Browsing by Subject "Second-order cone programming"

Now showing 1 - 9 of 9

Open Access
Compromising system and user interests in shelter location and evacuation planning
(Elsevier Ltd, 2015) Bayram V.; Tansel, B.T.; Yaman H.
Traffic management during an evacuation and the decision of where to locate the shelters are of critical importance to the performance of an evacuation plan. From the evacuation management authority's point of view, the desirable goal is to minimize the total evacuation time by computing a system optimum (SO). However, evacuees may not be willing to take long routes enforced on them by a SO solution; but they may consent to taking routes with lengths not longer than the shortest path to the nearest shelter site by more than a tolerable factor. We develop a model that optimally locates shelters and assigns evacuees to the nearest shelter sites by assigning them to shortest paths, shortest and nearest with a given degree of tolerance, so that the total evacuation time is minimized. As the travel time on a road segment is often modeled as a nonlinear function of the flow on the segment, the resulting model is a nonlinear mixed integer programming model. We develop a solution method that can handle practical size problems using second order cone programming techniques. Using our model, we investigate the importance of the number and locations of shelter sites and the trade-off between efficiency and fairness. © 2014 Elsevier Ltd.
Open Access
An integrated approach for airline scheduling, aircraft fleeting and routing with cruise speed control
(Elsevier, 2016) Gürkan, H.; Gürel, S.; Aktürk, M. S.
To place an emphasis on profound relations among airline schedule planning problems and to mitigate the effect of unexpected delays, we integrate schedule design, fleet assignment and aircraft routing problems within a daily planning horizon while passengers' connection service levels are ensured via chance constraints. We propose a nonlinear mixed integer programming model due to the nonlinear fuel consumption and CO2 emission cost terms in the objective function, which is handled by second order conic reformulation. The key contribution of this study is to take into account the cruise time control for the first time in an integrated model of these three stages of airline operations. Changing cruise times of flights in an integrated model enables to construct a schedule to increase utilization of fuel efficient aircraft and even to decrease total number of aircraft needed while satisfying the same service level and maintenance requirements for aircraft fleeting and routing. There is a critical tradeoff between the number of aircraft needed to fulfill the required flights and overall operational expenses. We also propose two heuristic methods to solve larger size problems. Finally, computational results using real data obtained from a major U.S. carrier are presented to demonstrate potential profitability in applying the proposed solution methods.
Open Access
Linear huber M-estimator under ellipsoidal data uncertainty
(Springer, 2002) Pınar, M. Ç.
The purpose of this note is to present a robust counterpart of the Huber estimation problem in the sense of Ben-Tal and Nemirovski when the data elements are subject to ellipsoidal uncertainty. The robust counterparts are polynomially solvable second-order cone programs with the strong duality property. We illustrate the effectiveness of the robust counterpart approach on a numerical example.
Open Access
Minimal conic quadratic reformulations and an optimization model
(Elsevier, 2019) Kian, R.; Berk, Emre; Gürler, Ülkü
In this paper, we consider a particular form of inequalities which involves product of multiple variables with rational exponents. These inequalities can equivalently be represented by a number of conic quadratic forms called cone constraints. We propose an integer programming model and a heuristic algorithm to obtain the minimum number of cone constraints which equivalently represent the original inequality. The performance of the proposed algorithm and the computational effect of reformulations are numerically illustrated.
Open Access
Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets
(2013) Pınar, M. Ç.
We describe a challenging class of large mixed-integer second-order cone programming models which arise in computing the maximum price that a buyer is willing to disburse to acquire an American contingent claim in an incomplete financial market with no arbitrage opportunity. Taking the viewpoint of an investor who is willing to allow a controlled amount of risk by replacing the classical no-arbitrage assumption with a "no good-deal assumption" defined using an arbitrage-adjusted Sharpe ratio criterion we formulate the problem of computing the pricing and hedging of an American option in a financial market described by a multi-period, discrete-time, finite-state scenario tree as a large-scale mixed-integer conic optimization problem. We report computational results with off-the-shelf mixed-integer conic optimization software.
Open Access
Parallel machine match-up scheduling with manufacturing cost considerations
(Springer, 2010) Aktürk, M. S.; Atamtürk, A.; Gürel, S.
Many scheduling problems in practice involve rescheduling of disrupted schedules. In this study, we show that in contrast to fixed processing times, if we have the flexibility to control the processing times of the jobs, we can generate alternative reactive schedules considering the manufacturing cost implications in response to disruptions. We consider a non-identical parallel machining environment where processing times of the jobs are compressible at a certain manufacturing cost, which is a convex function of the compression on the processing time. In rescheduling it is highly desirable to catch up the original schedule as soon as possible by reassigning the jobs to the machines and compressing their processing times. On the other hand, one must also keep the manufacturing cost due to compression of the jobs low. Thus, one is faced with a tradeoff between match-up time and manufacturing cost criteria. We introduce alternative match-up scheduling problems for finding schedules on the efficient frontier of this time/cost tradeoff. We employ the recent advances in conic mixed-integer programming to model these problems effectively. We further provide a fast heuristic algorithm driven by dual prices of convex subproblems for generating approximate efficient schedules.
