Renata Mansini

Università degli Studi di Brescia | UNIBS · Department of Information Engineering

In the growing sector of Attended Home Delivery, unsynchronized deliveries between couriers and recipients affect both customers’ satisfaction and companies’ costs. Hence, reducing such failures improves companies’ service quality and logistics efficiency. To address this issue, we study an Attended Home Delivery Problem with Recovery Options (AHDP...

In this paper, we tackle a dynamic scheduling problem faced by a large international company. The problem involves assigning installation projects arriving over time to specialised technicians who execute them remotely. Each project consists of several tasks having processing times, release dates, and execution deadlines. The company needs to assig...

We study a multi-period stochastic variant of the Time Window Assignment Vehicle Routing Problem, where customers’ demands, locations, and service times are uncertain. Customers are partitioned into geographical zones, each of which has to be visited a predetermined number of times over a planning period of several days. Whenever a zone is visited,...

In this paper, we analyze a new variant of the well-known NP-hard Set Covering Problem, characterized by pairwise conflicts among subsets of items. Two subsets in conflict can belong to a solution provided that a positive penalty is paid. The problem looks for the optimal collection of subsets representing a cover and minimizing the sum of covering...

In recent years, last-mile delivery research has shifted from focusing solely on cost minimization to a broader consideration of sustainability and environmental impact. This paper explores the novel trend of evaluating the social impact of last-mile delivery, emphasizing factors such as road safety, congestion, and noise pollution. A key strategy...

Balancing conflicting goals among different stakeholders is a challenging problem in various application domains. In this paper, we analyse it in the context of home healthcare. Fairness objective functions for nurses and patients are combined with system-level governance goals of the territorial centers in charge of the assistance service. From th...

The average age of the population has grown steadily in recent decades along with the number of people suffering from chronic diseases and asking for treatments. Hospital care is expensive and often unsafe, especially for older individuals. This is particularly true during pandemics as the recent SARS‐CoV‐2. Hospitalization at home has become a val...

Among the most important variants of the traveling salesman problem (TSP) are those relaxing the constraint that every locus should necessarily get visited, rather taking into account the revenues (prizes) from the visits into the objective function. In the Profitable Tour Problem (PTP) we seek for a tour visiting a suitable subset of customers wit...

In commercial transactions, the main goal of a company is to minimize costs or maximize profits. In the last years, the importance of optimizing alternative goals has become more and more critical, especially in those domains where business activities are focused on providing services to products (by integrating them into the product itself - servi...

The profitable tour problem (PTP) is a well-known NP-hard routing problem searching for a tour visiting a subset of customers while maximizing profit as the difference between total revenue collected and traveling costs. PTP is known to be solvable in polynomial time when special structures of the underlying graph are considered. However, the compu...

In this work, a data-driven approach for the identification of a piece-wise linear model for nitrogen oxide daily concentration simulation is presented and applied. The model has been identified by using daily measured concentrations, meteorological variables, and emission levels estimated starting from the results contained in suitable emission da...

The Omega ratio, a performance measure that separately considers upside and downside deviations from a fixed threshold, improves the Sharpe ratio by incorporating the higher-order moments. In this paper, we analyse the performance of a robust optimization model based on maximizing the worst-case of Omega ratio by taking its threshold point as the r...

This paper deals with a complex multi-objective personnel scheduling problem motivated by a real case. A multi-objective mixed integer linear programming formulation of the problem is proposed. Constraints are classified into mandatory and optional. The work introduces a solution approach, dubbed PRIMP (Prioritize & Improve), that enforces constrai...

Among the most important variants of the traveling salesman problem (TSP) are those relaxing the constraint that every locus should necessarily get visited, rather taking into account a revenue (prize) for visiting customers. In the Profitable Tour Problem (PTP), we seek for a tour visiting a subset of customers while maximizing net gain (profit) a...

The Multidimensional Multiple-choice Knapsack Problem (MMKP) is a complex combinatorial optimization problem for which finding high quality feasible solutions is very challenging. Recently, several heuristic approaches and a few exact algorithms have been proposed for its solution. These methods have been able to provide new best-known values for b...

Among the most important variants of the capacitated facility location problem are those introducing side constraints. In the present paper, we analyze the introduction of incompatibility constraints in the single- and multi-source capacitated facility location problems. We deal with two different types of conflict that concern: (i) the incompatibi...

In recent months, online sales have experienced a sharp surge also due to the COVID pandemic. In this paper, we propose a new location and routing problem for a last mile delivery service based on parcel lockers and introduce a mathematical formulation to solve it by means of a MIP solver (Gurobi). The presence of parcel locker stations avoids the...

