Branch and Fix Coordination is an algorithm intended to solve large scale multi-stage stochastic mixed integer problems, based on the particular structure of such problems, so that they can be broken down into smaller subproblems. With this in mind, it is possible to use distributed computation...

We present a modeling framework for analyzing if the use of interruptible transportation services can improve capacity utilization in a natural gas transportation network. The network consists of two decision makers: the transmission system operator (TSO) and a shipper of natural gas. The TSO is...

A stochastic formulation of the natural gas cash-out problem is given in a form of a bilevel multi-stage stochastic programming model with recourse. After reducing the original formulation to a bilevel linear problem, a stochastic scenario tree is defined by its node events, and time series...

We present a supply chain design problem modeled as a sequence of splitting and combining processes. We formulate the problem as a two-stage stochastic program. The first-stage decisions are strategic location decisions, whereas the second stage consists of operational decisions. The objective...