Benders decomposition has been widely used for solving network design problems. In this paper, we use a branch-and-cut algorithm to improve the separation procedure of Gabrel et al. and Knippel et al. for capacitated network design. We detail experiments on bilayer networks, comparing with Knippel’s previous results. Citation Technical Reports of the ULB Computer Science … Read more
Clinical overbooking is intended to reduce the negative impact of patient no-shows on clinic operations and performance. In this paper, we study the clinical scheduling problem with overbooking for heterogeneous patients, i.e. patients who have different no-show probabilities. We consider the objective of maximizing expected profit, which includes revenue from patients and costs associated with … Read more
This paper investigates generators’ strategic behaviors in contract signing in the forward market and power transaction in the electricity spot market. A stochastic equilibrium program with equilibrium constraints (SEPEC) model is proposed to characterize the interaction of generators’ competition in the two markets. The model is an extension of a similar model proposed by Gans, … Read more
Uncertain demand in pricing problems is often modeled using the sum of a linear price-response function and a zero-mean random variable. In this paper, we argue that the presence of uncertainty motivates the introduction of nonlinearities in the demand as a function of price, both in the risk-neutral and risk-sensitive models. We motivate our analysis … Read more
The problem of Routing and Wavelength Assignment in Wavelength Division Multiplexing (WDM) optical networks consists in routing a set of lightpaths and assigning a wavelength to each of them, such that lightpaths whose routes share a common fiber are assigned to different wavelengths. When the objective is to minimize the total number of wavelengths used, … Read more
This paper addresses the independent multi-plant, multi-period, and multi-item capacitated lot sizing problem where transfers between the plants are allowed. This is an NP-hard combinatorial optimization problem and few solution methods have been proposed to solve it. We develop a GRASP (Greedy Randomized Adaptive Search Procedure) heuristic as well as a path-relinking intensification procedure to … Read more
We study the integrated inventory distribution problem which is concerned with multiperiod inventory holding, backlogging, and vehicle routing decisions for a set of customers who receive units of a single item from a depot with infinite supply. We consider an environment in which the demand at each customer is deterministic and relatively small compared to … Read more
This short note on the Traffic Assignment Problem (TAP) provides the relevant information on test problems previously used in the literature to facilitate benchmarking Citation Technical report, Ordecsys, 2008. Article Download View Test instances for the traffic assignment problem
We consider a class of stochastic programming models where the uncertainty is classically represented using parametric distributions families. The parameters are then usually estimated together with the optimal value of the problem. However, misspecification of the underlying random variables often leads to irrealistic results when little is known about their true distributions. We propose to … Read more
In this article, we present a representation of value-at-risk (VaR) as a difference of convex (D.C.) functions in the case where the distribution of the underlying random variable is discrete and has finitely many atoms. The D.C. representation is used to study a financial risk-return portfolio selection problem with a VaR constraint. A branch-and-bound algorithm … Read more