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Publication Metadata only Advance demand information and a restricted production capacity: on the optimality of order base-stock policies(Springer, 2007) Wijngaard, Jacob; Department of Industrial Engineering; Karaesmen, Fikri; Faculty Member; Department of Industrial Engineering; College of Engineering; 3579This paper considers the optimality of order aggregation in a single-item production/inventory problem with advance demand information and a restricted production capacity. The advance demand information is modeled by introducing a positive customer order lead time. The paper proves, when customer order lead times are less than a threshold value, it is allowed to aggregate the orders over time when establishing the optimal production decision. This implies the optimality of an order base-stock policy. It shows also that in case of linear inventory cost, the positive effect of advance demand information is equal to a cost reduction that is proportional to idle time and foreknowledge horizon. The results hold for the backlogging case as well as for the lost-sales case.Publication Metadata only An adaptive and diversified vehicle routing approach to reducing the security risk of cash-in-transit operations(Wiley, 2017) Bozkaya, Burçin; Department of Industrial Engineering; N/A; Salman, Fatma Sibel; Telciler, Kaan; Faculty Member; Master Student; Department of Industrial Engineering; College of Engineering; Graduate School of Sciences and Engineering; 178838; N/AWe consider the route optimization problem of transporting valuables in cash-in-transit (CIT) operations. The problem arises as a rich variant of the capacitated vehicle routing problem (CVRP) with time windows and pickup and deliveries. Due to the high-risk nature of this operation (e.g., robberies) we consider a bi-objective function where we attempt to minimize the total transportation cost and the security risk of transporting valuables along the designed routes. For risk minimization, we propose a composite risk measure that is a weighted sum of two risk components: (i) following the same or very similar routes, and (ii) visiting neighborhoods with low socioeconomic status along the routes. We also consider vehicle capacities in terms of monetary value carried as per insurance regulations. We develop an adaptive randomized bi-objective path selection algorithm that uses the composite risk measure in choosing alternative paths between origin-destination pairs over a sequence of days. We solve the rich CVRP approximately for each day with updated costs. We test our solution approach on a data set from a CIT delivery service provider and provide insights on how the routes diversify daily. Our approach generates a spectrum of solutions with costrisk trade-off to support decision making.Publication Metadata only An EOQ model with multiple suppliers and random capacity(Wiley, 2006) Erdem, Aslı Sencer; Fadıloğlu, Mehmet Murat; Department of Industrial Engineering; Özekici, Süleyman; Faculty Member; Department of Industrial Engineering; College of Engineering; 32631We consider an EOQ model with multiple suppliers that have random capacities, which leads to uncertain yield in orders. A given order is fully received from a supplier if the order quantity is less than the supplier's capacity; otherwise. the quantity received is equal to the available capacity. The optimal order quantities for the suppliers can be obtained as the unique solution of an implicit set of equations in which the expected unsatisfied order is the same for each supplier. Further characterizations and properties are obtained for the uniform and exponential capacity cases with discussions on the issues related to diversification among suppliers.Publication Open Access Analysis of a group purchasing organization under demand and price uncertainty(Springer, 2018) Department of Business Administration; Department of Industrial Engineering; Tan, Barış; Karabağ, Oktay; Faculty Member; Resercher; Department of Business Administration; Department of Industrial Engineering; College of Administrative Sciences and Economics; College of Engineering; 28600; N/ABased on an industrial case study, we present a stochastic model of a supply chain consisting of a set of buyers and suppliers and a group purchasing organization (GPO). The GPO combines orders from buyers in a two-period model. Demand and price in the second period are random. An advance selling opportunity is available to all suppliers and buyers in the first-period market. Buyers decide how much to buy through the GPO in the first period and how much to procure from the market at a lower or higher price in the second period. Suppliers determine the amount of capacity to sell through the GPO in the first period and to hold in reserve in order to meet demand in the second period. The GPO conducts a uniform-price reverse auction to select suppliers and decides on the price that will be offered to buyers to maximize its profit. By determining the optimal decisions of buyers, suppliers, and the GPO, we answer the following questions: Do suppliers and buyers benefit from working with a GPO? How do the uncertainty in demand, the share of GPO orders in the advance sales market, and the uncertainty in price influence the players' decisions and profits? What are the characteristics of an