INFORMS Journal on Computing articles

Recent articles from INFORMS Journal on Computing

From the editor.(Editorial)(Viewpoint essay)
June 22, 2007... As an engineer I am focussed on developing systems that function effectively, efficiently, and correctly. In the field of operations research, that usually means computer software and hardware that carry out calculations to simulate, optimize, or control complex systems. For this reason I...

Efficient computation of overlapping variance estimators for simulation.
June 22, 2007... For a steady-state simulation output process, we formulate efficient algorithms to compute certain estimators of the process variance parameter (i.e., the sum of covariances at all lags), where the estimators are derived in principle from overlapping batches separately and then averaged over...

Scatter search and local NLP solvers: a multistart framework for global optimization.
June 22, 2007... The algorithm described here, called OptQuest/NLP or OQNLP, is a heuristic designed to find global optima for pure and mixed integer nonlinear problems with many constraints and variables, where all problem functions are differentiable with respect to the continuous variables. It uses...

Power algorithms for inverting Laplace transforms.
June 22, 2007... This paper investigates ways to create algorithms to invert Laplace transforms numerically within a unified framework proposed by Abate and Whitt (2006). That framework approximates the desired function value by a finite linear combination of transform values, depending on parameters called...

Computing with domino-parity inequalities for the traveling salesman problem (TSP).
June 22, 2007... We describe methods for implementing separation algorithms for domino-parity inequalities for the symmetric traveling salesman problem. These inequalities were introduced by Letchford (2000), who showed that the separation problem can be solved in polynomial time when the support graph of the...