Group for Research in Decision Analysis

The book is an introduction to the idea of design patterns in software engineering, and a catalog of twenty-three common patterns. The nice thing is, most experienced OOP designers will find out they've known about patterns all along. It's just that they've never considered them as such, or tried to centralize the idea behind a given pattern so that it will be easily reusable.

We propose an improved version of the neighbor-joining (NJ) algorithm of Saitou and Nei. This new algorithm, BIONJ, follows the same agglomerative scheme as NJ, which consists of iteratively picking a pair of taxa, creating a new mode which represents the cluster of these taxa, and reducing the distance matrix by replacing both taxa by this node. Moreover, BIONJ uses a simple first-order model of the variances and covariances of evolutionary distance estimates. This model is well adapted when these estimates are obtained from aligned sequences. At each step it permits the selection, from the class of admissible reductions, of the reduction which minimizes the variance of the new distance matrix. In this way, we obtain better estimates to choose the pair of taxa to be agglomerated during the next steps. Moreover, in comparison with NJ's estimates, these estimates become better and better as the algorithm proceeds. BIONJ retains the good properties of NJ--especially its low run time. Computer simulations have been performed with 12-taxon model trees to determine BIONJ's efficiency. When the substitution rates are low (maximum pairwise divergence approximately 0.1 substitutions per site) or when they are constant among lineages, BIONJ is only slightly better than NJ. When the substitution rates are higher and vary among lineages,BIONJ clearly has better topological accuracy. In the latter case, for the model trees and the conditions of evolution tested, the topological error reduction is on the average around 20%. With highly-varying-rate trees and with high substitution rates (maximum pairwise divergence approximately 1.0 substitutions per site), the error reduction may even rise above 50%, while the probability of finding the correct tree may be augmented by as much as 15%.

The vehicle routing problem with time windows (VRPTW) is a generalization of the vehicle routing problem where the service of a customer can begin within the time window defined by the earliest and the latest times when the customer will permit the start of service. In this paper, we present the development of a new optimization algorithm for its solution. The LP relaxation of the set partitioning formulation of the VRPTW is solved by column generation. Feasible columns are added as needed by solving a shortest path problem with time windows and capacity constraints using dynamic programming. The LP solution obtained generally provides an excellent lower bound that is used in a branch-and-bound algorithm to solve the integer set partitioning formulation. Our results indicate that this algorithm proved to be successful on a variety of practical sized benchmark VRPTW test problems. The algorithm was capable of optimally solving 100-customer problems. This problem size is six times larger than any reported to date by other published research.

Dantzig-Wolfe decomposition and column generation, devised for linear programs, is a success story in large-scale integer programming. We outline and relate the approaches, and survey mainly recent contributions, not yet found in textbooks. We emphasize the growing understanding of the dual point of view, which has brought considerable progress to the column generation theory and practice. It stimulated careful initializations, sophisticated solution techniques for the restricted master problem and subproblem, as well as better overall performance. Thus, the dual perspective is an ever recurring concept in our “selected topics.”

The aim of this paper is to present a survey of recent optimization models for the most commonly studied rail transportation problems. For each group of problems, we propose a classification of models and describe their important characteristics by focusing on model structure and algorithmic aspects. The review mainly concentrates on routing and scheduling problems since they represent the most important portion of the planning activities performed by railways. Routing models surveyed concern the operating policies for freight transportation and railcar fleet management, whereas scheduling models address the dispatching of trains and the assignment of locomotives and cars. A brief discussion of analytical yard and line models is also presented. The emphasis is on recent contributions, but several older yet important works are also cited.

Abstract This article is a survey of heuristics for the Vehicle Routing Problem . It is divided into two parts: classical and modern heuristics. The first part contains well‐known schemes such as, the savings method, the sweep algorithm and various two‐phase approaches. The second part is devoted to tabu search heuristics which have proved to be the most successful metaheuristic approach. Comparative computational results are presented.

We empirically test the prediction of Pástor et al. (2021) that green firms outperform brown firms when concerns about climate change increase unexpectedly, using data for S&P 500 companies from January 2010 to June 2018. To capture unexpected increases in climate change concerns, we construct a daily Media Climate Change Concerns index using news about climate change published by major U.S. newspapers and newswires. We find that on days with an unexpected increase in climate change concerns, the green firms’ stock prices tend to increase, whereas brown firms’ prices decrease. Furthermore, using topic modeling, we conclude that this effect holds for concerns about both transition and physical climate change risk. Finally, we decompose returns into cash flow and discount rate news components and find that an unexpected increase in climate change concerns is associated with an increase (decrease) in the discount rate of brown (green) firms. This paper was accepted by George Serafeim, Special Section of Management Science on Business and Climate Change. Funding: This work was supported by the National Bank of Belgium, Research Foundation Flanders (FWO), Institut de Valorisation des Données (IVADO), the Natural Sciences and Engineering Research Council of Canada [Grant RGPIN-2022-03767], and Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung [Grants 179281, 191730]. Supplemental Material: The data files and online appendix are available at https://doi.org/10.1287/mnsc.2022.4636 .

