A simulation framework for networked queue models: Analysis of queue bounds in a G/G/c supply chain.
A Single Period Inventory Model of a Deteriorating Item Sold from Two Shops With Shortage Via Genetic Algorithm
A single-server queue with random accumulation level.
A Slight Modification of the First Phase of the Simplex Algorithm
A smoothing Levenberg-Marquardt method for the complementarity problem over symmetric cone
In this paper, we propose a smoothing Levenberg-Marquardt method for the symmetric cone complementarity problem. Based on a smoothing function, we turn this problem into a system of nonlinear equations and then solve the equations by the method proposed. Under the condition of Lipschitz continuity of the Jacobian matrix and local error bound, the new method is proved to be globally convergent and locally superlinearly/quadratically convergent. Numerical experiments are also employed to show that...
A smoothing Newton method for the second-order cone complementarity problem
In this paper we introduce a new smoothing function and show that it is coercive under suitable assumptions. Based on this new function, we propose a smoothing Newton method for solving the second-order cone complementarity problem (SOCCP). The proposed algorithm solves only one linear system of equations and performs only one line search at each iteration. It is shown that any accumulation point of the iteration sequence generated by the proposed algorithm is a solution to the SOCCP. Furthermore,...
A smoothing SAA method for a stochastic mathematical program with complementarity constraints
A smoothing sample average approximation (SAA) method based on the log-exponential function is proposed for solving a stochastic mathematical program with complementarity constraints (SMPCC) considered by Birbil et al. (S. I. Birbil, G. Gürkan, O. Listes: Solving stochastic mathematical programs with complementarity constraints using simulation, Math. Oper. Res. 31 (2006), 739–760). It is demonstrated that, under suitable conditions, the optimal solution of the smoothed SAA problem converges almost...
A solution approach from an analytic model to heuristic algorithm for special case of vehicle routing problem with stochastic demands.
A solvable case of the set-partitioning problem
A sparse dynamic programming algorithm for alignment with non-overlapping inversions
Alignment of sequences is widely used for biological sequence comparisons, and only biological events like mutations, insertions and deletions are considered. Other biological events like inversions are not automatically detected by the usual alignment algorithms, thus some alternative approaches have been tried in order to include inversions or other kinds of rearrangements. Despite many important results in the last decade, the complexity of the problem of alignment with inversions is still unknown....
A sparse dynamic programming algorithm for alignment with non-overlapping inversions
Alignment of sequences is widely used for biological sequence comparisons, and only biological events like mutations, insertions and deletions are considered. Other biological events like inversions are not automatically detected by the usual alignment algorithms, thus some alternative approaches have been tried in order to include inversions or other kinds of rearrangements. Despite many important results in the last decade, the complexity of the problem of alignment with inversions is...
A stability theorem in nonlinear bilevel programming.
In this short paper, we are concerned with the stability of nonlinear bilevel programs. A stability problem is proven and an example is given to illustrate this theorem.
A Stable Interior Penalty Method for Convex Extremal Problems.
A statistical comparison of accelerated concrete testing methods.
A statistical comparison of three goodness-of-fit criteria used in modelling distances.
A stochastic approach to some linear fractional goal programming problems
A stochastic complex network model society.
A stochastic inventory model with perishable and aging items.
A stochastic inventory model with stock dependent demand items.
A stochastic programming approach to managing liquid asset portfolios
Maintaining liquid asset portfolios involves a high carry cost and is mandatory by law for most financial institutions. Taking this into account a financial institution's aim is to manage a liquid asset portfolio in an “optimal” way, such that it keeps the minimum required liquid assets to comply with regulations. In this paper we propose a multi-stage dynamic stochastic programming model for liquid asset portfolio management. The model allows for portfolio rebalancing decisions over a multi-period...