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
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
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
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
In this paper we propose a sparse optimization approach to maximize the utilization of regenerative energy produced by baking trains for energy-efficient timetabling in metro railway systems. By introducing the cardinality function and the square of the Euclidean norm function as the objective function, the resulting sparse optimization model can characterize the utilization of the … Read more
We study the strategic decision-making problem of assigning time windows to customers in the context of vehicle routing applications that are affected by operational uncertainty. This problem, known as the Time Window Assignment Vehicle Routing Problem, can be viewed as a two-stage stochastic optimization problem, where time window assignments constitute first-stage decisions, vehicle routes adhering … Read more
During natural or anthropogenic disasters, humanitarian organizations (HO) are faced with the time sensitive task of sending critical resources from multiple depots to the affected areas that can be scattered across a region. This responsibility includes the quick acquisition of vehicles from the local market and the preparation of pickup and delivery schedules and vehicle … Read more
We study a multiple-vehicle routing problem with a minimum makespan objective and compatibility constraints. We provide an approximation algorithm and a nearly-matching hardness of approximation result. We also provide computational results on benchmark instances with diverse sizes showing that the proposed algorithm (i) has a good empirical approximation factor, (ii) runs in a short amount … Read more
This paper studies a multi-product newsvendor problem with customer-driven demand substitution, where each product, once run out of stock, can be proportionally substituted by the others. This problem has been widely studied in the literature, however, due to nonconvexity and intractability, only limited analytical properties have been reported and no efficient approaches have been proposed. … Read more
We present a new solution approach for the Time Dependent Traveling Salesman Prob- lem with Time Windows. This problem considers a salesman who departs from his home, has to visit a number of cities within a pre-determined period of time, and then returns home. The problem allows for travel times that can depend on the … Read more