arXiv subjects

Miguel Lejeune

Publications and source records attributed to Miguel Lejeune.

4 recordsLinked to original sources

arXiv2025

Dynamic Order Fulfillment in Last-Mile Drone Delivery under Demand Uncertainty

Drones have attracted growing interest in last-mile delivery due to their potential to significantly reduce costs and enhance operational flexibility, particularly in areas of sparse and uncertain demand where traditional truck delivery proves inefficient. This paper addresses the dynamic order fulfillment problem faced by a retailer operating a fleet of drones to service delivery requests that arrive stochastically. These delivery requests may vary in package profiles, delivery locations, and urgency. We adopt a rolling-horizon framework for order fulfillment and devise a two-stage stochastic program aimed at strategically managing existing orders while considering incoming requests that are subject to various uncertainties. A significant challenge in deploying the envisioned two-stage model lies in its incorporation of vehicle routing constraints, on which exact or brute-force methods are computationally inefficient and unsuitable for real-time operational decisions. To address this, we propose an accelerated L-shaped algorithm that (i) reduces the branching tree size, (ii) replaces exact second-stage solutions with heuristic estimates, and (iii) adapts an alternating strategy for adding optimality cuts. The proposed heuristic demonstrates remarkable performance superiority over the exact method, achieving a 20-fold reduction in average runtime while maintaining an average optimality gap of less than 1\%. We apply the algorithm to a wide range of instances to evaluate the benefits of postponing orders for batch service using the stochastic model. Our results show potential long-term cost savings of up to 20\% when demand uncertainty is explicitly considered in order fulfillment decisions. Meanwhile, the derived savings tend to diminish as the uncertainty increases in order arrivals.

math.OC↗

arXiv2024

Drone-Delivery Network for Opioid Overdose -- Nonlinear Integer Queueing-Optimization Models and Methods

We propose a new stochastic emergency network design model that uses a fleet of drones to quickly deliver naxolone in response to opioid overdoses. The network is represented as a collection of M/G/K queuing systems in which the capacity K of each system is a decision variable and the service time is modelled as a decision-dependent random variable. The model is an optimization-based queuing problem which locates fixed (drone bases) and mobile (drones) servers and determines the drone dispatching decisions, and takes the form of a nonlinear integer problem, which is intractable in its original form. We develop an efficient reformulation and algorithmic framework. Our approach reformulates the multiple nonlinearities (fractional, polynomial, exponential, factorial terms) to give a mixed-integer linear programming (MILP) formulation. We demonstrate its generalizablity and show that the problem of minimizing the average response time of a network of M/G/K queuing systems with unknown capacity K is always MILP-representable. We design two algorithms and demonstrate that the outer approximation branch-and-cut method is the most efficient and scales well. The analysis based on real-life overdose data reveals that drones can in Virginia Beach: 1) decrease the response time by 78%, 2) increase the survival chance by 432%, 3) save up to 34 additional lives per year, and 4) provide annually up to 287 additional quality-adjusted life years.

math.OC↗

arXiv2023

Multi-Agent Search for a Moving and Camouflaging Target

In multi-agent search planning for a randomly moving and camouflaging target, we examine heterogeneous searchers that differ in terms of their endurance level, travel speed, and detection ability. This leads to a convex mixed-integer nonlinear program, which we reformulate using three linearization techniques. We develop preprocessing steps, outer approximations via lazy constraints, and bundle-based cutting plane methods to address large-scale instances. Further specializations emerge when the target moves according to a Markov chain. We carry out an extensive numerical study to show the computational efficiency of our methods and to derive insights regarding which approach should be favored for which type of problem instance.

math.OC↗

arXiv2020

Regularized Stochastic Dual Dynamic Programming for convex nonlinear optimization problems

We define a regularized variant of the Dual Dynamic Programming algorithm called REDDP (REgularized Dual Dynamic Programming) to solve nonlinear dynamic programming equations. We extend the algorithm to solve nonlinear stochastic dynamic programming equations. The corresponding algorithm, called SDDP-REG, can be seen as an extension of a regularization of the Stochastic Dual Dynamic Programming (SDDP) algorithm recently introduced which was studied for linear problems only and with less general prox-centers. We show the convergence of REDDP and SDDP-REG. We assess the performance of REDDP and SDDP-REG on portfolio models with direct transaction and market impact costs. In particular, we propose a risk-neutral portfolio selection model which can be cast as a multistage stochastic second-order cone program. The formulation is motivated by the impact of market impact costs on large portfolio rebalancing operations. Numerical simulations show that REDDP is much quicker than DDP on all problem instances considered (up to 184 times quicker than DDP) and that SDDP-REG is quicker on the instances of portfolio selection problems with market impact costs tested and much faster on the instance of risk-neutral multistage stochastic linear program implemented (8.2 times faster).

math.OC↗