Meenarli Sharma and Ketki Kulkarni at Inter IIT

Meenarli Sharma (M.Tech) and Ketki Kulkarni (Ph.D) represented IIT Bombay at the 45th Inter IIT meet at IIT Kanpur in Dec 2009. Meenarli (Basketball, which won the fourth place overall - and Athletics), and Ketki (Table Tennis, 2nd place) were part of the IIT Bombay women's team which won the second place overall. This is Meenarli's second contribution in this direction continuing from the 44th Inter IIT meet at IIT Madras last year where she was part of the silver medal Basketball team.

Seminar talk by R. Gopalakrishnan

R. Gopalakrishnan, Senior Divisional Commercial Manager, Mumbai Central Division, Western Railways (Indian Railways) gave a talk "Operations Research Applications in the Railway Industry" on 29th January 2010.
The talk featured a variety of potential applications of O.R. to railway operations, spanning commercial, facility planning and scheduling aspects. One case study on ticketing for Passenger Business was discussed in detail and other applications were outlined, including the freight yard layout problem.

Talk by Ankur A. Kulkarni

A talk by Ankur A. Kulkarni on 19th January 2010.

Title: Refinement of the Generalized Nash Equilibrium

Abstract of talk: We are concerned with generalized Nash games in which the players' strategy sets are coupled by a shared constraint. A widely employed solution concept for these games is the generalized Nash equilibrium (GNE), which is the natural generalization of the Nash equilibrium. The variational equilibrium (VE) is a specific kind of GNE given by a solution of the variational inequality formed from the common constraint and the mapping of the gradients of player objectives. Our contribution is in providing conditions under which the existence of a GNE is necessary and sufficient for the existence of a VE; in such an instance, the VE is said to be a "refinement" of the GNE. Establishment of this result is seen to be of relevance to pure, applied and computational game theorists. We present a theory that gives sufficient conditions for the VE to be a refinement of the GNE. For certain games these conditions are shown to be necessary. This theory rests on a result showing that the GNE and the VE are equivalent upto the Brouwer degree of certains functions whose zeros are the GNE and VE respectively. In the primal space we show equality between the Brouwer degrees of the natural maps of the quasi-variational inequality and the variational inequality, whose solutions are the GNE and VE respectively. Using a novel equation reformulation of the VE, this result is extended to the primal-dual space. These degree theoretic relationships pave the way for the aforesaid sufficient conditions. Our results unify some known results about shared constraint games and provide mathematical justification for ideas that were known to be appealing to economic intuition.

Speaker Bio: Ankur Kulkarni is a doctoral student at the University of Illinois at Urbana-Champaign (UIUC), USA. He received his B.Tech. in Aerospace Engineering from Indian Institute of Technology, Bombay in 2006 and M.S. in General Engineering from UIUC in 2008. He was a visiting scholar at the Tata Institute of Fundamental Research, Mumbai in 2008

Talk by Dr. Rituparna Sen

Dr Rituparna Sen gave a talk on 15th January 2010 for IEOR group.She is currently working as Assistant Professor at the Department of Statistics, University of California - Davis.

Title: Option Pricing and Hedging in the Incomplete Market.

Abstract of talk: An important aspect of the stock price process, which has often been ignored in the financial literature, is that prices on organized exchanges are restricted to lie on a grid. We consider continuous-time models for the stock price process with random waiting times of jumps and discrete jump size. We consider a class of pure jump processes that are ``close'' to the Black-Scholes model in the sense that as the jump size goes to zero, the jump model converges to geometric Brownian motion. We study the changes in pricing caused by discretization. Upper and lower bounds on option prices are developed. We show that it is possible to hedge options if one restricts to jumps of size one, that is, if one models the stock price process as a birth and death process. One needs the stock and another market traded derivative to hedge an option in this setting. We obtain parameter estimates using Generalized Method of Moments. We use filtering equations for inference in the stochastic intensity setting. We present real data applications to study the performance of our modeling and estimation techniques.

Talk by Anand Kulkarni

Anand kulkarni a young scientist and mathematician in graduate school at the Department of Industrial Engineering and Operations Research at UC Berkeley gave a technical talk on 6th January 2010 for IEOR group.

Title: An Inductive Approach to Hirsch's Conjecture (and other open problems on polytopal graphs).

Abstract of the talk: A number of long-standing open questions exist about polytopes and their edge-vertex graphs, such as their diameter, edge expansion, and the number of distinct polytopes with a given number of facets. The most famous of these unsolved problems, the polynomial Hirsch conjecture, is one of the most important open questions in both the theory of polytopes and the theory of optimization, with implications for producing strongly polynomial-time algorithms for linear programming. The problem is easy to state: can the diameter of a polytopal graph polynomially or linearly bounded? Despite its apparent simplicity, surprisingly modest progress has been made in the fifty-two years since the problem's inception.

In this talk, He presented a new "gemcutting" strategy that can be used to prove properties of polytopal graphs, enabling a novel approach to the Hirsch conjecture and its relatives. Showed that any combinatorial type of simple polytope may be generated from the simplex by applying a sequence of cutting planes and constraint perturbations, allowing inductive proofs of its combinatorial properties by verifying that they are invariant under these operations. He demonstrate the use of this strategy to resolve most cases of the Hirsch conjecture via an inductive argument, suggesting that a resolution to the Hirsch conjecture may be near. Main result reduces proof or disproof of the overall Hirsch conjecture to a new, tightly-constrained special case.

He also discussed the application of this method to the problem of enumerating the class of combinatorially distinct polytopes; the extreme size of this class motivates some interesting open questions about reducing the complexity of this algorithm.

IEOR presentations in ACSOM 2009 - OM 13

Prof. Narayan Rangaraj presented a paper "Route generation for multi-modal Traffic Assignment using k-shortest paths", which was co-authored with Pulkit Jain, Rahul Pandey, Hesham Rafi and M.Ravibabu at the XIII Annual Conference of the Society of Operations Management (ACSOM2009-OM13) held at IIT Madras from 20-22 December 2009. He also chaired a session in the conference.

