The Inmate Assignment and Scheduling Problem and its Application in the PA Department of Correction

The inmate assignment project, in close collaboration with the Pennsylvania Department of Corrections (PADoC), took five years from start to successful implementation. In this project, we developed the Inmate Assignment Decision Support System (IADSS), where the primary goal is simultaneous and system-wide optimal assignment of inmates to correctional institutions (CIs). We develop a novel hier- … Read more

Algorithms and Software for the Golf Director Problem

The golf director problem introduced in Pavlikov et al. (2014) is a sports management problem that aims to find an allocation of golf players into fair teams for certain golf club competitions. The motivation for the problem is that club golf competitions are recreational events where the golf director wants to form teams that are … Read more

Stabilized Benders methods for large-scale combinatorial optimization, with application to data privacy

The Cell Suppression Problem (CSP) is a challenging Mixed-Integer Linear Problem arising in statistical tabular data protection. Medium sized instances of CSP involve thousands of binary variables and million of continuous variables and constraints. However, CSP has the typical structure that allows application of the renowned Benders’ decomposition method: once the “complicating” binary variables are … Read more

Resource Allocation for Contingency Planning: An Inexact Bundle Method for Stochastic Optimization

Resource allocation models in contingency planning aim to mitigate unexpected failures in supply chains due to disruptions with rare occurrence but disastrous consequences. This paper formulates this problems as a two-stage stochastic optimization with a risk-averse recourse function, and proposes a novel computationally tractable solution approach. The method relies on an inexact bundle method and … Read more

Convexification of Queueing Formulas by Mixed-Integer Second-Order Cone Programming: An Application to a Discrete Location Problem with Congestion

Mixed-Integer Second-Order Cone Programs (MISOCPs) form a nice class of mixed-inter convex programs, which can be solved very efficiently due to the recent advances in optimization solvers. Our paper bridges the gap between modeling a class of optimization problems and using MISOCP solvers. It is shown how various performance metrics of M/G/1 queues can be … Read more

Stochastic Dynamic Programming Using Optimal Quantizers

Multi-stage stochastic optimization is a well-known quantitative tool for decision-making under uncertainty, which applications include financial and investment planning, inventory control, energy production and trading, electricity generation planning, supply chain management and similar fields. Theoretical solution of multi-stage stochastic programs can be found explicitly only in very exceptional cases due to the complexity of the … Read more

Index Policies and Performance Bounds for Dynamic Selection Problems

We consider dynamic selection problems, where a decision maker repeatedly selects a set of items from a larger collection of available items. A classic example is the dynamic assortment problem with demand learning, where a retailer chooses items to offer for sale subject to a display space constraint. The retailer may adjust the assortment over … Read more

The forwarder planning problem in a two-echelon network

This paper is motivated by the case of a forwarder in dealing with inland transportation planning from a seaport, where inbound containers from the sea are filled with pallets, which have different destinations in the landside. Although this forwarder does not have or control any vehicle, he is required to plan the assignment of containers … Read more

Tightness of a new and enhanced semidefinite relaxation for MIMO detection

In this paper, we consider a fundamental problem in modern digital communications known as multi-input multi-output (MIMO) detection, which can be formulated as a complex quadratic programming problem subject to unit-modulus and discrete argument constraints. Various semidefinite relaxation (SDR) based algorithms have been proposed to solve the problem in the literature. In this paper, we … Read more