Decomposition algorithms for two-stage distributionally robust mixed binary programs

M Bansal, KL Huang, S Mehrotra - SIAM Journal on Optimization, 2018 - SIAM
In this paper, we introduce and study a two-stage distributionally robust mixed binary
problem (TSDR-MBP) in which the random parameters follow the worst-case distribution …

On solving two-stage distributionally robust disjunctive programs with a general ambiguity set

M Bansal, S Mehrotra - European Journal of Operational Research, 2019 - Elsevier
We introduce two-stage distributionally robust disjunctive programs (TSDR-DPs) with
disjunctive constraints in both stages and a general ambiguity set for the probability …

Scenario-based cuts for structured two-stage stochastic and distributionally robust p-order conic mixed integer programs

M Bansal, Y Zhang - Journal of Global Optimization, 2021 - Springer
In this paper, we derive (partial) convex hull for deterministic multi-constraint polyhedral
conic mixed integer sets with multiple integer variables using conic mixed integer rounding …

Tight second stage formulations in two-stage stochastic mixed integer programs

M Bansal, KL Huang, S Mehrotra - SIAM Journal on Optimization, 2018 - SIAM
We study two-stage stochastic mixed integer programs (TSS-MIPs) with integer variables in
the second stage. We show that under suitable conditions, the second stage MIPs can be …

Exact algorithms for multi-module capacitated lot-sizing problem, and its generalizations with two-echelons and piecewise concave production costs

K Kulkarni, M Bansal - IISE Transactions, 2023 - Taylor & Francis
We study new generalizations of the classic capacitated lot-sizing problem with concave
production (or transportation), holding, and subcontracting cost functions in which the total …

[HTML][HTML] Facets for single module and multi-module capacitated lot-sizing problems without backlogging

M Bansal - Discrete Applied Mathematics, 2019 - Elsevier
In this paper, we consider the well-known constant-batch lot-sizing problem, which we refer
to as the single module capacitated lot-sizing (SMLS) problem, and multi-module …

-Step cycle inequalities: facets for continuous multi-mixing set and strong cuts for multi-module capacitated lot-sizing problem

M Bansal, K Kianfar - Mathematical Programming, 2015 - Springer
In this paper, we introduce a generalization of the continuous mixing set, which we refer to
as the continuous multi-mixing set. This set is closely related to the feasible set of the multi …

Facets for continuous multi-mixing set and its generalizations: strong cuts for multi-module capacitated lot-sizing problem

M Bansal - 2014 - oaktrust.library.tamu.edu
The research objective of this dissertation is to develop new facet-defining valid inequalities
for several new multi-parameter multi-constraint mixed integer sets. These valid inequalities …

Two-Stage Stochastic Mixed Integer Nonlinear Programming: Theory, Algorithms, and Applications

Y Zhang - 2021 - vtechworks.lib.vt.edu
With the rapidly growing need for long-term decision making in the presence of stochastic
future events, it is important to devise novel mathematical optimization tools and develop …

[PDF][PDF] n-Step cutset inequalities: facets for multi-module capacitated network design problem

H Luo, K Kianfar - optimization-online.org
Many real-world decision-making problems can be modeled as network design problems,
especially on networks with capacity requirements on links. In network design problems …