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A dimension-reduction algorithm for multi-stage decision problems with returns in a partially ordered set

Teodros Getachew, Michael M. Kostreva (2002)

RAIRO - Operations Research - Recherche Opérationnelle

In this paper a two-stage algorithm for finding non- dominated subsets of partially ordered sets is established. A connection is then made with dimension reduction in time-dependent dynamic programming via the notion of a bounding label, a function that bounds the state-transition cost functions. In this context, the computational burden is partitioned between a time-independent dynamic programming step carried out on the bounding label and a direct evaluation carried out on a subset of “real” valued...

A Dimension-Reduction Algorithm for Multi-Stage Decision Problems with Returns in a Partially Ordered Set

Teodros Getachew, Michael M. Kostreva (2010)

RAIRO - Operations Research

In this paper a two-stage algorithm for finding non- dominated subsets of partially ordered sets is established. A connection is then made with dimension reduction in time-dependent dynamic programming via the notion of a bounding label, a function that bounds the state-transition cost functions. In this context, the computational burden is partitioned between a time-independent dynamic programming step carried out on the bounding label and a direct evaluation carried out on a subset of “real"...

A discrete-time Geo[X]/G/1 retrial queue with general retrial time and M-additional options for service

Muthukrishnan Senthil Kumar (2011)

RAIRO - Operations Research

This paper concerns a discrete time Geo[X]/G/1 retrial queue with general retrial time in which all the arriving customers require first essential service with probability α 0 while only some of them demand one of other optional services: type − r (r = 1, 2, 3,...M) service with probability α r . The system state distribution, the orbit size and the system size distributions are obtained in terms of generating functions. The stochastic decomposition law holds for the proposed model. Performance measures...

A discrete-time Geo[X]/G/1 retrial queue with general retrial time and M-additional options for service

Muthukrishnan Senthil Kumar (2011)

RAIRO - Operations Research

This paper concerns a discrete time Geo[X]/G/1 retrial queue with general retrial time in which all the arriving customers require first essential service with probability α 0 while only some of them demand one of other optional services: type − r (r = 1, 2, 3,...M) service with probability α r . The system state distribution, the orbit size and the system size distributions are obtained in terms of generating functions. The stochastic decomposition law holds for the proposed model. Performance measures...

A fast Lagrangian heuristic for large-scale capacitated lot-size problems with restricted cost structures

Kjetil K. Haugen, Guillaume Lanquepin-Chesnais, Asmund Olstad (2012)

Kybernetika

In this paper, we demonstrate the computational consequences of making a simple assumption on production cost structures in capacitated lot-size problems. Our results indicate that our cost assumption of increased productivity over time has dramatic effects on the problem sizes which are solvable. Our experiments indicate that problems with more than 1000 products in more than 1000 time periods may be solved within reasonable time. The Lagrangian decomposition algorithm we use does of course not...

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