Related papers: Stochastic Vehicle Routing with Recourse
In this paper, we are concerned with the automated exchange of orders between logistics companies in a marketplace platform to optimize total revenues. We introduce a novel multi-agent approach to this problem, focusing on the Collaborative…
Temporal dependencies between customer visits, such as synchronization constraints, pose a fundamental challenge in vehicle routing. These dependencies, which arise in applications such as home healthcare routing, aircraft scheduling, and…
Given a metric $(V,d)$ and a $\textsf{root} \in V$, the classic $\textsf{$k$-TSP}$ problem is to find a tour originating at the $\textsf{root}$ of minimum length that visits at least $k$ nodes in $V$. In this work, motivated by applications…
We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algorithms. In the latter case, these are the first second-order…
The Electric Vehicle Routing Problem (EVRP) extends the classical Vehicle Routing Problem (VRP) to reflect the growing use of electric and hybrid vehicles in logistics. Due to the variety of constraints considered in the literature,…
We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…
The main focus of this paper is radius-based (supplier) clustering in the two-stage stochastic setting with recourse, where the inherent stochasticity of the model comes in the form of a budget constraint. In addition to the standard…
The paper investigates stochastic resource allocation problems with scarce, reusable resources and non-preemtive, time-dependent, interconnected tasks. This approach is a natural generalization of several standard resource management…
The availability of massive vehicle trajectory data enables the modeling of road-network constrained movement as travel-cost distributions rather than just single-valued costs, thereby capturing the inherent uncertainty of movement and…
The application of learning based methods to vehicle routing problems has emerged as a pivotal area of research in combinatorial optimization. These problems are characterized by vast solution spaces and intricate constraints, making…
We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…
This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along…
We consider a generic empirical composition optimization problem, where there are empirical averages present both outside and inside nonlinear loss functions. Such a problem is of interest in various machine learning applications, and…
Mobility-on-demand (MoD) ridesharing is a promising way to improve the occupancy rate of personal vehicles and reduce traffic congestion and emissions. Maximizing the number of passengers served and maximizing a profit target are major…
We study stochastic convex optimization under infinite noise variance. Specifically, when the stochastic gradient is unbiased and has uniformly bounded $(1+\kappa)$-th moment, for some $\kappa \in (0,1]$, we quantify the convergence rate of…
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…
We study the problem of deploying a fleet of mobile robots to service tasks that arrive stochastically over time and at random locations in an environment. This is known as the Dynamic Vehicle Routing Problem (DVRP) and requires robots to…
Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…
We consider the following two deterministic inventory optimization problems over a finite planning horizon $T$ with non-stationary demands. (a) Submodular Joint Replenishment Problem: This involves multiple item types and a single retailer…
There is a recent surge of interest in nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem in the purpose of efficiency and scalability. Compared with the original convex formulations,…