The Nested Event Tree Model with Application to Combating Terrorism

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dc.contributorVirginia Techen
dc.contributor.authorLunday, B. J.en
dc.contributor.authorSherali, Hanif D.en
dc.contributor.authorGlickman, T. S.en
dc.contributor.departmentIndustrial and Systems Engineeringen
dc.date.accessed2014-02-05en
dc.date.accessioned2014-03-05T14:00:23Zen
dc.date.available2014-03-05T14:00:23Zen
dc.date.issued2010en
dc.description.abstractIn this paper, we model and solve the strategic problem of minimizing the expected loss inflicted by a hostile terrorist organization. An appropriate allocation of certain capability-related, intent-related, vulnerability-related, and consequence-related resources is used to reduce the probabilities of success in the respective attack-related actions and to ameliorate losses in case of a successful attack. We adopt a nested event tree optimization framework and formulate the problem as a specially structured nonconvex factorable program. We develop two branch-and-bound schemes based, respectively, on utilizing a convex nonlinear relaxation and a linear outer approximation, both of which are proven to converge to a global optimal solution. We also design an alternative direct mixed-integer programming model representation for this case, and we investigate a fundamental special-case variant for this scheme that provides a relaxation and affords an optimality gap measure. Several range reduction, partitioning, and branching strategies are proposed, and extensive computational results are presented to study the efficacy of different compositions of these algorithmic ingredients, including comparisons with the commercial software BARON. A sensitivity analysis is also conducted to explore the effect of certain key model parameters.en
dc.description.sponsorshipNSF CMMI-0969169en
dc.format.mimetypeapplication/pdfen
dc.identifier.citationLunday, Brian J.; Sherali, Hanif D.; Glickman, Theodore S. The Nested Event Tree Model with Application to Combating Terrorism. INFORMS Journal on Computing 2010 22:4, 620-634. doi: 10.1287/ijoc.1100.0377en
dc.identifier.doihttps://doi.org/10.1287/ijoc.1100.0377en
dc.identifier.issn1091-9856en
dc.identifier.urihttp://hdl.handle.net/10919/25831en
dc.identifier.urlhttp://pubsonline.informs.org/doi/pdf/10.1287/ijoc.1100.0377en
dc.language.isoenen
dc.publisherINFORMSen
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subjectCombating terrorismen
dc.subjectOuter approximationen
dc.subjectBranch and bounden
dc.subjectGlobalen
dc.subjectOptimizationen
dc.subjectFactorable programsen
dc.subjectMixed-integer modelsen
dc.subjectComputer programmingen
dc.subjectGlobal optimizationen
dc.subjectResourcesen
dc.subjectAllocationen
dc.subjectRisksen
dc.titleThe Nested Event Tree Model with Application to Combating Terrorismen
dc.title.serialInforms Journal on Computingen
dc.typeArticle - Refereeden
dc.type.dcmitypeTexten

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