Session TB9 - Gestion du revenu II / Revenue Management II
Day Tuesday, May 05, 2009 Room Banque Scotia President Nicolas Chan
Presentations
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01h30 PM- 01h55 PM |
Column Generation Approach for a Product Pricing Problem |
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Aurélie Casier, Université Libre de Bruxelles, Graphes et Optimisation Mathématique - Département d'Informatique, Boulevard du Triomphe CP 210/01, Bruxelles, Belgique, 1050 Bernard Fortz, Graphe et Optimisation Mathématique - Département d'Informatique, Boulevard du Triomphe, CP 210/01, Bruxelles, Belgique, 1050 Martine Labbé, Université Libre de Bruxelles, Graphes et Optimisation Mathématique - Département d'Informatique, Boulevard du Triomphe, CP 210/01, Bruxelles, Belgique, 1050 Consider the product pricing problem (PPP) in which ones sets prices for products in order to maximize revenue, given that customers buy, among all products on the market, the one providing them the biggest utility. From a nonlinear formulation of PPP, we derive a new IP formulation containing an exponential number of variables and a column generation solution approach. |
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01h55 PM- 02h20 PM |
A Bilevel Model for Taxation on a Network with Stochastic Demand and its Application to Airline Revenue Management |
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Sharouz Mirzaalizadeh, GERAD, École Polytechnique de Montréal, Mathematiques et Genie Industriel, CP 6079 Succ Centre-Ville, Montreal, Quebec, Canada, H3C 3A7 Gilles Savard, GERAD, École Polytechnique de Montréal, Mathématiques et génie industriel, C.P. 6079, Succ. Centre-ville, Montréal, Québec, Canada, H3C 3A7 Patrice Marcotte, Université de Montréal, Informatique et recherche opérationnelle, CIRRELT, C.P. 6128, Succ. Centre-ville, Montréal, Québec, Canada, H3C 3J7 We propose a bilevel model for pricing on a network where users’ demand is considered stochastic. Our disutility function corresponds to a logit model. We extend the bilinear bilevel model presented by Labbé et al. 1998 to account explicitly for delays on arcs or nodes of the network in our disutility function. |
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02h20 PM- 02h45 PM |
An Exact Method for a Pricing Problem on a Network with Elastic Demand |
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Aimé Kamgaing Kuiteing, GERAD, École Polytechnique de Montréal, Mathématiques et génie industrielle, C.P. 6079, Succ. Centre-ville, Montréal, Québec, Canada, H3C 3A7 Gilles Savard, GERAD, École Polytechnique de Montréal, Mathématiques et génie industriel, C.P. 6079, Succ. Centre-ville, Montréal, Québec, Canada, H3C 3A7 Patrice Marcotte, Université de Montréal, Informatique et recherche opérationnelle, CIRRELT, C.P. 6128, Succ. Centre-ville, Montréal, Québec, Canada, H3C 3J7 We consider the optimal tolls problem on a network with elastic demand. We propose a mathematical model with two levels which is transformed in a one level MIP. we develop an exact method based on a successive approximations of the objective function and solution provided by a trust region method. Numerical results illustrate the performance of this method. |
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02h45 PM- 03h10 PM |
Generating Efficient Solutions for Bilevel Multi-Objective Programming Problems |
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Olivier Pieume, Université de Montréal, Informatique et recherche opérationnelle, GERAD, Montreal, Quebec, Canada, h3s1t2 Patrice Marcotte, Université de Montréal, Informatique et recherche opérationnelle, CIRRELT, C.P. 6128, Succ. Centre-ville, Montréal, Québec, Canada, H3C 3J7 Laure Fotso, Université de Yaoundé 1, Informatique, Yaoundé, Cameroun Patrick Siarry, Université de Paris 12-Val de Marne, Sciences et Technologies, Paris, France We address bilevel multi-objective problems (BMPP) where the decision maker at each level has several objectives conflicting with one each other. We derive two multi-objective problems which solving leads to efficient solution of BMPP. We then propose two algorithms to generate efficient solutions for BMPP and apply them to the linear case. |