Applications – OR and Management Sciences

Local Cuts and Two-Period Convex Hull Closures for Big-Bucket Lot-Sizing Problems

  • Kerem Akartunali
  • Ioannis Fragkos
  • Andrew J. Miller
  • Tao Wu
    • Categories Applications - OR and Management Sciences, Integer Programming

    Despite the significant attention they have drawn, big bucket lot-sizing problems remain notoriously difficult to solve. Previous work of Akartunali and Miller (2012) presented results (computational and theoretical) indicating that what makes these problems difficult are the embedded single-machine, single-level, multi-period submodels. We therefore consider the simplest such submodel, a multi-item, two-period capacitated relaxation that … Read more

    n-step cycle inequalities: facets for continuous n-mixing set and strong cuts for multi-module capacitated lot-sizing problem

  • Manish Bansal
  • Kiavash Kianfar
    • Categories (Mixed) Integer Linear Programming, Cutting Plane Approaches, Production and Logistics Tags , , , , ,

    In this paper, we introduce a generalization of the continuous mixing set (which we refer to as the continuous n-mixing set). This set is closely related to the feasible set of the multi-module capacitated lot-sizing (MML) problem with(out) backlogging. We develop new classes of valid inequalities for this set, referred to as n’-step cycle inequalities, … Read more

    A Non-Parametric Structural Hybrid Modeling Approach for Electricity Prices

  • Ismael Arciniegas Rueda
  • Somayeh Moazeni
  • Michael Coulon
  • Warren B. Powell
  • Boyang Song
    • Categories Finance and Economics, Optimization Software and Modeling Systems, Stochastic Programming

    We develop a stochastic model of zonal/regional electricity prices, designed to reflect information in fuel forward curves and aggregated capacity and load as well as zonal or regional price spreads. We use a nonparametric model of the supply stack that captures heat rates and fuel prices for all generators in the market operator territory, combined … Read more

    A Parallel Local Search Framework for the Fixed-Charge Multicommodity Network Flow Problem

  • Shabbir Ahmed
  • Lluís-Miquel Munguía
  • George L. Nemhauser
  • David A. Bader
  • Vikas Goel
  • Yufen Shao
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Parallel Algorithms Tags , ,

    We present a parallel local search approach for obtaining high quality solutions to the Fixed Charge Multi-commodity Network Flow problem (FCMNF). The approach proceeds by improving a given feasible solution by solving restricted instances of the problem where flows of certain commodities are fixed to those in the solution while the other commodities are locally … Read more

    Clustering Categories in Support Vector Machines

  • Emilio Carrizosa
  • Dolores Romero Morales
  • Amaya Nogales-Gómez
    • Categories Applications - OR and Management Sciences Tags , , , , ,

    Support Vector Machines (SVM) is the state-of-the-art in Supervised Classification. In this paper the Cluster Support Vector Machines (CLSVM) methodology is proposed with the aim to reduce the complexity of the SVM classifier in the presence of categorical features. The CLSVM methodology lets categories cluster around their peers and builds an SVM classifier using the … Read more

    The split-demand one-commodity pickup-and-delivery travelling salesman problem

  • Juan-José Salazar-González
  • Beatriz Santos-Hernández
    • Categories Branch and Cut Algorithms, Cutting Plane Approaches, Transportation

    This paper introduces a new vehicle routing problem transferring one commodity between customers with a capacitated vehicle that can visit a customer more than once,although a maximum number of visits must be respected. It generalizes the capacitated vehicle routing problem with split demands and some other variants recently addressed in the literature. We model the … Read more

    Fast Approximations for Online Scheduling of Outpatient Procedure Centers

  • Bjorn Berg
  • Brian T. Denton
    • Categories Scheduling Tags , , ,

    This paper presents a new model for online decision making. Motivated by the health care delivery application of dynamically allocating patients to procedure rooms in outpatient procedure centers, the online stochastic extensible bin packing problem is described. The objective is to minimize the combined costs of opening procedure rooms and utilizing overtime to complete a … Read more

    Stronger Multi-Commodity Flow Formulations of the Capacitated Vehicle Routing Problem

  • Adam N. Letchford
  • Juan-José Salazar-González
    • Categories Combinatorial Optimization, Transportation Tags , , ,

    The Capacitated Vehicle Routing Problem is a much-studied (and strongly NP-hard) combinatorial optimization problem, for which many integer programming formulations have been proposed. We present some new multi-commodity flow (MCF) formulations, and show that they dominate all of the existing ones, in the sense that their continuous relaxations yield stronger lower bounds. Moreover, we show … Read more

    Robust newsvendor problem with autoregressive demand

  • Emilio Carrizosa
  • Pepa Ramirez-Cobo
  • Alba V. Olivares-Nadal
    • Categories Production and Logistics, Robust Optimization, Supply Chain Management

    This paper explores the classic single-item newsvendor problem under a novel setting which combines temporal dependence and tractable robust optimization. First, the demand is modeled as a time series which follows an autoregressive process AR(p), p>= 1. Second, a robust approach to maximize the worst-case revenue is proposed: a robust distribution-free autoregressive forecasting method, which … Read more