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作者：Parija, G; Gadidov, R; Wilhelm, W
作者单位：International Business Machines (IBM); IBM USA; Texas A&M University System; Texas A&M University College Station
摘要：This paper presents the Facet Generation Procedure (FGP) for solving Oil integer programs. The FGP seeks to identify a hyperplane that represents a facet of an underlying polytope to cut off the fractional solution to the linear programming relaxation of the integer programming problem. A set of standard problems is used to provide insight into the computational characteristics of the procedure.
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作者：Chu, CB; Antonio, J
作者单位：Universite de Technologie de Troyes
摘要：This paper addresses a real-life unidimensional cutting stock problem. The objective is not only to minimize trim loss, as in traditional cutting stock problems, but also to minimize cutting time. A variety of technical constraints are taken into account. These constraints often arise in the iron and steel cutting industry. Since cutting stock problems are well known to be NP-hard, it is prohibitive to obtain optimal solutions. We develop approximation algorithms for different purposes: quick ...
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作者：Srikant, R; Whitt, W
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign
摘要：We propose a new estimator of steady-state blocking probabilities for simulations of stochastic loss models that can be much more efficient than the natural estimator (ratio of losses to arrivals). The proposed estimator is a convex combination of the natural estimator and an indirect estimator based on the average number of customers in service, obtained from Little's law (L = lambda W). It exploits the known offered load (product of the arrival rate and the mean service time). The variance r...
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作者：Reiman, MI; Wein, LM
作者单位：AT&T; Alcatel-Lucent; Lucent Technologies; Nokia Corporation; Nokia Bell Labs; Massachusetts Institute of Technology (MIT)
摘要：We analyze the performance of a tandem queueing network populated by two customer types. The interarrival times of each type and the service times of each type at each station are independent random variables with general distributions, but the load on each station is assumed to be identical. A setup time is incurred when a server switches from one customer type to the other, and each server employs an exhaustive polling scheme. We conjecture that: a time scale decomposition, which is known to...
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作者：Yan, HM; Zhou, XY; Yin, G
作者单位：Chinese University of Hong Kong; Wayne State University
摘要：This work is concerned with manufacturing systems with two failure-prone tandem machines. The production is regulated by a continuous version of buffer control. Our goal is to obtain an optimal buffer-control policy to minimize a long-run average cost function. Concentrating on threshold type of control policies, our effort is devoted to parameter optimization problems for the continuous material produce-to-stock models. We estimate the gradients of the cost function with respect to the parame...
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作者：Howard, JV
作者单位：University of London; London School Economics & Political Science
摘要：Two people are placed randomly and independently on a street of unit length. They attempt to find each other in the shortest possible expected time. We solve this problem, assuming each searcher knows where he or she is on the street, for monotonic density functions for the initial placement (this includes the uniform pdf as a special case). This gives an example of a rendezvous search problem where there is no advantage in being allowed to use asymmetric strategies. We also solve some corresp...
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作者：Blocher, JD; Chand, S; Sengupta, K
作者单位：Indiana University System; Indiana University Bloomington; IU Kelley School of Business; Purdue University System; Purdue University
摘要：In a multiproduct, discrete-item manufacturing environment, it is often more economical to have one flexible machine to produce several products rather than to have a dedicated machine for the production of each product. We consider the problem of scheduling multiple products on a single-finite-capacity resource when faced with product-dependent, but sequence-independent, changeover costs and times. The problem horizon is assumed finite and the demand time-varying and known over this horizon. ...
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作者：Pisinger, D
作者单位：University of Copenhagen
摘要：Since Balas and Zemel in the 1980s introduced the so-called core problem as an efficient tool for solving the Knapsack Problem, all the most successful algorithms have applied this concept. Balas and Zemel proved that if the weights in the core are uniformly distributed then there is a high probability for finding an optimal solution in the core. Items outside the core may be fathomed because of reduction rules. This paper demonstrates that generally it is not reasonable to assume a uniform di...
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作者：Bollapragada, S; Morton, TE
作者单位：General Electric; Carnegie Mellon University
摘要：Nonstationary inventory problems with set-up costs, proportional ordering costs, and stochastic demands occur in a large number of industrial distribution, and service contexts. It is well known that nonstationary (s, S) policies are optimal for such problems. In this paper, we propose a simple, myopic heuristic for computing the policies. The heuristic involves approximating the future problem at each period by a stationary one and obtaining the solution to the corresponding stationary proble...
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作者：Glasserman, P; Heidelberger, P; Shahabuddin, P; Zajic, T
作者单位：International Business Machines (IBM); IBM USA; Columbia University; Lockheed Martin
摘要：We analyze the performance of a splitting technique for the estimation of rare event probabilities by simulation. A straightforward estimator of the probability of an event evaluates the proportion of simulated paths on which the event occurs. If the event is rare, even a large number of paths may produce little information about its probability using this approach. The method we study reinforces promising paths at intermediate thresholds by splitting them into subpaths which then evolve indep...
