There is growing interest in including fairness in optimization models. In particular, the concept of fairness over time, or, long-term fairness, is gaining attention. In this paper, we focus on fairness over time in online optimization problems involving the assignment of work to multiple homogeneous workers. This encompasses many real-life problems, including variants of the vehicle routing problem and the crew scheduling problem. The online assignment problem with fairness over time is formally defined. We propose a simple and interpretable assignment policy with some desirable properties. In addition, we perform a case study on the capacitated vehicle routing problem. Empirically, we show that the most cost-efficient solution usually results in unfair assignments while much more fair solutions can be attained with minor efficiency loss using our policy.

We investigate new methods for generating Lagrangian cuts to solve two-stage stochastic integer programs. Lagrangian cuts can be added to a Benders reformulation and are derived from solving single scenario integer programming subproblems identical to those used in the nonanticipative Lagrangian dual of a stochastic integer program. Although Lagrangian cuts have the potential to significantly strengthen the Benders relaxation, generating Lagrangian cuts can be computationally demanding. We investigate new techniques for generating Lagrangian cuts with the goal of obtaining methods that provide significant improvements to the Benders relaxation quickly. Computational results demonstrate that our proposed method improves the Benders relaxation significantly faster than previous methods for generating Lagrangian cuts and, when used within a branch-and-cut algorithm, significantly reduces the size of the search tree for three classes of test problems.