Applications – OR and Management Sciences

Skip or Insert? A Priori Optimization for the Vehicle Routing Problem with Time Windows and Stochastic Customers

  • Yulin Han
  • Hande Yaman
    • Categories Combinatorial Optimization, Production and Logistics, Stochastic Programming Tags , , , , , , ,

    We study an extension of the vehicle routing problem with time windows by incorporating stochastic customers, i.e., ad-hoc service requests. The uncertainty in stochastic customers is captured through scenarios. Two a priori optimization approaches, a classical and a new one lead to two different problems, both of which are modeled as scenario-based two-stage stochastic programs. … Read more

    Neural Assortment Optimization

  • Zhen Yang
    • Categories Combinatorial Optimization, Nonsmooth Optimization, Yield Management

    Assortment optimization selects a subset of items to maximize expected revenue under a discrete choice model and is widely used in revenue management and online platforms. Its combinatorial nature creates a practical tension among generality, scalability, and provable guarantees: model-specific algorithms can be strong when their structural assumptions hold, but are hard to adapt across … Read more

    Designing Autonomous Aerial Cable Car Networks for Sustainable Urban Logistics

  • Zeynep Çınar
  • Mehmet Ali Silgu
  • Barış Yıldız
    • Categories Network Optimization, Other Topics, Transportation Tags , , , ,

    This paper investigates the emerging autonomous aerial cableway technology to reduce the negative impacts of urban freight transportation. We focus on the infrastructure design problem to minimize the road-transportation externalities, taking pricing, investment costs, and the physical footprint into account. The network design problem is formulated as a mixed-integer linear programming (MILP) model that explicitly … Read more

    Scalable Finite Adaptability via Polyhedral Partition and Learning

  • Zolykha Rezaei
  • Ningji Wei
  • Eojin Han
    • Categories Applications - OR and Management Sciences, Robust Optimization, Stochastic Programming Tags , ,

    We study finite adaptability for decision-making under uncertainty, where a small set of candidate solutions is prepared in advance and the best response is selected after uncertainty is realized. While existing methods have made significant progress on exact formulations, scalability remains a persistent challenge due to (i) the combinatorial nature of assigning decisions to uncertainty … Read more

    Exact Approaches for the Maximum Mortality Rate Clique Problem

  • Parisa Vaghfi Mohebbi
  • Yajun Lu
  • Balabhaskar Balasundaram
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Branch and Cut Algorithms Tags , , ,

    This paper develops exact solution methods for the maximum mortality rate clique problem, which aims to identify a cluster of diseases in a comorbidity graph associated with the highest mortality rate among patients whose healthcare encounters are recorded in electronic health records. We establish the NP-hardness of the problem and propose two mixed-integer linear programming … Read more

    Relief-based Anesthesiologist Scheduling with Stochastic Surgery Durations

  • Ankit Bansal
  • Osman Y. Ozaltin
    • Categories (Mixed) Integer Linear Programming, Scheduling, Stochastic Programming Tags , , ,

    We present a two-stage stochastic programming model for scheduling anesthesiologists to operating rooms under uncertainty in surgery durations. The proposed model takes a relief order to balance anesthesiologists’ workload as input and captures the trade-offs between anesthesiologist relief times, handoffs and under-staffing. To address the computational challenges of solving the proposed model, we derive supervalid … Read more

    Stochastic Bilevel Optimization for the Network Design of Multimodal Transit Systems with Heterogeneous Rider Preferences under Uncertain Travel Times and Demand

  • Yiling Zhang
  • Beste Basciftci
    • Categories Bilevel Optimization, Stochastic Programming, Transportation

    Designing efficient and user-friendly multimodal transit networks is critical for modern urban mobility. We study a novel stochastic multimodal transit network design problem that integrates fixed-route services with on-demand shuttles, explicitly accounting for heterogeneous rider preferences, uncertain travel times, and passenger demand. The hierarchical decision-making process is modeled using a two-stage stochastic bilevel optimization problem, … Read more

    Nested Benders Decomposition for Large-Scale Multi-Follower Bilevel Optimization

  • Dominic C. Flocco
  • Philine Schiewe
  • Steven A. Gabriel
    • Categories Bilevel Optimization, Parallel Algorithms, Transportation Tags , , , ,

    We propose a scalable nested Benders decomposition (BD) framework for single-leader, multi-follower bilevel optimization problems. The proposed framework is applicable to bilevel optimization problems in which each follower solves a linear program and is particularly well suited for instances involving a large number of followers. By identifying the upper-level decisions as complicating variables, the method … Read more

    Objective Domain Reduction for Enhancing Solver Performance on Challenging Integer Programs

  • Aadya Bhattarai
  • Lagnajita Basu
  • Tapas Das
  • Kimia Keshanian
  • Hadi Charkhgard
    • Categories Combinatorial Optimization, Integer Programming, Transportation Tags , , , ,

    In this study, we explore how the domain of objective function values for challenging integer programs can be reduced and whether such a reduction can improve the solution process. Our work is motivated by binary search, a technique that efficiently narrows a search space by repeatedly halving it through feasibility checks. Building on this idea, … Read more

    Optimality Gap of Tailored Base-Surge Policies Decays Exponentially in Regular-Source Lead Times for Dual-Sourcing Models

  • Xin Chen
  • Shuai Li
  • Weijun Xie
    • Categories Dynamic Programming, Stochastic Programming, Supply Chain Management Tags , , , , ,

    This paper resolves an open problem posed in the literature by proving that, in dual-sourcing inventory systems, the optimality gap of tailored base-surge (TBS) policies decays exponentially with the regular source lead time, with the express-source lead time fixed. In contrast to the existing approach, which relies on conditional Jensen inequalities and a vanishing-discount argument … Read more