Mathematical programming models that seek optimal design and operational plans for distribution systems can be computationally intractable. This paper examines the extent to which distribution configuration and demand characteristics affect the ease of obtaining an optimal solution. Problem...

This paper is concerned with porfolio optimization problems with integer constraints. Such problems include, among others mean-risk problems with nonconvex transaction cost, minimal transaction unit constraints and cardinality constraints on the number of assets in a portfolio. These problems,...

This paper describes a model that generates weekly movie schedules in a multiplex movie theater. A movie schedule specifies within each day of the week, on which screen(s) different movies will be played, and at which time(s). The model consists of two parts: (i) conditional forecasts of the...

Many e-tailers providing attended home delivery, especially e-grocers, offer narrow delivery time slots to ensure satisfactory customer service. The choice of delivery time slots has to balance marketing and operational considerations, which results in a complex planning problem. We study the...

Let A be a fixed integer matrix of size m by n and consider all b for which the body is full dimensional. We examine the set of shortest non-zero integral vectors with respect to the family of norms. We show that the number of such shortest vectors is polynomial in the bit size of A, for fixed...

We propose a data envelopment analysis (DEA)-based approach to ranking multi-criteria alternatives. We call it "the area of the efficiency score graph" (AES) approach. Unlike the classical DEA score and Dk measure that counts the number of DMUs (alternatives in DEA terminology) that should be...

We will show that a mean-variance-skewness portfolio optimization model, a direct extension of the classical mean-variance model can be solved exactly and fast by using the state-of-the-art integer programming approach. This implies that we can now calculate a portfolio with maximal expected...