Two-Stage Stochastic Optimization for Capacitated Facility Location Under Demand Uncertainty

Facility location decisions are typically made before demand is fully known, yet most applied studies solve a single deterministic model using expected or nominal demand. This paper formulates and solves a capacitated facility location problem using a real academic benchmark instance, then extends it to a two-stage stochastic program in which facility-opening decisions are made … Read more

An exact algorithm for the probabilistic TSP via a new tractable convex representation of recourse

We consider the probabilistic traveling salesman problem (PTSP) in which customer presences are Bernoulli random variables, and the objective is to determine an a priori tour minimizing the expected traveling cost of the a posteriori tour obtained by skipping absent customers after customer presence is revealed. The existing literature has established that, given an a … Read more

Valid Inequalities for Potential-Based Network Design Including Compressors

We study the steady-state expansion problem for potential-based flow networks. Constructing a cost-minimal network that admits a flow satisfying the underlying physical laws is a central problem in the design of gas, hydrogen, water, and electricity infrastructures. The physical behavior of such networks is governed by nonlinear relations between arc flows and the potential differences … Read more

Synthetic Population Generation and Georeferenced Household Allocation Via Iterative Proportional Fitting and Integer Programming

Georeferenced synthetic populations are essential inputs for agent-based simulations in epidemiology, transportation, and urban planning, yet existing methods for spatial allocation of households to residences lack formal optimality guarantees. We present a two-stage mathematical framework for generating such populations from publicly available census data. The first stage combines Iterative Proportional Fitting (IPF) with a mixed-integer … Read more

A Decision-Support Framework for Structuring and Reducing Large Multi-Objective Solution Sets via Clustering: An Application to Proton Therapy

This paper proposes a four-stage decision-support framework for structuring and reducing large multi-objective solution sets into compact and interpretable collections of representative alternatives. The methodology combines: (Phase 1) systematic solution generation through extended goal programming and structured preference exploration; (Phase 2) robustness-aware enrichment and profiling under weight sensitivity analysis; (Phase 3) filtering and dominance-based reduction … Read more

Indicator Cuts for Benders Decomposition with Mixed-Integer Subproblems

Classical Benders decomposition fails when the subproblem is a mixed-integer program, due to the absence of strong duality. We propose a novel class of dual-free indicator cuts that are applicable to all Benders-decomposable problems with a pure-integer master problem and mixed-integer linear programming (MILP) subproblems. These cuts are derived from the monotonicity property of the … Read more

Generalizing single-level relaxations for bilevel linear programs

We consider a broad class of bilevel linear programs in which the follower’s decisions are all continuous, while the leader’s decisions may include integrality restrictions. Solving such problems to optimality is known to be NP-hard. A classical approach in bilevel optimization for constructing lower and upper bounds is based on a single-level relaxation, in which … Read more

An Exact Branch-and-Cut Method for the Asymmetric Orienteering Problem with Terrain-Driven Fatigue

We present an end-to-end computational framework for provably optimal route planning in orienteering races on real terrain. The framework consists of a GIS pipeline that combines International Orienteering Federation (IOF) map symbols, a digital elevation model (DEM), and the Minetti metabolic model into a fully asymmetric cost matrix, where directional slope costs and cumulative fatigue … Read more