-
作者：Rusmevichientong, P; Van Roy, B; Glynn, PW
作者单位：Cornell University; Stanford University
摘要：Developed by General Motors (GM), the Auto Choice Advisor website (http://www.autochoiceadvisor.com) recommends vehicles to consumers based on their requirements and budget constraints. Through the website, GM has access to large quantities of data that reflect consumer preferences. Motivated by the availability of such data, we formulate a nonparametric approach to multiproduct pricing. We consider a class of models of consumer purchasing behavior, each of which relates observed data on a con...
-
作者：Adenso-Díaz, B; Laguna, M
作者单位：University of Oviedo; University of Colorado System; University of Colorado Boulder
摘要：Researchers and practitioners frequently spend more time fine-tuning algorithms than designing and implementing them. This is particularly true when developing heuristics and metaheuristics, where the right choice of values for search parameters has a considerable effect on the performance of the procedure. When testing metaheuristics, performance typically is measured considering both the quality of the solutions obtained and the time needed to find them. In this paper, we describe the develo...
-
作者：Hong, LJ; Nelson, BL
作者单位：Hong Kong University of Science & Technology; Northwestern University
摘要：We propose an optimization-via-simulation algorithm, called COMPASS, for use when the performance measure is estimated via a stochastic, discrete-event simulation, and the decision variables are integer ordered. We prove that COMPASS converges to the set of local optimal solutions with probability 1 for both terminating and steady-state simulation, and for both fully constrained problems and partially constrained or unconstrained problems under mild conditions.
-
作者：Hadjar, A; Marcotte, O; Soumis, F
作者单位：Universite de Montreal; Polytechnique Montreal; University of Quebec; University of Quebec Montreal
摘要：We consider the multiple depot vehicle scheduling problem (MDVSP) and propose a branch-and-bound algorithm for solving, it that combines column generation, variable fixing, and cutting planes. We show that the solutions of the linear relaxation of the MDVSP contain many odd cycles. We derive a class of valid inequalities by extending the notion of odd cycle and describe a lifting procedure for these inequalities. We prove that the lifted inequalities represent, under certain conditions, facets...
-
作者：Bertsimas, D; Thiele, A
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Lehigh University
摘要：We propose a general methodology based on robust optimization to address the problem of optimally controlling a supply chain subject to stochastic demand in discrete time. This problem has been studied in the past using dynamic programming, which suffers from dimensionality problems and assumes full knowledge of the demand distribution. The proposed approach takes into account the uncertainty of the demand in the supply chain without assuming a specific distribution, while remaining highly tra...
-
作者：Ding, Q; Kouvelis, P; Milner, JM
作者单位：Singapore Management University; Washington University (WUSTL); University of Toronto
摘要：In a multiple-customer-class model of demand fulfillment for a single item, we consider the use of dynamic price discounts to encourage backlogging of demand for customer classes denied immediate service. Customers are assumed to arrive over several stages in a period, and customer classes are distinguished by their contractual price and sensitivity to discounts. Through dynamic programming we determine the optimal discounts to offer, assuming a linear model for the sensitivity of customers to...
-
作者：Babonneau, F; du Merle, O; Vial, JP
作者单位：University of Geneva
摘要：In this paper, we propose to solve the linear multicommodity flow problem using a partial Lagrangian relaxation. The relaxation is restricted to the set of arcs that are likely to be saturated at the optimum. This set is itself approximated by an active set strategy. The partial Lagrangian dual is solved with Proximal-ACCPM, a variant of the analytic center cutting-plane method. The new approach makes it possible to solve huge problems when few arcs are saturated at the optimum, as appears to ...
-
作者：Cottle, RW
作者单位：Stanford University
摘要：This article recalls some of George B. Dantzig's many contributions to operations research and the management sciences in his ninety-year lifetime.
-
作者：Boyd, SP; Kim, SJ; Patil, DD; Horowitz, MA
作者单位：Stanford University
摘要：This paper concerns a method for digital circuit optimization based on formulating the problem as a geometric program (GP) or generalized geometric program (GGP), which can be transformed to a convex optimization problem and then very efficiently solved. We start with a basic gate scaling problem, with delay modeled as a simple resistor-capacitor (RC) time constant, and then add various layers of complexity and modeling accuracy, such as accounting for differing signal fall and rise times, and...
-
作者：D'Auria, B; Samorodnitsky, G
作者单位：University of Salerno; Cornell University
摘要：A superposition of a large number of infinite source Poisson inputs or that of a large number of ON-OFF inputs with heavy tails can look like either a fractional Brownian motion or a stable Levy motion, depending on the magnification at which we are looking at the input process (Mikosch et al. 2002). In this paper, we investigate what happens to a queue driven by such inputs. Under such conditions, we study the output of a single fluid server and the behavior of a fluid queueing network. For t...
