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
This article considers two versions of the stochastic bin packing problem with chance constraints. In the first version, we formulate the problem as a two-stage stochastic integer program that considers item-to-bin allocation decisions in the context of chance constraints on total item size within the bins. Next, we describe a distributionally robust formulation of the … Read more
We consider the problem of computing optimal traffic light programs for urban road intersections using traffic flow conservation laws on networks. Based on a Partial Outer Convexification approach, which has been successfully applied in the area of mixed-integer optimal control for systems of ordinary or differential algebraic equations, we develop a computationally tractable two-stage solution … Read more
We consider the problem of measuring risk of a portfolio com- prising loans, bonds, and financial instruments, which is caused by possible default of its obligors. Specifically, we are interested in esti- mating probability that a portfolio incurs large loss over a fixed time horizon. One crucial concern of such problem is how to measure … Read more