Fengqiao Luo

A Finitely Convergent Cutting Plane, and a Bender’s Decomposition Algorithm for Mixed-Integer Convex and Two-Stage Convex Programs using Cutting Planes

  • Fengqiao Luo
  • Sanjay Mehrotra
    • Categories (Mixed) Integer Nonlinear Programming, Cutting Plane Approaches, Stochastic Programming Tags , , ,

    We consider a general mixed-integer convex program. We first develop an algorithm for solving this problem, and show its nite convergence. We then develop a finitely convergent decomposition algorithm that separates binary variables from integer and continuous variables. The integer and continuous variables are treated as second stage variables. An oracle for generating a parametric … Read more

    Polyhedral Analysis of a Polytope from a Service Center Location Problem with a Special Decision-Dependent Customer Demand

  • Fengqiao Luo
    • Categories Applications - OR and Management Sciences, Combinatorial Optimization, Polyhedra Tags , , ,

    This paper establishes and analyzes a service center location model with a simple but novel decision-dependent demand induced from a maximum attraction principle. The model formulations are investigated in the distributionally-robust optimization framework for the capacitated and uncapacitated cases. A statistical model that is based on the maximum attraction principle for estimating customer demand and … Read more

    A Distributionally-Robust Service Center Location Problem with Decision Dependent Demand Induced from a Maximum Attraction Principle

  • Fengqiao Luo
    • Categories Applications - OR and Management Sciences, Combinatorial Optimization, Integer Programming Tags , , , ,

    We establish and analyze a service center location model with a simple but novel decision-dependent demand induced from a maximum attrac- tion principle. The model formulations are investigated in the distributionally- robust optimization framework. A statistical model that is based on the max- imum attraction principle for estimating customer demand and utility gain from service … Read more

    A Model of Supply-Chain Decisions for Resource Sharing with an Application to Ventilator Allocation to Combat COVID-19

  • Sanjay Mehrotra
  • Hamed Rahimian
  • Masoud Barah
  • Fengqiao Luo
  • Karolina Schantz
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Stochastic Programming Tags , , , , ,

    We present a stochastic optimization model for allocating and sharing a critical resource in the case of a pandemic. The demand for different entities peaks at different times, and an initial inventory for a central agency is to be allocated. The entities (states) may share the critical resource with a different state under a risk-averse … Read more

    Decomposition Algorithms for Distributionally Robust Optimization using Wasserstein Metric

  • Fengqiao Luo
  • Sanjay Mehrotra
    • Categories Data-Mining, Robust Optimization, Semi-infinite Programming Tags , , , ,

    We study distributionally robust optimization (DRO) problems where the ambiguity set is de ned using the Wasserstein metric. We show that this class of DRO problems can be reformulated as semi-in nite programs. We give an exchange method to solve the reformulated problem for the general nonlinear model, and a central cutting-surface method for the convex case, … Read more