Related papers: A compact reformulation of the two-stage robust re…
Two-stage risk-averse distributionally robust optimization (DRO) problems are ubiquitous across many engineering and business applications. Despite their promising resilience, two-stage DRO problems are generally computationally…
Healthcare systems are facing serious challenges in balancing their human resources to cope with volatile service demand, while at the same time providing necessary job satisfaction to the healthcare workers. We propose in this paper a…
This study investigates scheduling strategies for the stochastic resource-constrained project scheduling problem with maximal time lags (SRCPSP/max)). Recent advances in Constraint Programming (CP) and Temporal Networks have reinvoked…
Structuring ambiguity sets in Wasserstein-based distributionally robust optimization (DRO) can improve their statistical properties when the uncertainty consists of multiple independent components. The aim of this paper is to solve…
Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…
This work presents a hybrid approach to solve the maximum stable set problem, using constraint and semidefinite programming. The approach consists of two steps: subproblem generation and subproblem solution. First we rank the variable…
We consider a multiperiod stochastic capacitated facility location problem under uncertain demand and budget in each period. Using a scenario tree representation of the uncertainties, we formulate a multistage stochastic integer program to…
We investigate the complexity of bilevel combinatorial optimization with uncertainty in the follower's objective, in a robust optimization approach. We show that the robust counterpart of the bilevel problem under interval uncertainty can…
Long-term reservoir management often uses bounds on the reservoir level, between which the operator can work. However, these bounds are not always kept up-to-date with the latest knowledge about the reservoir drainage area, and thus become…
We study capacity- and budget-constrained multi-agent MDPs (CB-MA-MDPs), a class that captures many maintenance and scheduling tasks in which each agent can irreversibly fail and a planner must decide (i) when to apply a restorative action…
The resource management of a phase array system capable of multiple target tracking and surveillance is critical for the realization of its full potential. Present work aims to improve the performance of an existing method, time-balance…
Day-ahead scheduling of electricity generation or unit commitment is an important and challenging optimization problem in power systems. Variability in net load arising from the increasing penetration of renewable technologies have…
An acceptable response time of a server is an important aspect in many client-server applications; this is evident in situations in which the server is overloaded by many computationally intensive requests. In this work, we consider that…
The presented work addresses two-stage stochastic programs (2SPs), a broadly applicable model to capture optimization problems subject to uncertain parameters with adjustable decision variables. In case the adjustable or second-stage…
Two-stage bipartite matching is a fundamental problem of optimization under uncertainty introduced by Feng, Niazadeh, and Saberi (2021), who study it under the stochastic and adversarial paradigms of uncertainty. We propose a method to…
Obtaining a viable schedule baseline that meets all project constraints is one of the main issues for project managers. The literature on this topic focuses mainly on methods to obtain schedules that meet resource restrictions and, more…
This article studies the problem of modifying the action ordering of a plan in order to optimise the plan according to various criteria. One of these criteria is to make a plan less constrained and the other is to minimize its parallel…
The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very…
Scheduling Bag-of-Tasks (BoT) applications on the cloud can be more challenging than grid and cluster environ- ments. This is because a user may have a budgetary constraint or a deadline for executing the BoT application in order to keep…
In bilevel optimization problems, a leader and a follower make their decisions in a hierarchy, and both decisions may influence each other. Usually one assumes that both players have full knowledge also of the other player's data. In a more…