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作者：FRENK, H; LABBE, M; VANVLIET, M; ZHANG, SZ
作者单位：Universite Libre de Bruxelles
摘要：In this paper we present two algorithms for a machine allocation problem occurring in manufacturing systems. For the two algorithms presented we prove worst-case performance ratios of 2 and 3/2, respectively. The machine allocation problem we consider is a general convex resource allocation problem, which makes the algorithms applicable to a variety of resource allocation problems. Numerical results are presented for two real-life manufacturing systems.
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作者：CALVIN, J
摘要：An important parameter of the regenerative method of simulation output analysis is the choice of return state used for blocking observations. Computational experience has shown that the statistical properties of estimators based on different regeneration points can vary widely. In this paper we study the limiting joint distribution of the normalized regenerative point and standard-deviation estimators for general state-space Markov chains. The asymptotic covariance between the point and standa...
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作者：LAPORTE, G; LOUVEAUX, FV; MERCURE, H
作者单位：Universite de Montreal; HEC Montreal
摘要：The probabilistic traveling salesman problem (PTSP) is defined on a graph G = (V, E), where V is the vertex set and E is the edge set. Each vertex v(i) has a probability p(i) of being present. With each edge (v(i), v(j)) is associated a distance or cost c(ij). In a first stage, an a priori Hamiltonian tour on G is designed. The list of present vertices is then revealed. In a second stage, the a priori tour is followed by skipping the absent vertices. The PTSP consists of determining a first-st...
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作者：DUPREEZ, JP
作者单位：Swansea University
摘要：In recent years various structures have been proposed for estimating intensity of consumer preference in consumer surveys. Empirical studies have shown intensity measures to be reliable and cost effective by providing more information per question. These structures use consumers' responses to determine whether the relevant preference function to be estimated is interval, ratio or ordinal in nature. This paper shows that the statistical tests to determine the nature of the preference function i...
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作者：ANSTREICHER, KM; TERLAKY, T
作者单位：Delft University of Technology
摘要：We devise a new simplex pivot rule which has interesting theoretical properties. Beginning with a basic feasible solution, and any nonbasic variable having a negative reduced cost the pivot rule produces a sequence of pivots such that ultimately the originally chosen nonbasic variable enters the basis, and all reduced costs which were originally nonnegative remain nonnegative. The pivot rule thus monotonically builds up to a dual feasible, and hence optimal, basis. A surprising property is tha...
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作者：ROUNDY, RO; SUN, DN
摘要：We show that an O(n3 log n) algorithm can find optimal power-of-two lot size policies for finite production rate assembly systems. This improves an O(n5) algorithm proposed in D. Atkins, M. Queyranne and D. Sun's 1992 paper.
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作者：CURIEL, I; POTTERS, J; PRASAD, R; TIJS, S; VELTMAN, B
作者单位：Radboud University Nijmegen; Indian Statistical Institute; Indian Statistical Institute Bangalore; Tilburg University
摘要：In machine scheduling the first problem is to find a timetable that is optimal with respect to some efficiency criterion. If the jobs come from different clients the solution of the optimization problem is not the end of the story. In addition, we have to decide how the minimal total cost must be distributed among the parties involved. In this note, cost allocation problems will be considered to arise from one-machine scheduling problems with an additive and weakly increasing cost function. We...
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作者：HOOKER, JN
摘要：Deductive algorithmic science has reached a high level of sophistication, but its worst-case and average-case results seldom tell us how well an algorithm is actually going to work in practice. I argue that an empirical science of algorithms is a viable alternative. I respond to misgivings about an empirical approach, including the prevalent notion that only a deductive treatment can be ''theoretical'' or sophisticated. NP-completeness theory, for instance, is interesting partly because it has...
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作者：WILLEMAIN, TR
摘要：Twelve selected expert modelers described themselves as modelers, the models they make, the problems they model, and the way they model. They also expressed opinions about the qualities of effective models, modelers, modeling processes, and desirable modeling clients. Finally, they provided stories about their modeling experiences. Their responses provide benchmarks for developing a modeling science and validate the importance of the craft aspects of OR/MS practice. The paper suggests changes ...
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作者：WORZEL, KJ; VASSIADOUZENIOU, C; ZENIOS, SA
摘要：Increasing performance pressures on fixed-income managers have led to a search for new and creative ways to add to portfolio returns. The largest pension plan sponsors, insurance companies, foundations, and money management firms are using indexed portfolios as their fixed-income assets management strategies since the late 1970s. Tracking a fixed-income index is a difficult task due to transaction costs, portfolio size and diversification restrictions, liquidity requirements, bid/ask spreads, ...
