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JIMO is an international journal devoted to publishing peer-reviewed, high quality, original papers on the non-trivial interplay between numerical optimization methods and practically significant problems in industry or management so as to achieve superior design, planning and/or operation. Its objective is to promote collaboration between optimization specialists, industrial practitioners and management scientists so that important practical industrial and management problems can be addressed by the use of appropriate, recent advanced optimization techniques.

It is particularly hoped that the study of these practical problems will lead to the discovery of new ideas and the development of novel methodologies in optimization.

  • AIMS is a member of COPE. All AIMS journals adhere to the publication ethics and malpractice policies outlined by COPE.
  • Publishes 4 issues a year in January, April, July and October.
  • Publishes both online and in print.
  • Indexed in Science Citation Index-Expanded, ISI Alerting Services, CompuMath Citation Index, Current Contents/Physical, Chemical & Earth Sciences (CC/PC&ES), INSPEC, Mathematical Reviews, MathSciNet, PASCAL/CNRS, Scopus, Web of Science and Zentralblatt MATH.
  • Archived in Portico and CLOCKSS.
  • JIMO is published by the American Institute of Mathematical Sciences and sponsored by Curtin University and Zhejiang University. All rights reserved.


Note: “Most Cited” is by Cross-Ref , and “Most Downloaded” is based on available data in the new website.

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Ebola model and optimal control with vaccination constraints
IvÁn Area, FaÏÇal NdaÏrou, Juan J. Nieto, Cristiana J. Silva and Delfim F. M. Torres
2018, 14(2) : 427-446 doi: 10.3934/jimo.2017054 +[Abstract](482) +[HTML](162) +[PDF](911.24KB)

The Ebola virus disease is a severe viral haemorrhagic fever syndrome caused by Ebola virus. This disease is transmitted by direct contact with the body fluids of an infected person and objects contaminated with virus or infected animals, with a death rate close to 90% in humans. Recently, some mathematical models have been presented to analyse the spread of the 2014 Ebola outbreak in West Africa. In this paper, we introduce vaccination of the susceptible population with the aim of controlling the spread of the disease and analyse two optimal control problems related with the transmission of Ebola disease with vaccination. Firstly, we consider the case where the total number of available vaccines in a fixed period of time is limited. Secondly, we analyse the situation where there is a limited supply of vaccines at each instant of time for a fixed interval of time. The optimal control problems have been solved analytically. Finally, we have performed a number of numerical simulations in order to compare the models with vaccination and the model without vaccination, which has recently been shown to fit the real data. Three vaccination scenarios have been considered for our numerical simulations, namely: unlimited supply of vaccines; limited total number of vaccines; and limited supply of vaccines at each instant of time.

The multimodal and multiperiod urban transportation integrated timetable construction problem with demand uncertainty
Paulina Ávila-Torres, Fernando López-Irarragorri, Rafael Caballero and Yasmín Ríos-Solís
2018, 14(2) : 447-472 doi: 10.3934/jimo.2017055 +[Abstract](183) +[HTML](113) +[PDF](1262.8KB)

The urban transport planning process has four main activities: Network design, Timetable construction, Vehicle scheduling and Crew scheduling; each activity has subactivities. In this paper the authors work with the subactivities of timetable construction: minimal frequency calculation and departure time scheduling. The authors propose to solve both subactivities in an integrated way. The developed mathematical model allows multi-period planning and it can also be used for multimodal urban transportation systems. The authors consider demand uncertainty and the authors employ fuzzy programming to solve the problem. The authors formulate the urban transportation timetabling construction problem as a bi-objective problem: to minimize the total operational cost and to maximize the number of multi-period synchronizations. Finally, the authors implemented the SAUGMECON method to solve the problem.

Optimal control of a parabolic distributed parameter system using a fully exponentially convergent barycentric shifted gegenbauer integral pseudospectral method
Kareem T. Elgindy
2018, 14(2) : 473-496 doi: 10.3934/jimo.2017056 +[Abstract](224) +[HTML](117) +[PDF](576.14KB)

In this paper, we introduce a novel fully exponentially convergent direct integral pseudospectral method for the numerical solution of optimal control problems governed by a parabolic distributed parameter system. The proposed method combines the superior advantages possessed by the family of pseudospectral methods with the well-conditioning of integral operators through the use of the integral formulation of the distributed parameter system equations, and the spectral accuracy provided by the latest technology of Gegenbauer barycentric quadratures in a fashion that allows us to take advantage of the strengths of these three methodologies. A rigorous error analysis of the method is presented, and a numerical test example is given to show the accuracy and efficiency of the proposed integral pseudospectral method.

