Many states in the U.S. have faced shortages of medical resources because of the surge in the number of patients suffering from COVID-19. As many projections indicate, the situation will be far worse in coming months. The upcoming challenge is not only due to the exponential growth in cases but also because of inherent uncertainty … Read more
Problem Definition: While physical (or ‘social’) distancing is an important public health intervention during airborne pandemics, physical distancing dramatically reduces the effective capacity of classrooms. During the COVID-19 pandemic, this presented a unique problem to campus planners who hoped to deliver a meaningful amount of in-person instruction in a way that respected physical distancing. This … Read more
The nonconvex program plays an important role in the field of optimization and has a lot of applications in practice. However, for general nonconvex programming problems, the lack of verifiable global optimal conditions and the multiple local minimizers make global optimization hard in computation. In this paper, a convex proximal point algorithm (CPPA) is considered … Read more
Airlines face many different planning processes until the day of operation. These include Fleet Assignment, Tail Assignment and the associated control of ground processes between consecutive flights, called Turnaround Handling. All of these planning problems have in common that they often need to be reoptimized on the day of execution due to unplanned events. In … Read more
Motivated by issues dealing with delivery of emergency medical products during humanitarian disasters, this paper addresses the general problem of delivering perishable items to remote demands accessible only by helicopters or drones. Each drone operates out of platforms that may be moved when not in use and each drone has a limited delivery range to … Read more
Uncertain optimization problems with decision dependent information discovery allow the decision maker to control the timing of information discovery, in contrast to the classic multistage setting where uncertain parameters are revealed sequentially based on a prescribed filtration. This problem class is useful in a wide range of applications, however, its assimilation is partly limited by … Read more
This paper discusses battery storage formulations and analyzes the impact of the constraints on the computational performance of security constrained unit commitment (SCUC). Binary variables are in general required due to mutual exclusiveness of charging and discharging modes. We use valid inequalities to improve the SOC constraints. Adding batteries to the MISO day ahead market … Read more
In the context of decentralized portfolio management, understanding how to distribute a fixed budget among decentralized intermediaries is a relevant question for financial investors. We consider the Nash bargaining partitioning for a class of decentralized investment problems, where intermediaries are in charge of the portfolio construction in heterogeneous local markets and act as risk/disutility minimizers. … Read more
We consider a storage device, such as a pumped storage hydroelectric generator, that has a state-of-charge together with mutually exclusive charging and generating modes. We develop valid inequalities for a storage model that uses binary variables to represent the charging and generating modes. To investigate the model, we consider two contexts, standalone and large-scale. The … Read more
This paper studies a robust variant of the team orienteering problem with decreasing profits (TOP-DP), where a fleet of vehicles are dispatched to serve customers with decreasing profits in a limited time horizon. The service times at customers are assumed to be uncertain, which are characterized by a budgeted uncertainty set. Our goal is to … Read more