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作者：Atamtuerk, Alper; Zhang, Muhong
作者单位：University of California System; University of California Berkeley
摘要：We describe a two-stage robust optimization approach for solving network flow and design problems with uncertain demand. In two-stage network optimization, one defers a subset of the flow decisions until after the realization of the uncertain demand. Availability of such a recourse action allows one to come up with less conservative solutions compared to single-stage optimization. However, this advantage often comes at a price: two-stage optimization is, in general, significantly harder than s...
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作者：van Houtum, Geert-Jan; Scheller-Wolf, Alan; Yi, Jinxin
作者单位：Eindhoven University of Technology; Carnegie Mellon University; SAS Institute Inc
摘要：We consider a single-item, periodic-review, serial inventory/production system, with linear inventory-holding and penalty costs. To facilitate shipment consolidation and capacity planning, we assume that the system has implemented fixed replenishment intervals; each stage is allowed to order only at given equidistant times. Further, for each stage except the most downstream one, the replenishment interval is assumed to be an integer multiple of the replenishment interval of the next downstream...
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作者：Dawande, Milind; Gavirneni, Srinagesh; Naranpanawe, Sanjeewa; Sethi, Suresh
作者单位：University of Texas System; University of Texas Dallas; Cornell University; SAS Institute Inc
摘要：We present structural and computational investigations of a new class of weak forecast horizons-minimal forecast horizons under the assumption that future demands are integer multiples of a given positive real number-for a specific class of dynamic lot-size (DLS) problems. Apart from being appropriate in most practical instances, the discreteness assumption offers a significant reduction in the length of a minimal forecast horizon over the one using the classical notion of continuous future de...
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作者：Hall, Nicholas G.; Posner, Marc E.
作者单位：University System of Ohio; Ohio State University; University System of Ohio; Ohio State University
摘要：The operations research literature contains numerous studies on the design and application of optimization and heuristic solution procedures. These studies identify a particular optimization problem, suggest a general solution procedure, and then customize that procedure to improve its efficiency and/or accuracy. In contrast, this paper shows how to use existing solution procedures more effectively. We develop a methodology for predicting the relative performance of alternative procedures, usi...
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作者：Garcia, Alfredo; Patek, Stephen D.; Sinha, Kaushik
作者单位：University of Virginia
摘要：We study a new class of decentralized algorithms for discrete optimization via simulation, which is inspired by the fictitious play algorithm applied to games with identical interests. In this approach, each component of the solution vector of the optimization model is artificially assumed to have a corresponding player, and the interaction of these players in simulation allows for exploration of the solution space and, for some problems, ultimately results in the identification of the optimal...
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作者：Helrnberg, C.; Roehl, S.
作者单位：Technische Universitat Chemnitz
摘要：For a real-world problem-transporting pallets between warehouses to guarantee sufficient supply for known and additional stochastic demand-we propose a solution approach via convex relaxation of an integer programming formulation, suitable for online optimization. The essential new element linking routing and inventory management is a convex piecewise-linear cost function that is based on minimizing the expected number of pallets that still need transportation. For speed, the convex relaxation...
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作者：Andradottir, Sigrun; Ayhan, Hayriye; Down, Douglas G.
作者单位：University System of Georgia; Georgia Institute of Technology; McMaster University
摘要：We consider the problem of maximizing capacity in a queueing network with flexible servers, where the classes and servers are subject to failure. We assume that the interarrival and service times are independent and identically distributed, that routing is probabilistic, and that the failure state of the system can be described by a Markov process that is independent of the other system dynamics. We find that the maximal capacity is tightly bounded by the solution of a linear programming probl...
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作者：Glazebrook, K. D.; Kirkbride, C.; Mitchell, H. M.; Gaver, D. P.; Jacobs, P. A.
作者单位：Lancaster University; Newcastle University - UK
摘要：We consider a scenario in which a single Red wishes to shoot at a collection of Blue targets, one at a time, to maximise some measure of return obtained from Blues killed before Red's own (possible) demise. Such a situation arises in various military contexts, such as the conduct of air defence by Red in the face of Blue SEAD (suppression of enemy air defences). A class of decision processes called multiarmed bandits has been previously deployed to develop optimal policies for Red, in which sh...
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作者：Brimberg, Jack; Juel, Henrik; Schoebel, Anita
作者单位：Royal Military College - Canada; Technical University of Denmark; University of Gottingen
摘要：We consider the problem of locating a spherical circle with respect to existing facilities on a sphere, such that the sum of distances between the circle and the facilities is minimized or such that the maximum distance is minimized. The problem properties are analyzed, and we give solution procedures. When the circle to be located is restricted to be a great circle, some simplifications are possible. The models may be used in preliminary studies on the location of large linear facilities on t...
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作者：An, Hyunhee; Eheart, J. Wayland
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：This technical note presents a screening technique for using chance-constrained programming to achieve overall system (i.e., joint) reliability when there is statistical dependence between constraints representing an ambient air-quality requirement at different geographical locations. The technique is intended to determine whether the full analysis of row interdependence, which requires more intensive programming and larger computational effort, is warranted, by examining a possible spectrum o...
