Applications – OR and Management Sciences

Evaluating the effect of environmental regulations on a closed-loop supply chain network: a variational inequality approach

  • Elisabetta Allevi
  • Igor V. Konnov
  • Adriana Gnudi
  • Giorgia Oggioni
    • Categories Complementarity and Variational Inequalities, Supply Chain Management

    Global climate change has encouraged international and regional adoption of pollution taxes and carbon emission reduction policies. Europe has taken the leadership in environmental regulations by introducing the European Union Emissions Trading System (EU-ETS) in 2005 and by developing and promoting a set of policies destined to lower carbon emissions from transport sectors. These environmental … Read more

    Mixed-integer Programming Based Approaches for the Movement Planner Problem: Model, Heuristics and Decomposition

  • Chiwei Yan
  • Luyi Yang
    • Categories Scheduling, Transportation Tags , , , ,

    This is the first prize winning report for the 2012 INFORMS Railway Application Section Problem Solving Competition (https://www.informs.org/Community/RAS/Problem-Solving-Competition/2012-RAS-Problem-Solving-Competition). ArticleDownload View PDF

    Complexity of Routing Problems with Release Dates and Deadlines

  • Alan L. Erera
  • Damian Reyes
  • Martin Savelsbergh
    • Categories Combinatorial Optimization, Transportation Tags , ,

    The desire of companies to offer same-day delivery leads to interesting new routing problems. We study the complexity of a setting in which a delivery to a customer is guaranteed to take place within a pre-specified time after the customer places the order. Thus, an order has a release date (when the order is placed) … Read more

    A CVaR Scenario-based Framework: Minimizing Downside Risk of Multi-asset Class Portfolios

  • Kartik Krishnan Sivaramakrishnan
  • Robert Stamicar
    • Categories Applications - OR and Management Sciences, Finance and Economics, Stochastic Programming Tags , ,

    Multi-asset class (MAC) portfolios can be comprised of investments in equities, fixed-income, commodities, foreign-exchange, credit, derivatives, and alternatives such as real-estate and private equity. The return for such {\em non-linear} portfolios is {\em asymmetric} with significant tail risk. The traditional Markowitz Mean-Variance Optimization (MVO) framework, that linearizes all the assets in the portfolio and uses … Read more

    Exact Algorithms for the Chance-Constrained Vehicle Routing Problem

  • Thai Dinh
  • Ricardo Fukasawa
  • James R. Luedtke
    • Categories 0-1 Programming, Stochastic Programming, Transportation Tags , ,

    We study the chance-constrained vehicle routing problem (CCVRP), a version of the vehicle routing problem (VRP) with stochastic demands, where a limit is imposed on the probability that each vehicle’s capacity is exceeded. A distinguishing feature of our proposed methodologies is that they allow correlation between random demands, whereas nearly all existing exact methods for … Read more

    Towards an accurate solution of wireless network design problems

  • Fabio D'Andreagiovanni
  • Ambros Gleixner
    • Categories (Mixed) Integer Linear Programming, Telecommunications

    The optimal design of wireless networks has been widely studied in the literature and many optimization models have been proposed over the years. However, most models directly include the signal-to-interference ratios representing service coverage conditions. This leads to mixed-integer linear programs with constraint matrices containing tiny coefficients that vary widely in their order of magnitude. … Read more

    An Exact Algorithm for a Resource Allocation Problem in Mobile Wireless Communications

  • Adam N. Letchford
  • Qiang Ni
  • Zhaoyu Zhong
    • Categories (Mixed) Integer Nonlinear Programming, Telecommunications Tags ,

    We consider a challenging resource allocation problem arising in mobile wireless communications. The goal is to allocate the available channels and power in a so-called OFDMA system, in order to maximise the transmission rate, subject to quality of service (QoS) constraints. Standard MINLP software struggled to solve even small instances of this problem. Using outer … Read more

    Accelerated first-order methods for large-scale convex minimization

  • Masoud Ahookhosh
    • Categories Applications - OR and Management Sciences, Convex and Nonsmooth Optimization, Convex Optimization Tags , , , , ,

    This paper discusses several (sub)gradient methods attaining the optimal complexity for smooth problems with Lipschitz continuous gradients, nonsmooth problems with bounded variation of subgradients, weakly smooth problems with H\”older continuous gradients. The proposed schemes are optimal for smooth strongly convex problems with Lipschitz continuous gradients and optimal up to a logarithmic factor for nonsmooth problems … Read more

    A Traffic Model for the International Space Station: An MIP Approach

  • Giorgio Fasano
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Applications - Science and Engineering Tags , , , ,

    The International Space Station poses very challenging issues from the logistic point of view. Its on-orbit stay is to be significantly extended in the near future and ever increasing experimental activity in microgravity is expected, giving rise to a renewed interest in the related optimization aspects. A permanent logistic support is necessary to guarantee its … Read more

    Resource-constrained scheduling with non-constant capacity and non-regular activities

  • Giorgio Fasano
    • Categories (Mixed) Integer Linear Programming, Applications - Science and Engineering, Scheduling Tags , , , , , , ,

    This work is inspired by very challenging issues arising in space logistics. The problem of scheduling a number of activities, in a given time elapse, optimizing the resource exploitation is discussed. The available resources are not constant, as well as the request, relative to each job. The mathematical aspects are illustrated, providing a time-indexed MILP … Read more