In this article, the problem of pollutant monitoring sensor allocation is formalized as a variant of the well-known set covering problem and solved by means of both a mixed-integer linear programming solver and genetic algorithms. The allocation of the sensors in the monitoring network is one of the most practical and challenging problems that regi...

We consider a real-world packing problem faced by a logistics company that loads and ships hundreds of trucks every day. For each shipment, the cargo has to be selected from a set of heterogeneous boxes. The goal of the resulting container loading problem (CLP) is to maximize the value of the cargo while satisfying a number of practical constraints...

The enhanced index tracking problem (EITP) calls for the determination of an optimal portfolio of assets with the bi-objective of maximizing the excess return of the portfolio above a benchmark and minimizing the tracking error. The EITP is capturing a growing attention among academics, both for its practical relevance and for the scientific challe...

NOTE: The final version is labelled Aug_2020. This version corrects an error in the author names, and removes specific deadlines from the recommendations. The WISDOM Forum was set up to provide a platform to support, empower and encourage the participation of all genders in Operational Research within EURO. 3 We cannot solve problems that we do no...

In recent years, large public hospitals have undergone a strong growth in healthcare services demand, not offset by resources increase. In this context, one of the most critical issues is the optimization of human resources. In this paper, we study the problem of finding the optimal assignment of tasks to physicians over a predefined time horizon i...

We study a new variant of the Team Orienteering Problem (TOP) where precedence constraints are introduced. Each customer has a set of tasks that have to be accomplished according to a predefined order by an heterogeneous fleet of vehicles. If a customer is selected, then all the tasks have to be completed by possibly different vehicles. To tackle t...

In the multidimensional multiple choice knapsack problem (MMKP), items with nonnegative profits are partitioned into groups. Each item consumes a predefined nonnegative amount of a set of resources with given availability. The problem looks for a subset of items consisting of exactly one item for each group that maximizes the overall profit without...

The occupational exposure to hazardous chemical agents is a problem acknowledged by international and European institutions and organizations. To assess and manage risks arising from work activities involving chemical agents, safety managers should rely on several tools, including models and algorithms, available in the literature. However, to the...

The control of critical pollutant events has become one of the most relevant problems that the Local Authorities need to manage, in order to limit population exposure to high pollutant levels. The problem of the selection of suitable short terms plans allowing to maintain the pollutant concentrations under a certain threshold is particularly diffic...

We study a variant of the Nurse Routing Problem where each patient may require more than one service at possible different times during the day. Each executed service yields a profit, and an additional reward is gained if all services associated with a patient are fulfilled. The problem looks for nurse routes, each one not exceeding a predefined wo...

We study a variant of the Nurse Routing Problem where each patient may require more than one service at possible different times during the day. Each executed service yields a profit, and an additional reward is gained if all services associated with a patient are fulfilled. The problem looks for nurse routes, each one not exceeding a predefined wo...

This paper deals with the time-dependent version of the classical Rural Postman Problem in which arc traversal times vary along the planning horizon. The relationship with the time-invariant counterpart is investigated and a branch-and-bound algorithm is developed. Extensive computational results indicate that the algorithm is capable of solving mu...

Frequently, e-commerce customers pay additional costs for home delivery taking place in a restricted time window. We show how such a behavior is counterproductive in terms of last-mile routing operations. We consider two typical retailer policies to organize the service (a fast delivery in a restricted time interval or the presence of different tim...

Conference talk, presented by D. Manerba.

The Team Orienteering Problem (TOP) aims at maximizing the total amount of profit collected by a fleet of vehicles while not exceeding a predefined travel time limit on each vehicle. In the last years, several exact methods based on different mathematical formulations were proposed. In this paper, we present a new two-index formulation with a polyn...

We study the Capacitated Supplier Selection problem with Total Quantity Discount policy and Activation Costs, a procurement problem where a company needs a certain quantity of different products from a set of potential suppliers, and introduce its variant under uncertainty. In its deterministic form, the problem aims at selecting a subset of the su...

Frequently, e-commerce customers pay additional costs for home delivery taking place in a restricted time window. We show how such a behavior is counterproductive in terms of last-mile routing operations. We consider two typical retailer policies to organize the service (a fast delivery in a restricted time interval or the presence of different tim...

Conference talk

The Traveling Purchaser Problem (TPP) has been one of the most studied generalizations of the Traveling Salesman Problem. Thanks to its double nature of procurement and transportation problem, the TPP has attracted the attention of both researchers in combinatorial optimization and practitioners in recent decades. The problem has been used to model...

