-
作者：Masin, Michael; Bukchin, Yossi
作者单位：Technion Israel Institute of Technology; Tel Aviv University
摘要：One of the most common approaches for multiobjective optimization is to generate the whole or partial efficient frontier and then decide about the preferred solution in a higher-level decision-making process. In this paper, a new method for generating the efficient frontier for multiobjective problems is developed, called the diversity maximization approach (DMA). This approach is capable of solving mixed-integer and combinatorial problems. The DMA finds Pareto optimal solutions by maximizing ...
-
作者：Ceselli, Alberto; Righini, Giovanni
作者单位：University of Milan
摘要：The ordered open-end bin-packing problem is a variant of the bin-packing problem in which the items to be packed are sorted in a given order and the capacity of each bin can be exceeded by the last item packed into the bin. We present a branch-and-price algorithm for its exact optimization. The pricing subproblem is a special variant of the binary knapsack problem, in which the items are ordered and the last one does not consume capacity. We present a specialized optimization algorithm for thi...
-
作者：Zhao, Yao
作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University Newark
摘要：In this paper, we establish an exact framework for a class of supply chains with at most one directed path between every two stages. External demands follow compound Poisson processes, the transit times are stochastic, sequential, and exogenous, and each stage controls its inventory by an installation base-stock policy under continuous review. Unsatisfied demand at each stage is fully backordered. This class of supply chains includes assembly, distribution, tree, and two-level general networks...
-
作者：Ye, Heng-Qing; Yao, David D.
作者单位：Hong Kong Polytechnic University; National University of Singapore; Columbia University
摘要：We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job classes in a head-of-the-line processor-sharing mechanism. The allocation of the service capacities is a real-time control mechanism: in each network state, the resource allocation is the solution to an optimization problem that maximizes a general utility functio...
-
作者：Baron, Opher
作者单位：University of Toronto
摘要：Random walks have been used extensively within operations research models such as inventory systems and single-server queues to estimate performance measures. In this paper, we use sample-path analysis to express the steady-state probability of a one-sided regulated random walk to increase and be above a threshold, referred to as the last-come-first-serve (LCFS) backlog probability. We approximate the LCFS backlog probability under mild assumptions on the distribution of the random walk's step...
-
作者：Makis, Viliam
作者单位：University of Toronto
摘要：A multivariate Bayesian control chart for monitoring process mean under the assumption that the vector of process observations follows a multivariate normal distribution is considered. Traditional control charts such as Hotelling's T-2, EWMA, and CUSUM charts have been applied to control industrial processes characterized by several measurable variables. It is well known that these traditional, non-Bayesian process control techniques are not optimal, but very few results regarding the structur...
-
作者：Jepsen, Mads; Petersen, Bjorn; Spoorendonk, Simon; Pisinger, David
作者单位：University of Copenhagen
摘要：This paper presents a branch-and-cut-and-price algorithm for the vehicle-routing problem with time windows. The standard Dantzig-Wolfe decomposition of the arc flow formulation leads to a set-partitioning problem as the master problem and an elementary shortest-path problem with resource constraints as the pricing problem. We introduce the subset-row inequalities, which are Chvatal-Gomory rank-1 cuts based on a subset of the constraints in the master problem. Applying a subset-row inequality i...
-
作者：Avis, David; Kaluzny, Bohdan; Titley-Peloquin, David
作者单位：McGill University
摘要：Most examples of cycling in the simplex method are given without explanation of how they were constructed. An exception is Beale's example built around the geometry of the dual simplex method in the plane [Beale, E. 1955. Cycling in the dual simplex method. Naval Res. Logist. Quart. 2( 4) 269-275]. Using this approach, we give a simple geometric explanation for a number of examples of cycling in the simplex method, including Hoffman's original example [Hoffman, A. 1953. Cycling in the Simplex ...
-
作者：Volgenant, A.
作者单位：University of Amsterdam
摘要：A classic application of the linear assignment problem is the assignment of people to jobs (or jobs to people). In this context, it is interesting to measure competition for jobs and to generate a suitable list of jobs from which a person can choose; the length of the list is a parameter. A known list-generation procedure is based on an interior-point method followed by a parametric analysis. We describe a more efficient procedure, exploiting linear assignment theory and shortest-path computat...
