Departmant of Industrial Engineering

Given an undirected network with positive edge costs and a natural number p, the hop-constrained minimum spanning tree problem (HMST) is the problem of finding a spanning tree with minimum total cost such that each path starting from a specified root node has no more than p hops (edges). In this paper, the new models based on the Miller-Tucker-Zemlin (MTZ) subtour elimination constraints are developed and computational results together with comparisons against MTZ-based, flow-based, and hop-indexed formulations are reported. The first model is obtained by adapting the MTZ-based Asymmetric Traveling Salesman Problem formulation of Sherali and Driscoll [18] and the other two models are obtained by combining topology-enforcing and MTZ-related constraints offered by Akgün and Tansel (submitted for publication) for HMST with the first model appropriately. Computational studies show that the best LP bounds of the MTZ-based models in the literature are improved by the proposed models. The best solution times of the MTZ-based models are not improved for optimally solved instances. However, the results for the harder, large-size instances imply that the proposed models are likely to produce better solution times. The proposed models do not dominate the flowbased and hop-indexed formulations with respect to LP bounds. However, good feasible solutions can be obtained in a reasonable amount of time for problems for which even the LP relaxations of the flowbased and hop-indexed formulations can be solved in about 2 days.

In this paper, we study an m-location, n-courier, priority-based planning problem on a network, which we refer to as the Courier Planning Problem (CPP). The CPP arises on a daily basis in the context of planning the transportation of materials and personnel in peacetime for the Turkish Armed Forces. The main issue addressed in CPP is to transport as many of deliverables as possible from their origins to their destinations via a fleet of transportation assets (couriers) that operate at fixed routes and schedules. Priorities must be taken into account and constraints on the routes, operating schedules, and capacities of the transportation assets must be obeyed. Time windows may be specified for some or all transportation requests and must be satisfied. We study the CPP as well as its two extensions, and present integer programming formulations based on the multi-commodity flow structure. The formulations are tested on real world-based data and display satisfactory computational performance. Our main contributions are to develop an effective formulation scheme for a complicated large-scale real world problem and to demonstrate that such problems are solvable via commercial general purpose solvers through meticulous modelling.

Given an undirected network with positive edge costs and a positive integer d > 2, the minimum-degree constrained minimum spanning tree problem is the problem of finding a spanning tree with minimum total cost such that each non-leaf node in the tree has a degree of at least d. This problem is new to the literature while the related problem with upper bound constraints on degrees is well studied. Mixed-integer programs proposed for either type of problem is composed, in general, of a tree-defining part and a degree-enforcing part. In our formulation of the minimum-degree constrained minimum spanning tree problem, the tree-defining part is based on the Miller–Tucker–Zemlin constraints while the only earlier paper available in the literature on this problem uses single and multi-commodity flow-based formulations that are well studied for the case of upper degree constraints. We propose a new set of constraints for the degree-enforcing part that lead to significantly better solution times than earlier approaches when used in conjunction with Miller–Tucker–Zemlin constraints.

This paper defines and studies the multi-terminal maximum-flow network-interdiction problem (MTNIP) in which a network user attempts to maximize flow in a network among K P 3 pre-specified node groups while an interdictor uses limited resources to interdict network arcs to minimize this maximum flow. The paper proposes an exact (MTNIP-E) and an approximating model (MPNIM) to solve this NP-hard problem and presents computational results to compare the models. MTNIP-E is obtained by first formulating MTNIP as bi-level min–max program and then converting it into a mixed integer program where the flow is explicitly minimized. MPNIM is binary-integer program that does not minimize the flow directly. It partitions the node set into disjoint subsets such that each node group is in a different subset and minimizes the sum of the arc capacities crossing between different subsets. Computational results show that MPNIM can solve all instances in a few seconds while MTNIP-E cannot solve about one third of the problems in 24 hour. The optimal objective function values of both models are equal to each other for some problems while they differ from each other as much as 46.2% in the worst case. However, when the post-interdiction flow capacity incurred by the solution of MPNIM is computed and compared to the objective value of MTNIP-E, the largest difference is only 7.90% implying that MPNIM may be a very good approximation to MTNIP-E.

Given an undirected network with positive edge costs and a natural number p, the Hop-Constrained Minimum Spanning Tree problem (HMST) is the problem of finding a spanning tree with minimum total cost such that each path starting from a specified root node has no more than p hops (edges). In this paper, we develop new formulations for HMST. The formulations are based on Miller–Tucker–Zemlin (MTZ) subtour elimination constraints, MTZ-based liftings in the literature offered for HMST, and a new set of topology-enforcing constraints. We also compare the proposed models with the MTZ-based models in the literature with respect to linear programming relaxation bounds and solution times. The results indicate that the new models give considerably better bounds and solution times than their counterparts in the literature and that the new set of constraints is competitive with liftings to MTZ constraints, some of which are based on well-known, strong liftings of Desrochers and Laporte (1991).

