Parallel Interior Point Solver for Structured Quadratic Programs: Application to Financial Planning Problems

Issues of implementation of a library for parallel interior-point methods for quadratic programming are addressed. The solver can easily exploit any special structure of the underlying optimization problem. In particular, it allows a nested embedding of structures and by this means very complicated real-life optimization problems can be modeled. The efficiency of the solver is … Read more

Reliability Models for Facility Location: The Expected Failure Cost Case

Classical facility location models like the P-median problem (PMP) and the uncapacitated fixed-charge location problem (UFLP) implicitly assume that once constructed, the facilities chosen will always operate as planned. In reality, however, facilities “fail” from time to time due to poor weather, labor actions, changes of ownership, or other factors. Such failures may lead to … Read more

Capacitated Facility Location Model with Risk Pooling

The Facility Location Model with Risk Pooling (LMRP) extends the uncapacitated fixed charge model to incorporate inventory decisions at the distribution centers (DCs). In this paper, we introduce a capacitated version of the LMRP that handles inventory management at the DCs such that the capacity limitations at the DCs are not exceeded. We consider a … Read more

Polyhedral Analysis for Concentrator Location Problems

The concentrator location problem is to choose a subset of a given terminal set to install concentrators and to assign each remaining terminal node to a concentrator to minimize the cost of installation and assignment. The concentrators may have capacity constraints. We study the polyhedral properties of concentrator location problems with different capacity structures. We … Read more

Lot Sizing with Inventory Bounds and Fixed Costs: Polyhedral Study and Computation

We investigate the polyhedral structure of the lot-sizing problem with inventory bounds. We consider two models, one with linear costs on inventory, the other with linear and fixed costs on inventory. For both models, we identify facet-defining inequalities that make use of the inventory capacities explicitly and give exact separation algorithms. We also give a … Read more

Computational study of a cutting plane algorithm for University Course Timetabling

In this paper we describe a successful case-study where a Branch-and-Cut algorithm yields the \lq\lq optimal” solution of a real-world timetabling problem of University courses \emph{(University Course Timetabling problem)}. The problem is formulated as a \emph{Set Packing problem} with side constraints. To tighten the initial formulation, we utilize well-known valid inequalities of the Set Packing … Read more

Modeling Robust and Reliable Supply Chains

We present formulations for the strategic design of robust and reliable supply chains with long term contracting. The inability to deliver a supply part due to unexpected events in a complex supply chain can have a significant impact on the performance of a supply chain. Reliable and robust supply chains leverage cost and risk of … Read more

Shunting Minimal Rail Car Allocation

We consider the rail car management at industrial in-plant railroads. Demands for materials or empty cars are characterized by a track, a car type, and the desired quantity. If available, we assign cars from the stock, possibly substituting types, otherwise we rent additional cars. Transportation requests are fulfilled as a short sequence of pieces of … Read more