An improved 2.11-competitive algorithm for online scheduling on parallel machines to minimize total weighted completion time
Ran Ma and Jiping Tao
2018, 14(2) : 497-510 doi: 10.3934/jimo.2017057 +[Abstract](249) +[HTML](121) +[PDF](382.38KB)

We revisit the classical online scheduling problem on parallel machines for minimizing total weighted completion time. In the problem, a set of independent jobs arriving online over time has to be scheduled on identical machines, where the information of each job including its processing time and weight is not known in advance. The goal is to minimize the total weighted completion time of the jobs. For this problem, we propose an improved 2.11-competitive online algorithm based on a kind of waiting strategy.

Integrated recycling-integrated production - distribution planning for decentralized closed-loop supply chain
Yi Jing and Wenchuan Li
2018, 14(2) : 511-539 doi: 10.3934/jimo.2017058 +[Abstract](327) +[HTML](136) +[PDF](496.66KB)

Integrated integrated production - distribution planning in traditional forward supply chain has attracted a lot of attention in recent years and its economic advantages are particularly noticeable. However, for closed-loop supply chain, recycling and remanufacturing processes should be taken further into account to the integrated planning. In this paper, we address a planning problem of a multi - echelon decentralized closed-loop supply chain system, which consists of a joint recycling center, multiple manufacturing/remanufacturing factories and multiple distributors decentralized to different regions. For this problem, an integrated recycling-integrated production - distribution multi - level planning model is developed, which considers material flows and decision interactions among members at different echelons in the system, as well as their own operation objectives. And the local interests of members at every echelon would be balanced in order to coordinate the operation of the whole system. According to the characteristics of the planning model, the solution approach is designed by hierarchical iteration strategy based on Self-Adaptive Genetic Algorithm (SAGA). Hierarchical iteration processes, in which SAGA is used to solve every single level model, are corresponding to repeated negotiation behaviors among members at different echelons in closed-loop supply chain. Finally, a numerical example is suggested to demonstrate the applicability and effectiveness of the proposed model and solution approach.

Sparse markowitz portfolio selection by using stochastic linear complementarity approach
Qiyu Wang and Hailin Sun
2018, 14(2) : 541-559 doi: 10.3934/jimo.2017059 +[Abstract](257) +[HTML](139) +[PDF](489.52KB)

We consider the framework of the classical Markowitz mean-variance (MV) model when multiple solutions exist, among which the sparse solutions are stable and cost-efficient. We study a two - phase stochastic linear complementarity approach. This approach stabilizes the optimization problem, finds the sparse asset allocation that saves the transaction cost, and results in the solution set of the Markowitz problem. We apply the sample average approximation (SAA) method to the two - phase optimization approach and give detailed convergence analysis. We implement this methodology on the data sets of Standard and Poor 500 index (S & P 500), real data of Hong Kong and China market stocks (HKCHN) and Fama & French 48 industry sectors (FF48). With mock investment in training data, we construct portfolios, test them in the out-of-sample data and find their Sharpe ratios outperform the \begin{document} $\ell_1$ \end{document} penalty regularized portfolios, \begin{document} $\ell_p$ \end{document} penalty regularized portfolios, cardinality constrained portfolios, and \begin{document} $1/N$ \end{document} investment strategy. Moreover, we show the advantage of our approach in the risk management by using the criteria of standard deviation (STD), Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR).

