Ethics in OR/MS: past,present and future

The pervasiveness and impact on society and on every day human life of technology has led to a growing awareness that science and technology cannot be considered above or beyond the realm of value judgements and hence of ethics. This is especially true for Operations Research/Management Science (OR/MS), that particular science which is concerned with methodologies for scientifically deciding how to design and operate man-machine systems in an optimal way, usually under conditions requiring the allocation of scarce resources. Here we try to give a historical account of the growing interest for ethics within the OR/MS community from its birth to present days. Starting from attempts to define models and codes of ethical behaviour in our profession, the OR/MS community has arrived at more fundamental questions about the ethical responsibility it faces in a world of growing inequalities and in which the ever greater stress that human activities impose on the environment puts at risk the very survival of human kind. This paper appeared in 4OR 2, 95–110, 2004.     

Using Foucault to analyse ethics in the practice of problem structuring methods

As a new generation of problem-structuring methods (PSM) develops in operational research (OR) practice, the issue of ethics needs attention. This paper aims to contribute to examining ethics in the practice of problem structuring. The paper argues that PSM could influence ethical reflection but the scope of new developments is limited, as it is also the scope of ethical codes or norms in OR. Ethics needs to be understood as a continuous development by individuals in relation to existing frameworks and codes. This view of ethics is inspired by Michel Foucault's ideas on power and ethics. Using Foucault's ideas, two main areas of inquiry are suggested to enhance critical reflection about ethics: (a) individualization of forms of ethics, and (b) possibilities and constraints of ethics in power relations. Using these two areas, practitioners reflect on the ethics of their practice and relate it to their own ethical development.     

Ethics in OR/MS: Past,present and future

The pervasiveness and impact on society and on every day human life of technology has led to a growing awareness that science and technology cannot be considered above or beyond the realm of value judgements and hence of ethics. This is especially true for Operations Research / Management Science (OR/MS), that particular science which is concerned with methodologies for scientifically deciding how to design and operate man-machine systems in an optimal way, usually under conditions requiring the allocation of scarce resources. Here we try to give a historical account of the growing interest for ethics within the OR/MS community from its birth to present days. Starting from attempts to define models and codes of ethical behaviour in our profession, the OR/MS community has arrived at more fundamental questions about the ethical responsibility it faces in a world of growing inequalities and in which the ever greater stress that human activities impose on the environment puts at risk the very survival of human kind.     

An exploration of three emancipatory themes within OR and systems thinking

This paper pursues the current debate about emancipation as one of the principal tenets of critical OR. It highlights some conceptual ambiguities involved in the notion of emancipation and so attempts to multiply the possibilities for an emancipatory approach to OR. The paper will explore three different emancipatory themes, one which understands the concept of emancipation in terms of a democratic discourse, a second which views it in terms of the cultivation of different virtues and values, and a third which questions the very essence of ethics and emancipation. Central to this analysis is a concern for the methodological implications of these three themes, and the current neglect of emancipatory methodologies for OR practice.     

A review of the recent contribution of systems thinking to operational research and management science

The systems approach, or systems thinking, has been intimately connected with the development of OR and management science initially through the work of founders such as Churchman and Ackoff and latterly through innovations such as soft systems. In this paper we have undertaken a review of the contribution that systems thinking has been making more recently, especially to the practice of OR. Systems thinking is a discipline in its own right, with many theoretical and methodological developments, but it is also applicable to almost any problem area because of its generality, and so such a review must always be selective. We have looked at the literature from both a theoretical and an applications orientation. In the first part we consider the main systems theories and methodologies in terms of their recent developments and also their applications. This covers: the systems approach, complexity theory, cybernetics, system dynamics, soft OR and PSMs, critical systems and multimethodology. In the second part we review the main domains of application: strategy, information systems, organisations, production and operations, ecology and agriculture, and medicine and health. Our overall conclusion is that while systems may not be well established institutionally, in terms of academic departments, it is incredibly healthy in terms of the quantity and variety of its applications.     

