The pooling problem is a classical NP-hard problem in the chemical process and petroleum industries. This problem is modeled as a nonlinear, nonconvex network flow problem in which raw materials with different specifications are blended in some intermediate tanks, and mixed again to obtain the final products with desired specifications. The analysis of the pooling … Read more
The intermittent nature of wind generation combined with the well-known volatility of electricity spot prices expose Wind Power Companies (WPCs) committed to long-term forward contracts to the so-called price-and-quantity risk. Several instruments were designed in the past years to mitigate this risk exposure. However, most of them were mainly constructed to cope with only one … Read more
The CONGEST and CONGEST-CLIQUE models have been carefully studied to represent situations where the communication bandwidth between processors in a network is severely limited. Messages of only \( O(log(n)) \) bits of information each may be sent between processors in each round. The quantum versions of these models allow the processors instead to communicate and … Read more
The set partitioning problem and its decision variant (i.e., the exact cover problem) are combinatorial optimization problems that were historically crucial in the quantum optimization community. This problem is also employed in the main problem of the branch-and-price approach in many real-world optimization problems, including, but not limited to, redistricting and scheduling. Motivated by recent … Read more
Robust and bilevel optimization share the common feature that they involve a certain multilevel structure. Hence, although they model something rather different when used in practice, they seem to have a similar mathematical structure. In this paper, we analyze the connections between different types of robust problems (static robust problems with and without decision-dependence of … Read more
Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between covariates and the response in an interpretable manner. To select the sparsity and robustness of linear regressors, techniques like k-fold cross-validation are commonly used for hyperparameter tuning. However, cross-validation substantially increases the … Read more
We parametrize public policies in the context of the COVID-19 pandemic to evaluate the effectiveness of policies through sensitivity-based methods in order to offer insights into understanding the contributions to critical measures in retrospective. The study utilizes a group-specific SEIR model with a tracing and isolation strategy and vaccination programs. Public policies are applied to … Read more
In this technical note, a novel single-layer inverse-free fixed-time dynamical system (SIFDS) is proposed to address absolute value equations. The proposed SIFDS directly employs coefficient matrix and absolute value equation function that aims at circumventing matrix inverse operation and achieving fixed-time convergence. The equilibria of the proposed SIFDS is proved to be the unique solution … Read more
In this paper, we study distributionally risk-receptive and distributionally robust (or risk-averse) multistage stochastic mixed-integer programs (denoted by DRR- and DRO-MSIPs). We present cutting plane-based and reformulation-based approaches for solving DRR- and DRO-MSIPs without and with decision-dependent uncertainty to optimality. We show that these approaches are finitely convergent with probability one. Furthermore, we introduce generalizations … Read more
Let X1, X2, . . . , Xn be n independent and uniformly distributed random points in a compact region R ⊂ R2 of area 1. Let TSP(X1, . . . , Xn) denote the length of the optimal Euclidean traveling salesman tour that traverses all these points. The classical Beardwood-Halton-Hammersley theorem proves the existence … Read more