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Vilnius University
1.
Dumskis,
Valerijonas.
Analysis and application of methods for search of
stochastic equilibrium.
Degree: PhD, Informatics
Engineering, 2014, Vilnius University
URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140630_153939-93655
;
► The research subject of the dissertation is the analysis of the model of heterogenous agents and its application for modelling stochastic Nash and Stackelberg equilibriums,…
(more)
▼ The research subject of the dissertation is
the analysis of the model of heterogenous agents and its
application for modelling stochastic Nash and Stackelberg
equilibriums, applying the Monte Carlo method. The aim of the
dissertation is to identify the impact of heterogeneous agents on
the formation of the economic bubble, to create and examine
algorithms for special bilevel stochastic programming problems and
for search of the stochastic Nash equilibrium, applying the Monte
Carlo method. The thesis offers a mathematical model for
identification of the beginning of the bubble. This model has been
applied for the analysis of the real estate bubble in Lithuania. In
cases of uncertainty, decisions are often made by several
individuals whose interests do not coincide. In such situations one
of the concepts of the equilibrium is the stochastic Nash
equilibrium. The dissertation examines the stochastic Nash
equilibrium and offers the algorithm for gradient search of this
equilibrium. The algorithm for gradient search of the stochastic
Nash equilibrium was examined by solving the problem of electricity
market with precedent agreements. The dissertation offers the
algorithm for solving the optimization problem where the objective
function and constraints contain conditional value at risk and by
solving the test problem the behaviour of the algorithm is
investigated. The dissertation proposes the algorithm for solving
the two stage stochastic linear problem, employing the method of...
[to full text]
Disertacijos objektas – heterogeninių agentų
modelio tyrimas ir taikymas stochastinėms Nešo ir Stakelbergo
pusiausvyroms modeliuoti Monte Karlo metodu. Darbo tikslas –
nustatyti heterogeninių agentų įtaką ekonominio burbulo
susidarymui, sukurti ir ištirti dviejų lygių stochastinio
programavimo specialių uždavinių bei stochastinės Nešo pusiausvyros
paieškos Monte Karlo algoritmus. Netvarių būsenų (burbulų ir jų
griūčių) identifikavimas labai svarbus ekonomikai bei finansams.
Disertacijoje pateiktas burbulo pradžios identifikavimo matematinis
modelis, kurį taikant buvo ištirtas Lietuvos nekilnojamojo turto
burbulas. Esant neapibrėžtumui, sprendimus dažnai priima keli
individai, kurių interesai nesutampa. Tokiose situacijose taikoma
viena iš pusiausvyros koncepcijų, būtent, stochastinė Nešo
pusiausvyra. Darbe ištirta stochastinė Nešo pusiausvyra ir
pasiūlytas jos gradientinės paieškos algoritmas. Stochastinės Nešo
pusiausvyros gradientinės paieškos algoritmas ištirtas sprendžiant
elektros rinkos su išankstiniais sandoriais uždavinį. Optimizavimo
uždavinys, kurio tikslo funkcijoje ir ribojimuose yra sąlyginės
rizikos reikšmė yra dviejų lygių stochastinio programavimo
uždavinys. Disertacijoje pasiūlytas tokio uždavinio sprendimo
algoritmas ir testiniu uždaviniu ištirta jo elgsena. Jei
stochastinis dviejų etapų tiesinis uždavinys sprendžiamas
reikšmingų imčių metodu, tai gaunamas dviejų lygių stochastinio
programavimo uždavinys. Disertacijoje pasiūlytas stochastinio
dviejų etapų... [toliau žr. visą tekstą]
Advisors/Committee Members: ŽILINSKAS, ANTANAS (Doctoral dissertation committee chair), AUGUTIS, JUOZAS (Doctoral dissertation committee member), DUČINSKAS, KĘSTUTIS (Doctoral dissertation committee member), MARCINKEVIČIUS, VIRGINIJUS (Doctoral dissertation committee member), ZAVADSKAS, EDMUNDAS KAZIMIERAS (Doctoral dissertation committee member), BAREIŠA, EDUARDAS (Doctoral dissertation opponent), JAKAITIENĖ, AUDRONĖ (Doctoral dissertation opponent), SAKALAUSKAS, LEONIDAS (Doctoral dissertation supervisor), BELOVAS, IGORIS (Doctoral dissertation opponent), JAKAITIENĖ, AUDRONĖ (Doctoral dissertation opponent).
Subjects/Keywords: Stochastic
equilibrium; Stackelberg; Nash
equilibriums; Bilevel stochastic programming
problem; Stochastinė
pusiausvyra; Stakelbergo; Nešo
pusiausvyros; Dviejų lygių stochastinis
uždavinys
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
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to Zotero / EndNote / Reference
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APA (6th Edition):
Dumskis,
Valerijonas. (2014). Analysis and application of methods for search of
stochastic equilibrium. (Doctoral Dissertation). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140630_153939-93655 ;
Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Chicago Manual of Style (16th Edition):
Dumskis,
Valerijonas. “Analysis and application of methods for search of
stochastic equilibrium.” 2014. Doctoral Dissertation, Vilnius University. Accessed January 17, 2021.
http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140630_153939-93655 ;.
Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
MLA Handbook (7th Edition):
Dumskis,
Valerijonas. “Analysis and application of methods for search of
stochastic equilibrium.” 2014. Web. 17 Jan 2021.
Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Vancouver:
Dumskis,
Valerijonas. Analysis and application of methods for search of
stochastic equilibrium. [Internet] [Doctoral dissertation]. Vilnius University; 2014. [cited 2021 Jan 17].
Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140630_153939-93655 ;.
Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Council of Science Editors:
Dumskis,
Valerijonas. Analysis and application of methods for search of
stochastic equilibrium. [Doctoral Dissertation]. Vilnius University; 2014. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140630_153939-93655 ;
Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Iowa State University
2.
Rahdar, Mohammad.
Three essays on multi-level optimization models and applications.
Degree: 2016, Iowa State University
URL: https://lib.dr.iastate.edu/etd/15795
► The general form of a multi-level mathematical programming problem is a set of nested optimization problems, in which each level controls a series of decision…
(more)
▼ The general form of a multi-level mathematical programming problem is a set of nested optimization problems, in which each level controls a series of decision variables independently. However, the value of decision variables may also impact the objective function of other levels. A two-level model is called a bilevel model and can be considered as a Stackelberg game with a leader and a follower. The leader anticipates the response of the follower and optimizes its objective function, and then the follower reacts to the leader's action.
The multi-level decision-making model has many real-world applications such as government decisions, energy policies, market economy, network design, etc. However, there is a lack of capable algorithms to solve medium and large scale these types of problems. The dissertation is devoted to both theoretical research and applications of multi-level mathematical programming models, which consists of three parts, each in a paper format.
The first part studies the renewable energy portfolio under two major renewable energy policies. The potential competition for biomass for the growth of the renewable energy portfolio in the United States and other interactions between two policies over the next twenty years are investigated. This problem mainly has two levels of decision makers: the government/policy makers and biofuel producers/electricity generators/farmers. We focus on the lower-level problem to predict the amount of capacity expansions, fuel production, and power generation. In the second part, we address uncertainty over demand and lead time in a multi-stage mathematical programming problem. We propose a two-stage tri-level optimization model in the concept of rolling horizon approach to reducing the dimensionality of the multi-stage problem. In the third part of the dissertation, we introduce a new branch and bound algorithm to solve bilevel linear programming problems. The total time is reduced by solving a smaller relaxation problem in each node and decreasing the number of iterations. Computational experiments show that the proposed algorithm is faster than the existing ones.
Subjects/Keywords: Algorithm design; bilevel programming problem; Multi-level programming problem; Optimization; Industrial Engineering; Operational Research
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Rahdar, M. (2016). Three essays on multi-level optimization models and applications. (Thesis). Iowa State University. Retrieved from https://lib.dr.iastate.edu/etd/15795
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Rahdar, Mohammad. “Three essays on multi-level optimization models and applications.” 2016. Thesis, Iowa State University. Accessed January 17, 2021.
https://lib.dr.iastate.edu/etd/15795.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Rahdar, Mohammad. “Three essays on multi-level optimization models and applications.” 2016. Web. 17 Jan 2021.
Vancouver:
Rahdar M. Three essays on multi-level optimization models and applications. [Internet] [Thesis]. Iowa State University; 2016. [cited 2021 Jan 17].
Available from: https://lib.dr.iastate.edu/etd/15795.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Rahdar M. Three essays on multi-level optimization models and applications. [Thesis]. Iowa State University; 2016. Available from: https://lib.dr.iastate.edu/etd/15795
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Waterloo
3.
Gunter, Joshua.
The complexity of some set-partitioning formulations for the vehicle routing problem with stochastic demands.
Degree: 2020, University of Waterloo
URL: http://hdl.handle.net/10012/16479
► The capacitated vehicle routing problem with stochastic demands (CVRPSD) is a variant of the deterministic capacitated vehicle routing problem (CVRP). The CVRP consists of planning…
(more)
▼ The capacitated vehicle routing problem with stochastic demands (CVRPSD) is a variant of the deterministic capacitated vehicle routing problem (CVRP). The CVRP consists of planning routes for vehicles with a given capacity to deliver goods to a set of customers with known demands, with the goal being to find the cheapest such set of routes. In the CVRPSD, rather than being deterministic, customer demands are random variables from a given probability distribution. This creates the possibility of route failures, where the realized demand on a route is greater than the vehicle capacity. In this event, a recourse action following a pre-determined strategy must be taken. The goal is then to minimize the expected cost of the routes, i.e. the sum of the deterministic route lengths and expected additional costs incurred by recourse actions.
A common approach when solving the CVRPSD is to formulate it as a 2-stage stochastic programming problem. In this framework, the first stage is planning a set of routes, while the second stage is computing the expected cost of route failures. While edge-based formulations were the dominant approach originally, the success of set-partitioning formulations for related problems such as the CVRP and the vehicle routing problem with time windows led to research into developing similar formulations for the CVRPSD. These formulations contain an exponential number of variables, necessitating the use of column generation to solve them. In column generation, an additional optimization problem known as the pricing problem needs to be repeatedly solved when solving the current LP relaxation through the branch-and-bound tree.
The pricing problem for the deterministic CVRP is strongly NP-hard, and so to obtain tractable algorithms a relaxed version of the pricing problem which can be solved in pseudo-polynomial time is typically used. Similar methods for relaxing the pricing problem have been explored for the CVRPSD, but these make use of some simplifying assumptions for computing the expected cost of route failures, which needs to be done frequently when solving the pricing problem. In this thesis, we show that using these assumptions results in an ``approximate" pricing rather than ``exact" pricing, and present results on the hardness of performing exact pricing for set-partitioning formulations for the CVRPSD. Specifically, we show that when customer demands are given by a finite set of demand scenarios, exactly solving the pricing problem for the CVRPSD is strongly NP-hard. Additionally, we show that when customer demands are independent normal, under some assumptions there is a reduction from the Hamiltonian cycle problem to the pricing problem for the CVRPSD. This does not constitute a proof of strong NP-hardness due to the aforementioned assumptions required, but does suggest that even in this case the pricing problem may be harder than currently thought.
Subjects/Keywords: vehicle routing problem; stochastic programming; set partitioning
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Gunter, J. (2020). The complexity of some set-partitioning formulations for the vehicle routing problem with stochastic demands. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/16479
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Gunter, Joshua. “The complexity of some set-partitioning formulations for the vehicle routing problem with stochastic demands.” 2020. Thesis, University of Waterloo. Accessed January 17, 2021.
http://hdl.handle.net/10012/16479.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Gunter, Joshua. “The complexity of some set-partitioning formulations for the vehicle routing problem with stochastic demands.” 2020. Web. 17 Jan 2021.
Vancouver:
Gunter J. The complexity of some set-partitioning formulations for the vehicle routing problem with stochastic demands. [Internet] [Thesis]. University of Waterloo; 2020. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/10012/16479.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Gunter J. The complexity of some set-partitioning formulations for the vehicle routing problem with stochastic demands. [Thesis]. University of Waterloo; 2020. Available from: http://hdl.handle.net/10012/16479
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Southern California
4.
Wu, Teng.
A stochastic employment problem.