Design of a single window system for e-government services: the chilean case
Alejandro Cataldo, Juan-Carlos Ferrer, Pablo A. Rey and Antoine Sauré
2018, 14(2) : 561-582 doi: 10.3934/jimo.2017060 +[Abstract](389) +[HTML](147) +[PDF](744.77KB)

The single window concept refers to systems that allow organizations to provide one-stop services to users. This paper describes a model for the design of a single window system in the context of e-government. The model determines which government service procedures should be incorporated into the system, which technology should be used to execute each procedure and the time in the planning horizon at which technology upgrades and incorporation processes should take place, while maximizing the total social benefit associated with these decisions. The proposed model, a mixed integer linear program, is applied to the particular problem faced by the government of Chile a few years ago. The solution generated by the model for this instance is compared to that obtained through the Chilean government's own method for prioritizing the inclusion of procedures into its single window system. When the proposed model was limited to choosing 60 procedures, the number chosen by the Chilean government's method, the solution produced 1.6 times more benefits. With the limit on the number of procedures removed but considering a budget constraint, the model chose 111 procedures that generated 1.85 times more social benefits than those procedures chosen using the government's method.

LP approach to exponential stabilization of singular linear positive time-delay systems via memory state feedback
Nguyen H. Sau and Vu N. Phat
2018, 14(2) : 583-596 doi: 10.3934/jimo.2017061 +[Abstract](418) +[HTML](114) +[PDF](374.23KB)

This paper deals with the exponential stabilization problem by means of memory state feedback controller for linear singular positive systems with delay. By using system decomposition approach, singular systems theory and Lyapunov function method, we obtain new delay-dependent sufficient conditions for designing such controllers. The conditions are given in terms of standard linear programming (LP) problems, which can be solved by LP optimal toolbox. A numerical example is given to illustrate the effectiveness of the proposed method.

An optimized direction statistics for detecting and removing random-valued impulse noise
Hao Yang, Hang Qiu and Leiting Chen
2018, 14(2) : 597-611 doi: 10.3934/jimo.2017062 +[Abstract](276) +[HTML](115) +[PDF](1033.43KB)

In this paper, we propose a robust local image statistic based on optimized direction, by which we can distinguish image details and edges from impulse noise effectively. Therefore it can identify noisy pixels more accurately. Meanwhile, we combine it with the edge-preserving regularization to remove random-valued impulse noise in the cause of precise estimated value. Simulation results show that our method can preserve edges and details efficiently even at high noise levels.

D.C. programming approach for solving an applied ore-processing problem
R. Enkhbat, T. V. Gruzdeva and M. V. Barkova
2018, 14(2) : 613-623 doi: 10.3934/jimo.2017063 +[Abstract](235) +[HTML](111) +[PDF](319.55KB)

This paper was motivated by a practical optimization problem formulated at the Erdenet Mining Corporation (Mongolia). By solving an identification problem for a chosen design of experiment we developed a quadratic model that quite adequately represents the experimental data. The problem obtained turned out to be the indefinite quadratic program, which we solved by applying the global search theory for a d.c. programming developed by A.S. Strekalovsky [13]-[15]. According to this d.c. optimization theory, we performed a local search that takes into account the structure of the problem in question, and constructed procedures of escaping critical points provided by the local search. The algorithms proposed for d.c. programming were verified using a set of test problems as well as a copper content maximization problem arising at the mining factory.

Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming
Zhi-Bin Deng, Ye Tian, Cheng Lu and Wen-Xun Xing
2018, 14(2) : 625-636 doi: 10.3934/jimo.2017064 +[Abstract](205) +[HTML](114) +[PDF](371.47KB)

Quadratic programs with complementarity constraints (QPCC) are NP-hard due to the nonconvexity of complementarity relation between the pairs of nonnegative variables. Most of the existing solvers are capable of solving QPCC by finding stationary solutions, which are not able to be verified as global or local optimal ones. In this paper, we aim to globally solve QPCC by a branch-and-bound algorithm, in which the doubly nonnegative (DNN) relaxation in each node is efficiently solved via an augmented Lagrangian method. The method is practically efficient due to the fact that the augmented Lagrangian function can be decomposed into two easy-to-solve subproblems. Computational results demonstrate the effectiveness of the proposed algorithm, with a particular highlight in only a few nodes for some instances.

Solving normalized stationary points of a class of equilibrium problem with equilibrium constraints
Peiyu li
2018, 14(2) : 637-646 doi: 10.3934/jimo.2017065 +[Abstract](177) +[HTML](98) +[PDF](332.07KB)

This paper focuses on solving normalized stationary points of a class of equilibrium problem with equilibrium constraints (EPEC). We show that, under some kind of separability assumption, normalized C-/M-/S-stationary points of EPEC are actually C-/M-/S-stationary points of an associated mathematical program with equilibrium constraints (MPEC), which implies that we can solve MPEC to obtain normalized stationary points of EPEC. In addition, we demonstrate the proposed approach on competition of manufacturers for similar products in the same city.