Recent IEOR M.Tech alumnus Vinaykumar Kalakbandi presented a paper "Optimization of Two Sided Assembly Line with Sequence Based Task Times using Genetic Algorithms" co-authored with Prof A.Subash Babu.

Professor Jayendran Venkateswaran also attended the conference and recent M.Tech alumnus A. Prateep Kumar presented a paper in the conference.

Dr. Jayendran attends COSMA-2009 at NITC

Dr. Jayendran Venkateswaran presented a paper "Web Services based Distributed Simulation for Supply Chain Analysis", co-authored with Abhishek Maheswari at the International Conference on Latest Trends in Simulation Modeling and Analysis (COSMA 2009) held at NITC Calicut from 17th-19th December 2009.

Visit by Prof H.S.Jacob Tsao

Prof H.S.Jacob Tsao, Professor from San Jose State University, U.S.A., visited the IEOR group on 9 December 2009. Prof Tsao works in the area of Optimization and Operations Research and has also contributed to numerous applications to Transportation Systems, both in the road and aviation sectors.

D. Bijulal attends APORS 09

D. Bijulal, Research Scholar, IE&OR presented a paper titled "Stability Analysis of Closed-loop Supply Chains", co-authored with Prof. Jayendran Venkateswaran and Prof. N. Hemachandra, in the 8th Triennial Conference of Association of Asia Pacific Operational Research Societies (APORS 09), being held at Jaipuria Institute of Management, Jaipur, during 6-9 December, 2009.

Prof. Narayan Rangaraj gives talk in Workshop on ICT in Railways

Prof. Narayan Rangaraj gave a talk (along with U. Hari Prasad) titled "Enhanching use of IT in Indian Railways" on 3rd December in New Delhi at the workshop "ICT in Railways: Requirements and Solutions, Technologies and Applications" organised by Indian Infrastructure magazine in collaboration with the Centre for Infrastructure Policy and Regulation (Indian Institute of Management, Ahmedabad).

Visit by Mr Rakesh Kulkarni, Xerox Corporation

Mr Rakesh Kulkarni, Research Scientist at the Xerox Innovation Group (the research arm of Xerox Corporation), visited the IEOR group on 30-11-2009 and had discussions with the faculty with a view to explore possible associations of the group with the Xerox India Innovation Hub, including joint research activities and student projects.

Prof Hemachandra gives talk at Risk Management workshop at ISB, Hyderabad

Prof. N. Hemachandra and IEOR research scholars Supriya Chitale, Vikas Vikram Singh attended the Operations Research and Data Analytics Workshop.

This Workshop was organised by Centre for Global Logistics and Manufacturing Strategies (GLAMS) of ISB and IBM India Research Laboratories, held from 19-20 November, 2009, at the Indian School of Business, Hyderabad. The theme of the workshop was Risk Management in an Uncertain World. Prof. N. Hemachandra delivered an invited talk at the workshop, titled "A Stochastic Game based Pollution Tax Model", based on his ongoing research work with Vikas Vikram Singh and Prof. Mallikarjuna Rao.

Talk by Prof Jayendran Venkateswaran

Dr Jayendran Venkateswaran (IEOR) gave a talk titled "Dynamic modeling of Coupled Natural-Human Systems" on Sept 23.

The talk was based on his recent field visit and initial research on a new project to do with the interaction of natural resources and renewable energy sources and rural livelihoods. The project is in collaboration with Washington University (St Louis, USA) and the Foundation for Ecological Security. The field visit was at Boyepalle in south west Andhra Pradesh, during August 2009. The talk also introduced systems dynamic modeling as a potential tool to be used in this exercise.

Seminar By D. Yogeshwaran

D. Yogeshwaran, Research Scholar at ENS (Ecole Normale Superieure)/INRIA, Paris, France, gave a seminar talk on "Percolation and Connectivity in AB Random Geometric Graphs" on August 27, 2009.

Prof. N. Hemachandra and D. Bijulal attend the Fifth IEEE CASE 09

Prof. N. Hemachandra and IEOR research scholar D. Bijulal attended the Fifth IEEE International Conference on Automation Science and Engineering, held from 22-25 August, 2009, at Bangalore. D. Bijulal presented a paper titled "Stability Considerations and Service Level Measures in Production-Inventory Systems: A Simulation Study", co-authored with Prof. Jayendran Venkateswaran and Prof. N. Hemachandra.

Visit and Lecture series by Prof Joydeep Dutta

Prof Joydeep Dutta (Department of Mathematics and Statistics, IIT Kanpur) visited the IEOR group between 27 and 30 July, 2009.

He delivered a series of lectures: (1) Fundamentals of Mathematical Programming (2) Variational Inequalities (3) Gap Functions and (4) Nonlinear Complementarity Functions during his visit. These lectures were attended by senior students, research scholars and faculty from IEOR and other parts of the institute.

Mrs. M.M.Shenoy appointed in IEOR group

Mrs M.M.Shenoy has been appointed as Superintendent and has joined IEOR on 20 July, 2009, thereby becoming the first staff member in IEOR. Mrs Shenoy has been in IIT since 1976 and has worked in several different parts of IIT including Mechanical Engineering Dept, Dean R and D, Central Library, Hostel 11, Accounts Section and finally, the Design Cell, before coming to IEOR.

2009 batch students join IEOR

4 Ph.D. students, 7 M.Sc.-Ph.D. dual degree students and 15 M.Tech students have joined IEOR starting from July, for the 2009-2010 academic year.

L.Sundaravalli defends Ph.D. thesis

IEOR Research Scholar L.Sundaravalli defended her Ph.D. thesis, "Dynamic Railway Rescheduling using Intelligent Agents" on 16 July 2009. The external examiner was Prof G.Raghuram of IIM Ahmedabad.

Dr. Jayendran Venkateswaran attends 2009 INFORMS-SS workshop

Dr. Jayendran Venkateswaran attended the 2009 INFORMS Simulation Society Research Workshop held at the Warwick Business School, University of Warwick, U.K. from 25th to 27th June 2009. He presented the paper on "Analysis of Output Data in Distributed Simulation", co-authored with Mr. Vinod Kumar Reddy, a graduate student.

