Optimization Online


Applications — OR and Management Sciences Submissions - 2005

January 2005

Linear Programming Lower Bounds for Minimum Converter Wavelength Assignment in Optical Networks
Arie M.C.A. Koster, Adrian Zymolka

Production and Logistics
Convex Optimization of Centralized Inventory Operations
Samuel Burer, Moshe Dror

Finance and Economics
Rebalancing an Investment Portfolio in the Presence of Convex Transaction Costs
John E. Mitchell, Stephen E. Braun

A Case Study of Joint Online Truck Scheduling and Inventory Management for Multiple Warehouses
Christoph Helmberg, Stefan Röhl

February 2005

Finance and Economics
An Optimization Approach to Computing the Implied Volatility of American Options
Arun Sen

March 2005

Wavelength Assignment in Multi-Fiber WDM Networks by Generalized Edge Coloring
Arie M.C.A. Koster

Dual Constrained Single Machine Sequencing to Minimize Total Weighted Completion Time
Yunpeng Pan, Leyuan Shi

April 2005

Production and Logistics
Manufacturer's Mixed Pallet Design Problem
Hande Yaman, Alper Sen

Tubechallenges: Can OR help break records?
Efstratios Rappos

Preemptive scheduling with position costs
Francis Sourd

May 2005

A Lagrangean Relaxation and Decomposition Algorithm for the Video Placement and Routing Problem
Tolga Bektas, Osman Oguz, Iradj Ouveysi

July 2005

Production and Logistics
A Random Key Based Genetic Algorithm for the Resource Constrained Project Scheduling Problem
J.J.M. Mendes, J.F. Gonçalves, M.G.C. Resende

September 2005

An efficient algorithm for the earliness-tardiness scheduling problem
Francis Sourd, Safia Kedad-Sidhoum

Production and Logistics
The multi-item capacitated lot-sizing problem with setup times and shortage costs
Nabil Absi, Safia Kedad-Sidhoum

Finance and Economics
Pricing a class of exotic options via moments and SDP relaxations
Jean B. Lasserre, Thomas Prieto-Rumeau, Mihail Zervos

October 2005

A Near Maximum Likelihood Decoding Algorithm for MIMO Systems Based on Semi-Definite Programming
Amin Mobasher, Mahmoud Taherzadeh, Renata Sotirov, Amir K. Khandani

Low Order-Value Optimization and Applications
R. Andreani, J. M. Martínez, L. Martínez, F. Yano

A novel integer programming formulation for the K-SONET ring assignment problem
Elder M. Macambira, Claudio N. Meneses, Panos M. Pardalos, Mauricio G. C. Resende

November 2005

MIP-based heuristics for multi-item capacitated lot-sizing problem with setup times and shortage costs
ABSI Nabil, Kedad-Sidhoum Safia

Using mixed-integer programming to solve power grid blackout problems
Daniel Bienstock, Sara Mattia

December 2005

Production and Logistics
Coherent Risk Measures in Inventory Problems
Shabbir Ahmed, Ulas Cakmak, Alexander Shapiro

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