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We develop a novel mathematical programming approximation framework to tackle the stochastic knapsack problem. In this problem, the decision maker considers items for which either weights or values, or both, are random. The aim is to select…
Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often such flexible policies are not desirable, and the…
In this study, we consider two classes of multicriteria two-stage stochastic programs in finite probability spaces with multivariate risk constraints. The first-stage problem features a multivariate stochastic benchmarking constraint based…
In this paper we extend the well-known L-Shaped method to solve two-stage stochastic programming problems with decision-dependent uncertainty. The method is based on a novel, unifying, formulation and on distribution-specific optimality and…
The world is dynamic and changes over time, thus any optimization problem used to model real life problems must address this dynamic nature, taking into account the cost of changes to a solution over time. The multistage model was…
We consider a two-stage stochastic optimization problem, in which a long-term optimization variable is coupled with a set of short-term optimization variables in both objective and constraint functions. Despite that two-stage stochastic…
Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…
Packing and vehicle routing problems play an important role in the area of supply chain management. In this paper, we introduce a non-linear knapsack problem that occurs when packing items along a fixed route and taking into account travel…
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 used class of stochastic programming models. Solving 2SPs exactly…
We consider the problem of preparing for a disaster season by determining where to open warehouses and how much relief item inventory to preposition in each. Then, after each disaster, prepositioned items are distributed to demand nodes…
Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the…
Cutting and packing problems are present in many, at first glance unconnected, areas, therefore it's beneficial to have a good understanding of their underlying structure, to select proper techniques for finding solutions. Cutting and…
Quantum process tomography is a critical task for characterizing the dynamics of quantum systems and achieving precise quantum control. In this paper, we propose a two-stage solution for both trace-preserving and non-trace-preserving…
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 use of Lagrangian cuts proves effective in enhancing the lower bound of the master problem within the execution of benders-type algorithms, particularly in the context of two-stage stochastic programs. However, even the process of…
This article aims to explain the Nested Benders algorithm for the solution of large-scale stochastic programming problems in a way that is intelligible to someone coming to it for the first time. In doing so it gives an explanation of…
The unbounded knapsack problem with bounded weights is a variant of the well-studied variant of the traditional binary knapsack problem; key changes being the relaxation of the binary constraint and allowing the unit weights of each item to…
The cross dock door design problem consists of deciding on the number and capacity of inbound and outbound doors for receiving product pallets from origin nodes and exiting them to destination nodes. The uncertainty, realized in scenarios,…
3D printing is considered the future of production systems and one of the physical elements of the Fourth Industrial Revolution. 3D printing will significantly impact the product lifecycle, considering cost, energy consumption, and carbon…
In this paper we consider the discounted 0-1 knapsack problem (DKP), which is an extension of the classical knapsack problem where a set of items is decomposed into groups of three items. At most one item can be chosen from each group and…