Ensuring the effective placement of firebreaks across the landscape is a critical issue in wildfire prevention, as their success relies on their ability to block the spread of future fires. To address this challenge, it is essential to recognize the stochastic nature of fires, which are highly unpredictable from start to finish. The issue is … Read more
Two-stage stochastic programs with binary recourse are challenging to solve and efficient solution methods for such problems have been limited. In this work, we generalize an existing binary decision diagram-based (BDD-based) approach of Lozano and Smith (Math. Program., 2018) to solve a special class of two-stage stochastic programs with binary recourse. In this setting, the … Read more
We present a novel machine learning-based approach to solving bilevel programs that involve a large number of independent followers, which as a special case include two-stage stochastic programming. We propose an optimization model that explicitly considers a sampled subset of followers and exploits a machine learning model to estimate the objective values of unsampled followers. … Read more
In air transportation, container crossdocking refers to a loaded container that is transferred at an airport from an incoming flight to an outgoing flight without handling the freight on the container. It reduces handling time and handling cost relative to unloading the container and sorting the freight, and is an economical alternative if a sufficient … Read more
Stochastic programming is a powerful modeling framework for decision-making under uncertainty. In this work, we tackle two-stage stochastic programs (2SPs), the most widely applied and studied class of stochastic programming models. Solving 2SPs exactly requires evaluation of an expected value function that is computationally intractable. Additionally, having a mixed-integer linear program (MIP) or a nonlinear … Read more
Crowd-shipping is an emergent solution to avoid the negative effects caused by the growing demand for last-mile delivery services. Previous research has studied crowd-shipping typically at an operational planning level. However, the study of support infrastructure within a city logistics framework has been neglected, especially from a strategic perspective. We investigate a crowd-sourced last-mile parcel … Read more
In a telecommunication network, Routing and Wavelength Assignment (RWA) is the problem of finding lightpaths for incoming connection requests. When facing a dynamic traffic, greedy assignment of lightpaths to incoming requests based on predefined deterministic policies leads to a fragmented network that cannot make use of its full capacity due to stranded bandwidth. At this … Read more
Distributionally robust optimization (DRO) is a mathematical framework to incorporate ambiguity over the actual data-generating probability distribution. Data-driven DRO problems based on the Wasserstein distance are of particular interest for their sound mathematical properties. For right-hand-sided uncertainty, however, existing methods rely on dual vertex enumeration rendering the problem intractable in practical applications. In this context, … Read more
Distributionally robust optimization is a popular modeling paradigm in which the underlying distribution of the random parameters in a stochastic optimization model is unknown. Therefore, hedging against a range of distributions, properly characterized in an ambiguity set, is of interest. We study two-stage stochastic programs with linear recourse in the context of distributional ambiguity, and … Read more
We present an approach to regularize and approximate solution mappings of parametric convex optimization problems that combines interior penalty (log-barrier) solutions with Tikhonov regularization. Because the regularized mappings are single-valued and smooth under reasonable conditions, they can be used to build a computationally practical smoothing for the associated optimal value function. The value function in … Read more