Fabricio Oliveira

Fabricio Oliveira
Aalto University · Department of Mathematics and Systems Analysis

D.Sc.

About

60
Publications
13,043
Reads
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1,122
Citations
Additional affiliations
October 2015 - present
RMIT University
Position
  • PostDoc Position
January 2013 - present
Pontifícia Universidade Católica do Rio de Janeiro
Position
  • Professor (Assistant)
December 2011 - July 2012
Carnegie Mellon University
Position
  • Visiting researcher

Publications

Publications (60)
Article
Full-text available
This paper presents a new approach for the contingency-constrained single-bus unit commitment problem. The proposed model explicitly incorporates an n - K security criterion by which power balance is guaranteed under any contingency state comprising the simultaneous loss of up to K generation units. Instead of considering all possible contingency s...
Article
We present a scenario decomposition framework based on Lagrangean decomposition for the multi-product, multi-period, supply investment planning problem considering network design and discrete capacity expansion under demand uncertainty. We also consider a risk measure that allows to reduce the probability of incurring in high costs while preserving...
Article
This paper addresses the solution of a two-stage stochastic programming model for an investment planning problem applied to the petroleum products supply chain. In this context, we present the development of acceleration techniques for the stochastic Benders decomposition that aim to strengthen the cuts generated, as well as to improve the quality...
Article
Many engineering-to-order (ETO) organizations are multi-project capacity-driven production systems in which capacity planning is of major importance in the order acceptance phase. The academic literature, in this area, presents a research-practice gap with a lack of studies on the application of decision support tools to address capacity planning p...
Article
The use of fuels with low environmental impact has been recently highlighted in the media. In this context, the use of hydrogen as a fuel has been considered an alternative with significant potential to integrate a more sustainable energy matrix. However, there is still no appropriate infrastructure available for its commercialization. This study p...
Article
Full-text available
This paper presents a novel technique to compute Lagrangian bounds for nonconvex mixed-integer quadratically constrained quadratic programming problems presenting a separable structure (i.e., a separable problems) such as those arising in deterministic equivalent representations of two-stage stochastic programming problems. In general, the nonconve...
Article
Full-text available
Influence diagrams are widely employed to represent multi-stage decision problems in which each decision is a choice from a discrete set of alternative courses of action, uncertain chance events have discrete outcomes, and prior decisions may influence the probability distributions of uncertain chance events endogenously. In this paper, we develop...
Article
Full-text available
Rigs are critical capital-intensive resources for oil and gas exploration and production operations, such as drilling, completion, and workover. The Rig Scheduling Problem (RSP) comprises deciding which rigs will serve each of the wells and when the operations must be performed. Several studies considering the theoretical and practical perspectives...
Article
In this paper, a two-stage stochastic programming model is developed for the asset protection routing problem (APRP) to be employed in anticipation of an escaped wildfire. In this model, strategic and tactical decisions are considered in a two-stage setting. The locations of protection depots are determined, taking into account the routing decision...
Chapter
A plethora of contributions have appeared in the literature over the past decade in the area of production planning of a single machine with sequence-dependent changeovers. Most of them, however, deal with the deterministic optimization model where all the parameters are considered known, which render optimal schedules, sub-optimal, or even infeasi...
Article
Multiproduct pipeline transportation scheduling is a complex operations research problem that is characterized by the movement of the cargo rather than the carrier. Hence, it cannot be solved using vehicle routing methods. While most formulations for short-term scheduling adopt a continuous-time representation, they often lead to suboptimal solutio...
Article
Issues such as high fossil-fuel price fluctuations, considerable air pollution, and the realization that fossil sources are not unlimited threaten the global economy. Hence, researchers have been attracted by biomass, especially sugarcane, as a source of renewable energy to produce bioethanol and other biofuels. This research proposes a three-phase...
Conference Paper
As variable renewable energy sources are steadily incorporated in European power systems, the need for higher temporal resolution in capacity-expansion models also increases.Naturally, there exists a trade-off between the amount of temporal data used to plan power systems for decades ahead and time resolution needed to represent renewable energy va...
Preprint
