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Alexandre Jacquillat

Publications and source records attributed to Alexandre Jacquillat.

14 recordsLinked to original sources

Adaptive Partitioning in Column Generation for Nested Paths

We study a class of nested path problems, in which every path-based variable can be decomposed into a sequence of subpaths. Subpaths must satisfy local resources, while paths must satisfy additional global resources. This paper develops a new exact pricing algorithm in column generation for these problems that avoids the enumeration of non-dominated subpaths. The algorithm relies on adaptive partitioning of subpaths into buckets characterizing the consumption of global path resources. The algorithm represents each bucket by its subpath of minimum reduced cost, and iterates between pessimistic and optimistic pricing steps to combine subpaths into paths while maintaining upper and lower bounds on the minimum reduced cost. An adaptive refinement procedure closes the gap in a finite number of iterations. We demonstrate the effectiveness of the algorithm on two applications. For the balanced multi-period capacitated vehicle routing problem, we obtain speed-ups of up to a factor of 13 over a state-of-the-art column generation benchmark, and the resulting branch-price-and-cut algorithm solves three times as many instances to optimality as a subpath-based baseline. For the robust railway crew scheduling problem, we obtain speed-ups of up to a factor of three and produce primal solutions within 1% of optimality.

math.OC

Predictive and Prescriptive AI toward Optimizing Wildfire Suppression

Intense wildfire seasons require critical prioritization decisions to allocate scarce suppression resources over a dispersed geographical area. This paper develops a predictive and prescriptive approach to jointly optimize crew assignments and wildfire suppression. The problem features a discrete resource-allocation structure with endogenous wildfire demand and non-linear wildfire dynamics. We formulate an integer optimization model with crew assignments on a time-space-rest network, wildfire dynamics on a time-state network, and linking constraints between them. We develop a two-sided branch-and-price-and-cut algorithm based on: (i) a two-sided column generation scheme that generates fire suppression plans and crew routes iteratively; (ii) a new family of cuts exploiting the knapsack structure of the linking constraints; and (iii) novel branching rules to accommodate non-linear wildfire dynamics. We also propose a data-driven double machine learning approach to estimate wildfire spread as a function of covariate information and suppression efforts, mitigating observed confounding between historical crew assignments and wildfire growth. Extensive computational experiments show that the optimization algorithm scales to otherwise intractable real-world instances; and that the methodology can enhance suppression effectiveness in practice, resulting in significant reductions in area burned over a wildfire season and guiding resource sharing across wildfire jurisdictions.

math.OC

Let's Have a Conversation: Designing and Evaluating LLM Agents for Interactive Optimization

Optimization is as much about modeling the right problem as solving it. Identifying the right objectives, constraints, and trade-offs demands extensive interaction between researchers and stakeholders. Large language models can empower decision-makers with optimization capabilities through interactive optimization agents that can propose, interpret and refine solutions. However, it is fundamentally harder to evaluate a conversation-based interaction than traditional one-shot approaches. This paper proposes a scalable and replicable methodology for evaluating optimization agents through conversations. We build LLM-powered decision agents that role-play diverse stakeholders, each governed by an internal utility function but communicating like a real decision-maker. We generate thousands of conversations in a school scheduling case study. Results show that one-shot evaluation is severely limiting: the same optimization agent converges to much higher-quality solutions through conversations. Then, this paper uses this methodology to demonstrate that tailored optimization agents, endowed with domain-specific prompts and structured tools, can lead to significant improvements in solution quality in fewer interactions, as compared to general-purpose chatbots. These findings provide evidence of the benefits of emerging solutions at the AI-optimization interface to expand the reach of optimization technologies in practice. They also uncover the impact of operations research expertise to facilitate interactive deployments through the design of effective and reliable optimization agents.

cs.AI

Online Rack Placement in Large-Scale Data Centers: Online Sampling Optimization and Deployment

