Mathematical Modeling & Computation) Lyn C. Thomas

Decision analysis/decision trees

From Strathclyde outline:

R.L. Keeney, H. Raiffa: Decisions with multiple objectives-preferences and value tradeoffs, Cambridge University Press, Cambridge & New York, 1993.

Valerie Belton, Theodor J. Stewart, Multiple Criteria Decision Analysis: An Integrated Approach Springer, 2002.

Optimisation/LP etc

[??]

Software

The Little SAS Book: A Primer Lora D. Delwiche

A Consensus Reading List for Operational Research

August 13, 2014
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Try double-clicking if this is too small!

In another attempt at drawing up a reading list for operational research, I did a Google search on “reading list” AND (“operational research” OR “operations research” OR “management science”).  Confining myself to what seemed to be relevant cases, I got contributions from the following institutions:  Southampton, Derby, Strathclyde, Edinburgh, Cass Business School, Aston, Imperial College, Leicester, Wisconsin, Dublin City University, Nottingham, George Mason University, Sheffield, London University International Programme, Napier, Leiden.  The table above shows those items that occurred more than once, except I omitted a book on Linear Programming in MATLAB as being of no interest outside a teaching context.

Well, it all depends on what you’re teaching of course.  And the level of bibliographic detail depends on the source.  Rosenhead et al, Chatfield and Pidd (2004) should be of some use to practitioners anyway.

A Reading List for Operational Research

August 13, 2014

 

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Geoff Royston has kindly sent us a list of recommended general reading (that is, not about a specific technique) for people at or near the beginning of a career in OR, as follows:

Tools for Thinking, Michael Pidd
Decision and Control, Stafford Beer
The Sciences of the Artificial, Herbert Simon
The Fifth Discipline, Peter Senge
Thinking in Systems, Donella Meadows
A Mathematician Reads the Newspaper, John Allen Paulos
Conceptual Blockbusting, James Adams
Rational Analysis for a Problematic World, eds Jonathan Rosenhead and John Mingers
Policy Analysis for the Real World, Brian Hogwood and Lewis Gunn
Pitfalls of Analysis, Giandomenico Majone and Edward Quade
Blackett’s War, Stephen Budiansky

Newton and the Counterfeiter (Thomas Levenson)

June 26, 2011

****(*)

This is a very good book.  The theme is that Isaac Newton, having been active on the right side in the Glorious Revolution was looking for a position in London that would give him both money and a place in society.  In the end. he was offered the post of Warden of the Royal Mint, which in effect meant dealing with the internal workings of the place.  He had to reorganise the place to carry to carry out the wholesale recoinage required by a serious crisis of confidence in the currency, and I actually found this the most interesting part of the account–how he not only analysed the process to see where the blockages were, but also did things with his own hands just as in his work as a physicist.

Then we get to the story promised by the title.  Or it could be:  ‘Isaac Newton–Supercop’.  He has to deal with a number of counterfeiters, including one Willian Chaloner who has been making accusations about the integrity of the Mint’s procedures.  I didn’t really see Chaloner as having a coherent plan to ruin the Mint–rather I think he was trying to fish in muddy waters.  I’m not that convinced by the duel between Newton and Chaloner either, though it was striking to see how both sides suffered from a deficiency in the material base–a simple lack of paper, never mind engraving equipment, for instance.

I remember it once being written used his position at the Mint to vent his (suppositious) sadistic-homosexual urges on coiners, but here it seems to be a matter of standard Stuart jurisprudence–put the bloke in prison until he confesses or blabs in front of a stool pigeon or catches something and dies painfully.  Just like Russia today, although in Stuart England the case first of all had to go before a grand jury which might often enough throw it out–such independence was apparently rarer in the trial itself.  It seems that WC correctly pleaded that he was being tried in the wrong jurisdiction and was ignored–we are gratified to see the end of him anyway.

I’m still impressed by the revelation of Newton as living in a world where nails were made by hand and the whole economy ran on coinage that was minted semi-manually.

Red Plenty (Francis Spufford)

January 1, 2011

****

This book—a non-fiction novel—is about the failure of the Soviet economy to deliver the expectation of plenty. The genre is unusual enough, and this is a non-fiction novel not about a particular event or personage but about an idea, which is even more unusual.

