Data Approximation by L1 Spline Fits with Free Knots

L1 spline fits are a class of spline models that have shown advantages in approximating irregular and multiscale data. This paper investigates the knot placement problem of L1 spline fits under two scenarios. If the number of knots is given, we propose an augmented Lagrangian method to solve the bilevel L1 spline fit problem and … Read more

A Distributionally Robust Optimization Approach for Stochastic Elective Surgery Scheduling with Limited Intensive Care Unit Capacity

In this paper, we study the decision process of assigning elective surgery patients to available surgical blocks in multiple operating rooms (OR) under random surgery durations, random postoperative length-of-stay in the intensive care unit (ICU), and limited capacity of ICU. The probability distributions of random parameters are assumed to be ambiguous, and only the mean … Read more

The Multi-Stop Station Location Problem

We introduce the (directed) multi-stop station location problem. The goal is to install stations such that ordered (multi-)sets of stops can be traversed with respect to range restrictions that are reset whenever a station is visited. Applications arise in telecommunications and transportation, e.g., charging station placement problems. The problem generalizes several network optimization problems such … Read more

The Crop Growth Planning Problem in Vertical Farming

In this paper, we study the problem of planning the growth of crops on shelves in vertical farming cabinets under controlled growth conditions. By adjusting temperature, humidity, light, and other environmental conditions in different parts of the cabinets, a planner must ensure that crop growth is able to satisfy some deterministic demand. We prove this … Read more

A New Coherent Multivariate Average-Value-at-Risk

A new multivariate performance measure Average-Value-at-Risk, mAVaR αevaluating the sum of N risky assets composing the portfolio of an investor with respect to riskN-dimensional risk level vectorαis proposed. We show that the proposed operator satisfies the four axioms of a coherent risk measure, while reducing to the one variableAverage-Value-at-RiskAVaR, in caseN= 1. In that respect, … Read more

An algorithm for assortment optimization under parametric discrete choice models

This work concerns the assortment optimization problem that refers to selecting a subset of items that maximizes the expected revenue in the presence of the substitution behavior of consumers specified by a parametric choice model. The key challenge lies in the computational difficulty of finding the best subset solution, which often requires exhaustive search. The … Read more

A Framework for Adaptive Open-pit Mining Planning under Geological Uncertainty

Mine planning optimization aims at maximizing the profit obtained from extracting valuable ore. Beyond its theoretical complexity (the open-pit mining problem with capacity constraints reduces to a knapsack problem with precedence constraints, which is NP-hard), practical instances of the problem usually involve a large to very large number of decision variables, typically of the order … Read more

High Dimensional Three-Periods Locally Ideal MIP Formulations for the UC Problem

The thermal unit commitment (UC) problem often can be formulated as a mixed integer quadratic programming (MIQP), which is difficult to solve efficiently, especially for large-scale instances. The tighter characteristic re-duces the search space, therefore, as a natural conse-quence, significantly reduces the computational burden. In the literature, many tightened formulations for single units with parts … Read more

Mathematical Optimization and Machine Learning for Efficient Urban Traffic

Traffic jams cause economical damage which has been estimated between 10 and 100 billion Euros per year in Germany, also due to inefficient urban traffic. It is currently open how the situation will change with upcoming technological advances in autonomous and electric mobility. On the one hand, autonomous cars may lead to an increased number … Read more

Optimizing Drone-Assisted Last-Mile Deliveries: The Vehicle Routing Problem with Flexible Drones

The ever-widening acceptance and deployment of drones in last-mile distribution continue to increase the need for planning and managing the delivery operations involving drones effectively. Motivated by the growing interest towards drone-assisted last-mile transportation, we study a hybrid delivery system in which (multiple) trucks and (multiple) drones operate in tandem. In particular, we introduce the … Read more