Degree: PhD, Industrial and Systems Engineering, 2013, University of Southern California
URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370
► This dissertation studied a Stochastic Assignment Problem, called “A Stochastic Employment Problem(SEP)”. There are n boxes having quota S =(S₁...Sn), that is box i needs…
(more)
▼ This dissertation studied a
Stochastic Assignment
Problem, called “A
Stochastic Employment
Problem(SEP)”. There are n
boxes having quota S =(S₁...Sn), that is box i needs Si balls, i =
1. . . n. Balls arrive sequentially,with each one having a binary
vector X = (X₁, X₂...Xn) attached, with the interpretation being
that if Xᵢ = 1 this ball is eligible to be put in box i, i = 1. . .
n. When a ball arrives, its vector is revealed and the ball is put
in one box for which it is eligible. Assuming the vectors are
independent and identically distributed among the successive balls,
this
problem continues until there are at least Si balls in box i,
for all i. The SEP could be applied to an organizational employment
decision
problem, with the interpretation being that the boxes are
the types of jobs and the balls are the job seekers, with Si
implying the number of type i jobs and X indicating which jobs a
seeker is qualified to take. ❧ Variations of the
Stochastic
Employment
Problem were considered. Such as, balls arrive according
to a renewal process and each box has a lifetime under a specified
distribution. Thus the SEP could be considered as a
stochastic
control
problem associated with a single server queuing system.
Therefore it could be applied to channel/processor scheduling in
telecommunication/computer industry. For example, in a time slotted
network, n users share one channel with user i having Si packets to
transmit i = 1. . . n, and X indicating which users are connected
hence able to transmit. The SEP could also be applied to an organ
transplant decision
problem, with the box lifetime being a
patient’s lifetime and the ball vector indicating which patients an
arriving organ fits.
Advisors/Committee Members: Ross, Sheldon M. (Committee Chair), Huang, Qiang (Committee Member), Zhang, Jianfeng (Committee Member), Dessouky, Maged M. (Committee Member), Toriello, Alejandro (Committee Member).
Subjects/Keywords: stochastic; assignment problem; sequential decision process; dynamic programming; simulation; optimization; applied probability modeling; stochastic dominance
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Wu, T. (2013). A stochastic employment problem. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370
Chicago Manual of Style (16th Edition):
Wu, Teng. “A stochastic employment problem.” 2013. Doctoral Dissertation, University of Southern California. Accessed January 17, 2021.
http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370.
MLA Handbook (7th Edition):
Wu, Teng. “A stochastic employment problem.” 2013. Web. 17 Jan 2021.
Vancouver:
Wu T. A stochastic employment problem. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2021 Jan 17].
Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370.
Council of Science Editors:
Wu T. A stochastic employment problem. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370

University of Houston
5.
Cho, Jaeyoung.
Maritime Vehicle Routing under Uncertainty: Liquefied Natural Gas Shipping and Offshore Pipeline Damage Assessment Problems.
Degree: PhD, Industrial Engineering, University of Houston
URL: http://hdl.handle.net/10657/3579
► Maritime vehicle routing and scheduling problem has been studied extensively in the context of risk mitigation. This dissertation addresses three maritime vehicle routing problems and…
(more)
▼ Maritime vehicle routing and scheduling
problem has been studied extensively in the context of risk mitigation. This dissertation addresses three maritime vehicle routing problems and its mathematical frameworks considering environmental uncertainty.
First, LNG shipping
problem is investigated considering LNG market change, ship construction technology advances and random boil-off gas (BOG) generation. This is formulated as a two-stage
stochastic mixed integer program. In the initial stage, a single production-inventory plan and routing schedule is determined before the realization of the random BOG generation. For every possible realization of the random BOG, the second-stage variables are represented by the amount of LNG surplus or shortage when an LNG carrier arrives at a regasification plant. This model provides a flexible transportation strategy reflecting LNG market trend and diversified LNG carrier specifications.
Second, LNG production-inventory planning and ship routing under random weather disruptions is discussed. This
problem is formulated to two optimization models: a two-stage
stochastic mixed integer
programming model and a parametric optimization model. The first one maximizes the overall expected revenue while minimizing disruption cost which results from extreme weathers. The second one, a parametric optimization model, attempts to reflect the decision maker's preference on risks by varying the ratio of revenue to on-time delivery. Therefore, a decision maker can have a 'what-if analysis' to compare multiple options for the final planning decision.
Stochastic production-inventory control constraints set is also developed which synchronizes production-inventory plan and LNG carrier routing schedule under weather disruption.
Lastly, offshore pipeline networks damage assessment
problem is discussed. In order to collect how/what might have caused pipeline damages by a weather disruption, multiple AUVs are pre-positioned at some selected underwater locations before the beginning of the extreme weather. Once the weather clears up, the pre-deployed AUVs start pipeline damage assessment. This
problem is formulated as a two-phased multiple AUVs pre-positioning and routing model. The first phase
problem is to determine optimum AUVs' pre-positioning locations considering maximum AUV operating distance and random weather impact. In the second phase, AUV paths are generated to scan the designated offshore pipeline networks while minimizing operating cost proportional to the number of pre-deployed AUVs.
Advisors/Committee Members: Lim, Gino J. (advisor), Peng, Jiming (committee member), Tekin, Eylem (committee member), Vipulanandan, Cumaraswamy (committee member), Nikolaou, Michael (committee member).
Subjects/Keywords: Vehicle Routing Problem; Stochastic Programming
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Cho, J. (n.d.). Maritime Vehicle Routing under Uncertainty: Liquefied Natural Gas Shipping and Offshore Pipeline Damage Assessment Problems. (Doctoral Dissertation). University of Houston. Retrieved from http://hdl.handle.net/10657/3579
Note: this citation may be lacking information needed for this citation format:
No year of publication.
Chicago Manual of Style (16th Edition):
Cho, Jaeyoung. “Maritime Vehicle Routing under Uncertainty: Liquefied Natural Gas Shipping and Offshore Pipeline Damage Assessment Problems.” Doctoral Dissertation, University of Houston. Accessed January 17, 2021.
http://hdl.handle.net/10657/3579.
Note: this citation may be lacking information needed for this citation format:
No year of publication.
MLA Handbook (7th Edition):
Cho, Jaeyoung. “Maritime Vehicle Routing under Uncertainty: Liquefied Natural Gas Shipping and Offshore Pipeline Damage Assessment Problems.” Web. 17 Jan 2021.
Note: this citation may be lacking information needed for this citation format:
No year of publication.
Vancouver:
Cho J. Maritime Vehicle Routing under Uncertainty: Liquefied Natural Gas Shipping and Offshore Pipeline Damage Assessment Problems. [Internet] [Doctoral dissertation]. University of Houston; [cited 2021 Jan 17].
Available from: http://hdl.handle.net/10657/3579.
Note: this citation may be lacking information needed for this citation format:
No year of publication.
Council of Science Editors:
Cho J. Maritime Vehicle Routing under Uncertainty: Liquefied Natural Gas Shipping and Offshore Pipeline Damage Assessment Problems. [Doctoral Dissertation]. University of Houston; Available from: http://hdl.handle.net/10657/3579
Note: this citation may be lacking information needed for this citation format:
No year of publication.

University of Edinburgh
6.
Qiang, Feng.
Parallel problem generation for structured problems in mathematical programming.
Degree: PhD, 2015, University of Edinburgh
URL: http://hdl.handle.net/1842/11688
► The aim of this research is to investigate parallel problem generation for structured optimization problems. The result of this research has produced a novel parallel…
(more)
▼ The aim of this research is to investigate parallel problem generation for structured optimization problems. The result of this research has produced a novel parallel model generator tool, namely the Parallel Structured Model Generator (PSMG). PSMG adopts the model syntax from SML to attain backward compatibility for the models already written in SML [1]. Unlike the proof-of-concept implementation for SML in [2], PSMG does not depend on AMPL [3]. In this thesis, we firstly explain what a structured problem is using concrete real-world problems modelled in SML. Presenting those example models allows us to exhibit PSMG’s modelling syntax and techniques in detail. PSMG provides an easy to use framework for modelling large scale nested structured problems including multi-stage stochastic problems. PSMG can be used for modelling linear programming (LP), quadratic programming (QP), and nonlinear programming (NLP) problems. The second part of this thesis describes considerable thoughts on logical calling sequence and dependencies in parallel operation and algorithms in PSMG. We explain the design concept for PSMG’s solver interface. The interface follows a solver driven work assignment approach that allows the solver to decide how to distribute problem parts to processors in order to obtain better data locality and load balancing for solving problems in parallel. PSMG adopts a delayed constraint expansion design. This allows the memory allocation for computed entities to only happen on a process when it is necessary. The computed entities can be the set expansions of the indexing expressions associated with the variable, parameter and constraint declarations, or temporary values used for set and parameter constructions. We also illustrate algorithms that are important for delivering efficient implementation of PSMG, such as routines for partitioning constraints according to blocks and automatic differentiation algorithms for evaluating Jacobian and Hessian matrices and their corresponding sparsity partterns. Furthermore, PSMG implements a generic solver interface which can be linked with different structure exploiting optimization solvers such as decomposition or interior point based solvers. The work required for linking with PSMG’s solver interface is also discussed. Finally, we evaluate PSMG’s run-time performance and memory usage by generating structured problems with various sizes. The results from both serial and parallel executions are discussed. The benchmark results show that PSMG achieve good parallel efficiency on up to 96 processes. PSMG distributes memory usage among parallel processors which enables the generation of problems that are too large to be processed on a single node due to memory restriction.
Subjects/Keywords: 519.7; algebraic modelling language; stochastic programming; parallel problem generation; structure exploiting
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Qiang, F. (2015). Parallel problem generation for structured problems in mathematical programming. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/11688
Chicago Manual of Style (16th Edition):
Qiang, Feng. “Parallel problem generation for structured problems in mathematical programming.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed January 17, 2021.
http://hdl.handle.net/1842/11688.
MLA Handbook (7th Edition):
Qiang, Feng. “Parallel problem generation for structured problems in mathematical programming.” 2015. Web. 17 Jan 2021.
Vancouver:
Qiang F. Parallel problem generation for structured problems in mathematical programming. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/1842/11688.
Council of Science Editors:
Qiang F. Parallel problem generation for structured problems in mathematical programming. [Doctoral Dissertation]. University of Edinburgh; 2015. Available from: http://hdl.handle.net/1842/11688

Brno University of Technology
7.
Holešovský, Jan.
Modely optimalizace dopravy: Traffic assignment optimization models.
Degree: 2019, Brno University of Technology
URL: http://hdl.handle.net/11012/4629
► The class of network flow problems is one of the traditional applications of mathematical optimization. Such problems are widely applicable for example in logistics to…
(more)
▼ The class of network flow problems is one of the traditional applications of mathematical optimization. Such problems are widely applicable for example in logistics to achieve an optimal distribution of flow with respect to maximization of profit, or minimization of costs. This approach often leads to simplified models of real problems as it supposes the existence of only one decision maker. Such approach is possible in centralised networks, where an authority exists (such as railway network, military supply, or logistic network used by any company). The Traffic Assignment
Problem (TAP) deals with impact of game theory to the network flow
problem. Hence, we assume multiple decision makers, where each one of them wants to find his optimal behaviour. In this thesis, we focus on
stochastic influences in TAP, for which we use methods of
stochastic and multi-stage
programming. Further, we concentrate on improvement options for the utilization of the system. Hereby, we consider possible actions of the master decision maker, and discuss them by the presence of multi-level mathematical
programming.
Advisors/Committee Members: Popela, Pavel (advisor), Mrázková, Eva (referee).
Subjects/Keywords: dopravní problém; toky v sítích; stochastické programování; dvoustupňová optimalizace; dvouúrovňová optimalizace; traffic assignment; network flows; stochastic programming; two-stage optimization; bilevel optimization
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❌
APA ·
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Manager
APA (6th Edition):
Holešovský, J. (2019). Modely optimalizace dopravy: Traffic assignment optimization models. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/4629
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Holešovský, Jan. “Modely optimalizace dopravy: Traffic assignment optimization models.” 2019. Thesis, Brno University of Technology. Accessed January 17, 2021.
http://hdl.handle.net/11012/4629.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Holešovský, Jan. “Modely optimalizace dopravy: Traffic assignment optimization models.” 2019. Web. 17 Jan 2021.
Vancouver:
Holešovský J. Modely optimalizace dopravy: Traffic assignment optimization models. [Internet] [Thesis]. Brno University of Technology; 2019. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/11012/4629.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Holešovský J. Modely optimalizace dopravy: Traffic assignment optimization models. [Thesis]. Brno University of Technology; 2019. Available from: http://hdl.handle.net/11012/4629
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Delft University of Technology
8.
Van Tol, M.C.M. (author).
Vessel routing for sweeping of marine litter in a port area.
Degree: 2016, Delft University of Technology
URL: http://resolver.tudelft.nl/uuid:97bbbf1e-eed8-4f0b-be61-d3f222aab929
► In literature it is widely accepted that 80% of the marine litter originates from land based sources. Since seaports usually are strategically situated with an…
(more)
▼ In literature it is widely accepted that 80% of the marine litter originates from land based sources. Since seaports usually are strategically situated with an inland waterway connection, it is not surprising that seaports have to deal with marine litter. Port authorities would like to avert excessive amounts of marine litter by sweeping marine litter. In this way the risk posed to vessels and the negative environmental impact of marine litter is reduced. Nowadays, these vessels are usually only deployed after complaints on excessive amounts of marine litter. In this paper an innovative routing method is proposed to sweep marine litter in a port area proactively. This routing method makes use of input from a prediction model considering the location and accumulation of marine litter. The routing method is formulated as a mixed-integer programming (MIP) model. To benchmark the performance of the model simulations are performed, whereby the performance of different sweeping policies is compared.