Prof. Vishnu Narayanan attends MIP 2009 at UC Berkeley

Prof. Vishnu Narayanan attended the Mixed Integer Programming workshop 2009, held at the University of California, Berkeley. from 8th to 11th June, 2009. He presented a paper titled "The Submodular Knapsack Polytope," co-authored with Alper Atamturk.

Journal paper by Dr. Sajeev George and Prof. Rangaraj awarded Outstanding Paper Award

The paper "A performance benchmarking study of Indian Railway zones" authored by Dr. Sajeev Abraham George and Prof. Narayan Rangaraj, in the journal "Benchmarking" (2008, Vol 15, Issue 5, pg 599-617) has been awarded the Outstanding paper award. Visit the publisher's site to learn more. Dr. Sajeev A. George obtained his Ph.D. from IEOR in 2007-08 and is currently employed as Assistant Professor at SPJIMR, Mumbai.

Visit and a talk by R. K. Amit

R. K. Amit gave a technical talk on "Dynamic Contracts for Demand Management" on 28th May 2009 for IEOR group. He is currently a PhD candidate at the Department of Management Studies at IISc Bangalore.

Abstract of the talk: For necessary goods, under supply constraints, fairness considerations introduce negative externalities and lead to a market failure. One example of such a necessary good is water. In case of a market failure, it is necessary to design coordination mechanisms called contracts which provide the right incentives for coordination. As "repetition can yield coordination'', the aim in this presentation is to discuss the design of price based dynamic demand management contracts which, under supply constraints, mitigate the market failure. The contracts are designed, within the agency theory framework, where the agent (the consumer) is induced to consume at a specified consumption level based on the incentive mechanism offered by the principal (the producer). These contracts use the solution concept of subgame perfect Nash equilibrium (SPNE) to compute the price (mal-incentive) that acts as a credible threat for deviation from the specified consumption level. In these contracts, unlike the dynamic contracts with asymmetric information, the penalty for deviation is proportional to the amount of deviation. First, we consider a two-period demand management contract for a single consumer satisfying a fairness criterion (status quo proposition). In the finite horizon, a fair demand management contract is shown to be inefficient. Also, the efficiency can be achieved by making the consumer uncertain about the period of interaction. This possibility can be included in an infinite horizon contract. Hence, we design an infinite horizon contract for a single consumer. This contract is proved to be economically efficient and provides revenue sufficiency. The sensitivity analysis of the contract shows that the discounting rate measures the aversion to conservation characteristics of the consumer. Lastly, the infinite horizon contract is extended to two consumers case which internalizes the externality a consumer causes to another. In the two consumer case, consumers are strategically non interacting. These contracts are also shown to be economically efficient. The contracts designed in this part are homeomorphic to alternating bargaining process; and achieve both process and end-state fairness.

Dr. Jayendran Venkateswaran and Mr. Vignesh attends ISDSI-09 conference at IITB

Dr. Jayendran Venkateswaran, Mr. B. Vignesh attended the 2nd International Conference of Indian Subcontinent Decision Sciences Institute (ISDSI 2009) at IIT Bombay 3rd - 5th January 2009. Mr. B. Vignesh presented a paper on "Manpower planning in ITES Supply Chains", co-authored with Dr. Jayendran, Dr. Milind Patil and Mr. Milind Padalkar (Patni Computer Systems). Dr. Jayendran also chaired a session on 'System Dynamics and Simulation'.

IEOR faculty and students attend AICSOM-08 conference at IITK

Dr. Jayendran Venkateswaran, Mr. Ankur Singh and Mr. Vivek Sharma attended the 12th Annual International Conference of Society of Operations Management (SOM) at IIT Kanpur 19th - 21st December 2008. Mr. Vivek Sharma (DD CIM student) presented a paper on "Production planning approach in finite capacity environment" (co-authored with Dr. Jayendran). Vivek received the "best student paper" award for the work. Mr. Ankur Singh (MTech IEOR) presented a paper on "Measure of bullwhip effect in case of generalized demand process modeled as moving average MA(q) time series" (co-authored with Dr. Jayendran). Dr. Jayendran also chaired a session at the conference.

Sudhir Sinha defends his Ph.D. thesis

Research scholar Sudhir Kumar Sinha of IEOR defended his Ph.D. thesis, titled "Service Level Contracts for Supply Chains", on 23 October, 2008. The external examiner was Prof Y.Narahari of Indian Institute of Science, Bangalore.

IEOR research scholars alumni meet

Ph.D. alumni from IEOR, current Ph.D. students, faculty and others met on 20 October, 2008 as the concluding part of the Research Scholars' Confluence, organized by IIT Bombay, as part of its Golden Jubilee Celebrations. On the occasion, Dr Jayan Moorkanat, Dr Sajeev A. George and Dr Attekh-ur-Rahman were the IEOR Ph.D. alumni who attended the event. Dr Siddhartha Sen Gupta of TCS, Mr Milind Padalkar of Patni Computer Systems Limited, and Dr Vivek N.Patkar were special invitees for the event.

Book published

A book co-authored by Prof Narayan Rangaraj, Prof G.Raghuram (IIM Ahmedabad) and Prof M.M.Srinivasan (Univ of Tennessee at Knoxville) titled "Supply Chain Management for Competitive Advantage: Concepts and Cases" has been published by Tata McGraw Hill, New Delhi. It is a text book for students, and includes a collection of 11 cases reflecting supply chain decision making in the Indian context.

Prof Narayan Rangaraj gives talk at IIT Kanpur

Prof Narayan Rangaraj gave an invited talk on 4 September, on "Optimization applications in Railway Operations" at a DST sponsored workshop on Optimization theory and applications, held at IIT Kanpur. The workshop was organized by the Department of Mathematics and Statistics at IIT Kanpur and attended by doctoral and post graduate students from various institutions.

Dr. Vishnu Narayanan joins IEOR group

Dr. Vishnu Narayanan has joined the IEOR programme as an Assistant Professor in August 2008. He has completed his Ph.D. in Industrial Engineering and Operations Research from University of California, Berkeley. His research interests are in Mathematical Programming; especially Integer Programming, Convex Optimization, and Polyhedral Theory.

