-
作者:Cottle, RW
作者单位:Stanford University
摘要:This article recalls some of George B. Dantzig's many contributions to operations research and the management sciences in his ninety-year lifetime.
-
作者:Boyd, SP; Kim, SJ; Patil, DD; Horowitz, MA
作者单位:Stanford University
摘要:This paper concerns a method for digital circuit optimization based on formulating the problem as a geometric program (GP) or generalized geometric program (GGP), which can be transformed to a convex optimization problem and then very efficiently solved. We start with a basic gate scaling problem, with delay modeled as a simple resistor-capacitor (RC) time constant, and then add various layers of complexity and modeling accuracy, such as accounting for differing signal fall and rise times, and...
-
作者:D'Auria, B; Samorodnitsky, G
作者单位:University of Salerno; Cornell University
摘要:A superposition of a large number of infinite source Poisson inputs or that of a large number of ON-OFF inputs with heavy tails can look like either a fractional Brownian motion or a stable Levy motion, depending on the magnification at which we are looking at the input process (Mikosch et al. 2002). In this paper, we investigate what happens to a queue driven by such inputs. Under such conditions, we study the output of a single fluid server and the behavior of a fluid queueing network. For t...
-
作者:Gustafsson, J; Salo, A
作者单位:Aalto University
摘要:Methods for selecting a research and development (R&D) project portfolio have attracted considerable interest among practitioners and academics. This notwithstanding, the industrial uptake of these methods has remained limited, partly because of the difficulties of capturing relevant concerns in R&D portfolio management. Motivated by these difficulties, we develop contingent portfolio programming (CPP), which extends earlier approaches in that it (i) uses states of nature to capture exogenous ...
-
作者:Van Deun, K; Groenen, PJF
作者单位:Universite Catholique Louvain; Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam
摘要:In several disciplines as diverse as shape analysis, location theory, quality control, archaeology, and psychometrics, it can be of interest to fit a circle through a set of points. We use the result that it suffices to locate a center for which the variance of the distances from the center to a set of given points is minimal. In this paper, we propose a new algorithm based on iterative majorization to locate the center. This algorithm is guaranteed to yield a series of nonincreasing variances...
-
作者:de Véricourt, F; Zhou, YP
作者单位:Duke University; University of Washington; University of Washington Seattle
摘要:Traditional research on routing in queueing systems usually ignores service quality related factors. In this paper, we analyze the routing problem in a system where customers call back when their problems are not completely resolved by the customer service representatives (CSRs). We introduce the concept of call resolution probability, and we argue that it constitutes a good proxy for call quality. For each call, both the call resolution probability (p) and the average service time (1/mu) are ...
-
作者:Muyldermans, L; Beullens, P; Cattrysse, D; Van Oudheusden, D
作者单位:University of Nottingham; University of Portsmouth; KU Leuven
摘要:The general routing problem (GRP) is the problem of finding a minimum length tour, visiting a number of specified vertices and edges in an undirected graph. In this paper, we describe how the well-known 2-opt and 3-opt local search procedures for node routing problems can be adapted to solve arc and general routing problems successfully. Two forms of the 2-opt and 3-opt approaches are applied to the GRP. The first version is similar to the conventional approach for the traveling salesman probl...
-
作者:Alpern, S; Baston, V
作者单位:University of London; London School Economics & Political Science; University of Southampton
摘要:We analyze the optimal behavior of two players who are lost on a planar surface and who want to meet each other in least expected time. They each know the initial distribution of the other's location, but have no common labeling of points, and so cannot simply go to a location agreed to in advance. They have no compasses, so do not, even have a common notion of North. For simplicity, we restrict their motions to the integer lattice Z(2) (graph paper) and their motions to horizontal and vertica...
-
作者:Lübbecke, ME; Desrosiers, J
作者单位:Technical University of Berlin; Universite de Montreal; HEC Montreal; Universite de Montreal
摘要:Dantzig-Wolfe decomposition and column generation, devised for linear programs, is a success story in large-scale integer programming. We outline and relate the approaches, and survey mainly recent contributions, not yet found in textbooks. We emphasize the growing understanding of the dual point of view, which has brought considerable progress to the column generation theory and practice. It stimulated careful initializations, sophisticated solution techniques for the restricted master proble...
-
作者:Lu, XW; Song, JS
作者单位:University of California System; University of California Irvine; Duke University; Hong Kong University of Science & Technology
摘要:Subject classifications: inventory/production: unknown demand, lost sales, optimal policies; dynamic programming: Bayesian Markov decision processes. Area of review: Stochastic Models. History: August 2004; revisions received April 2005, October 2005; accepted October 2005.