A study on institutional investors selecting better stocks: Evidence from SEOs in China
Rui Li and Shaoyong Lai
2018, 14(2) : 647-652 doi: 10.3934/jimo.2017066 +[Abstract](241) +[HTML](116) +[PDF](270.25KB)

Using the data of stock returns and the variations of quarterly institutional ownership around Secondary Equity Offerings (SEOs) in China from 2004 to 2008, we verify that institutional investors are smart in selecting stocks. Sorting the SEOs samples into two groups according to whether there is an increase or decrease in institutional ownership, we find no significant difference in stock returns between the two groups before SEOs, but higher returns among the group with increases in institutional ownership over 1 month, 3 month, 6 month, 9 month, 12 month and 18 month periods, respectively. This result indicates the evidence of the stronger stock selection ability of institutional investors.

Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer
Yan Wang, Yanxiang Zhao, Lei Wang, Aimin Song and Yanping Ma
2018, 14(2) : 653-671 doi: 10.3934/jimo.2017067 +[Abstract](337) +[HTML](112) +[PDF](470.22KB)

We study an optimal investment and dividend problem of an insurer, where the aggregate insurance claims process is modeled by a pure jump Lévy process. We allow the management of the dividend payment policy and the investment of surplus in a continuous-time financial market, which is composed of a risk free asset and a risky asset. The information available to the insurer is partial information. We generalize this problem as a partial information regular-singular stochastic control problem, where the control variable consists of regular control and singular control. Then maximum principles are established to give sufficient and necessary optimality conditions for the solutions of the regular-singular control problem. Finally we apply the maximum principles to solve the investment and dividend problem of an insurer.

Lyapunov method for stability of descriptor second-order and high-order systems
Guoshan Zhang and Peizhao Yu
2018, 14(2) : 673-686 doi: 10.3934/jimo.2017068 +[Abstract](228) +[HTML](120) +[PDF](422.78KB)

In this study, the stability problem of descriptor second-order systems is considered. Lyapunov equations for stability of second-order systemsare established by using Lyapunov method. The existence of solutions for Lyapunov equations are discussed and linear matrixinequality condition for stability of second-order systems aregiven. Then, based on the feasible solutions of the linear matrixinequality, all parametric solutions of Lyapunov equations are derived.Furthermore, the results of Lyapunov equations and linear matrixinequality condition for stability of second-ordersystems are extended to high-order systems. Finally, illustratingexamples are provided to show the effectiveness of the proposed method.

A loss-averse two-product ordering model with information updating in two-echelon inventory system
Yanju Zhou, Zhen Shen, Renren Ying and Xuanhua Xu
2018, 14(2) : 687-705 doi: 10.3934/jimo.2017069 +[Abstract](208) +[HTML](116) +[PDF](387.94KB)

This paper integrates the prospect theory with two-product ordering problem and adopts Bayesian forecasting model under Brownian motion to propose a loss-averse two-product ordering model with demand information updating in a two-echelon inventory system. We also derive all psychological perceived revenue functions for sixteen supply-demand cases as well as the expected value functions and prospect value function for the loss-averse retailer. To solve this model, a Monte Carlo algorithm is presented to estimate the high dimensional integrals with curved polyhedral integral region of unknown volume. Numerical results show that the optimal order quantities of both high-risk product and low-risk product vary across different psychological reference points, which are also affected by information updating, and the loss-averse retailer benefits considerably from information updating. All results suggest that our model provides a better description of the retailer$'$s actual ordering behavior than existing models.

An adaptive trust region algorithm for large-residual nonsmooth least squares problems
Zhou Sheng, Gonglin Yuan, Zengru Cui, Xiabin Duan and Xiaoliang Wang
2018, 14(2) : 707-718 doi: 10.3934/jimo.2017070 +[Abstract](284) +[HTML](105) +[PDF](196.33KB)

In this paper, an adaptive trust region algorithm in which the trust region radius converges to zero is presented for solving large-residual nonsmooth least squares problems. This algorithm uses the smoothing technique of the approximation function, and it combines an adaptive trust region radius. Moreover, this algorithm differs from the existing methods for solving nonsmooth equations through use of the approximation function of second-order information, which improves the convergence rate for large-residual nonsmooth least squares problems. Under some suitable conditions, the global and local superlinear convergences of the proposed method are proven. The preliminary numerical results indicate that the proposed algorithm is effective and suitable for solving large-residual nonsmooth least squares problems.