This paper presents a novel technique to solve two-stage stochastic programming models whose deterministic equivalent is represented by a noncon-vex mixed-integer quadratically constrained quadratic programming (MIQCQP) model. In general, the nonconvex nature of these models still poses a challenge for available solvers, which do not consistently p...
Article
Interest in sustainability has increased the share of variable renewable energy sources (VRES) in power generation. Energy storage systems' potential to mitigate intermittencies from non-dispatchable VRES has enhanced their appeal. However, the impacts of storage vary based on the owner and market conditions. We examine the policy implications of i...
Article
Full-text available
Vector control, particularly distribution of insecticide-treated bed nets (ITNs), constitutes one of the major pathways to prevent and reduce malaria transmission. ITN distribution campaigns face several challenges, such as inadequate funding, budgetary constraints, hard-to-reach areas, limited transportation, and market and price volatility. While...
Preprint
Full-text available
Influence diagrams are widely employed to represent multi-stage decision problems in which each decision is a choice from a discrete set of alternatives, uncertain chance events have discrete outcomes, and prior decisions may influence the probability distributions of uncertain chance events endogenously. In this paper, we develop the Decision Prog...
Article
Full-text available
Uncertainty is a highly important aspect of maritime transportation. Unforeseen occurrences related to environmental conditions, poor weather, vessel reliability, or port congestion are frequent and have a non-negligible impact on the total time required for vessels to perform (un)loading operations at ports. We study a special case of maritime tra...
Preprint
Full-text available
Interest in sustainability has increased the share of variable renewable energy sources (VRES) in power generation. Energy storage systems' potential to mitigate intermittencies from non-dispatchable VRES has enhanced their appeal. However, the impacts of storage vary based on the owner and market conditions. We examine the policy implications of i...
Article
The main objective when managing inventories in blood supply chains is to establish an efficient balance between the wastage and shortage of blood units. The uncertain demand and the perishable nature of blood units can result in over- or under-stocking and increase wastage and shortage costs. In this study, we analyze how a proactive transshipment...
Article
This paper presents an empirical assessment of four state-of-the-art risk-averse approaches to deal with the capacitated lot-sizing problem under stochastic demand. We analyse two mean-risk models based on the semideviation and on the conditional value-at-risk risk measures, and alternate first and second-order stochastic dominance approaches. The...
Article
Full-text available
We propose methods for improving the relaxations obtained by the normalized multiparametric disaggregation technique (NMDT). These relaxations constitute a key component for some methods for solving nonconvex mixed-integer quadratically constrained quadratic programming (MIQCQP) problems. It is shown that these relaxations can be more efficiently f...
Article
Medical drug shortages are an important issue in health care, since they can significantly affect patients’ health. Thus, selecting the appropriate distribution and inventory policies plays an important role in decreasing drug shortages. In this context, inventory routing models can be used to determine optimal policies in the context of medical dr...
Article
This paper presents the development of an enhanced L-Shaped method applied to an inventory management problem that considers a replenishment control system based on the periodic review (R, S) policy. We consider single-item one-echelon problems with uncertain demands and partial backorder that are modeled using two-stage stochastic programming. To...
Article
Full-text available
We present deterministic and stochastic programming models for the workover rig problem, one of the most challenging problems in the oil industry. In the deterministic approach, an integer linear programming model is used to determine the rig fleet size and schedule needed to service wells while maximizing oil production and minimizing rig usage co...
Article
Full-text available
In this paper, we propose a novel decomposition approach (named PBGS) for stochastic mixed‐integer programming (SMIP) problems, which is inspired by the combination of penalty‐based Lagrangian and block Gauss–Seidel methods. The PBGS method is developed such that the inherent decomposable structure that SMIP problems present can be exploited in a c...
Article
Full-text available
We contribute improvements to a Lagrangian dual solution approach applied to large-scale optimization problems whose objective functions are convex, continuously differentiable and possibly nonlinear, while the non-relaxed constraint set is compact but not necessarily convex. Such problems arise, for example, in the split-variable deterministic ref...
Article
Full-text available
The academic literature presents a research-practice gap on the application of decision support tools to address tactical planning problems in real-world organisations. This paper addresses this gap and extends a previous action research relative to an optimisation model applied for tactical capacity planning in an engineer-to-order industrial sett...
