Online stochastic optimization for dynamic operations management systems

该研究项目旨在通过开发新的数据驱动的离散优化方法，创造应用于动态运营管理系统的在线随机优化的最新知识。许多这样的问题出现在诸如乘车采购、食品配送、诊所预约、库存管理和劳动力管理等服务中，仅举几例。更准确地说，当一个请求（例如，乘车）进入系统时，操作员将分配一些资源（一个司机）来完成服务。这些操作问题在云计算和移动应用时代变得至关重要，因为所有的服务都必须提出符合客户需求的实时应用程序，以便在数十亿美元的不断扩大的市场中具有竞争力。我的研究重点是在线随机优化，用数据驱动算法解决这些动态问题。在线随机优化提出了一种有效解决这些问题的范式，通过考虑新请求和未来请求到达时的几种情况，定期重新优化决策计划。我的研究计划的长期目标是开发针对动态运营管理问题的离散优化算法，并在行业中传播在线随机优化技术。特别是，这个五年计划计划1)开发一种基于改进的积分单纯形的随时数据驱动算法；2)通过在线随机优化实时解决工业应用。该计划有助于培养6名研究生，他们将有机会为实际工业问题开发最先进的方法。这些方法有可能成为改变游戏规则的技术，因为它们将为乘车服务或医院库存管理引入新一代实时优化系统。

This research program aims at creating state-of-the-art knowledge on online stochastic optimization applied to dynamic operations management systems by developing new data-driven discrete optimization methods. Many of these problems appear for services such as ride sourcing, food delivery, clinic appointments, inventory management, and workforce management to name a few. More precisely, when a request (e.g., a ride) enters the system, the operator will allocate some resources (a driver) to fulfill the service. These operational problems have become critical at the era of cloud computing and mobile applications, as all the services must propose real-time applications that fit the needs of their clients in order to be competitive in multi-billion dollar expanding markets. My research focuses on online stochastic optimization to solve these dynamic problems with data-driven algorithms. Online stochastic optimization proposes a paradigm to efficiently solve these problems by regularly reoptimizing a decision plan to take into account the new requests and several scenarios on the arrival of future requests. The long-term objectives of my research program aim at developing discrete optimization algorithms tailored for dynamic operations management problems and at disseminating online stochastic optimization techniques in the industry. In particular, this five-year program plans 1) to develop an anytime data-driven algorithm based on the improved integral simplex and 2) to solve industrial applications in real-time with online stochastic optimization. This program contributes to the training of 6 graduate students who will get the opportunity to develop state-of-the-arts methods for real industrial problems. These methods have the potential to be game changing technologies as they will introduce a new generation of real-time optimized systems for ride-sourcing services or hospital inventory management for example.