In this paper, we study a variant of the directed rural postman problem (RPP) where profits are associated with arcs to be served, and incompatibility constraints may exist between nodes and profitable arcs leaving them. If convenient, some of the incompatibilities can be removed provided that penalties are paid. The problem looks for a tour starti...

The deterministic Traveling Purchaser Problem looks for a tour visiting a subset of markets in order to satisfy a positive discrete demand for some products at minimum traveling and purchasing costs. In this paper, we assume that the quantities available in the markets for all the products are time-varying decreasing at a constant rate. We propose...

The deterministic traveling purchaser problem (TPP) aims to select a subset of suppliers, offering products at different prices and quantities, to satisfy demand while minimizing travelling and purchasing costs. In this paper, we study a variant of the TPP in which both the available quantities and the purchasing prices are uncertain. This more cha...

The Enhanced Index Tracking Problem (EITP) calls for the determination of an optimal portfolio of assets with the bi-objective of maximizing the excess return of the portfolio above a benchmark and, simultaneously, minimizing the tracking error. The EITP is capturing a growing attention among academics, both for its practical relevance and for the...

The Repair Kit Problem is about determining the stock of service parts carried by field service engineers for on-site product support. Models that optimize cost or service performances have appeared in the literature, but two important managerial decisions have not received enough attention. They are the maximum amount of stock to be carried (refer...

In this paper, we propose the modeling of a real-case problem where a farmer has to optimize the use of his/her land by selecting the best mix of crops to cultivate. Complexity of the problem is due to the several factors that have to be considered simultaneously. These include the market prices variability of harvested products, the specific resou...

In the Generalized Independent Set Problem, we are given a graph, a revenue for each vertex, and a set of removable edges with associated removal costs, and we seek to find an independent set that maximizes the net benefit, i.e., the difference between the revenues collected for the vertices in the independent set and the costs incurred for any rem...

In this paper, we study a generalization of the Hierarchical Chinese Postman Problem on a mixed graph where only a subset of arcs and edges require a service to be accomplished following a hierarchical order. The problem, called Hierarchical Mixed Rural Postman Problem (HMRPP), also generalizes the Rural Postman Problem and thus is NP-hard. We prop...

The Hierarchical Mixed Rural Postman Problem is defined on a mixed graph where arcs and edges that require a service are divided into clusters that have to be serviced in a hierarchical order. The problem generalizes the Mixed Rural Postman Problem and thus is NP-hard. In this paper, we provide a polyhedral analysis of the problem and propose a bra...

Modern performance measures differ from the classical ones since they assess the performance against a benchmark and usually account for asymmetry in return distributions. The Omega ratio is one of these measures. Until recently, limited research has addressed the optimization of the Omega ratio since it has been thought to be computationally intra...

Among the health care applications, nursing home services play a central role because of the growing request for long-term home care observed in the recent years. Nursing care providers can guarantee a wide variety of medical and supporting services for not-independent people such as elderly people and disabled individuals, highly improving the qua...

Conference talk

Conference talk, presented by D. Manerba.

In this paper, we analyze a dynamic and stochastic variant of the traveling purchaser problem where quantity available for each product in each market decreases over time according to a stochastic process. The multiobjective nature of the problem is faced through a hierarchical evaluation of the different objectives. We introduce three variants of...

In this work, we study a supplier selection and routing problem where a fleet of homogeneous vehicles with a predefined capacity is available for procuring different products from different suppliers with the aim to satisfy demand at the minimum traveling and purchasing cost. Decisions are further complicated by the presence of pairwise incompatibi...

The Team Orienteering Problem (TOP) aims at maximizing the total amount of pro�t collected by a eet of vehicles while not exceeding a pre- de�ned travel time limit on each vehicle. In the last years, several exact methods based on di�erent mathematical formulations were proposed. In this paper, we present a new two-index formulation with a polynom...

Conference talk, presented by R. Mansini.

We introduce a problem where a fleet of vehicles is available to visit suppliers offering various products at different prices and quantities, with the aim to select a subset of suppliers so to satisfy products demand at the minimum traveling and purchasing costs. Vehicles have a predefined capacity and pairs of products may be incompatible to be c...

This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are a...

The problem of investing money is common to citizens, families and companies. In this chapter, we introduce the decision framework of the portfolio selection problem in general terms. We describe the basic concepts of financial assets, capital to invest, performance (rate of return) and risk (measure of dispersion) possibly with the use of examples...