Article
Problems related to disaster management are strongly influenced by random outcomes, which indicates the importance of using a mathematical tool that can coherently take into account the stochasticity associated with humanitarian logistics problems. However, stochastic models can lead to decisions that consider solely expected values and thus neglec...
Article
Full-text available
Here, we propose a novel methodology for replenishment and control systems for inventories of two-echelon logistics networks using a two-stage stochastic programming, considering periodic review and uncertain demands. In addition, to achieve better customer services, we introduce a variable rationing rule to address quantities of the item in short....
Article
The inventory control system consists of defining strategies to manage inventory replenishment such that costs involved in ordering, holding, and meeting the demands are optimized. Although several methods for inventory management are proposed in the literature, the assumptions made necessary can hinder their applicability in practice. Motivated by...
Article
Full-text available
We present a new primal-dual algorithm for computing the value of the Lagrangian dual of a stochastic mixed-integer program (SMIP) formed by relaxing its nonanticipativity constraints. This dual is widely used in decomposition methods for the solution of SMIPs. The algorithm relies on the well-known progressive hedging method, but unlike previous p...
Article
Managing inventories in the blood supply chain is a challenging task, mainly due to the uncertain nature of the demand for blood units, the perishable nature of the blood, and a strong subjective bias towards criteria other than cost minimisation. In this paper, we propose a two-stage stochastic programming model for defining optimal periodic revie...
Article
The crude oil offloading and supply problem (COSP) is a type of operation maritime inventory routing (MIR) problem encountered by petroleum companies. In COSP, the company not only is responsible for the ship scheduling to carry the crude oil from production sites to discharge ports but also must maintain inventory levels at both ports (production...
Article
Full-text available
One of the most important activities in the oil and gas industry is the intervention in wells for maintenance services, which is necessary to ensure the constant production of oil. These interventions are carried out by workover rigs. Thus, the Workover Rig Scheduling Problem (WRSP) consists of finding the best schedule to service the wells while c...
Article
Uncertainty has a significant impact on the stability and performance of engineering-to-order (ETO) production systems by affecting due date achievement, efficient resource allocation and the usage of nonregular working force. Proactive planning approaches consider information about uncertainty to protect the generated plans against future disrupti...
Article
Operational decisions for crude oil scheduling activities are determined on a daily basis and have a strong impact on the overall supply chain cost. The challenge is to develop a feasible schedule at a low cost that has a high level of confidence. This paper presents a framework to support decision making in terminal-refinery systems under supply u...
Article
Oil refining is one of the most complex activities in the chemical industry due to its nonlinear nature, which ruins convexity properties and prevents any guarantees of the global optimality of solutions obtained by local nonlinear programming (NLP) algorithms. Moreover, using global optimization algorithms is often not feasible because they typica...
Conference Paper
Full-text available
In the competitive and growing oil and gas industry, efficiency plays a crucial role. Activities and its associated resources must be efficiently scheduled in order to maintain satisfactory production, reducing operational costs. However, this is still a critical and difficult task. The present paper presents a decision support system including a m...
Conference Paper
Full-text available
Neste trabalho, um sistema de controle de reposição e estoques é determinado para uma rede logística de uma camada, considerando um único item com demanda incerta, via programação estocástica. A periocidade das encomendas bem como a quantidade variável a ser encomendada são determinadas através de um modelo de programação linear inteira mista, que...
Conference Paper
Full-text available
Although health facility allocation has been a highly discussed theme in current literature, it is rarely combined with staff sizing, which, in terms of budget and process times, is a critical variable. We present an optimization model to plan health facilities logistic that focuses on process time minimization and considers congestion without comp...
Conference Paper
Full-text available
Neste artigo é apresentado um algoritmo heurístico multiobjetivo para o problema integrado de alocação de recursos e seqüenciamento de operações (iRS/OS, do inglês integrated Resource Selection and Operation Sequences), com o objetivo de minimizar o makespan e o balanceamento de carga de trabalho. O algoritmo proposto é uma adaptação do método de N...
Article
The Brazilian oil industry has gained new momentum after the discovery of large oil reserves in deep under-water. Numerous investments in the oil production chain are expected to support the scale of this operation. Given this context, the use of a decision support system (DSS), which encompasses the complexity of the oil supply chain to support in...
