Now showing items 71-80 of 234
Robust profit opportunities in risky financial portfolios
For risky financial securities with given expected return vector and covariance matrix, we propose the concept of a robust profit opportunity in single- and multiple-period settings. We show that the problem of finding the ...
Sufficient global optimality conditions for bivalent quadratic optimization
We prove a sufficient global optimality condition for the problem of minimizing a quadratic function subject to quadratic equality constraints where the variables are allowed to take values -1 and 1. We extend the condition ...
Operation-based flowtime estimation in a dynamic job shop
In the scheduling literature, estimation of job owtimes has been an important issue since the late 1960s. The previous studies focus on the problem in the context of due date assignment and develop methods using aggregate ...
An improved probability bound for the Approximate S-Lemma
The purpose of this note is to give a probability bound on symmetric matrices to improve an error bound in the Approximate S-Lemma used in establishing levels of conservatism results for approximate robust counterparts.
The latest arrival hub location problem for cargo delivery systems with stopovers
In this paper, we concentrate on the service structure of ground-transportation based cargo delivery companies. The transient times that arise from nonsimultaneous arrivals at hubs (typically spent for unloading, loading, ...
Stochastic assembly line balancing using beam search
(Taylor & Francis, 2005)
This paper presents a beam search-based method for the stochastic assembly line balancing problem in U-lines. The proposed method minimizes total expected cost comprised of total labour cost and total expected incompletion ...
Machining conditions-based preventive maintenance
(Taylor & Francis, 2007)
In this study we propose an operating conditions-based preventive maintenance (PM) approach for computer numerical control (CNC) turning machines. A CNC machine wears according to how much it is used and the conditions ...
A path-based approach for hazmat transport network design
(Institute for Operations Research and the Management Sciences (I N F O R M S), 2008)
The people living and working around the roads used for hazardous material (hazmat) shipments face the risk of suffering undesirable consequences of an accident. The main responsibility to mitigate the hazmat transport ...
The integer knapsack cover polyhedron
(Society for Industrial and Applied Mathematics, 2007)
We study the integer knapsack cover polyhedron which is the convex hull of the set of vectors x ∈ ℤ+ n that satisfy C T x ≥ b, with C ∈ ℤ++ n and 6 ∈ ℤ++. We present some general results about the nontrivial facet-defining ...
Robotic cell scheduling with operational flexibility
In this paper, we study the problem of two-machine, identical parts robotic cell scheduling with operational flexibility. We assume that every part to be processed has a number of operations to be completed in these two ...