arXiv subjects

Belen Martin-Barragan

Publications and source records attributed to Belen Martin-Barragan.

7 recordsLinked to original sources

arXiv2026

The optimality of an (s, S) hiring policy on a workforce planning problem with fixed recruitment costs and binomial turnover

We study a finite-horizon workforce planning problem in which staff turnover in each period follows a binomial distribution whose parameters depend on the post-hiring workforce level. The model incorporates a fixed hiring cost that is incurred whenever recruitment occurs, regardless of the number of employees hired. The objective is to minimise the expected total cost, including recruitment, salary, and shortage costs, where deviations below period-specific staffing requirements are penalised. To analyse this stochastic dynamic programme with decision-dependent transition probabilities, we establish the discrete convexity of the variable single-period cost (the sum of expected salary and penalty costs) and the K-convexity of the expected total cost. Specifically, we introduce the concept of Binomial-K-convexity to facilitate the proof that K-convexity is preserved under Binomial propagation in the Bellman function. We then show that the optimal hiring policy exhibits an (s, S)-type structure: when the workforce level in a given period falls below a threshold s, staff are hired up to level S; otherwise, no hiring occurs. Furthermore, we develop a piecewise approximation approach that yields a mixed-integer linear programming (MILP) formulation for solving the problem and computing the (s, S) parameters for each period. Numerical results demonstrate that the proposed method achieves fast computation with small optimality gaps.

math.OC↗

arXiv2026

Smart predict-then-robustly-optimize

In this paper, we propose and study a robust variant of the smart predict-then-optimize approach that accounts for prediction shifts due to disturbance in the covariate feature space. While traditional integrated-learning-and-optimization models assume that side information is perfectly revealed, empirical data-driven features are frequently corrupted or noisy at the time of decision-making, leading to fragile operational policies. To bridge this gap, we integrate principles of robust optimization directly into the predictive-prescriptive pipeline via a smart predict-then-robustly optimize loss and establish a computationally tractable convex surrogate, designed to hedge against worst-case feature perturbations. On the theoretical front, we formalize the structural validity of this surrogate by proving its approximation error probability decays exponentially according to a sub-Gaussian concentration profile. Furthermore, we establish that under mild assumptions, the surrogate is Fisher consistent with high probability. We also prove necessary conditions under which our framework outperforms standard smart predict-then-optimize and maintain its superiority even when the standard method is equipped with regularized upstream predictions. Numerical experiments validate that our robust framework consistently yields significant performance improvements over standard methods, both in out-of-sample terms and in training stability.

cs.LG↗

arXiv2022

Controlling inventory on electric roads

Electric road systems (ERS) are roads that allow compatible vehicles to be powered by grid electricity while in transit, reducing the need for stopping to recharge electric batteries. We investigate how this technology can affect routing and delivery decisions for hybrid heavy good vehicles (HGVs) travelling on a ERS network to support the demand of a single product faced by a set of retailers in the network. We introduce the Electric Roads Routing Problem, which accounts for the costs of electricity and fuel on a ERS network, consumption that are affected by the battery level of the vehicle in each step of the journey, the routing decisions and the variable weight of the vehicle, which depends on vehicle load and delivery decisions. In particular, we study a stochastic demand version of the problem, formulating a mathematical programming heuristic and proving its effectiveness. We use our model on a realistic instance of the problem, showcasing the different strategies that a vehicle may follow depending on fuel costs in relation to the costs of electricity.

math.OC↗

arXiv2021

A mathematical programming-based solution method for the nonstationary inventory problem under correlated demand

This paper extends the single-item single-stocking location non-stationary stochastic inventory problem to relax the assumption of independent demand. We present a mathematical programming-based solution method that relaxes the assumption of demand independence between time periods in an existing piecewise linear approximation strategy under the receding horizon control framework. Our method can be solved via off-the-shelf mixed-integer linear programming solvers. It can tackle demand under various assumptions: the multivariate normal distribution, a collection of time-series processes, and the Martingale Model of Forecast Evolution. We compare against solutions via stochastic dynamic programming to demonstrate that our method leads to near-optimal solutions.

math.OC↗

arXiv2019

Modelling antimicrobial prescriptions in Scotland: A spatio-temporal clustering approach

In 2016 the British government acknowledged the importance of reducing antimicrobial prescriptions in order to avoid the long-term harmful effects of over-prescription. Prescription needs are highly dependent on factors that have a spatio-temporal component, such as the presence of a bacterial outbreak and the population density. In this context, density-based clustering algorithms are flexible tools to analyse data by searching for group structures. The case of Scotland presents an additional challenge due to the diversity of population densities under the area of study. We present here a spatio-temporal clustering approach for highlighting the behaviour of general practitioners (GPs) in Scotland. Particularly, we consider the density-based spatial clustering of applications with noise algorithm (DBSCAN) due to its ability to include both spatial and temporal data, as well as its flexibility to be extended with further variables. We extend this approach into two directions. For the temporal analysis, we use dynamic time warping to measure the dissimilarity between warped and shifted time series. For the spatial component, we introduce a new way of weighting spatial distances with continuous weights derived from a KDE-based process. This makes our approach suitable for cases involving spatial clusters with differing densities, which is a well-known issue for the original DBSCAN. We show an improved performance compared to both the latter and the popular k-means algorithm on simulated, as well as empirical data, presenting evidence for the ability to cluster more elements correctly and deliver actionable insights.

stat.AP↗

arXiv2018

The Dynamic Bowser Routing Problem

We investigate opportunities offered by telematics and analytics to enable better informed, and more integrated, collaborative management decisions on construction sites. We focus on efficient refuelling of assets across construction sites. More specifically, we develop decision support models that, by leveraging data supplied by different assets, schedule refuelling operations by minimising the distance travelled by the bowser truck as well as fuel shortages. Motivated by a practical case study elicited in the context of a project we recently conducted at Crossrail, we introduce the Dynamic Bowser Routing Problem. In this problem the decision maker aims to dynamically refuel, by dispatching a bowser truck, a set of assets which consume fuel and whose location changes over time; the goal is to ensure that assets do not run out of fuel and that the bowser covers the minimum possible distance. We investigate deterministic and stochastic variants of this problem and introduce effective and scalable mathematical programming models to tackle these cases. We demonstrate the effectiveness of our approaches in the context of an extensive computational study designed around data collected on site as well as supplied by our project partners. Keywords: Routing; Dynamic Bowser Routing Problem; Stochastic Bowser Routing Problem; Mixed-Integer Linear Programming; Construction.

math.OC↗

arXiv2017

Computing non-stationary $(s, S)$ policies using mixed integer linear programming

This paper addresses the single-item single-stocking location stochastic lot sizing problem under the $(s, S) $ policy. We first present a mixed integer non-linear programming (MINLP) formulation for determining near-optimal $(s, S)$ policy parameters. To tackle larger instances, we then combine the previously introduced MINLP model and a binary search approach. These models can be reformulated as mixed integer linear programming (MILP) models which can be easily implemented and solved by using off-the-shelf optimisation software. Computational experiments demonstrate that optimality gaps of these models are around $0.3\%$ of the optimal policy cost and computational times are reasonable.

math.OC↗