OBJECTIVE: The objective of this study was to estimate the US societal economic burden of schizophrenia and update the 2002 reported costs of $62.7 billion given the disease management and health care structural changes of the last decade. METHODS: A prevalence-based approach was used to assess direct health care costs, direct non-health care costs, and indirect costs associated with schizophrenia (ICD-9 codes 295.xx) for 2013, with cost adjustments where necessary. Direct health care costs were estimated using a retrospective matched cohort design using the Truven Health Analytics MarketScan Commercial Claims and Encounters, Medicare Supplemental, and Medicaid Multistate databases. Direct non-health care costs were estimated for law enforcement, homeless shelters, and research and training. Indirect costs were estimated for productivity loss from unemployment, reduced work productivity among the employed, premature mortality (ie, suicide), and caregiving. RESULTS: The economic burden of schizophrenia was estimated at $155.7 billion ($134.4 billion-$174.3 billion based on sensitivity analyses) for 2013 and included excess direct health care costs of $37.7 billion (24%), direct non-health care costs of $9.3 billion (6%), and indirect costs of $117.3 billion (76%) compared to individuals without schizophrenia. The largest components were excess costs associated with unemployment (38%), productivity loss due to caregiving (34%), and direct health care costs (24%). CONCLUSIONS: Schizophrenia is associated with a significant economic burden where, in addition to direct health care costs, indirect and non-health care costs are strong contributors, suggesting that therapies should aim at improving not only symptom control but also cognition and functional performance, which are associated with substantial non-health care and indirect costs.

OBJECTIVE: Estimates of prevalence and burden of treatment-resistant depression (TRD) vary widely in the literature. This study evaluated the prevalence and burden of TRD and the share of TRD in the burden of medication-treated major depressive disorder (MDD) using the most commonly accepted definition of TRD and a novel bottom-up approach. METHODS: Prevalence and health care burden of TRD were estimated by synthetizing inputs across 4 similarly designed claims studies in adults covered by Medicare, Medicaid, commercial plans, and the US Veterans Health Administration (VHA). Productivity (absenteeism and presenteeism) and unemployment burden were estimated based on inputs from a study conducted with data from the Kantar National Health and Wellness Survey (NHWS; 2017). A targeted literature search for additional inputs was performed. A cost model was developed to estimate the burden of TRD and medication-treated DSM-5-defined MDD in the United States. Study outcomes were the 12-month prevalence of TRD and the annual health care, productivity, and unemployment burden of TRD and medication-treated MDD in the United States. RESULTS: The estimated 12-month prevalence of medication-treated MDD in the United States was 8.9 million adults, and 2.8 million (30.9%) had TRD. The total annual burden of medication-treated MDD among the US population was $92.7 billion, with $43.8 billion (47.2%) attributable to TRD. The share of TRD was 56.6% ($25.8 billion) of the health care burden, 47.7% ($8.7 billion) of the unemployment burden, and 32.2% ($9.3 billion) of the productivity burden of medication-treated MDD. CONCLUSIONS: TRD is associated with disproportionate health care costs and unemployment, suggesting potentially large economic and societal gains with effective management.

IMPORTANCE: Sarcopenia, the age-related loss of muscle mass and strength/function, is an important clinical condition. However, no international consensus on the definition exists. OBJECTIVE: The Global Leadership Initiative in Sarcopenia (GLIS) aimed to address this by establishing the global conceptual definition of sarcopenia. DESIGN: The GLIS steering committee was formed in 2019-21 with representatives from all relevant scientific societies worldwide. During this time, the steering committee developed a set of statements on the topic and invited members from these societies to participate in a two-phase International Delphi Study. Between 2022 and 2023, participants ranked their agreement with a set of statements using an online survey tool (SurveyMonkey). Statements were categorised based on predefined thresholds: strong agreement (>80%), moderate agreement (70-80%) and low agreement (<70%). Statements with strong agreement were accepted, statements with low agreement were rejected and those with moderate agreement were reintroduced until consensus was reached. RESULTS: 107 participants (mean age: 54 ± 12 years [1 missing age], 64% men) from 29 countries across 7 continents/regions completed the Delphi survey. Twenty statements were found to have a strong agreement. These included; 6 statements on 'general aspects of sarcopenia' (strongest agreement: the prevalence of sarcopenia increases with age (98.3%)), 3 statements on 'components of sarcopenia' (muscle mass (89.4%), muscle strength (93.1%) and muscle-specific strength (80.8%) should all be a part of the conceptual definition of sarcopenia)) and 11 statements on 'outcomes of sarcopenia' (strongest agreement: sarcopenia increases the risk of impaired physical performance (97.9%)). A key finding of the Delphi survey was that muscle mass, muscle strength and muscle-specific strength were all accepted as 'components of sarcopenia', whereas impaired physical performance was accepted as an 'outcome' rather than a 'component' of sarcopenia. CONCLUSION AND RELEVANCE: The GLIS has created the first global conceptual definition of sarcopenia, which will now serve to develop an operational definition for clinical and research settings.

