In this study, we introduce a distribution network design problem that determines the locations and capacities of the relief distribution points in the last mile network, while considering demand- and network-related ...
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In this study, we introduce a distribution network design problem that determines the locations and capacities of the relief distribution points in the last mile network, while considering demand- and network-related uncertainties in the post-disaster environment. The problem addresses the critical concerns of relief organizations in designing last mile networks, which are providing accessible and equitable service to beneficiaries. We focus on two types of supply allocation policies and propose a hybrid version considering their different implications on equity and accessibility. Then, we develop a two-stage stochasticprogramming model that incorporates the hybrid allocation policy and achieves high levels of accessibility and equity simultaneously. We devise a branch-and-cut algorithm based on Benders decomposition to solve large problem instances in reasonable times and conduct a numerical study to demonstrate the computational effectiveness of the solution method. We also illustrate the application of our model on a case study based on real-world data from the 2011 Van earthquake in Turkey.
To enable ubiquitous Artificial Intelligence (AI) in the next-generation wireless communications networks, computation-intensive tasks such as data processing and model training have to be performed by energy-constrai...
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To enable ubiquitous Artificial Intelligence (AI) in the next-generation wireless communications networks, computation-intensive tasks such as data processing and model training have to be performed by energy-constrained end users. In this paper, we present a hybrid coded edge computing network whereby users can choose to complete their computation task through: i) local computation with the wireless power transfer derived from base stations, ii) coded edge offloading, or iii) hybrid computation involving edge offloading and local computation. To minimize the overall network cost, we propose a stochastic resource optimization approach. Given the stochastic nature of wireless charging efficiency and edge servers computation capacities, which can only be observed ex-post , a computation strategy for each user is determined using the two-stage stochastic integer programming (SIP). To address the complexity of the SIP problem which scales with the size of the network, we introduce the efficient computation methods of Benders' decomposition and sample average approximation. Besides, we present a special case of z -stage stochastic offloading optimization that is applicable when the corrective edge offloading action can be executed in multiple stages, e.g., for non-time-sensitive tasks that do not need to be completed by stage two. Finally, we provide extensive sensitivity analyses to evaluate the performance of the proposed cost minimization approach amid varying network parameters. We demonstrate that our approach outperforms deterministic optimization approaches for in-network cost minimization.
In this paper, a general branch-and-cut procedure for stochasticinteger programs with complete recourse and first stage binary variables is presented. It is shown to provide a finite exact algorithm for a number of s...
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In this paper, a general branch-and-cut procedure for stochasticinteger programs with complete recourse and first stage binary variables is presented. It is shown to provide a finite exact algorithm for a number of stochasticinteger programs, even in the presence of binary variables or continuous random variables in the second stage.
Given a set of m resources and n tasks, the dynamic capacity acquisition and assignment problem seeks a minimum cost schedule of capacity acquisitions for the resources and the assignment of resources to tasks, over a...
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Given a set of m resources and n tasks, the dynamic capacity acquisition and assignment problem seeks a minimum cost schedule of capacity acquisitions for the resources and the assignment of resources to tasks, over a given planning horizon of T periods. This problem arises, for example, in the integrated planning of locations and capacities of distribution centers (DCs), and the assignment of customers to the DCs, in supply chain applications. We consider the dynamic capacity acquisition and assignment problem in an environment where the assignment costs and the processing requirements for the tasks are uncertain. Using a scenario based approach, we develop a stochastic integer programming model for this problem. The highly non-convex nature of this model prevents the application of standard stochasticprogramming decomposition algorithms. We use a recently developed decomposition based branch-and-bound strategy for the problem. Encouraging preliminary computational results are provided.
Different classes of on-line algorithms are developed and analyzed for the solution of {0, 1} and relaxed stochastic knapsack problems, in which both profit and size coefficients are random variables. In particular, a...
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Different classes of on-line algorithms are developed and analyzed for the solution of {0, 1} and relaxed stochastic knapsack problems, in which both profit and size coefficients are random variables. In particular, a linear time on-line algorithm is proposed for which the expected difference between the optimum and the approximate solution value is O(log(3/2) n). An Omega(1) lower bound on the expected difference between the optimum and the solution found by any on-line algorithm is also shown to hold.
We describe a value-driven approach to optimizing pharmaceutical portfolios. Our approach incorporates inputs from research and development and commercial functions by simultaneously addressing internal and external f...