Transport Engineering & Logistics
Marine & Transport Technology
Mechanical, Maritime and Materials Engineering
Advisors/Committee Members: Duinkerken, M.B. (mentor), Negenborn, R.R. (mentor), Lodewijks, G. (mentor).
Subjects/Keywords: marine litter; port; inventory routing problem; mixed integer programming; stochastic programming; simulation
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Van Tol, M. C. M. (. (2016). Vessel routing for sweeping of marine litter in a port area. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:97bbbf1e-eed8-4f0b-be61-d3f222aab929
Chicago Manual of Style (16th Edition):
Van Tol, M C M (author). “Vessel routing for sweeping of marine litter in a port area.” 2016. Masters Thesis, Delft University of Technology. Accessed January 17, 2021.
http://resolver.tudelft.nl/uuid:97bbbf1e-eed8-4f0b-be61-d3f222aab929.
MLA Handbook (7th Edition):
Van Tol, M C M (author). “Vessel routing for sweeping of marine litter in a port area.” 2016. Web. 17 Jan 2021.
Vancouver:
Van Tol MCM(. Vessel routing for sweeping of marine litter in a port area. [Internet] [Masters thesis]. Delft University of Technology; 2016. [cited 2021 Jan 17].
Available from: http://resolver.tudelft.nl/uuid:97bbbf1e-eed8-4f0b-be61-d3f222aab929.
Council of Science Editors:
Van Tol MCM(. Vessel routing for sweeping of marine litter in a port area. [Masters Thesis]. Delft University of Technology; 2016. Available from: http://resolver.tudelft.nl/uuid:97bbbf1e-eed8-4f0b-be61-d3f222aab929
9.
Lozano, Leonardo.
Exact Algorithms for Mixed-Integer Multilevel Programming Problems.
Degree: PhD, Industrial Engineering, 2017, Clemson University
URL: https://tigerprints.clemson.edu/all_dissertations/1998
► We examine multistage optimization problems, in which one or more decision makers solve a sequence of interdependent optimization problems. In each stage the corresponding decision…
(more)
▼ We examine multistage optimization problems, in which one or more decision makers solve a sequence of interdependent optimization problems. In each stage the corresponding decision maker determines values for a set of variables, which in turn parameterizes the subsequent
problem by modifying its constraints and objective function. The optimization literature has covered multistage optimization problems in the form of
bilevel programs, interdiction problems, robust optimization, and two-stage
stochastic programming. One of the main differences among these research areas lies in the relationship between the decision makers. We analyze the case in which the decision makers are self-interested agents seeking to optimize their own objective function (
bilevel programming), the case in which the decision makers are opponents working against each other, playing a zero-sum game (interdiction), and the case in which the decision makers are cooperative agents working towards a common goal (two-stage
stochastic programming). Traditional exact approaches for solving multistage optimization problems often rely on strong duality either for the purpose of achieving single-level reformulations of the original multistage problems, or for the development of cutting-plane approaches similar to Benders' decomposition. As a result, existing solution approaches usually assume that the last-stage problems are linear or convex, and fail to solve problems for which the last-stage is nonconvex (e.g., because of the presence of discrete variables). We contribute exact finite algorithms for
bilevel mixed-integer programs, three-stage defender-attacker-defender problems, and two-stage
stochastic programs. Moreover, we do not assume linearity or convexity for the last-stage
problem and allow the existence of discrete variables. We demonstrate how our proposed algorithms significantly outperform existing state-of-the-art algorithms. Additionally, we solve for the first time a class of interdiction and fortification problems in which the third-stage
problem is NP-hard, opening a venue for new research and applications in the field of (network) interdiction.
Advisors/Committee Members: Dr. J. Cole Smith, Committee Chair, Dr. Warren Adams, Dr. Mary E. Kurz, Dr. Amin Khademi.
Subjects/Keywords: Bilevel optimization; Integer programming; Interdiction; Multistage optimization; Traveling salesman problem
…problem that is parameterized by the leader’s first-stage decisions. Bilevel programming deals… …Review
We now present developments in bilevel programming, interdiction, and integer stochastic… …Scaparra and Church [2008a] formulate the IMF as a bilevel programming problem
and… …Function-Based Exact
Approach for the Bilevel
Mixed-Integer Programming
Problem
2.1
Problem… …stage stochastic shortest path problem example . . . . . . . . . . . . . . . . . .
2
3
4
4.1…
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Lozano, L. (2017). Exact Algorithms for Mixed-Integer Multilevel Programming Problems. (Doctoral Dissertation). Clemson University. Retrieved from https://tigerprints.clemson.edu/all_dissertations/1998
Chicago Manual of Style (16th Edition):
Lozano, Leonardo. “Exact Algorithms for Mixed-Integer Multilevel Programming Problems.” 2017. Doctoral Dissertation, Clemson University. Accessed January 17, 2021.
https://tigerprints.clemson.edu/all_dissertations/1998.
MLA Handbook (7th Edition):
Lozano, Leonardo. “Exact Algorithms for Mixed-Integer Multilevel Programming Problems.” 2017. Web. 17 Jan 2021.
Vancouver:
Lozano L. Exact Algorithms for Mixed-Integer Multilevel Programming Problems. [Internet] [Doctoral dissertation]. Clemson University; 2017. [cited 2021 Jan 17].
Available from: https://tigerprints.clemson.edu/all_dissertations/1998.
Council of Science Editors:
Lozano L. Exact Algorithms for Mixed-Integer Multilevel Programming Problems. [Doctoral Dissertation]. Clemson University; 2017. Available from: https://tigerprints.clemson.edu/all_dissertations/1998
10.
Asimakopoulou, Georgia.
Συμβολή στη βέλτιστη διαχείριση διεσπαρμένων ενεργειακών πόρων.
Degree: 2017, National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ)
URL: http://hdl.handle.net/10442/hedi/40411
► The advent of new types of distributed resources such as flexible loads and local generating units poses significant challenges to the operation of the electricity…
(more)
▼ The advent of new types of distributed resources such as flexible loads and local generating units poses significant challenges to the operation of the electricity system in total and to the incorporation of such resources in the market procedures. The present PhD thesis focuses on analyzing the impact of the operation of distributed resources as those mentioned above to the electricity system operation and the manner in which these resources operate. To this end, an hourly unit commitment and economic dispatch algorithm is applied in order to test the impacts of load shifting in the operation of the electricity system in terms of energy quantities and in economic terms. Furthermore, a bilevel model is formulated and put to use in order to study the interaction of an Aggregator, responsible for representing various distributed resources in the market operations, with his customers. Aiming toward minimizing the energy procurement cost, the Aggregator optimally selects the retail prices announced to his customers as well as the amount of energy acquired from the network. Based on these prices, the entities possessing any type of distributed resource optimally select the amount of energy to be produced, demanded or curtailed. The full problem of the participation of the Aggregator in the market procedures is studied next. An appropriate bilevel formulation models the decision making process of the Aggregator that is no longer influenced only by the characteristics of the distributed resources under his control. The outcome of the market clearing process, to which the Aggregator submits appropriate production bids and load declarations, affects his decision regarding the formulation of such bids and declarations. Last but not least, the problem of a regulatory authority responsible for the long-term scheduling of the electricity system is formulated as a bilevel problem, with a view to optimally select the incentives given to investors in wind energy projects that minimize the energy procurement cost.
Η παρουσία Διεσπαρμένων Πόρων (ΔΠ) υπό τη μορφή ευέλικτων φορτίων και τοπικής παραγωγής στα συστήματα ηλεκτρικής ενέργειας θέτει σημαντικές προκλήσεις αναφορικά με τον τρόπο λειτουργίας των συστημάτων αυτών αλλά και αναφορικά με τον τρόπο ένταξης των πόρων στις διαδικασίες της αγοράς. Η παρούσα διδακτορική διατριβή εστιάζεται στην ανάλυση των επιπτώσεων σε επίπεδο συστήματος από τη λειτουργία τέτοιων πόρων αλλά και στον τρόπο ένταξής τους και λειτουργίας τους. Για τον σκοπό αυτό υλοποιείται αλγόριθμος ωριαίας ένταξης μονάδων και κατανομής φορτίου και εξετάζονται σενάρια μετατόπισης της ζήτησης από τις ώρες αιχμής στις ώρες εκτός αιχμής χωρίς μείωση της συνολικής ενέργειας. Στη συνέχεια, με εφαρμογή διεπίπεδου μοντέλου μελετάται η αλληλεπίδραση ενός Διαχειριστή ΔΠ, που λειτουργεί ως μεσάζων μεταξύ των ΔΠ και της αγοράς ηλεκτρικής ενέργειας, με τους πελάτες του. Με στόχο την ελαχιστοποίηση του κόστους προμήθειας του φορτίου του, ο Διαχειριστής ΔΠ αποφασίζει για τα βέλτιστα επίπεδα λιανικών τιμών και ενέργειας από το…
Subjects/Keywords: Διεσπαρμένοι πόροι; Διαχείριση φορτίου; Ιεραρχικό πλαίσιο λήψης αποφάσεων; Διεπίπεδος προγραμματισμός; Μαθηματικός προγραμματισμός με περιορισμούς ισορροπίας; Πρόβλημα μεικτού ακέραιου προγραμματισμού; Distributed resources; Load management; Hierarchical decision making; Bilevel programming; Mathematical programming with equilibrium constraints; Mixed integer programming problem
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Asimakopoulou, G. (2017). Συμβολή στη βέλτιστη διαχείριση διεσπαρμένων ενεργειακών πόρων. (Thesis). National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ). Retrieved from http://hdl.handle.net/10442/hedi/40411
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Asimakopoulou, Georgia. “Συμβολή στη βέλτιστη διαχείριση διεσπαρμένων ενεργειακών πόρων.” 2017. Thesis, National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ). Accessed January 17, 2021.
http://hdl.handle.net/10442/hedi/40411.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Asimakopoulou, Georgia. “Συμβολή στη βέλτιστη διαχείριση διεσπαρμένων ενεργειακών πόρων.” 2017. Web. 17 Jan 2021.
Vancouver:
Asimakopoulou G. Συμβολή στη βέλτιστη διαχείριση διεσπαρμένων ενεργειακών πόρων. [Internet] [Thesis]. National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ); 2017. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/10442/hedi/40411.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Asimakopoulou G. Συμβολή στη βέλτιστη διαχείριση διεσπαρμένων ενεργειακών πόρων. [Thesis]. National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ); 2017. Available from: http://hdl.handle.net/10442/hedi/40411
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Texas A&M University
11.
Han, Xue.
Healthcare Facility Location and Capacity Configuration under Stochastic Demand.
Degree: PhD, Industrial Engineering, 2014, Texas A&M University
URL: http://hdl.handle.net/1969.1/153954
► This dissertation addresses two topics. The first topic is strategic dynamic supply chain reconfiguration (DSCR) problem, in which the proposed capacity configuration network is employed…
(more)
▼ This dissertation addresses two topics. The first topic is strategic dynamic supply chain reconfiguration (DSCR)
problem, in which the proposed capacity configuration network is employed in the second topic: healthcare facility location and capacity configuration under
stochastic demand. The second topic investigates two problems: the
stochastic, single healthcare facility location and capacity configuration
problem (SSHFCP) in a competitive environment and the
stochastic, multiple healthcare facility location and capacity configuration
problem (SMHFCP) based on a location-allocation model.
The DSCR
problem is to prescribe the location and capacity of each facility, select links used for transportation, and plan material flows through the supply chain, including production, inventory, backorder, and outsourcing levels. The objective is to minimize total cost. The network must be dynamically reconfigured (i.e., by opening facilities, expanding and/or contracting their capacities, and closing facilities) over time to accommodate changing trends in demand and/or costs. This research proposes a network-based model of DSCR and compares it with a traditional mixed integer
programming (MIP) formulation via extensive, large-scale computational tests and sensitivity analyses, showing that the network-based model offers superior solvability.
The SSHFCP is to prescribe the location and multi-service, multi-period capacity configuration of facility facing competition from existing facilities under uncertain patient demand, so that the expected excess revenue (i.e., the amount by which revenue exceeds cost) of the new facility is maximized. This dissertation describes a solution methodology that relates practical features relative to healthcare, including a multiplicative competitive interaction (MCI) model to reflect competition among providers and a method to model the
stochastic problem as a deterministic resource constrained shortest path
problem (RCSPP) on a specially constructed network, which can be solved in pseudo-polynomial time. This dissertation proposes two solution methods to SMHFCP. The dissertation shows that first method, a column-generation heuristic, solves test instances to near optimality; and the second one, an approximation method, provides a fast runtime with a bounding procedure to assess the quality of a solution. The application of SSHFCP and SMHFCP in locating and configuring new primary care centers in mid-Texas rural area validates the real business decision of industrial collaborators.