This paper optimizes the configuration of large-scale data centers toward cost-effective, reliable and sustainable cloud supply chains. The problem involves placing incoming racks of servers within a data center to maximize demand coverage given space, power and cooling restrictions. We formulate an online integer optimization model to support rack placement decisions. We propose a tractable online sampling optimization (OSO) approach to multi-stage stochastic optimization, which approximates unknown parameters with a sample path and re-optimizes decisions dynamically. We prove that OSO achieves a strong competitive ratio in canonical online resource allocation problems and sublinear regret in the online batched bin packing problem. Theoretical and computational results show it can outperform mean-based certainty-equivalent resolving heuristics. Our algorithm has been packaged into a software solution deployed across Microsoft's data centers, contributing an interactive decision-making process at the human-machine interface. Using deployment data, econometric tests suggest that adoption of the solution has a negative and statistically significant impact on power stranding, estimated at 1-3 percentage point. At the scale of cloud computing, these improvements in data center performance result in significant cost savings and environmental benefits.

math.OC

Robotic warehousing operations: a learn-then-optimize approach to large-scale neighborhood search

The rapid deployment of robotics technologies requires dedicated optimization algorithms to manage large fleets of autonomous agents. This paper supports robotic parts-to-picker operations in warehousing by optimizing order-workstation assignments, item-pod assignments and the schedule of order fulfillment at workstations. The model maximizes throughput, while managing human workload at the workstations and congestion in the facility. We solve it via large-scale neighborhood search, with a novel learn-then-optimize approach to subproblem generation. The algorithm relies on an offline machine learning procedure to predict objective improvements based on subproblem features, and an online optimization model to generate a new subproblem at each iteration. In collaboration with Amazon Robotics, we show that our model and algorithm generate much stronger solutions for practical problems than state-of-the-art approaches. In particular, our solution enhances the utilization of robotic fleets by coordinating robotic tasks for human operators to pick multiple items at once, and by coordinating robotic routes to avoid congestion in the facility.

cs.RO

Subpath-Based Column Generation for Electric Vehicle Routing Problems

Motivated by widespread electrification targets, this paper studies an Electric Vehicle Routing Problem with Time Windows and Nonlinear Charging (EVRPTWNL) that jointly optimizes routing-scheduling decisions and charging decisions given vehicle capacities, time windows and battery capacities. We develop a column generation scheme with a subpath-based label-setting algorithm that decomposes the pricing problem into two phases: (i) generating subpaths between charging stations, and (ii) combining subpaths into paths while optimizing charging decisions in between. We formalize a domination framework to establish the convergence and exactness of the algorithm, and prove that the methodology can solve a range of EVRP variants (e.g., with vehicle capacities, time windows, and nonlinear charging) and relaxation-tightening strategies (e.g., ng-relaxations and subset-row cuts). Computational results show improvements over path-based benchmarks in both computational time and solution quality, especially when time windows become wider, when vehicles can perform multiple tasks on a single charge and when vehicles still need to recharge several times across the planning horizon. Ultimately, the methodology can scale to otherwise intractable instances with up to 100 customers, thereby enhancing fleet management capabilities across electrified logistics areas.

math.OC

Learning to Cover: Online Learning and Optimization with Irreversible Decisions

We define an online learning and optimization problem with discrete and irreversible decisions contributing toward a coverage target. In each period, a decision-maker selects facilities to open, receives information on the success of each one, and updates a classification model to guide future decisions. The goal is to minimize facility openings under a chance constraint reflecting the coverage target, in an asymptotic regime characterized by a large target number of facilities $m\to\infty$ but a finite horizon $T \in \mathcal{Z}_+$. We prove that, under statistical conditions, the online classifier converges to the Bayes-optimal classifier at a rate of at best $\mathcal{O}(1/\sqrt n)$. Thus, we formulate our online learning and optimization problem, with a generalized learning rate $r>0$ and a residual error $1-p$. We derive an asymptotically optimal algorithm and an asymptotically tight lower bound. The regret grows in $\Theta\left(m^{\frac{1-r}{1-r^T}}\right)$ if $p=1$ (perfect learning) or in $\Theta\left(\max\left\{m^{\frac{1-r}{1-r^T}},\sqrt{m}\right\}\right)$ otherwise; in particular, the regret rate is sub-linear and converges exponentially fast to its infinite-horizon limit. We extend this result to a more complicated facility location setting in a bipartite facility-customer graph with a target on customer coverage. Throughout, constructive proofs identify a policy featuring limited exploration initially and fast exploitation later on once uncertainty gets mitigated. These results uncover the benefits of limited online learning and optimization through pilot programs prior to full-fledged expansion.

