Month: January 2021

A simulation-based optimization approach for the calibration of a discrete event simulation model of an emergency department

  • Alberto De Santis
  • Tommaso Giovannelli
  • Stefano Lucidi
  • Mauro Messedaglia
  • Massimo Roma
    • Categories Applications - OR and Management Sciences, Integer Programming, Optimization of Simulated Systems Tags , , , ,

    Accurate modeling of the patient flow within an Emergency Department (ED) is required by all studies dealing with the increasing and well-known problem of overcrowding. Since Discrete Event Simulation (DES) models are often adopted with the aim of assessing solutions for reducing the impact of this worldwide phenomenon, an accurate estimation of the service time … Read more

    An exact price-cut-and-enumerate method for the capacitated multi-trip vehicle routing problem with time windows

  • Yu Yang
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms, Transportation Tags , , ,

    We consider the capacitated multi-trip vehicle routing problem with time windows (CMTVRPTW), where vehicles are allowed to make multiple trips. The ability to perform multiple trips is necessary for some real-world applications where the vehicle capacity, the trip duration, or the number of drivers or vehicles is limited. However, it substantially increases the solution difficulty … Read more

    New notions of simultaneous diagonalizability of quadratic forms with applications to QCQPs

  • Rujun Jiang
  • Alex L. Wang
    • Categories Quadratic Programming Tags , , , ,

    A set of quadratic forms is simultaneously diagonalizable via congruence (SDC) if there exists a basis under which each of the quadratic forms is diagonal. This property appears naturally when analyzing quadratically constrained quadratic programs (QCQPs) and has important implications in this context. This paper extends the reach of the SDC property by studying two … Read more

    A Bilevel Optimization Approach to Decide the Feasibility of Bookings in the European Gas Market

  • Martine Labbé
  • Martin Schmidt
  • Johannes Thürauf
  • Fränk Plein
    • Categories (Mixed) Integer Nonlinear Programming, Applications - OR and Management Sciences, Robust Optimization Tags , , , ,

    The European gas market is organized as a so-called entry-exit system with the main goal to decouple transport and trading. To this end, gas traders and the transmission system operator (TSO) sign so-called booking contracts that grant capacity rights to traders to inject or withdraw gas at certain nodes up to this capacity. On a … Read more

    On the Structure of Decision Diagram-Representable Mixed Integer Programs with Application to Unit Commitment

  • Hosseinali Salemi
  • Danial Davarnia
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Energy Tags , , ,

    Over the past decade, decision diagrams (DDs) have been used to model and solve integer programming and combinatorial optimization problems. Despite successful performance of DDs in solving various discrete optimization problems, their extension to model mixed integer programs (MIPs) such as those appearing in energy applications has been lacking. More broadly, the question on which … Read more

    Utility Preference Robust Optimization with Moment-Type Information Structure

  • Shaoyan Guo
  • Huifu Xu
    • Categories Robust Optimization Tags , , , , ,

    Utility preference robust optimization (PRO) models are recently proposed to deal with decision making problems where the decision maker’s true utility function is unknown and the optimal decision is based on the worst case utility function from an ambiguity set of utility functions. In this paper, we consider the case where the ambiguity set is … Read more

    ALESQP: An augmented Lagrangian equality-constrained SQP method for optimization with general constraints

  • Harbir Antil
  • Drew P. Kouri
  • Denis Ridzal
    • Categories Constrained Nonlinear Optimization, Infinite Dimensional Optimization, Nonlinear Optimization

    We present a new algorithm for infinite-dimensional optimization with general constraints, called ALESQP. In short, ALESQP is an augmented Lagrangian method that penalizes inequality constraints and solves equality-constrained nonlinear optimization subproblems at every iteration. The subproblems are solved using a matrix-free trust-region sequential quadratic programming (SQP) method that takes advantage of iterative, i.e., inexact linear … Read more

    A Matrix-Free Trust-Region Newton Algorithm for Convex-Constrained Optimization

  • Drew P. Kouri
    • Categories Constrained Nonlinear Optimization, Infinite Dimensional Optimization, Nonlinear Optimization Tags , , , ,

    We describe a matrix-free trust-region algorithm for solving convex-constrained optimization problems that uses the spectral projected gradient method to compute trial steps. To project onto the intersection of the feasible set and the trust region, we reformulate and solve the dual projection problem as a one-dimensional root finding problem. We demonstrate our algorithm’s performance on … Read more

    A data-driven, variable-speed model for the train timetable rescheduling problem

  • Stephen J. Maher
  • Edwin Reynolds
    • Categories Transportation Tags , , ,

    Train timetable rescheduling — the practice of changing the routes and timings of trains in real-time to respond to delays — can help to reduce the impact of reactionary delay. There are a number of existing optimisation models that can be used to determine the best way to reschedule the timetable in any given traffic … Read more

    Determining the optimal piecewise constant approximation for the Nonhomogeneous Poisson Process rate of Emergency Department patient arrivals

  • Alberto De Santis
  • Tommaso Giovannelli
  • Stefano Lucidi
  • Mauro Messedaglia
  • Massimo Roma
    • Categories Applications - OR and Management Sciences, Integer Programming Tags , , ,

    Modeling the arrival process to an Emergency Department (ED) is the first step of all studies dealing with the patient flow within the ED. Many of them focus on the increasing phenomenon of ED overcrowding, which is afflicting hospitals all over the world. Since Discrete Event Simulation models are often adopted with the aim to … Read more