[HTML][HTML] Optimization under uncertainty and risk: Quadratic and copositive approaches

IM Bomze, M Gabl - European Journal of Operational Research, 2023 - Elsevier
Robust optimization and stochastic optimization are the two main paradigms for dealing with
the uncertainty inherent in almost all real-world optimization problems. The core principle of …

Distributionally robust appointment scheduling that can deal with independent service times

WJEC van Eekelen, D den Hertog… - Production and …, 2024 - journals.sagepub.com
<? show [AQ ID= GQ2 POS=-24pt]?><? show [AQ ID= GQ5 POS= 12pt]?> Consider a single
server that should serve a given number of customers during a fixed period. The …

Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems

A Neufeld, MNC En, Y Zhang - arxiv preprint arxiv:2403.09532, 2024 - arxiv.org
In this paper we develop a Stochastic Gradient Langevin Dynamics (SGLD) algorithm
tailored for solving a certain class of non-convex distributionally robust optimisation …

Intraday scheduling with patient re-entries and variability in behaviours

M Zhou, GG Loke, C Bandi… - … & Service Operations …, 2022 - pubsonline.informs.org
Problem definition: We consider the intraday scheduling problem in a group of orthopaedic
clinics where the planner schedules appointment times, given a sequence of appointments …

Convex optimization for bundle size pricing problem

X Li, H Sun, CP Teo - Proceedings of the 21st ACM Conference on …, 2020 - dl.acm.org
We study the bundle size pricing (BSP) problem where a monopolist sells bundles of
products to customers, and the price of each bundle depends only on the size (number of …

Distributionally Robust Inventory Management with Advance Purchase Contracts

Y Xue, Y Li, N Rujeerapaiboon - Available at SSRN 4101774, 2022 - papers.ssrn.com
Motivated by the worldwide Covid-19 vaccine procurement, we study an inventory problem
with an advance purchase contract which requires all ordering decisions to be committed at …

Robust Capacity Planning with General Upgrading

Z Hao, L He, Z Hu, J Jiang - Available at SSRN 4060541, 2022 - papers.ssrn.com
Problem definition: General upgrading is a strategy by which a firm can upgrade a customer
with any higher-end product whenever a lower-end product is out-of-stock. In this paper, we …

Sparse conic reformulation of structured QCQPs based on copositive optimization with applications in stochastic optimization

M Gabl - Journal of Global Optimization, 2023 - Springer
Recently, Bomze et al. introduced a sparse conic relaxation of the scenario problem of a two
stage stochastic version of the standard quadratic optimization problem. When compared …

[PDF][PDF] Robust Appointment Scheduling with General Convex Uncertainty Sets

J Brugman, D den Hertog, JSH van Leeuwaarden - optimization-online.org
Abstract The Appointment Scheduling Problem (ASP) involves scheduling a finite number of
customers with uncertain service times, served consecutively by a single server, aiming to …

Bundle Design and Pricing: Theory and Applications

H Sun - 2022 - search.proquest.com
Product bundling is an important selling strategy for multiproduct firms. In this thesis, we
study the bundle design and pricing problems. In particular, we focus on simple bundling …