Research Scholar D. Bijulal has attended the 26th International Conference ICSDS 2008

Research Scholar D. Bijulal has attended the 26th International Conference of the System Dynamics Society during 20-24, July, 2008 at Athens, Greece. He presented a paper titled 'Closed-loop supply chain stability under different production-inventory policies', co-authored with Prof. Jayendran Venkateswaran.

Prof. N. Hemachandra has attended MCDES 2008

Prof. N. Hemachandra has attended Managing Complexity in a Distributed World 2008 (MCDES 2008), an IISc Centenary Conference of the Division of Electrical Sciences, during May 27-31, 2008. He presented a paper `A core and Shapley value analysis of cooperative bidding in sponsored search auctions' that was co-authored with Santosh Srinivas and Y. Narahari.

Pratap D. attends the National Conference ORSI-08

Pratap.D, a second year Master's student of the programme, attended the 3rd national conference on Management Science and practice, Operations research society of India held at Ahmedabad, from 22nd to 24th March 2008. He presented the paper, “Application of simulation in performance analysis of Cellular Manufacturing”, co-authored with Prof.Jayendran Venkateswaran.

L. Sundaravalli attends the International Conference ICISTM-08

L. Sundaravalli attended the 2nd International Conference in Information Systems, Technology and Management (ICISTM - 08) held at Dubai, UAE from 6th to 8th March 2008. She presented the paper, "SPARReS: Sequence Preserving Algorithm for Railway Rescheduling", co-authored with Prof Narayan Rangaraj and Prof Jayendran Venkateswaran. She also chaired a session on "Algorithms" in the Information Technology track.

Recent Ph.D. defences

Ateekh-ur-Rehman presented his thesis on "Evaluation of Reconfigured Manufacturing Systems Using Simulation and Multi Criteria Methods" on 5/2/2008. His work was done under the guidance of Prof. A. Subash Babu and Prof. N.Hemachandra. The external examiner was Prof Prem Vrat, Vice Chancellor, U.P. Technical University.

Sajeev A. George presented his thesis on "Competences and Performance Measurement for Supply Chain Management" on 4/12/2007. His work was done under the guidance of Prof Narayan Rangaraj. The external examiner was Prof G.Srinivasan of the Department of Management Studies, IIT Madras.

Visit and a talk by Prof. V.S. Borkar

Prof. V.S. Borkar, TIFR, Mumbai gave a talk on Reinforcement Learning Algorithms to the IEOR group on 23rd January 2008.

Title : Reinforcement Learning - A bridge between numerical methods and Monte Carlo

Click here to view the Talk

Visit and a Series of three talks on Evolutionary Game theory by Dr. A.J. Shaiju

Dr. A.J. Shaiju, Post-Doctoral Fellow - School of Information Technology and Electrical Engineering, University of New South Wales, Australian Defence Force Academy, Canberra, Australia gave a series of three talks to the IEOR group on 22nd, 23rd and 25th January 2008.

Title :Introduction to Evolutionary Game Theory

Abstract: In these talks, we plan to introduce the concept of `Evolutionarily Stable Strategy (ESS for short)' and some of its properties. The so-called `replicator dynamics' and the relationship of its stable equilibrim points with ESS will also be presented. The extension of these ideas to the infinite phenotype case will be discussed.

Click here to view the Technical Report

Visit and a talk by Dr. Sumit Raut

Dr. Sumit Raut, Tata Consultancy Services, Mumbai gave a talk to the IEOR group on 18th January 2008.

Title : Variable and Value Ordering Heuristics for HARD Problems

Abstract: Most of the real-life combinatorial optimization problems (such as, scheduling, network flows) are involved with very large search spaces and very few feasible solutions. These problems typically involve several hundred (or even several thousand) variables, each with up to several hundred possible values, only a very tiny fraction of which ultimately allows for a satisfying solution. It is well-known that the order in which variables are instantiated can make an enormous difference to the search effort in solving this kind of problems. This presentation will address the "issue of how to decide which variable to instantiate next (i.e. variable ordering heuristics), and which value to assign to that variable (i.e. value ordering heuristics) in order to reduce search for a solution.

Sudhir K. Sinha attends the International Conference ICOTSS-2008

Research Scholar Sudhir K. Sinha attended the International Conference on Transportation System Studies (ICOTSS-2008) held at University of Mumbai, Mumbai, from 10th to 12th January 2008. He presented the paper titled "A model for service level based pricing of shared resources at container depots" (co-authored with Prof. N. Rangaraj and Prof. N. Hemachandra).

Prof. Jayendran attends international conference IEEM07

Prof Jayendran Venkateswaran attended the IEEE International Conference on Industrial Engineering and Engineering Management (IEEM) held at Singapore from 3rd to 5th December 2007. He presented the paper "Advanced Look-ahead Based Approach (ALBA) for Distributed Simulation of Supply Chains" (co-authored with Mr. Satish Tammineni). He also chaired a session on 'Systems modeling and simulation'.

Symposium on Optimization in Supply Chains conducted

Industrial Engineering and Operations Research (IEOR), as part of the Golden Jubilee celebrations, organized one day symposium on "Optimization in Supply Chains," on Saturday, 27th October 2007 at the Electrical Engineering Seminar Hall. The proceedings were inaugurated by Prof. Krithivasan Ramamritham, Dean (R&D), IIT Bombay. A spectrum of talks was hosted on different aspects of supply chain, such as global manufacturing, forecasting, capacity planning, logistics, chain formation, closed-loop behavior, pricing decisions, quality of service and co-ordination of decisions. The focus of the talks were on the quantitative techniques employed, such as non-linear programming, mixed integer models, network flow models, simulation and mechanism design, in tackling the different issues. Speakers were drawn from Dell, Patni Computer Systems, Tata Consultancy Services and IIT Bombay; with a total of 8 talks. Participants included students and faculty from NITIE, Symbiosis Institute of Operations Management, SNDT University, Mumbai University, MNIT Jaipur and IIT Bombay; and professionals from TCS, Patni, Oracle India Ltd, and Parle Sales. The symposium was supported by IRCC, IIT Bombay.