environment that would encourage suppliers and buyers to work with a GPO? We show that a GPO helps buyers and suppliers to mitigate demand and price risks effectively while collecting a premium by serving as an intermediary between them.Publication Metadata only Analysis of interaction among land use, transportation network and air pollution using stochastic nonlinear programming(Springer, 2014) N/A; Department of Industrial Engineering; Shahraki, Narges; Türkay, Metin; PhD Student; Faculty Member; Department of Industrial Engineering; Graduate School of Sciences and Engineering; College of Engineering; N/A; 24956This paper presents two novel models for land use and transportation to address the development of different functional zones in urban areas by considering the design of an efficient transportation network and reducing air pollution. Objective functions of the first model are maximizing utility function and maximizing reliability index. the utility is formulated as a function of travel cost and zonal attractiveness. Reliability index is defined as the probability that flow in each link of the network is less than the design capacity. Maximizing this probability is equivalent to minimizing congestion in the network. in addition, maximizing utility and minimizing carbon monoxide emission in the network are considered as objective functions in the second model. the formulated models are nonlinear and stochastic. We implement the epsilon-constraint method for solving these bi-objective optimization problems. We analyze the models and solution characteristics of some examples. in addition, we evaluate the relation between computing time and complexity of the model. in this study, for the first time in the open literature, stochastic bi-objective optimization models are formulated to analyze interaction among land use, transportation network and air pollution. We also extract and summarize some useful insights on the relationship among land use, transportation network and environmental impact associated with them.Publication Metadata only Automated box-jenkins forecasting tool with an application for passenger demand in urban rail systems(Wiley-Hindawi, 2016) Tuna, Selçuk; Çancı, Metin; N/A; Department of Industrial Engineering; Anvari, Saeedeh; Türkay, Metin; PhD Student; Faculty Member; Department of Industrial Engineering; Graduate School of Sciences and Engineering; College of Engineering; N/A; 24956Efficient management of public transportation systems is one of the most important requirements in rapidly urbanizing world. Forecasting the demand for transportation is critical in planning and scheduling efficient operations by transportation systems managers. In this paper, a time series forecasting framework based on Box-Jenkins method is developed for public transportation systems. We present a framework that is comprehensive, automated, accurate, and fast. Moreover, it is applicable to any time series forecasting problem regardless of the application sector. It substitutes the human judgment with a combination of statistical tests, simplifies the time-consuming model selection part with enumeration, and it applies a number of comprehensive tests to select an accurate model. We implemented all steps of the proposed framework in MATLAB as a comprehensive forecasting tool. We tested our model on real passenger traffic data from Istanbul Metro. The numerical tests show the proposed framework is very effective and gives higher accuracy than the other models that have been used in many studies in the literature.Publication Metadata only Bayesian analysis of doubly stochastic Markov processes in reliability(Cambridge University Press (CUP), 2021) Ay, Atilla; Soyer, Refik; Landon, Joshua; Department of Industrial Engineering; Özekici, Süleyman; Faculty Member; Department of Industrial Engineering; College of Engineering; 32631Markov processes play an important role in reliability analysis and particularly in modeling the stochastic evolution of survival/failure behavior of systems. The probability law of Markov processes is described by its generator or the transition rate matrix. In this paper, we suppose that the process is doubly stochastic in the sense that the generator is also stochastic. In our model, we suppose that the entries in the generator change with respect to the changing states of yet another Markov process. This process represents the random environment that the stochastic model operates in. In fact, we have a Markov modulated Markov process which can be modeled as a bivariate Markov process that can be analyzed probabilistically using Markovian analysis. In this setting, however, we are interested in Bayesian inference on model parameters. We present a computationally tractable approach using Gibbs sampling and demonstrate it by numerical illustrations. We also discuss cases that involve complete and partial data sets on both processes.Publication Metadata only Bayesian analysis of Markov modulated Bernoulli processes(Springer, 2003) Soyer, R.; Department of Industrial Engineering; Özekici, Süleyman; Faculty Member; Department of Industrial Engineering; College of Engineering; 32631We consider Markov Modulated Bernoulli Processes (MMBP) where the success probability of a Bernoulli process evolves over time according to a Markov chain. The MMBP is applied in reliability modeling where systems