Price of Anarchy for Non-atomic Congestion Games with Stochastic Demands

We generalize the notions of user equilibrium and system optimum to non-atomic congestion games with stochastic demands. We establish upper bounds on the price of anarchy for three different settings of link cost functions and demand distributions, namely, (a) affine cost functions and general distributions, (b) polynomial cost functions and general positive-valued distributions, and (c) … Read more

Optimization Models for Differentiating Quality of Service Levels in Probabilistic Network Capacity Design Problems

This paper develops various chance-constrained models for optimizing the probabilistic network design problem (PNDP), where we differentiate the quality of service (QoS) and measure the related network performance under uncertain demand. The upper level problem of PNDP designs continuous/discrete link capacities shared by multi-commodity flows, and the lower level problem differentiates the corresponding QoS for … Read more

Two-Stage Decomposition Algorithms for Single Product Maritime Inventory Routing

We present two decomposition algorithms for single product deep-sea maritime inventory routing problems (MIRPs) that possess a core substructure common in many real-world applications. The problem involves routing vessels, each belonging to a particular vessel class, between loading and discharging ports, each belonging to a particular region. Our algorithms iteratively solve a MIRP by zooming … Read more

MIRPLib – A library of maritime inventory routing problem instances: Survey, core model, and benchmark results

This paper presents a detailed description of a particular class of deterministic single product maritime inventory routing problems (MIRPs), which we call deep-sea MIRPs with inventory tracking at every port. This class involves vessel travel times between ports that are significantly longer than the time spent in port and require inventory levels at all ports … Read more

Convergence Analysis of DC Algorithm for DC programming with subanalytic data

DC Programming and DCA have been introduced by Pham Dinh Tao in 1986 and extensively developed by Le Thi Hoai An and Pham Dinh Tao since 1993. These approaches have been successfully applied to solving real life problems in their large scale setting. In this paper, by using the Lojasiewicz inequality for nonsmooth subanalytic functions, … Read more

Approximate Dynamic Programming for a Class of Long-Horizon Maritime Inventory Routing Problems

We study a deterministic maritime inventory routing problem with a long planning horizon. For instances with many ports and many vessels, mixed-integer linear programming (MIP) solvers often require hours to produce good solutions even when the planning horizon is 90 or 120 periods. Building on the recent successes of approximate dynamic programming (ADP) for road-based … Read more

The Freight Train Routing Problem

We consider the following freight train routing problem (FTRP). Given is a transportation network with fixed routes for passenger trains and a set of freight trains (requests), each defined by an origin and destination station pair. The objective is to calculate a feasible route for each freight train such that a sum of all expected … Read more

Robust Shortest Path Problems with Two Uncertain Multiplicative Cost Coefficients

We consider a robust shortest path problem when the cost coefficient is the product of two uncertain factors. We first show that the robust problem can be solved in polynomial time by a dual variable enumeration with shortest path problems as subproblems. We also propose a path enumeration approach using a $K$-shortest paths finding algorithm … Read more

On the Transportation Problem with Market Choice

We study a variant of the classical transportation problem in which suppliers with limited capacities have a choice of which demands (markets) to satisfy. We refer to this problem as the transportation problem with market choice (TPMC). While the classical transportation problem is known to be strongly polynomial-time solvable, we show that its market choice … Read more

Traveling Salesman Problem Formulations with \log N$ Number of Binary Variables

Abstract This paper presents a novel formulation for the Traveling Salesman Problem (TSP), utilizing a binary list data-structure allocating cities to its leaves to form sequentially the tour of the problem. The structure allows the elimination of subtours from the formulation and at the same time reducing the number of binary variables to ${\cal O}(N\log_{2}N)$. … Read more