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We describe a value-driven approach to optimizing pharmaceutical portfolios. Our approach incorporates inputs from research and development and commercial functions by simultaneously addressing internal and external factors. This approach differentiates itself from current practices in that it recognizes the impact of study design parameters, sample size in particular, on the portfolio value. We develop an integerprogramming (IP) model as the basis for Bayesian decision analysis to optimize phase 3 development portfolios using expected net present value as the criterion. We show how this framework can be used to determine optimal sample sizes and trial schedules to maximize the value of a portfolio under budget constraints. We then illustrate the remarkable flexibility of the IP model to answer a variety of what-if' questions that reflect situations that arise in practice. We extend the IP model to a stochastic IP model to incorporate uncertainty in the availability of drugs from earlier development phases for phase 3 development in the future. We show how to use stochastic IP to re-optimize the portfolio development strategy over time as new information accumulates and budget changes occur. Copyright (c) 2013 John Wiley & Sons, Ltd.
A prominent problem in airline crew scheduling is the pairings or Tour-of-Duty planning problem. The objective is to determine a set of pairings (or Tours-of-Duty) for a crew group to minimise the planned cost of oper...
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A prominent problem in airline crew scheduling is the pairings or Tour-of-Duty planning problem. The objective is to determine a set of pairings (or Tours-of-Duty) for a crew group to minimise the planned cost of operating a schedule of flights. However, due to unforeseen events the performance in operation can differ considerably from planning, sometimes causing significant additional recoverycosts. In recent years there has been a growing interest in robust crew scheduling. Here, the aim is to find solutions that are "cheap' in terms of planned cost as well as being robust, meaning that they are less likely to be disrupted in case of delays. Taking the stochastic nature of delays into account, Yen and Birge (Transp Sci 40:3-14, 2006) formulate the problem as a two-stage stochasticinteger programme and develop an algorithm to solve this problem. Based on the contradictory nature of the goals, Ehrgott and Ryan (J Multi-Criteria Decis Anal 11:139-150, 2002) formulate a bi-objective set partitioning model and employ elastic constraint scalarisation to enable the solution by set partitioning algorithms commercially used in crew scheduling software. In this study, we compare the two solution approaches. We improve the algorithm of Yen and Birge (Transp Sci 40:3-14, 2006) and implement both methods with a commercial crew scheduling software. The results of both methods are compared with respect to characteristics of robust solutions, such as the number of aircraft changes for crew. We also conduct experiments to simulate the performance of the obtained solutions. All experiments are performed using actual schedule data from Air New Zealand.
A multiyear discrete stochasticprogramming model with uncertain water supplies and inter-year crop dynamics is developed to determine: (i) whether a multiyear drought's impact can be more than the sum of its part...
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A multiyear discrete stochasticprogramming model with uncertain water supplies and inter-year crop dynamics is developed to determine: (i) whether a multiyear drought's impact can be more than the sum of its parts, and (ii) whether optimal response to 1 year of drought can increase a producer's vulnerability in subsequent years of drought. A farm system that has inter-year crop dynamics, but lacks inter-annual water storage capabilities, is used as a case study to demonstrate that dynamics unrelated to large reservoirs or groundwater can necessitate a multiyear model to estimate drought's impact. Results demonstrate the importance of analysing individual years of drought in the context of previous and future years of drought.
We identify multistage stochasticinteger programs with risk objectives where the related wait-and-see problems enjoy similiar separability as in the risk neutral case. For models belonging to this class, we present a...
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We identify multistage stochasticinteger programs with risk objectives where the related wait-and-see problems enjoy similiar separability as in the risk neutral case. For models belonging to this class, we present a solution method combining branch-and-bound with relaxation of non-anticipativity and constraint branching along non-anticipativity subspaces.
The purpose of this paper is to investigate branch and bound strategies and the comparison of branch and cut with pure branch and bound approaches on high speed telecommunication network design under uncertainty. We m...
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The purpose of this paper is to investigate branch and bound strategies and the comparison of branch and cut with pure branch and bound approaches on high speed telecommunication network design under uncertainty. We model the problem as a two-stage stochastic program with discrete first-stage (investment) variables. Two formulations of the problem are used. The first one with general integer investment variables and the second one, a variant of the first model, with 0-1 investment variables. We present computational results for three solution approaches: the integer L-shaped (Benders) decomposition, a branch and bound framework and a disjunctive cutting plane method.
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