This paper considers vehicle routing problems (VRPs) with stochastic service and travel times, in which vehicles incur a penalty proportional to the duration of their route in excess of a preset constant. Three mathematical programming models are presented: a chance constrained model, a three-index simple recourse model and a two-index recourse model. A general branch and cut algorithm for the three models is described. Computational results indicate that moderate size problems can be solved to optimality.

BACKGROUND: Anogenital warts (AGWs) are a common, highly infectious disease caused by the human papillomavirus (HPV), whose high recurrence rates contribute to direct medical costs, productivity loss and increased psychosocial impact. Because of the lack of a systematic review of the epidemiology of AGWs in the literature, this study reviewed the published medical literature on the incidence and prevalence of AGWs. METHODS: A comprehensive literature search was performed on the worldwide incidence and prevalence of AGWs between 2001 and 2012 using the PubMed and EMBASE databases. An additional screening of abstracts from relevant sexual health and infectious disease conferences from 2009 to 2011 was also conducted. Only original studies with general adult populations (i.e., at least including ages 20 through 40 years) were included. RESULTS: The overall (females and males combined) reported annual incidence of any AGWs (including new and recurrent) ranged from 160 to 289 per 100,000, with a median of 194.5 per 100,000. New AGW incidence rates among males ranged from 103 to 168 per 100,000, with a median of 137 per 100,000 and among females from 76 to 191 per 100,000, with a median of 120.5 per 100,000 per annum. The reported incidence of recurrent AGWs was as high as 110 per 100,000 among females and 163 per 100,000 among males. Incidence peaked before 24 years of age in females and between 25 and 29 years of age among males. The overall prevalence of AGWs based on retrospective administrative databases or medical chart reviews or prospectively collected physician reports ranged from 0.13% to 0.56%, whereas it ranged from 0.2% to 5.1% based on genital examinations. CONCLUSIONS: The literature suggests that AGWs are widespread and the prevalence depends on study methodology as suggested by higher rates reported from routine genital examinations versus those from treatment records. However, there remains a need for more population-based studies from certain regions including Africa, Latin America and Southern Asia to further elucidate the global epidemiology of this disease.

Abstract. Wang &amp; Wells [ J. Amer. Statist. Assoc. 95 (2000) 62] describe a non‐parametric approach for checking whether the dependence structure of a random sample of censored bivariate data is appropriately modelled by a given family of Archimedean copulas. Their procedure is based on a truncated version of the Kendall process introduced by Genest &amp; Rivest [ J. Amer. Statist. Assoc. 88 (1993) 1034] and later studied by Barbe et al . [ J. Multivariate Anal. 58 (1996) 197]. Although Wang &amp; Wells (2000) determine the asymptotic behaviour of their truncated process, their model selection method is based exclusively on the observed value of its L 2 ‐norm. This paper shows how to compute asymptotic p ‐values for various goodness‐of‐fit test statistics based on a non‐truncated version of Kendall's process. Conditions for weak convergence are met in the most common copula models, whether Archimedean or not. The empirical behaviour of the proposed goodness‐of‐fit tests is studied by simulation, and power comparisons are made with a test proposed by Shih [ Biometrika 85 (1998) 189] for the gamma frailty family.

