Related papers: A Two Stage Stochastic Optimization Model for Port…
Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…
We present a decomposition method for stochastic programs with 0-1 variables in the second-stage with absolute semi-deviation (ASD) risk measure. Traditional stochastic programming models are risk-neutral where expected costs are considered…
This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict expected tactical descriptions of operational solutions (TDOSs). The…
Assemble-to-order approaches deal with randomness in demand for end items by producing components under uncertainty, but assembling them only after demand is observed. Such planning problems can be tackled by stochastic programming, but…
We present and analyze a three-stage stochastic optimization model that integrates output from a geoscience-based flood model with a power flow model for transmission grid resilience planning against flooding. The proposed model coordinates…
The cross-dock door design problem consists of deciding the strip and stack doors and nominal capacity of an entity under uncertainty. Inbound commodity flow from origin nodes is assigned to the strip doors, it is consolidated in the…
In this paper, we address the joint optimization of fleet size and mix, along with vehicle routing, under uncertain customer demand. We propose a two-stage stochastic mixed-integer programming model, where first-stage decisions concern the…
The worldwide economy and environmental sustainability depend on eff icient and reliable supply chains, in which container shipping plays a crucial role as an environmentally friendly mode of transport. Liner shipping companies seek to…
Aerodynamic optimization is ubiquitous in the design of most engineering systems interacting with fluids. A common approach is to optimize a performance function defined by a choice of an aerodynamic model, e.g., turbulence RANS model, and…
The problem of multi-area interchange scheduling in the presence of stochastic generation and load is considered. A new interchange scheduling technique based on a two-stage stochastic minimization of overall expected operating cost is…
Energy infrastructure planning under uncertainty has become increasingly complex as electrification, interdependence between energy carriers, decarbonization, and extreme weather events reshape long-term investment decisions. This paper…
In the aftermath of a hurricane, humanitarian logistics plays a critical role in delivering relief items to the affected areas in a timely fashion. This paper proposes a novel stochastic lookahead framework that implements a two-stage…
This paper addresses the Service Network Design (SND) problem for a logistics service provider (LSP) operating in a multimodal freight transport network, considering uncertain travel times and limited truck fleet availability. A two-stage…
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…
In this paper, we study pooling downstream beds across specialties in a stochastic operating room planning problem. The main sources of uncertainty are stochastic surgical durations and patients' lengths of stay. We developed a two-stage…
The bilevel facility location problem (BO-FLP) is one of the core optimization problems behind the design of many decentralized industrial systems, e.g., supply chain systems where a supplier constructs some critical facilities and then…
This paper presents a network-based multi-agent optimization model for the strategic planning of service facilities in a stochastic and competitive market. We focus on the type of service facilities that are of intermediate nature, i.e.,…
Mobility systems featuring shared vehicles are often unable to serve all potential customers, as the distribution of demand does not coincide with the positions of vehicles at any given time. System operators often choose to reposition…
In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…
This paper addresses the transmission network expansion planning problem under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby the worst-case operating cost is accounted for…