The integration of Unmanned Aircraft Systems (UAS) into civil airspace is one of the most challenging problems for the automation of the Controlled Airspace, and the optimization of the UAS route is a key step for this process. In this paper, we optimize the planning phase of a UAS mission that consists of departing from … Read more
The Probabilistic Traveling Salesman Problem, introduced in 1985 by Jaillet, is one of the fundamental stochastic versions of the Traveling Salesman Problem: After the tour is chosen, each vertex is deleted with given probability 1-p. The eliminated vertices are bypassed which leads to shorter tours. The aim is to minimize the expected tour length. The … Read more
Many aspects of the classical price-setting newsvendor problem have been studied in the literature and most of the results pertain to the case where the price-demand relationship and demand distribution are explicitly provided. However, in practice, one needs to model and estimate these from historical sales data. Furthermore, many other drivers besides price must be … Read more
This paper focuses on transportation network protection to hedge against extreme events such as earthquakes. Traditional two-stage stochastic programming has been widely adopted to obtain solutions under a risk-neutral preference through the use of expectations in the recourse function. In reality, decision makers hold different risk preferences. We develop a mean-risk two-stage stochastic programming model … Read more
Everyday, electricity generation companies submit a generation schedule to the grid operator for the coming day; computing an optimal schedule is called the unit-commitment problem. Generation companies can also occasionally submit changes to the schedule, that can be seen as intra-daily incomplete recourse actions. In this paper, we propose a two-stage formulation of unit-commitment, wherein … Read more
We propose a novel method to fi nd Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in lieu of using first order conditions of a linearization, or relaxation of integrality conditions. The reformulation off ers a new approach to obtain and … Read more
The multiperiod blending problem involves binary variables and bilinear terms, yielding a nonconvex MINLP. In this work we present two major contributions for the global solution of the problem. The rst one is an alternative formulation of the problem. This formulation makes use of redundant constraints that improve the MILP relaxation of the MINLP. The … Read more
University examination scheduling is a difficult and heavily administrative task, particularly when the number of students and courses is high. Changes in educational paradigms, an increase in the number of students, the aggregation of schools, more flexible curricula, among others, are responsible for an increase in the difficulty of the problem. As a consequence, there … Read more
Recent widespread interest in Convex Hull Pricing has not been accompanied by an equally broad understanding of the method. This paper seeks to narrow the gap between enthusiasm and comprehension. The connection between Convex Hull Pricing and basic electricity market clearing processes is clearly developed, and a new formulation of the pricing problem is presented. … Read more
In this paper we address the Vehicle Routing Problem with Pickups and Deliveries (VRPPD), an extension of the classical Vehicle Routing Problem (VRP) where we consider precedences among customers, and develop an Integer Linear Programming (ILP) based local search procedure. We consider the capacitated one-to-one variant, where a particular precedence must be satisfied between pairs … Read more