The development of management sciences/operational research discourses: surveying the trends in the US and the UK

This paper explores the trends in American and British management science/operational research (MS/OR) during the last 25 years. We argue that British MS/OR has developed a soft and systemic approach to MS/OR practice, which has resulted in the emergence of a number of interpretive and critical-oriented methodologies. American MS/OR practice has remained closed to the positivistic discourse. Using a set of keywords and authors’ names associated with the main features of the interpretive and critical MS discourses, we surveyed articles published in three major US MS/OR journals. We compare these results with trends in the UK MS/OR scene. Findings appear to confirm the different directions taken by the MS/OR practice across the Atlantic. The paper posits possible reasons underpinning these differences: firstly, the particular methodological path followed by the British MS/OR, from early ‘soft systems’ applications in the early 1970s to the now well-established ‘Problem Structuring Methods’; and secondly, continuous engagement between the systems and MS/OR British communities (a dialogue that seems not to have occurred in the US). The paper contributes to a reflection on the MS/OR historical developments and contrasts these developments in both countries, two areas of OR significantly under-researched.     

Operational research and ethics: A literature review

Any human activity raises ethical questions, questions about ‘good’ and ‘right’ ways to act and to live; or to put it differently, questions of values and responsibility. From its inception operational research (OR) has engaged with such questions in terms of professional behavior, the handling of preferences in OR, the societal role of OR, the process of OR intervention and the content of OR analysis. As a result, analytical methods and processes have been developed to help clients explore the ethical dimension of their decisions. The paper reviews the literature published in selected OR journals (Management Science; Operations Research; Interfaces; the European Journal of Operational Research; the Journal of the Operations Research Society; Omega; International Transactions in Operational Research; the Journal of Multi-Criteria Decision Analysis), organizing it along the lines of OR’s core competences. The review identifies a number of significant research programmes that are well established and are being energetically pursued; the research findings are being applied to a wide range of important issues. Ethical questions lie at the heart of the great governmental and commercial issues of the day: economic growth and instability; inequality and injustice; environmental degradation and sustainability. They also lie at the heart of the more mundane decisions of day-to-day OR. ‘Ethics’ therefore provides a useful focus for OR both in terms of raising the awareness of all concerned and in providing a theme for research. As a result of the review some research questions are suggested. There is much of interest, much to do.     

Ethics outside,within, or beyond OR models?

Since ethical concerns are calling for more attention within Operational Research, we present three approaches to combine Operational Research models with ethics. Our intention is to clarify the trade-offs faced by the OR community, in particular the tension between the scientific legitimacy of OR models (ethics outside OR models) and the integration of ethics within models (ethics within OR models). Presenting and discussing an approach that combines OR models with the process of OR (ethics beyond OR models), we suggest rigorous ways to express the relation between ethics and OR models. As our work is exploratory, we are trying to avoid a dogmatic attitude and call for further research. We argue that there are interesting avenues for research at the theoretical, methodological and applied levels and that the OR community can contribute to an innovative, constructive and responsible social dialogue about its ethics.     

A review of major paradigms and models for the design of civil engineering systems

In this paper, the author presents the five classical paradigms of the process of design in civil engineering and identifies a new emerging paradigm: the interactive multi-attribute learning paradigm. This paradigm is studied in terms of actors, structures and OR instruments which can help to fulfil its application to modern design of civil engineering systems.     

