We study a class of chance-constrained two-stage stochastic optimization problems where second-stage feasible recourse decisions incur additional cost. In addition, we propose a new model, where “recovery” decisions are made for the infeasible scenarios to obtain feasible solutions to a relaxed second-stage problem. We develop decomposition algorithms with specialized optimality and feasibility...

determination a sequence of extracting ore is one of the most important problems in mine annual production scheduling. production scheduling affects mining performance especially in a poly-metallic open pit mine with considering the imposed operational and physical constraints mandated by high levels of reliability in relation to the obtained actual results. one of the important operational con...

Autonomous vehicles require optimal path planning algorithms to achieve mission goals while avoiding obstacles and being robust to uncertainties. The uncertainties arise from exogenous disturbances, modeling errors, and sensor noise, which can be characterized via stochastic models. Previous work defined a notion of robustness in a stochastic setting by using the concept of chance constraints. ...

This paper reports on the findings of a case study in a company in the financial services sector in which we replicated the use of a previously published approach to systematically balance the contextual uncertainties in the estimation of Enterprise Resource Planning (ERP) projects. The approach is based on using three techniques, a parametric model, namely COCOMO II, a portfolio management mod...

This article considers two versions of the stochastic bin packing problem with chance constraints. In the first version, we formulate the problem as a two-stage stochastic integer program that considers item-tobin allocation decisions in the context of chance constraints on total item size within the bins. Next, we describe a distributionally robust formulation of the problem that assumes the i...

We propose a position-based approach for largescale simulations of rigid bodies at interactive frame-rates. Our method solves positional constraints between rigid bodies and therefore integrates nicely with other position-based methods. Interaction of particles and rigid bodies through common constraints enables two-way coupling with deformables. The method exhibits exceptional performance and ...

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