A Generic Exact Solver for Vehicle Routing and Related Problems

Major advances were recently obtained in the exact solution of Vehicle Routing Problems (VRPs). Sophisticated Branch-Cut-and-Price (BCP) algorithms for some of the most classical VRP variants now solve many instances with up to a few hundreds of customers. However, adapting and reimplementing those successful algorithms for other variants can be a very demanding task. This … Read more

A Solution Approach to Distributionally Robust Chance-Constrained Assignment Problems

We study assignment problem with chance constraints (CAP) and its distributionally robust counterpart (DR-CAP). We present a technique for estimating big-M in such a formulation that takes advantage of the ambiguity set. We consider a 0-1 bilinear knapsack set to develop valid inequalities for CAP and DR-CAP. This is generalized to the joint chance constraint … Read more

An Iterative Graph Expansion Approach for the Scheduling and Routing of Airplanes

A tourism company that offers fly-in safaris is faced with the challenge to route and schedule its fleet of airplanes in an optimal way. Over the course of a given time horizon several groups of tourists have to be picked up at airports and flown to their destinations within a certain time-window. Furthermore the number … Read more

On the depth of cutting planes

We introduce a natural notion of depth that applies to individual cutting planes as well as entire families. This depth has nice properties that make it easy to work with theoretically, and we argue that it is a good proxy for the practical strength of cutting planes. In particular, we show that its value lies … Read more

A branch and cut algorithm for the time-dependent profitable tour problem with resource constraints

In this paper we study the time-dependent profitable tour problem with resource con-straints (TDPTPRC), a generalization of the profitable tour problem (PTP) which includes variable travel times to account for road congestion. In this problem, the set of customers to be served is not given and must be determined based on the profit collected when … Read more

A scalable mixed-integer decomposition approach for optimal power system restoration

The optimal restoration problem lies at the foundation of the evaluation and improvement of resilience in power systems. In this paper we present a scalable decomposition algorithm, based on the integer L-shaped method, for solving this problem for realistic power systems. The algorithm works by partitioning the problem into a master problem and a slave … Read more

A New Extended Formulation with Valid Inequalities for the Capacitated Concentrator Location Problem

In this paper, we first present a new extended formulation of the Capacitated Concentrator Location Problem (CCLP) using the notion of cardinality of terminals assigned to a concentrator location. The disaggregated formulation consists of O(mn2) variables and constraints, where m denotes the number of concentrators and n the number of terminals. An immediate benefit of … Read more

Strong Mixed-Integer Formulations for Power System Islanding and Restoration

The Intentional Controlled Islanding (ICI) and the Black Start Allocation (BSA) are two examples of problems in the power systems literature that have been formulated as Mixed Integer Programs (MIPs). A key consideration in both of these problems is that each island must have at least one energized generator. In this paper, we provide three … Read more

Branch-and-cut-and-price for the robust capacitated vehicle routing problem with knapsack uncertainty

We examine the robust counterpart of the classical Capacitated Vehicle Routing Problem (CVRP). We consider two types of uncertainty sets for the customer demands: the classical budget polytope introduced by Bertsimas and Sim (2003), and a partitioned budget polytope proposed by Gounaris et al. (2013). We show that using the set-partitioning formulation it is possible … Read more

A multi-stage stochastic integer programming approach for a multi-echelon lot-sizing problem with returns and lost sales

We consider an uncapacitated multi-item multi-echelon lot-sizing problem within a remanufacturing system involving three production echelons: disassembly, refurbishing and reassembly. We seek to plan the production activities on this system over a multi-period horizon. We consider a stochastic environment, in which the input data of the optimization problem are subject to uncertainty. We propose a … Read more