DC Programming and DCA have been introduced by Pham Dinh Tao in 1986 and extensively developed by Le Thi Hoai An and Pham Dinh Tao since 1993. These approaches have been successfully applied to solving real life problems in their large scale setting. In this paper, by using the Lojasiewicz inequality for nonsmooth subanalytic functions, … Read more
We present a generic iterative scheduling procedure for the scheduling of a real flexible job shop, the so-called multitask cell at GKN Aerospace Engine Systems in Sweden. A time-indexed formulation of the problem is presented including side constraints regarding preventive maintenance, fixture availability, and unmanned night shifts. This paper continues the work in Thörnblad et … Read more
We investigate the efficiency of a discretization procedure utilizing a time-indexed mathematical optimization model for finding accurate solutions to flexible job shop scheduling problems considering objectives comprising the makespan and the tardiness of jobs, respectively. The time-indexed model is used to find solutions to these problems by iteratively employing time steps of decreasing length. The … Read more
We study a deterministic maritime inventory routing problem with a long planning horizon. For instances with many ports and many vessels, mixed-integer linear programming (MIP) solvers often require hours to produce good solutions even when the planning horizon is 90 or 120 periods. Building on the recent successes of approximate dynamic programming (ADP) for road-based … Read more
We consider a three-tier architecture for mobile and pervasive computing scenarios, consisting of a local tier of mobile nodes, a middle tier (cloudlets) of nearby computing nodes, typically located at the mobile nodes access points but characterized by a limited amount of resources, and a remote tier of distant cloud servers, which have practically infinite … Read more
In this paper we address a deterministic scheduling problem in which two agents compete for the usage of a single machine. Each agent decides on a fixed order to submit its tasks to an external coordination subject, who sequences them according to a known priority rule. We consider the problem from different perspectives. First, we … Read more
We propose a new framework for the optimization of computationally expensive black box problems, where neither closed-form expressions nor derivatives of the objective functions are available. The proposed framework consists of two procedures. The first constructs a global metamodel to approximate the underlying black box function and explores an unvisited area to search for a … Read more
We consider the following freight train routing problem (FTRP). Given is a transportation network with fixed routes for passenger trains and a set of freight trains (requests), each defined by an origin and destination station pair. The objective is to calculate a feasible route for each freight train such that a sum of all expected … Read more
We analyze the properties of the optimal portfolio policy for a multiperiod mean-variance investor facing multiple risky assets in the presence of general transaction costs such as proportional, market impact, and quadratic transaction costs. For proportional transaction costs, we find that a buy-and-hold policy is optimal: if the starting portfolio is outside a parallelogram-shaped no-trade … Read more
We developed a modular framework to obtain exact and approximate solutions to a class of linear optimization problems with recourse with the goal to minimize the worst-case expected objective over an ambiguity set of distributions. The ambiguity set is specified by linear and conic quadratic representable expectation constraints and the support set is also linear … Read more