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作者：Seref, Onur; Ahuja, Ravindra K.; Orlin, James B.
作者单位：Virginia Polytechnic Institute & State University; State University System of Florida; University of Florida; Massachusetts Institute of Technology (MIT)
摘要：In an incremental optimization problem, we are given a feasible solution x(0) of an optimization problem P, and we want to make an incremental change in x(0) that will result in the greatest improvement in the objective function. In this paper, we study the incremental optimization versions of six well-known network problems. We present a strongly polynomial algorithm for the incremental minimum spanning tree problem. We show that the incremental minimum cost flow problem and the incremental m...
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作者：van Dam, Edwin R.; Rennen, Gijs; Husslage, Bart
作者单位：Tilburg University
摘要：Latin hypercube designs (LHDs) play an important role when approximating computer simulation models. To obtain good space-filling properties, the maximin criterion is frequently used. Unfortunately, constructing maximin LHDs can be quite time consuming when the number of dimensions and design points increase. In these cases, we can use heuristical maximin LHDs. In this paper, we construct bounds for the separation distance of certain classes of maximin LHDs. These bounds are useful for assessi...
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作者：Jarrah, Ahmad I.; Johnson, Ellis; Neubert, Lucas C.
作者单位：George Washington University; University System of Georgia; Georgia Institute of Technology
摘要：We present a novel formulation for the service network design problem in the context of large-scale, less-than-truckload (LTL) freight operations. The formulation captures the basic network design constraints; the load-planning requirement that all freight at a location, irrespective of the freight's origin, loads to the same next terminal; and other important LTL specific requirements. Our modeling scheme fragments the underlying massive network design model with up to 1.3 million 0-1 variabl...
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作者：Li, Qing; Wu, Xiaoli; Cheung, Ki Ling
作者单位：Hong Kong University of Science & Technology
摘要：Motivated by logistics practices, we consider a retailer that replenishes its inventory by making a delivery request without specifying a quantity, then deciding the quantity when the delivery vehicle arrives after one period. A fixed cost is incurred whenever a delivery request is made, regardless of the quantity ordered later. The new feature of this research relative to previous work is the separation of the delivery request and the quantity decision, or the postponement of ordering until o...
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作者：Topaloglu, Huseyin
作者单位：Cornell University
摘要：We propose a new method to compute bid prices in network revenue management problems. The novel aspect of our method is that it explicitly considers the temporal dynamics of the arrivals of the itinerary requests and generates bid prices that depend on the remaining leg capacities. Our method is based on relaxing certain constraints that link the decisions for different flight legs by associating Lagrange multipliers with them. In this case, the network revenue management problem decomposes by...
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作者：Bonami, P.; Lejeune, M. A.
作者单位：Aix-Marseille Universite; George Washington University
摘要：In this paper, we study extensions of the classical Markowitz mean-variance portfolio optimization model. First, we consider that the expected asset returns are stochastic by introducing a probabilistic constraint, which imposes that the expected return of the constructed portfolio must exceed a prescribed return threshold with a high confidence level. We study the deterministic equivalents of these models. In particular, we de. ne under which types of probability distributions the determinist...
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作者：Shumsky, Robert A.; Zhang, Fuqiang
作者单位：Dartmouth College; Washington University (WUSTL)
摘要：We examine a multiperiod capacity allocation model with upgrading. There are multiple product types, corresponding to multiple classes of demand, and the firm purchases capacity of each product before the first period. Within each period, after demand arrives, products are allocated to customers. Customers who arrive to find that their product has been depleted can be upgraded by at most one level. We show that the optimal allocation policy is a simple two-step algorithm: First, use any availa...
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作者：Baron, Opher; Milner, Joseph
作者单位：University of Toronto
摘要：To ensure quality from outsourced call centers, firms sign service-level agreements (SLAs). These de. ne service measures such as what constitutes an acceptable delay or an acceptable abandonment rate. They may also dictate penalties for failing to meet agreed-upon targets. We introduce a period-based SLA that measures performance over a short duration such as a rush hour. We compare it to alternate SLAs that measure service by individual and over a long horizon. To measure the service levels ...
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作者：Li, Han-Lin; Lu, Hao-Chun
作者单位：National Yang Ming Chiao Tung University
摘要：Many optimization problems are formulated as generalized geometric programming (GGP) containing signomial terms f(X) . g(Y), where X and Y are continuous and discrete free-sign vectors, respectively. By effectively convexifying f(X) and linearizing g(Y), this study globally solves a GGP with a lower number of binary variables than are used in current GGP methods. Numerical experiments demonstrate the computational efficiency of the proposed method.
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作者：Bassamboo, Achal; Zeevi, Assaf
作者单位：Northwestern University; Columbia University
摘要：We consider a call center model with multiple customer classes and multiple server pools. Calls arrive randomly over time, and the instantaneous arrival rates are allowed to vary both temporally and stochastically in an arbitrary manner. The objective is to minimize the sum of personnel costs and expected abandonment penalties by selecting an appropriate staffing level for each server pool. We propose a simple and computationally tractable method for solving this problem that requires as input...