Click here to view the Symposium webpage.

Click here to view pictures of the Symposium.

Vistors from TRDDC

Dr Anand Deshpande and Mr Mangesh Gharote from TRDDC (The Tata Research Development and Design Centre) Pune visited the IEOR group on Wednesday 5 September. They discussed joint research possibilities with the IEOR group. TRDDC already has an academic alliance with IIT Bombay.

Seminar by Dr Santanu Dey

Dr Santanu Dey, Purdue University, gave a talk to the IEOR group on 24 July 2007.

Title : Cutting Planes For Unstructured Mixed Integer Programs Using Multiple Constraints

Abstract : One of the most successful cutting planes used in commercial MIP softwares, the Gomory Mixed Integer Cut (GMIC), is derived using single constraint relaxation of a MIP. It is, in fact, a facet of the single-constraint infinite-group relaxation of a MIP. Numerical and theoretical studies suggest that 'group cuts', such as the GMIC, can be significantly improved by considering information from multiple constraints simultaneously. However, the discovery of facets of multiple-constraint infinite-group relaxations has remained an open problem for 35 years. We introduce an operation that we call sequential-merge and prove that this operator creates facets for multiple-constraint infinite-group problems. These new cutting planes exhibit properties that reflect the benefits of using facets of multiple- over single-constraint relaxations: the continuous variable coefficients of these cuts are undominated by those of GMIC and they can produce cuts that do not belong to the first split closure of MIPs.

About the speaker : Dr Santanu Dey has a M.S. and Ph.D. in Industrial Engineering from Purdue University. He is about to take up a research position at CORE (Centre for Operations Research and Econometrics), University of Louvain, Belgium.

His areas of recent work are in theory and computation in mixed integer programming. He has also worked in some application areas in aircraft operations, protein analysis and bioinformatics.

Dr. Hemachandra attends International Conference on Stochastic Processes and Applications at IISc

Prof N. Hemachandra gave an invited talk "Sensitivity analysis and related results for some dynamic decision models" on 20th July 2007 at International Conference on Stochastic Processes and Applications. The conference was organized by IISc Mathematics Initiative (IMI).

Visit and talk by Prof. Sunderesh S. Heragu

Prof Sunderesh Heragu, Mary Lee and George F. Duthie Chair in Engineering Logistics, Department of Industrial Engineering, University of Louisville, gave a talk titled "Solution of Semi-open Queuing Networks with Applications in Manufacturing and Distribution" on 9 July, 2007.

Abstract: In this talk, we present semi-open queuing networks (SOQNs) and their applications in manufacturing and distribution. We also present analytical matrix geoemetric method based solution techniques for very efficient solution of SOQNs for single-class as well as multi-class networks. Based on a comparison of the methods with simulation, it appears they outperform all existing techniques for solving single-class SOQNs.

Click here to see the pictures.

Prof N.Hemachandra rejoins IEOR after his sabbatical leave from July 2006-June 2007. He spent his sabbatical year at the Dept of Computer Science and Automation, Indian Institute of Science, Bangalore.

Dr. Jayendran Venkateswaran of IEOR attended the 2007 National Conference on System Dynamics (NCSD) at Hyderabad, Andra Pradesh, India from 28th-29th June 2007. He presented the paper "System Dynamics Modelling of Rural Region in India: Evaluation of Technology Alternatives" (co-authored with Subba Raju, Aditya Chaoji, Vipin K. Singh, and Prof. A. W. Date). The conference was jointly organized by the System Dynamics Society of India (SDSI) and Institute of Public Enterprise, Osmania University Campus.

Click here to see pictures of the IEOR lab

Dr. K.S. Mallikarjuna Rao has joined the IEOR programme as an Assistant Professor.
Prior to joining IIT Bombay, he was at the Bangalore centre of TIFR. Dr. Mallikarjuna Rao has research interests in Game Theory and Mathematical Finance, apart from his work in Partial Differential Equations.

Dr. Tapan Bagchi attends 2007 POMS International Conference

Dr. Tapan P. Bagchi of IEOR attended the 2007 Production and Operations Management (POMS) International conference at Dallas, Texas, USA from 4th to 7th May 2007. He presented two papers: "Modeling and Results of Satellite Ground Support Optimization" (co-authored with Dr. Sanjay Kumar, UT Dallas) and  "Harnessing Taguchi Methods in Software Development" (co-authored with Mr. R.K.Gupta)

Talk by Vishnu Narayanan, Department of Industrial Engineering and Operations Research, UCB

Vishnu Narayanan, doctoral student in the department of Industrial Engineering and Operations Research, University of California at Berkeley, gave a seminar talk titled "Branch-and-Cut methods for Conic Mixed-Integer Programming" on 11 April 2007.

Abstract of talk : A conic integer program is an integer programming problem with conic constraints. Conic integer programs have inportant applications in finance, engineering, statistical learning, and probabilistic integer programming. Here we study mixed-integer sets defined by second-order conic constraints. We describe general purpose conic mixed-integer rounding cuts based on polyhedral substructures. These cuts can be readily incorporated in branch-and-bound algorithms. Our preliminary computational experiments show that these cuts are highly effective in reducing the integrality gap of the continuous relaxation. We also describe a process for lifting locally valid inequalities to obtain global valid inequalities. This procedure generalizes the lifting procedure for linear mixed-integer programs.

IEOR Lab room inaugurated

The new IEOR lab room for research and teaching activities of the group (Room 324 A, Mech Engg Dept), was inaugurated by Prof P.G.Awate on 19 March, 2007 on the auspicious occassion of Gudi Padwa. The room will have about 6-8 computers, projection facilities and a small area for discussions and presentations.
Photos of the Inauguration Ceremony

Visit by group from Mathematical and Information Sciences Division of CSIRO, Australia

A group from the Mathematical and Information Sciences Division of CSIRO  (Commonwealth Scientific and Industrial Research Organisation)  Australia, Dr Mohan Krishnamoorthy, Dr Frank de Hoog and Mr Kevin Cryan,  visited the IEOR group on 22 March, to discuss possible research  collaborations.  CSIRO is a large, multi-divisional government research organization in Australia, roughly equivalent to India's CSIR (Council of Scientific and Industrial Research) labs.