Combining passivity and classical frequency-domain methods: An insight into decentralised control

A novel approach to tackle passivity-related issues in the frequency domain for linear multiple-input multiple-output (MIMO) cross-coupled systems is given. The aim is to design passivity-based stabilising diagonal controllers within the framework of Individual Channel Analysis and Design (ICAD). Two main results are presented. First, the ICAD is reinterpreted in terms of the passivity-related properties of either the channels or the closed-loop system. The notion of practical passivity is introduced. Second, for linear MIMO systems, a novel frequency-domain passification procedure is proposed. This procedure is used in the design process of the diagonal controllers. Furthermore, an indicator of how far the system is from being passive is defined. This indicator is stated in terms of gain and phase margins, with the consequent statement of robustness. Such a passivity indicator has not been established so far, and for practical applications can be more useful than setting the passivity of the system. Classical frequency-domain control techniques based on Bode and Nyquist plots are used. The results are applied to a 2-input-2-output system modelling an induction motor.     

Systems approaches and operational research

It is often stated that OR embodies a systems approach. What is meant by this varies widely from simple holism to abstract philosophy. This paper considers the impact that a systems orientation can have on the practice of OR by providing a language for analysis. As a language or framework it has severe limitations which are set out in the paper. Nevertheless, the paper concludes by arguing that a pragmatic systems viewpoint can be valuable.     

Finite-time L1 control for positive switched linear systems with time-varying delay

This paper is concerned with the problem of finite-time L₁ control for a class of positive switched linear systems with time-varying delay. Firstly, by using the average dwell time approach, sufficient conditions which can guarantee the L₁ finite-time boundedness of the underlying system are given. Then, in virtue of the results obtained, a state feedback controller is designed to ensure that the resulting closed-loop system is finite-time bounded with L₁-gain performance. All the obtained results are formulated in terms of linear matrix inequalities (LMIs), which can be solved conveniently. Finally, an example is given to illustrate the efficiency of the proposed method.     

Design Science,the design of systems and Operational Research: back to the future?

The relationship between the science of decision making and the design of systems that support or automate the decision-making process is vital to both academic and practical Operational Research (OR). There is a long-standing need to better understand how OR can be structured so as to contribute to the design of systems, rather than just the science of decisions. This paper articulates the notion of design-oriented OR, particularly within the context of IT-enabled systems, as one approach to addressing this issue. It proposes Design Science (DS) as one way of achieving design-oriented OR, and suggests a reference model for DS as a design-oriented approach to OR. The use and value of DS within the broader remit of management research, and differences with existing systems methodologies, are briefly considered. It concludes by noting that a DS approach would return OR, at least partially, to the values and approach of early OR practitioners, and hence back to the future.     

Fifty years of systems thinking for management

The point of this paper is to provide an account of the last 50 years of systems thinking applied to management that is insightful and useful to those interested in the theory and practice of operational research (OR). In seeking to fulfil this purpose, it employs Boulding's well-known ‘hierarchy of complexity’ to think through the reasons for the emergence of different strands of applied systems thinking and to detail their strengths. In theoretical terms, operational researchers will find a number of the key issues that have engaged their field (eg, hard versus soft approaches) mirrored in debates that have taken place between systems thinkers. They may discover new theoretical avenues to follow to advance their discipline. OR practitioners may also be surprised by the nature and scope of the systems applications described and conclude that systems approaches should be added to their own intervention strategies. At the least, the paper is designed to reinvigorate discussion around the relationship between OR and systems thinking that has occasionally surfaced over the last half century but has never been satisfactorily concluded.     

OR contributions to flexibility improvement in production/inventory systems

Recently the notion of flexibility (especially with respect to Flexible Manufacturing Systems) has attracted considerable attention of OR workers. The majority of the contributions is focussed on operational aspects of production systems. A further very important issue concerns the design of production systems and investment decisions with respect to these systems.The aim of this paper is to illustrate how OR models can contribute to quantify effects of, for instance, investment in set-up time reduction or investment in supply leadtime reduction on logistic performance of production systems. Of course there are many more opportunities to improve logistic performance. The approach in this paper offers the opportunity to quantify the integral effects of these improvements and shows the direction for logistic innovation. In this way both design of production systems and quality of related investment decisions can be improved significantly.Some simple examples are worked out in order to illustrate the ideas and to give impetus for further research in this field.     

