Multistage Stochastic Demand-side Management for Price-Making Major Consumers of Electricity in a Co-optimized Energy and Reserve Market

  • Anthony Downward
  • Mahbubeh Habibian
  • Golbon Zakeri
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Energy Tags , ,

    In this paper we take an optimization-driven heuristic approach, motivated by dynamic programming, to solve a multistage stochastic optimization of energy consumption for a large manufacturer who is a price-making major consumer of electricity. We introduce a mixed-integer program that co-optimizes consumption bids and interruptible load reserve offers, for such a major consumer over a … Read more

    Decentralized Algorithms for Distributed Integer Programming Problems with a Coupling Cardinality Constraint

  • Shabbir Ahmed
  • George L. Nemhauser
  • Ezgi Karabulut
    • Categories 0-1 Programming, Parallel Algorithms Tags , ,

    We consider a multi-player optimization where each player has her own optimization problem and the individual problems are connected by a cardinality constraint on their shared resources. We give distributed algorithms that allow each player to solve their own optimization problem and still achieve a global optimization solution for problems that possess a concavity property. … Read more

    Dynamic Scheduling of Home Health Care Patients to Medical Providers

  • Andre Augusto Cire
  • Adam Diamant
    • Categories Applications - OR and Management Sciences, Stochastic Programming Tags , , , ,

    Home care provides personalized medical care and social support to patients within their own home. Our work proposes a dynamic scheduling framework to assist in the assignment of patients to health practitioners (HPs) at a single home care agency. We model the decision of which patients to assign to HPs as a discrete-time Markov decision … Read more

    Finite convergence and weak sharpness for solutions of nonsmooth variational inequalities in Hilbert spaces

  • Qamrul Hasan Ansari
  • Luong Nguyen
  • Xiaolong Qin
    • Categories Convex and Nonsmooth Optimization, Nonlinear Optimization Tags , , , , ,

    This paper deals with the study of weak sharp solutions for nonsmooth variational inequalities and finite convergence property of the proximal point method. We present several characterizations for weak sharpness of the solutions set of nonsmooth variational inequalities without using the gap functions. We show that under weak sharpness of the solutions set, the sequence … Read more

    Coordination of a two-level supply chain with contracts

  • Safia Kedad-Sidhoum
  • Fanny Pascual
  • Siao-Leu Phouratsamay
    • Categories Dynamic Programming, Production and Logistics, Supply Chain Management Tags , , , ,

    We consider the coordination of planning decisions of a single product in a supply chain composed of one supplier and one retailer, by using contracts. We assume that the retailer has the market power: he can impose his optimal replenishment plan to the supplier. Our aim is to minimize the supplier’s cost without increasing the … Read more

    Efficient Algorithms for Flow over Time Evacuation Planning Problems with Lane Reversal Strategy

  • Stephan Dempe
  • Tanka Nath Dhamala
  • Urmila Pyakurel
    • Categories Applications - OR and Management Sciences, Network Optimization

    The contraflow techniques have widely been effective in evacuation planning research. We present effcient algorithms to solve the evacuation network flow problems, namely, the maximum, earliest arrival, quickest and lex-maximum dynamic contraflow problems having constant attributes and their generalizations with partial contraflow recon guration. Moreover, the contraflow models with inflow dependent and load dependent transit times … Read more

    A stochastic Levenberg-Marquardt method using random models with complexity results and application to data assimilation

  • Elhoucine Bergou
  • Youssef Diouane
  • Vyacheslav Kungurtsev
  • ClĂ©ment W. Royer
    • Categories Nonlinear Systems and Least-Squares, Unconstrained Optimization Tags , , , , ,

    Globally convergent variants of the Gauss-Newton algorithm are often the methods of choice to tackle nonlinear least-squares problems. Among such frameworks, Levenberg-Marquardt and trust-region methods are two well-established, similar paradigms. Both schemes have been studied when the Gauss-Newton model is replaced by a random model that is only accurate with a given probability. Trust-region schemes … Read more

    A Note on “A linear-size zero-one programming model for the minimum spanning tree problem in planar graphs”

  • Austin Buchanan
  • Hamidreza Validi
    • Categories Combinatorial Optimization, Integer Programming

    In the paper “A linear-size zero-one programming model for the minimum spanning tree problem in planar graphs” (Networks 39(1):53–60, 2002), Williams introduced an extended formulation for the spanning tree polytope of a planar graph. This formulation is remarkably small (using only $O(n)$ variables and constraints) and remarkably strong (defining an integral polytope). In this note, … Read more

    Data-Driven Distributionally Robust Chance-Constrained Optimization with Wasserstein Metric

  • Ran Ji
  • Miguel A. Lejeune
    • Categories Robust Optimization, Second-Order Cone Programming, Stochastic Programming Tags , ,

    We study distributionally robust chance-constrained programming (DRCCP) optimization problems with data-driven Wasserstein ambiguity sets. The proposed algorithmic and reformulation framework applies to distributionally robust optimization problems subjected to individual as well as joint chance constraints, with random right-hand side and technology vector, and under two types of uncertainties, called uncertain probabilities and continuum of realizations. … Read more

    A Unified Characterization of Nonlinear Scalarizing Functionals in Optimization

  • Gemayqzel Bouza
  • Christiane Tammer
  • Ernest Quintana
    • Categories Convex and Nonsmooth Optimization, Global Optimization, Nonlinear Optimization Tags , , , ,

    Over the years, several classes of scalarization techniques in optimization have been introduced and employed in deriving separation theorems, optimality conditions and algorithms. In this paper, we study the relationships between some of those classes in the sense of inclusion. We focus on three types of scalarizing functionals (by Hiriart-Urruty, Drummond and Svaiter, Gerstewitz) and … Read more