We study a delivery strategy for last-mile deliveries in urban areas which combines freight transportation with mass mobility systems with the goal of creating synergies contrasting negative externalities caused by transportation. The idea is to use the residual capacity on public transport means for moving freights within the city. In particular, the system is such … Read more
Many large e-commerce retailers move sufficient freight volumes to operate private middle-mile consolidation networks for order fulfillment, transporting customer shipments from stocking locations to last-mile delivery partners in consolidated loads to reduce freight costs. We study a middle-mile network design optimization problem with fixed origins and destinations to build load consolidation plans that minimize cost … Read more
In this paper we consider the problem of finding bounds on the prices of options depending on multiple assets without assuming any underlying model on the price dynamics, but only the absence of arbitrage opportunities. We formulate this as a generalized moment problem and utilize the well-known Moment-Sum-of-Squares (SOS) hierarchy of Lasserre to obtain bounds … Read more
We consider a stochastic program with expected value constraints. We analyze this problem in a general context via Distributionally Robust Optimization (DRO) approach using 1 or 2-Wasserstein metrics where the ambiguity set depends on the decision. We show that this approach can be reformulated as a finite-dimensional optimization problem, and, in some cases, this can … Read more
We establish a broad methodological foundation for mixed-integer optimization with learned constraints. We propose an end-to-end pipeline for data-driven decision making in which constraints and objectives are directly learned from data using machine learning, and the trained models are embedded in an optimization formulation. We exploit the mixed-integer optimization-representability of many machine learning methods, including … Read more
In this paper, we study a distributionally robust multi-item newsvendor problem, where the demand distribution is unknown but specified with a general event-wise ambiguity set. Using the event-wise affine decision rules, we can obtain a conservative approximation formulation of the problem, which can typically be further reformulated as a linear program. In order to efficiently … Read more
Intensity modulated radiation therapy (IMRT) is one of radiation therapies for cancers, and it is considered to be effective for complicated shapes of tumors, since dose distributions from each irradiation can be modulated arbitrary. Fluence map optimization (FMO), which optimizes beam intensities with given beam angles, is often formulated as an optimization problem with dose … Read more
Telecommunication networks frequently face technological advancements and need to upgrade their infrastructure. Adapting legacy networks to the latest technology requires synchronized technicians responsible for migrating the equipment. The goal of the network migration problem is to find an optimal plan for this process. This is a defining step in the customer acquisition of telecommunications service … Read more
Separating two finite sets of points in a Euclidean space is a fundamental problem in classification. Customarily linear separation is used, but nonlinear separators such as spheres have been shown to have better performances in some tasks, such as edge detection in images. We exploit the relationships between the more general version of the spherical … Read more
This paper introduces the Stochastic Look Ahead Commitment (SLAC) software prototyped and tested for the Midcontinent Independent System Operator (MISO) look ahead commitment process. SLAC can incorporate hundreds of wind, load and net scheduled interchange (NSI) uncertainty scenarios. It uses a progressive hedging method to solve a two-stage stochastic unit commitment. The first stage optimal … Read more