We provide information on the Survivable Network Design Library (SNDlib), a data library for fixed telecommunication network design that can be accessed at http://sndlib.zib.de. In version 1.0, the library contains data related to 22 networks which, combined with a set of selected planning parameters, leads to 830 network planning problem instances. In this paper, we … Read more
Operational risks are defined as risks of human origin. Unlike financial risks that can be handled in a financial manner (e.g. insurances, savings, derivatives), the treatment of operational risks calls for a “managerial approach”. Consequently, we propose a new way of dealing with operational risk, which relies on the well known aggregate planning model. To … Read more
Consider the problem that consists in maximizing the revenue generated by tolls set on a subset of arcs of a transportation network, and where origin-destination flows are assigned to shortest paths with respect to the sum of tolls and initial costs. In this work, we address the instance where toll arcs must be connected, as … Read more
We investigate the problem of sequencing jobs that have multiple components. Each component of the job needs to be processed independently on a specified machine. We derive approximate algorithms for the problem of scheduling such vector jobs to minimize their total completion time in the deterministic as well as stochastic setting. In particular, we propose … Read more
We study the design of capacitated survivable networks using directed p-cycles. A p-cycle is a cycle with at least three arcs, used for rerouting disrupted flow during edge failures. Survivability of the network is accomplished by reserving sufficient slack on directed p-cycles so that if an edge fails, its flow can be rerouted along the … Read more
Lot-sizing problems with inventory bounds and fixed charges have not received much attention in the literature, even though there are many emerging applications in which highly specialized storage is the main activity of interest. The traditional infinite capacity and variable cost assumptions on inventory that have been prevalent in the literature are inappropriate in situations … Read more
In one-machine scheduling, MIP time-indexed formulations are often used to provide very good lower bounds through Lagrangian relaxations. In order to get an improved lower bound, we add valid cuts to a time-indexed formulation and show we still have a Lagrangian relaxation that can be solved as a shortest path in a graph. Two branch-and-bound … Read more
This paper is the continuation of a previous work (Fasano 2004), dedicated to a MIP formulation for non-standard three-dimensional packing issues, with additional conditions. The Single Bin Packing problem (Basic Problem) is considered and its MIP formulation shortly surveyed, together with some possible extensions, including balancing, tetris-like items and non-standard domains. A MIP-based heuristic is … Read more
This paper considers packing problems with balancing conditions and items consisting of clusters of parallelepipeds (mutually orthogonal, i.e. tetris-like items). This issue is quite frequent in space engineering and a real-world application deals with the Automated Transfer Vehicle project (funded by the European Space Agency), at present under development. A Mixed Integer Programming (MIP) approach … Read more
In this work we introduce a class of measures for evaluating the quality of financial positions based on their ability to achieve desired financial goals. In the spirit of Simon (1959), we call these measures satisficing measures and show that they are dual to classes of risk measures. This approach has the advantage that aspiration … Read more