Applications – OR and Management Sciences

Integer Programming Approaches for Appointment Scheduling with Random No-shows and Service Durations

  • Ruiwei Jiang
  • Siqian Shen
  • Yiling Zhang
    • Categories (Mixed) Integer Linear Programming, Scheduling, Stochastic Programming

    We consider a single-server scheduling problem given a fixed sequence of appointment arrivals with random no-shows and service durations. The probability distribution of the uncertain parameters is assumed to be ambiguous and only the support and first moments are known. We formulate a class of distributionally robust (DR) optimization models that incorporate the worst-case expectation/conditional … Read more

    Uniqueness of Market Equilibrium on a Network: A Peak-Load Pricing Approach

  • Veronika Grimm
  • Lars Schewe
  • Martin Schmidt
  • Gregor Zöttl
    • Categories Convex Optimization, Finance and Economics, Network Optimization Tags , , ,

    In this paper we establish conditions under which uniqueness of market equilibrium is obtained in a setup where prior to trading of electricity, transmission capacities between different market regions are fixed. In our setup, firms facing fluctuating demand decide on the size and location of production facilities. They make production decisions constrained by the invested … Read more

    A Polyhedral Study of the Integrated Minimum-Up/-Down Time and Ramping Polytope

  • Yongpei Guan
  • Kai Pan
    • Categories Applications - OR and Management Sciences

    In this paper, we consider the polyhedral structure of the integrated minimum-up/-down time and ramping polytope, which has broad applications in power generation scheduling problems. The generalized polytope we studied includes minimum-up/-down time, generation ramp-up/-down rate, logical, and generation upper/lower bound constraints. We derive strong valid inequalities for this polytope by utilizing its specialized structures. … Read more

    Robust Dual Response Optimization

  • Dick den Hertog
  • Jack P.C. Kleijnen
  • Ihsan Yanıkoğlu
    • Categories Applications - OR and Management Sciences, Nonlinear Optimization, Robust Optimization

    This article presents a robust optimization reformulation of the dual response problem developed in response surface methodology. The dual response approach fits separate models for the mean and the variance, and analyzes these two models in a mathematical optimization setting. We use metamodels estimated from experiments with both controllable and environmental inputs. These experiments may … Read more

    Duality in Two-stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds

  • Dimitris Bertsimas
  • Frans J.C.T. de Ruiter
    • Categories Applications - OR and Management Sciences, Robust Optimization

    In this paper we derive and exploit duality in general two-stage adaptive linear optimization models. The equivalent dualized formulation we derive is again a two-stage adaptive linear optimization model. Therefore, all existing solution approaches for two-stage adaptive models can be used to solve or approximate the dual formulation. The new dualized model differs from the … Read more

    Mixed Integer Second-Order Cone Programming for the Horizontal and Vertical Free-flight Planning Problem

  • Liana Amaya Moreno
  • Armin Fügenschuh
  • Anton Kaier
  • Amina Mollaysa
  • Swen Schlobach
  • Zhi Yuan
    • Categories Airline Optimization, Second-Order Cone Programming Tags , ,

    In the past, travel routes for civil passenger and cargo air traffic were aligned to the air traffic network (ATN). To resolve the network congestion problem, the free-flight system has recently been introduced in more and more regions around the globe, allowing flight operations to make full use of the four space-and-time dimensions. For the … Read more

    New Valid Inequalities and Facets for the Simple Plant Location Problem

  • Laura Galli
  • Adam N. Letchford
  • Sebastian J. Miller
    • Categories Polyhedra, Production and Logistics

    The Simple Plant Location Problem is a well-known (and NP-hard) combinatorial optimisation problem, with applications in logistics. We present a new family of valid inequalities for the associated family of polyhedra, and show that it contains an exponentially large number of new facet-defining members. We also present a new procedure, called facility augmentation, which enables … Read more

    The Uncapacitated Single Allocation p-Hub Median Problem with Stepwise Cost Function

  • Christoph Buchheim
  • Borzou Rostami
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Quadratic Programming Tags , ,

    In this paper, we address a new version of the Uncapacitated Single Allocation p-Hub Median Problem (USApHMP) in which transportation costs on each edge are given by piecewise constant cost functions. In the classical USApHMP, transportation costs are modelled as linear functions of the transport volume, where a fixed discount factor on hub-hub connections is … Read more

    A directional distance based super-efficiency DEA model handling negative data

  • Zhiping Chen
  • Ruiyue Lin
    • Categories Applications - OR and Management Sciences

    This paper develops a new radial super-efficiency data envelopment analysis (DEA) model, which allows input-output variables to take both negative and positive values. Compared with existing DEA models capable of dealing with negative data, the proposed model can rank the efficient DMUs and is feasible no matter whether the input-output data are non-negative or not. … Read more

    Multi-period fund performance evaluation: A dynamic network DEA approach with diversification and the directional distance function

  • Zhiping Chen
  • Qianhui Hu
  • Ruiyue Lin
    • Categories Finance and Economics

    When analyzing the relative performance of mutual funds, current data envelopment analysis (DEA) models with diversification only consider risks and returns over the entire investment process, which ignore the performance change in consecutive periods. This paper introduces a novel multi-period network DEA approach with diversification and the directional distance function. The new approach decomposes the … Read more