Proposed portfolio models are computationally attractive as they give rise to linear and mixed integer programming problems. The introduction of real features, when requiring integer and/or binary variables, may increase problem complexity significantly. In this chapter, we address the computational issues related to the solution and comparison of...

Much research effort has been devoted to analyze the properties of portfolio performance measures, both risk and safety. The goal of this research is to understand which properties a measure should satisfy to be attractive to an investor. The theory developed is based fundamentally on one hand on the concept of stochastic dominance consistency and...

Nowadays, Quadratic Programming (QP) models, like Markowitz model, are not hard to solve, thanks to technological and algorithmic progress. Nevertheless, Linear Programming (LP) models remain much more attractive from a computational point of view for several reasons. In order to guarantee that a portfolio takes advantage from diversification, no r...

In this chapter, our interest is focused on problems related to portfolio selection and that can still be formulated as LP or MILP models. The first part of the chapter is devoted to the portfolio rebalancing problem, where the investor already owns a portfolio of assets and, due to changed market conditions and possibly to the availability of addi...

Real features are all the additional characteristics an investor is interested to consider when selecting a real portfolio, because they reflect preferences or information not captured by the model otherwise, or he/she is obliged to include as restrictions imposed by market conditions. Besides transaction costs, real features include, transaction l...

We study a generalization of the Directed Rural Postman Problem where not all arcs requiring a service have to be visited provided that a penalty cost is paid if a service arc is not crossed. The problem, known as Directed Profitable Rural Postman Problem, looks for a tour visiting the selected set of service arcs while minimizing both traveling an...

Conference talk

Conference talk

In the Distance Constrained Multiple Vehicle Traveling Purchaser Problem (DC-MVTPP) a fleet of vehicles is available to visit suppliers offering products at different prices and with different quantity availabilities. The DC-MVTPP consists in selecting a subset of suppliers so to satisfy products demand at the minimum traveling and purchasing costs...

Markowitz formulated the portfolio optimization problem through two criteria: the expected return and the risk, as a measure of the variability of the return. The classical Markowitz model uses the variance as the risk measure and is a quadratic programming problem. Many attempts have been made to linearize the portfolio optimization problem. Sever...

Transaction costs represent one of the most relevant real features that has to be taken into account while optimizing a portfolio. All market participants are concerned with transaction costs, since lower transaction costs enable higher returns. In this paper we propose a classification of transaction costs distinguishing variable from fixed transa...

Modern performance measures di�ffer from the classical ones since they assess the performance against a benchmark and usually account for asymmetry in return distributions. The Omega ratio is one of these measures. Until recently, limited research has addressed the optimization of the Omega ratio since it has been thought to be computationally intr...

Companies selling durable goods should guarantee their availability for the whole lifecycle. When on-site maintenance is required, as in several cases ranging from washing machines to large-sized machineries, field service engineers carry a stock of service parts in their vehicles to carry out repair interventions. The Repair Kit Problem (RKP) aims...

In this paper we analyze the procurement problem of a company that needs to purchase a number of products from a set of suppliers to satisfy demand. The suppliers offer total quantity discounts and the company aims at selecting a set of suppliers so to satisfy product demand at minimum purchasing cost. The problem, known as Total Quantity Discount...

Conference talk

Conference talk, presented by M.E. Bruni.

To minimize procurement expenditures both purchasing and transportation costs need to be considered. We study a procurement setting in which a company needs to purchase a number of products from a set of suppliers to satisfy customer demand. The suppliers offer total quantity discounts and transportation costs are based on truckload shipping rates....

The Team Orienteering Problem (TOP) is a known NP-hard problem that typically arises in vehicle routing and production scheduling contexts. In this paper we introduce a new solution method to solve the TOP with hard Time Window constraints (TOPTW). We propose a Variable Neighborhood Search (VNS) procedure based on the idea of exploring, most of the...

The multidimensional knapsack problem (MKP) is a well-known, strongly NP-hard problem and one of the most challenging problems in the class of the knapsack problems. In the last few years, it has been a favorite playground for metaheuristics, but very few contributions have appeared on exact methods. In this paper we introduce an exact approach bas...

Conference talk

In this paper we propose a new heuristic framework, called Kernel Search, to solve the complex problem of portfolio selection with real features. The method is based on the identification of a restricted set of promising securities (kernel) and on the exact solution of the MILP problem on this set. The continuous relaxation of the problem solved on...

Given a set of products each with positive discrete demand, and a set of markets selling products at given prices, the traveling purchaser problem (TPP) looks for a tour visiting a subset of markets such that products demand is satisfied at minimum purchasing and traveling costs. In this paper we analyze a dynamic variant of the problem, where quan...

Conference talk