Applications – OR and Management Sciences

An exact price-cut-and-enumerate method for the capacitated multi-trip vehicle routing problem with time windows

  • Yu Yang
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms, Transportation Tags , , ,

    We consider the capacitated multi-trip vehicle routing problem with time windows (CMTVRPTW), where vehicles are allowed to make multiple trips. The ability to perform multiple trips is necessary for some real-world applications where the vehicle capacity, the trip duration, or the number of drivers or vehicles is limited. However, it substantially increases the solution difficulty … Read more

    A Bilevel Optimization Approach to Decide the Feasibility of Bookings in the European Gas Market

  • Martine Labbé
  • Martin Schmidt
  • Johannes Thürauf
  • Fränk Plein
    • Categories (Mixed) Integer Nonlinear Programming, Applications - OR and Management Sciences, Robust Optimization Tags , , , ,

    The European gas market is organized as a so-called entry-exit system with the main goal to decouple transport and trading. To this end, gas traders and the transmission system operator (TSO) sign so-called booking contracts that grant capacity rights to traders to inject or withdraw gas at certain nodes up to this capacity. On a … Read more

    On the Structure of Decision Diagram-Representable Mixed Integer Programs with Application to Unit Commitment

  • Hosseinali Salemi
  • Danial Davarnia
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Energy Tags , , ,

    Over the past decade, decision diagrams (DDs) have been used to model and solve integer programming and combinatorial optimization problems. Despite successful performance of DDs in solving various discrete optimization problems, their extension to model mixed integer programs (MIPs) such as those appearing in energy applications has been lacking. More broadly, the question on which … Read more

    A data-driven, variable-speed model for the train timetable rescheduling problem

  • Stephen J. Maher
  • Edwin Reynolds
    • Categories Transportation Tags , , ,

    Train timetable rescheduling — the practice of changing the routes and timings of trains in real-time to respond to delays — can help to reduce the impact of reactionary delay. There are a number of existing optimisation models that can be used to determine the best way to reschedule the timetable in any given traffic … Read more

    Determining the optimal piecewise constant approximation for the Nonhomogeneous Poisson Process rate of Emergency Department patient arrivals

  • Alberto De Santis
  • Tommaso Giovannelli
  • Stefano Lucidi
  • Mauro Messedaglia
  • Massimo Roma
    • Categories Applications - OR and Management Sciences, Integer Programming Tags , , ,

    Modeling the arrival process to an Emergency Department (ED) is the first step of all studies dealing with the patient flow within the ED. Many of them focus on the increasing phenomenon of ED overcrowding, which is afflicting hospitals all over the world. Since Discrete Event Simulation models are often adopted with the aim to … Read more

    An Axiomatic Distance Methodology for Aggregating Multimodal Evaluations

  • Adolfo Escobedo
  • Erick Moreno-Centeno
  • Romena Yasmin
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Other Topics Tags , , ,

    This work introduces a multimodal data aggregation methodology featuring optimization models and algorithms for jointly aggregating heterogenous ordinal and cardinal evaluation inputs into a consensus evaluation. Mathematical modeling components are derived to enforce three types of logical couplings between the collective ordinal and cardinal evaluations: Rating and ranking preferences, numerical and ordinal estimates, and rating … Read more

    Solving Challenging Large Scale QAPs

  • Koichi Fujii
  • Naoki Ito
  • Masakazu Kojima
  • Kim-Chuan Toh
  • Sunyoung Kim
  • Yuji Shinano
    • Categories Applications - OR and Management Sciences Tags ,

    We report our progress on the project for solving larger scale quadratic assignment problems (QAPs). Our main approach to solve large scale NP-hard combinatorial optimization problems such as QAPs is a parallel branch-and-bound method eciently implemented on a powerful computer system using the Ubiquity Generator (UG) framework that can utilize more than 100,000 cores. Lower … Read more

    Robust and Distributionally Robust Optimization Models for Support Vector Machine

  • Daniel Faccini
  • Francesca Maggioni
  • Florian A. Potra
    • Categories Applications - OR and Management Sciences, Robust Optimization Tags , , , ,

    In this paper we present novel data-driven optimization models for Support Vector Machines (SVM), with the aim of linearly separating two sets of points that have non-disjoint convex closures. Traditional classi cation algorithms assume that the training data points are always known exactly. However, real-life data are often subject to noise. To handle such uncertainty, we … Read more

    Multi-market Portfolio Optimization with Conditional Value at Risk

  • Luce Brotcorne
  • Martine Labbé
  • Stefano Nasini
    • Categories Applications - OR and Management Sciences, Cutting Plane Approaches, Integer Programming

    In this paper we propose an optimization framework for multi-markets portfolio management, where a central headquarter relies upon local affiliates for the market-wise selection of investment options. Being averse to risk, the headquarter endogenously selects the maximum expected loss (conditional value at risk) for the affiliates, who respond designing portfolios and selecting management fees. In … Read more

    A top-down cutting approach for modeling the constrained two- and three-dimensional guillotine cutting problems

  • Mateus Martin
  • Reinaldo Morabito
  • Pedro Munari
    • Categories Applications - OR and Management Sciences Tags , ,

    In this paper, we address the Constrained Two-dimensional Guillotine Cutting Problem (C2GCP) and the Constrained Three-dimensional Guillotine Cutting Problem (C3GCP). These problems consist of cutting a rectangular two-/three-dimensional object with orthogonal guillotine cuts to produce ordered rectangular two-/three-dimensional items seeking the most valuable subset of items cut. They often appear in manufacturing settings that cut … Read more