Date & Location: Tuesday, 6th March 2007, 2:30 p.m., ME Seminar Hall (ME 201 )
Speaker: Prof. Vijay Kannan, Professor of Operations Management, College of Business, Utah State University, U.S.A. Currently visiting IIM Lucknow as a Fulbright scholar.
Topic: Service operations strategy - Keys to success                                                  

Abstract: As both the size of the service sector as well as competition within it continues to grow, creating value that can endure, and dominating one's competitive space, becomes more important. In the U.S. air transportation industry, one of the few success stories in recent years has been Southwest Airlines. Southwest Airlines serves as the model upon which many new, low cost carriers in India and elsewhere, have based their operations strategy. Using Southwest Airlines as an illustration of a dominant service organization, this presentation highlights some of the keys to success in the service sector, and some of the challenges organizations face in achieving this success.

Visit by Supply Chain Management and Logistics team from Dow Chemicals

Date : Friday, 23rd February,  9.30. a.m.
Speaker: K. P. K. Nair, Professor and Dean Emeritus,
                  Faculty of Business Administration, University of New Brunswick, Canada
Topic: Optimal Transmitter-Receiver System in a Network
(A presentation based on a collaborative work in progress by Y.P. Aneja, R. Chandrasekaran and K.P.K. Nair)
Abstract:
Consider an undirected network with n nodes and m edges. Each edge is assigned a capacity. If we desire mutual communication between two nodes x and y using edge(x,y) alone, then the transmitter capacity rquired at x and y each is the capacity of edge (x,y). The capacities of the receivers at all nodes are assumed to be identical. The problem is one of determining the transmitter capacity at each node such that all pairs of nodes are able to communicate mutually allowing relays and the sum of transmitter capacities is minimum. A polynomial scheme is envisaged and certain properties relevant are established.

Date & Location: Monday, 12th February 2007, 10:00am, ME Seminar Hall (ME 201 )
Speaker: Dr. Rahul Marathe
Topic: Capacity expansion for uncertain demand
Abstract:
We assume that demand for service follows a geometric Brownian motion process, and that substantial leadtime exists for expansion to be realized. The service provider must maintain certain levels of service and we solve for timings & sizes of future expansion such that an infinite horizon expansion cost is minimized.

Dr Kavita Ramanan from the Department of Mathematical Sciences at Carnegie Mellon University, Pittsburgh, U.S.A. gave a seminar talk on "Optimization and Analysis of Stochastic Networks" on January 23, 2007.

Prof Tapan P. Bagchi is visiting the IEOR group as Adjunct Professor from January to June 2007. This semester, Prof Bagchi will be teaching the Quality Engineering and Management Systems course (together with Prof A.Subash Babu) and also participate in other academic activities and research in the group.
Prof Bagchi is a distinguished academic and professional in the field, with wide experience in research, industry and teaching in many areas including Scheduling, Quality Management and Project Management. He is currently a Senior Professor at S.P.Jain Institute of Management and Research and has previously held senior positions at Exxon Corporation, IIT Kanpur and NITIE.

Dr. Narayan Rangaraj, Dr. Jayendran Venkateswaran, Mr. Prashant Mittal, Mr. Gaurav Singla and Ms. Charru Hasti attended the 10th Annual International Conference of Society of Operations Management at IIM-Ahmedabad from 20th - 23rd December 2006.
Dr. Narayan Rangaraj presented a paper on "Product Variety Management" (co-authored with Prof. N. Hemachandra). He also chaired a session on Operations Strategy.
Dr. Jayendran Venkateswaran presented a paper on "Stability Of Production-Inventory Control Systems Considering Inventory Shortages" (co-authored with Ms. Charru Hasti).
Mr. Gaurav Singla (DD CIM student) presented a paper on "Supply Chain Decisions and Double Marginalization" (co-authored with Dr. Narayan).
Mr. Prashant Mittal (DD CIM student) presented a paper on "Life Period Based Collection And Inspection Model In Closed Loop Supply Chains" (co-authored with Dr. Jayendran).

Nivesh Kumar, IEOR, M.Tech 2006 presented a paper (co-authored with Prof P.G. Awate) titled "Model Predictive Control Framework for Inventory Management in Multi-echelon networks", at the INFORMS International Conference, Pittsburgh, USA, in November, 2006. He also chaired a session at the conference.

Prof Narayan Rangaraj gave an invited talk "Customer oriented railway operations" on October 10 at a seminar organized by the Institute of Rail Transport and South Central Railway at Secunderabad.

Industrial Engineering & Operations Research, Indian Institute of Technology Bombay will be hosting the following SEMINARS on Wednesday, 4th October 2006 (4 pm onwards) in Room 217 @ ME Bldg. All are cordially invited to attend the seminars.

4.00 pm - 4.40 pm Jayendran Venkateswaran,
(Assistant Professor, IEOR programme, IIT Bombay)
Effect of Information Update Frequency on the Stability of Production-Inventory Control Systems
With modern supply chains hurtling towards "information overloading," it is of great interest to know how often the data needs to be updated. The inventory and production ordering policies among the players (Manufacturer and Distributors) of a two echelon supply chain are studied. System dynamics models of the different players are developed. Z-transform techniques are employed to derive the general stability condition. Stability of the supply chain under different strategies (communicative vs. vendor managed inventory) is appraised and their implications on the information synchronization needs are analyzed.

4.40 pm - 5.20 pm Narayan Rangaraj
(Professor, IEOR programme, IIT Bombay)
Dynamic balancing of inventories in retail supply chains
A distribution problem is solved, which has a supplier facing multiple retailers with different cost structures and demands. The solution is through dynamic programming, supplemented by appropriate heuristics. The work is partly motivated by RFID possibilities in retail supply chains.

