Alan J. King

MOSDEX: A New Standard for Data Exchange with Optimization Solvers

  • Jeremy Bloom
  • Matthew Saltzman
  • Alan J. King
    • Categories Modeling Languages and Systems, Optimization Software Design Principles Tags , , ,

    This paper offers a new standard, called MOSDEX (Mathematical Optimization Solver Data EXchange), for managing the interaction of data with solvers for mathematical optimization. The rationale for this standard is to take advantage of modern software tools that can efficiently handle very large datasets that have become the norm for data analytics in the past … Read more

    A Multi-stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty

  • Shabbir Ahmed
  • Alan J. King
  • Gyana Parija
    • Categories Integer Programming, Production and Logistics, Stochastic Programming Tags , , , ,

    This paper addresses a multi-period investment model for capacity expansion in an uncertain environment. Using a scenario tree approach to model the evolution of uncertain demand and cost parameters, and fixed-charge cost functions to model the economies of scale in expansion costs, we develop a multi-stage stochastic integer programming formulation for the problem. A reformulation … Read more