Knapsack problems: algorithms and computer implementations
Knapsack problems: algorithms and computer implementations
Investments in stochastic maximum flow networks
Annals of Operations Research
L-shaped decomposition of two-stage stochastic programs with integer recourse
Mathematical Programming: Series A and B
The Sample Average Approximation Method for Stochastic Discrete Optimization
SIAM Journal on Optimization
Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
Mathematical Programming: Series A and B
A Class of stochastic programs with decision dependent uncertainty
Mathematical Programming: Series A and B
The integer L-shaped method for stochastic integer programs with complete recourse
Operations Research Letters
A knapsack problem as a tool to solve the production planning problem in small foundries
Computers and Operations Research
Measuring and maximizing resilience of freight transportation networks
Computers and Operations Research
Characterizing multi-event disaster resilience
Computers and Operations Research
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We address a pre-disaster planning problem that seeks to strengthen a highway network whose links are subject to random failures due to a disaster. Each link may be either operational or non-functional after the disaster. The link failure probabilities are assumed to be known a priori, and investment decreases the likelihood of failure. The planning problem seeks connectivity for first responders between various origin-destination (O-D) pairs and hence focuses on uncapacitated road conditions. The decision-maker's goal is to select the links to invest in under a limited budget with the objective of maximizing the post-disaster connectivity and minimizing traversal costs between the origin and destination nodes. The problem is modeled as a two-stage stochastic program in which the investment decisions in the first stage alter the survival probabilities of the corresponding links. We restructure the objective function into a monotonic non-increasing multilinear function and show that using the first order terms of this function leads to a knapsack problem whose solution is a local optimum to the original problem. Numerical experiments on real-world data related to strengthening Istanbul's urban highway system against earthquake risk illustrate the tractability of the method and provide practical insights for decision-makers.