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Protecting Facilities When the Effect of Protection is Imperfect: A Stochastic Programming Model with Decision-Dependent Uncertainty

Dr. Hugh Medal
Assistant Professor
UT Knoxville
Friday, September 30, 2022
2:15-3:15pm JDT 500

Abstract

Most system protection optimization models assume that protection actions are perfect in the sense that if a system component is protected it is guaranteed to not fail. In this presentation we study a system protection problem in which protecting a component reduces its likelihood of failure but does not eliminate the chance of failure. In particular, we study a class of facility protection problems in which a defender allocates continuous protection resources to a set of facilities in order to maximize the expected coverage provided by the facilities. The probability that a facility fails depends on the amount of protection resources allocated to it. Exploiting the sub-modularity of the problem, we first develop a description of the hypograph of continuous submodular functions and then develop a cutting plane algorithm that finds approximate solutions and bounds. Next, we develop a spatial branch-and-bound approach that utilizes the approximate cutting plane algorithm to form an outer approximation and obtain upper bounds for a region. We present computational results that compare our method with a state-of-the-art solver.

Biosketch

Dr. Hugh Medal is an assistant professor in the Department of Industrial and Systems Engineering at University of Tennessee. His research and teaching focuses on optimization, with an emphasis on optimization under uncertainty and interdiction modeling. He has published articles on a diverse set of applications including supply chain risk, critical infrastructure protection, wildfire mitigation, and cyber security. His research has been sponsored by agencies such as the US Army, the US Navy, and the US Department of Homeland Security. He is currently an associate editor for the journal Networks.

Join URL: https://tennessee.zoom.us/j/96327677336