Overview and Opportunities of
Operations Research (OR/MS) in
Sustainability and the Environment
Alexander Engau, Ph.D.
Mathematical and Statistical Sciences
University of Colorado Denver
CSIS SEMINAR, FEBRUARY 7, 2012
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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What’s In A Name
Image taken from http://www.flickr.com/photos/westius/3285419823/
Wordle image of the most popular words in Australia’s Defence Science
and Technology Organisation’s (DSTO) “OR Code of Best Practices”
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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Operations Research and Management Science (OR/MS)
“OR/MS seeks to provide decision and policy makers with
mathematical models and analytic tools to increase
efficiencies and help make better decisions.”
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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Operations Research Models and Methods
Super Simulation (Stochastic MMs)
• uses and designs random experiments to model uncertainties
• powerful tool to study stochastic and highly complex phenomena
• also includes stochastic processes, Markov chains, queueing theory
Global Optimization (Deterministic MMs)
• formulates decision problems using objectives and constraints
• determines best (maximum and minimum) values of alternatives
• also includes stochastic optimization, optimal control, game theory
Prices, Probabilities & Predictions (Statistical MMs)
• data analysis bridges between stochastic and deterministic MMs
• uses data mining and forecasting to provide insight and predictions
• estimates, measures, quantifies, and analyzes uncertainties and risk
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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Computation and The Curse of Dimensionality
“The execution, analysis, or solution of many stochastic and
deterministic models is subject to the curse of dimensionality.”
• Let a computer evaluate and compare 1 million alternatives/second.
• Now use it to solve problems by enumerating all possible outcomes.
Example 1: Shortest Path Problems
Given a set of points in the plane, find the shortest path from A to B.
• 10 points: computation takes less than a second
• 20 points: computation takes over 39,000 years
Example 2: Portfolio Selection Problems
Given 100 stocks, find the best portfolios by evaluating risk and return
• with 5 stocks: 1.25 minutes
• with 10 stocks: 200 days
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
• with 15 stocks: 8,000 years
• with 16 stocks: 42,000 years
OR/MS in Sustainability and the Environment
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Research Focus on Algorithms and Mathematical Programming
A major part of my research is the development, analysis,
implementation, and testing of new efficient algorithms.
• dynamic, integer, (non)linear, stochastic programming
• (max/min)imize f (x ) subject to g (x ) ≥ 0, h(x ) = 0
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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5 of 16
Multiobjective (Criteria) Programming/Optimization/Decision-Making
“Optimization is the best possible achievement of (one or multiple)
objectives or goals by making decisions on available alternatives.”
• Optimization is part of decision making (aid, analysis, support)
• “Best” depends on preferences and trade offs between criteria
Example 1: Portfolio Selection
Example 2: Vehicle Design
• maximize return (expected rate)
• maximize performance
• minimize risk (stand. deviation)
• maximize (fuel) efficiency
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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Research Focus on Trade-Off Models and Decomposition Methods
“When there are multiple objectives (almost always in practice),
there may be infinitely many efficient solutions to choose from.”
• Use social choice and utility theory from economics to model a priori
trade-offs that reduce computational and decisional requirements.
• Use decomposition techniques to facilitate trade offs and preference
articulation before integrating partial decisions into overall solution.
Application to Multidisciplinary Design Optimization (MDO)
• multi-scale project with modeling and simulation groups of U.S. Army
• developed a multi-disciplinary
system-of-systems framework
• every discipline has its own
objectives and decision criteria
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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Challenges of MDO (and Project or Operations Management in General)
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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Possible Connections to Current CSIS/SEIS Research Themes
From the Social-Ecological-Infrastructural Systems (SEIS) framework:
• Environmental Footprint Research
◦ statistical or stochastic simulation modeling
◦ optimization modeling / methods / number crunching?
