Data-driven distributionally robust optimization: Intersecting ambiguity sets, performance analysis and tractability

We consider stochastic programs in which the probability distribution of uncertain parameters is unknown and partial information about it can only be captured from limited data. We use distributionally robust optimization (DRO) to model such problems. As opposed to the commonly used approach for DRO problems that suggests creating an ambiguity set by following a specific … Read more

A branch and price algorithm for the resource constrained home health care vehicle routing problem

We consider the vehicle routing problem with resource constraints motivated by a home health care application. We propose a branch and price algorithm to solve the problem. In our problem, we consider different types of patients that require a nurse or a health aid or both. The patients can be serviced by the appropriate vehicles … Read more