Optimization Online


Applications — OR and Management Sciences Submissions - 2015

January 2015

Real Options: A Survey
Elcin Cetinkaya, Aurelie Thiele

Information Gap Decision Theory Based OPF With HVDC Connected Wind Farms
rabiee abbas, Alireza Soroudi, andrew keane

The Continuous Time Service Network Design Problem
Natashia Boland, Michael Hewitt, Luke Marshall, Martin Savelsbergh

New Lower Bounds for Semi-online Scheduling on Two Uniform Machines with Known Optimum
György Dósa, Armin Fügenschuh, Zhiyi Tan, Zsolt Tuza, Krzysztof Wesek

The impact of wind uncertainty on the strategic valuation of distributed electricity storage
Pedro Crespo Del Granado, Stein W. Wallace, Zhan Pang

Production and Logistics
A Semidefinite Opimization Approach to the Target Visitation Problem
Philipp Hungerländer

Production and Logistics
New Semidefinite Programming Relaxations for the Linear Ordering and the Traveling Salesman Problem
Philipp Hungerländer

Robust Inventory Routing with Flexible Time Window Allocation
Chengliang Zhang, George Nemhauser, Joel Sokol, Myun-Seok Cheon, Dimitri Papageorgiou

Regret Analysis of Block Coordinate Gradient Methods for Online Convex Programming
Hua Xiaoqin , Katomoto So, Yamashita Nobuo

Minimizing Risk Exposure when the Choice of a Risk Measure is Ambiguous
Erick Delage, Jonathan Y. Li

February 2015

Production and Logistics
A Polyhedral Study of Two-Period Relaxations for Big-Bucket Lot-Sizing Problems: Zero Setup Case
Mahdi Doostmohammadi, Kerem Akartunali

From Predictive to Prescriptive Analytics
Dimitris Bertsimas, Nathan Kallus

The carbon leakage effect on the cement sector under different climate policies
Elisabetta Allevi, Giorgia Oggioni, Riccardi Rossana, Rocco Marco

A mixed integer programming approach to reduce fuel load accumulation for prescribed burn planning
Ramya Rachmawati, Melih Ozlen, John Hearne, Karin Reinke

Finance and Economics
Multi-period portfolio optimization with alpha decay
Kartik Sivaramakrishnan, Vishv Jeet, Dieter Vandenbussche

An Overview on Mathematical Programming Approaches for the Deterministic Unit Commitment Problem in Hydro Valleys
Raouia Taktak, Claudia D'Ambrosio

Production and Logistics
Perfect dimensional ratios and optimality of some empirical numerical standards
David Kisets

March 2015

Supply Chain Management
Asymptotic optimality of Tailored Base-Surge policies in dual-sourcing inventory systems
Linwei Xin, David A. Goldberg

Optimization Problems in Natural Gas Transportation Systems: A State-of-the-Art Review
Roger Z. Ríos-Mercado, Conrado Borraz-Sánchez

Finance and Economics
Transmission and Generation Investment in Electricity Markets: The Effects of Market Splitting and Network Fee Regimes
Grimm Veronika, Martin Alexander, Schmidt Martin, Weibelzahl Martin, Zöttl Gregor

Stochastic versus Robust Optimization for a Transportation Problem
Francesca Maggioni, Florian Potra, Marida Bertocchi

Solving Classical and New Single Allocation Hub Location Problems on Euclidean Data
J. Fabian Meier, Uwe Clausen

Time Dependent Traveling Salesman Problem with Time Windows: Properties and an Exact Algorithm
Anna Arigliano, Gianpaolo Ghiani, Antonio Grieco, Emanuela Guerriero

Robust Testing for Causal Inference in Natural Experiments
Md. Noor-E-Alam, Cynthia Rudin

Production and Logistics
The One-Dimensional Dynamic Dispatch Waves Problem
Mathias Klapp, Alan L Erera, Alejandro Toriello

An ILP-based local search procedure for the VRP with pickups and deliveries
Agustin Montero, Juan Jose Miranda-Bront, Isabel Mndez-Daz

A cluster-first route-second approach for the Swap Body Vehicle Routing Problem
Juan Jose Miranda-Bront, Brian Curcio, Isabel Mndez-Daz, Agustin Montero, Federico Pousa, Paula Zabala

Convex Hull Pricing in Electricity Markets: Formulation, Analysis, and Implementation Challenges
Dane Schiro, Tongxin Zheng, Feng Zhao, Eugene Litvinov

April 2015

Compromise Ratio with weighting functions in a Tabu Search multi-criteria approach to examination timetabling
Tiago Cardal Pais, Paula Alexandra Amaral

An MILP-MINLP decomposition method for the global optimization of a source based model of the multiperiod blending problem
Irene Lotero, Francisco Trespalacios, Ignacio E. Grossmann, Dimitri J. Papageorgiou, Myun-Seok Cheon

A mean-risk MINLP for transportation network protection
Jie Lu, Yongxi Huang, Akshay Gupte

May 2015

Production and Logistics
Mathematical Models for Multi Container Loading Problems
Teresa Alonso, Ramn Alvarez-valdes, Manuel Iori, Francisco Parreo, Jose Manuel Tamarit

June 2015

A data-driven, distribution-free, multivariate approach to the price-setting newsvendor problem
Pavithra Harsha, Ramesh Natarajan, Dharmashankar Subramanian

Solving the Probabilistic Traveling Salesman Problem by Linearising a Quadratic Approximation
J. Fabian Meier, Uwe Clausen

The Time Dependent Traveling Salesman Planning Problem in Controlled Airspace
Fabio Furini, Carlo Alfredo Persiani, Paolo Toth

