Optimization Online


Applications — OR and Management Sciences Submissions - 2006

January 2006

A new model and a computational study for Demand-wise Shared Protection
Claus G. Gruber, Arie M.C.A. Koster, Sebastian Orlowski, Roland Wessaely, Adrian Zymolka

Finance and Economics
Extensions of Lo's semiparametric bound for European call options
Donglei Du, Javier Pena, Luis F. Zuluaga

Computing robust basestock levels
Daniel Bienstock, Nuri Ozbay

March 2006

New Solution Approaches to the General Single Machine Earliness-Tardiness Problem
Hoksung Yau, Yunpeng Pan, Leyuan Shi

April 2006

A Lagrangian Heuristic for Satellite Range Scheduling with Resource Constraints
Fabrizio Marinelli, Salvatore Nocella, Fabrizio Rossi, Stefano Smriglio

Production and Logistics
Lot sizing with inventory gains
Hamish Waterer

Some remarks about the transformation of Charnes and Cooper
Ezio Marchi

May 2006

Parallel machine scheduling problem with earliness-tardiness penalties and restrictive common due date: exponential neighborhood search
Y.A. Rios Solis, F. Sourd

June 2006

Facets of the Lot-Sizing Polyhedron with Backlogging
Simge Kucukyavuz

July 2006

G Yarmish

Static-arbitrage bounds on the prices of basket options via linear programming
Javier Pena, Juan Vera, Luis Zuluaga

An efficient method to compute traffic assignment problems with elastic demands
Frédéric Babonneau, Jean-Philippe Vial

August 2006

Dual Relaxations of the Time-Indexed ILP Formulation for Min-Sum Scheduling Problems
Yunpeng Pan

A combinatorial auctions perspective on min-sum scheduling problems
Yunpeng Pan

Finance and Economics
Local versus Global Profit Maximization: The Case of Discrete Concave Production Functions
Somdeb Lahiri

A polyhedral approach to reroute sequence planning in MPLS networks
Renaud Sirdey

Combinatorial optimization problems in wireless switch design
Renaud Sirdey

September 2006

Finance and Economics
Large Scale Portfolio Optimization with Piecewise Linear Transaction Costs
Potaptchik Marina , Levent Tuncel, Henry Wolkowicz

October 2006

Production and Logistics
A Heuristic Approach for Big Bucket Production Planning Problems
Kerem Akartunali, Andrew J. Miller

A hybrid heuristic for the constrained two-dimensional non-guillotine orthogonal cutting problem
José F. Gonçalves, Mauricio G. C. Resende

Finance and Economics
Consistency of robust portfolio estimators
Katrin Schöttle, Ralf Werner

An integer programming approach to the OSPF weight setting problem
Amandeep Parmar, Shabbir Ahmed, Joel Sokol

Airline Optimization
What Multistage Stochastic Programming Can Do for Network Revenue Management
Victor DeMiguel, Nishant Mishra

November 2006

GRASP with path-relinking for network migration scheduling
Diogo V. Andrade, Mauricio G. C. Resende

Production and Logistics
A Data-Driven Approach to Newsvendor Problems
Dimitris Bertsimas, Aurelie Thiele

Hybrid heuristics for the permutation flow shop problem
Martin G. Ravetti, Fabiola G. Nakamura, Claudio N. Meneses, Mauricio G. C. Resende, Geraldo R. Mateus, Panos M. Pardalos

Production and Logistics
Decentralized Decision-making and Protocol Design for Recycled Material Flows
I-Hsuan Hong, Jane Ammons, Matthew Realff

Capacitated network design using general flow-cutset inequalities
Christian Raack, Arie M.C.A. Koster, Sebastian Orlowski, Roland Wessäly

A Routing and Network Dimensioning Strategy to reduce Wavelength Continuity Conflicts in All-Optical Networks
Arie Koster, Matthias Scheffel

December 2006

A Set-Partitioning-Based Model for the Stochastic Vehicle Routing Problem
Clara Novoa, Rosemary Berger, Jeff Linderoth, Robert Storer

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