We consider the problem of routing a fleet of feeders for civil air-to-air refueling operations. In the air-to-air refueling problem, a fixed set of cruisers requires refueling by a fleet of feeders at fixed locations and fixed points in time. A typical objective function is to minimize the fuel consumption or the total number of … Read more
We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection, binary quadratic optimization, sparse principal component analysis and sparse learning problems. These problems exhibit logical relationships between continuous and discrete variables, which are usually reformulated linearly … Read more
Globalized robust optimization has been proposed as a generalization of the standard robust optimization framework in order to allow for a controlled decrease in protection depending on the distance of the realized scenario from the predefined uncertainty set. In this work, we specialize the notion of globalized robustness to Gamma-uncertainty in order to extend its … Read more
Portfolio optimization is an ongoing hot topic of mathematical optimization and management science. Due to the current financial market environment with low interest rates and volatile stock markets, it is getting more and more important to extend portfolio optimization models by other types of investments than classical assets. In this paper, we present a mixed-integer … Read more
We consider Benders decomposition for solving two-stage stochastic programs with complete recourse based on finite samples of the uncertain parameters. We define the Benders cuts binding at the final optimal solution or the ones significantly improving bounds over iterations as valuable cuts. We propose a learning-enhanced Benders decomposition (LearnBD) algorithm, which adds a cut classification … Read more
This paper studies the economic desirability of UAV parcel delivery and its e ect on e-retailer distribution network while taking into account technological limitations, government regulations, and customer behavior. We consider an e-retailer o ering multiple same day delivery services including a fast UAV service and develop a distribution network design formulation under service based competition where … Read more
Integer programming problems that arise in practice often involve decision variables with one or two sided bounds. In this paper, we consider a generalization of Chvatal-Gomory inequalities obtained by strengthening Chvatal-Gomory inequalities using the bounds on the variables. We prove that the closure of a rational polyhedron obtained after applying the generalized Chvatal-Gomory inequalities is … Read more
Some popular heuristics for combinatorial optimisation start by constructing a feasible solution to a dual of the problem. We show that such dual-based heuristics can exhibit highly counter-intuitive behaviour. In particular, for some problem classes, solving the dual exactly invariably leads to much worse primal solutions than solving the dual with a simple greedy heuristic. … Read more
In this paper we consider the Double-Row Facility Layout Problem (DRFLP). Given a set of departments and pairwise transport weights between them the DRFLP asks for a non-overlapping arrangement of the departments along both sides of a common path such that the weighted sum of the center-to-center distances between the departments is minimized. Despite its … Read more
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