Applications – OR and Management Sciences

Solving the three-dimensional open-dimension rectangular packing problem: a constraint programming model

  • Mateus Martin
  • Thiago Alves de Queiroz
  • Reinaldo Morabito
    • Categories Applications - OR and Management Sciences, Production and Logistics Tags , , ,

    In this paper, we address the three-dimensional open-dimension rectangular packing problem (3D-ODRPP). This problem addresses a set of rectangular boxes of given dimensions and a rectangular container of open dimensions. The objective is to pack all boxes orthogonally into the container while minimizing the container volume. Real-world applications of the 3D-ODRPP arise in production systems … Read more

    The Multi-Stop Station Location Problem: Exact Approaches

  • Erik Mühmer
  • Miriam Ganz
  • Marco E. Lübbecke
  • Felix J. L. Willamowski
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms, Transportation Tags , ,

    The multi-stop station location problem (MSLP) aims to place stations such that a set of trips is feasible with respect to length bounds while minimizing cost. Each trip consists of a sequence of stops that must be visited in a given order, and a length bound that controls the maximum length that is possible without … Read more

    Tricks from the Trade for Large-Scale Markdown Pricing: Heuristic Cut Generation for Lagrangian Decomposition

  • Robert Streeck
  • Andreas Schmitt
  • Torsten Gellert
  • Asya Dipkaya
  • Vladimir Fux
  • Tim Januschowski
  • Timo Berthold
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences Tags , , , ,

    In automated decision making processes in the online fashion industry, the ‘predict-then-optimize’ paradigm is frequently applied, particularly for markdown pricing strategies. This typically involves a mixed-integer optimization step, which is crucial for maximizing profit and merchandise volume. In practice, the size and complexity of the optimization problem is prohibitive for using off-the-shelf solvers for mixed … Read more

    Revisiting the fitting of the Nelson-Siegel and Svensson models

  • Dirk Banholzer
  • Jörg Fliege
  • Ralf Werner
    • Categories Finance and Economics, Global Optimization Applications, Nonlinear Systems and Least-Squares Tags , , , , ,

    The Nelson-Siegel and the Svensson models are two of the most widely used models for the term structure of interest rates. Even though the models are quite simple and intuitive, fitting them to market data is numerically challenging and various difficulties have been reported. In this paper, a novel mathematical analysis of the fitting problem … Read more

    Robust Drone Delivery with Weather Information

  • Chun Cheng
  • Yossiri Adulyasak
  • Louis-Martin Rousseau
    • Categories Robust Optimization, Transportation Tags , , , ,

    Problem definition: Drone delivery has recently garnered significant attention due to its potential for faster delivery at a lower cost than other delivery options. When scheduling drones from a depot for delivery to various destinations, the dispatcher must take into account the uncertain wind conditions, which affect the delivery times of drones to their destinations, … Read more

    The Balanced Facility Location Problem: Complexity and Heuristics

  • Malena Schmidt
  • Bismark Singh
    • Categories Applications - OR and Management Sciences, Combinatorial Optimization Tags , , , ,

    In a recent work, Schmitt and Singh propose a new quadratic facility location model to address ecological challenges faced by policymakers in Bavaria, Germany. Building on this previous work, we significantly extend our understanding of this new problem. We develop connections to traditional combinatorial optimization models and show the problem is NP-hard. We then develop … Read more

    Similarity-based Decomposition Algorithm for Two-stage Stochastic Scheduling

  • Daniel Montes
  • José Luis Pitarch
  • Cesar de Prada
    • Categories Parallel Algorithms, Scheduling, Stochastic Programming Tags , ,

    This paper presents a novel decomposition method for two-stage stochastic mixed-integer optimization problems. The algorithm builds upon the idea of similarity between finite sample sets to measure how similar the first-stage decisions are among the uncertainty realization scenarios. Using such a Similarity Index, the non-anticipative constraints are removed from the problem formulation so that the … Read more

    Fourth-order Marginal Moment Model: Reformulations and Applications

  • Mingyang FU
  • Xiaobo Li
    • Categories Applications - OR and Management Sciences, Combinatorial Optimization, Robust Optimization Tags , , , , ,

    This paper investigates the bounds on the expectation of combinatorial optimization given moment information for each individual random variable. A popular approach to solving this problem, known as the marginal moment model (MMM), is to reformulate it as a semidefinite program (SDP). In this paper, we investigate the structure of MMM with up to fourth-order … Read more

    Distributed Task Assignment in a Swarm of UAVs

  • Luigi Bobbio
  • Jörg Fliege
  • Antonio Martinez-Sykora
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Scheduling

    We consider the problem of distributed task assignment in a swarm of Unmanned Aerial Vehicles (UAVs), where heterogeneous agents that can have different capabilities need to work in teams to execute tasks. We consider the case where communication between UAVs is costly or dangerous and should be limited or avoided, while individual UAVs have uncertain … Read more

    Strategic Planning in Citriculture: An Optimization Approach

  • Cassiano Tavares
  • Pedro Munari
    • Categories Applications - OR and Management Sciences

    The worldwide citrus market has been impacted by various factors in recent years, including population growth, phytosanitary diseases, high costs of agricultural inputs, and diminishing planting areas. As a consequence, producers in this sector have attempted to find tools to support strategic planting decisions, and thus meet international contract demands. This paper proposes an optimization … Read more