Related papers: Lotsize optimization leading to a $p$-median probl…
For statistical modeling wherein the data regime is unfavorable in terms of dimensionality relative to the sample size, finding hidden sparsity in the ground truth can be critical in formulating an accurate statistical model. The so-called…
In this paper we study the problem of locating a given number of hyperplanes minimizing an objective function of the closest distances from a set of points. We propose a general framework for the problem in which norm-based distances…
Facility location decisions significantly impact customer behavior and consequently the resulting demand in a wide range of businesses. Furthermore, sequentially realized uncertain demand enforces strategically determining locations under…
A common issue for companies is that the volume of product orders may at times exceed the production capacity. We formally introduce two novel problems dealing with the question which orders to discard or postpone in order to meet certain…
We analyze conditional optimization problems arising in discrete time Principal-Agent problems of delegated portfolio optimization with linear contracts. Applying tools from Conditional Analysis we show that some results known in the…
Routing and scheduling problems are fundamental problems in combinatorial optimization, and also have many applications. Most variations of these problems are NP-Hard, so we need to use heuristics to solve these problems on large instances,…
The p-median problem is a classic discrete location problem with several applications. It aims to open p sites while minimizing the sum of the distances of each client to its nearest open site. We study a Benders decomposition of the most…
In this work we investigate the problem of order batching and picker routing in storage areas. These are labour and capital intensive problems, often responsible for a substantial share of warehouse operating costs. In particular, we…
A lot of problems, from fields like sparse signal processing, statistics, portfolio selection, and machine learning, can be formulated as a cardinality constraint optimization problem. The cardinality constraint gives the problem a discrete…
We investigate an optimization problem that arises when working within the paradigm of Data-Driven Computational Mechanics. In the context of the diffusion-reaction problem, such an optimization problem seeks for the continuous primal…
Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…
We consider the problem of static assortment optimization, where the goal is to find the assortment of size at most $C$ that maximizes revenues. This is a fundamental decision problem in the area of Operations Management. It has been shown…
We consider several combinatorial optimization problems which combine the classic shop scheduling problems, namely open shop scheduling or job shop scheduling, and the shortest path problem. The objective of the obtained problem is to…
This paper addresses a mixed integer programming (MIP) formulation for the multi-item uncapacitated lot-sizing problem that is inspired from the trailer manufacturer. The proposed MIP model has been utilized to find out the optimum order…
This paper studies chance-constrained stochastic optimization problems with finite support. It presents an iterative method that solves reduced-size chance-constrained models obtained by partitioning the scenario set. Each reduced problem…
Internet search companies sell advertisement slots based on users' search queries via an auction. Advertisers have to determine how to place bids on the keywords of their interest in order to maximize their return for a given budget: this…
In this paper, we explore the challenge of assortment planning in the context of quick-commerce, a rapidly-growing business model that aims to deliver time-sensitive products. In order to achieve quick delivery to satisfy the immediate…
We introduce a solution scheme for portfolio optimization problems with cardinality constraints. Typical portfolio optimization problems are extensions of the classical Markowitz mean-variance portfolio optimization model. We solve such…
We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…
Due to numerous applications in retail and (online) advertising the problem of assortment selection has been widely studied under many combinations of discrete choice models and feasibility constraints. In many situations, however, an…