Convex Relaxations for Gas Expansion Planning
Conrado Borraz-Sanchez, Russell Bent, Scott Backhaus, Hassan Hijazi, Pascal Van Hentenryck

A disjunctive convex programming approach to the pollution routing problem
Ricardo Fukasawa, Qie He, Yongjia Song

Improving Large Scale Day-ahead Security Constrained Unit Commitment Performance
Yonghong Chen, Aaron Casto, Fengyu Wang, Qianfan Wang, Xing Wang, Jie Wan

July 2015

The Value of Stochastic Programming in Day-Ahead and Intraday Generation Unit Commitment
Tim Schulze, Ken McKinnon

The Hybrid Vehicle Routing Problem
Simona Mancini

Finance and Economics
Penalty PALM Method for Cardinality Constrained Portfolio Selection Problems
Yue Teng, Li Yang, Bo Yu, Xiaoliang Song

Supply Chain Management
On the unimodality of METRIC Approximation subject to normally distributed demands
Thibaut Barthelemy

Finance and Economics
Multi-period fund performance evaluation: A dynamic network DEA approach with diversification and the directional distance function
Ruiyue Lin, Zhiping Chen, Qianhui Hu

A directional distance based super-efficiency DEA model handling negative data
Ruiyue Lin, Zhiping Chen

Solving Single Allocation Hub Location Problems with Stepwise Cost Function
Borzou Rostami, J. Fabian Meier, Christoph Buchheim, Uwe Clausen

August 2015

Airline Optimization
Mixed Integer Second-Order Cone Programming for the Horizontal and Vertical Free-flight Planning Problem
Zhi Yuan, Liana Amaya Moreno, Armin Fgenschuh, Anton Kaier, Amina Mollaysa, Swen Schlobach

Duality in Two-stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds
Dimitris Bertsimas, Frans de Ruiter

Robust Dual Response Optimization
İhsan Yanıkoğly, Dick den Hertog, Jack Kleijnen

A Polyhedral Study of the Integrated Minimum-Up/-Down Time and Ramping Polytope
Kai Pan, Yongpei Guan

Finance and Economics
Peak-Load Pricing on a Network
Veronika Grimm, Lars Schewe, Martin Schmidt, Gregor Zttl

September 2015

An Improved MIP Formulation for the Unit Commitment Problem
Semih Atakan, Guglielmo Lulli, Suvrajeet Sen

A Stochastic Programming Approach for Shelter Location and Evacuation Planning
Vedat Bayram, Hande Yaman

Constrained Minkowski Sums of Polyhedra with an Application in Unit Commitment
Ben Knueven, Jim Ostrowski, Jianhui Wang

A Quantitative Comparison of Risk Measures
Alois Pichler

Improving Public Transport Accessibility via Provision of a Dial-a-Ride Shuttle-Bus Service, Incorporating Passenger Travel-Mode Heterogeneity
Michelle Dunbar, Amirah Rahman

Controlled Markov Chains with AVaR Criteria for Unbounded Costs
Kerem Ugurlu

The Power Edge Set problem
Pierre-Louis Poirion, Sonia Toubaline, Claudia D'Ambrosio, Leo Liberti

October 2015

Polynomial SDP Cuts for Optimal Power Flow
Hassan Hijazi, Carleton Coffrin, Pascal Van Hentenryck

Production and Logistics
Mixed Integer Programming for the Global Solution of the Economic Load Dispatch Problem With Valve-Point Effect
P.-A. Absil, Michael Azzam, Augustin Lefvre, S. Easter Selvan

Steiner tree network scheduling with opportunity cost of time
Fabien Cornillier

A Sample-gradient-based Algorithm for a Multiple-OR and PACU Surgery Scheduling Problem
Miao Bai, R. H Storer, G. L. Tonkay

November 2015

Free-Floating Bike Sharing: Solving Real-life Large-scale Static Rebalancing Problems
Aritra Pal, Yu Zhang

Finance and Economics
Estimating Portfolio Loss Probabilities with Optimal Risk Loading Coefficients and Fixed Dependency among Obligors
Xi He, Ioannis Akrotirianakis, Amit Chakraborty

Network Design Problem with Relays
Baris Yildiz, Oya Karasan, Hande Yaman

December 2015

A Multi-Objective approach to visualize proportions and similarities between individuals by rectangular maps
Emilio Carrizosa, Vanesa Guerrero, Dolores Romero Morales

Visualizing data as objects by DC (difference of convex) optimization
Emilio Carrizosa, Vanesa Guerrero, Dolores Romero Morales

Application of the Laminar Navier-Stokes Equations for Solving 2D and 3D Pathfinding Problems. Implementation and validation with Finite Element Methods.
Benjamin Ivorra

Robust Nonparametric Testing for Causal Inference in Observational Studies
Md. Noor-E-Alam, Cynthia Rudin

Strengthening the SDP Relaxation of AC Power Flows with Convex Envelopes, Bound Tightening, and Lifted Nonlinear Cuts
Carleton Coffrin, Hassan Hijazi, Pascal Van Hentenryck

Shelter Location and Evacuation Route Assignment under Uncertainty: A Benders Decomposition Approach
Vedat Bayram, Hande Yaman

Bulk Ship Fleet Renewal and Deployment under Uncertainty: A Multi-Stage Stochastic Programming Approach
Ayse N. Arslan, Dimitri J. Papageorgiou

In finite Horizon Optimal Policy for an Inventory System
Mabel C Chou, Chee-Khian Sim, Xue-Ming Yuan

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