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作者:Porembski, M
作者单位:Philipps University Marburg
摘要:Concavity cuts play an important role in several algorithms for concave minimization, such as pure cutting plane algorithms, conical algorithms, and branch-and-bound algorithms. For concave quadratic minimization problems Konno et al. (1998) have demonstrated that the lower the rank of the problem, i.e., the smaller the number of nonlinear variables, the deeper the concavity cuts usually turn out to be. In this paper we examine the case where the number of nonlinear variables of a concave mini...
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作者:Bish, EK; Wang, Q
作者单位:Virginia Polytechnic Institute & State University
摘要:We study the optimal resource investment decision faced by a two-product, price-setting firm that operates in a monopolistic setting and employs a postponed pricing scheme. The firm has the option to invest in dedicated resources as well as a more expensive, flexible resource that can satisfy both products. While the resource investment decision is made under demand uncertainty, pricing and resource allocation decisions are postponed to the time when demand curves are realized. Our analysis pr...
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作者:Leung, JMY; Zhang, GQ; Yang, XG; Mak, R; Lam, K
作者单位:Chinese University of Hong Kong; University of Windsor; Chinese Academy of Sciences; City University of Hong Kong
摘要:In the manufacture of circuit boards, panels are immersed sequentially in a series of tanks, with upper and lower bounds on the processing time within each tank. The panels are mounted on carriers that are lowered into and raised from the tanks, and transported from tank to tank by programmable hoists. The sequence of hoist moves does not have to follow the sequence of processing stages for the circuit boards. By optimising the sequence of hoist moves, we can maximise the production throughput...
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作者:Bent, RW; Van Hentenryck, P
作者单位:Brown University
摘要:The multiple vehicle routing problem with time windows (VRPTW) is a hard and extensively studied combinatorial optimization problem. This paper considers a dynamic VRPTW with stochastic customers, where the goal is to maximize the number of serviced customers. It presents a multiple scenario approach (MSA) that continuously generates routing plans for scenarios including known and future requests. Decisions during execution use a distinguished plan chosen, at each decision, by a consensus func...
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作者:Özer, Ö; Wei, W
作者单位:Stanford University
摘要:Manufacturers make production decisions and carry inventory to satisfy uncertain demand. When holding and shortage costs are high, carrying inventory could be even more expensive for a capacitated production system. Recent developments in information technology and sales strategies enabled firms to acquire, collect, or induce advance demand information. We address a periodic-review, stochastic, capacitated, finite and infinite horizon production system faced by a manufacturer who has the abili...
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作者:Gallego, G; Toktay, LB
作者单位:Columbia University; INSEAD Business School
摘要:We consider a special case of the single-item, periodic-review inventory control problem with fixed plus linear ordering costs and an upper bound on production capacity. We assume that the fixed cost is large relative to the variable cost and restrict our analysis to full-capacity orders. We show that the optimal policy is a threshold policy, with respect to the inventory position, for a class of cost-to-go functions that include the class of convex functions.
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作者:Bollapragada, S; Bussieck, MR; Mallik, S
作者单位:General Electric; University of Illinois System; University of Illinois Urbana-Champaign
摘要:This paper, motivated by the experiences of a major U.S.-based broadcast television network, presents algorithms and heuristics to schedule commercial videotapes. Major advertisers purchase several slots to air commercials during a given time period on a broadcast network. We study the problem of scheduling advertiser's commercials in the slots it purchased when the same commercial is to be aired multiple times. Under such a situation, the advertisers typically want the airings of a commercial...
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作者:Sun, P; Freund, RM
作者单位:Duke University; Massachusetts Institute of Technology (MIT)
摘要:We present a practical algorithm for computing the minimum-volume n-dimensional ellipsoid that must contain m given points a(1),..., a(m) is an element of R-n. This convex constrained problem arises in a variety of applied computational settings, particularly in data mining and robust statistics. Its structure makes it particularly amenable to solution by interior-point methods, and it has been the subject of much theoretical complexity analysis. Here we focus on computation. We present a comb...
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作者:Chen, FR; Samroengraja, R
作者单位:Columbia University; Pitney Bowes Inc.
摘要:The bullwhip effect (amplification of order variance from a downstream stage in a supply chain to an upstream stage) is widely observed in practice, and is generally considered a major cause of supply chain inefficiencies. But are supply chains always better off with strategies that are designed to dampen the bullwhip effect? This paper considers a model where a single product is sold through multiple retail outlets. The retailers replenish their inventories from a factory, which in turn reple...
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作者:Baldacci, R; Hadjiconstantinou, E; Mingozzi, A
作者单位:Universita di Modena e Reggio Emilia; Imperial College London; University of Bologna
摘要:The capacitated vehicle routing problem (CVRP) is the problem in which a set of identical vehicles located at a central depot is to be optimally routed to supply customers with known demands subject to vehicle capacity constraints. In this paper, we describe a new integer programming formulation for the CVRP based on a two-commodity network flow approach. We present a lower bound derived from the linear programming (LP) relaxation of the new formulation which is improved by adding valid inequa...