Bound Improvement for LNG Inventory Routing

Liquefied Natural Gas (LNG) is steadily becoming a common mode for commercializing natural gas. In this paper, we develop methods for improving both lower and upper bounds for a previously stated form of an LNG inventory routing problem. A Dantzig-Wolfe-based decomposition approach is developed for LNG inventory routing problem (LNG-IRP) attempting to overcome poor lower … Read more

Planning for Mining Operations with Time and Resource Constraints

We study a daily mine planning problem where, given a set of blocks we wish to mine, our task is to generate a mining sequence for the excavators such that blending resource constraints are met at various stages of the sequence. Such time-oriented resource constraints are not traditionally handled well by automated planners. On the … Read more

Minimum Cost Path Problem for Plug-in Hybrid Electric Vehicles

We introduce a practically important and theoretically challenging problem: finding the minimum cost path for PHEVs in a road network with refueling and charging stations. We show that this problem is NP-complete and present a mixed integer quadratically constrained formulation, a discrete approximation dynamic programming heuristic, and a shortest path heuristic as solution methodologies. Practical … Read more

A Note on Lerner Index, Cross-Elasticity and Revenue Optimization Invariants

We study common properties of retail pricing models in a general framework of calculus of variations. In particular, we observe that for any demand model, optimal de-seasoned revenue rate divided by price elasticity is time invariant. We also obtain a generalization of a well known inverse relationship between price elasticity of demand and Lerner index. … Read more

Scheduling the Tasks of Two Agents with a Central Selection Mechanism

We address a class of deterministic scheduling problems in which two agents compete for the usage of a single machine. The agents have their own objective functions and submit in each round an arbitrary, unprocessed task from their buffer for possible selection. In each round the smaller of the two submitted tasks is chosen and … Read more

Constraint Programming for LNG Ship Scheduling and Inventory Management

We propose a constraint programming approach for the optimization of inventory routing in the liquefied natural gas industry. We present two constraint programming models that rely on a disjunctive scheduling representation of the problem. We also propose an iterative search heuristic to generate good feasible solutions for these models. Computational results on a set of … Read more

Optimal Control of Plug-In Hybrid Electric Vehicles with Market Impact and Risk Attitude

In this paper, we develop optimal electricity storage control policies to manage charging and discharging activities for plug-in hybrid electric vehicles for the benefit of an energy market participant. We first develop models for both risk-neutral and risk-averse aggregators to participate only in a real-time market. The proposed models capture the impact of the charging … Read more

A Two-Stage Stochastic Integer Programming Approach to Integrated Staffing and Scheduling with Application to Nurse Management

We study the problem of integrated staffing and scheduling under demand uncertainty. The problem is formulated as a two-stage stochastic integer program with mixed-integer recourse. The here-and-now decision is to find initial staffing levels and schedules, well ahead in time. The wait-and-see decision is to adjust these schedules at a time epoch closer to the … Read more

Models and Solution Techniques for Production Planning Problems with Increasing Byproducts

We consider a production planning problem where the production process creates a mixture of desirable products and undesirable byproducts. In this production process, at any point in time the fraction of the mixture that is an undesirable byproduct increases monotonically as a function of the cumulative mixture production up to that time. The mathematical formulation … Read more

Uniqueness Conditions for A Class of $\ell_0hBcMinimization Problems

We consider a class of $\ell_0$-minimization problems, which is to search for the partial sparsest solution to an underdetermined linear system with additional constraints. We introduce several concepts, including $l_p$-induced quasi-norm ($0