Related papers: A Catalog of Formulations for the Network Pricing …
The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an uncertainty set of demand models that the firm expects could be…
We present algorithms for multi-modal route planning in road and public transit networks, as well as in combined networks. Therefore, we explore the nearest neighbor and shortest path problem and propose solutions based on Cover-Trees, ALT…
This paper studies optimal pricing and rebalancing policies for Autonomous Mobility-on-Demand (AMoD) systems. We take a macroscopic planning perspective to tackle a profit maximization problem while ensuring that the system is…
Given $n$ pairs of points, $\mathcal{S} = \{\{p_1, q_1\}, \{p_2, q_2\}, \dots, \{p_n, q_n\}\}$, in some metric space, we study the problem of two-coloring the points within each pair, red and blue, to optimize the cost of a pair of…
Automatic bill payment is an important part of business operations in fintech companies. The practice of deduction was mainly based on the total amount or heuristic search by dividing the bill into smaller parts to deduct as much as…
We develop efficient algorithms for a fundamental network design problem arising in potential-based flow models, which are central to many energy transport networks (e.g., hydrogen and electricity). In contrast to classical network flow…
A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization problems and have been studied by both classical…
It is shown that optimal network plans can be obtained, naturally, as a limit of easier problems of point allocations. These problems are obtained by minimizing the mass transportation on the set of atomic measures of prescribed number of…
This paper examines the problem of real-time optimization of networked systems and develops online algorithms that steer the system towards the optimal trajectory without explicit knowledge of the system model. The problem is modeled as a…
System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…
We study the online constrained ranking problem motivated by an application to web-traffic shaping: an online stream of sessions arrive in which, within each session, we are asked to rank items. The challenge involves optimizing the ranking…
The events of the last few years revealed an acute need for tools to systematically model and analyze large financial networks. Many applications of such tools include the forecasting of systemic failures and analyzing probable effects of…
Routing problems are optimization problems that consider a set of goals in a graph to be visited by a vehicle (or a fleet of them) in an optimal way, while numerous constraints have to be satisfied. We present a solution based on…
We consider robust pricing and hedging for options written on multiple assets given market option prices for the individual assets. The resulting problem is called the multi-marginal martingale optimal transport problem. We propose two…
Increasing the connectivity of a graph is a pivotal challenge in robust network design. The weighted connectivity augmentation problem is a common version of the problem that takes link costs into consideration. The problem is then to find…
This paper presents a unified optimization-based path planning approach to efficiently compute locally optimal solutions to advanced path planning problems. The approach is motivated by first showing that a lattice-based path planner can be…
Significant development of ride-sharing services presents a plethora of opportunities to transform urban mobility by providing personalized and convenient transportation while ensuring efficiency of large-scale ride pooling. However, a core…
This paper considers the vehicle routing problem with stochastic demands (VRPSD) under optimal restocking. We develop an exact algorithm that is effective for solving instances with many vehicles and few customers per route. In our…
Adaptive robust optimization problems have received significant attention in recent years, but remain notoriously difficult to solve when recourse decisions are discrete in nature. In this paper, we propose new reformulation techniques for…
Optimization problems over dynamic networks have been extensively studied and widely used in the past decades to formulate numerous real-world problems. However, (1) traditional optimization-based approaches do not scale to large networks,…