Designing Autonomous Aerial Cable Car Networks for Sustainable Urban Logistics

This paper investigates the emerging autonomous aerial cableway technology to reduce the negative impacts of urban freight transportation. We focus on the infrastructure design problem to minimize the road-transportation externalities, taking pricing, investment costs, and the physical footprint into account. The network design problem is formulated as a mixed-integer linear programming (MILP) model that explicitly … Read more

When do Mixed-Integer Games Admit Rational Equilibria?

We consider mixed-integer linear-quadratic generalized Nash equilibrium problems, i.e., games in which each player solves a mixed-integer program subject to linear constraints in her own and rivals’ strategies as well as an objective which is quadratic in her own strategies and bilinear in her own and rivals’ strategies. For this class of games, we study … Read more

Stage-wise hybrid nested Benders’ decomposition-stochastic dual dynamic programming for virtual power plants

Participants in energy markets make sequential decisions across multiple time horizons under uncertainty, leading to large-scale multistage stochastic optimization problems. Stochastic dual dynamic programming is widely used for its tractability, but its application to modern energy markets is challenged by nested dependencies induced by participation across multiple interrelated markets under increasing uncertainty from distributed energy … Read more

Prophets in Parallel: Dynamic Cut Minimization in Series-Parallel Graphs

We introduce a sequential version of the minimum $s$-$t$ cut problem, defined by a directed graph with source $s$ and sink $t$, and nonnegative random variables for each arc representing arc weights. We start with a working set $S = \{s\}$ and observe weight realizations for outgoing arcs from $S$ only. We choose to either … Read more

An algorithm for generating Lagrangian bound sets in Multiobjective Integer Programming

Lagrangian relaxation is a well-established technique for deriving strong bounds in single-objective discrete optimization. Its generalization to the multiobjective setting is not straightforward, as preserving the multiobjective structure leads to bound sets rather than scalar bounds. Recent studies show the existence of Lagrange multipliers that can yield tighter bound sets than those obtained from convex … Read more

Optimality Gap of Tailored Base-Surge Policies Decays Exponentially in Regular-Source Lead Times for Dual-Sourcing Models

This paper resolves an open problem posed in the literature by proving that, in dual-sourcing inventory systems, the optimality gap of tailored base-surge (TBS) policies decays exponentially with the regular source lead time, with the express-source lead time fixed. In contrast to the existing approach, which relies on conditional Jensen inequalities and a vanishing-discount argument … Read more

Stochastic block coordinate and function alternation for multi-objective optimization and learning

Multi-objective optimization is central to many engineering and machine learning applications, where multiple objectives must be optimized in balance. While multi-gradient based optimization methods combine these objectives in each step, such methods require computing gradients with respect to all variables at every iteration, resulting in high computational costs in large-scale settings. In this work, we … Read more

A Binary Search-Based Criterion Space Algorithm for Solving Bi-Objective Integer Programs: The Quadtree Search Method

We propose an exact binary search-based branch-and-bound algorithm, termed the Quadtree Search Method, for solving bi-objective integer programs. The existing literature on criterion space search methods for multi-objective optimization predominantly assumes that subproblems can be solved to optimality, an assumption that becomes computationally prohibitive for hard instances. In contrast, our approach departs from this assumption … Read more

Supervised feature selection via multiobjective programming and its application in the medical field

In this study, we model the supervised feature selection problem using a novel approach: convex bi-objective optimization. Traditional methods have addressed this problem by maximizing relevance to class labels and minimizing redundancy among features. Recently, Wang et al. [30] formulated this problem as a single-objective convex optimization, yielding only a unique solution. Unlike that, we … Read more