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An exact algorithm for biobjective integer programming problems
(Bilkent University, 201907)We propose an exact algorithm to find all nondominated points of biobjective integer programming problems, which arise in various applications of operations research. The algorithm is based on dividing objective space ... 
A branch and cut algorithm for the inventory routing problem
(Bilkent University, 201907)The inventory routing problem arises in vendor managed systems where products are distributed from a supplier to a set of retailers by a homogeneous eet of capacitated vehicles. The routes of the vehicles and the ... 
Airline rescheduling with aircraft unavailability period
(Bilkent University, 201907)Airlines design their initial schedules under the assumption that all resources will be available on time and ights will operate as planned. However, some disruptions occur due to mechanical failures and unexpected ... 
Data analytics in stock markets
(Bilkent University, 201907)One of the important strategies that is employed in finance is data analytics. Data Analytics is the science of investigating raw data with intention of drawing meaningful information and useful conclusions. Recently, ... 
Lot sizing with perishable items
(Bilkent University, 201907)We address the uncapacitated lot sizing problem for a perishable item that has a deterministic and fixed lifetime. In the first part of the study, we assume that the demand is also deterministic. We conduct a polyhedral ... 
Compound Poisson disorder problem with uniformly distributed disorder time
(Bilkent University, 201907)Suppose that arrival rate and jump distribution of a compound Poisson process change suddenly at an unknown and unobservable time. The problem of detecting the change (disorder) as soon as it occurs is known as compound ... 
Missed flight cover design
(Bilkent University, 201907)Missed flight cover is an option with a price and validity period and is a source of ancillary revenues for the airline companies and helps passengers, who missed their flights, resume their journeys at reduced costs. ... 
Optimizing airline operations under uncertainty
(Bilkent University, 201906)Fluctuations in passenger demand, airport congestion, and high fuel costs are the main threats to airlines' profit, thereby need to be carefully addressed in airline scheduling problems. This study takes an advantage of ... 
Locationlocation routing problem and its application on refugee camps
(Bilkent University, 201906)In the classical Location Routing Problem (LRP), the customers are at xed and known locations. Given the known customer locations, in LRP models, decisions are taken for distribution center locations and corresponding ... 
Network design problems and value of control mechanisms in power systems
(Bilkent University, 201906)Power systems planning and operations is one of the most challenging problems in energy field due to its complex, largescale and nonlinear nature. Operating power systems with uncertainties and disturbances such as ... 
Green location and routing problems with conventional vehicles and drones
(Bilkent University, 201906)Green Location and Routing Problems extend the network design problems that consider location and routing decisions by explicitly accounting environmental impacts such as CO2 emissions caused by fuel or energy consumption ... 
Assortment planning under nonlinear cost structures
(Bilkent University, 201904)We first consider the assortment optimization problem with fixed product costs under the Mixtures of Multinomials (MMNL) Model. The problem is NPhard even under the Multinomial Logit Model and the existing literature ... 
Riskaverse multistage mixedinteger stochastic programming problems
(Bilkent University, 20190129)Riskaverse multistage mixedinteger stochastic programming problems form a class of extremely challenging problems since the problem size grows exponentially with the number of stages, they are nonconvex due to ... 
Computation of systemic risk measures: a mixedinteger linear programming approach
(Bilkent University, 201901)In the scope of nance, systemic risk is concerned with the instability of a nancial system, where the members of the system are interdependent in the sense that the failure of some institutions may trigger defaults ... 
Riskaverse multiclass support vector machines
(Bilkent University, 201812)A classification problem aims to identify the class of new observations based on the previous observations whose classes are known. It has many applications in a variety of disciplines such as medicine, finance and ... 
Age and lifetime based policies for perishable items
(Bilkent University, 201811)Many inventory systems hold items which perish after a specific time. Upon perishing, the inventory level falls down to zero which may incur irreparable costs to the system. Therefore, developing a genius control policy ... 
Combinatorial multiarmed bandits: applications and analyses
(Bilkent University, 201809)We focus on two related problems: Combinatorial multiarmed bandit problem (CMAB) with probabilistically triggered arms (PTAs) and Online Contextual Influence Maximization Problem with Costly Observations (OCIMPCO) ... 
Assortment planning with premium services
(Bilkent University, 201809)We consider the assortment planning problem of an online retailer who offers products with multiple service types which differ in delivery time. We assume that customers make their choices according to the multinomial ... 
Generating evenly distributed equitably efficient solutions in multiobjective optimization problems
(Bilkent University, 201809)We consider multiobjective optimization (MOP) problems where the decision maker (DM) has equity concerns. We assume that the preference model of the DM satisfies properties related to inequityaversion, hence we focus ... 
A mathematical modeling approach for managing regional blood bank operations
(Bilkent University, 201809)Blood bank operations are complex affairs since they involve supply chain management of highly perishable goods such as whole blood and blood products. The Turkish Red Crescent (TRC), who is the main responsible organization ...