In this work we study binary two-stage robust optimization problems with objective uncertainty. The concept of two-stage robustness is tailored for problems under uncertainty which have two different kinds of decision variables, first-stage decisions which have to be made here-and-now and second-stage decisions which can be determined each time after an uncertain scenario occured. We … Read more
We study assignment problem with chance constraints (CAP) and its distributionally robust counterpart (DR-CAP). We present a technique for estimating big-M in such a formulation that takes advantage of the ambiguity set. We consider a 0-1 bilinear knapsack set to develop valid inequalities for CAP and DR-CAP. This is generalized to the joint chance constraint … Read more
We address a stochastic variant of the Vehicle Routing Problem with Roaming Delivery Locations. In this model, direct-to-consumer deliveries can be made in the trunk of the customer’s car, while the vehicle is parked at a location along the customer’s itinerary. The stochasticity arises from the uncertainty in travel times and the problem is formulated … Read more
The World Food Programme (WFP) is the largest humanitarian agency fighting hunger worldwide, reaching around 90 million people with food assistance in 80 countries each year. To deal with the operational complexities inherent in its mandate, WFP has been developing tools to assist its decision makers with integrating supply chain decisions across departments and functional … Read more
We study a variant of the multi-period vehicle routing problem, in which a service provider offers a discount to customer in exchange for delivery flexibility. We establish theoretical properties and empirical insights regarding the intricate and complex relation between the benefit from additional delivery flexibility, the discounts offered to customers to gain additional delivery flexibility, … Read more
We present several solution techniques for the noisy single source localization problem, i.e.,~the Euclidean distance matrix completion problem with a single missing node to locate under noisy data. For the case that the sensor locations are fixed, we show that this problem is implicitly convex, and we provide a purification algorithm along with the SDP … Read more
The supply of pharmaceuticals is one important factor in a functioning health care system. In the German health care system, the chambers of pharmacists are legally obliged to ensure that every resident can find an open pharmacy at any day and night time within an appropriate distance. To that end, the chambers of pharmacists create … Read more
This paper develops an exact solution algorithm for the Multiple Sequence Alignment (MSA) problem. In the first step, we design a dynamic programming model and use it to construct a novel Multi-valued Decision Diagrams (MDD) representation of all pairwise sequence alignments (PSA). PSA MDDs are then synchronized using side constraints to model the MSA problem … Read more
This paper is concerned with many-to-one matching problems for assigning residents to hospitals according to their preferences. The stable matching model aims at finding a stable matching, and the assignment game model involves maximizing the total utility; however, these two objectives are incompatible in general. We also focus on a situation where there are predetermined … Read more
Transmission switching has been previously shown to offer significant benefits to power system operation, such as cost savings and the reduction of power imbalance levels. Within the context of co-optimized electricity markets for energy and reserves, this paper addresses the incorporation of transmission switching in the contingency-constrained unit commitment problem. The proposed generation scheduling model … Read more