Výsledky vyhledávání - "Ward Romeijnders"

Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector

Autor: Ward Romeijnders, Ruben Van Beesten

Publikováno v: Operations Research Letters, 50(5), 541-547
Operations Research Letters

We consider two-stage recourse models in which the second-stage problem has integer decision variables and uncertainty in the second-stage cost vector, technology matrix, and the right-hand side vector. Such mixed-integer recourse models are typicall

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b64d2b96a6b5bba5b77e0e9a330ad5b
https://hdl.handle.net/11370/fd2c7a57-e6af-45aa-a866-f67aa99f3242

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A precedence constrained knapsack problem with uncertain item weights for personalized learning systems

Autor: Ayse Aslan, Evrim Ursavas, Ward Romeijnders

Publikováno v: Omega: The International Journal of Management Science, 115:102779. PERGAMON-ELSEVIER SCIENCE LTD

This paper studies a unique precedence constrained knapsack problem in which there are two methods available to place an item in the knapsack. Whether or not an item weight is uncertain depends on which one of the two methods is selected. This knapsa

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9bc0e1c2ac9ebe8da38fe647dbe94f4a
https://research.rug.nl/en/publications/10d02f34-bd1a-41da-a700-ba1c6cd2380f

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The data-driven newsvendor problem

Autor: Niels van der Laan, Ruud H. Teunter, Ward Romeijnders, Onur A. Kilic

Publikováno v: International Journal of Production Economics, 249:108509. ELSEVIER SCIENCE BV

The classical approach to the newsvendor problem is to first estimate the demand distribution (or assume it to be given) and then determine the optimal inventory level. Data-driven optimization offers an alternative, where the inventory level is dete

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2a66a5ecd06ed0ad4b8118e093c6492e
https://research.rug.nl/en/publications/007c9536-0aed-4d4c-83e4-4e16d18e83c8

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Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization

Autor: Krzysztof Postek, Ward Romeijnders

Publikováno v: INFORMS Journal on Computing. INFORMS Institute for Operations Research and the Management Sciences
INFORMS Journal on Computing, 33(1), 390-400. INFORMS

Multistage problems with uncertain parameters and integer decisions variables are among the most difficult applications of robust optimization (RO). The challenge in these problems is to find optimal here-and-now decisions, taking into account that t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a8b242a119a663221ffa272bc144e298
https://doi.org/10.1287/ijoc.2019.0934

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Optimal WACC in tariff regulation under uncertainty

Autor: Machiel Mulder, Ward Romeijnders

Publikováno v: Journal of Regulatory Economics, 61, 89-107. SPRINGER

In the regulation of network tariffs, the compensation for the opportunity costs of capital through the Weighted Average Costs of Capital (WACC) plays a crucial role. Determining the appropriate level for the WACC is, though, problematic because of t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00382e02ff93551aba08bd8c8cea6475
https://research.rug.nl/en/publications/23fd7f13-499d-45a4-be91-23a0367171a6

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Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty

Autor: Niels van der Laan, Ward Romeijnders

Publikováno v: Operations Research, 68(4), 1199-1217

Cutting planes need not be valid in stochastic integer optimization. Many practical problems under uncertainty, for example, in energy, logistics, and healthcare, can be modeled as mixed-integer stochastic programs (MISPs). However, such problems are

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e929ad49394b0eddf8c4da1d0f3ad89b
https://doi.org/10.1287/opre.2019.1905

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Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk

Autor: Ward Romeijnders, E. Ruben van Beesten

Publikováno v: Mathematical Programming, 181(2), 473-507. SPRINGER HEIDELBERG

In traditional two-stage mixed-integer recourse models, the expected value of the total costs is minimized. In order to address risk-averse attitudes of decision makers, we consider a weighted mean-risk objective instead. Conditional value-at-risk is

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::578908ef7104fc6705898fac86e15e65
https://research.rug.nl/en/publications/a1e2adfe-26ae-403b-849b-853cb3e2eff8

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On Proportionally Fair Solutions for the Divorced-Parents Problem

Autor: Ward Romeijnders, Nicky van Foreest, Jacob Wijngaard

Publikováno v: University of Groningen

When Dutch parents divorce, Dutch law dictates that the parental contributions to cover the financial needs of the children have to be proportionally fair. This rule is clear when parents only have common children. However, cases can be considerably

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::7f9ce31be0ad2203174797b307a0607d
https://research.rug.nl/en/publications/03640438-446e-4326-9252-61100924417f

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A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models

Autor: Ward Romeijnders, Niels van der Laan

Publikováno v: Mathematical Programming, 190. SPRINGER HEIDELBERG

We propose a new class of convex approximations for two-stage mixed-integer recourse models, the so-called generalized alpha-approximations. The advantage of these convex approximations over existing ones is that they are more suitable for efficient

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5311e626b6fed389da3a5e10f3ac3338
https://research.rug.nl/en/publications/92757fab-2349-4d5b-8bba-e2ab1e45b760

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A compact arc-based ILP formulation for the pickup and delivery problem with divisible pickups and deliveries

Autor: Bolor Jargalsaikhan, Ward Romeijnders, Kees Jan Roodbergen

Publikováno v: Transportation Science, 55(2), 336-352. INFORMS

We consider the capacitated single vehicle one-to-one pickup and delivery problem with divisible pickups and deliveries (PDPDPD). In this problem, we do not make the standard assumption of one-to-one pickup and delivery problems (PDPs) that each loca

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bdfd90836197433183de653db68bce02
https://research.rug.nl/en/publications/8d2ece64-5d4d-4138-8793-48d5ae196246

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