Purpose – The purpose of this paper is to gather current (2011) arguments and counterarguments in support of the classic change management model proposed by John P. Kotter in his 1996 book Leading Change . His work was based on his personal business and research experience, and did not reference any outside sources that has questioned its value. A current perspective on a limited tested model aims to be a focus of this paper. Design/methodology/approach – The literature on change management was reviewed for each of the eight steps defined in Kotter's model, to review how much support each of these steps had, individually and collectively, in 15 years of literature. Findings – The review found support for most of the steps, although no formal studies were found covering the entire spectrum and structure of the model. Kotter's change management model appears to derive its popularity more from its direct and usable format than from any scientific consensus on the results. However the model has several limitations, that are identified, impacting upon its universal acceptance and popularity. Research limitations/implications – Further studies should examine the validity of Kotter's model as a whole. More importantly, change management research should form a greater link with stakeholders in order to translate current research into a format usable by practitioners. Practical implications – No evidence was found against Kotter's change management model and it remains a recommendable reference. This paper attempts to “test” the “how‐to‐do‐change management” with empirical and practitioner literature that was not evident in the original text. The model would be most useful as an implementation planning tool, but complementary tools should also be used during the implementation process to adapt to contextual factors or obstacles. Originality/value – Based upon a thorough review, this is the first formal review of Kotter's change management model, 15 years after its introduction.

We consider a bilevel model where the leader wants to maximize revenues from a taxation scheme, while the follower rationally reacts to those tax levels. We focus our attention on the special case of a toll-setting problem defined on a multicommodity transportation network. We show that the general problem is NP-complete, while particular instances are polynomially solvable. Numerical examples are given.

The shortest path problem with time windows (SPPTW) consists of finding the least cost route between a source and a sink in a network G = (N, A) while respecting specified time windows [ai, bi] at each visited node. The duration dij of each arc is restricted to positive values while the cost Cij of each arc (i, j) Є A is unrestricted.This article presents an efficient generalized permanent labelling algorithm to solve this problem. This new algorithm is based on the definition of the concept of a generalized bucket and on a specific order of handling the labels. The algorithm runs in pseudo-polynomial time. Problems with up to 2500 nodes and 250,000 arcs have heen solved.

This paper presents the development of new elimination tests which greatly enhance the performance of a relatively well established dynamic programming approach and its application to the minimization of the total traveling cost for the traveling salesman problem with time windows. The tests take advantage of the time window constraints to significantly reduce the state space and the number of state transitions. These reductions are performed both a priori and during the execution of the algorithm. The approach does not experience problems stemming from increasing problem size, wider or overlapping time windows, or an increasing number of states nearly as rapidly as other methods. Our computational results indicate that the algorithm was successful in solving problems with up to 200 nodes and fairly wide time windows. When the density of the nodes in the geographical region was kept constant as the problem size was increased, the algorithm was capable of solving problems with up to 800 nodes. For these problems, the CPU time increased linearly with problem size. These problem sizes are much larger than those of problems previously reported in the literature.

This paper introduces a strong valid inequality, the 2-path cut, to produce better lower bounds for the vehicle routing problem with time windows. It also develops an effective separation algorithm to find such inequalities. We next incorporate them as needed in the master problem of a Dantzig–Wolfe decomposition approach. In this enhanced optimization algorithm, the coupling constraints require that each customer be serviced. The subproblem is a shortest path problem with time window and capacity constraints. We apply branch and bound to obtain integer solutions. We first branch on the number of vehicles if this is fractional, and then on the flow variables. The algorithm has been implemented and tested on problems of up to 100 customers from the Solomon datasets. It has succeeded in solving to optimality several previously unsolved problems and a new 150-customer problem. In addition, the algorithm proved faster than algorithms previously considered in the literature. These computational results indicate the effectiveness of the valid inequalities we have developed.

The urban transit crew scheduling problem arises in mass transit organizations which have to create minimal cost bus driver schedules respecting both the collective agreement with labor unions and the bus schedule. We propose a column generation approach to solve the transit crew scheduling problem. The column generation approach decomposes the problem into two parts. The set covering problem chooses a schedule from already known feasible workdays. The second subproblem is a shortest path problem with resource constraints and is used to propose new feasible workdays to improve the current solution of the set covering problem. The approach has been successfully tested on real-life problems.

In modern transportation systems, the potential for further decreasing the costs of fulfilling customer requests is severely limited while market competition is constantly reducing revenues. However, increased competitiveness through cost reductions can be achieved if freight carriers cooperate in order to balance their request portfolios. Participation in such coalitions can benefit the entire coalition, as well as each participant individually, thus reinforcing the market position of the partners. The work presented in this paper uniquely combines features of routing and scheduling problems and of cooperative game theory. In the first part, the profit margins resulting from horizontal cooperation among freight carriers are analysed. It is assumed that the structure of customer requests corresponds to that of a pickup and delivery problem with time windows for each freight carrier. In the second part, the possibilities of sharing these profit margins fairly among the partners are discussed. The Shapley value can be used to determine a fair allocation. Numerical results for real-life and artificial instances are presented.