Advisors/Committee Members: Wilhelm, Wilbert (advisor), Butenko, Sergiy (committee member), Ntaimo, Lewis (committee member), Friesen, Donald K (committee member).
Subjects/Keywords: Dynamic facility location; Stochastic programming; Resource-constrained shortest path problem; Column generation
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Han, X. (2014). Healthcare Facility Location and Capacity Configuration under Stochastic Demand. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/153954
Chicago Manual of Style (16th Edition):
Han, Xue. “Healthcare Facility Location and Capacity Configuration under Stochastic Demand.” 2014. Doctoral Dissertation, Texas A&M University. Accessed January 17, 2021.
http://hdl.handle.net/1969.1/153954.
MLA Handbook (7th Edition):
Han, Xue. “Healthcare Facility Location and Capacity Configuration under Stochastic Demand.” 2014. Web. 17 Jan 2021.
Vancouver:
Han X. Healthcare Facility Location and Capacity Configuration under Stochastic Demand. [Internet] [Doctoral dissertation]. Texas A&M University; 2014. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/1969.1/153954.
Council of Science Editors:
Han X. Healthcare Facility Location and Capacity Configuration under Stochastic Demand. [Doctoral Dissertation]. Texas A&M University; 2014. Available from: http://hdl.handle.net/1969.1/153954

University of Southern California
12.
Ren, Yingtao.
Vehicle routing and resource allocation for health care
under uncertainty.
Degree: PhD, Industrial & Systems Engineering, 2011, University of Southern California
URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/461025/rec/7819
► In this research, we study optimization models for health care under uncertainty and resource constraints. In particular, we study two problems: Vehicle Routing Problem (VRP)…
(more)
▼ In this research, we study optimization models for
health care under uncertainty and resource constraints. In
particular, we study two problems: Vehicle Routing
Problem (VRP) in
health care, and resource allocation to address an infectious
disease outbreak. The first
problem is inspired by the routing of
vehicles to deliver medical samples and documents on a multi-shift
basis in a health care organization. It is all too common to have a
limited amount of resources (e.g., the number of vehicles) to
conduct these activities. The second
problem deals with resource
allocation in large-scale emergency response to an infectious
disease outbreak. In addition to a limited amount of resources,
large-scale emergencies are faced with substantial uncertainties.
Also, accurate parameter estimation can be extremely difficult for
epidemic models.; In health care routing it is necessary to use
multiple shifts to be able to meet around-the-clock demand.
Therefore we study the multi-shift VRP (MSVRP). In this
problem, a
limited fleet of vehicles is used repeatedly to serve demand over a
planning horizon of several days. We formulate the MSVRP as a Mixed
Integer
Programming (MIP) model, and develop a shift-dependent (SD)
heuristic that takes overtime into account when constructing
routes. We show that the SD algorithm has significant savings in
total cost over constructing the routes independently in each
shift, and it can obtain optimal or close to optimal solutions for
small instances. Specialized cuts are introduced to obtain
efficient lower bounds. The solution of the SD algorithm on the
test problems is within 1.09-1.82 times the optimal solution
depending on the time window width, with the smaller time windows
providing the tighter bounds.; A large-scale infectious disease
outbreak can potentially reach large portions of the population.
Planning an effective response to such an emergency requires a
coordinated effort in multiple locations to best allocate limited
resources to the infected areas. We present a multi-city resource
allocation model to distribute the medical supplies in order to
minimize the total number of deaths. The model helps decide the
amounts of supplies to deliver and which infection control measure
(isolation, ring vaccination, or mass vaccination) to use in each
location, taking into account both the number of deaths from the
disease and the deaths due to the intervention. In addition, we
consider the
problem with uncertainty in the initial number of
cases and the transmission rates, and build a two-stage
stochastic
programming model with integer variables in both stages. To solve
instances of realistic size we use a heuristic based on Benders
decomposition, where we obtain dual information from the
subproblems by solving a linear program around the second stage
optimal solution. Finally, we use sample average approximation
(SAA) to get confidence intervals on the optimal solution. We
illustrate the use of the model and the solution technique in
planning an emergency response to a hypothetic national…
Advisors/Committee Members: Ordóñez, FernandoDessouky, Maged M. (Committee Chair), Wu, Shinyi (Committee Member), Kempe, David (Committee Member), Moore, James Elliott, II (Committee Member).
Subjects/Keywords: Benders decomposition; infectious disease outbreak; multi-shift vehicle routing problem; smallpox; stochastic programming; vaccine allocation
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Ren, Y. (2011). Vehicle routing and resource allocation for health care
under uncertainty. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/461025/rec/7819
Chicago Manual of Style (16th Edition):
Ren, Yingtao. “Vehicle routing and resource allocation for health care
under uncertainty.” 2011. Doctoral Dissertation, University of Southern California. Accessed January 17, 2021.
http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/461025/rec/7819.
MLA Handbook (7th Edition):
Ren, Yingtao. “Vehicle routing and resource allocation for health care
under uncertainty.” 2011. Web. 17 Jan 2021.
Vancouver:
Ren Y. Vehicle routing and resource allocation for health care
under uncertainty. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2021 Jan 17].
Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/461025/rec/7819.
Council of Science Editors:
Ren Y. Vehicle routing and resource allocation for health care
under uncertainty. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/461025/rec/7819

George Mason University
13.
Woodaman, Ronald Frederick Alexander.
The Wartime Portfolio Selection Problem
.
Degree: 2015, George Mason University
URL: http://hdl.handle.net/1920/9691
► This thesis describes the research conducted to support the optimal selection of a portfolio of military solutions during wartime. During peacetime, the United States military…
(more)
▼ This thesis describes the research conducted to support the optimal selection of a portfolio of military solutions during wartime. During peacetime, the United States military selects a portfolio of military solutions holistically as part of an annual budgetary planning cycle supported by long-term planning. During wartime, this annual review and decision process is not responsive to the rapid cycles of battlefield adaptation and the resulting exploitation of opposing capability gaps by adversaries. The long-running vulnerability of U.S. forces in Iraq and Afghanistan to Improvised Explosive Device (IED) attacks, as the threat's tactics and techniques evolved during these conflicts, provides a poignant example. During conflict, opportunities to improve the force arrive irregularly over time and are difficult to anticipate. When potential solutions are identified, these must be rapidly pursued,
subject to resource constraints. Bad decisions early rob resources from better opportunities that arrive later, while good opportunities unduly delayed may lead to lost opportunities on the battlefield.
Advisors/Committee Members: Hoffman, Karla L (advisor).
Subjects/Keywords: Operations research;
Statistics;
Computer science;
approximate dynamic programming;
dynamic stochastic knapsack problem;
multi-objective decision analysis;
sequential decision analysis;
stochastic integer programming;
stochastic optimization
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Woodaman, R. F. A. (2015). The Wartime Portfolio Selection Problem
. (Thesis). George Mason University. Retrieved from http://hdl.handle.net/1920/9691
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Woodaman, Ronald Frederick Alexander. “The Wartime Portfolio Selection Problem
.” 2015. Thesis, George Mason University. Accessed January 17, 2021.
http://hdl.handle.net/1920/9691.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Woodaman, Ronald Frederick Alexander. “The Wartime Portfolio Selection Problem
.” 2015. Web. 17 Jan 2021.
Vancouver:
Woodaman RFA. The Wartime Portfolio Selection Problem
. [Internet] [Thesis]. George Mason University; 2015. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/1920/9691.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Woodaman RFA. The Wartime Portfolio Selection Problem
. [Thesis]. George Mason University; 2015. Available from: http://hdl.handle.net/1920/9691
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
14.
Lu, Fang, active 21st century.
Modeling and optimization for spatial detection to minimize abandonment rate.
Degree: PhD, Operations Research & Industrial Engineering, 2014, University of Texas – Austin
URL: http://hdl.handle.net/2152/25998
► Some oil and gas companies are drilling and developing fields in the Arctic Ocean, which has an environment with sea ice called ice floes. These…
(more)
▼ Some oil and gas companies are drilling and developing fields in the Arctic Ocean, which has an environment with sea ice called ice floes. These companies must protect their platforms from ice floe collisions. One proposal is to use a system that consists of autonomous underwater vehicles (AUVs) and docking stations. The AUVs measure the under-water topography of the ice floes, while the docking stations launch the AUVs and recharge their batteries. Given resource constraints, we optimize quantities and locations for the docking stations and the AUVs, as well as the AUV scheduling policies, in order to provide the maximum protection level for the platform. We first use an queueing approach to model the
problem as a queueing system with abandonments, with the objective to minimize the abandonment probability. Both M/M/k+M and M/G/k+G queueing approximations are applied and we also develop a detailed simulation model based on the queueing approximation. In a complementary approach, we model the system using a multi-stage
stochastic facility location
problem in order to optimize the docking station locations, the AUV allocations, and the scheduling policies of the AUVs. A two-stage
stochastic facility location
problem and several efficient online scheduling heuristics are developed to provide lower bounds and upper bounds for the multi-stage model, and also to solve large-scale instances of the optimization model. Even though the model is motivated by an oil industry project, most of the modeling and optimization methods apply more broadly to any radial detection problems with queueing dynamics.
Advisors/Committee Members: Morton, David P. (advisor), Hasenbein, John J. (advisor).
Subjects/Keywords: Spatial detection; Queues with abandonments; Simulation; Stochastic programming; Multi-stage stochastic facility location problem; Scheduling heuristics
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Lu, Fang, a. 2. c. (2014). Modeling and optimization for spatial detection to minimize abandonment rate. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/25998
Chicago Manual of Style (16th Edition):
Lu, Fang, active 21st century. “Modeling and optimization for spatial detection to minimize abandonment rate.” 2014. Doctoral Dissertation, University of Texas – Austin. Accessed January 17, 2021.
http://hdl.handle.net/2152/25998.
MLA Handbook (7th Edition):
Lu, Fang, active 21st century. “Modeling and optimization for spatial detection to minimize abandonment rate.” 2014. Web. 17 Jan 2021.
Vancouver:
Lu, Fang a2c. Modeling and optimization for spatial detection to minimize abandonment rate. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2014. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/2152/25998.
Council of Science Editors:
Lu, Fang a2c. Modeling and optimization for spatial detection to minimize abandonment rate. [Doctoral Dissertation]. University of Texas – Austin; 2014. Available from: http://hdl.handle.net/2152/25998

University of Maryland
15.
Nair, Rahul.
Design and Analysis of Vehicle Sharing Programs: A Systems Approach.
Degree: Civil Engineering, 2010, University of Maryland
URL: http://hdl.handle.net/1903/10968
► Transit, touted as a solution to urban mobility problems, cannot match the addictive flexibility of the automobile. 86% of all trips in the U.S. are…
(more)
▼ Transit, touted as a solution to urban mobility problems, cannot match the addictive flexibility of the automobile. 86% of all trips in the U.S. are in personal vehicles. A more recent approach to reduce automobile dependence is through the use of Vehicle Sharing Programs (VSPs). A VSP involves a fleet of vehicles located strategically at stations across the transportation network. In its most flexible form, users are free to check out vehicles at any station and return the vehicle at a station close to their destination. Vehicle fleets are comprised of bicycles, cars or electric vehicles. Such systems offer innovative solutions to the larger mobility
problem and can have positive impacts on the transportation system as a whole by reducing urban congestion. This dissertation employs a network modeling framework to quantitatively design and operate VSPs. At the strategic level, the
problem of determining the optimal VSP configuration is studied. A
bilevel optimization model and associated solution methods are developed and implemented for a large-scale case study in Washington D.C. The model explicitly considers the intermodalism, and views the VSP as a `last-mile' connection of an existing transit network. At the operational level, by transferring control of vehicles to the user for improved system flexibility, exceptional logistical challenges are placed on operators who must ensure adequate vehicle stock (and parking slots) at each station to service all demand. Since demand in the short-term can be asymmetric (flow from one station to another is seldom equal to flow in the opposing direction), service providers need to redistribute vehicles to correct this imbalance. A chance-constrained program is developed that generates least-cost redistribution plans such that most demand in the near future is met. Since the program has a non-convex feasible region, two methods for its solution are developed. The model is applied to a real-world car-sharing system in Singapore where the value of accounting for inherent stochasticities is demonstrated. The framework is used to characterize the efficiency of Velib, a large-scale bicycle sharing system in Paris, France.
Advisors/Committee Members: Miller-Hooks, Elise D (advisor).
