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Applications — OR and Management Sciences Submissions - 2004

January 2004

Transportation
Solving the uncapacitated multiple allocation hub location problem by means of a dual-ascent technique
Lázaro Cánovas, Sergio García, Alfredo Marín


February 2004

Scheduling
Dynasearch neighborhood for the earliness-tardiness scheduling problem with release dates and setup constraints
Francis Sourd

Scheduling
Efficient neighborhood search for Just-in-Time scheduling problems
Yann Hendel, Francis Sourd

Finance and Economics
Stable Matchings for Three-Sided Systems
Somdeb Lahiri


March 2004

Optimal Pricing Policies for Perishable Products
Miguel F Anjos, Russell C H Cheng, Christine S M Currie

An annotated bibliography of GRASP
Paola Festa, Mauricio G. C. Resende

Finance and Economics
Pair-wise envy free and stable matchings for two-sided systems with techniques
Somdeb Lahiri


April 2004

Scheduling
Heuristics for the mirrored traveling tournament problem
Celso Ribeiro, Sebastián Urrutia

Telecommunications
Routing and wavelength assignment by partition coloring
Thiago Noronha, Celso Ribeiro

Telecommunications
Solving diameter constrained minimum spanning tree problems in dense graphs
Andrea Santos, Abílio Lucena, Celso Ribeiro

Scheduling
A hybrid bin-packing heuristic to multiprocessor scheduling
Adriana Alvim, Celso Ribeiro


May 2004

SDP vs. LP relaxations for the moment approach in some performance evaluation problems
J.B. Lasserre, T. Prieto-Rumeau

Finance and Economics
Portfolio Investment with the Exact Tax Basis via Nonlinear Programming
Angel-Victor DeMiguel, Raman Uppal

Transportation
Vehicle routing and staffing for sedan service
Oktay Gunluk, Tracy Kimbrel, Laszlo Ladanyi, Baruch Schieber, Gregory B. Sorkin

Airline Optimization
Pointillism via Linear Programming
Robert Bosch, Adrianne Herman


June 2004

Solving the Vehicle Routing Problem with Stochastic Demands using the Cross Entropy Method
Krishna Chepuri, Tito Homem-de-Mello

Finance and Economics
A Global Optimization Problem in Portfolio Selection
Michael Bartholomew-Biggs, Stephen Kane


July 2004

Transportation
Robust Capacity Expansion of Transit Networks
Fernando Ordonez, Jiamin Zhao

Production and Logistics
A p-Median Model for Assortment and Trim Loss Minimization with an Application to the Glass Industry
Claudio Arbib, Fabrizio Marinelli

Telecommunications
Time Offset Optimization in Digital Broadcasting
Carlo Mannino, Fabrizio Rossi, Antonio Sassano, Stefano Smriglio

Finance and Economics
Recovering Risk-Neutral Probability Density Functions from Options Prices using Cubic Splines
Ana M. Monteiro, Reha H. Tütüncü, Luís N. Vicente


August 2004

Security-constrained transmission planning: A mixed-integer disjunctive approach
G. C. Oliveira, S. Binato, L. Bahiense, L. Thomé, M. V. Pereira

Finance and Economics
Leader-Follower Equilibria for Electric Power and NO_x Allowances Markets
Yihsu Chen, Benjamin Hobbs, Sven Leyffer, Todd Munson

Finance and Economics
Robust Profit Opportunities in Risky Financial Portfolios
Mustafa C. Pinar, Reha H. Tutuncu


September 2004

Reduction Tests for the Prize-Collecting Steiner Problem
Eduardo Uchoa

Telecommunications
Survivable IP network design with OSPF routing
Luciana S. Buriol, Mauricio G. C. Resende, Mikkel Thorup


October 2004

Marketing
A Piecewise Linearization Framework for Retail Shelf Space Management Models
Jens Irion, Faiz Al-Khayyal, J-C Lu

Scheduling
Lower bounds for the earliness-tardiness scheduling problem on single and parallel machines
Safia Kedad-Sidhoum, Yasmin Rios Solis, Francis Sourd

Scheduling
A genetic algorithm for the resource constrained multi-project scheduling problem
José F. Gonçalves, Jorge J.M. Mendes, Mauricio G.C. Resende


November 2004

Supply Chain Management
SYNERGY ANALYSIS OF COLLABORATIVE SUPPLY CHAIN MANAGEMENT IN ENERGY SYSTEMS USING MULTI-PERIOD MILP
Ahu Soylu, Cihan Oruc, Metin Turkay, Kaoru Fujita, Tatsuyuki Asakura

Transportation
Formulations and Valid Inequalities for the Heterogeneous Vehicle Routing Problem
Hande Yaman

Telecommunications
Polyhedral Analysis for the Uncapacitated Hub Location Problem with Modular Arc Capacities
Hande Yaman

Telecommunications
Provably Good Solutions for Wavelength Assignment in Optical Networks
Arie M.C.A. Koster, Adrian Zymolka


December 2004

Multi-Stage Stochastic Programming Models for Airline Revenue Management
Lijian Chen, Tito Homem-de-Mello


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