5.20 pm - 6.00 pm Tapan P Bagchi
(Sr. Professor & Head, Operations SBU, Chair, Center for Project Management, S P Jain Institute of Management & Research, Mumbai)
Optimal Ground Support in Multi-Spacecraft Missions: Model Development and Results
This talk addresses the optimal allotment of ground station support time to low orbit (LEO) spacecraft with clashing visibilities. LEOs now form a critical global infrastructure for natural resource management, rescue, crop yield estimation, flood control, communication, and space research and travel support. In the multi-spacecraft scenario, ground support becomes complex because of satellite-specific constraints, station configuration, satellite priorities and priorities of payload and special operations. A generalization of the classical product mix problem, satellite support is NP-complete and more complex than the former because of arbitrarily defined profitability profile. The paper concludes with the illustration of real life satellite support optimization problems routinely faced by ISRO and how these were formulated and resolved.

Website of Industrial Engineering and Operations Research(IE&OR) Department has been shifted to a new server The new server optima.me.iitb.ac.in. Henceforth the department's official website will be www.ieor.iitb.ac.in

The new batch of IEOR Mtech Students joined the department in the last week of July. The batch has 11 students form different deciplines of engineering. The fresher's welcome party was arranged for this batch by the 2005-07 batch on 24^th August 2006 in the Mech seminar hall. Prof. P.G. Awate, Prof. Narayan Rangaraj and Prof. Jayendran also attended the party. The photos of the party can be seen here

Prof Narayan Rangaraj presented a talk on Logistics Infrastructure for Container Operations in India - Models for Shared Resources, at SIMC 2006,the Summit on Indian Manufacturing Competitiveness: Global Manufacturing and Service Networks, at the Indian School of Business, Hyderabad on August 4, and also participated in a panel discussion during the event.The talk was based on work done jointly with Deepika Taneja (IEOR) and Jacques Burrus (Univ of California, Berkeley).

Convocation of the 2006 passing out batch of IEOR students took place on 11 August 2006. The photo is here. Students from left to right: Ranganadh Tippisetty, Rakesh Ambre, Nivesh Kumar, Vikas Grover,Nishant Patil, Rahul Bharde, Sandeep Kale

Prof N.Hemachandra is on sabbatical leave during July 2006-June 2007. He will be spending July-December 2006 at the Dept of Computer Science and Automation, Indian Institute of Science, Bangalore.

Dr. Narayan Rangaraj of IEOR attended the 2006 INFORMS International conference at Hong Kong from 25th to 28th June. He chaired a session on Land Transportation and gave a talk on "Impact of Signal Failures on Capacity and Timetabling in Suburban Operations Management", a paper co-authored with Ravindra Gokhale and N.Hemachandra. He also presented an invited paper in the Logistics Cluster on "Dynamic Balancing of Inventories in Retail Supply Chains", a paper co-authored with Chetan Desai and N.Hemachandra.

Rajiv Dandotiya, Dual degree student from IIT Kharagpur and Jacques Burrus, Master's student from University of California, Berkeley are spending two months each at IIT Bombay, visiting the IEOR group.

Mr. Sudhir Sinha and Dr. Jayendran Venkateswaran of IEOR attended the Institute of Industrial Engineers (IIE) Annual Convention at Orlando, Florida, USA from 20th to 24th May. Mr. Sudhir Sinha presented paper on "Analysis of a Transportation Contract in a Supply Chain"(co-authored with Dr. Narayan Rangaraj and Dr. N. Hemchandra ,IEOR).
Dr. Jayendran Venkateswaran presented papers on "Fuzzy-Periodic Review Policy for Inventory Management in Supply Chains" (co-authored with Mr. Vinay Pydah, IEOR and Dr. Rahul Caprihan, Agra University), and "Effects of Information Synchronization Frequency on the Stability of Supply Chains" (co-authored with Dr. Son, Univ of Arizona). Dr. Jayendran also chaired a session on 'Extended Enterprise Modeling and Analysis' in the Modeling & Simulation Track.

A team of visitors from Accenture met with the faculty of IEOR, SIT and others to explore the possibility of collaborative R & D with IIT Bombay. The meeting took place on May 15th 2006. The visiting team comprised of-
1. Dr. Anatole Gershman (Global CTO).
2. Dr. Kishore Swaminathan.
3. Dr. Lin I Chase (Bangalore Lab director).
The discussion explored the possibilities of floating scholarships, and starting sponsored project activities. Some of the technical areas for possible collaboration included:
1. Software architecture and modeling, Service oriented architecture, enterprise computing and system integration, etc
2. Data mining, Analytics statistical methods and predictive methods. Supply chain management and OR based studies, etc
3. AI based methods, distributed knowledge based systems, distributed computing architectures, etc.

Date & Location: 8th February 2006, 11:20am, ME Seminar Hall (ME 201 )
Speaker: Dr. Debabsis Mishra
Topic: On Computing the Shapley Value in Queues
Abstract: We study fair division with money using the Shapley value solution in two queue settings: (i) every agent is interested in at most one position and his value of a position depends on the agents served before him and (ii) every agent may be interested in more than one position and his value for a bundle of positions is independent of the allocations to other agents. Computing the Shapley value of an agent in these settings requires computing marginal values of that agent to exponential number of coalitions (marginal value problem). Also, every agent needs to know an exponential-sized valu- ation function (valuation problem). We propose a network representation of the queue for setting (i). Finding the longest path in such a graph gives marginal values of every agent to every possible coalition. We propose an auction-like algorithm to find the longest path in this graph and discuss how this reduces the valuation problem. For setting (ii), we show that existing combinatorial auctions reduce both the marginal value problem and the valuation problem for concave games.
About the speaker: Debasis Mishra obtained his Ph.D. from University of Wisconsin-Madison in Industrial Engg and BTech from IITKgp in Industrial Engg. He has held post-doctoral positions at Center for Operations Research and Economtrics (CORE), Belgium, and (currently) at Indian Institute of Science. His research interests are in game theory, auction design, applying discrete optimization ideas to game theoretic problems, and supply chain management.

