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• Work Package Sizing and Project Performance AI翻译
  作者：Li, Chung-Lun; Hall, Nicholas G.
  作者单位：Hong Kong Polytechnic University; University System of Ohio; Ohio State University
  摘要：We study how design decisions in project planning affect the cost of execution. In organizing a project's tasks into work packages, trade-offs arise. Defining small work packages increases project complexity and workload, and reduces economies of scale, whereas defining large work packages reduces concurrent processing and adversely affects cash flow. Our work is apparently the first to study this trade-off. We consider the objective of minimizing total project cost, subject to a deadline on p...
• Gaussian Markov Random Fields for Discrete Optimization via Simulation: Framework and Algorithms AI翻译
  作者：Salemi, Peter L.; Song, Eunhye; Nelson, Barry L.; Staum, Jeremy
  作者单位：MITRE Corporation; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Northwestern University
  摘要：We consider optimizing the expected value of some performance measure of a dynamic stochastic simulation with a statistical guarantee for optimality when the decision variables are discrete, in particular, integer-ordered; the number of feasible solutions is large; and the model execution is too slow to simulate even a substantial fraction of them. Our goal is to create algorithms that stop searching when they can provide inference about the remaining optimality gap similar to the correct-sele...
• Sequential Interdiction with Incomplete Information and Learning AI翻译
  作者：Borrero, Juan S.; Prokopyev, Oleg A.; Saure, Denis
  作者单位：Oklahoma State University System; Oklahoma State University - Stillwater; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Universidad de Chile
  摘要：We present a framework for a class of sequential decision-making problems in the context of general interdiction problems, in which a leader and a follower repeatedly interact. At each period, the leader allocates resources to disrupt the performance of the follower (e.g., as in defender-attacker or network interdiction problems), who, in turn, minimizes some cost function over a set of activities that depends on the leader's decision. Although the follower has complete knowledge of the follow...
• Link-Based System Optimum Dynamic Traffic Assignment Problems in General Networks AI翻译
  作者：Long, Jiancheng; Szeto, Wai Yuen
  作者单位：Hefei University of Technology; University of Hong Kong
  摘要：Most current system optimum dynamic traffic assignment (SO-DTA) models do not contain first-in-first-out (FIFO) constraints and are limited to single-destination network applications. In this study, we introduce the link transmission model (LTM) for the development of SO-DTA models either with or without FIFO constraints for general network applications. The proposed SO-DTA models include the LTM and can lead to a linear programming (LP) formulation if the FIFO constraints are not explicitly c...
• Forward Commodity Trading with Private Information AI翻译
  作者：Anderson, Edward J.; Philpott, Andrew B.
  作者单位：University of Sydney; University of Auckland
  摘要：We consider the use of forward contracts to reduce risk for firms operating in a spot market. Firms have private information on the distribution of prices in the spot market. We discuss different ways in which firms may agree on a bilateral forward contract: either through direct negotiation or through a broker. We introduce a form of supply-function equilibrium in which two firms each offer a supply function, and the clearing price and quantity for the forward contracts are determined from th...
• Good Clusterings Have Large Volume AI翻译
  作者：Borgwardt, Steffen; Happach, Felix
  作者单位：University of Colorado System; University of Colorado Denver; Technical University of Munich; Technical University of Munich
  摘要：The clustering of a data set is one of the core tasks in data analytics. Many clustering algorithms exhibit a strong contrast between a favorable performance in practice and bad theoretical worst cases. Prime examples are least-squares assignments and the popular k-means algorithm. We are interested in this contrast and study it through polyhedral theory. Several popular clustering algorithms can be connected to finding a vertex of the so-called bounded-shape partition polytopes. The vertices ...
• Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees AI翻译
  作者：Ghosh, Soumyadip; Lam, Henry
  作者单位：International Business Machines (IBM); IBM USA; Columbia University
  摘要：Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use of worst-case analysis to analyze these errors, by representing the partial, nonparametric knowledge of the input models via optimization constraints. We study the performance and robustness guarantees of this approach. We design and analyze a numerical schem...
• Load Balancing in the Nondegenerate Slowdown Regime AI翻译
  作者：Gupta, Varun; Walton, Neil
  作者单位：University of Chicago; University of Manchester
  摘要：We analyze join-the-shortest-queue (JSQ) in a contemporary scaling regime known as the nondegenerate slowdown (NDS) regime. Join-the-shortest-queue is a classical load-balancing policy for queueing systems with multiple parallel servers. Parallel server queueing systems are regularly analyzed and dimensioned by diffusion approximations achieved in the Halfin-Whitt scaling regime. However, when jobs must be dispatched to a server upon arrival, we advocate the nondegenerate slowdown regime to co...