We study a maritime fleet renewal and deployment problem under demand and charter cost uncertainty. A decision-maker for an industrial bulk shipping company must determine a suitable fleet size, mix, and deployment strategy to satisfy stochastic demand over a given planning horizon. She may acquire vessels in two ways: time chartering and voyage chartering. Time … Read more
The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard discrete optimization problems. There are several difficulties that arise in efficiently solving the SDP relaxation, e.g., increased dimension; inefficiency of the … Read more
This paper considers state-of-the-art convex relaxations for the AC power flow equations and introduces new valid cuts based on convex envelopes and lifted nonlinear constraints. These valid linear inequalities strengthen existing semidefinite and quadratic programming relaxations and dominate existing cuts proposed in the litterature. Together with model intersections and bound tightening, the new linear cuts … Read more
In this paper, we study a two-level lot-sizing problem with supplier selection (LSS). This NP-hard problem arises in different production planning and supply chain management applications. We first present a dynamic programming algorithm for LSS that is polynomial when the number of plants is fixed. We use this algorithm to describe the convex hull of … Read more
We consider the decision problem of making causal conclusions from observational data. Typically, using standard matched pairs techniques, there is a source of uncertainty that is not usually quanti fied, namely the uncertainty due to the choice of the experimenter: two di fferent reasonable experimenters can easily have opposite results. In this work we present an alternative … Read more
Pathfinding problems consist in determining the optimal shortest path, or at least one path, between two points in the space. In this paper, we propose a particular approach, based on methods used in Computational Fluid Dynamics, that intends to solve such problems. In particular, we reformulate pathfinding problems as the motion of a viscous fluid … Read more
In this paper we address the problem of visualizing the proportions and the similarities attached to a set of individuals. We represent this information using a rectangular map, i.e., a subdivision of a rectangle into rectangular portions so that each portion is associated with one individual, their areas reflect the proportions, and the closeness between … Read more
In this paper we address the problem of visualizing in a bounded region a set of individuals, which has attached a dissimilarity measure and a statistical value. This problem, which extends the standard Multidimensional Scaling Analysis, is written as a global optimization problem whose objective is the difference of two convex functions (DC). Suitable DC … Read more
Demand forecasting plays an important role in many inventory control problems. To mitigate the potential harms of model misspecification in this context, various forms of distributionally robust optimization have been applied. Although many of these methodologies suffer from the problem of time-inconsistency, the work of Klabjan, Simchi-Levi and Song [85] established a general time-consistent framework … Read more
Relays are regenerators extending the reach of optical signals in telecommunication networks; they may be strategic locations where exchange of drivers, trucks or mode of transportation takes place in transportation networks; they may become refuelling/recharging stations extending the reach of alternative fuel vehicles in green transportation. With different names and characteristics, relays play a crucial … Read more