Generation Expansion Planning with Revenue Adequacy Constraints

Generation capacity expansion models have traditionally taken the vantage point of a centralized planner seeking to find cost-optimal generation capacity to reliably meet load over decadal time scales. Often assuming perfectly competitive players, these models attempt to provide guidance for system planners without necessarily ensuring that individual generators are adequately remunerated for their generation, flexibility, … Read more

Rapid prototyping of parallel primal heuristics for domain specific MIPs: Application to maritime inventory routing

Parallel Alternating Criteria Search (PACS) relies on the combination of computer parallelism and Large Neighborhood Searches to attempt to deliver high quality solutions to any generic Mixed-Integer Program (MIP) quickly. While general-purpose primal heuristics are widely used due to their universal application, they are usually outperformed by domain-specific heuristics when optimizing a particular problem class. … Read more

Electric Power Infrastructure Planning: Mixed-Integer Programming Model and Nested Decomposition Algorithm

This paper addresses the long-term planning of electric power infrastructures considering high renewable penetration. To capture the intermittency of these sources, we propose a deterministic multi-scale Mixed-Integer Linear Programming (MILP) formulation that simultaneously considers annual generation investment decisions and hourly operational decisions. We adopt judicious approximations and aggregations to improve its tractability. Moreover, to overcome … Read more

Recent Progress Using Matheuristics for Strategic Maritime Inventory Routing

This paper presents an extensive computational study of simple, but prominent matheuristics (i.e., heuristics that rely on mathematical programming models) to fi nd high quality ship schedules and inventory policies for a class of maritime inventory routing problems. Our computational experiments are performed on a set of the publicly available MIRPLib instances. This class of inventory … Read more

Pseudo basic steps: Bound improvement guarantees from Lagrangian decomposition in convex disjunctive programming

An elementary, but fundamental, operation in disjunctive programming is a basic step, which is the intersection of two disjunctions to form a new disjunction. Basic steps bring a disjunctive set in regular form closer to its disjunctive normal form and, in turn, produce relaxations that are at least as tight. An open question is: What … Read more

Bulk Ship Fleet Renewal and Deployment under Uncertainty: A Multi-Stage Stochastic Programming Approach

We study a maritime fleet renewal and deployment problem under demand and charter cost uncertainty. A decision-maker for an industrial bulk shipping company must determine a suitable fleet size, mix, and deployment strategy to satisfy stochastic demand over a given planning horizon. She may acquire vessels in two ways: time chartering and voyage chartering. Time … Read more

An MILP-MINLP decomposition method for the global optimization of a source based model of the multiperiod blending problem

The multiperiod blending problem involves binary variables and bilinear terms, yielding a nonconvex MINLP. In this work we present two major contributions for the global solution of the problem. The rst one is an alternative formulation of the problem. This formulation makes use of redundant constraints that improve the MILP relaxation of the MINLP. The … Read more

Robust Inventory Routing with Flexible Time Window Allocation

This paper studies a robust maritime inventory routing problem with time windows and stochastic travel times. One of the novelties of the problem is that the length and placement of the time windows are also decision variables. Such problems arise in the design and negotiation of long-term delivery contracts with customers who require on-time deliveries … Read more

Two-Stage Decomposition Algorithms for Single Product Maritime Inventory Routing

We present two decomposition algorithms for single product deep-sea maritime inventory routing problems (MIRPs) that possess a core substructure common in many real-world applications. The problem involves routing vessels, each belonging to a particular vessel class, between loading and discharging ports, each belonging to a particular region. Our algorithms iteratively solve a MIRP by zooming … Read more

MIRPLib – A library of maritime inventory routing problem instances: Survey, core model, and benchmark results

This paper presents a detailed description of a particular class of deterministic single product maritime inventory routing problems (MIRPs), which we call deep-sea MIRPs with inventory tracking at every port. This class involves vessel travel times between ports that are significantly longer than the time spent in port and require inventory levels at all ports … Read more