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作者:Alpern, Steve; Morton, Alec; Papadaki, Katerina
作者单位:University of London; London School Economics & Political Science; University of London; London School Economics & Political Science
摘要:A key operational problem for those charged with the security of vulnerable facilities (such as airports or art galleries) is the scheduling and deployment of patrols. Motivated by the problem of optimizing randomized, and thus unpredictable, patrols, we present a class of patrolling games. The facility to be patrolled can be thought of as a network or graph Q of interconnected nodes (e. g., rooms, terminals), and the Attacker can choose to attack any node of Q within a given time T. He requir...
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作者:Baldacci, Roberto; Mingozzi, Aristide; Roberti, Roberto
作者单位:University of Bologna; University of Bologna; University of Bologna
摘要:In this paper, we describe an effective exact method for solving both the capacitated vehicle routing problem (CVRP) and the vehicle routing problem with time windows (VRPTW) that improves the method proposed by Baldacci et al. [Baldacci, R., N. Christofides, A. Mingozzi. 2008. An exact algorithm for the vehicle routing problem based on the set partitioning formulation with additional cuts. Math. Programming 115(2) 351-385] for the CVRP. The proposed algorithm is based on the set partitioning ...
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作者:Koole, Ger; Pot, Auke
作者单位:Vrije Universiteit Amsterdam
摘要:We consider an inbound call center with a fixed reward per call and communication and agent costs. By controlling the number of lines and the number of agents, we can maximize the profit. Abandonments are included in our performance model. Monotonicity results for the maximization problem are obtained, which lead to an efficient optimization procedure. We give a counterexample to the concavity in the number of agents, which is equivalent to saying that the law of diminishing returns does not h...
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作者:Perry, Ohad; Whitt, Ward
作者单位:Northwestern University; Columbia University
摘要:In a recent paper we considered two networked service systems, each having its own customers and designated service pool with many agents, where all agents are able to serve the other customers, although they may do so inefficiently. Usually the agents should serve only their own customers, but we want an automatic control that activates serving some of the other customers when an unexpected overload occurs. Assuming that the identity of the class that will experience the overload or the timin...
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作者:Ibrahim, Rouba; Whitt, Ward
作者单位:McGill University; Columbia University
摘要:We develop new, improved real-time delay predictors for many-server service systems with a time-varying arrival rate, a time-varying number of servers, and customer abandonment. We develop four new predictors, two of which exploit an established deterministic fluid approximation for a many-server queueing model with those features. These delay predictors can be used to make delay announcements. We use computer simulation to show that the proposed predictors outperform previous predictors.
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作者:Toth, Sandor F.; Haight, Robert G.; Rogers, Luke W.
作者单位:University of Washington; University of Washington Seattle; United States Department of Agriculture (USDA); United States Forest Service
摘要:Urban growth compromises open space and ecosystem functions. To mitigate the negative effects, some agencies use reserve selection models to identify conservation sites for purchase or retention. Existing models assume that conservation has no impact on nearby land prices. We propose a new integer program that relaxes this assumption via adaptive cost coefficients. Our model accounts for the two key land price feedbacks that arise in markets where conservation competes with development: the am...
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作者:Giesecke, K.; Kakavand, H.; Mousavi, M.
作者单位:Stanford University
摘要:Point processes with stochastic arrival intensities are ubiquitous in many areas, including finance, insurance, reliability, health care, and queuing. They can be simulated from a Poisson process by time scaling with the cumulative intensity. The paths of the cumulative intensity are often generated with a discretization method. However, discretization introduces bias into the simulation results. The magnitude of the bias is difficult to quantify. This paper develops a sampling method that eli...
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作者:Oezaltin, Osman Y.; Prokopyev, Oleg A.; Schaefer, Andrew J.; Roberts, Mark S.
作者单位:University of Waterloo; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要:Seasonal influenza is a major public health concern, and the first line of defense is the flu shot. Antigenic drifts and the high rate of influenza transmission require annual updates to the flu shot composition. The World Health Organization recommends which flu strains to include in the annual vaccine, based on surveillance and epidemiological analysis. There are two critical decisions regarding the flu shot design. One is its composition; currently, three strains constitute the flu shot, an...
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作者:Frangioni, Antonio; Gentile, Claudio; Grande, Enrico; Pacifici, Andrea
作者单位:University of Pisa; Consiglio Nazionale delle Ricerche (CNR); University of Rome Tor Vergata
摘要:The perspective relaxation (PR) is a general approach for constructing tight approximations to mixed-integer nonlinear programs (MINLP) with semicontinuous variables. The PR of a MINLP can be formulated either as a mixed-integer second-order cone program (MI-SOCP), provided that the original objective function is SOCP-representable, or as a semi-infinite MINLP. In this paper, we show that under some further assumptions (rather restrictive, but satisfied in several practical applications), the ...
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作者:Oskoorouchi, Mohammad R.; Ghaffari, Hamid R.; Terlaky, Tamas; Aleman, Dionne M.
作者单位:California State University System; California State University San Marcos; University of Toronto; Lehigh University
摘要:We propose an interior point constraint generation (IPCG) algorithm for semi-infinite linear optimization (SILO) and prove that the algorithm converges to an epsilon-solution of SILO after a finite number of constraints is generated. We derive a complexity bound on the number of Newton steps needed to approach the updated mu-center after adding multiple violated constraints and a complexity bound on the total number of constraints that is required for the overall algorithm to converge. We impl...