Efficient formulation and solution methods

Simulator-based surrogate optimisation employing adaptive uncertainty-aware sampling
Optimisation problems involving computationally expensive, black-box functions derived from high-fidelity engineering simulations …
PDF Cite DOI
Simulator-based surrogate optimisation employing adaptive uncertainty-aware sampling
Solving decision problems with endogenous uncertainty and conditional information revelation using influence diagrams
Mathematical programming formulations of influence diagrams can bridge the gap between representing and solving decision problems. …
PDF Cite Project DOI
Solving decision problems with endogenous uncertainty and conditional information revelation using influence diagrams
A novel strong duality-based reformulation for trilevel infrastructure models in energy systems development
Buildings account for 40 % of global energy consumption. A considerable portion of building energy consumption stems from heating, …
PDF Cite Project DOI
Risk-averse decision strategies for influence diagrams using rooted junction trees
This paper presents how a mixed-integer programming (MIP) formulation for influence diagrams that is based on their gradual rooted …
PDF Cite Project DOI
Risk-averse decision strategies for influence diagrams using rooted junction trees
Risk-averse decision strategies for influence diagrams using rooted junction trees
This paper presents how a mixed-integer programming (MIP) formulation for influence diagrams that is based on their gradual rooted …
PDF Cite Project DOI
Risk-averse decision strategies for influence diagrams using rooted junction trees
Renewable energy expansion under taxes and subsidies: A transmission operator’s perspective
We propose the novel p-branch-and-bound method for solving two-stage stochastic programming problems whose deterministic equivalents …
PDF Cite Project DOI
A novel strong duality-based reformulation for trilevel infrastructure models in energy systems development
We explore the class of trilevel equilibrium problems with a focus on energy-environmental applications and present a novel …
PDF Cite Project DOI
A novel strong duality-based reformulation for trilevel infrastructure models in energy systems development
A decomposition strategy for decision problems with endogenous uncertainty using mixed-integer programming
Despite methodological advances for modeling decision problems under uncertainty, faithfully representing endogenous uncertainty still …
Project DOI
Supporting platelet inventory management decisions: What is the effect of extending platelets’ shelf life?
Managing blood product inventories can be challenging due to stochastic supply and demand, varying shelf lives of the products, and the …
Cite DOI
Supporting platelet inventory management decisions: What is the effect of extending platelets’ shelf life?
A novel dual-decomposition method based on p-Lagrangian relaxation
In this paper, we propose the novel p-branch-and-bound method for solving two-stage stochastic programming problems whose deterministic …
Cite DOI