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WSC
2008
15 years 7 months ago
Discrete stochastic optimization using linear interpolation
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
Honggang Wang, Bruce W. Schmeiser
117
Voted
MANSCI
2008
75views more  MANSCI 2008»
15 years 4 months ago
Staffing Multiskill Call Centers via Linear Programming and Simulation
We study an iterative cutting-plane algorithm on an integer program, for minimizing the staffing costs of a multiskill call center subject to service-level requirements which are e...
Mehmet Tolga Çezik, Pierre L'Ecuyer
CORR
2007
Springer
128views Education» more  CORR 2007»
15 years 4 months ago
Model Selection Through Sparse Maximum Likelihood Estimation
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
EOR
2006
87views more  EOR 2006»
15 years 4 months ago
Applying machine based decomposition in 2-machine flow shops
The Shifting Bottleneck (SB) heuristic is among the most successful approximation methods for solving the Job Shop problem. It is essentially a machine based decomposition procedu...
Saral Mukherjee, A. K. Chatterjee
129
Voted
TIT
2008
93views more  TIT 2008»
15 years 4 months ago
Aspects of Pairing Inversion
Abstract. We discuss some applications of the pairing inversion problem and outline some potential approaches for solving it. Our analysis of these approaches gives further evidenc...
Steven D. Galbraith, Florian Hess, Frederik Vercau...