• Multi-Scale Risk and Vulnerabilities
◦ statistical or stochastic MMs for risk evaluation and integration
◦ multicriteria MMs for analyzing and compromising risk-chance trade offs
• Spatial Infrastructure Modeling (environment - industry - city - home)
◦ multi-disciplinary decompositions and system-of-systems approaches
◦ simultaneous consideration of multiple objectives and decision criteria
• Social Actors and Governance
◦ preferences and trade-off models in multiple-criteria decision-making
◦ study of decision behaviors in groups based on multi-player game theory
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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One-Page Summaries of Other Projects
• Operations Management:
volunteer assignment and
scheduling for Denver B-Cycle
Bike-Sharing Program
• Process Engineering/OM: optimal
collision avoidance of operational
spacecraft in near-real time
• Energy Systems/Sustainability
Engineering: optimization of a
hybrid wind/solar generation
system for lifespan extension
• Sustainability Engineering/ES/PE/
OM: oil load dispatch and hauling
optimization at the Wattenberg
Field/Denver-Julesburg Basin
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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10 of 16
Volunteer Assignment and Scheduling for Denver B-Cycle Bike Sharing
Joint work with Matt Kaspari, Kaspo Inc., and Piep Van Heuven, Denver B-Cycle
The Problem
• volunteers were critical in
early phases of Denver BC
• assignments must consider
all preferences and conflicts
Approach and Methods
• developed survey to collect
all relevant volunteer data
• used goal programming for
feasible/optimal scheduling
Results and Impact
• fast and fair assignment
• simulation model was used
to analyze long-term effect
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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11 of 16
Optimization of Wind/Solar Generation Systems for Lifespan Extension
Joint Work with Daniel Mejía and Fernando Mancilla-David (both EE, UC Denver)
The Problem
• smart grid operation and
design are non-trivial tasks
• disturbances damage and
shorten equipment lifespan
Approach and Methods
• minimize (nonlinear) wind
generator harmonics and
charging profile deviations
• decompose full optimization
into single subcomponents
Results and Impact
• scenario-based simulation
validates optimal solutions
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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12 of 16
Optimal Collision Avoidance of Operational Spacecraft in Near-Real Time
Spring 2011 UC Denver Math Clinic sponsored by SpaceNav LLC., Boulder, CO
The Problem
• debris (space junk) poses
threat to space operations
• critical need for collision
risk management tools
Approach and Methods
• prediction of conjunction
events and collision risks
• optimization of maneuvers
for safe collision avoidance
Results and Impact
• prototype software for risk
analysis and optimization
• student continued as intern
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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13 of 16
Oil Load Dispatch and Hauling Optimization at Denver-Julesburg Basin
Spring 2012 UC Denver Math Clinic sponsored by Noble Energy Inc., Houston, TX
The Problem
• Noble plans to invest $8
billion over the next five
years in the DJ Basin
• need enhanced tools to
plan and support their
operational decisions
Approach and Methods
• use a network flow model
for transportation problem
• handle uncertainties using
simulation and stochastics
Results and Impact
• none yet (work in progress)
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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14 of 16
Improving Water Release Policies on the Delaware River Through OR
The Delaware River Basin Commission, INFORMS 2010 Edelman Award Finalist
. . . recognizes outstanding examples of innovative OR that
improves [. . . ] organizations and the people that it serves.
• The Problem: How much water can be released from river reservoirs
◦ to sustain wild trout and American shad populations;
◦ to ensure sufficient reserves in the case of a drought;
◦ to better protect local residents against future flooding?
• OR Solution: A new Flexible Flow Management Program (FFMP)
◦ optimizes multiple, competing uses under limited storage capacities;
◦ releases water based on level and season (adaptive inventory control);
◦ devises water release policies based on cost-benefit trade-off analyses.
• Impact: an estimated $163 million annual increase in fishing and
boating income, plus economic benefits due to flood loss reduction.
Go to live podcast: https://live.blueskybroadcast.com/bsb/
client/CL_DEFAULT.asp?Client=569807&PCAT=2053&CAT=2130
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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Questions and Room for Discussion
• Are you doing operations research?
• Do you model, analyze, compute, . . . ?
• Do you think in terms of “optimal” solutions?
• Do you think in terms of “trade offs”?
• How do you handle uncertainty?
INFORMS International Meeting
Beijing, China, June 24-27, 2012
OR/MS for a Sustainable World
http://greenor.wordpress.com
Alexander Engau
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Mathematical and Statistical Sciences, UC Denver
OR/MS in Sustainability and the Environment
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