Learning Optimal Prescriptive Trees from Observational Data

We consider the problem of learning an optimal prescriptive tree (i.e., an interpretable treatment assignment policy in the form of a binary tree) of moderate depth, from observational data. This problem arises in numerous socially important domains such as public health and personalized medicine, where interpretable and data-driven interventions are sought based on data gathered … Read more

MILP models for the continuous Berth Allocation and Quay Crane Assignment Problem considering crane movement and setup times

In this technical report we present several Mixed Integer Linear Programming (MILP) models for the Berth Allocation and Quay Crane Assignment Problem (BACASP) considering crane movement and setup time (from now on: BACASP-S). First, we propose a MILP for the continuous-quay time-invariant BACASP in which both berthing time and position variables are continuous. Then, we … Read more

Interdicting Low-Diameter Cohesive Subgroups in Large-Scale Social Networks

The s-clubs model cohesive social subgroups as vertex subsets that induce subgraphs of diameter at most s. In defender-attacker settings, for low values of s, they can represent tightly-knit communities whose operation is undesirable for the defender. For instance, in online social networks, large communities of malicious accounts can effectively propagate undesirable rumors. In this … Read more

On Piecewise Linear Approximations of Bilinear Terms: Structural Comparison of Univariate and Bivariate Mixed-Integer Programming Formulations

Bilinear terms naturally appear in many optimization problems. Their inherent nonconvexity typically makes them challenging to solve. One approach to tackle this difficulty is to use bivariate piecewise linear approximations for each variable product, which can be represented via mixed-integer linear programming (MIP) formulations. Alternatively, one can reformulate the variable products as a sum of … Read more

A Joint Demand and Supply Management Approach to Large Scale Urban Evacuation Planning: Evacuate or Shelter-in-Place, Staging and Dynamic Resource Allocation

Urban evacuation management is challenging to implement as it requires planning and coordination over a large geographical area. To address these challenges and to bolster evacuation planning and management, joint supply and demand management strategies should be considered. In this study, we explore and jointly optimize evacuate or shelter-in-place, dynamic resource allocation, and staging decisions … Read more

High-Rank Matrix Completion by Integer Programming

In the High-Rank Matrix Completion (HRMC) problem, we are given a collection of n data points, arranged into columns of a matrix X, and each of the data points is observed only on a subset of its coordinates. The data points are assumed to be concentrated near a union of low-dimensional subspaces. The goal of … Read more

Solving the Home Service Assignment, Routing, and Appointment Scheduling (H-SARA) problem with Uncertainties

The Home Service Assignment, Routing, and Appointment scheduling (H-SARA) problem integrates the strategical fleet-sizing, tactical assignment, operational vehicle routing and scheduling subproblems at different decision levels, with a single period planning horizon and uncertainty (stochasticity) from the service duration, travel time, and customer cancellation rate. We propose a two-stage stochastic mixed-integer linear programming model for … Read more

Integrated Vehicle Routing and Service Scheduling under Time and Cancellation Uncertainties with Application in Non-Emergency Medical Transportation

In this paper, we consider an integrated vehicle routing and service scheduling problem for serving customers in distributed locations who need pick-up, drop-off or delivery services. We take into account the random trip time, non-negligible service time and possible customer cancellations, under which an ill-designed schedule may lead to undesirable vehicle idleness and customer waiting. … Read more

Designing an optimal sequence of non-pharmaceutical interventions for controlling COVID-19

The COVID-19 pandemic has had an unprecedented impact on global health and the economy since its inception in December, 2019 in Wuhan, China. Non-pharmaceutical interventions (NPI) like lockdowns and curfews have been deployed by affected countries for controlling the spread of infections. In this paper, we develop a Mixed Integer Non-Linear Programming (MINLP) epidemic model … Read more

Exact Logit-Based Product Design

The share-of-choice product design (SOCPD) problem is to find the product, as defined by its attributes, that maximizes market share arising from a collection of customer types or segments. When customers follow a logit model of choice, the market share is given by a weighted sum of logistic probabilities, leading to the logit-based share-of-choice product … Read more