In radiofrequency (RF) ablation a needle-shaped probe is inserted into the patient’s body in order to heat and subsequently destroy the malignant tissue around the needle tip. The determination of the optimal probe position poses an intricate problem, as it requires the modelling of the tumour...

This paper first introduces an original trajectory model using B-splines and a new semi-infinite programming formulation of the separation constraint involved in air traffic conflict problems. A new continuous optimization formulation of the tactical conflict-resolution problem is then proposed....

The sales force deployment problem arises in many selling organizations. This complex planning problem involves the concurrent resolution of four interrelated subproblems: sizing of the sales force, sales representatives locations, sales territory alignment, and sales resource allocation. The...

Conditional Value at Risk (CVaR) is widely used in portfolio optimization as a measure of risk. CVaR is clearly dependent on the underlying probability distribution of the portfolio. We show how copulas can be introduced to any problem that involves distributions and how they can provide...

We propose and analyze an effective model for the Multistage Multiproduct Advertising Budgeting problem. This model optimizes the advertising investment for several products, by considering cross elasticities, different sales drivers and the whole planning horizon. We derive a simple procedure...

This paper considers a multi-product newsvendor problem with multiple constraints. Multiple constraints in the problem make it more challenging to solve. Previous research has attempted to solve the problem by considering two-constraint case or/and using approximation techniques or active sets...

The generalized Nash equilibrium problem (GNEP) is a noncooperative game in which the strategy set of each player, as well as his payoff function, depend on the rival players strategies. As a generalization of the standard Nash equilibrium problem (NEP), the GNEP has recently drawn much...

We propose a framework to generate alternative mixed-integer nonlinear programming formulations for disjunctive convex programs that lead to stronger relaxations. We extend the concept of “basic steps” defined for disjunctive linear programs to the nonlinear case. A basic step is an...

A natural way to handle optimization problem with data affected by stochastic uncertainty is to pass to a chance constrained version of the problem, where candidate solutions should satisfy the randomly perturbed constraints with probability at least 1−ϵ. While being attractive from modeling...

Estimating the probabilities by which different events might occur is usually a delicate task, subject to many sources of inaccuracies. Moreover, these probabilities can change over time, leading to a very difficult evaluation of the risk induced by any particular decision. Given a set of...