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作者:MOSHEIOV, G
作者单位:City University of New York (CUNY) System; Baruch College (CUNY); Hebrew University of Jerusalem
摘要:A set of N jobs has to be processed on a single machine. Jobs have the same basic processing time, but the actual processing time of each job grows linearly with its starting time. A (possibly) different rate of growth is associated with each job. We show that the optimal sequence to minimize flow time is V-shaped: Jobs are arranged in descending order of growth rate if they are placed before the minimal growth rate job, and in ascending order if placed after it. Efficient (0(N log N)) asympto...
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作者:LOFGREN, CB; MCGINNIS, LF; TOVEY, CA
摘要:The process planning problem is described for a class of flexible assembly systems for printed circuit cards. The general Problem of minimizing the number of station visits is shown to be NP-complete, and two classes of heuristics are shown to have arbitrarily bad worst case performance. Implications for design and operating discipline are discussed.
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作者:BOXMA, OJ; KINDERVATER, GAP
作者单位:Tilburg University; Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam
摘要:Partitioning methods lend themselves very well to implementation on parallel computers. In recent years, branch-and-bound algorithms have been tested on various types of architectures. In this paper, we develop a queueing network model for the analysis of a class of branch-and-bound algorithms on a master-slave architecture. The analysis is based on a fluid flow approximation. Numerical examples illustrate the concepts developed. Finally, related branch-and-bound algorithms are studied using a...
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作者:VANDIJK, NM
作者单位:Vrije Universiteit Amsterdam
摘要:State-space truncation is frequently demanded for computation of large or infinite Markov chains. Conditions are given that guarantee an error bound or rate of convergence. Roughly, these conditions apply either when probabilities of large states are sufficiently small, or when transition probabilities (rates) for state increases become small in sufficiently large states. The verification of these conditions is based on establishing bounds for bias terms of reward structures. The conditions an...
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作者:BAJGIER, SM; MARAGAH, HD; SACCUCCI, MS; VERZILLI, A; PRYBUTOK, VR
作者单位:University of North Texas System; University of North Texas Denton; University of North Texas System; University of North Texas Denton
摘要:This paper describes a course taught in the College of Business and Administration at Drexel University in which students undertake real-world projects in an inner-city neighborhood. The course is an elective for students who have been exposed to the traditional techniques for problem solving in such courses as management science, operational research, statistics, organizational behavior, marketing, and economics. They address such public sector problems as people moving, traffic flow, trash r...
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作者:FOSSETT, CA; HARRISON, D; WEINTROB, H; GASS, SI
作者单位:University System of Maryland; University of Maryland College Park
摘要:The objective of this study was to develop and test a method for evaluating simulation models and to illustrate how it can provide insights into a simulation's strengths and weaknesses. especially in terms of identifying areas for improvements. To this end, our resulting evaluative methodology was systematically applied to three Army simulation models that were used in the acquisition of air defense systems. We describe the evaluative framework and the results of our analysis.
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作者:GLASSERMAN, P
作者单位:Nokia Corporation; Nokia Bell Labs; AT&T
摘要:In recent years, there has been a surge of research into methods for estimating derivatives of performance measures from sample paths of stochastic systems. In the case of queueing systems, typical performance measures are mean queue lengths, throughputs, etc., and the derivatives estimated are with respect to system parameters, such as parameters of service and interarrival time distributions. Derivative estimates potentially offer a general means of optimizing performance, and are useful in ...
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作者:KOLSTAD, CD; MATHIESEN, L
作者单位:University of Illinois System; University of Illinois Urbana-Champaign; Norwegian School of Economics (NHH); Norwegian School of Economics (NHH); Massachusetts Institute of Technology (MIT)
摘要:This paper examines convergence criteria of an algorithm for the computation of Cournot-Nash economic equilibria. The method is based on formulating the equilibrium problem as that of finding a solution to a nonlinear complementarity problem, solved by sequential linearization and Lemke's algorithm. Conditions for local and global convergence are developed and the technique is applied to homogeneous, segmented and differentiated product markets.
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作者:LABBE, M; HAKIMI, SL
作者单位:University of California System; University of California Davis; Northwestern University
摘要:We consider a two-stage location and allocation game involving two competing firms. The firms first select the location of their facility on a network. Then the firms optimally select the quantities each wishes to supply to the markets, which are located at the vertices of the network. The criterion for optimality for each firm is maximizing its profit, which is the total revenue minus the production and transportation costs. Under reasonable assumptions regarding the revenue, the production c...
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作者:LUSTIG, IJ; MULVEY, JM; CARPENTER, TJ
作者单位:Princeton University; Princeton University
摘要:This paper describes an approach for modeling two-stage stochastic programs that yields a form suitable for interior point algorithms. A staircase constraint structure is created by replacing first stage variables with sparse split variables in conjunction with side-constraints. Dense columns are thereby eliminated. The resulting model is larger than traditional stochastic programs, but computational savings are substantial-over a tenfold improvement for the problems tested. A series of experi...