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作者：Fischetti, Matteo; Monaci, Michele; Salvagnin, Domenico
作者单位：University of Padua
摘要：We address the exact solution of the famous esc instances of the quadratic assignment problem. These are extremely hard instances that remained unsolved-even allowing for a tremendous computing power-by using all previous techniques from the literature. During this challenging task we found that three ideas were particularly useful and qualified as a breakthrough for our approach. The present paper is about describing these ideas and their impact in solving esc instances. Our method was able t...
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作者：Fang, Ya Ping; Meng, Kaiwen; Yang, Xiao Qi
作者单位：Sichuan University; Southwest Jiaotong University; Hong Kong Polytechnic University
摘要：In this paper we study piecewise linear multicriteria programs, that is, multicriteria programs with either a continuous or discontinuous piecewise linear objective function and a polyhedron set constraint. We obtain an algebraic representation of a semi-closed polyhedron and apply it to show that the image of a semi-closed polyhedron under a continuous linear function is always one semi-closed polyhedron. We establish that the (weak) Pareto solution/point set of a piecewise linear multicriter...
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作者：Zenios, Stefanos
作者单位：Stanford University
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作者：Agarwal, Yogesh; Aneja, Yash
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Lucknow; University of Windsor
摘要：In this paper we consider the well-known fixed-charge transportation problem. To send any flow from source si to destination t(j), we incur a unit variable shipping cost of c(ij) and a fixed cost f(ij). Here we study the structure of the projection polyhedron of this problem, in the space of 0-1 variables associated with fixed charges, and we develop several classes of valid inequalities and derive conditions under which they are facet defining. In some cases, if the conditions are not satisfi...
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作者：Phan, Dzung T.
作者单位：International Business Machines (IBM); IBM USA
摘要：This paper investigates a Lagrangian dual problem for solving the optimal power flow problem in rectangular form that arises from power system analysis. If strong duality does not hold for the dual, we propose two classes of branch-and-bound algorithms that guarantee to solve the problem to optimality. The lower bound for the objective function is obtained by the Lagrangian duality, whereas the feasible set subdivision is based on the rectangular or ellipsoidal bisection. The numerical experim...
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作者：Liu, Yunan; Whitt, Ward
作者单位：North Carolina State University; Columbia University
摘要：An algorithm is developed to determine time-dependent staffing levels to stabilize the time-dependent abandonment probabilities and expected delays at positive target values in the M-1/GI/s(1) + GI many-server queueing model, which has a nonhomogeneous Poisson arrival process (the M-1), has general service times (the first GI), and allows customer abandonment according to a general patience distribution (the +GI). New offered-load and modified-offered-load approximations involving infinite-ser...
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作者：Anderson, Edward
作者单位：University of Sydney
摘要：It is common for rewards to be given on the basis of a rank ordering, so that relative performance amongst a cohort is the criterion. In this paper we formulate an equilibrium model in which an agent makes successive decisions on whether or not to gamble and is rewarded on the basis of a rank ordering of the final position amongst competing players. One application of this model is to the behavior of mutual fund managers who are paid depending on funds under management, which in turn are great...
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作者：Bish, Ebru K.; Zeng, Xin; Liu, Juqi; Bish, Douglas R.
作者单位：Virginia Polytechnic Institute & State University
摘要：We propose a novel analytic approach for the comparative statics analysis of multiproduct multiresource newsvendor networks under responsive pricing. Our approach involves exploiting the properties of the primal mathematical programming formulation and of the dual variables and linking those properties to the concept of convex orders and to properties of the underlying demand function. The use of convex orders allows us to establish our main results without restriction to a specific demand dis...
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作者：Pang, Zhan; Chen, Frank Y.; Feng, Youyi
作者单位：Lancaster University; City University of Hong Kong
摘要：We consider a joint inventory-pricing control problem for a periodic-review, single-stage inventory system with a positive order leadtime and a linear order cost. Demands in consecutive periods are independent, but their distributions depend on the price in accordance with a stochastic demand function of additive form. Pricing and ordering decisions are made simultaneously at the beginning of each period. The objective is to maximize the total expected discounted profit over a finite horizon. ...
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作者：Ye, Heng-Qing; Yao, David D.
作者单位：Hong Kong Polytechnic University; Columbia University
摘要：We study a multiclass stochastic processing network operating under the so-called proportional fair allocation scheme, and following the head-of-the-line processor-sharing discipline. Specifically, each server's capacity is shared among the job classes that require its service, and it is allocated, in every state of the network, among the first waiting job of each class to maximize a log-utility function. We establish the limiting regime of the network under diffusion scaling, allowing multipl...