and components function in a randomly changing environment. Some of these applications include, but are not limited to, reliability assessment in power systems that are subject to fluctuating weather conditions over time and reliability growth processes that are subject to design changes over time. We develop a general setup for analysis of MMBPs with a focus on reliability modeling and present Bayesian analysis of failure data and illustrate how reliability predictions can be obtained.Publication Open Access Classification of drug molecules considering their IC(50) values using mixed-integer linear programming based hyper-boxes method(BioMed Central, 2008) Department of Industrial Engineering; Department of Chemical and Biological Engineering; Armutlu, Pelin; Özdemir, Muhittin Emre; Yüksektepe, Fadime Üney; Kavaklı, İbrahim Halil; Türkay, Metin; Faculty Member; Department of Industrial Engineering; Department of Chemical and Biological Engineering; The Center for Computational Biology and Bioinformatics (CCBB); College of Engineering; N/A; N/A; N/A; 40319; 24956Background: A priori analysis of the activity of drugs on the target protein by computational approaches can be useful in narrowing down drug candidates for further experimental tests. Currently, there are a large number of computational methods that predict the activity of drugs on proteins. In this study, we approach the activity prediction problem as a classification problem and, we aim to improve the classification accuracy by introducing an algorithm that combines partial least squares regression with mixed-integer programming based hyper-boxes classification method, where drug molecules are classified as low active or high active regarding their binding activity (IC(50) values) on target proteins. We also aim to determine the most significant molecular descriptors for the drug molecules. Results: We first apply our approach by analyzing the activities of widely known inhibitor datasets including Acetylcholinesterase (ACHE), Benzodiazepine Receptor (BZR), Dihydrofolate Reductase (DHFR), Cyclooxygenase-2 (COX-2) with known IC(50) values. The results at this stage proved that our approach consistently gives better classification accuracies compared to 63 other reported classification methods such as SVM, Naive Bayes, where we were able to predict the experimentally determined IC50 values with a worst case accuracy of 96%. To further test applicability of this approach we first created dataset for Cytochrome P450 C17 inhibitors and then predicted their activities with 100% accuracy. Conclusion: Our results indicate that this approach can be utilized to predict the inhibitory effects of inhibitors based on their molecular descriptors. This approach will not only enhance drug discovery process, but also save time and resources committed.Publication Open Access Distributionally robust optimization under a decision-dependent ambiguity set with applications to machine scheduling and humanitarian logistics(The Institute for Operations Research and the Management Sciences (INFORMS), 2022) Noyan, Nilay; Lejeune, Miguel; Department of Industrial Engineering; Rudolf, Gabor; Faculty Member; Department of Industrial Engineering; College of EngineeringWe introduce a new class of distributionally robust optimization problems under decision-dependent ambiguity sets. In particular, as our ambiguity sets, we consider balls centered on a decision-dependent probability distribution. The balls are based on a class of earth mover's distances that includes both the total variation distance and the Wasserstein metrics. We discuss the main computational challenges in solving the problems of interest and provide an overview of various settings leading to tractable formulations. Some of the arising side results, such as the mathematical programming expressions for robustified risk measures in a discrete space, are also of independent interest. Finally, we rely on state-of-the-art modeling techniques from machine scheduling and humanitarian logistics to arrive at potentially practical applications, and present a numerical study for a novel risk-averse scheduling problem with controllable processing times. Summary of Contribution: In this study, we introduce a new class of optimization problems that simultaneously address distributional and decision-dependent uncertainty. We present a unified modeling framework along with a discussion on possible ways to specify the key model components, and discuss the main computational challenges in solving the complex problems of interest. Special care has been devoted to identifying the settings and problem classes where these challenges can be mitigated. In particular, we provide model reformulation results, including mathematical programming expressions for robustified risk measures, and describe how these results can be utilized to obtain tractable formulations for specific applied problems from the fields of humanitarian logistics and machine scheduling. Toward demonstrating the value of the modeling approach and investigating the performance of the proposed mixed-integer linear programming formulations, we conduct a computational study on a novel risk-averse machine scheduling problem with controllable processing times. We derive insights regarding the decision-making impact of our modeling approach and key parameter choices.