Conference Paper
Full-text available
The oil refining activity is certainly one of the most complex activities in the chemical industry. The complexity arises mainly from the nonlinear nature of the refining processes and the several possible configurations of these processes. In addition, these nonlinear terms are responsible for ruining convexity properties of the problem, thus, rem...
Article
Full-text available
This paper presents the application of a stochastic Benders decomposition algorithm for the problem of supply chain investment planning under uncertainty applied to the petroleum byproducts supply chain. The uncertainty considered is related with the unknown demand levels for oil products. For this purpose, a model was developed based on two-stage...
Article
Full-text available
This paper presents the application of a stochastic Benders decomposition algorithm for the problem of supply chain investment planning under uncertainty applied to the petroleum byproducts supply chain. The uncertainty considered is related with the unknown demand levels for oil products. For this purpose, a model was developed based on two-stage...
Article
This Article addresses the problem of optimizing the investment planning process of a logistics infrastructure for the distribution of petroleum products under uncertainty. For this purpose, a two-stage stochastic model was developed. Because of the large number of possible scenarios for the future realization of demands, the Sample Average Approxi...
Conference Paper
Full-text available
A indústria de petróleo brasileira ganhou novo dinamismo com a descoberta de grandes reservas petrolíferas em águas profundas. Entre 2011-2015 são previstos inúmeros investimentos na cadeia produtiva de petróleo para suportar a dimensão desta nova operação. Diante deste contexto, o apoio à tomada de decisões de investimento na cadeia logística down...
Conference Paper
Full-text available
This paper presents the application of a primal decomposition algorithm for the problem of supply chain investment planning under uncertainty applied to the petroleum products supply chain. The uncertainty considered is related with the unknown demand levels for oil products. For this purpose, a model was developed based on two-stage stochastic pro...
Article
Full-text available
This article addresses the problem of scheduling in oil refineries. The problem consists of a multi-product plant scheduling, with two serial machine stages—a mixer and a set of tanks—which have resource constraints and operate on a continuous flow basis. Two models were developed: the first using mixed-integer linear programming (MILP) and the sec...
Article
Efficient management of the natural gas business chain - based on pipeline transmission networks and taking into consideration the interaction among the main players (e.g., shippers, suppliers, transmission companies and local distribution companies) - requires the use of decision-making support systems. These support systems maximise resources and...
Article
This article presents a methodology for conceiving and planning the development of an optimized supply chain of a biodiesel plant sourced from family farms and taking into consideration agricultural, logistic, industrial, and social aspects. This model was successfully applied to the production chain of biodiesel fuel from castor oil in the semi-ar...
Conference Paper
Full-text available
This paper presents the application of the L-Shaped algorithm for the problem of supply chain investment and planning under uncertainty applied to the petroleum byproducts supply chain. The uncertainty considered is related with the unknown demand levels for byproducts. For this purpose, a model was developed based on two-stage stochastic programmi...
Article
This paper presents a new approach to simultaneously schedule energy and reserve in an electricity market. The proposed model explicitly incorporates an n-K security criterion by which power balance is guaranteed under any contingency state comprising the simultaneous loss of up to K generation units. Instead of considering all possible contingency...
Article
The strategy adopted by the Brazilian Biodiesel Program is to base its fuel production on grains acquired from small, family-owned farms in the poorest regions of the country, thereby fostering social inclusion and transfer of income. The success of the program depends on the development of a robust supply chain logistic structure, appropriate dist...
Article
Full-text available
This paper presents the application of a primal decomposition algorithm for the problem of supply chain investment planning under uncertainty applied to the petroleum products supply chain. The uncertainty considered is related with the unknown demand levels for oil products. For this purpose, a model was developed based on two-stage stochastic pro...
Article
Full-text available
Resumo: O desenvolvimento de um sistema de planejamento de investimentos voltado ao parque de refino brasileiro esbarra em uma série de dificuldades, para que se obtenha a distribuição ótima de recursos no que tange ao processo de refino, bem como na distribuição de derivados. Este artigo tem o intuito de apresentar as principais características do...

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