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作者：Chan, Timothy C. Y.; Craig, Tim; Lee, Taewoo; Sharpe, Michael B.
作者单位：University of Toronto; University of Toronto; University Health Network Toronto; Princess Margaret Cancer Centre
摘要：We generalize the standard method of solving inverse optimization problems to allow for the solution of inverse problems that would otherwise be ill posed or infeasible. In multiobjective linear optimization, given a solution that is not a weakly efficient solution to the forward problem, our method generates objective function weights that make the given solution a near-weakly efficient solution. Our generalized inverse optimization model specializes to the standard model when the given solut...
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作者：Graczova, Darina; Jacko, Peter
作者单位：Comenius University Bratislava; Lancaster University; Basque Center for Applied Mathematics (BCAM)
摘要：In this paper we introduce the knapsack problem for perishable inventories concerning the optimal dynamic allocation of a collection of products to a limited knapsack. The motivation for designing such a problem comes from retail revenue management, where different products often have an associated lifetime during which they can only be sold, and the managers can regularly select some products to be allocated to a limited promotion space that is expected to attract more customers than the stan...
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作者：Lu, Ye; Chen, Youhua (Frank); Song, Miao; Yan, Xiaoming
作者单位：City University of Hong Kong; University of Hong Kong; Dongguan University of Technology
摘要：A firm facing price dependent stochastic demand aims to maximize its total expected profit over a planning horizon. In addition to the regular unit selling price, the firm can utilize quantity discounts to increase sales. We refer to this dual-pricing strategy as quantity-based price differentiation. At the beginning of each period, the firm needs to make three decisions: replenish the inventory, set the unit selling price if the unit sales mode is deployed, and set the quantity-discount price...
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作者：Han, Qiaoming; Du, Donglei; Zuluaga, Luis F.
作者单位：Nanjing University; Zhejiang University of Finance & Economics; University of New Brunswick; Lehigh University
摘要：Scarf's max-min order formula for the risk-neutral and ambiguity-averse newsvendor problem is a classical result in the field of inventory management. In this article, we extend Scarf's formula by deriving an analogous closed-form order formula for the risk-and ambiguity-averse newsvendor problem. Specifically, we provide and analyze the newsvendor order quantity that maximizes the worst-case expected profit versus risk trade-off (risk-averse) when only the mean and standard deviation of the p...
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作者：Barnhart, Cynthia; Fearing, Douglas; Vaze, Vikrant
作者单位：Massachusetts Institute of Technology (MIT); University of Texas System; University of Texas Austin; Dartmouth College
摘要：Many of the existing methods for evaluating an airline's on-time performance are based on flight-centric measures of delay. However, recent research has demonstrated that passenger delays depend on many factors in addition to flight delays. For instance, significant passenger delays result from flight cancellations and missed connections, which themselves depend on a significant number of factors. Unfortunately, lack of publicly available passenger travel data has made it difficult for researc...
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作者：Care, Algo; Garatti, Simone; Campi, Marco C.
作者单位：University of Melbourne; Polytechnic University of Milan; University of Brescia
摘要：The scenario approach is a recently introduced method to obtain feasible solutions to chance-constrained optimization problems based on random sampling. It has been noted that the sample complexity of the scenario approach rapidly increases with the number of optimization variables and this may pose a hurdle to its applicability to medium-and large-scale problems. We here introduce the Fast Algorithm for the Scenario Technique, a variant of the scenario optimization algorithm with reduced samp...
