Current teaching:
Log 708 - Applied Statistics
Mat 210 - Statistics II
Research interests:
Applied mathematics, statistical modeling, econometrics.
Operations research, planning, optimization and decision support.
Education:
Cand. Scient. mathematics - University of Oslo (1994)
Publikasjoner
-
Arntzen, Halvard & Hvattum, Lars Magnus
(2020).
Predicting match outcomes in association football using team ratings and player ratings.
Statistical Modelling.
ISSN 1471-082X.
21(5),
s. 449–470.
doi:
10.1177/1471082X20929881.
-
Oyola, Jorge; Arntzen, Halvard & Woodruff, David L.
(2016).
The stochastic vehicle routing problem : a literature review, part II : solution methods.
EURO Journal on Transportation and Logistics.
ISSN 2192-4376.
6(4),
s. 349–388.
doi:
10.1007/s13676-016-0099-7.
Vis sammendrag
Building on the work of Gendreau et al. (Oper Res 44(3):469–477, 1996), and complementing the first part of this survey, we review the solution methods used for the past 20 years in the scientific literature on stochastic vehicle routing problems (SVRP). We describe the methods and indicate how they are used when dealing with stochastic vehicle routing problems.
Keywords: vehicle routing (VRP), stochastic programmingm, SVRP
-
-
Hvattum, Lars Magnus & Arntzen, Halvard
(2010).
Using ELO ratings for match result prediction in association football.
International Journal of Forecasting.
ISSN 0169-2070.
26(3),
s. 460–470.
doi:
10.1016/j.ijforecast.2009.10.002.
Vis sammendrag
Sports betting markets are becoming increasingly competitive. These markets are of interest when testing new ideas for quantitative prediction models. This paper examines the value of assigning ratings to teams based on their past performance in order to predict match results in association football. The ELO rating system is used to derive covariates that are then used in ordered logit regression models. In order to make informed statements about the relative merit of the ELO-based predictions compared to those from a set of six benchmark prediction methods, both economic and statistical measures are used. The results of large-scale computational experiments are presented.
-
Hvattum, Lars Magnus; Arntzen, Halvard; Løkketangen, Arne & Glover, Fred
(2010).
Alternating control tree search for knapsack/covering problems.
Journal of Heuristics.
ISSN 1381-1231.
16(3),
s. 239–258.
doi:
10.1007/s10732-008-9100-4.
Vis sammendrag
The Multidimensional Knapsack/Covering Problem (KCP) is a 0–1 Integer Programming Problem containing both knapsack and weighted covering constraints, subsuming the well-known Multidimensional Knapsack Problem (MKP) and the Generalized (weighted) Covering Problem. We propose an Alternating Control Tree Search (ACT) method for these problems that iteratively transfers control between the following three components: (1) ACT-1, a process that solves an LP relaxation of the current form of the KCP. (2) ACT-2, a method that partitions the variables according to 0, 1, and fractional values to create sub-problems that can be solved with relatively high efficiency. (3) ACT-3, an updating procedure that adjoins inequalities to produce successively more constrained versions of KCP, and in conjunction with the solution processes of ACT-1 and ACT-2, ensures finite convergence to optimality. The ACT method can also be used as a heuristic approach using early termination rules. Computational results show that the ACT-framework successfully enhances the performance of three widely different heuristics for the KCP. Our ACT-method involving scatter search performs better than any other known method on a large set of KCP-instances from the literature. The ACT-based methods are also found to be highly effective on the MKP.
-
Hagen, Gerd Ødegård & Arntzen, Halvard
(2007).
Risiko for perforasjon av operasjonshansker.
Tidsskrift for Den norske legeforening.
ISSN 0029-2001.
127(7),
s. 856–858.
Vis sammendrag
Bakgrunn: Den økte prevalensen av blodbåren smitte i befolkningen har satt søkelyset på barrieren mellom operasjonspersonellets hender og pasientens blod og kroppsvæsker ved kirurgi. Dagens praksis er å bruke doble operasjonshansker under ortopediske inngrep. Ved øvrige inngrep benyttes vanligvis enkle hansker. Vi ønsket å kartlegge og sammenlikne risikoen for perforasjon av operasjonshansker ved ulike kategorier kirurgiske inngrep. Materiale og metode: I en serie på 655 kirurgiske inngrep av fem ulike kategorier ble alle oppdagede tilfeller av perforasjoner av hansker registrert. Resultat: Hanskeperforasjoner ble funnet i 203 av 655 operasjoner (31%). Perforasjonsfrekvensen var for gastrokirurgi 45 %, ortopedi 35 %, gynekologi 31 %, karkirurgi 19 % og generell kirurgi 9%. I flere underkategorier var frekvensene enda høyere. Fortolkning. Vi fant en høy andel av inngrep med hanskeperforasjoner i flere kategorier kirurgi. Perforasjoner i enkle hansker oppdages sjelden under operasjonen. Dette kan øke risikoen for overføring av infeksiøst materiale, særlig fordi eksponeringstiden kan være lang. Doble indikerende hansker gjør intraoperativ oppdagelse av perforasjoner lettere. Samtidig gir doble hansker vesentlig lavere perforasjonsrisiko. Doble indikerende hansker anbefales brukt under alle kategorier kirurgiske inngrep.
-
Arntzen, Halvard; Hvattum, Lars Magnus & Løkketangen, Arne
(2006).
Adaptive memory search for multidemand multidimensional knapsack problems.
Computers & Operations Research.
ISSN 0305-0548.
33(9),
s. 2508–2525.
doi:
10.1016/j.cor.2005.07.007.
