Operations Research

最新文章

• Order allocation for stock cutting in the paper industry AI翻译
  作者：Menon, S; Schrage, L
  作者单位：Oklahoma State University System; Oklahoma State University - Stillwater; University of Chicago
  摘要：A common problem encountered in paper-production facilities is that of allocating customer orders to machines so as to minimize the total cost of production. It can be formulated as a dual-angular integer program, with identical machines inducing symmetry. While the potential advantages of decomposing large mathematical programs into smaller subproblems have long been recognized, the solution of decomposable integer programs remains extremely difficult. Symmetry intensifies the difficulty. Thi...
• Design of capacitated multicommodity networks with multiple facilities AI翻译
  作者：Agarwal, YK
  作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Lucknow
  摘要：This paper addresses the problem of designing a multicommodity network using several facilities with different costs and capacities. The problem is addressed in a special context of designing private telecommunications networks using Fractional-T1 services. The algorithm starts from any given solution of the problem and gradually improves it by solving a series of subproblems, arriving at a local minimum. The subproblem is defined over a subset of links, called the subnetwork, by using one of ...
• Analysis of a least recently used cache management policy for web browsers AI翻译
  作者：Mookerjee, VS; Tan, Y
  作者单位：University of Texas System; University of Texas Dallas; University of Washington; University of Washington Seattle
  摘要：Experience shows that document caching by a web browser is a cheap and effective way to improve the performance of the World Wide Web. This study analyzes a LRU (Least Recently Used) policy for cache management in a web browser. In this policy, the cache is filled with documents based upon a document's age, defined as the time elapsed since the document was last accessed. The user's preference for a document is modeled as a general function that declines with the document's age. Two popular me...
• On the relation between option and stock prices: A convex optimization approach AI翻译
  作者：Bertsimas, D; Popescu, I
  作者单位：Massachusetts Institute of Technology (MIT); INSEAD Business School
  摘要：The idea of investigating the relation of option and stock prices based just on the no-arbitrage assumption, but without assuming any model for the underlying price dynamics, has a long history in the financial economics literature. We introduce convex and, in particular semidefinite optimization methods, duality, and complexity theory to shed new light on this relation. For die single stock problem, given moments of the prices of the underlying assets, we show that we can find best-possible b...
• Flexible service capacity: Optimal investment and the impact of demand correlation AI翻译
  作者：Netessine, S; Dobson, G; Shumsky, RA
  作者单位：University of Pennsylvania; University of Rochester
  摘要：We consider a firm that provides multiple services using both specialized and flexible capacity, Pie problem is formulated as a two-stage, single-period stochastic program. The firm invests in capacity before the actual demand is known and optimally assigns capacity to customers when demand is realized. Sample applications include a car rental company's use of mid-sized cars to satisfy unexpectedly high demand for compact cars and an airline's use of business-class seats to satisfy economy-cla...
• An inverse problem of the Lanchester square law in estimating time-dependent attrition coefficients AI翻译
  作者：Chen, HM
  摘要：This paper considers the inverse problem of estimating time-varying attrition coefficients in Lanchester's square law with reinforcements, using observed data on some or all of the battle's strength histories and the reinforcement schedules. The method employed is a nonparametric extension of the parametric conjugate gradient method (P-CGM). We use hypothetical strength histories and reinforcement schedules that are known to be without error at several points in time to illustrate the method. ...
• Some origins of operations research in the health services (vol 50, pg 52, 2002) AI翻译
  作者：Flagle, CD
• Biography of Harvey M. Wagner (vol 50, pg 246, 2002) AI翻译
  作者：Wagner, HM
  作者单位：University of North Carolina; University of North Carolina Chapel Hill
• The genesis of Optimal Inventory Policy AI翻译
  作者：Arrow, KJ
  作者单位：Stanford University
• Solving real-world linear programs: A decade and more of progress AI翻译
  作者：Bixby, RE
  作者单位：Rice University
  摘要：This paper is an invited contribution to the 50th anniversary issue of the journal Operations Research, published by the Institute of Operations Research and Management Science (INFORMS). It describes one person's perspective on the development of computational tools for linear programming. The paper begins with a short personal history, followed by historical remarks covering the some 40 years of linear-programming developments that predate my own involvement in this subject. It concludes wit...