Robust Concave Utility Maximization over a Chance-Constraint

This paper, for the first time, studies an expected utility problem with a chance constraint with incomplete information on a decision maker’s utility function. The model maximizes the worst-case expected utility of random outcome over a set of concave functions within a novel ambiguity set while satisfying a chance constraint with a given probability. To … Read more

Submodular Minimization in the Context of Modern LP and MILP Methods and Solvers

We consider the application of mixed-integer linear programming (MILP) solvers to the minimization of submodular functions. We evaluate common large-scale linear-programming (LP) techniques (e.g., column generation, row generation, dual stabilization) for solving a LP reformulation of the submodular minimization (SM) problem. We present heuristics based on the LP framework and a MILP solver. We evaluated … Read more

A Compact Linearisation of Euclidean Single Allocation Hub Location Problems

Hub location problems are strategic network planning problems. They formalise the challenge of mutually exchanging shipments between a large set of depots. The aim is to choose a set of hubs (out of a given set of possible hubs) and connect every depot to a hub so that the total transport costs for exchanging shipments … Read more

A novel passenger recovery approach for the integrated airline recovery problem

Schedule disruptions require airlines to intervene through the process of recovery; this involves modifications to the planned schedule, aircraft routings, crew pairings and passenger itineraries. Passenger recovery is generally considered as the final stage in this process, and hence passengers experience unnecessarily large impacts resulting from flight delays and cancellations. Most recovery approaches considering passengers … Read more

Solving the integrated airline recovery problem using column-and-row generation

Airline recovery presents very large and difficult problems requiring high quality solutions within very short time limits. To improve computational performance, the complete airline recovery problem is generally formulated as a series of sequential stages. While the sequential approach greatly simplifies the complete recovery problem, there is no guarantee of global optimality or solution quality. … Read more