cs.LG

A Double Decomposition Algorithm for Network Planning and Operations in Deviated Fixed-route Microtransit

Microtransit offers opportunities to enhance urban mobility by combining the reliability of public transit and the flexibility of ride-sharing. This paper optimizes the design and operations of a deviated fixed-route microtransit system that relies on reference lines but can deviate on demand in response to passenger requests. We formulate a Microtransit Network Design (MiND) model via two-stage stochastic integer optimization, with a first-stage network design and service scheduling structure and a second-stage vehicle routing structure. We derive a tight second-stage relaxation using a subpath-based representation of microtransit operations in a load-expanded network. We develop a double-decomposition algorithm combining Benders decomposition and subpath-based column generation. We prove that the algorithm maintains a valid optimality gap and converges to an optimal solution in a finite number of iterations. Results obtained with real-world data from Manhattan show that the methodology scales to large and otherwise-intractable instances, with up to 10-100 candidate lines and hundreds of stops. Comparisons with transit and ride-sharing suggest that microtransit can provide win-win outcomes toward efficient mobility (high demand coverage, low costs, high level of service), equitable mobility (broad geographic reach) and sustainable mobility (limited environmental footprint). We provide an open-source implementation to enable replication.

math.OC

Coordinating mobile network coverage and vehicle routing: a double column generation approach

The emergence of 5G technologies opens opportunities to support mission-critical activities with high-speed Internet coverage. This paper defines a joint job-emitting vehicle routing problem with time windows to coordinate the operations of mission-oriented vehicles ("mission vehicles") and mobile emitters ("emitting vehicles"). This problem exhibits a joint vehicle routing structure, with coupling constraints to ensure that each job is supported by appropriate network coverage. We solve it via an exact and finite double column generation algorithm: pricing problems generate vehicle paths dynamically, and a master problem coordinates the operations of mission vehicles and emitting vehicles to ensure appropriate network coverage for each job. We propose several acceleration strategies to strengthen the algorithm's computational performance. Computational results show the scalability of the proposed methodology. Specifically, the methodology cuts runtimes by over 95% in small-scale instances as compared to an explicit formulation, and scales to large-scale instances involving over 50 jobs. From a practical standpoint, results highlight the benefits of dynamically coordinating mission vehicles and emitting vehicles, thus suggesting opportunities to support emerging 5G technologies with dedicated routing algorithms.

math.OC

Branch-and-Price for Prescriptive Contagion Analytics

Predictive contagion models are ubiquitous in epidemiology, social sciences, engineering, and management. This paper formulates a prescriptive contagion analytics model where a decision-maker allocates shared resources across multiple segments of a population, each governed by continuous-time dynamics. We define four real-world problems under this umbrella: vaccine distribution, vaccination centers deployment, content promotion, and congestion mitigation. These problems feature a large-scale mixed-integer non-convex optimization structure with constraints governed by ordinary differential equations, combining the challenges of discrete optimization, non-linear optimization, and continuous-time system dynamics. This paper develops a branch-and-price methodology for prescriptive contagion analytics based on: (i) a set partitioning reformulation; (ii) a column generation decomposition; (iii) a state-clustering algorithm for discrete-decision continuous-state dynamic programming; and (iv) a tri-partite branching scheme to circumvent non-linearities. Extensive experiments show that the algorithm scales to very large and otherwise-intractable instances, outperforming state-of-the-art benchmarks. Our methodology provides practical benefits in contagion systems; in particular, it can increase the effectiveness of a vaccination campaign by an estimated 12-70%, resulting in 7,000 to 12,000 extra saved lives over a three-month horizon mirroring the COVID-19 pandemic. We provide an open-source implementation of the methodology in an online repository to enable replication.

