column-and-constraint generation

Robust Continuous-Time Service Network Design under Travel Time Uncertainty

  • Shengnan Shu
  • Zhou Xu
  • Jin Qi
    • Categories Applications - OR and Management Sciences, Network Optimization, Robust Optimization Tags , , , , , ,

    The continuous-time service network design problem (CTSNDP) has wide applications in the field of transportation, but it is complicated by travel time uncertainty resulting from unpredictable traffic conditions. Incorporating uncertain travel times poses a significant challenge, as time-indexed mixed-integer linear programming (MILP) formulations commonly used to solve the CTSNDP with deterministic travel times become impractical. … Read more

    Two-Stage Robust Optimization with Decision Dependent Uncertainty

  • Bo Zeng
  • Wei Wang
    • Categories Robust Optimization Tags , ,

    The type of decision dependent uncertainties (DDUs) imposes a great challenge in decision making, while existing methodologies are not sufficient to support many real practices. In this paper, we present a systematic study to handle this challenge in two-stage robust optimization~(RO). Our main contributions include three sophisticated variants of column-and-constraint generation method to exactly compute … Read more

    A Distributionally Robust Optimization Approach for Stochastic Elective Surgery Scheduling with Limited Intensive Care Unit Capacity

  • Rema Padman
  • Karmel S. Shehadeh
    • Categories (Mixed) Integer Linear Programming, Scheduling, Stochastic Programming Tags , , , , ,

    In this paper, we study the decision process of assigning elective surgery patients to available surgical blocks in multiple operating rooms (OR) under random surgery durations, random postoperative length-of-stay in the intensive care unit (ICU), and limited capacity of ICU. The probability distributions of random parameters are assumed to be ambiguous, and only the mean … Read more

    Computing Estimators of Dantzig Selector type via Column and Constraint Generation

  • Rahul Mazumder
  • Stephen Wright
  • Andrew Zheng
    • Categories Linear Programming, Statistics Tags , ,

    We consider a class of linear-programming based estimators in reconstructing a sparse signal from linear measurements. Specific formulations of the reconstruction problem considered here include Dantzig selector, basis pursuit (for the case in which the measurements contain no errors), and the fused Dantzig selector (for the case in which the underlying signal is piecewise constant). … Read more

    Achieving Cost-Effective Power Grid Hardening through Transmission Network Topology Control

  • Wei Yuan
  • Bo Zeng
    • Categories Applications - Science and Engineering, Game Theory Tags , , ,

    Vulnerability of power grid is a critical issue in power industry. In order to understand and reduce power grid vulnerability under threats, existing research often employs defender-attacker-defender (DAD) models to derive effective protection plans and evaluate grid performances under various contingencies. Transmission line switching (also known as topology control) is an effective operation to mitigate … Read more