Dr. Chun-Hsuing Fang (Dean of Engineering) and Dr. Chengter Ted Ho (Associate Professor, Department of Industrial Engineering and Management) from National Kaohsiung University of Applied Science Taiwan, visited IIT Bombay and met with the faculty of IE & OR. Prof. N. Hemachandra made a presentation about IEOR, emphasising their research activities. Possible modes of collaboration between the two unversities including faculty visits, student exchange and joint projects were discussed.

Prof. P.G. Awate will be the Acting Convener of IEOR from January-April 2006, during the absence of Prof. Narayan Rangaraj the current Convener. Prof. P.G. Awate has been with IIT Bombay since 1976.

Prof Narayan Rangaraj is planning to visit IIT Guwahati as part of the 'Inter IIT Faculty Exchange Programme' from January-April 2006. At IITG he will be teaching a course on 'Optimization Methods for Engineering Applications'.

A condolence meeting was held on Monday, 2rd January 2006 to mourn the sad and untimely demise of Prof. M.C. Puri, Professor (Emeritus), Department of Mathematics, IIT Delhi. He was killed in a terrorist attack earlier that week while attending the ORSI annual convention at Banglore. IIT Bombay and the Operational Research community in Mumbai expressed their collective and heartfelt condolences to the family and friends of Prof. M.C. Puri.

Dr. N. Hemachandra of IEOR attended the 38th Annual convention of Operation Research Society of India (ORSI) at Bangalore from 27th to 29th December. He presented paper on "Learning Algorithms for Finite Horizon Constrained Markov Decision Processes" and "The Counter-bin Problem".

Mr. Sudhir Sinha and Mr. Vinay Pydah of IEOR attended the Fifth International Conference on Operational Research for Development (ICORD) at Jamshedpur from 19th to 21st December 2005. Mr. Sudhir Sinha, a 3rd year doctoral student, presented his paper, the "Study of a Two-way Transportation Contract". Mr. Vinay Pydah, a 1st year M.Tech. student, presented his paper on "Performance Optimization of Supply Chains using a Fuzzy Set Theoretic Approach".

Prof Narayan Rangaraj was invited to give a talk on "Modeling in e-business and Supply Chain Management" at a Workshop on Frontiers of e-business organised by GM India Science Labs at the National Institute of Advanced Studies Auditorium, IISc, Bangalore, on Dec 8. Prof. Jayendran Venkateswaran, research scholar Mr. Sudhir Sinha and graduate students Mr. Braja Gopal Das and Mr. Sandeep Kale also attended the workshop, which featured 16 invited talks on the theme.
[The link for the paper on which Prof. Narayan Rangaraj's talk was based is http://www.me.iitb.ac.in/~narayan/conferences/nr-gm-8-dec-2005.pdf]

IEOR organized a day long Symposium on the "Current Trends in Operations Research [in memory of George Dantzig and Leonid Khachiyan]," on Saturday, 12th November 2005 at the Electrical Engineering Seminar Hall. The proceedings were inaugurated by Prof. Ghosh, Deputy Director, IIT Bombay. The symposium hosted a spectrum of talks, some of which were overviews of established areas in OR, and and others reported ongoing work. Speakers were drawn from TIFR, NITIE, Tata InfoTech, IGIDR and IIT Bombay; with a total of 10 talks. Participants included students and faculty from NITIE, TIFR, IIM Ahmedabad, IIT Delhi, Tolani Maritime Institute, JVPD(Mumbai), VJTI(Mumbai), Goa Engineering College, ICFAI Business School(Mumbai), University of Mumbai, MICMAR(Pune), JDIET(Yavatmal), MIT School of Management(Pune), Jawaharlal Darda Institute of Engineering and IIT Bombay; and professionals from Patni Computer Systems Ltd., Siemens Information Systems Ltd., TRDDC, Tata InfoTech and BARC. The Symposium was supported by IRCC, IIT Bombay.

Click to visit the Symposium web page.

A new website for IEOR has been launched on Sept 9th 2005. The new site provides comprehensive information for future and current students, corporate visitors, faculty, and all other visitors who want to learn about IEOR activities.

Date & Location: 31st Aug 2005, 5:00 pm, ME 201
Speaker: Dr. Jayendran Venkateswaran
Topic: "Production and Distribution Planning in Dynamic Supply Chains using Multi-Resolution Hybrid Models"
Abstract: Today, there is little understanding of how decisions and disturbances at individual members impact the global performance of the supply chain. This work describes the research carried out to gain insight about such relationships using multi-resolution hybrid models. To this end, a novel hybrid architecture and methodology consisting of simulation (system dynamic and discrete-event) and optimization modules, applicable to supply chain networks, is proposed. The proposed methodology, applicable to general supply chains, is divided into fours stages: plan stability analysis (Stage I), plan optimization (Stages II), schedule optimization (Stage III) and concurrent decision evaluation (Stage IV). For analysis, experimentation and demonstration, a realistic three-echelon conjoined supply chain system, significantly larger and more detailed than that used in previous research, characterized by both communicative and collaborative (vendor managed inventory) configurations and their variations are considered. A generic infrastructure has also been developed using High Level Architecture (HLA) to integrate the distributed decision and simulation models.

Dr. A. Subash Babu assumes office in August 2005 as the new Professor-in-Charge Placement, IIT Bombay. He has over 24 years of teaching / research experience at IIT Bombay after about 9 years of consultancy/project management and research.

The incoming batch of Master's and Ph.D. students were welcomed with a party on 12th August 2005. Dr. Jayendran was also cordially welcomed. The party was organized by the 2004-06 batch students. Click to view pictures.

Dr Jayendran Venkateswaran has joined IEOR in July 2005 as an Assistant Professor. He obtained his Ph.D. in Systems and Industrial Engineering from The University of Arizona, Tucson. His research interests lies in modeling and simulation (Discrete-event & System Dynamics), hybrid and distributed analysis, and supply chain management.

Dr. Narayan Rangaraj has been appointed as Convener of IEOR in July 2005. He succeeds Dr. A. Subash Babu who was the Convener from 1997 - 2005. Prof. NR has been with IIT Bombay since 1990.