The book opens with Leonid Kantorovich coming up with the idea of Linear Programming on a crowded tram in Leningrad in 1938 and ends with him optimising the production of steel pipe to carry oil from the Siberian fields, since in the interim Soviet industry has failed  and the country has been thrown back on exploiting its natural resources.

The story is illustrated by episodes in the life of various characters: Galina, an ambitious Komsomol girl, is thrown off course after visiting the American exhibition in Moscow and ends up marrying a rather coarser careerist than she had hoped for. Volodya, her former intended, is sent to Novocherkassk to redeem himself and finds that things take a decided turn for the worse. Nikita Khrushchev is drawn into something he doesn’t understand and finds it turns against him.  An economically rational price increase and finds it ends in bloodshed when accompanied by a cut in pay. A reform plan put to Aleksei Kosygin results in all the changes being adopted as long as everything stays the same.

This is all very interesting from a number of aspects. It contains a lot of interesting and useful material on linear programming and analysis/management science. As well as linear programming, we learn about the importance of working ‘from the problem’ (asking questions and finding out what is really going on ) rather than ‘from the photograph’ (believing what they tell you). The 3% increase in efficiency is perhaps allowed and achievable as a one-off, but is never going to accumulate into qualitative change. Things can change—they must undergo radical reform–as long as they remain the same and nobody is alarmed too much. And the ‘method of balances’ for planning the economy does sound rather like HM Treasury at Budget time, though as ‘a very kind man’ Mokhov would be sadly out of place there.

As a sketch of Soviet economic history I also found the book quite impressive. There are some reservations. The reason that Stalin’s shock industrialisation worked—that the whole thing came off—was that people were desperate to leave the countryside, as the Chinese are now. I think that the thing about products being valued by weight comes from one anecdote about a furniture factory, and I don’t really believe it in connection with heavy (heavy!) machinery.  I think the reason the system finally became unworkable was that in the absence of coercive measures local managers had effectively privatised their enterprises, or at least the gains from them, so you had a centrally-planned system where the centre couldn’t enforce its will.  The ‘supply agent’ Chekuskin also seems to belong to the chaos of the 1930s rather than to the 1960s and anyway bears too close a resemblance to Gogol’s Chichikov for comfort.

As well as the narrative, the book comes with a comprehensive commentary explaining and justifying the narrative and an exhaustive list of references. The narrative stands as a foetus nourished by the parent body of fact through a placenta of commentary. In the narrative itself, you wonder about the characters—are they the progenitors of the thing that, like Lebedev’s lung cancer, nobody is able to cure, or are they just there to show how the thing affects their lives? I don’t think any of them are that interesting in their own right, independently of the point they’re meant to illustrate.

But still, a very interesting, enjoyable and worthwhile book.  Science fiction where economics is the science is certainly a new one on me!

Analysing Uncertainty (David Spiegelhalter) RSS 13 October

October 14, 2009
Discrete areas in probability-hazard space

Discrete areas in probability-hazard space

So this was all quite interesting.  David Spiegelhalter’s main point was that there was a lot more to uncertainty than uncertainty in parameter estimates.  Could you for instance have a probability-hazard space when nothing was properly scaled?  Maybe it would be better to use discrete clusters as suggested by Ortwin Renn (and as above) where for instance Cassandra had high probability and a high degree of damage.

Parameters might be subject to random variation (aleatory uncertainty), or they might be fixed but you just didn’t know them–(epistemic uncertainty).  But then your model might be–undoubtedly was–wrong.  So could you average over models?

At the end (and thinking of the banking crisis/credit crunch) he concluded that one needed a clear separation between (1) modellers presenting their work with due humility and (2) decision-makers accepting this work with due caution.  But this leaves out a further level of uncertainty–you don’t know what the right question is either.  If the modellers and decision-makers work together they can negotiate a question–often along the lines of ‘do we need to do something about this now’–that the modellers can actually help with.

And along the way we learned many interesting things:  for instance, agnotology, the deliberate production of ignorance by for instance the tobacco industry and climate change deniers…