math.OC

Probabilistic bounds on the $k-$Traveling Salesman Problem and the Traveling Repairman Problem

The $k-$traveling salesman problem ($k$-TSP) seeks a tour of minimal length that visits a subset of $k\leq n$ points. The traveling repairman problem (TRP) seeks a complete tour with minimal latency. This paper provides constant-factor probabilistic approximations of both problems. We first show that the optimal length of the $k$-TSP path grows at a rate of $Θ\left(k/n^{\frac{1}{2}\left(1+\frac{1}{k-1}\right)}\right)$. The proof provides a constant-factor approximation scheme, which solves a TSP in a high-concentration zone -- leveraging large deviations of local concentrations. Then, we show that the optimal TRP latency grows at a rate of $Θ(n\sqrt n)$. This result extends the classical Beardwood-Halton-Hammersley theorem to the TRP. Again, the proof provides a constant-factor approximation scheme, which visits zones by decreasing order of probability density. We discuss practical implications of this result in the design of transportation and logistics systems. Finally, we propose dedicated notions of fairness -- randomized population-based fairness for the $k$-TSP and geographical fairness for the TRP -- and give algorithms to balance efficiency and fairness.

cs.DM

Additional Results and Extensions for the paper "Probabilistic bounds on the $k-$Traveling Salesman Problem and the Traveling Repairman Problem''

This technical report provides additional results for the main paper ``Probabilistic bounds on the $k-$Traveling Salesman Problem ($k-$TSP) and the Traveling Repairman Problem (TRP)''. For the $k-$TSP, we extend the probabilistic bounds derived in the main paper to the case of distributions with general densities. For the TRP, we propose a utility-based notion of fairness and derive constant-factor probabilistic bounds for this objective, thus extending the TRP bounds from the main paper to non-linear utilities.

cs.DM

Efficiency, Fairness, and Stability in Non-Commercial Peer-to-Peer Ridesharing

Unlike commercial ridesharing, non-commercial peer-to-peer (P2P) ridesharing has been subject to limited research -- although it can promote viable solutions in non-urban communities. This paper focuses on the core problem in P2P ridesharing: the matching of riders and drivers. We elevate users' preferences as a first-order concern and introduce novel notions of fairness and stability in P2P ridesharing. We propose algorithms for efficient matching while considering user-centric factors, including users' preferred departure time, fairness, and stability. Results suggest that fair and stable solutions can be obtained in reasonable computational times and can improve baseline outcomes based on system-wide efficiency exclusively.

cs.AI

From predictions to prescriptions: A data-driven response to COVID-19

The COVID-19 pandemic has created unprecedented challenges worldwide. Strained healthcare providers make difficult decisions on patient triage, treatment and care management on a daily basis. Policy makers have imposed social distancing measures to slow the disease, at a steep economic price. We design analytical tools to support these decisions and combat the pandemic. Specifically, we propose a comprehensive data-driven approach to understand the clinical characteristics of COVID-19, predict its mortality, forecast its evolution, and ultimately alleviate its impact. By leveraging cohort-level clinical data, patient-level hospital data, and census-level epidemiological data, we develop an integrated four-step approach, combining descriptive, predictive and prescriptive analytics. First, we aggregate hundreds of clinical studies into the most comprehensive database on COVID-19 to paint a new macroscopic picture of the disease. Second, we build personalized calculators to predict the risk of infection and mortality as a function of demographics, symptoms, comorbidities, and lab values. Third, we develop a novel epidemiological model to project the pandemic's spread and inform social distancing policies. Fourth, we propose an optimization model to re-allocate ventilators and alleviate shortages. Our results have been used at the clinical level by several hospitals to triage patients, guide care management, plan ICU capacity, and re-distribute ventilators. At the policy level, they are currently supporting safe back-to-work policies at a major institution and equitable vaccine distribution planning at a major pharmaceutical company, and have been integrated into the US Center for Disease Control's pandemic forecast.

stat.AP