We study the deployment planning problem (DPP) that may roughly be defined as the problem of the planning of the physical movement of military units, stationed at geographically dispersed locations, from their home bases to their designated destinations while obeying constraints on scheduling and routing issues as well as on the availability and use of various types of transportation assets that operate on a multimodal transportation network. The DPP is a large-scale real-world problem for which analytical models do not exist. We propose a model for solving the problem and develop a solution methodology which involves an effective use of relaxation and restriction that significantly speeds up a CPLEX-based branch-and-bound. The solution times for intermediate-sized problems are around 1 h at maximum, whereas it takes about a week in the Turkish Armed Forces to produce a suboptimal feasible solution based on trial-and-error methods. The proposed model can be used to evaluate and assess investment decisions in transportation infrastructure and transportation assets as well as to plan and execute cost-effective deployment operations at different levels of planning.

Determining the locations of facilities for prepositioning supplies to be used during a disaster is a strategic decision that directly affects the success of disaster response operations. Locating such facilities close to the disaster-prone areas is of utmost importance to minimize response time. However, this is also risky because the facility may be disrupted and hence may not support the demand point(s). In this study, we develop an optimization model that minimizes the risk that a demand point may be exposed to because it is not supported by the located facilities. The purpose is to choose the locations such that a reliable facility network to support the demand points is constructed. The risk for a demand point is calculated as the multiplication of the (probability of the) threat (e.g., earthquake), the vulnerability of the demand point (the probability that it is not supported by the facilities), and consequence (value or possible loss at the demand point due to threat). The vulnerability of a demand point is computed by using fault tree analysis and incorporated into the optimization model innovatively. To our knowledge, this paper is the first to use such an approach. The resulting non-linear integer program is linearized and solved as a linear integer program. The locations produced by the proposed model are compared to those produced by the p-center model with respect to risk value, coverage distance, and covered population by using several test problems. The model is also applied in a real problem. The results indicate that taking the risk into account explicitly may create significant differences in the risk levels.

Given an undirected network with positive edge costs and a natural number p, the Hop-Constrained Minimum Spanning Tree problem (HMST) is the problem of finding a spanning tree with minimum total cost such that each path starting from a specified root node has no more than p hops (edges). In this paper, we develop new formulations for HMST. The formulations are based on Miller-Tucker-Zemlin (MTZ) subtour elimination constraints, MTZ-based liftings in the literature offered for HMST, and a new set of topologyenforcing constraints. We also compare the proposed models with the MTZ-based models in the literature with respect to linear programming relaxation bounds and solution times. The results indicate that the new models give considerably better bounds and solution times than their counterparts in the literature and that the new set of constraints is competitive with liftings to MTZ constraints, some of which are based on well-known, strong liftings of Desrochers and Laporte (1991).

Given an undirected network with positive edge costs and a natural number p, the hop-constrained minimum spanning tree problem (HMST) is the problem of finding a spanning tree with minimum total cost such that each path starting from a specified root node has no more than p hops (edges). In this paper, the new models based on the Miller-Tucker-Zemlin (MTZ) subtour elimination constraints are developed and computational results together with comparisons against MTZ-based, flow-based, and hop-indexed formulations are reported. The first model is obtained by adapting the MTZ-based Asymmetric Traveling Salesman Problem formulation of Sherali and Driscoll [18] and the other two models are obtained by combining topology-enforcing and MTZ-related constraints offered by Akgün and Tansel (submitted for publication) [20] for HMST with the first model appropriately. Computational studies show that the best LP bounds of the MTZ-based models in the literature are improved by the proposed models. The best solution times of the MTZ-based models are not improved for optimally solved instances. However, the results for the harder, large-size instances imply that the proposed models are likely to produce better solution times. The proposed models do not dominate the flowbased and hop-indexed formulations with respect to LP bounds. However, good feasible solutions can be obtained in a reasonable amount of time for problems for which even the LP relaxations of the flowbased and hop-indexed formulations can be solved in about 2 days.

We study the deployment planning problem (DPP) that may roughly be defined as the problem of the planning of the physical movement of military units, stationed at geographically dispersed locations, from their home bases to their designated destinations while obeying constraints on scheduling and routing issues as well as on the availability and use of various types of transportation assets that operate on a multimodal transportation network. The DPP is a large-scale real-world problem for which no analytical models are existent. In this study, we define the problem in detail and analyze it with respect to the academic literature. We propose three mixed integer programming models with the objectives of cost, lateness (the difference between the arrival time of a unit and its earliest allowable arrival time at its destination), and tardiness (the difference between the arrival time of a unit and its latest arrival time at its destination) minimization to solve the problem. The cost-minimization model minimizes total transportation cost of a deployment and is of use for investment decisions in transportation resources during peacetime and for deployment planning in cases where the 41. Crainic, T.

Given an undirected network with positive edge costs and a positive integer d > 2, the minimum-degree constrained minimum spanning tree problem is the problem of finding a spanning tree with minimum total cost such that each non-leaf node in the tree has a degree of at least d. This problem is new to the literature while the related problem with upper bound constraints on degrees is well studied. Mixedinteger programs proposed for either type of problem is composed, in general, of a tree-defining part and a degree-enforcing part. In our formulation of the minimum-degree constrained minimum spanning tree problem, the tree-defining part is based on the Miller-Tucker-Zemlin constraints while the only earlier paper available in the literature on this problem uses single and multi-commodity flow-based formulations that are well studied for the case of upper degree constraints. We propose a new set of constraints for the degree-enforcing part that lead to significantly better solution times than earlier approaches when used in conjunction with Miller-Tucker-Zemlin constraints.

