Robust Team Orienteering Problem with Decreasing Profits

This paper studies a robust variant of the team orienteering problem with decreasing profits (TOP-DP), where a fleet of vehicles are dispatched to serve customers with decreasing profits in a limited time horizon. The service times at customers are assumed to be uncertain, which are characterized by a budgeted uncertainty set. Our goal is to … 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

Exactness in SDP relaxations of QCQPs: Theory and applications

Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems. In a QCQP, we are asked to minimize a (possibly nonconvex) quadratic function subject to a number of (possibly nonconvex) quadratic constraints. Such problems arise naturally in many areas of operations research, computer science, and engineering. Although QCQPs are NP-hard to solve in … 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

An optimization problem for dynamic OD trip matrix estimation on transit networks with different types of data collection units

Dynamic O-D trip matrices for public transportation systems provide a valuable source of information of the usage of public transportation system that may be used either by planners for a better design of the transportation facilities or by the administrations in order to characterize the efficiency of the transport system both in peak hours and … Read more

Time-Domain Decomposition for Optimal Control Problems Governed by Semilinear Hyperbolic Systems with Mixed Two-Point Boundary Conditions

In this article, we continue our work (Krug et al., 2021) on time-domain decomposition of optimal control problems for systems of semilinear hyperbolic equations in that we now consider mixed two-point boundary value problems and provide an in-depth well-posedness analysis. The more general boundary conditions significantly enlarge the scope of applications, e.g., to hyperbolic problems … Read more

What is the optimal cutoff surface for ore bodies with more than one mineral?

In mine planning problems, cutoff grade optimization defines a threshold at every time period such that material above this value is processed, and the rest is considered waste. In orebodies with multiple minerals, which occur in practice, the natural extension is to consider a cutoff surface. We show that in two dimensions the optimal solution … Read more

First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition

The well known constant rank constraint qualification [Math. Program. Study 21:110–126, 1984] introduced by Janin for nonlinear programming has been recently extended to a conic context by exploiting the eigenvector structure of the problem. In this paper we propose a more general and geometric approach for defining a new extension of this condition to the … Read more

Regularized quasi-monotone method for stochastic optimization

We adapt the quasi-monotone method from Nesterov, Shikhman (2015) for composite convex minimization in the stochastic setting. For the proposed numerical scheme we derive the optimal convergence rate in terms of the last iterate, rather than on average as it is standard for subgradient methods. The theoretical guarantee for individual convergence of the regularized quasi-monotone … Read more

The Promise of EV-Aware Multi-Period OPF Problem: Cost and Emission Benefits

In this paper, we study the Multi-Period Optimal Power Flow problem (MOPF) with electric vehicles (EV) under emission considerations. We integrate three different real-world datasets: household electricity consumption, marginal emission factors, and EV driving profiles. We present a systematic solution approach based on second-order cone programming to find globally optimal solutions for the resulting nonconvex … Read more