integer programming applications

A State Transition MIP Formulation for the Unit Commitment Problem

  • Semih Atakan
  • Guglielmo Lulli
  • Suvrajeet Sen
    • Categories Applications - OR and Management Sciences Tags ,

    In this paper, we present the state-transition formulation for the unit commitment problem. This formulation is based on the definition of new decision variables, which, instead of indicating the on/off statuses of a generator, captures its state transitions between consecutive time periods. We show that this new approach produces a formulation which naturally includes valid … Read more

    Probabilistic Choice Models for Product Pricing using Reservation Prices

  • B Hui
  • Romy Shioda
  • Levent Tunçel
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences Tags ,

    We consider revenue management models for pricing a product line with several customer segments, working under the assumption that every customer’s product choice is determined entirely by their reservation price. We model the customer choice behavior by several probabilistic choice models and formulate the problems as mixed-integer programming problems. We study special properties of these … Read more