Optimization-Based Decision Support Software for a Team-in-the-Loop Experiment: Multilevel Asset Allocation

Motivated by the Navy's interest in decision support tools that augment planning activities within a maritime operations center (MOC), we have developed a multilevel resource allocation model that is capable of interacting with human planners to dynamically allocate hierarchically-organized assets to process interdependent tasks in order to accomplish mission objectives. The planning problem is formulated as a mixed-integer nonlinear programming (MINLP) problem of minimizing the overall difference between the human-specified desired task accuracy performance criteria and the expected performance outcomes, the latter being based on how well the assigned resources match the required resources, subject to a number of real-world planning constraints. To solve the resulting large-scale MINLP problem, we propose two methods: 1) a Lagrangian relaxation method that solves the multilevel asset allocation problem with a measure of sub-optimality in terms of an approximate duality gap and 2) a dynamic list planning heuristic algorithm that provides high-quality sub-optimal solutions rapidly (less than 10 s for the scenarios considered here). Finally, we verify our methods using realistic MOC planning scenarios, provide a comparative evaluation of the performance measures of the two proposed methods, and investigate the value of information via human-in-the-loop experiments.

[1]  S. Lozano,et al.  Centralized Resource Allocation Using Data Envelopment Analysis , 2004 .

[2]  N. K. Kwak,et al.  A Linear Goal Programming Model for Human Resource Allocation in a Health-Care Organization , 1997, Journal of Medical Systems.

[3]  A. M. Geoffrion Generalized Benders decomposition , 1972 .

[4]  Xu Han,et al.  Optimization-Based Decision Support Software for a Team-In-The-Loop Experiment: Asset Package Selection and Planning , 2013, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[5]  Dennis J. Sweeney,et al.  Composition vs. Decomposition: Two Approaches to Modeling Organizational Decision Processes , 1978 .

[6]  Pekka J. Korhonen,et al.  Resource Allocation Based on Efficiency Analysis , 2004, Manag. Sci..

[7]  Edmund H. Durfee,et al.  A Survey of Research in Distributed, Continual Planning , 1999, AI Mag..

[8]  Krishna R. Pattipati,et al.  An overview of decision networks and organizations , 1998, IEEE Trans. Syst. Man Cybern. Part C.

[9]  Krishna R. Pattipati,et al.  Application of heuristic search and information theory to sequential fault diagnosis , 1990, IEEE Trans. Syst. Man Cybern..

[10]  Krishna R. Pattipati,et al.  A Markov Decision Problem Approach to Goal Attainment , 2008, IEEE Transactions on Systems, Man, and Cybernetics - Part A: Systems and Humans.

[11]  Børge Obel,et al.  Design models for hierarchical organizations : computation, information, and decentralization , 1995 .

[12]  I. Grossmann,et al.  An LP/NLP based branch and bound algorithm for convex MINLP optimization problems , 1992 .

[13]  Marcel Hunting The AIMMS Outer Approximation Algorithm for MINLP (using GMP functionality) , 2011 .

[14]  L. Ionia,et al.  Decision Support for Target-Based Resource Allocation of Public Services in Multiunit and Multilevel Systems , 1998 .

[15]  Krishna R. Pattipati,et al.  Normative design of organizations. I. Mission planning , 2002, IEEE Trans. Syst. Man Cybern. Part A.

[16]  Xin Yao,et al.  A Memetic Algorithm for Multi-Level Redundancy Allocation , 2010, IEEE Transactions on Reliability.

[17]  Krishna R. Pattipati,et al.  Resource allocation and performance evaluation in large human-machine organizations , 1991, IEEE Trans. Syst. Man Cybern..

[18]  Manisha Mishra,et al.  An Optimization-based Multi-level Asset Allocation Model for Collaborative Planning , 2011 .

[19]  Sven Leyffer,et al.  Integrating SQP and Branch-and-Bound for Mixed Integer Nonlinear Programming , 2001, Comput. Optim. Appl..

[20]  Gary Witus Decision Support for Planning and Resource Allocation in Hierarchical Organizations , 1986, IEEE Transactions on Systems, Man, and Cybernetics.

[21]  David L. Kleinman,et al.  Operational planning with uncertain and ambiguous information: command and control and the natural environment , 2011 .

[22]  Sven Leyffer,et al.  Solving mixed integer nonlinear programs by outer approximation , 1994, Math. Program..

[23]  I. Grossmann Review of Nonlinear Mixed-Integer and Disjunctive Programming Techniques , 2002 .

[24]  Yuri N. Levchuk,et al.  Normative Design of Organizations — Part I : Mission Planning , 2001 .

[25]  Timothy W. Ruefli,et al.  A Generalized Goal Decomposition Model , 1971 .

[26]  Dimitri P. Bertsekas,et al.  Dynamic Programming and Optimal Control, Two Volume Set , 1995 .

[27]  Leif Johansen Multi-level planning: Case studies in Mexico , 1971 .

[28]  David L. Kleinman,et al.  Maritime Headquarters with Maritime Operations Center: A Research Agenda for Experimentation , 2009 .

[29]  Ignacio E. Grossmann,et al.  Mixed-Integer Nonlinear Programming: A Survey of Algorithms and Applications , 1997 .

[30]  Earl D. Sacerdott Planning in a hierarchy of abstraction spaces , 1973, IJCAI 1973.

[31]  David L. Kleinman,et al.  Maritime operations centers with integrated and isolated planning teams , 2010 .

[32]  Ignacio E. Grossmann,et al.  An outer-approximation algorithm for a class of mixed-integer nonlinear programs , 1987, Math. Program..

[33]  Omprakash K. Gupta,et al.  Branch and Bound Experiments in Convex Nonlinear Integer Programming , 1985 .