Applications – OR and Management Sciences

A Mixed Integer Nonlinear Programming Framework for Fixed Path Coordination of Multiple Underwater Vehicles under Acoustic Communication Constraints

  • Pramod Abichandani
  • Hande Benson
  • Shambadeb Basu
  • Solmaz Torabi
    • Categories (Mixed) Integer Nonlinear Programming, Control Applications, Telecommunications Tags , , ,

    Mixed Integer Nonlinear Programming (MINLP) techniques are increasingly used to address challenging problems in robotics, especially Multi-Vehicle Motion Planning (MVMP). The main contribution of this paper is a discrete time-distributed Receding Horizon Mixed Integer Nonlinear Programming (RH-MINLP) formulation of the underwater multi-vehicle path coordination problem with constraints on kinematics, dynamics, collision avoidance, and acoustic communication … Read more

    Optimization Techniques for the Brazilian Natural Gas Network Planning Problem

  • Sergio V.B. Bruno
  • Welington de Oliveira
  • Leonardo A. M. Moraes
    • Categories Applications - OR and Management Sciences, Supply Chain Management Tags , , , ,

    This work reports on modeling and numerical experience in solving the long-term design and operation planning problem of the Brazilian natural gas network. A stochastic approach to address uncertainties related to the gas demand is considered. Representing uncertainties by finitely many scenarios increases the size of the resulting optimization problem, and therefore the difficulty to … Read more

    Scheduling on uniform nonsimultaneous parallel machines

  • Donald K. Friesen
  • Liliana Grigoriu
    • Categories Approximation Algorithms, Combinatorial Optimization, Scheduling Tags ,

    We consider the problem of scheduling on uniform processors with nonsimultaneous machine available times with the purpose of mini\-mi\-zing the maximum completion time. We give a variant of the Multifit algorithm which generates schedules which end within $1.382$ times the optimal maximum completion times. This results from properties of the Multifit algorithm when used for … Read more

    Dual equilibrium problems: how a succession of aspiration points converges to an equilibrium

  • Felipe Garcia Moreno
  • Paulo Roberto Oliveira
  • Antoine Soubeyran
    • Categories Applications - OR and Management Sciences, Nonlinear Optimization Tags , , , ,

    We consider an equilibrium problem defined on a convex set, whose cost bifunction may not be monotone. We show that this problem can be solved by the inexact partial proximal method with quasi distance. As an application, at the psychological level of behavioral dynamics, this paper shows two points: i) how a dual equilibrium problem … Read more

    A Trust-Region Method for Unconstrained Multiobjective Problems with Applications in Satisficing Processes

  • Paulo Roberto Oliveira
  • Antoine Soubeyran
  • Kely Diana Villacorta
    • Categories Applications - OR and Management Sciences, Multi-Criteria Optimization, Nonlinear Optimization Tags , , , , ,

    Multiobjective optimization has a significant number of real life applications. For this reason, in this paper, we consider the problem of finding Pareto critical points for unconstrained multiobjective problems and present a trust-region method to solve it. Under certain assumptions, which are derived in a very natural way from assumptions used by \citet{conn} to establish … Read more

    Strategic Health Workforce Planning

  • Weihong Hu
  • Alejandro Toriello
  • Mariel S. Lavieri
  • Xiang Liu
    • Categories Applications - OR and Management Sciences Tags , , ,

    Analysts predict impending shortages in the health care workforce, yet wages for health care workers already account for over half of U.S. health expenditures. It is thus increasingly important to adequately plan to meet health workforce demand at reasonable cost. Using infinite linear programming methodology, we propose an infinite-horizon model for health workforce planning in … Read more

    Near-Optimal Algorithms for Capacity Constrained Assortment Optimization

  • Antoine Desir
  • Vineet Goyal
    • Categories Applications - OR and Management Sciences, Approximation Algorithms, Combinatorial Optimization Tags , ,

    Assortment optimization is an important problem that arises in many practical applications such as retailing and online advertising. In an assortment optimization problem, the goal is to select a subset of items that maximizes the expected revenue in the presence of the substitution behavior of consumers specified by a choice model. In this paper, we … Read more

    Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals

  • Xuan Vinh Doan
  • Karthik Natarajan
  • Xiaobo Li
    • Categories Finance and Economics, Robust Optimization Tags , , ,

    In this paper, we develop a distributionally robust portfolio optimization model where the robustness is to different dependency structures among the random losses. For a Frechet class of distributions with overlapping marginals, we show that the distributionally robust portfolio optimization problem is efficiently solvable with linear programming. To guarantee the existence of a joint multivariate … Read more

    A Strong Preemptive Relaxation for Weighted Tardiness and Earliness/Tardiness Problems on Unrelated Parallel Machines

  • Kerem Bülbül
  • Halil Sen
    • Categories (Mixed) Integer Linear Programming, Cutting Plane Approaches, Scheduling

    Research on due date oriented objectives in the parallel machine environment is at best scarce compared to objectives such as minimizing the makespan or the completion time related performance measures. Moreover, almost all existing work in this area is focused on the identical parallel machine environment. In this study, we leverage on our previous work … Read more

    An interior proximal point method with phi-divergence for Equilibrium Problems

  • Arnaldo Brito
  • Paulo Roberto Oliveira
  • Paulo Santos
  • Afonso Silva
    • Categories Applications - OR and Management Sciences, Convex Optimization

    In this paper, we consider the problem of general equilibrium in a  finite-dimensional space on a closed convex set. For solving this problem, we developed an interior proximal point algorithm with phi-divergence. Under reasonable assumptions, we prove that the sequence generated by the algorithm converges to a solution of the Equilibrium Problem, when the regularization … Read more