Robust Price Optimization of Multiple Products under Interval Uncertainties

In this paper, we solve the multiple product price optimization problem under interval uncertainties of the price sensitivity parameters in the demand function. The objective of the price optimization problem is to maximize the overall revenue of the firm where the decision variables are the prices of the products supplied by the firm. We propose … Read more

Robust Planning of Sorting Operations in Express Delivery Systems

Parcel logistics services play a vital and growing role in economies worldwide, with customers demanding faster delivery of nearly everything to their homes. To move larger volumes more cost effectively, express carriers use sort technologies to consolidate parcels that share similar geographic and service characteristics for reduced per-unit handling and transportation costs. This paper focuses … Read more

String-Averaging Methods for Best Approximation to Common Fixed Point Sets of Operators: The Finite and Infinite Cases

Abstract String-averaging is an algorithmic structure used when handling a family of operators in situations where the algorithm at hand requires to employ the operators in a specific order. Sequential orderings are well-known and a simultaneous order means that all operators are used simultaneously (in parallel). String-averaging allows to use strings of indices, constructed by … Read more

Use of static surrogates in hyperparameter optimization

Optimizing the hyperparameters and architecture of a neural network is a long yet necessary phase in the development of any new application. This consuming process can benefit from the elaboration of strategies designed to quickly discard low quality configurations and focus on more promising candidates. This work aims at enhancing HyperNOMAD, a library that adapts … Read more

Global convergence of Riemannian line search methods with a Zhang-Hager-type condition

In this paper, we analyze the global convergence of a general non–monotone line search method on Riemannian manifolds. For this end, we introduce some properties for the tangent search directions that guarantee the convergence, to a stationary point, of this family of optimization methods under appropriate assumptions. A modified version of the non–monotone line search … Read more

A Computational Study of Constraint Programming Approaches for Resource-Constrained Project Scheduling with Autonomous Learning Effects

It is well-known that experience can lead to increased efficiency, yet this is largely unaccounted for in project scheduling. We consider project scheduling problems where the duration of activities can be reduced when scheduled after certain other activities that allow for learning relevant skills. Since per-period availabilities of renewable resources are limited and precedence requirements … Read more

Improving Column-Generation for Vehicle Routing Problems via Random Coloring and Parallelization

We consider a variant of the Vehicle Routing Problem (VRP) where each customer has a unit demand and the goal is to minimize the total cost of routing a fleet of capacitated vehicles from one or multiple depots to visit all customers. We propose two parallel algorithms to efficiently solve the column-generation based linear-programming relaxation … Read more

An Almost Exact Multi-Machine Scheduling Solution for Homogeneous Processing

In the context of job scheduling in parallel machines, we present a class of asymptotically exact binary programs for the minimization of the $\tau$-norm of completion time variances. Building on overlooked properties of the min completion time variance in a single machine and on an equivalent bilevel formulation, our approach provides an asymptotic approximation (with … Read more

Semi-Discrete Optimal Transport: Hardness, Regularization and Numerical Solution

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are ubiquitous in statistics, machine learning and computer vision, however, this perception has not yet received a theoretical justification. To fill this gap, we prove that … Read more

Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting

Forecasting and decision-making are generally modeled as two sequential steps with no feedback, following an open-loop approach. In this paper, we present application-driven learning, a new closed-loop framework in which the processes of forecasting and decision-making are merged and co-optimized through a bilevel optimization problem. We present our methodology in a general format and prove … Read more