Applications – OR and Management Sciences

A Benders decomposition method for locating stations in a one-way electric car sharing system under demand uncertainty

  • Hatice Calik
  • Bernard Fortz
    • Categories Branch and Cut Algorithms, Robust Optimization, Transportation Tags , , , , ,

    We focus on a problem of locating recharging stations in one-way station based electric car sharing systems which operate under demand uncertainty. We model this problem as a mixed integer stochastic program and develop a Benders decomposition algorithm based on this formulation. We integrate a stabilization procedure to our algorithm and conduct a large-scale experimental … Read more

    Generalization Bounds for Regularized Portfolio Selection with Market Side Information

  • Thierry Bazier-Matte
  • Erick Delage
    • Categories Applications - OR and Management Sciences, Finance and Economics

    Drawing on statistical learning theory, we derive out-of-sample and suboptimal guarantees about the investment strategy obtained from a regularized portfolio optimization model which attempts to exploit side information about the financial market in order to reach an optimal risk-return tradeoff. This side information might include for instance recent stock returns, volatility indexes, financial news indicators, … Read more

    The robust vehicle routing problem with time windows: compact formulation and branch-price-and-cut method

  • Douglas Alem
  • Jonathan De La Vega
  • Jacek Gondzio
  • Reinaldo Morabito
  • Pedro Munari
  • Alfredo Moreno
    • Categories Applications - OR and Management Sciences, Robust Optimization, Transportation

    We address the robust vehicle routing problem with time windows (RVRPTW) under customer demand and travel time uncertainties. As presented thus far in the literature, robust counterparts of standard formulations have challenged general-purpose optimization solvers and specialized branch-and-cut methods. Hence, optimal solutions have been reported for small-scale instances only. Additionally, although the most successful methods … Read more

    Global Optimization of Multilevel Electricity Market Models Including Network Design and Graph Partitioning

  • Thomas Kleinert
  • Martin Schmidt
    • Categories (Mixed) Integer Nonlinear Programming, Applications - OR and Management Sciences, Global Optimization Tags , , , ,

    We consider the combination of a network design and graph partitioning model in a multilevel framework for determining the optimal network expansion and the optimal zonal configuration of zonal pricing electricity markets, which is an extension of the model discussed in [25] that does not include a network design problem. The two classical discrete optimization … Read more

    Least cost influence propagation in (social) networks

  • Matteo Fischetti
  • Michael Kahr
  • Markus Leitner
  • Michele Monaci
  • Mario Ruthmair
    • Categories Applications - OR and Management Sciences, Integer Programming, Network Optimization Tags , ,

    Influence maximization problems aim to identify key players in (social) networks and are typically motivated from viral marketing. In this work, we introduce and study the Generalized Least Cost Influence Problem (GLCIP) that generalizes many previously considered problem variants and allows to overcome some of their limitations. A formulation that is based on the concept … Read more

    The Continuous Time Inventory Routing Problem

  • Natashia Boland
  • Felipe Lagos
  • Martin Savelsbergh
    • Categories Integer Programming, Transportation Tags ,

    We consider a continuous time variant of the Inventory Routing Problem in which the maximum quantity that can delivered at a customer depends on the customer’s storage capacity and product inventory at the time of the delivery. We investigate critical components of a dynamic discretization discovery algorithm and demonstrate in an extensive computational study that … Read more

    Staircase Compatibility and its Applications in Scheduling and Piecewise Linearization

  • Andreas Bärmann
  • Maximilian Merkert
  • Thorsten Gellermann
  • Oskar Schneider
    • Categories (Mixed) Integer Linear Programming, Polyhedra, Scheduling Tags , , , ,

    We consider the clique problem with multiple-choice constraints (CPMC) and characterize a case where it is possible to give an efficient description of the convex hull of its feasible solutions. This new special case, which we call staircase compatibility, generalizes common properties in several applications and allows for a linear description of the integer feasible … Read more

    The Clique Problem with Multiple-Choice Constraints under a Cycle-Free Dependency Graph

  • Andreas Bärmann
  • Maximilian Merkert
  • Patrick Gemander
    • Categories Graphs and Matroids, Polyhedra, Scheduling Tags , , , ,

    The clique problem with multiple-choice constraints (CPMC) represents a very common substructure in many real-world applications, for example scheduling problems with precedence constraints. It consists in finding a clique in a graph whose nodes are partitioned into subsets, such that exactly one node from each subset is chosen. Even though we can show that (CPMC) … Read more

    Proximal Approaches for Matrix Optimization Problems: Application to Robust Precision Matrix Estimation.

  • A. Benfenati
  • Émilie Chouzenoux
  • Jean-Christophe Pesquet
    • Categories Applications - OR and Management Sciences Tags , , , , ,

    In recent years, there has been a growing interest in mathematical mod- els leading to the minimization, in a symmetric matrix space, of a Bregman di- vergence coupled with a regularization term. We address problems of this type within a general framework where the regularization term is split in two parts, one being a spectral … Read more

    Network Models with Unsplittable Node Flows with Application to Unit Train Scheduling

  • Danial Davarnia
  • Jean-Philippe P. Richard
  • Ece Icyuz-Ay
  • Bijan Taslimi
    • Categories Cutting Plane Approaches, Network Optimization, Transportation

    We study network models where flows cannot be split or merged when passing through certain nodes, i.e., for such nodes, each incoming arc flow must be matched to an outgoing arc flow of identical value. This requirement, which we call “no-split no-merge” (NSNM), appears in railroad applications where train compositions can only be modified at … Read more