-
作者：Ettl, M; Feigin, GE; Lin, GY; Yao, DD
作者单位：International Business Machines (IBM); IBM USA; Columbia University
摘要：We develop a supply network model that takes as input the bill of materials, the (nominal) lead times, the demand and cost data, and the required customer service levels. In return, the model generates the base-stock level at each store-the stocking location for a part or an end-product, so as to minimize the overall inventory capital throughout the network and to guarantee the customer service requirements. The key ingredient of the model is a detailed, albeit approximate, analysis of the act...
-
作者：Glockner, GD; Nemhauser, GL
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：We consider a dynamic network flow problem where the are capacities are random variables. This gives a multistage stochastic linear program. We describe the randomness using a multi-scenario approach. Because of the multilayered structure, there are several ways to decompose the linear program. We classify different decomposition schemes, and we develop a scheme called compath decomposition, which is derived from path decomposition for network flows. We give a polynomial-time algorithm to find...
-
作者：Parlar, M
作者单位：McMaster University
摘要：Many stochastic optimization problems are solved using the renewal reward theorem (RRT). Once a regenerative cycle is identified, the objective function is formed as the ratio of the expected cycle cost to the expected cycle time and optimized using the standard techniques, application of the RRT requires only the first moments of the cycle-related random variables. However, if the start of a cycle corresponds to an important event, e.g., end of a period of shortages in an inventory problem, k...
-
作者：Martello, S; Pisinger, D; Vigo, D
作者单位：University of Bologna; University of Copenhagen
摘要：The problem addressed in this paper is that of orthogonally packing a given set of rectangular-shaped items into the minimum number of three-dimensional rectangular bins. The problem is strongly NP-hard and extremely difficult to solve in practice. Lower bounds are discussed, and it is proved that the asymptotic worst-case performance ratio of the continuous lower bound is 1/8. An exact algorithm for filling a single bin is developed, leading to the definition of an exact branch-and-bound algo...
-
作者：Takriti, S; Krasenbrink, B; Wu, LSY
作者单位：Exxon Mobil Corporation; International Business Machines (IBM); IBM USA
摘要：The electric power industry is going through deregulation. As a result, the load on the generating units of a utility is becoming increasingly unpredictable. Furthermore, electric utilities may need to buy power or sell their production to a power pool that serves as a spot market for electricity. These trading activities expose utilities to volatile electricity prices. In this paper, we present a stochastic model for the unit commitment that incorporates power trading into the picture. Our mo...
-
作者：Chen, FR; Samroengraja, R
作者单位：Columbia University; Booz Allen Hamilton Holding Corporation
摘要：We consider a one-warehouse, N-identical-retailer model. Random demands occur at the retailers with complete backlogging. The retailers replenish their inventories from the warehouse, which in turn orders from an outside supplier with unlimited stock. Each retailer places an order every N periods according to a base-stock policy, and the reorder intervals of the retailers are staggered so that only one retailer places an order in each period. The warehouse orders according to an (s, S) policy ...
-
作者：Francis, RL; Lowe, TJ; Tamir, A
作者单位：State University System of Florida; University of Florida; University of Iowa; Tel Aviv University
摘要：Many location models involve distances and demand points in their objective function. In urban contexts, there can be millions of demand points. This leads to demand point aggregation, which produces error. We identify a general model structure that includes most such location models, and present a means of obtaining error bounds for all models with this structure. The error bounds suggest how to do the demand point aggregation so as to keep the error small.
-
作者：L'Écuyer, P; Cordeau, JF; Simard, R
作者单位：Universite de Montreal
摘要：We study statistical tests of uniformity based on the L-p-distances between the m nearest pairs of points, for n points generated uniformly over the k-dimensional unit hypercube or unit torus. The number of distinct pairs at distance no more than t, for t greater than or equal to 0, is a stochastic process whose initial part, after an appropriate transformation and as n --> infinity, is asymptotically a Poisson process with unit rate. Convergence to this asymptotic is slow in the hypercube as ...
-
作者：Barnhart, C; Hane, CA; Vance, PH
作者单位：Massachusetts Institute of Technology (MIT); Auburn University System; Auburn University
摘要：We present a column-generation model and branch-and-price-and-cut algorithm for origin-destination integer multicommodity flow problems. The origin-destination integer multicommodity flow problem is a constrained version of the linear multicommodity flow problem in which flow of a commodity (defined in this case by an origin-destination pair) may use only one path from origin to destination. Branch-and-price-and-cut is a variant of branch-and-bound, with bounds provided by solving linear progr...
-
作者：Fu, MC; Marcus, SI; Wang, IJ
作者单位：University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; Johns Hopkins University; Johns Hopkins University Applied Physics Laboratory
摘要：We consider the problem of determining the optimal policy for staffing a queueing system over multiple periods, using a model that takes into account transient queueing effects. Formulating the problem in a dynamic programming setting, we show that the optimal policy follows a monotone optimal control by establishing the submodularity of the objective function with respect to the staffing level and initial queue size in a period. In particular, this requires proving that the system occupancy i...