Subjects/Keywords: Transportation; Urban and Regional Planning; Engineering, Civil; Bicycle sharing; Bilevel programming; Car sharing; Chance constrained programming; Equilibrium network design; Stochastic optimization
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Nair, R. (2010). Design and Analysis of Vehicle Sharing Programs: A Systems Approach. (Thesis). University of Maryland. Retrieved from http://hdl.handle.net/1903/10968
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Nair, Rahul. “Design and Analysis of Vehicle Sharing Programs: A Systems Approach.” 2010. Thesis, University of Maryland. Accessed January 17, 2021.
http://hdl.handle.net/1903/10968.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Nair, Rahul. “Design and Analysis of Vehicle Sharing Programs: A Systems Approach.” 2010. Web. 17 Jan 2021.
Vancouver:
Nair R. Design and Analysis of Vehicle Sharing Programs: A Systems Approach. [Internet] [Thesis]. University of Maryland; 2010. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/1903/10968.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Nair R. Design and Analysis of Vehicle Sharing Programs: A Systems Approach. [Thesis]. University of Maryland; 2010. Available from: http://hdl.handle.net/1903/10968
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Lehigh University
16.
Tahernejad, Sahar.
Two-stage Mixed Integer Stochastic Bilevel Linear Optimization.
Degree: PhD, Industrial Engineering, 2019, Lehigh University
URL: https://preserve.lehigh.edu/etd/5796
This dissertation is concerned with a special case of multistage optimization problems that unifies the multilevel and multistage stochastic optimization classes. We focus on the cases with two stages that are referred to as two-stage mixed integer stocha
Advisors/Committee Members: Theodore K. Ralphs.
Subjects/Keywords: Bilevel Optimization; Mixed Integer Optimization; Stochastic Optimization; Industrial Engineering
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Tahernejad, S. (2019). Two-stage Mixed Integer Stochastic Bilevel Linear Optimization. (Doctoral Dissertation). Lehigh University. Retrieved from https://preserve.lehigh.edu/etd/5796
Chicago Manual of Style (16th Edition):
Tahernejad, Sahar. “Two-stage Mixed Integer Stochastic Bilevel Linear Optimization.” 2019. Doctoral Dissertation, Lehigh University. Accessed January 17, 2021.
https://preserve.lehigh.edu/etd/5796.
MLA Handbook (7th Edition):
Tahernejad, Sahar. “Two-stage Mixed Integer Stochastic Bilevel Linear Optimization.” 2019. Web. 17 Jan 2021.
Vancouver:
Tahernejad S. Two-stage Mixed Integer Stochastic Bilevel Linear Optimization. [Internet] [Doctoral dissertation]. Lehigh University; 2019. [cited 2021 Jan 17].
Available from: https://preserve.lehigh.edu/etd/5796.
Council of Science Editors:
Tahernejad S. Two-stage Mixed Integer Stochastic Bilevel Linear Optimization. [Doctoral Dissertation]. Lehigh University; 2019. Available from: https://preserve.lehigh.edu/etd/5796

Brno University of Technology
17.
Rychtář, Adam.
Transformace optimalizačních modelů s aplikacemi: Transformations of optimization models with aplications.
Degree: 2019, Brno University of Technology
URL: http://hdl.handle.net/11012/60869
► The thesis deals with recent problems of waste management in the Czech Republic. In connection with the existing software implementation, the author focuses on the…
(more)
▼ The thesis deals with recent problems of waste management in the Czech Republic. In connection with the existing software implementation, the author focuses on the gradual development of advanced mathematical
programming models, which generalize existing approaches. The author applies acquired knowledge in the areas of network flows, linear, integer, and
stochastic programming. The important role is played by modifications and transformations of the discussed models. They are further used to obtain the experimental results for real-world input data by implementation in GAMS.
Advisors/Committee Members: Popela, Pavel (advisor), Bednář, Josef (referee).
Subjects/Keywords: modelování; matematické programování; síťová dopravní úloha; lineární programování; celočíselné programování; stochastické programování; odpadové hospodářství; GAMS; modeling; mathematical programming; network flow problem; linear programming; integer programming; stochastic programming; waste-managment; GAMS
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Rychtář, A. (2019). Transformace optimalizačních modelů s aplikacemi: Transformations of optimization models with aplications. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/60869
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Rychtář, Adam. “Transformace optimalizačních modelů s aplikacemi: Transformations of optimization models with aplications.” 2019. Thesis, Brno University of Technology. Accessed January 17, 2021.
http://hdl.handle.net/11012/60869.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Rychtář, Adam. “Transformace optimalizačních modelů s aplikacemi: Transformations of optimization models with aplications.” 2019. Web. 17 Jan 2021.
Vancouver:
Rychtář A. Transformace optimalizačních modelů s aplikacemi: Transformations of optimization models with aplications. [Internet] [Thesis]. Brno University of Technology; 2019. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/11012/60869.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Rychtář A. Transformace optimalizačních modelů s aplikacemi: Transformations of optimization models with aplications. [Thesis]. Brno University of Technology; 2019. Available from: http://hdl.handle.net/11012/60869
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Université Paris-Sud – Paris XI
18.
Le Bodic, Pierre.
Variantes non standards de problèmes d'optimisation combinatoire : Non-standard variants of combinatorial optimization problems.
Degree: Docteur es, Informatique, 2012, Université Paris-Sud – Paris XI
URL: http://www.theses.fr/2012PA112190
► Cette thèse est composée de deux parties, chacune portant sur un sous-domaine de l'optimisation combinatoire a priori distant de l'autre. Le premier thème de recherche…
(more)
▼ Cette thèse est composée de deux parties, chacune portant sur un sous-domaine de l'optimisation combinatoire a priori distant de l'autre. Le premier thème de recherche abordé est la programmation biniveau stochastique. Se cachent derrière ce terme deux sujets de recherche relativement peu étudiés conjointement, à savoir d'un côté la programmation stochastique, et de l'autre la programmation biniveau. La programmation mathématique (PM) regroupe un ensemble de méthodes de modélisation et de résolution, pouvant être utilisées pour traiter des problèmes pratiques que se posent des décideurs. La programmation stochastique et la programmation biniveau sont deux sous-domaines de la PM, permettant chacun de modéliser un aspect particulier de ces problèmes pratiques. Nous élaborons un modèle mathématique issu d'un problème appliqué, où les aspects biniveau et stochastique sont tous deux sollicités, puis procédons à une série de transformations du modèle. Une méthode de résolution est proposée pour le PM résultant. Nous démontrons alors théoriquement et vérifions expérimentalement la convergence de cette méthode. Cet algorithme peut être utilisé pour résoudre d'autres programmes biniveaux que celui qui est proposé.Le second thème de recherche de cette thèse s'intitule "problèmes de coupe et de couverture partielles dans les graphes". Les problèmes de coupe et de couverture sont parmi les problèmes de graphe les plus étudiés du point de vue complexité et algorithmique. Nous considérons certains de ces problèmes dans une variante partielle, c'est-à-dire que la propriété de coupe ou de couverture dont il est question doit être vérifiée partiellement, selon un paramètre donné, et non plus complètement comme c'est le cas pour les problèmes originels. Précisément, les problèmes étudiés sont le problème de multicoupe partielle, de coupe multiterminale partielle, et de l'ensemble dominant partiel. Les versions sommets des ces problèmes sont également considérés. Notons que les problèmes en variante partielle généralisent les problèmes non partiels. Nous donnons des algorithmes exacts lorsque cela est possible, prouvons la NP-difficulté de certaines variantes, et fournissons des algorithmes approchés dans des cas assez généraux.
This thesis is composed of two parts, each part belonging to a sub-domain of combinatorial optimization a priori distant from the other. The first research subject is stochastic bilevel programming. This term regroups two research subject rarely studied together, namely stochastic programming on the one hand, and bilevel programming on the other hand. Mathematical Programming (MP) is a set of modelisation and resolution methods, that can be used to tackle practical problems and help take decisions. Stochastic programming and bilevel programming are two sub-domains of MP, each one of them being able to model a specific aspect of these practical problems. Starting from a practical problem, we design a mathematical model where the bilevel and stochastic aspects are used together, then apply a series of…
Advisors/Committee Members: Lisser, Abdel-Ilah (thesis director).
Subjects/Keywords: Programmation biniveau; Programmation stochastique; Problèmes de coupe; Problèmes de couverture; Multicoupe partielle; Coupe multiterminale partielle; Ensemble dominant partiel; Complexité; Approximation; Programmation dynamique; Graphes de largeur d'arbre bornée; Bilevel programming; Stochastic programming; Cut problems; Cover problems; Partial multicut; Partial multiterminal cut; Partial dominating set; Complexity; Approximation; Dynamic programming; Bounded treewidth graphs
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Le Bodic, P. (2012). Variantes non standards de problèmes d'optimisation combinatoire : Non-standard variants of combinatorial optimization problems. (Doctoral Dissertation). Université Paris-Sud – Paris XI. Retrieved from http://www.theses.fr/2012PA112190
Chicago Manual of Style (16th Edition):
Le Bodic, Pierre. “Variantes non standards de problèmes d'optimisation combinatoire : Non-standard variants of combinatorial optimization problems.” 2012. Doctoral Dissertation, Université Paris-Sud – Paris XI. Accessed January 17, 2021.
http://www.theses.fr/2012PA112190.
MLA Handbook (7th Edition):
Le Bodic, Pierre. “Variantes non standards de problèmes d'optimisation combinatoire : Non-standard variants of combinatorial optimization problems.” 2012. Web. 17 Jan 2021.
Vancouver:
Le Bodic P. Variantes non standards de problèmes d'optimisation combinatoire : Non-standard variants of combinatorial optimization problems. [Internet] [Doctoral dissertation]. Université Paris-Sud – Paris XI; 2012. [cited 2021 Jan 17].
Available from: http://www.theses.fr/2012PA112190.
Council of Science Editors:
Le Bodic P. Variantes non standards de problèmes d'optimisation combinatoire : Non-standard variants of combinatorial optimization problems. [Doctoral Dissertation]. Université Paris-Sud – Paris XI; 2012. Available from: http://www.theses.fr/2012PA112190

Rice University
19.
Becker, Timothy.
Bilevel Clique Interdiction and Related Problems.
Degree: PhD, Engineering, 2017, Rice University
URL: http://hdl.handle.net/1911/96109
► I introduce a formulation of the bilevel clique interdiction problem. Interdiction, a military term, describes the removal of enemy resources. The single level clique interdiction…
(more)
▼ I introduce a formulation of the
bilevel clique interdiction
problem. Interdiction, a military term, describes the removal of enemy resources. The single level clique interdiction
problem describes the attempt of an attacker to interdict a maximum number of cliques. The
bilevel form of the
problem introduces a defender who attempts to minimize the number of cliques interdicted by the attacker. An algorithm and formulation for the
bilevel clique interdiction
problem has not previously been investigated. I start by introducing a formulation and a column-generation algorithm to solve the
problem of
bilevel interdiction of a minimum clique transversal and move forward to the creation of a delayed row-and-column generation algorithm for
bilevel clique interdiction.
Next, I introduce a formulation and algorithm to solve the
bilevel interdiction of a maximum stable set
problem.
Bilevel interdiction of a maximum stable set is choosing a maximum stable set, but with a defender who is attempting to minimize the maximum stable set that can be chosen by the interdictor. I introduce a deterministic formulation and a delayed column generation algorithm. Additionally, I introduce a
stochastic formulation of the
problem. I solve this
problem using a cross-decomposition method that involves L-shaped cuts into a master
problem as well as new ``clique" cuts for the inner
problem.
Lastly, I define new classes of valid inequalities and facets for the clique transversal polytope. The valid inequalities come from two graph structures who have a closed form for their vertex cover number, which we use as a specific case for finding a minimum clique transversal. The first class of facets are just the maximal clique constraints of the clique transversal polytope. The next class contains an odd hole with distinct cliques on each edge of the hole. Another similar class contains an odd clique with distinct maximal cliques on the edges of one of its spanning cycles. The fourth class contains a clique with distinct maximal cliques on every edge of the initial clique, while the last class is a prism graph with distinct maximal cliques on every edge of the prism.
Advisors/Committee Members: Hicks, Illya V (advisor).
Subjects/Keywords: Graph Theory; Integer Programming; Bilevel Programming; Interdiction; Column Generation; Facets; Valid Inequalities
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Becker, T. (2017). Bilevel Clique Interdiction and Related Problems. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/96109
Chicago Manual of Style (16th Edition):
Becker, Timothy. “Bilevel Clique Interdiction and Related Problems.” 2017. Doctoral Dissertation, Rice University. Accessed January 17, 2021.
http://hdl.handle.net/1911/96109.
MLA Handbook (7th Edition):
Becker, Timothy. “Bilevel Clique Interdiction and Related Problems.” 2017. Web. 17 Jan 2021.
Vancouver:
Becker T. Bilevel Clique Interdiction and Related Problems. [Internet] [Doctoral dissertation]. Rice University; 2017. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/1911/96109.
