Browsing by Subject "Stochastic Programming"

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Open Access
An application of stochastic programming on robust airline scheduling
(2014) Karacaoğlu, Nil
The aim of this study is to create flight schedules which are less susceptible to unexpected flight delays. To this end, we examine the block time of the flight in two parts, cruise time and non-cruise time. The cruise time is accepted as controllable within some limit and it is taken as a decision variable in our model. The non-cruise time is open to variations. In order to consider the variability of non-cruise times in the planning stage, we propose a nonlinear mixed integer two stage stochastic programming model which takes the non-cruise time scenarios as input. The published departure times of flights are determined in the first stage and the actual schedule is decided on the second stage depending on the non-cruise times. The objective is to minimize the airline’s operating and passenger dissatisfaction cost. Fuel and CO2 emission costs are nonlinear and this nonlinearity is handled by second order conic inequalities. Two heuristics are proposed to solve the problem when the size of networks and number of scenarios increase. A computational study is conducted using the data of a major U.S. carrier. We compare the solutions of our stochastic model with the ones found by using expected values of non-cruise times and the company’s published schedule.
Open Access
Shelter site location under demand uncertainty : a chance-constrained multi-objective modeling framework
(2017-06) Kınay, Omer Burak
Shelters have a very critical role in disaster relief since they provide accommodation and necessary services for the disaster victims who lost their homes. The selection of their locations among many candidate points is a task that should be carried out with a proper methodology that generates applicable and fairnessbased plans. Since this selection process is done before the occurrence of disasters, it is important to take demand variability into account. Motivated by this, the problem of determining shelter site locations under demand uncertainty is addressed. In particular, a chance-constrained mathematical model that takes demand as a stochastic input is developed. By using a linearization approach that utilizes special ordered set of type 2 (SOS2) variables, a mixed-integer linear programming model is formulated. Using the proposed formulation, instances of the problem using data associated with Istanbul are solved. The results indicate that capturing uncertainty in the shelter site location problem by means of chance constraints may lead to solutions that are much different from those obtained from a deterministic setting. During these computational analysis, it is observed that the single-objective model is prone to generate many alternative solutions with different characteristics of important quality measures. Motivated by this, a multi-objective framework is developed for this problem in order to have a stronger modeling approach that generates only non-dominated solutions for the selected performance measures. The ε-constraint method is used for scalarization of the model. Bi-objective and 3-objective algorithms are presented for detecting all the efficient solutions of a given setting. Unlike the single-objective configuration, the decision makers could be supplied with much richer information by reporting many non-dominated solutions and allowing them to evaluate the trade-offs based on their preferences.