Applications – OR and Management Sciences

A stochastic program with tractable time series and affine decision rules for the reservoir management problem

  • Erick Delage
  • Charles Gauvin
  • Michel Gendreau
    • Categories Applications - OR and Management Sciences, Robust Optimization, Stochastic Programming Tags , , , , ,

    This paper proposes a multi-stage stochastic programming formulation for the reservoir management problem. Our problem specifically consists in minimizing the risk of floods over a fixed time horizon for a multi-dimensional hydro-electrical complex. We consider well-studied linear time series model and enhance the approach to consider heteroscedasticity. Using these stochastic processes under very general distributional … Read more

    Multistage Robust Unit Commitment with Dynamic Uncertainty Sets and Energy Storage

  • Alvaro Lorca
  • Xu Andy Sun
    • Categories Applications - OR and Management Sciences, Robust Optimization Tags , , , , ,

    The deep penetration of wind and solar power is a critical component of the future power grid. However, the intermittency and stochasticity of these renewable resources bring significant challenges to the reliable and economic operation of power systems. Motivated by these challenges, we present a multistage adaptive robust optimization model for the unit commitment (UC) … Read more

    A Non-metric Bilevel Location Problem

  • Claudio Arbib
  • Matteo Tonelli
    • Categories Applications - OR and Management Sciences, Facility Planning and Design, Finance and Economics Tags , ,

    We address a bilevel location problem where a leader first decides which facilities to open and their access prices; then, customers make individual decisions minimizing individual costs. In this note we prove that, when access costs do not fulfill metric properties, the problem is NP-hard even if facilities can be opened at no fixed cost. … Read more

    Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems

  • Chaithanya Bandi
  • Nikolaos Trichakis
  • Phebe Vayanos
    • Categories Applications - OR and Management Sciences, Robust Optimization

    In this paper we study systems that allocate different types of scarce resources to heterogeneous allocatees based on predetermined priority rules, e.g., the U.S. deceased-donor kidney allocation system or the public housing program. We tackle the problem of estimating the wait time of an allocatee who possesses incomplete system information with regard, for example, to … Read more

    Lagrangian and Branch-and-Cut Approaches for Upgrading Spanning Tree Problems

  • Eduardo Alvarez-Miranda
  • Markus Sinnl
    • Categories Branch and Cut Algorithms, Network Optimization, Telecommunications

    Problems aiming at finding budget constrained optimal upgrading schemes to improve network performance have received attention over the last two decades. In their general setting, these problems consist of designing a network and, simultaneously, allocating (limited) upgrading resources in order to enhance the performance of the designed network. In this paper we address two particular … Read more

    On the NP-Completeness of the Multi-Period Minimum Spanning Tree Problem

  • Rosklin Chagas
  • Alexandre Cunha
    • Categories Combinatorial Optimization, Scheduling, Telecommunications Tags ,

    In this note, we consider the Multi-period Minimum Spanning Tree Problem (MMST), a variant of the well known Minimum Spanning Tree Problem (MST), that consists in the fol- lowing. Given a connected and undirected graph G and a finite discrete time horizon, one has to schedule the moment in time edges are added to a … Read more

    Bid Markup Decision and Resource Allocation for Cost Estimation in Competitive Bidding

  • Nobuaki Ishii
  • Yuichi Takano
  • Masaaki Muraki
    • Categories Applications - OR and Management Sciences Tags , , ,

    To receive a project contract through competitive bidding, contractors submit a bid price determined by putting a markup on the estimated project cost. Since a bid is inevitably affected by an inaccurate cost estimate, sufficient resources should be allocated to cost estimation. This paper develops a novel optimization model for determining the bid markup and … Read more

    A Two-Stage Stochastic Program for Multi-shift, Multi-analyst, Workforce Optimization with Multiple On Call Options

  • Douglas S. Altner
  • Anthony C. Rojas
  • Leslie D. Servi
    • Categories Scheduling, Stochastic Programming

    Motivated by a cybersecurity workforce optimization problem, this paper investigates optimizing staffing and shift scheduling decisions given unknown demand and multiple on call staffing options at a 24/7 firm with three shifts per day, three analyst types, and several staffing and scheduling constraints. We model this problem as a two-stage stochastic program and solve it … Read more

    Solving Large Aircraft Landing Problems on Multiple Runways by Applying a Constraint Programming Approach

  • Amir Salehipour
    • Categories Applications - OR and Management Sciences Tags , ,

    Aircraft Landing Problem is to assign an airport’s runways to the arrival aircraft as well as to schedule the landing time of these aircraft. In this paper, due to the complexity of the problem, which is NP-hard, we develop an iterative-based heuristic by exploiting special characteristics of the problem. Computational results show the developed approach … Read more

    New solution methods for the block relocation problem

  • Andreas Beham
  • Judith Fechter
  • Fabien Tricoire
    • Categories Applications - OR and Management Sciences Tags , ,

    This technical report presents new solution methods for the block relocation problem (BRP). Although most of the existing work focuses on the restricted BRP, we tackle the unrestricted BRP, which yields more opportunities for optimisation. Our contributions include fast heuristics able to tackle very large instances within seconds, fast metaheuristics that provide very competitive performance … Read more