Council of Science Editors:
Becker T. Bilevel Clique Interdiction and Related Problems. [Doctoral Dissertation]. Rice University; 2017. Available from: http://hdl.handle.net/1911/96109

Colorado School of Mines
20.
Steeger, Gregory M.
Strategic bidding for price-maker hydroelectric producers.
Degree: PhD, Economics and Business, 2014, Colorado School of Mines
URL: http://hdl.handle.net/11124/486
► Hydropower is arguably the most important and widely used renewable energy source in the world. Deregulation has led to the use of auction-based markets while…
(more)
▼ Hydropower is arguably the most important and widely used renewable energy source in the world. Deregulation has led to the use of auction-based markets while a growing desire for efficient and renewable energy sources has rekindled modeling efforts in the energy sector. Producers that can impact prices with their production quantities are termed price makers, whereas producers that have no influence on prices are termed price takers. We ask: What is the revenue-maximizing production schedule for both single and multiple price-maker hydroelectric producers in a deregulated, bid-based market? We begin by reviewing the
problem in which producers submit bids to the day-ahead market, the bidding
problem. Following the review, we model the
problem over multiple stages for (i) a single price maker assuming deterministic inflows, (ii) a single price maker assuming
stochastic inflows, and, finally, (iii) multiple price makers assuming deterministic inflows. Decomposition algorithms, like Benders decomposition and
stochastic dual dynamic
programming, are commonly used to solve multi-stage problems like ours. In all the above cases, our methodology aims to extend the
stochastic dual dynamic
programming algorithm. The market interaction between producers creates a revenue function with jump discontinuities. Because of the discontinuities, we use mixed-integer linear
programming to model the revenue, thus precluding us from solving the
problem with either of the aforementioned algorithms. To overcome this difficulty, we pair Lagrangian relaxation with either Benders decomposition or
stochastic dual dynamic
programming, in the deterministic and
stochastic cases. In addition to often yielding better bounds and solutions, we prove our method never yields worse bounds. For multiple price-maker producers, we consider each price maker's bidding decision in a non-cooperative Nash-Cournot game, in which we seek a Nash equilibrium for all of the price-maker producers' bids in every stage. Unlike current approaches, when one exists, our method returns an equilibrium that is preferred by all price makers.
Advisors/Committee Members: Rebennack, Steffen (advisor), Balistreri, Edward J. (Edward Jay) (committee member), Boushell, Thomas (committee member), Kaffine, Daniel (committee member), Newman, Alexandra M. (committee member), Simões, M. Godoy (committee member).
Subjects/Keywords: mixed-integer linear programming; Benders decomposition; bidding problem; hydroelectric; Lagrangian relaxation; stochastic dual dynamic programming; Water-power – Economic aspects; Linear programming; Deregulation; Algorithms
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Steeger, G. M. (2014). Strategic bidding for price-maker hydroelectric producers. (Doctoral Dissertation). Colorado School of Mines. Retrieved from http://hdl.handle.net/11124/486
Chicago Manual of Style (16th Edition):
Steeger, Gregory M. “Strategic bidding for price-maker hydroelectric producers.” 2014. Doctoral Dissertation, Colorado School of Mines. Accessed January 17, 2021.
http://hdl.handle.net/11124/486.
MLA Handbook (7th Edition):
Steeger, Gregory M. “Strategic bidding for price-maker hydroelectric producers.” 2014. Web. 17 Jan 2021.
Vancouver:
Steeger GM. Strategic bidding for price-maker hydroelectric producers. [Internet] [Doctoral dissertation]. Colorado School of Mines; 2014. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/11124/486.
Council of Science Editors:
Steeger GM. Strategic bidding for price-maker hydroelectric producers. [Doctoral Dissertation]. Colorado School of Mines; 2014. Available from: http://hdl.handle.net/11124/486
21.
Naseh, Mohammad.
Some developments in stochastic programming and its
applications; -.
Degree: Statistics, 1995, Aligarh Muslim University
URL: http://shodhganga.inflibnet.ac.in/handle/10603/51741
Subjects/Keywords: Developments; Stochastic Programming; Applications;
Knapsack Problem; Random Variables; Algorithm
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Naseh, M. (1995). Some developments in stochastic programming and its
applications; -. (Thesis). Aligarh Muslim University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/51741
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Naseh, Mohammad. “Some developments in stochastic programming and its
applications; -.” 1995. Thesis, Aligarh Muslim University. Accessed January 17, 2021.
http://shodhganga.inflibnet.ac.in/handle/10603/51741.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Naseh, Mohammad. “Some developments in stochastic programming and its
applications; -.” 1995. Web. 17 Jan 2021.
Vancouver:
Naseh M. Some developments in stochastic programming and its
applications; -. [Internet] [Thesis]. Aligarh Muslim University; 1995. [cited 2021 Jan 17].
Available from: http://shodhganga.inflibnet.ac.in/handle/10603/51741.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Naseh M. Some developments in stochastic programming and its
applications; -. [Thesis]. Aligarh Muslim University; 1995. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/51741
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Michigan
22.
Donohue, Christopher Joseph.
Stochastic network programming and the dynamic vehicle allocation problem.
Degree: PhD, Operations research, 1996, University of Michigan
URL: http://hdl.handle.net/2027.42/129847
► Efficiency in trucking and railroad operations is critically dependent on the optimal distribution of vehicles. This problem is known as the Dynamic Vehicle Allocation (DVA)…
(more)
▼ Efficiency in trucking and railroad operations is critically dependent on the optimal distribution of vehicles. This
problem is known as the Dynamic Vehicle Allocation (DVA)
problem. On daily intervals, a fleet carrier receives requests to have loads moved between various pairs of sites. The carrier can accept or decline each request. The carrier knows the requests that exist for the current day, but is uncertain about future requests. Since how the fleet is dispatched today determines the starting location of each vehicle tomorrow, the dispatcher must decide today's routing so today's profits are maximized and so the fleet is well positioned to meet possible future requests. The
problem is formulated as a multistage
stochastic linear programs whose core
problem in each stage is a minimum cost network flow
problem. The first section considers the exploitation of the internal structure of the network and demonstrates that additional benefits in both approximation and solution methods can be obtained. A property of network flow problems in which the arc upper capacities are independently distributed random variables is discovered which results in a new upper bound on the expected value of the optimal objective value. Next, the ideas of the Out-of-Kilter algorithm for deterministic minimum cost network flow problems are extended in the
Stochastic Out-of-Kilter algorithm for two-stage
stochastic minimum cost network flow problems. Finally, an upper bounding method is developed for a class of DVA problems. The second section considers generalizations of the DVA
problem, allowing such additional features as backlogging and multiple vehicle types. The first result proves that for a general class of multistage
stochastic programs, including the DVA
problem and generalizations, solutions of approximation problems constructed from empirical data become arbitrarily close to solutions of the original
problem. To solve these approximation problems, the Abridged Nested Decomposition algorithm is developed. This method embeds sampling into an existing solution method for multistage
stochastic programs. A computational study using data from actual carriers demonstrates that the Abridged Nested Decomposition algorithm can be effectively applied to the DVA
problem and several generalizations.
Advisors/Committee Members: Birge, John (advisor).
Subjects/Keywords: Allocati; Allocation; Dynamic; Network; Problem; Programming; Stochastic; Vehicle
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Donohue, C. J. (1996). Stochastic network programming and the dynamic vehicle allocation problem. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/129847
Chicago Manual of Style (16th Edition):
Donohue, Christopher Joseph. “Stochastic network programming and the dynamic vehicle allocation problem.” 1996. Doctoral Dissertation, University of Michigan. Accessed January 17, 2021.
http://hdl.handle.net/2027.42/129847.
MLA Handbook (7th Edition):
Donohue, Christopher Joseph. “Stochastic network programming and the dynamic vehicle allocation problem.” 1996. Web. 17 Jan 2021.
Vancouver:
Donohue CJ. Stochastic network programming and the dynamic vehicle allocation problem. [Internet] [Doctoral dissertation]. University of Michigan; 1996. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/2027.42/129847.
Council of Science Editors:
Donohue CJ. Stochastic network programming and the dynamic vehicle allocation problem. [Doctoral Dissertation]. University of Michigan; 1996. Available from: http://hdl.handle.net/2027.42/129847

University of Michigan
23.
Yen, Joyce Wen-Hwei.
A stochastic programming formulation of the stochastic crew scheduling problem.
Degree: PhD, Pure Sciences, 2001, University of Michigan
URL: http://hdl.handle.net/2027.42/124302
► Traditional methods model the billion-dollar airline crew scheduling problem as deterministic and do not explicitly include information on potential disruptions. Unfortunately, the effort used to…
(more)
▼ Traditional methods model the billion-dollar airline crew scheduling
problem as deterministic and do not explicitly include information on potential disruptions. Unfortunately, the effort used to optimize crew schedules and reduce crew costs is often wasted as flight schedules are frequently disrupted. Consequently, airlines spend a great deal of time and money optimizing crew schedules in the planning phase, eliminating as much waste as possible, only to change and readjust the crew schedules in the operational phase in response to disruptions. Millions of dollars have been invested in this recovery
problem. Disruptions are expensive and lead to loss of time, money, and customer goodwill. We wish to integrate the planning
problem and the recovery
problem. Instead of modeling the crew scheduling
problem as deterministic, we consider a
stochastic crew scheduling model and devise a solution methodology for integrating disruptions in the evaluation of crew schedules. The goal is to use that information to find robust solutions that better withstand disruptions. Such an approach is important because we can proactively consider the effects of certain scheduling decisions. By identifying more robust schedules, cascading delay effects will be minimized. In this dissertation we describe a
stochastic integer
programming model for the airline crew scheduling
problem. We present a novel two-stage model formulation with recourse where first stage and second stage variable interactions are nonlinear. We offer a branching algorithm to address the nonlinearity. The algorithm identifies expensive flight connections and finds alternative, less expensive solutions. The branching algorithm uses the structure of the
problem to branch simultaneously on multiple variables without invalidating the optimality of the algorithm. We present computational results demonstrating the effectiveness of our branching algorithm.
Advisors/Committee Members: Birge, John R. (advisor).
Subjects/Keywords: Airline Crew; Crew Scheduling Problem; Formulation; Stochastic Programming
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
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APA (6th Edition):
Yen, J. W. (2001). A stochastic programming formulation of the stochastic crew scheduling problem. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/124302
Chicago Manual of Style (16th Edition):
Yen, Joyce Wen-Hwei. “A stochastic programming formulation of the stochastic crew scheduling problem.” 2001. Doctoral Dissertation, University of Michigan. Accessed January 17, 2021.
http://hdl.handle.net/2027.42/124302.
MLA Handbook (7th Edition):
Yen, Joyce Wen-Hwei. “A stochastic programming formulation of the stochastic crew scheduling problem.” 2001. Web. 17 Jan 2021.
Vancouver:
Yen JW. A stochastic programming formulation of the stochastic crew scheduling problem. [Internet] [Doctoral dissertation]. University of Michigan; 2001. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/2027.42/124302.
Council of Science Editors:
Yen JW. A stochastic programming formulation of the stochastic crew scheduling problem. [Doctoral Dissertation]. University of Michigan; 2001. Available from: http://hdl.handle.net/2027.42/124302

Siauliai University
24.
Pachomova,
Rūta.
Stochastinio programavimo modelio finansų
planavimui pritaikymas.
Degree: Master, Informatics, 2014, Siauliai University
URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140717_141626-42772
;
► Šio darbo tikslas ištirti mažų įmonių padėtį Lietuvos rinkoje, susipažinti su trumpalaikio finansų planavimo problemomis. Sukurti taikomąją programą, kuri padėtų šias problemas spręsti ir pasiūlyti…
(more)
▼ Šio darbo tikslas ištirti mažų įmonių padėtį
Lietuvos rinkoje, susipažinti su trumpalaikio finansų planavimo
problemomis. Sukurti taikomąją programą, kuri padėtų šias problemas
spręsti ir pasiūlyti optimalų finansų planą. Darbe nagrinėti
rinkoje taikomi trumpalaikiai finansų planavimo modeliai mažoms
įmonėms bei dažniausiai kylančias problemas. Pasirinkti tinkami
matematinius optimizavimo metodai. Sudarytas matematinis uždavinio
modelis. Parašytas kodas, skirtas optimizavimo uždaviniams spręsti
C# kalba. Realizuota ir ištestuoti
programa.
Primary goal of this work is to investigate
the position of small business in the Lithuanian market, access to
short-term financial planning issues. Create an application that
will help solve these problems and propose an optimal financial
plan. The paper analyze short-term financial planning models for
small businesses which exists in the market and the most common
issues. The appropriate mathematical optimization methods were
chosen. Mathematical model of the task was described. Code for
solving optimization problems was written in C language. Program
was realized and tested.
