Applications – OR and Management Sciences

Strictly and Γ-Robust Counterparts of Electricity Market Models: Perfect Competition and Nash-Cournot Equilibria

  • Anja Kramer
  • Vanessa Krebs
  • Martin Schmidt
    • Categories Finance and Economics, Game Theory, Robust Optimization Tags , , , ,

    This paper mainly studies two topics: linear complementarity problems for modeling electricity market equilibria and optimization under uncertainty. We consider both perfectly competitive and Nash–Cournot models of electricity markets and study their robustifications using strict robustness and the Γ-approach. For three out of the four combinations of economic competition and robustification, we derive algorithmically tractable … Read more

    Multistage Stochastic Demand-side Management for Price-Making Major Consumers of Electricity in a Co-optimized Energy and Reserve Market

  • Anthony Downward
  • Mahbubeh Habibian
  • Golbon Zakeri
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Energy Tags , ,

    In this paper we take an optimization-driven heuristic approach, motivated by dynamic programming, to solve a multistage stochastic optimization of energy consumption for a large manufacturer who is a price-making major consumer of electricity. We introduce a mixed-integer program that co-optimizes consumption bids and interruptible load reserve offers, for such a major consumer over a … Read more

    Dynamic Scheduling of Home Health Care Patients to Medical Providers

  • Andre Augusto Cire
  • Adam Diamant
    • Categories Applications - OR and Management Sciences, Stochastic Programming Tags , , , ,

    Home care provides personalized medical care and social support to patients within their own home. Our work proposes a dynamic scheduling framework to assist in the assignment of patients to health practitioners (HPs) at a single home care agency. We model the decision of which patients to assign to HPs as a discrete-time Markov decision … Read more

    Coordination of a two-level supply chain with contracts

  • Safia Kedad-Sidhoum
  • Fanny Pascual
  • Siao-Leu Phouratsamay
    • Categories Dynamic Programming, Production and Logistics, Supply Chain Management Tags , , , ,

    We consider the coordination of planning decisions of a single product in a supply chain composed of one supplier and one retailer, by using contracts. We assume that the retailer has the market power: he can impose his optimal replenishment plan to the supplier. Our aim is to minimize the supplier’s cost without increasing the … Read more

    Efficient Algorithms for Flow over Time Evacuation Planning Problems with Lane Reversal Strategy

  • Stephan Dempe
  • Tanka Nath Dhamala
  • Urmila Pyakurel
    • Categories Applications - OR and Management Sciences, Network Optimization

    The contraflow techniques have widely been effective in evacuation planning research. We present effcient algorithms to solve the evacuation network flow problems, namely, the maximum, earliest arrival, quickest and lex-maximum dynamic contraflow problems having constant attributes and their generalizations with partial contraflow recon guration. Moreover, the contraflow models with inflow dependent and load dependent transit times … Read more

    An Enhanced Branch and Price Algorithm for the Time-Dependent Vehicle Routing Problem with Time Windows

  • Gonzalo Lera-Romero
  • Juan José Miranda-Bront
  • Francisco J. Soulignac
    • Categories Applications - OR and Management Sciences, Combinatorial Optimization

    In this paper we implement a branch and price (BP) algorithm for a time dependent vehicle routing problem with time windows (TDVRPTW) in which the goal is to minimize the total route duration (DM-TDVRPTW). The travel time between two customers depends on the departure time and, thus, it need not remain fixed along the planning … Read more

    A Dual Approximate Dynamic Programming Approach to Multi-stage Stochastic Unit Commitment

  • James R. Luedtke
  • Jagdish Ramakrishnan
    • Categories Applications - OR and Management Sciences

    We study the multi-stage stochastic unit commitment problem in which commitment and generation decisions can be made and adjusted in each time period. We formulate this problem as a Markov decision process, which is “weakly-coupled” in the sense that if the demand constraint is relaxed, the problem decomposes into a separate, low-dimensional, Markov decision process … Read more

    A Lagrange decomposition based Branch and Bound algorithm for the Optimal Mapping of Cloud Virtual Machines

  • Walid Ben-Ameur
  • Adam Ouorou
  • Guanglei Wang
    • Categories 0-1 Programming, Applications - OR and Management Sciences, Branch and Cut Algorithms Tags , , ,

    One of the challenges of cloud computing is to optimally and efficiently assign virtual machines to physical machines. The aim of telecommunication operators is to mini- mize the mapping cost while respecting constraints regarding location, assignment and capacity. In this paper we first propose an exact formulation leading to a 0-1 bilinear constrained problem. Then … Read more

    The Integrated Last-Mile Transportation Problem

  • David Bergman
  • John Hooker
  • Arvind U. Raghunathan
  • Thiago Serra
    • Categories (Mixed) Integer Linear Programming, Scheduling

    Last-mile transportation (LMT) refers to any service that moves passengers from a hub of mass transportation (MT), such as air, boat, bus, or train, to destinations, such as a home or an office. In this paper, we introduce the problem of scheduling passengers jointly on MT and LMT services, with passengers sharing a car, van, … Read more

    Multi-stage Stochastic Programming for Demand Response Optimization

  • Özlem Cavus
  • Hande Yaman
  • Munise Kübra Şahin
    • Categories (Mixed) Integer Nonlinear Programming, Applications - OR and Management Sciences, Stochastic Programming Tags , , ,

    The increase in the energy consumption puts pressure on natural resources and environment and results in a rise in the price of energy. This motivates residents to schedule their energy consumption through demand response mechanism. We propose a multi-stage stochastic programming model to schedule different kinds of electrical appliances under uncertain weather conditions and availability … Read more