INFORMS Journal on Computing articles from March 2007

INFORMS Journal on Computing archives from March 2007

From the interim Editor.(Prakash Mirchandani being thanked for his work as he is resigning)(Editorial)
March 22, 2007... Professor Prakash Mirchandani found it necessary to step down as JOC Editor-in-Chief in February 2007, due to a family health issue. During and in the months before his time as EiC, Prakash brought a number of changes and needed initiatives, on...

Performance of a wavelet-based spectral procedure for steady-state simulation analysis.
March 22, 2007... A summary and an analysis are given for an experimental performance evaluation of WASSP, an automated wavelet-based spectral method for constructing an approximate confidence interval on the steady-state mean of a simulation output process such...

An evolutionary random policy search algorithm for solving Markov decision processes.
March 22, 2007... This paper presents a new randomized search method called evolutionary random policy search (ERPS) for solving infinite-horizon discounted-cost Markov-decision-process (MDP) problems. The algorithm is particularly targeted at problems with...

Solving the bi-objective maximum-flow network-interdiction problem.
March 22, 2007... We describe a new algorithm for computing the efficient frontier of the "bi-objective maximum-flow network-interdiction problem." In this problem, an "interdictor" seeks to interdict (destroy) a set of arcs in a capacitated network that are...

Validation sequence optimization: a theoretical approach.
March 22, 2007... The need to validate large amounts of data with the help of the domain expert arises naturally in many data-intensive applications, including data mining, data stream, and database-related applications. This paper presents a general validation...

A survey and experimental comparison of service-level-approximation methods for nonstationary M(t)/M/s(t) queueing systems with exhaustive discipline.
March 22, 2007... We compare the performance of seven methods in computing or approximating service levels for nonstationary M(t)/M/s(t) queueing systems: an exact method (a Runge-Kutta ordinary-differential-equation solver), the randomization method, a closure...

ETAQA solutions for infinite Markov processes with repetitive structure.(efficient technique for the solution of quasi birth-death processes)
March 22, 2007... We describe the ETAQA (efficient technique for the solution of quasi birth-death processes) approach for the exact analysis of M/G/1 and GI/M/1-type processes, and their intersection, i.e., quasi birth-death processes. ETAQA exploits the...

Embedding {0, 1/2}-cuts in a branch-and-cut framework: a computational study.
March 22, 2007... Embedding cuts into a branch-and-cut framework is a delicate task, especially when a large set of cuts is available. In this paper we describe a separation heuristic for {0, 1/2}-cuts, a special case of Chvatal-Gomory cuts, that tends to...

Computational assessment of nested Benders and augmented lagrangian decomposition for mean-variance multistage stochastic problems.
March 22, 2007... We consider decomposition approaches for the solution of multistage stochastic programs that appear in financial applications. In particular, we discuss the performance of two algorithms that we test on the mean-variance portfolio optimization...

Pricing communication services with delay guarantee.
March 22, 2007... Although pricing communication services has received attention, there has been little work where quality-of-service (QoS) guarantees are incorporated into ex ante pricing of communication links. In recent years, however, data networks providing...

GRASP and path relinking for the two-dimensional two-stage cutting-stock problem.(greedy randomized adaptive search procedure)
March 22, 2007... We develop a greedy randomized adaptive search procedure (GRASP) for the constrained two-dimensional two-stage cutting-stock problem. This is a special cutting problem in which the cut is performed in two phases. In the first phase, the stock...

Conditions that obviate the no-free-lunch theorems for optimization.
March 22, 2007... Roughly speaking, the no-free-lunch (NFL) theorems state that any blackbox algorithm has the same average performance as random search. These results have largely been ignored by algorithm researchers. This paper looks more closely at the NFL...

Solution of large quadratic knapsack problems through aggressive reduction.
March 22, 2007... The quadratic knapsack problem (QKP) calls for maximizing a quadratic objective function subject to a knapsack constraint. All coefficients are assumed to be nonnegative and all decision variables are binary. A new exact algorithm is presented,...

An evolutionary metaheuristic for approximating preference-nondominated solutions.
March 22, 2007... We propose an evolutionary metaheuristic for approximating the preference-nondominated solutions of a decision maker in multiobjective combinatorial problems. The method starts out with some partial preference information provided by the...

Toward automated intelligent manufacturing systems (AIMS).
March 22, 2007... Information technology (IT) has been the driver of increased productivity in the manufacturing and service sectors, bringing real-time information to decision makers and process owners to improve process behavior and performance. Thus,...