Advisors/Committee Members: Sakalauskas, Leonidas (Master’s degree committee chair), Bukauskas, Nerijus (Master’s degree committee member), Felinskas, Gražvydas (Master’s degree committee member), Giedrimas, Vaidas (Master’s degree committee member), Sirius, Vaclovas (Master’s degree committee member), Šiaučiūnas, Darius (Master’s degree committee member), Margienė, Asta (Master’s degree session secretary), Sakalauskas, Leonidas (Master’s thesis supervisor), Šeputis, Tomas (Master’s degree committee member), Turskienė, Sigita (Master’s thesis reviewer).
Subjects/Keywords: Stochastinis
programavimas; Dviejų etapų
uždavinys; Trumpalaikis finansų
planavimas; Stochastic
programming; Two-step
problem; Short-term financial
planning
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Pachomova,
Rūta. (2014). Stochastinio programavimo modelio finansų
planavimui pritaikymas. (Masters Thesis). Siauliai University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140717_141626-42772 ;
Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Chicago Manual of Style (16th Edition):
Pachomova,
Rūta. “Stochastinio programavimo modelio finansų
planavimui pritaikymas.” 2014. Masters Thesis, Siauliai University. Accessed January 17, 2021.
http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140717_141626-42772 ;.
Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
MLA Handbook (7th Edition):
Pachomova,
Rūta. “Stochastinio programavimo modelio finansų
planavimui pritaikymas.” 2014. Web. 17 Jan 2021.
Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Vancouver:
Pachomova,
Rūta. Stochastinio programavimo modelio finansų
planavimui pritaikymas. [Internet] [Masters thesis]. Siauliai University; 2014. [cited 2021 Jan 17].
Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140717_141626-42772 ;.
Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Council of Science Editors:
Pachomova,
Rūta. Stochastinio programavimo modelio finansų
planavimui pritaikymas. [Masters Thesis]. Siauliai University; 2014. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140717_141626-42772 ;
Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Brno University of Technology
25.
Šandera, Čeněk.
Heuristické algoritmy pro optimalizaci: Heuristic algorithms in optimization.
Degree: 2019, Brno University of Technology
URL: http://hdl.handle.net/11012/25193
► The thesis deals with stochastic programming and determining probability distributions which cause extreme optimal values (maximal or minimal) of an objective function. The probability distribution…
(more)
▼ The thesis deals with
stochastic programming and determining probability distributions which cause extreme optimal values (maximal or minimal) of an objective function. The probability distribution is determined by heuristic method, especially by genetic algorithms, where whole population approximates desired distribution. The first parts of the thesis describe mathematical and
stochastic programming in general and also there are described various heuristic methods with emphasis on genetic algorithms. The goal of the diploma thesis is to create a program which tests the algorithm on linear and quadratic
stochastic models.
Advisors/Committee Members: Roupec, Jan (advisor), Popela, Pavel (referee).
Subjects/Keywords: stochastické programování; kvadratické stochastické programování; lineární stochastické programování; heuristické algoritmy; genetické algoritmy; extrémní množiny scénářů; minmax úlohy; problém řízení tavby; stochastic programming; heuristic methods; genetic algorithms; extrem scenario sets; minmax approach; control melting problem; quadratic stochastic programming; linear stochastic programming
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Šandera, . (2019). Heuristické algoritmy pro optimalizaci: Heuristic algorithms in optimization. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/25193
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Šandera, Čeněk. “Heuristické algoritmy pro optimalizaci: Heuristic algorithms in optimization.” 2019. Thesis, Brno University of Technology. Accessed January 17, 2021.
http://hdl.handle.net/11012/25193.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Šandera, Čeněk. “Heuristické algoritmy pro optimalizaci: Heuristic algorithms in optimization.” 2019. Web. 17 Jan 2021.
Vancouver:
Šandera . Heuristické algoritmy pro optimalizaci: Heuristic algorithms in optimization. [Internet] [Thesis]. Brno University of Technology; 2019. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/11012/25193.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Šandera . Heuristické algoritmy pro optimalizaci: Heuristic algorithms in optimization. [Thesis]. Brno University of Technology; 2019. Available from: http://hdl.handle.net/11012/25193
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
26.
Helal, Nathalie.
An evidential answer for the capacitated vehicle routing problem with uncertain demands : Une réponse évidentielle pour le problème de tournée de véhicules avec contrainte de capacité et demandes incertaines.
Degree: Docteur es, Génie Informatique et Automatique, 2017, Université d'Artois
URL: http://www.theses.fr/2017ARTO0208
► Le problème de tournées de véhicules avec contrainte de capacité est un problème important en optimisation combinatoire. L'objectif du problème est de déterminer l'ensemble des…
(more)
▼ Le problème de tournées de véhicules avec contrainte de capacité est un problème important en optimisation combinatoire. L'objectif du problème est de déterminer l'ensemble des routes, nécessaire pour servir les demandes déterministes des clients ayant un cout minimal, tout en respectant la capacité limite des véhicules. Cependant, dans de nombreuses applications réelles, nous sommes confrontés à des incertitudes sur les demandes des clients. La plupart des travaux qui ont traité ce problème ont supposé que les demandes des clients étaient des variables aléatoires. Nous nous proposons dans cette thèse de représenter l'incertitude sur les demandes des clients dans le cadre de la théorie de l'évidence - un formalisme alternatif pour modéliser les incertitudes. Pour résoudre le problème d'optimisation qui résulte, nous généralisons les approches de modélisation classiques en programmation stochastique. Précisément, nous proposons deux modèles pour ce problème. Le premier modèle, est une extension de l'approche chance-constrained programming, qui impose des bornes minimales pour la croyance et la plausibilité que la somme des demandes sur chaque route respecte la capacité des véhicules. Le deuxième modèle étend l'approche stochastic programming with recourse: l'incertitude sur les recours (actions correctives) possibles sur chaque route est représentée par une fonction de croyance et le coût d'une route est alors son coût classique (sans recours) additionné du pire coût espéré des recours. Certaines propriétés de ces deux modèles sont étudiées. Un algorithme de recuit simulé est adapté pour résoudre les deux modèles et est testé expérimentalement.
The capacitated vehicle routing problem is an important combinatorial optimisation problem. Its objective is to find a set of routes of minimum cost, such that a fleet of vehicles initially located at a depot service the deterministic demands of a set of customers, while respecting capacity limits of the vehicles. Still, in many real-life applications, we are faced with uncertainty on customer demands. Most of the research papers that handled this situation, assumed that customer demands are random variables. In this thesis, we propose to represent uncertainty on customer demands using evidence theory - an alternative uncertainty theory. To tackle the resulting optimisation problem, we extend classical stochastic programming modelling approaches. Specifically, we propose two models for this problem. The first model is an extension of the chance-constrained programming approach, which imposes certain minimum bounds on the belief and plausibility that the sum of the demands on each route respects the vehicle capacity. The second model extends the stochastic programming with recourse approach: it represents by a belief function for each route the uncertainty on its recourses (corrective actions) and defines the cost of a route as its classical cost (without recourse) plus the worst expected cost of its recourses. Some properties of these two models are studied. A simulated…
Advisors/Committee Members: Lefèvre, Eric (thesis director).
Subjects/Keywords: Problème de tournées de véhicules; Demandes incertaines; "Chance constrained programming”; “Stochastic programming with recourse”; Théorie de l’évidence; Vehicle routing problem; Uncertain demands; Chance constrained programming; Stochastic programming with recourse; Evidence theory.; 620; 629.8
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Helal, N. (2017). An evidential answer for the capacitated vehicle routing problem with uncertain demands : Une réponse évidentielle pour le problème de tournée de véhicules avec contrainte de capacité et demandes incertaines. (Doctoral Dissertation). Université d'Artois. Retrieved from http://www.theses.fr/2017ARTO0208
Chicago Manual of Style (16th Edition):
Helal, Nathalie. “An evidential answer for the capacitated vehicle routing problem with uncertain demands : Une réponse évidentielle pour le problème de tournée de véhicules avec contrainte de capacité et demandes incertaines.” 2017. Doctoral Dissertation, Université d'Artois. Accessed January 17, 2021.
http://www.theses.fr/2017ARTO0208.
MLA Handbook (7th Edition):
Helal, Nathalie. “An evidential answer for the capacitated vehicle routing problem with uncertain demands : Une réponse évidentielle pour le problème de tournée de véhicules avec contrainte de capacité et demandes incertaines.” 2017. Web. 17 Jan 2021.
Vancouver:
Helal N. An evidential answer for the capacitated vehicle routing problem with uncertain demands : Une réponse évidentielle pour le problème de tournée de véhicules avec contrainte de capacité et demandes incertaines. [Internet] [Doctoral dissertation]. Université d'Artois; 2017. [cited 2021 Jan 17].
Available from: http://www.theses.fr/2017ARTO0208.
Council of Science Editors:
Helal N. An evidential answer for the capacitated vehicle routing problem with uncertain demands : Une réponse évidentielle pour le problème de tournée de véhicules avec contrainte de capacité et demandes incertaines. [Doctoral Dissertation]. Université d'Artois; 2017. Available from: http://www.theses.fr/2017ARTO0208
27.
Zey, Bernd.
Solving two-stage stochastic network design problems to optimality.
Degree: 2017, Technische Universität Dortmund
URL: http://dx.doi.org/10.17877/DE290R-18290
► The Steiner tree problem (STP) is a central and well-studied graph-theoretical combinatorial optimization problem which plays an important role in various applications. It can be…
(more)
▼ The Steiner tree
problem (STP) is a central and well-studied graph-theoretical combinatorial optimization
problem which plays an important role in various applications. It can be stated as follows: Given a weighted graph and a set of terminal vertices, find a subset of edges which connects the terminals at minimum cost. However, in real-world applications the input data might not be given with certainty or it might depend on future decisions. For the STP, for example, edge costs representing the costs of establishing links may be
subject to inflations and price deviations. In this thesis we tackle data uncertainty by using the concept of
stochastic programming and we study the two-stage
stochastic version of the Steiner tree
problem (SSTP). Thereby, a set of scenarios defines the possible outcomes of a random variable; each scenario is given by its realization probability and defines a set of terminals and edge costs. A feasible solution consists
of a subset of edges in the first stage and edge subsets for all scenarios (second stage) such that each terminal set is connected. The objective is to find a solution that minimizes the expected cost. We consider two approaches for solving the SSTP to optimality: combinatorial algorithms, in particular fixed-parameter tractable (FPT) algorithms, and methods from mathematical
programming. Regarding the combinatorial algorithms we develop a linear-time algorithm for trees, an FPT algorithm parameterized by the number of terminals, and we consider treewidth-bounded graphs where we give the first FPT algorithm parameterized by the combination of treewidth and number of scenarios. The second approach is based on deriving strong integer
programming (IP) formulations for the SSTP. By using orientation properties we introduce new semi-directed cut- and flow-based IP formulations which are shown to be stronger than the undirected models from the literature. To solve these models to
optimality we use a decomposition-based two-stage branch&cut algorithm, which is improved by a fast and efficient method for strengthening the optimality cuts. Moreover, we develop new and stronger integer optimality cuts. The computational performance is evaluated in a comprehensive computational study, which shows the superiority of the new formulations, the benefit of the decomposition, and the advantage of using the strengthened optimality cuts. The Steiner forest
problem (SFP) is a related
problem where sets of terminals need to be connected. On the one hand, the SFP is a generalization of the STP and on the other hand, we show that the SFP is a special case of the SSTP. Therefore, our results are transferable to the SFP and we present the first FPT algorithm for treewidth-bounded graphs and we model new and stronger (semi-)directed cut- and flow-based IP formulations for the SFP. In the second part of this thesis we consider the two-stage
stochastic survivable network
design
problem, an extension of the SSTP where pairs of vertices may demand a higher connectivity. Similarly to the first part we…
Advisors/Committee Members: Mutzel, Petra (advisor), Buchheim, Christoph (referee).
Subjects/Keywords: Two-stage stochastic network design; Stochastic Steiner tree; Integer linear programming; Fixed parameter tractable; 004; Steiner-Baum; Ganzzahlige lineare Optimierung; Steiner-Problem
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Zey, B. (2017). Solving two-stage stochastic network design problems to optimality. (Doctoral Dissertation). Technische Universität Dortmund. Retrieved from http://dx.doi.org/10.17877/DE290R-18290
Chicago Manual of Style (16th Edition):
Zey, Bernd. “Solving two-stage stochastic network design problems to optimality.” 2017. Doctoral Dissertation, Technische Universität Dortmund. Accessed January 17, 2021.
http://dx.doi.org/10.17877/DE290R-18290.
MLA Handbook (7th Edition):
Zey, Bernd. “Solving two-stage stochastic network design problems to optimality.” 2017. Web. 17 Jan 2021.
