Many large shippers procure truckload (TL) service from carriers via a combinatorial auction. In order to determine the winners of the auction, they need to solve a combinatorial optimization problem known as winner determination problem (WDP). In practice, shippers must resolve the WDP under...

A manufacturer, in a fast moving consumer goods industry, buys Nat-ural oils from a number of oil suppliers world-wide. The prices of theseoils are the major raw material cost in producing the consumer goods,which are also sold world-wide. The volatility in the international pricesof the Natural...

Dynamic stochastic programs are prototypical for optimization problems with an inherent tree structure inducing characteristic sparsity patterns in the KKT systems of interior methods. We propose an integrated modeling and solution approach for such tree-sparse programs. Three closely related...

Dynamic stochastic programs are prototypical for optimization problems with an inherent tree structure inducing characteristic sparsity patterns in the KKT systems of interior methods. We propose an integrated modeling and solution approach for such tree-sparse programs. Three closely related...