Vis sammendrag
We describe a simple adaptive memory search method for the 0/1 Multidemand Multidimensional Knapsack Problem (0/1 MDMKP). The search balances the level of infeasibility against the quality of the solution, and uses a simple dynamic tabu search mechanism. A weighting scheme to balance out the differences in the tightness of the constraints is also implemented. Computational results on a portfolio of test problems taken from the literature are reported, showing very favorable results, both in terms of solution quality and the ability of the search to find feasible solutions. (c) 2005 Elsevier Ltd. All rights reserved.
-
Arntzen, Halvard & Løkketangen, Arne
(2005).
A tabu search heuristic for a university timetabling problem.
I Ibaraki, Toshihide; Nonobe, Koji & Yagiura, Mutsunori (Red.),
Metaheuristics : progress as real problem solvers.
Springer.
ISSN 978-0-387-25382-4.
s. 65–85.
-
Koesling, Matthias; Ebbesvik, Martha; Lien, Gudbrand; Flaten, Ola; Valle, Paul Steinar & Arntzen, Halvard
(2004).
Risk and risk management in organic and conventional cashcrop farming in Norway.
Acta Agriculturæ Scandinavica C - Food Economics.
ISSN 1650-7541.
1(4),
s. 195–206.
doi:
10.1080/16507540410019692.
Vis sammendrag
This study presents empirical insight into organic and conventional cash crop farmers' perceptions of risk and risk management strategies, and identifies socio-economic variables linked to these perceptions. The data originate from a questionnaire survey of farmers in Norway. The results indicate that organic farmers perceived themselves to be less risk aversethan conventional farmers. For both groups, crop prices and yield variability were the two top rated sources of risk, followed by institutional risks. The two groups evaluated risk management strategies quite similarly; favoured strategies weregood liquidity and to prevent and reduce crop diseases and pests. The farmers' evaluation of sources of risk and choice of risk strategies depended onvarious socio-economic variables. The importance of institutional risks implies that policy makers should be cautious about changing policy capriciously and they should consider strategic policy initiatives that give farmers more long-term reliability.
Se alle arbeider i Cristin
-
-
-
-
Arntzen, Halvard; Løkketangen, Arne & Hvattum, Lars Magnus
(2009).
Testing a tabu search idea : allowing tabu tenures to depend on move values.
Vis sammendrag
A core idea in the tabu search metaheuristic is the use of a temporary tabu status for selected attributes of the visited solutions. We investigate a new variant of this idea, by allowing the tabu tenure of the attributes to depend on the value/quality of the move introducing them into the solution. Attributes introduced in a ?good? move are fixed for more iterations. The idea is tested computationally using modified high quality tabu search implementations from different problem domains.
-
Arntzen, Halvard
(2007).
Ruting av supply-båter for offshore-installasjoner.
-
Arntzen, Halvard & Hagen, Gerd Ødegård
(2007).
The risk of surgical glove perforations.
-
Hvattum, Lars Magnus; Løkketangen, Arne; Arntzen, Halvard & Glover, Fred
(2007).
Alternating control tree search.
-
Arntzen, Halvard; Hvattum, Lars Magnus & Løkketangen, Arne
(2005).
Adaptive memory search for multidimensional knapsack problems.
-
Arntzen, Halvard; Hvattum, Lars Magnus & Løkketangen, Arne
(2005).
Adaptive memory search for multidemand multidimensional knapsack problems.
-
Løkketangen, Arne; Arntzen, Halvard & Hvattum, Lars Magnus
(2004).
Adaptive memory search for multidemand multidimensional knapsack problems.
Vis sammendrag
We describe a simple adaptive memory search method for the 0/1 Multidemand Multidimensional Knapsack Problem (0/1 MDMKP). The search balances the level of infeasibility against the quality of the solution, and uses a simple dynamic tabu search mechanism. A weighting scheme to balance out the differences in the tightness of the constraints is also implemented. Computational results on a portfolio of test problems are reported, showing very favorable results.
-
Arntzen, Halvard & Løkketangen, Arne
(2003).
Experiments with an adaptive memory search heuristic for a university timetabling problem.
Vis sammendrag
We present a heuristic algorithm designed in connection with the "2003 international timetabling competition", organized by the Metaheuristics Network. The problem is to assign a set of given events to rooms and timeslots. There are a number of hard constraints, and a feasible solution is a complete assignment of all events such that all hard constraints are satisfied. The quality of a solution is measured by the number of violations of some soft constraints. Our algorithm first constructs an initial feasible solution. Then a local search in the solution space is carried out in order to improve solution quality. We employ some tabu search mechanisms for search guidance. The presentation will focus on the observed effectiveness of the various mechanisms. As test cases we use the 20 instances provided for the mentioned competition. We also compare our results and method with the competition winner.
-
Arntzen, Halvard & Løkketangen, Arne
(2003).
A tabu search heuristic for a university timetabling problem.
Vis sammendrag
We present a heuristic algorithm designed in connection with the ``2003 international timetabling competition'', organized by the Metaheuristics Network. The problem is to assign a set of given events to rooms and timeslots. There are a number of hard constraints, and a feasible solution is a complete assignment of all events such that all hard constraints are satisfied. The quality of a solution is measured by the number of violations of some soft constraints. Our algorithm first constructs an initial feasible solution. Then a local search in the solution space is carried out in order to improve solution quality. We employ some tabu search mechanisms for search guidance. As test cases we use the 20 instances provided for the mentioned competition.We also compare our results and method with the competition winner. Recent development of our algorithm has led to a significant improvement in performance, and we will present the latest version of the algorithm, again comparing the results obtained for the test instances.
-
Se alle arbeider i Cristin
Publisert 3. sep. 2018 16:00
- Sist endret 7. sep. 2021 14:38