Related papers: On the Power of Static Assignment Policies for Rob…
The facility location problem is a well-known challenge in logistics that is proven to be NP-hard. In this paper we specifically simulate the geographical placement of facilities to provide adequate service to customers. Determining…
In this work, we consider two-stage quadratic optimization problems under ellipsoidal uncertainty. In the first stage, one needs to decide upon the values of a subset of optimization variables (control variables). In the second stage, the…
In two-stage robust optimization the solution to a problem is built in two stages: In the first stage a partial, not necessarily feasible, solution is exhibited. Then the adversary chooses the "worst" scenario from a predefined set of…
Various real-life planning problems require making upfront decisions before all parameters of the problem have been disclosed. An important special case of such problem especially arises in scheduling and staff rostering problems, where a…
We consider a truthful facility location problem with agents that have private positions on the line of real numbers and known optional preferences over two obnoxious facilities that must be placed at locations chosen from a given set of…
We study the optimal power flow problem with switching (or, equivalently, the line expansion problem) under demand uncertainty. Specifically, we consider the line-use variables at the first stage and the current- or power-flow at the second…
Resource allocation for cloud services is a complex task due to the diversity of the services and the dynamic workloads. One way to address this is by overprovisioning which results in high cost due to the unutilized resources. A much more…
We investigate a simple approximation scheme, based on overlapping linear decision rules, for solving data-driven two-stage distributionally robust optimization problems with the type-$\infty$ Wasserstein ambiguity set. Our main result…
We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…
Renewable energy sources such as wind and solar have received much attention in recent years and large amount of renewable generation is being integrated to the electricity networks. A fundamental challenge in power system operation is to…
We consider a logistics planning problem of prepositioning relief items in preparation for an impending hurricane landfall. This problem is modeled as a multiperiod network flow problem where the objective is to minimize the logistics cost…
Location Routing is a fundamental planning problem in logistics, in which strategic location decisions on the placement of facilities (depots, distribution centers, warehouses etc.) are taken based on accurate estimates of operational…
Robust optimization is an established framework for modeling optimization problems with uncertain parameters. While static robust optimization is often criticized for being too conservative, two-stage (or adjustable) robust optimization…
Specifying a proper input distribution is often a challenging task in simulation modeling. In practice, there may be multiple plausible distributions that can fit the input data reasonably well, especially when the data volume is not large.…
We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the…
Making decisions about the structure of a future military fleet is a challenging task. Several issues need to be considered such as the existence of multiple competing objectives and the complexity of the operating environment. A particular…
In this paper we introduce a continuous time multi stage stochastic optimization for scheduling generating units, their commitment, reserve capacities and their continuous time generation profiles in the day-ahead wholesale electricity…
We consider robust resource allocation of services in Clouds. More specifically, we consider the case of a large public or private Cloud platform that runs a relatively small set of large and independent services. These services are…
We consider a two-stage distributionally robust optimization (DRO) model with multimodal uncertainty, where both the mode probabilities and uncertainty distributions could be affected by the first-stage decisions. To address this setting,…
We study a truthful facility location problem where one out of $k\geq2$ available facilities must be built at a location chosen from a set of candidate ones in the interval $[0,1]$. This decision aims to accommodate a set of agents with…