Applications – OR and Management Sciences

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

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

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

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

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

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

An Axiomatic Distance Methodology for Aggregating Multimodal Evaluations

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

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

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

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

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

Two-stage and one-group two-dimensional guillotine cutting problems with defects: a CP-based algorithm and ILP formulations

Categories Applications - OR and Management Sciences Tags , , , , , ,

We address two variants of the two-dimensional guillotine cutting problem that appear in different manufacturing settings that cut defective objects. Real-world applications include the production of flat glass in the glass industry and the cutting of wooden boards with knotholes in the furniture industry. These variants assume that there are several defects in the object, … Read more

Three-dimensional guillotine cutting problems with constrained patterns: MILP formulations and a bottom-up algorithm

Categories Applications - OR and Management Sciences

In this paper, we address the Constrained Three-dimensional Guillotine Cutting Problem (C3GCP), which consists of cutting a larger cuboid block (object) to produce a limited number of smaller cuboid pieces (items) using orthogonal guillotine cuts only. This way, all cuts must be parallel to the object’s walls and generate two cuboid sub-blocks, and there is … Read more