Mixed Integer Programming models for planning maintenance at offshore wind farms under uncertainty

We introduce the Stochastic Maintenance Fleet Transportation Problem for Offshore wind farms (SMFTPO), in which a maintenance provider determines an optimal, medium-term planning for maintaining multiple wind farms while controlling for uncertainty in the maintenance tasks and weather conditions. Since the maintenance provider is typically not the owner of a wind farm, it needs to … Read more

Multi-Module Capacitated Lot-Sizing Problem, and its Generalizations with Two-Echelons and Piecewise Concave Production Costs

We study new generalizations of the classical capacitated lot-sizing problem with concave production (or transportation), holding, and subcontracting cost functions in which the total production (or transportation) capacity in each time period is the summation of capacities of a subset of n available modules (machines or vehicles) of different capacities. We refer to this problem … Read more

Improved Penalty Algorithm for Mixed Integer PDE Constrained Optimization (MIPDECO) Problems

Optimal control problems including partial differential equation (PDE) as well as integer constraints merge the combinatorial difficulties of integer programming and the challenges related to large-scale systems resulting from discretized PDEs. So far, the Branch-and-Bound framework has been the most common solution strategy for such problems. In order to provide an alternative solution approach, especially … Read more

Multi-Row Intersection Cuts based on the Infinity Norm

When generating multi-row intersection cuts for Mixed-Integer Linear Optimization problems, an important practical question is deciding which intersection cuts to use. Even when restricted to cuts that are facet-defining for the corner relaxation, the number of potential candidates is still very large, specially for instances of large size. In this paper, we introduce a subset … Read more

Distributionally robust chance constrained geometric optimization

This paper discusses distributionally robust geometric programs with individual and joint chance constraints. Seven groups of uncertainty sets are considered: uncertainty sets with first two order moments information, uncertainty sets constrained by the Kullback-Leibler divergence distance with a normal reference distribution or a discrete reference distribution, uncertainty sets with known first moments or known first … Read more

Dynamic Design Of Reserve Crew Duties For Long Haul Airline Crew

Airlines need crew to operate their flights. In case of crew unavailability, for example due to illness, the airline often uses reserve crew to still be able to operate the flight. In this paper, we apply a simulation-based optimization method to determine how much and on which days reserve crew needs to be scheduled. This … Read more

Characterizations of explicitly quasiconvex vector functions w.r.t. polyhedral cones

The aim of this paper is to present new characterizations of explicitly cone-quasiconvex vector functions with respect to a polyhedral cone of a finite-dimensional Euclidean space. These characterizations are given in terms of classical explicit quasiconvexity of certain real-valued functions, defined by composing the vector-valued function with appropriate scalarization functions, namely the extreme directions of … Read more

Mordukhovich Stationarity for Mathematical Programs with Switching Constraints under Weak Constraint Qualifications

The mathematical program with switching constraints (MPSC), which is recently introduced, is a difficult class of optimization problems since standard constraint qualifications are very likely to fail at local minimizers. MPSC arises from the discretization of optimal control problems with switching constraints which appears frequently in the field of control. Due to the failure of … Read more

Tensor Methods for Finding Approximate Stationary Points of Convex Functions

In this paper we consider the problem of finding \epsilon-approximate stationary points of convex functions that are p-times differentiable with \nu-Hölder continuous pth derivatives. We present tensor methods with and without acceleration. Specifically, we show that the non-accelerated schemes take at most O(\epsilon^{-1/(p+\nu-1)}) iterations to reduce the norm of the gradient of the objective below … Read more

Hub Location and Route Dimensioning: Strategic and Tactical Intermodal Transportation Hub Network Design

We propose a novel hub location model that jointly eliminates the traditional assumptions on the structure of the network and on the discount due to economies of scale in an effort to better reflect real-world logistics and transportation systems. Our model extends the hub literature in various facets: instead of connecting non-hub nodes directly to … Read more