We consider a class of two-stage stochastic integer programs with binary variables in the first stage and general integer variables in the second stage. We develop decomposition algorithms akin to the L-shaped or Benders’ methods by utilizing Gomory cuts to obtain iteratively tighter approximations of the second-stage integer programs. We show that the proposed methodology is flexible in that i...

This work presents a methodology to incorporate reliability constraints in the optimal power systems expansion planning problem. Besides Loss Of Load Probability (LOLP) and Expected Power Not Supplied (EPNS), traditionally used systems, this proposes use of risk measures VaR (Value-at-Risk) CVaR (Conditional Value-at-Risk), widely financial markets. The explicit consideration problem can be an ...

of Dissertation Presented to the Graduate School of the University of Florida in Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy REFORMULATION AND CUTTING-PLANE APPROACHES FOR SOLVING TWO-STAGE OPTIMIZATION AND NETWORK INTERDICTION PROBLEMS By Siqian Shen August 2011 Chair: J. Cole Smith Major: Industrial and Systems Engineering This dissertation investigates mode...

This thesis studies an inventory-location problem faced by a large manufacturer and supplier of small to medium sized aircraft and their spare parts. The sale of after market spare parts is a major source of revenue for the company, but it is a complex industry with many unique challenges. The original problem is a multi-echelon network design problem, which is decomposed into a facility locati...

We consider the 3-staged Strip Packing Problem, in which rectangular items have to be arranged onto a rectangular strip of fixed width, such that the items can be obtained by three stages of guillotine cuts while the required strip height is to be minimized. We propose a new logic-based Benders decomposition with two kinds of Benders cuts and compare it with a compact integer linear programming...

In this paper1, we present a constraint programmingbased approach to solve a hard real-time allocation problem. This problem consists in assigning periodic tasks to processors in the context of fixed priority preemptive scheduling. Our approach builds on dynamic constraint programming together with a learning method to find a feasible processor allocation under constraints. This problem is deco...

Maritime cabotage is a legislation published by a particular coastal country, which is used to conduct the cargo transportation between its two domestic ports. This paper proposes a two-phase mathematical programming model to formulate the liner hub-and-spoke shipping network design problem subject to the maritime cabotage legislations, i.e., the hub location and feeder allocation problem for p...

The main method of solving multi-objective programming is changing multi-objective programming problem into single objective programming problem, and then get Pareto optimal solution. Conversely, whether all Pareto optimal solutions can be obtained through appropriate method, generally the answer is negative. In this paper, the methods of norm ideal point and membership function are used to sol...

In this paper, a green transportation location problem is considered with uncertain demand parameter. Increasing robustness influences the number of trucks for sending goods and products, caused consequently, increase the air pollution. In this paper, two green approaches are introduced which demand is the main uncertain parameter in both. These approaches are addressed to provide a trade-off b...