-
作者：van der Laan, Niels; Romeijnders, Ward
作者单位：University of Groningen
摘要：We propose a new solution method for two-stage mixed-integer recourse models. In contrast to existing approaches, we can handle general mixed-integer variables in both stages. Our solution method is a Benders' decomposition, in which we iteratively construct tighter approximations of the expected second stage cost function using a new family of optimality cuts. We derive these optimality cuts by parametrically solving extended formulations of the second stage problems using deterministic mixed...
-
作者：Kesselheim, Thomas; Psomas, Alexandros; Vardi, Shai
作者单位：University of Bonn; Purdue University System; Purdue University; Purdue University System; Purdue University
摘要：We study a generalization of the secretary problem, where decisions do not have to be made immediately upon applicants' arrivals. After arriving, each applicant stays in the system for some (random) amount of time and then leaves, whereupon the algorithm has to decide irrevocably whether to select this applicant or not. The arrival and waiting times are drawn from known distributions, and the decision maker's goal is to maximize the probabil-ity of selecting the best applicant overall. Our fir...
-
作者：Bacci, Tiziano; Frangioni, Antonio; Gentile, Claudio; Tavlaridis-Gyparakis, Kostas
作者单位：Consiglio Nazionale delle Ricerche (CNR); Istituto di Analisi dei Sistemi ed Informatica Antonio Ruberti (IASI-CNR)
摘要：The unit commitment (UC) problem in electrical power production requires to optimally operate a set of power generation units over a short time horizon. Operational constraints of each unit depend on its type and can be rather complex. For thermal units, typical ones concern minimum and maximum power output, minimum up-and down-time, startup and shut-down limits, ramp-up and ramp-down limits, and nonlinear objective function. In this work, we present the first mixed-integer nonlinear program f...
-
作者：Balseiro, Santiago R.; Besbes, Omar; Pizarro, Dana
作者单位：Columbia University; Universidad de O'Higgins
摘要：Dynamic resource allocation problems arise under a variety of settings and have been studied across disciplines such as operations research and computer science. The present paper introduces a unifying model for a very large class of dynamic optimization problems that we call dynamic resource-constrained reward collection (DRC2) problems. We show that this class encompasses a variety of disparate and classical dynamic optimization problems such as dynamic pricing with capacity constraints, dyn...
-
作者：den Hertog, Dick; Pauphilet, Jean; Soali, Mohamed Yahya
作者单位：University of Amsterdam; University of London; Columbia University
摘要：Centers of convex sets are geometric objects that have received extensive attention in the mathematical and optimization literature, both from a theoretical and practical standpoint. For instance, they serve as initialization points for many algorithms such as interior-point, hit-and-run, or cutting-planes methods. First, we observe that computing a Minkowski center of a convex set can be formulated as the solution of a robust optimization problem. As such, we can derive tractable formulations...
-
作者：Wang, Wenyu; Wan, Hong; Chen, Xi
作者单位：North Carolina State University; Virginia Polytechnic Institute & State University
摘要：This paper proposes two fully sequential procedures for selecting the best system with a guaranteed probability of correct selection (PCS). The main features of the proposed procedures include the following: (1) adopting a Bonferroni-free model that overcomes the conservativeness of the Bonferroni correction and delivers the exact probabilistic guarantee without overshooting; (2) conducting always valid and fully sequential hypothesis tests that enable continuous monitoring of each candidate s...
-
作者：Chen, Qi (George); Lei, Yanzhe (Murray); Jasin, Stefanus
作者单位：University of London; London Business School; Queens University - Canada; University of Michigan System; University of Michigan
摘要：Motivated by the growth of ride-hailing services in urban areas, we study a (tactical) real-time spatial-intertemporal dynamic pricing problem where a firm uses a pool of homogeneous servers (e.g., a fleet of taxis) to serve price-sensitive customers (i.e., a rider requesting a trip from an origin to a destination) within a finite horizon (e.g., a day). We consider a revenue maximization problem in a model that captures the stochastic and nonstationary nature of demands, and the nonnegligible ...
-
作者：Deshpande, Vinayak; Mundru, Nishanth; Rath, Sandeep; Knowles, Martyn; Rowe, David; Wood, Benjamin C.
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
摘要：Surgical procedures account for over 60% of the operating cost of a hospital. About 15% of these costs are related to surgical instruments and supplies. Hospitals spend several million dollars annually on instrument sterilization, instrument tray assembly, and instrument repurchase costs. However, in a large majority of hospitals, less than 20%-30% of reusable instruments supplied to a surgery are used on average. Prior implementations of surgical tray rationalizations have typically been expe...
