-
作者:Bertsimas, Dimitris; Shioda, Romy
作者单位:Massachusetts Institute of Technology (MIT); University of Waterloo
摘要:Motivated by the significant advances in integer optimization in the past decade, we introduce mixed-integer optimization methods to the classical statistical problems of classification and regression and construct a software package called CRIO (classification and regression via integer optimization). CRIO separates data points into different polyhedral regions. In classification each region is assigned a class, while in regression each region has its own distinct regression coefficients. Com...
-
作者:Ye, Qing; Duenyas, Izak
作者单位:Tsinghua University; University of Michigan System; University of Michigan
摘要:In this paper, we consider the optimal management of capacity when a firm faces fixed costs and variable costs to purchase capacity. The firm can also salvage capacity and receive a variable value per unit capacity salvaged, but faces a (different) fixed cost in this case. Each period, the firm faces a stochastic demand, and maintenance costs for capacity that it decides to keep. The firm would thus like to decide how much capacity it should purchase or salvage each period. We introduce a new ...
-
作者:Semple, John
作者单位:Southern Methodist University
摘要:We introduce a generalization of K-concavity termed weak (K-1, K-2)-concavity and show how it can be used to analyze certain dynamic systems arising in capacity management. We show that weak (K-1, K-2)-concavity has two fundamental properties that are relevant for the analysis of such systems: First, it is preserved for linear interpolations; second, it is preserved for certain types of linear extensions. In capacity management problems where both buying and selling capacity involve a fixed co...
-
作者:Anily, Shoshana; Haviv, Moshe
作者单位:Tel Aviv University; Hebrew University of Jerusalem
摘要:We consider an infinite-horizon deterministic joint replenishment problem with first order interaction. Under this model, the setup transportation/reorder cost associated with a group of retailers placing an order at the same time equals some group-independent major setup cost plus retailer-dependent minor setup costs. In addition, each retailer is associated with a retailer-dependent holding-cost rate. The structure of optimal replenishment policies is not known, thus research has focused on ...
-
作者:Caggiano, Kathryn E.; Jackson, Peter L.; Muckstadt, John A.; Rappold, James A.
作者单位:University of Wisconsin System; University of Wisconsin Madison; Cornell University; University of Wisconsin System; University of Wisconsin Madison
摘要:In the realm of service parts management, customer relationships are often established through service agreements that extend over months or years. These agreements typically apply to a piece of equipment that the customer has purchased, and they specify the type and timing of service that will be provided. If a customer operates in multiple locations, service agreements may cover several pieces of equipment at several locations. In this paper, we describe a continuous-review inventory model f...
-
作者:Topaloglu, Huseyin; Powell, Warren B.
作者单位:Cornell University; Princeton University
摘要:we present tractable algorithms to assess the sensitivity of a stochastic dynamic fleet management model to fleet size and load availability. In particular, we show how to compute the change in the objective function value in response to an additional vehicle or an additional load introduced into the system. The novel aspect of our approach is that it does not require multiple simulations with different values of the model parameters, and in this respect it differs from trial-and-error-based w...
-
作者:Berman, Oded; Krass, Dmitry; Menezes, Mozart B. C.
作者单位:University of Toronto; Hautes Etudes Commerciales (HEC) Paris
摘要:In this paper, we analyze a facility location model where facilities may be subject to disruptions, causing customers to seek service from the operating facilities. We generalize the classical p-median problem on a network to explicitly include the failure probabilities, and analyze structural and algorithmic aspects of the resulting model. The optimal location patterns are seen to be strongly dependent on the probability of facility failure, with facilities becoming more centralized, or even ...
-
作者:Caramia, Massimiliano; Dell'Olmo, Paolo
作者单位:University of Rome Tor Vergata; Sapienza University Rome
摘要:In this paper, we propose a novel optimization algorithm for examination timetabling. It works by alternating two phases; one based on a stochastic local search and the other on a deterministic local search. The stochastic phase is fundamentally based on biased random sampling that iteratively constructs schedules according to a matrix whose entries are the probability with which exams can be assigned to time slots. The deterministic phase, instead, consists of assigning (according to a given ...
-
作者:Gupta, Diwakar; Wang, Lei
作者单位:University of Minnesota System; University of Minnesota Twin Cities
摘要:Contract manufacturers sell capacity under different terms to different buyers. In a common practice, the supplier offers a market standard price and lead-time combination for products listed in its catalog. At the same time, it strikes contracts with some high-volume customers who require recurring delivery of a custom product at a short notice, usually timed to meet the buyer's production schedule. Whereas the manufacturer is obligated to satisfy demand from these customers, it can dynamical...
-
作者:Lejeune, Miguel A.; Ruszczynski, Andrzej
作者单位:Carnegie Mellon University; Rutgers University System; Rutgers University New Brunswick
摘要:We consider a supply chain operating in an uncertain environment: The customers' demand is characterized by a discrete probability distribution. A probabilistic programming approach is adopted for constructing an inventory-production-distribution plan over a multiperiod planning horizon. The plan does not allow the backlogging of the unsatisfied demand, and minimizes the costs of the supply chain while enabling it to reach a prescribed nonstockout service level. It is a strategic plan that hed...