The doubly nonnegative (DNN) cone, being the set of all positive semidefinite matrices whose elements are nonnegative, is a popular approximation of the computationally intractable completely positive cone. The major difficulty for implementing a Newton-type method to compute the projection of a given large scale matrix onto the DNN…

Many real-world optimization problems have input parameters estimated from data whose inherent imprecision can lead to fragile solutions that may impede desired objectives and/or render constraints infeasible. We propose a joint estimation and robustness optimization (JERO) framework to mitigate estimation uncertainty in optimization problems by seamlessly incorporating both the…

A key challenge in the resource allocation problem is to find near-optimal policies to serve different customers with random demands/revenues, using a fixed pool of capacity (properly configured). In this paper, we study the properties of three classes of allocation policies—responsive (with perfect hindsight), adaptive (with information updates), and…

The limousine service in luxury hotels is an integral component of the whole customer journey in the hospitality industry. One of the largest hotels in Singapore manages a fleet of both in-house and outsourced vehicles around the clock, serving 9000 trips per month on average. The need for vehicles…

Motivated by the Bike Angels Program in New York’s Citi Bike and Boston’s Blue Bikes, we study the use of (registered) volunteers to re-position empty bikes for riders in a bike sharing system. We propose a method that can be used to deploy the volunteers in the system, based…

In this paper we study the single-item revenue management problem, with no information given about the demand trajectory over time. When the item is sold through accepting/rejecting different fare classes, Ball and Queyranne (2009) have established the tight competitive ratio for this problem using booking limit policies, which raise…