Building on the work of Gendreau, Laporte, and Seguin (1996), we review the past 20 years of scientific literature on stochastic vehicle routing problems (SVRP). The numerous variants of the problem that have been studied in the literature are described and categorized. Also a thorough review of solution methods applied to the SVRP is included … Read more
Let $W(A)$ denote the field of values (numerical range) of a matrix $A$. For any polynomial $p$ and matrix $A$, define the Crouzeix ratio to have numerator $\max\left\{|p(\zeta)|:\zeta\in W(A)\right\}$ and denominator $\|p(A)\|_2$. M.~Crouzeix’s 2004 conjecture postulates that the globally minimal value of the Crouzeix ratio is $1/2$, over all polynomials $p$ of any degree and … Read more
Investment decisions in renewable energy sources such as small hydro, wind power, biomass and solar are frequently made in the context of enormous uncertainty surrounding both intermittent generation and the highly volatile electricity spot prices that are used for clearing of trades. This paper presents a new portfolio-based approach for selecting long-term investments in small-scale … Read more
We consider multistage stochastic linear optimization problems combining joint dynamic probabilistic constraints with hard constraints. We develop a method for projecting decision rules onto hard constraints of wait-and-see type. We establish the relation between the original (infinite dimensional) problem and approximating problems working with projections from different subclasses of decision policies. Considering the subclass of … Read more
We consider a class of augmented Lagrangian methods for solving convex programming problems with inequality constraints. This class involves a family of penalty functions and specific values of parameters $p,q,\tilde y \in R$ and $c>0$. The penalty family includes the classical modified barrier and the exponential function. The associated proximal method for solving the dual … Read more
The general ellipse packing problem is to find a non-overlapping arrangement of 𝑛 ellipses with (in principle) arbitrary size and orientation parameters inside a given type of container set. Here we consider the general ellipse packing problem with respect to an optimized circle container with minimal radius. Following the review of selected topical literature, we … Read more
We consider a setting in which a company not only has a fleet of capacitated vehicles and drivers available to make deliveries, but may also use the services of occasional drivers who are willing to make a single delivery using their own vehicle in return for a small compensation if the delivery location is not … Read more
The Legendre transformation (LET) is a product of a general duality principle: any smooth curve is, on the one hand, a locus of pairs, which satisfy the given equation and, on the other hand, an envelope of a family of its tangent lines. Application of LET to a strictly convex and smooth function leads to … Read more
We address a variant of the vehicle routing problem with time windows (VRPTW) that includes the decision of how many deliverymen should be assigned to each vehicle. In this variant, the service time at each customer depends on the size of the respective demand and on the number of deliverymen assigned to visit this customer. … Read more
We consider risk-averse convex stochastic programs expressed in terms of extended polyhedral risk measures. We derive computable confidence intervals on the optimal value of such stochastic programs using the Robust Stochastic Approximation and the Stochastic Mirror Descent (SMD) algorithms. When the objective functions are uniformly convex, we also propose a multistep extension of the Stochastic … Read more