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作者:Fourer, Robert; Ma, Jun; Martin, Kipp
作者单位:Northwestern University; University of Chicago
摘要:We describe a research project to design a distributed optimization environment in which solvers, modeling languages, registries, analyzers, and simulation engines can be implemented as services and utilities under a unified framework. Our work, which we call optimization services or OS, defines standards for all activities necessary to support decentralized optimization on the Internet: representation of optimization instances, results, and solver options; communication between clients and so...
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作者:Shin, Hyoduk; Tunca, Tunay I.
作者单位:Northwestern University; Stanford University
摘要:We study the effect of downstream competition on incentives for demand forecast investments in supply chains. We show that with common pricing schemes, such as wholesale price or two-part tariffs, downstream firms under Cournot competition overinvest in demand forecasting. Analyzing the determinants of overinvestment, we demonstrate that under wholesale price contracts and two-part tariffs, total demand forecast investment can be very significant, and as a result, the supply chain can suffer s...
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作者:Balakrishnan, Hamsa; Chandran, Bala G.
作者单位:Massachusetts Institute of Technology (MIT)
摘要:The efficient operation of airports, and runways in particular, is critical to the throughput of the air transportation system as a whole. Scheduling arrivals and departures at runways is a complex problem that needs to address diverse and often competing considerations of efficiency, safety, and equity among airlines. One approach to runway scheduling that arises from operational and fairness considerations is that of constrained position shifting (CPS), which requires that an aircraft's posi...
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作者:Boschetti, Marco Antonio; Montaletti, Lorenza
作者单位:University of Bologna
摘要:This paper considers the two-dimensional strip-packing problem (2SP) in which a set of rectangular items have to be orthogonally packed, without overlapping, into a strip of a given width and infinite height by minimizing the overall height of the packing. The 2SP is NP-hard in the strong sense and finds many practical applications. We propose reduction procedures, lower and upper bounds, and an exact algorithm for the 2SP. The new lower bounds are both combinatorial bounds and bounds derived ...
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作者:Zoettl, Gregor
作者单位:University of Munich
摘要:We analyze firms' investment incentives in markets where demand at spot markets is fluctuating and storability of the output is limited. Firms will then find it optimal to invest in a differentiated portfolio of technologies in order to serve fluctuating demand. For optimal behavior of firms, this has been analyzed in the so-called peak load pricing literature-cf. Crew and Kleindorfer [Crew, M., P. Kleindorfer. 1986. The Economics of Public Utility Regulation. MIT Press, Cambridge, MA]. We ana...
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作者:Lane, David C.
作者单位:University of London; London School Economics & Political Science
摘要:This paper has two aims. First, to present cases in which scientists developed a defensive system for their homeland: Blackett and the air defense of Britain in WWII, Forrester and the SAGE system for North America in the Cold War, and Archimedes' work defending Syracuse during the Second Punic War. In each case the historical context and the individual's other achievements are outlined, and a description of the contribution's relationship to OR/MS is given. The second aim is to consider some ...
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作者:Altuzarra, Alfredo; Maria Moreno-Jimenez, Jose; Salvador, Manuel
作者单位:University of Zaragoza
摘要:This paper examines consensus building in AHP-group decision making from a Bayesian perspective. In accordance with the multicriteria procedural rationality paradigm, the methodology employed in this study permits the automatic identification, in a local context, of agreement and disagreement zones among the actors involved. This approach is based on the analysis of the pairwise comparison matrices provided by the actors themselves. In addition, the study integrates the attitudes of the actors...
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作者:Glasserman, Paul; Liu, Zongjian
作者单位:Columbia University; Columbia University
摘要:The likelihood ratio method (LRM) is a technique for estimating derivatives of expectations through simulation. LRM estimators are constructed from the derivatives of probability densities of inputs to a simulation. We investigate the application of the likelihood ratio method for sensitivity estimation when the relevant densities for the underlying model are known only through their characteristic functions or Laplace transforms. This problem arises in financial applications, where sensitivit...
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作者:Vaidyanathan, Balachandran; Ahuja, Ravindra K.
作者单位:State University System of Florida; University of Florida
摘要:The objective of the classical minimum cost flow problem is to send units of a good that reside at one or more points in a network (sources or supply nodes) with arc capacities to one or more other points in the network (sinks or demand nodes), incurring minimum cost. We develop fast algorithms for previously unstudied specially structured minimum cost flow problems that have applications in many areas, such as locomotive and airline scheduling, repositioning of empty rail freight cars, highwa...
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作者:Chhatwal, Jagpreet; Alagoz, Oguzhan; Burnside, Elizabeth S.
作者单位:Merck & Company; University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
摘要:Breast cancer is the most common non-skin cancer affecting women in the United States, where every year more than 20 million mammograms are performed. Breast biopsy is commonly performed on the suspicious findings on mammograms to confirm the presence of cancer. Currently, 700,000 biopsies are performed annually in the U. S.; 55%-85% of these biopsies ultimately are found to be benign breast lesions, resulting in unnecessary treatments, patient anxiety, and expenditures. This paper addresses t...