Vancouver:
Zey B. Solving two-stage stochastic network design problems to optimality. [Internet] [Doctoral dissertation]. Technische Universität Dortmund; 2017. [cited 2021 Jan 17].
Available from: http://dx.doi.org/10.17877/DE290R-18290.
Council of Science Editors:
Zey B. Solving two-stage stochastic network design problems to optimality. [Doctoral Dissertation]. Technische Universität Dortmund; 2017. Available from: http://dx.doi.org/10.17877/DE290R-18290

Brno University of Technology
28.
Cabalka, Matouš.
Pokročilá optimalizace toků v sítích: Advanced Optimization of Network Flows.
Degree: 2019, Brno University of Technology
URL: http://hdl.handle.net/11012/138014
► The master’s thesis focuses on the optimization models in logistics with emphasis on the network interdiction problem. The brief introduction is followed by two overview…
(more)
▼ The master’s thesis focuses on the optimization models in logistics with emphasis on the network interdiction
problem. The brief introduction is followed by two overview chapters - graph theory and mathematical
programming. Important definitions strongly related to network interdiction problems are introduced in the chapter named Basic concepts of graph theory. Necessary theorems used for solving problems are following the definitions. Next chapter named Introduction to mathematical
programming firstly contains concepts from linear
programming. Definitions and theorems are chosen with respect to the following maximum flow
problem and the derived dual
problem. Concepts of
stochastic optimization follow. In the fifth chapter, we discuss deterministic models of the network interdiction.
Stochastic models of the network interdiction follow in the next chapter. All models are implemented in programmes written in the
programming language GAMS, the codes are attached.
Advisors/Committee Members: Popela, Pavel (advisor), Hrabec, Dušan (referee).
Subjects/Keywords: Matematické programování; lineární programování; toky v sítích; úloha o maximálním toku; duální úloha; úloha o minimálním řezu; úloha napadení sítě; dvoustupňové programování; stochastické programování; GAMS; Mathematical programming; linear programming; network flows; the maximum flow problem; dual problem; the minimum cut problem; network interdiction problem; two-stage programming; stochastic programming; GAMS
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Cabalka, M. (2019). Pokročilá optimalizace toků v sítích: Advanced Optimization of Network Flows. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/138014
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Cabalka, Matouš. “Pokročilá optimalizace toků v sítích: Advanced Optimization of Network Flows.” 2019. Thesis, Brno University of Technology. Accessed January 17, 2021.
http://hdl.handle.net/11012/138014.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Cabalka, Matouš. “Pokročilá optimalizace toků v sítích: Advanced Optimization of Network Flows.” 2019. Web. 17 Jan 2021.
Vancouver:
Cabalka M. Pokročilá optimalizace toků v sítích: Advanced Optimization of Network Flows. [Internet] [Thesis]. Brno University of Technology; 2019. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/11012/138014.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Cabalka M. Pokročilá optimalizace toků v sítích: Advanced Optimization of Network Flows. [Thesis]. Brno University of Technology; 2019. Available from: http://hdl.handle.net/11012/138014
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
29.
Rožnjik Andrea.
Optimizacija problema sa stohastičkim ograničenjima tipa jednakosti – kazneni metodi sa promenljivom veličinom uzorka.
Degree: 2019, University of Novi Sad
URL: https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija153804843966981.pdf?controlNumber=(BISIS)107819&fileName=153804843966981.pdf&id=12029&source=OATD&language=en
;
https://www.cris.uns.ac.rs/record.jsf?recordId=107819&source=OATD&language=en
► U disertaciji je razmatran problem stohastičkog programiranja s ograničenjima tipa jednakosti, odnosno problem minimizacije s ograničenjima koja su u obliku matematičkog očekivanja. Za rešavanje…
(more)
▼ U disertaciji je razmatran problem stohastičkog programiranja s ograničenjima tipa jednakosti, odnosno problem minimizacije s ograničenjima koja su u obliku matematičkog očekivanja. Za rešavanje posmatranog problema kreirana su dva iterativna postupka u kojima se u svakoj iteraciji računa s uzoračkim očekivanjem kao aproksimacijom matematičkog očekivanja. Oba postupka koriste prednosti postupaka s promenljivom veličinom uzorka zasnovanih na adaptivnom ažuriranju veličine uzorka. To znači da se veličina uzorka određuje na osnovu informacija u tekućoj iteraciji. Konkretno, tekuće informacije o preciznosti aproksimacije očekivanja i tačnosti aproksimacije rešenja problema definišu veličinu uzorka za narednu iteraciju. Oba iterativna postupka su zasnovana na linijskom pretraživanju, a kako je u pitanju problem s ograničenjima, i na kvadratnom kaznenom postupku prilagođenom stohastičkom okruženju. Postupci su zasnovani na istim idejama, ali s različitim pristupom. Po prvom pristupu postupak je kreiran za rešavanje SAA reformulacije problema stohastičkog programiranja, dakle za rešavanje aproksimacije originalnog problema. To znači da je uzorak definisan pre iterativnog postupka, pa je analiza konvergencije algoritma deterministička. Pokazano je da se, pod standardnim pretpostavkama, navedenim algoritmom dobija podniz iteracija čija je tačka nagomilavanja KKT tačka SAA reformulacije. Po drugom pristupu je formiran algoritam za rešavanje samog problema stohastičkog programiranja, te je analiza konvergencije stohastička. Predstavljenim algoritmom se generiše podniz iteracija čija je tačka nagomilavanja, pod standardnim pretpostavkama za stohastičku optimizaciju, skoro sigurno KKT tačka originalnog problema. Predloženi algoritmi su implementirani na istim test problemima. Rezultati numeričkog testiranja prikazuju njihovu efikasnost u rešavanju posmatranih problema u poređenju s postupcima u kojima je ažuriranje veličine uzorka zasnovano na unapred definisanoj šemi. Za meru efikasnosti je upotrebljen broj izračunavanja funkcija. Dakle, na osnovu rezultata dobijenih na skupu testiranih problema može se zaključiti da se adaptivnim ažuriranjem veličine uzorka može uštedeti u broju evaluacija funkcija kada su u pitanju i problemi s ograničenjima. Kako je posmatrani problem deterministički, a formulisani postupci su stohastički, prva tri poglavlja disertacije sadrže osnovne pojmove determinističke i stohastiˇcke optimizacije, ali i kratak pregled definicija i teorema iz drugih oblasti potrebnih za lakše praćenje analize originalnih rezultata. Nastavak disertacije čini prikaz formiranih algoritama, analiza njihove konvergencije i numerička implementacija.
Stochastic programming problem with equality constraints is considered within thesis. More precisely, the problem is minimization problem with constraints in the form of mathematical expectation. We proposed two…
Advisors/Committee Members: Krklec Jerinkić Nataša, Krejić Nataša, Rapajić Sanja, Ovcin Zoran.
Subjects/Keywords: problem stohasičkog programiranja, ograničenja tipa jednakosti, SAA aproksimacija, metodi s promenljivom veličinom uzorka, kazneni postupci; stochastic programming problem, equality constraints, sample average approximation, variable sample size methods, penalty methods
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APA (6th Edition):
Andrea, R. (2019). Optimizacija problema sa stohastičkim ograničenjima tipa jednakosti – kazneni metodi sa promenljivom veličinom uzorka. (Thesis). University of Novi Sad. Retrieved from https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija153804843966981.pdf?controlNumber=(BISIS)107819&fileName=153804843966981.pdf&id=12029&source=OATD&language=en ; https://www.cris.uns.ac.rs/record.jsf?recordId=107819&source=OATD&language=en
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Andrea, Rožnjik. “Optimizacija problema sa stohastičkim ograničenjima tipa jednakosti – kazneni metodi sa promenljivom veličinom uzorka.” 2019. Thesis, University of Novi Sad. Accessed January 17, 2021.
https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija153804843966981.pdf?controlNumber=(BISIS)107819&fileName=153804843966981.pdf&id=12029&source=OATD&language=en ; https://www.cris.uns.ac.rs/record.jsf?recordId=107819&source=OATD&language=en.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Andrea, Rožnjik. “Optimizacija problema sa stohastičkim ograničenjima tipa jednakosti – kazneni metodi sa promenljivom veličinom uzorka.” 2019. Web. 17 Jan 2021.
Vancouver:
Andrea R. Optimizacija problema sa stohastičkim ograničenjima tipa jednakosti – kazneni metodi sa promenljivom veličinom uzorka. [Internet] [Thesis]. University of Novi Sad; 2019. [cited 2021 Jan 17].
Available from: https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija153804843966981.pdf?controlNumber=(BISIS)107819&fileName=153804843966981.pdf&id=12029&source=OATD&language=en ; https://www.cris.uns.ac.rs/record.jsf?recordId=107819&source=OATD&language=en.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Andrea R. Optimizacija problema sa stohastičkim ograničenjima tipa jednakosti – kazneni metodi sa promenljivom veličinom uzorka. [Thesis]. University of Novi Sad; 2019. Available from: https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija153804843966981.pdf?controlNumber=(BISIS)107819&fileName=153804843966981.pdf&id=12029&source=OATD&language=en ; https://www.cris.uns.ac.rs/record.jsf?recordId=107819&source=OATD&language=en
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

RMIT University
30.
Roozbeh, I.
Optimisation approaches for an orienteering problem with applications to wildfire management.
Degree: 2019, RMIT University
URL: http://researchbank.rmit.edu.au/view/rmit:162938
► During uncontrollable wildfires, Incident Management Teams (ITMs) dispatch vehicles for tasks aimed at reducing the hazard to key assets. The deployment plan is complicated by…
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▼ During uncontrollable wildfires, Incident Management Teams (ITMs) dispatch vehicles for tasks aimed at reducing the hazard to key assets. The deployment plan is complicated by the need for vehicle capabilities to match asset requirements within time-windows determined by the progression of the fire. Assignment of the response vehicles to undertake protection activities at different assets is known as the asset protection problem. The asset protection problem is one of the real-life applications of the Cooperative Orienteering Problem with Time Windows (COPTW). The COPTW is a class of problems with some important applications and yet has received relatively little attention. In the COPTW, a certain number of team members are required to collect the associated reward from each node simultaneously and cooperatively. This requirement to have one or more team members simultaneously available at a vertex to collect the reward, poses a challenging task. It means that while multiple paths need to be determined as in the team orienteering problem with time-windows (TOPTW), there is the additional requirement that certain paths must meet at some of the vertices. Exact methods are too slow for operational purposes and they are not able to handle large scale instances of the COPTW. This thesis addresses the problem of finding solutions to COPTW in times that make the approaches suitable for use in certain emergency response situations. Computation of exact solutions within a reasonable time is impossible due to the nature of the COPTW. Thus, the thesis introduces an efficient heuristic approach to achieve reliable solutions in short computation times. Thereafter, a new set of algorithms are developed to work together as components of an adaptive large neighbourhood search algorithm. The proposed solution approaches in this work are the first algorithms that can achieve promising solutions for realistic sizes of the COPTW in a time efficient manner. In addition to the COPTW, this thesis presents an algorithmic approach to solve the asset protection problem. The complexities involved in the asset protection problem are handled by a metaheuristic algorithm. The asset protection problem is often further complicated by a wind change that is expected but with uncertainty in its timing. For this situation a two-stage stochastic model is introduced for the optimal deployment of response vehicles. The model addresses uncertainty in the timing of changes in the problem conditions for the first time in the literature. It is shown that deployment plans, which improve on current practices, can be generated in operational times thus providing useful decision support in time-pressured environments. The performance of the proposed approaches are validated through extensive computational studies. The computational results show that the proposed methods are effective in obtaining good quality solutions in times that are suitable for operational purposes. This is particularly useful for increasing the tools available to IMT's faced with…
Subjects/Keywords: Fields of Research; orienteering problem; asset protection problem; stochastic programming; adaptive large neighbourhood search; dynamic rerouting; synchronisation constraint; wildfire management; heuristic algorithms
Record Details
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Record Details
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Roozbeh, I. (2019). Optimisation approaches for an orienteering problem with applications to wildfire management. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:162938
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Roozbeh, I. “Optimisation approaches for an orienteering problem with applications to wildfire management.” 2019. Thesis, RMIT University. Accessed January 17, 2021.
http://researchbank.rmit.edu.au/view/rmit:162938.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Roozbeh, I. “Optimisation approaches for an orienteering problem with applications to wildfire management.” 2019. Web. 17 Jan 2021.
Vancouver:
Roozbeh I. Optimisation approaches for an orienteering problem with applications to wildfire management. [Internet] [Thesis]. RMIT University; 2019. [cited 2021 Jan 17].
Available from: http://researchbank.rmit.edu.au/view/rmit:162938.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Roozbeh I. Optimisation approaches for an orienteering problem with applications to wildfire management. [Thesis]. RMIT University; 2019. Available from: http://researchbank.rmit.edu.au/view/rmit:162938
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
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