Exact and heuristic approaches to reschedule helicopter flights for personnel transportation in the oil industry

This paper addresses a real-life short-term rescheduling problem of helicopter flights from one onshore airport to several maritime units in the context of the oil industry. This is a complex and challenging problem to solve because of the particular characteristics observed in practice, such as pending flights transferred from previous days with different recovering priorities, … Read more

Mixed Integer Bilevel Optimization with k-optimal Follower: A Hierarchy of Bounds

We consider mixed integer bilevel linear optimization problems in which the decision variables of the lower-level (follower’s) problem are all binary. We propose a general modeling and solution framework motivated by the practical reality that in a Stackelberg game, the follower does not always solve their optimization problem to optimality. They may instead implement a … Read more

Combination Chemotherapy Optimization

Chemotherapy is one of the primary modalities of cancer treatment. Chemotherapy drug administration is a complex problem that often requires expensive clinical trials to evaluate potential regimens. One way to alleviate this burden and better inform future trials is to build reliable models for drug administration. Previous chemotherapy optimization models have mainly relied on optimal … Read more

Solving Previously Unsolved MIP Instances with ParaSCIP on Supercomputers by using up to 80,000 Cores

Mixed-integer programming (MIP) problem is arguably among the hardest classes of optimization problems. This paper describes how we solved 21 previously unsolved MIP instances from the MIPLIB benchmark sets. To achieve these results we used an enhanced version of ParaSCIP, setting a new record for the largest scale MIP computation: up to 80,000 cores in … Read more

Exact and Approximation Algorithms for Sparse PCA

Sparse Principal Component Analysis (SPCA) is designed to enhance the interpretability of traditional Principal Component Analysis (PCA) by optimally selecting a subset of features that comprise the first principal component. Given the NP-hard nature of SPCA, most current approaches resort to approximate solutions, typically achieved through tractable semidefinite programs (SDPs) or heuristic methods. To solve SPCA to … Read more

Two-Stage Sort Planning for Express Parcel Delivery

Recent years have brought significant changes in the operations of parcel transportation services, most notably due to the growing demand for e-commerce worldwide. Parcel sortation systems are used within sorting facilities in these transportation networks to enable the execution of effective consolidation plans with low per-unit handling and shipping costs. Designing and implementing effective parcel … Read more

Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply certifiably optimal principal components with more than $p=100s$ of variables. By reformulating sparse PCA as a convex mixed-integer semidefinite optimization problem, we design a … Read more

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

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

Mathematical Optimization and Machine Learning for Efficient Urban Traffic

Traffic jams cause economical damage which has been estimated between 10 and 100 billion Euros per year in Germany, also due to inefficient urban traffic. It is currently open how the situation will change with upcoming technological advances in autonomous and electric mobility. On the one hand, autonomous cars may lead to an increased number … Read more

A Model of Supply-Chain Decisions for Resource Sharing with an Application to Ventilator Allocation to Combat COVID-19

We present a stochastic optimization model for allocating and sharing a critical resource in the case of a pandemic. The demand for different entities peaks at different times, and an initial inventory for a central agency is to be allocated. The entities (states) may share the critical resource with a different state under a risk-averse … Read more