Open Access
Robust airline scheduling with controllable cruise times and chance constraints
(Institute of Industrial Engineers, 2015) Duran, A. S.; Gürel, S.; Aktürk, M. Selim
Robust airline schedules can be considered as flight schedules that are likely to minimize passenger delay. Airlines usually add an additional time—e.g., schedule padding—to scheduled gate-to-gate flight times to make their schedules less susceptible to variability and disruptions. There is a critical trade-off between any kind of buffer time and daily aircraft productivity. Aircraft speed control is a practical alternative to inserting idle times into schedules. In this study, block times are considered in two parts: Cruise times that are controllable and non-cruise times that are subject to uncertainty. Cruise time controllability is used together with idle time insertion to satisfy passenger connection service levels while ensuring minimum costs. To handle the nonlinearity of the cost functions, they are represented via second-order conic inequalities. The uncertainty in non-cruise times is modeled through chance constraints on passenger connection service levels, which are then expressed using second-order conic inequalities. Overall, it is shown, that a 2% increase in fuel costs cuts down 60% of idle time costs. A computational study shows that exact solutions can be obtained by commercial solvers in seconds for a single-hub schedule and in minutes for a four-hub daily schedule of a major U.S. carrier.
Open Access
Shelter location and evacuation route assignment under uncertainty: a benders decomposition approach
(INFORMS Inst.for Operations Res.and the Management Sciences, 2018) Bayram, V.; Yaman, Hande
Shelters are safe facilities that protect a population from possible damaging effects of a disaster. For that reason, shelter location and traffic assignment decisions should be considered simultaneously for an efficient evacuation plan. In addition, as it is very difficult to anticipate the exact place, time, and scale of a disaster, one needs to take into account the uncertainty in evacuation demand, the disruption/degradation of evacuation road network structure, and the disruption in shelters. In this study, we propose an exact algorithm based on Benders decomposition to solve a scenario-based two-stage stochastic evacuation planning model that optimally locates shelters and that assigns evacuees to shelters and routes in an efficient and fair way to minimize the expected total evacuation time. The second stage of the model is a second-order cone programming problem, and we use duality results for second-order cone programming in a Benders decomposition setting. We solve practical-size problems with up to 1,000 scenarios in moderate CPU times. We investigate methods such as employing a multicut strategy, deriving Pareto-optimal cuts, and using a preemptive priority multiobjective program to enhance the proposed algorithm. We also use a cutting plane algorithm to solve the dual subproblem since it contains a constraint for each possible path. Computational results confirm the efficiency of our algorithms.
Open Access
Time/cost trade-offs in machine scheduling with controllable processing times
(2008) Gürel, Sinan
Processing time controllability is a critical aspect in scheduling decisions since most of the scheduling practice in industry allows controlling processing times. A very well known example is the computer numerically controlled (CNC) machines in flexible manufacturing systems. Selected processing times for a given set of jobs determine the manufacturing cost of the jobs and strongly affect their scheduling performance. Hence, when making processing time and scheduling decisions at the same time, one must consider both the manufacturing cost and the scheduling performance objectives. In this thesis, we have studied such bicriteria scheduling problems in various scheduling environments including single, parallel and non-identical parallel machine environments. We have included some regular scheduling performance measures such as total weighted completion time and makespan. We have considered the convex manufacturing cost function of CNC turning operation. We have provided alternative methods to find efficient solutions in each problem. We have particularly focused on the single objective problems to get efficient solutions, called the -constraint approach. We have provided efficient formulations for the problems and shown useful properties which led us to develop fast heuristics to generate set of efficient solutions. In this thesis, taking another point of view, we have also studied a conic quadratic reformulation of a machine-job assignment problem with controllable processing times. We have considered a convex compression cost function for each job and solved a profit maximization problem. The convexity of cost functions is a major source of difficulty in finding optimal integer solutions in this problem, but our strengthened conic reformulation has eliminated this difficulty. Our reformulation approach is sufficiently general so that it can also be applied to other mixed 0-1 optimization problems with separable convex cost functions.Our computational results demonstrate that the proposed conic reformulation is very effective for solving the machine-job assignment problem with controllable processing times to optimality. Finally, in this thesis, we have considered rescheduling with controllable processing times. In particular, we show that in contrast to fixed processing times, if we have the flexibility to control the processing times of the jobs, we can generate alternative reactive schedules in response to a disruption such as machine breakdown. We consider a non-identical parallel machining environment where processing times of the jobs are compressible at a certain cost which is a convex function of the compression on the processing time. When rescheduling, it is critical to catch up the initial schedule as soon as possible by reassigning the jobs to the machines and changing their processing times. On the other hand, one must keep the total cost of the jobs at minimum. We present alternative match-up scheduling problems dealing with this trade-off. We use the strong conic reformulation approach in solving these problems. We further provide fast heuristic algorithms.