Two-stage stochastic days-off scheduling of multi-skilled analysts with training options

Motivated by a cybersecurity application, this paper studies a two-stage, stochastic days-off scheduling problem with 1) many types of jobs that require specialized training, 2) many multi-skilled analysts, 3) the ability to shape analyst skill sets through training decisions, and 4) a large number of possible future demand scenarios. We provide a integer linear program … Read more

Integer Models for the Asymmetric Traveling Salesman Problem with Pickup and Delivery

We propose a new Mixed Integer Programming formulation for the Asymmetric Traveling Salesman Problem with Pickup and Delivery, along with valid inequalities for the Sarin-Sherali-Bhootra formulation. We study these models in their complete forms, relax complicating constraints of these models, and compare their performance. Finally, we present computational results showing the promise of these formulations … Read more

Analysis of Models for the Stochastic Outpatient Procedure Scheduling Problem

In this paper, we present a new stochastic mixed-integer linear programming model for the Stochastic Outpatient Procedure Scheduling Problem (SOPSP). In this problem, we schedule a day’s worth of procedures for a single provider, where each procedure has a known type and associated probability distribution of random duration. Our objective is to minimize the expectation … Read more

Rapid prototyping of parallel primal heuristics for domain specific MIPs: Application to maritime inventory routing

Parallel Alternating Criteria Search (PACS) relies on the combination of computer parallelism and Large Neighborhood Searches to attempt to deliver high quality solutions to any generic Mixed-Integer Program (MIP) quickly. While general-purpose primal heuristics are widely used due to their universal application, they are usually outperformed by domain-specific heuristics when optimizing a particular problem class. … Read more

A Heuristic for the Traveling Salesperson Problem with Forbidden Neighborhoods on Regular 2D and 3D Grids

We examine an extension of the Traveling Salesperson Problem (TSP), the so called TSP with Forbidden Neighborhoods (TSPFN). The TSPFN is asking for a shortest Hamiltonian cycle of a given graph, where vertices traversed successively have a distance larger than a given radius. This problem is motivated by an application in mechanical engineering, more precisely … Read more

A Mixed Integer Linear Program for Optimizing the Utilization of Locomotives with Maintenance Constraints

In this paper we investigate the Locomotive Scheduling Problem, i.e., the optimization of locomotive utilization with prior known transports that must be performed. Since railway timetables are typically planned a year in advance, the aim is to assign locomotives to trains such that the locomotive utilization is maximized while maintenance constraints are taken into account. … Read more

Heuristic Methods for The Capacitated Stochastic Lot-Sizing Problem Under The Static-Dynamic Uncertainty Strategy

We consider a lot-sizing problem in a single-item single-stage production system facing non-stationary stochastic demand in a nite planning horizon. Motivated by practice, the set-up times need to be deter- mined and frozen once and for all at the beginning of the horizon while decisions on the exact lot sizes can be deferred until the … Read more

Tight MIP formulations for bounded length cyclic sequences

We study cyclic binary strings with bounds on the lengths of the intervals of consecutive ones and zeros. This is motivated by scheduling problems where such binary strings can be used to represent the state (on/off) of a machine. In this context the bounds correspond to minimum and maximum lengths of on- or off-intervals, and … Read more

A multi-stage stochastic integer programming approach for a multi-echelon lot-sizing problem with returns and lost sales

We consider an uncapacitated multi-item multi-echelon lot-sizing problem within a remanufacturing system involving three production echelons: disassembly, refurbishing and reassembly. We seek to plan the production activities on this system over a multi-period horizon. We consider a stochastic environment, in which the input data of the optimization problem are subject to uncertainty. We propose a … Read more

Location and Capacity Planning of Facilities with General Service-Time Distributions Using Conic Optimization

This paper studies a stochastic congested location problem in the network of a service system that consists of facilities to be established in a finite number of candidate locations. Population zones allocated to each open service facility together creates a stream of demand that follows a Poisson process and may cause congestion at the facility. … Read more