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作者：Xin, Linwei; Goldberg, David A.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University System of Georgia; Georgia Institute of Technology
摘要：Inventory models with lost sales and large lead times have traditionally been considered intractable due to the curse of dimensionality. Recently, Goldberg and coauthors laid the foundations for a new approach to solving these models, by proving that as the lead time grows large, a simple constant-order policy is asymptotically optimal. However, the bounds proven there require the lead time to be very large before the constant-order policy becomes effective, in contrast to the good numerical p...
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作者：Kocuk, Burak; Dey, Santanu S.; Sun, X. Andy
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：This paper proposes three strong second order cone programming (SOCP) relaxations for the AC optimal power flow (OPF) problem. These three relaxations are incomparable to each other and two of them are incomparable to the standard SDP relaxation of OPF. Extensive computational experiments show that these relaxations have numerous advantages over existing convex relaxations in the literature: (i) their solution quality is extremely close to that of the standard SDP relaxation (the best one is w...
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作者：Desaulniers, Guy; Errico, Fausto; Irnich, Stefan; Schneider, Michael
作者单位：Universite de Montreal; Polytechnique Montreal; Universite de Montreal; University of Quebec; Ecole de Technologie Superieure - Canada; Universite de Montreal; Universite de Montreal; Johannes Gutenberg University of Mainz; RWTH Aachen University
摘要：Effective route planning for battery electric commercial vehicle (ECV) fleets has to take into account their limited autonomy and the possibility of visiting recharging stations during the course of a route. In this paper, we consider four variants of the electric vehicle-routing problem with time windows: (i) at most a single recharge per route is allowed, and batteries are fully recharged on visit of a recharging station; (ii) multiple recharges per route, full recharges only; (iii) at most ...
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作者：Ryzhov, Ilya O.
作者单位：University System of Maryland; University of Maryland College Park
摘要：We consider a ranking and selection problem with independent normal observations, and we analyze the asymptotic sampling rates of expected improvement (EI) methods in this setting. Such methods often perform well in practice, but a tractable analysis of their convergence rates is difficult because of the nonlinearity and nonconvexity of the EI calculations. We present new results indicating that, for known sampling noise, variants of EI produce asymptotic simulation allocations that are essent...
