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作者:Kanet, John J.
作者单位:University System of Ohio; University of Dayton
摘要:In 1969 H. Emmons provided three theorems (Emmons 1-3) for determining precedence relations between pairs of jobs for the single-machine tardiness problem. We show here a fourth straightforward theorem that uses the information when the jobs in the pair are both known to precede a third job in an optimum sequence. The new theorem augments the three Emmons theorems and is shown to be a generalization of a theorem by Elmaghraby.
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作者:Battarra, Maria; Erdogan, Guenes; Vigo, Daniele
作者单位:University of Southampton; University of Southampton; University of Bologna
摘要:This study presents new exact algorithms for the clustered vehicle routing problem (CluVRP). The CluVRP is a generalization of the capacitated vehicle routing problem (CVRP), in which the customers are grouped into clusters. As in the CVRP, all the customers must be visited exactly once, but a vehicle visiting one customer in a cluster must visit all the remaining customers therein before leaving it. Based on an exponential time preprocessing scheme, an integer programming formulation for the ...
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作者:Chen, Jingnan; Feng, Liming; Peng, Jiming; Ye, Yinyu
作者单位:University of Illinois System; University of Illinois Urbana-Champaign; University of Houston System; University of Houston; Stanford University
摘要:In this paper, we consider an optimal portfolio deleveraging problem, where the objective is to meet specified debt/equity requirements at the minimal execution cost. Permanent and temporary price impact is taken into account. With no restrictions on the relative magnitudes of permanent and temporary price impact, the optimal deleveraging problem reduces to a nonconvex quadratic program with quadratic and box constraints. Analytical results on the optimal deleveraging strategy are obtained. Th...
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作者:Federgruen, Awi; Yang, Nan
作者单位:Columbia University; Washington University (WUSTL)
摘要:We consider a general infinite horizon inventory control model that combines demand and supply risks and the firm's ability to mitigate the supply risks by diversifying its procurement orders among a set of N potential suppliers. Supply risks arise because only a random percentage of any given replenishment order is delivered as useable units. The suppliers are characterized by the price they charge and the distribution of their yield factor. Assuming unsatisfied demand is backlogged, the firm...
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作者:Pinker, Edieal J.
作者单位:Yale University
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作者:Argyris, Nikolaos; Morton, Alec; Figueira, Jose Rui
作者单位:University of Warwick; University of Strathclyde; Universidade de Lisboa
摘要:We consider the problem of helping a decision maker (DM) choose from a set of multiattributed objects when her preferences are concavifiable, i.e. representable by a concave value function. We establish conditions under which preferences or preference intensities are concavifiable. We also derive a characterization for the family of concave value functions compatible with a set of such preference statements expressed by the DM. This can be used to validate dominance relations over discrete set...
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作者:Chen, Rachel R.; Gal-Or, Esther; Roma, Paolo
作者单位:University of California System; University of California Davis; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; University of Palermo
摘要:Opaque selling has been widely adopted by service providers in the travel industry to sell off leftover capacity under stochastic demand. We consider a two-stage model to study the impact of different selling mechanisms, posted price (PP) versus name-your-own-price (NYOP), of an opaque reseller on competing service providers who face forward-looking customers. We find that in this environment, providers prefer that the opaque reseller uses a posted price instead of a bidding model. This is bec...
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作者:Chan, Carri W.; Yom-Tov, Galit; Escobar, Gabriel
作者单位:Columbia University; Technion Israel Institute of Technology; Kaiser Permanente
摘要:In a number of service systems, there can be substantial latitude to vary service rates. However, although speeding up service rate during periods of congestion may address a present congestion issue, it may actually exacerbate the problem by increasing the need for rework. We introduce a state-dependent queuing network where service times and return probabilities depend on the overloaded and underloaded state of the system. We use a fluid model to examine how different definitions of overload...
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作者:Balinski, Michel; Laraki, Rida
作者单位:Centre National de la Recherche Scientifique (CNRS); Institut Polytechnique de Paris; Ecole Polytechnique; Centre National de la Recherche Scientifique (CNRS); Universite PSL; Universite Paris-Dauphine; Institut Polytechnique de Paris; Ecole Polytechnique
摘要:This article argues that the traditional model of the theory of social choice is not a good model and does not lead to acceptable methods of ranking and electing. It presents a more meaningful and realistic model that leads naturally to a method of ranking and electing-majority judgment-that better meets the traditional criteria of what constitutes a good method. It gives descriptions of its successful use in several different practical situations and compares it with other methods including C...
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作者:Chan, Timothy C. Y.; Craig, Tim; Lee, Taewoo; Sharpe, Michael B.
作者单位:University of Toronto; University of Toronto; University Health Network Toronto; Princess Margaret Cancer Centre
摘要:We generalize the standard method of solving inverse optimization problems to allow for the solution of inverse problems that would otherwise be ill posed or infeasible. In multiobjective linear optimization, given a solution that is not a weakly efficient solution to the forward problem, our method generates objective function weights that make the given solution a near-weakly efficient solution. Our generalized inverse optimization model specializes to the standard model when the given solut...