A connection between multi-linear and Volterra systems

The Volterra system is a non-linear system with the structure of the Volterra series. The Volterra series is attractive from the system-theoretic point of view, since it enables to obtain the output of a class of non-linear systems in terms of the input explicitly rather than involving input-output coupling terms and allows substantial simplifications for the numerical simulation. The Volterra system allows to derive the stability condition as well, i.e. obtain a bound on the output for a given bound on the input function, especially for the bilinear system. The bilinear system possesses the Volterra series. This paper derives the Volterra series formalism from the multi-linear system involving the coupling term attributed to (k-1)th order non-linearity and output function, where 1<k. The bilinear system becomes a special case of the non-linear problem of concern here. The Volterra series formalism of this paper is derived using the discrete counterpart of the phase space analysis for the non-linear non-autonomous system. The main result of the paper, i.e the Volterra series formalism of the multi-linear system of concern here, is somewhat more general, since the Volterra series representations for bilinear and tri-linear systems, etc. can be obtained as its special cases.     

Exact analytical inversion of TSK fuzzy systems with singleton and linear consequents

In literature, exact inversion methods for TSK fuzzy systems exist only for the systems with singleton consequents. These methods have binding limitations such as strong triangular partitioning, monotonic rule bases and/or invertibility check. These extra limitations lessen the modeling capabilities of the TSK fuzzy systems. In this study, an exact analytical inversion method for TSK fuzzy systems with singleton and linear consequents is presented. The only limitation of the proposed method is that the inversion variable should be represented by piecewise linear membership functions (PWL-MFs). In this case, the universe of discourse of the inversion variable is divided into specific regions in which only one linear piece exists for each PWL-MF at most. In the proposed method, the analytical formulation of TSK fuzzy system is expressed in terms of the inversion variable by using linear equations of PWL-MFs. Thus, the fuzzy system output in any region can be obtained by using the appropriate parameters of the linear equations of PWL-MFs defined within the related region. This expression provides a way to obtain linear and quadratic equations in terms of the inversion variable for TSK fuzzy systems with singleton and linear consequents, respectively. So, it becomes very easy to find exact inverse solutions for each region by using explicit analytical solutions for linear or quadratic equations. The proposed inversion method has been illustrated through simulation examples.     

Computational bounds on polynomial differential equations

In this paper we study from a computational perspective some properties of the solutions of polynomial ordinary differential equations.We consider elementary (in the sense of Analysis) discrete-time dynamical systems satisfying certain criteria of robustness. We show that those systems can be simulated with elementary and robust continuous-time dynamical systems which can be expanded into fully polynomial ordinary differential equations in Q[π]. This sets a computational lower bound on polynomial ODEs since the former class is large enough to include the dynamics of arbitrary Turing machines.We also apply the previous methods to show that the problem of determining whether the maximal interval of definition of an initial-value problem defined with polynomial ODEs is bounded or not is in general undecidable, even if the parameters of the system are computable and comparable and if the degree of the corresponding polynomial is at most 56.Combined with earlier results on the computability of solutions of polynomial ODEs, one can conclude that there is from a computational point of view a close connection between these systems and Turing machines.     

Weighted irregular Gabor tight frames and dual systems using windows in the Schwartz class

We give a characterization for the weighted irregular Gabor tight frames or dual systems in L²(Rn) in terms of the distributional symplectic Fourier transform of a positive Borel measure on R2n naturally associated with the system and the short-time Fourier transform of the windows in the case where the window (or at least one of the windows in the case of dual systems) belongs to S(Rn). This result implies that, for certain classes of windows such as generalized Gaussians or “extreme-value” windows, the only weighted irregular Gabor tight frames (or even dual systems with both windows in the same class) that can be constructed with these windows are the trivial ones, corresponding to the measure μ=1 on R2n. Furthermore, we show that, if a such Gabor system admits a dual which is of Gabor type, then the Beurling density of the associated measure exists and is equal to one.