This paper defines and studies the multi-terminal maximum-flow network-interdiction problem (MTNIP) in which a network user attempts to maximize flow in a network among K P 3 pre-specified node groups while an interdictor uses limited resources to interdict network arcs to minimize this maximum flow. The paper proposes an exact (MTNIP-E) and an approximating model (MPNIM) to solve this NP-hard problem and presents computational results to compare the models. MTNIP-E is obtained by first formulating MTNIP as bi-level min-max program and then converting it into a mixed integer program where the flow is explicitly minimized. MPNIM is binary-integer program that does not minimize the flow directly. It partitions the node set into disjoint subsets such that each node group is in a different subset and minimizes the sum of the arc capacities crossing between different subsets. Computational results show that MPNIM can solve all instances in a few seconds while MTNIP-E cannot solve about one third of the problems in 24 hour. The optimal objective function values of both models are equal to each other for some problems while they differ from each other as much as 46.2% in the worst case. However, when the postinterdiction flow capacity incurred by the solution of MPNIM is computed and compared to the objective value of MTNIP-E, the largest difference is only 7.90% implying that MPNIM may be a very good approximation to MTNIP-E.

In this paper, we study an m-location, n-courier, priority-based planning problem on a network, which we refer to as the Courier Planning Problem (CPP). The CPP arises on a daily basis in the context of planning the transportation of materials and personnel in peacetime for the Turkish Armed Forces. The main issue addressed in CPP is to transport as many of deliverables as possible from their origins to their destinations via a fleet of transportation assets (couriers) that operate at fixed routes and schedules. Priorities must be taken into account and constraints on the routes, operating schedules, and capacities of the transportation assets must be obeyed. Time windows may be specified for some or all transportation requests and must be satisfied. We study the CPP as well as its two extensions, and present integer programming formulations based on the multi-commodity flow structure. The formulations are tested on real world-based data and display satisfactory computational performance. Our main contributions are to develop an effective formulation scheme for a complicated large-scale real world problem and to demonstrate that such problems are solvable via commercial general purpose solvers through meticulous modelling.

Determining the locations of facilities for prepositioning supplies to be used during a disaster is a strategic decision that directly affects the success of disaster response operations. Locating such facilities close to the disaster-prone areas is of utmost importance to minimize response time. However, this is also risky because the facility may be disrupted and hence may not support the demand point(s). In this study, we develop an optimization model that minimizes the risk that a demand point may be exposed to because it is not supported by the located facilities. The purpose is to choose the locations such that a reliable facility network to support the demand points is constructed. The risk for a demand point is calculated as the multiplication of the (probability of the) threat (e.g., earthquake), the vulnerability of the demand point (the probability that it is not supported by the facilities), and consequence (value or possible loss at the demand point due to threat). The vulnerability of a demand point is computed by using fault tree analysis and incorporated into the optimization model innovatively. To our knowledge, this paper is the first to use such an approach. The resulting non-linear integer program is linearized and solved as a linear integer program. The locations produced by the proposed model are compared to those produced by the p-center model with respect to risk value, coverage distance, and covered population by using several test problems. The model is also applied in a real problem. The results indicate that taking the risk into account explicitly may create significant differences in the risk levels.

Today, electric vehicles are seen as one of the most suitable and environmentally friendly alternatives to internal combustion engine vehicles. An important issue related to the dissemination of electric vehicles is the location of the vehicle charging network and specifically the optimum location selection of the charging stations. Generally, most of the studies focus on popular destinations such as city centers, shopping areas, bus stations, and airports. Although these places are often used in normal life, they can usually provide an adequate solution for daily charging needs due to the number of alternative charging stations. However, finding adequate charging stations is not possible in intercity travels especially in highways. In this paper, we proposed a decision model to determine the location of electric car charging stations in highways. We create an optimization model to decide the optimum locations for the charging stations that can meet the customer demands on the Istan...

In the current global economy, exchange rate forecasting is critical for investors and businesses seeking to make informed investment decisions and manage risk. While many short-term exchange rate forecasting methods exist, long-term forecasting methods are limited and often fail to account for the complex macroeconomic factors that influence exchange rate trends. However, investors need to have an analytically examined basis for deciding to invest, which requires knowing more about the future values of the related market currency. This paper proposes a new Multiple Trend Corrected Exponential Smoothing with Shifting Lags model to forecast long-term exchange rates, which incorporates multiple trend corrections and shifting lags to provide more accurate predictions of future currency values. We apply the proposed method to six currency pairs (USD/EUR, USD/NOK, USD/TRY, USD/CNY, USD/XOF, and USD/MGF) from 2006 to 2018 and compare its performance to existing methods, such as moving ave...