Least absolute deviations learning of multiple tasks
Wei Xue, Wensheng Zhang and Gaohang Yu
2018, 14(2) : 719-729 doi: 10.3934/jimo.2017071 +[Abstract](194) +[HTML](124) +[PDF](520.97KB)

In this paper, we propose a new multitask feature selection model based on least absolute deviations. However, due to the inherent nonsmoothness of \begin{document}$l_1 $\end{document} norm, optimizing this model is challenging. To tackle this problem efficiently, we introduce an alternating iterative optimization algorithm. Moreover, under some mild conditions, its global convergence result could be established. Experimental results and comparison with the state-of-the-art algorithm SLEP show the efficiency and effectiveness of the proposed approach in solving multitask learning problems.

A stochastic newsvendor game with dynamic retail prices
Ido Polak and Nicolas Privault
2018, 14(2) : 731-742 doi: 10.3934/jimo.2017072 +[Abstract](413) +[HTML](109) +[PDF](440.13KB)

We extend stochastic newsvendor games with information lag by including dynamic retail prices, and we characterize their equilibria. We show that the equilibrium wholesale price is a nonincreasing function of the demand, while the retailer's output increases with demand until we recover the usual equilibrium. In particular, it is then optimal for retailer and wholesaler to have demand at least equal to some threshold level, beyond which the retailer's output tends to an upper bound which is absent in fixed retail price models. When demand is given by a delayed Ornstein-Uhlenbeck process and price is an affine function of output, we numerically compute the equilibrium output and we show that the lagged case can be seen as a smoothing of the no lag case.

Analysis of a batch service multi-server polling system with dynamic service control
Tao Jiang and Liwei Liu
2018, 14(2) : 743-757 doi: 10.3934/jimo.2017073 +[Abstract](250) +[HTML](105) +[PDF](375.6KB)

This paper considers a multi-server polling system with batch service of an unlimited size, i.e., the so called "Israeli queue" with multi-server, where the service rate of each server switches between a low and a high value depending on the number of groups standing in front of the servers upon its service completion. By means of matrix geometric method and LU-type RG factorization of the infinitesimal generator in irreducible QBD process, the explicit closed-form of rate matrix $R$ and the steady state distribution of the queue length are respectively derived. In terms of the results, some stationary performance measures are obtained. In addition, some numerical examples are presented.

Dispersion with connectivity in wireless mesh networks
Birol Yüceoǧlu, ş. ilker Birbil and özgür Gürbüz
2018, 14(2) : 759-784 doi: 10.3934/jimo.2017074 +[Abstract](497) +[HTML](106) +[PDF](692.64KB)

We study a multi-objective access point dispersion problem, where the conflicting objectives of maximizing the distance and maximizing the connectivity between the agents are considered with explicit coverage (or Quality of Service) constraints. We model the problem first as a multi-objective model, and then, we consider the constrained single objective alternatives, which we propose to solve using three approaches: The first approach is an optimal tree search algorithm, where bounds are used to prune the search tree. The second approach is a beam search heuristic, which is also used to provide lower bound for the first approach. The third approach is a straightforward integer programming approach. We present an illustrative application of our solution approaches in a real wireless mesh network deployment problem.

A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization
Yigui Ou and Xin Zhou
2018, 14(2) : 785-801 doi: 10.3934/jimo.2017075 +[Abstract](315) +[HTML](127) +[PDF](431.62KB)

This paper presents a nonmonotone scaled memoryless BFGS preconditioned conjugate gradient algorithm for solving nonsmooth convex optimization problems, which combines the idea of scaled memoryless BFGS preconditioned conjugate gradient method with the nonmonotone technique and the Moreau-Yosida regularization. The proposed method makes use of approximate function and gradient values of the Moreau-Yosida regularization instead of the corresponding exact values. Under mild conditions, the global convergence of the proposed method is established. Preliminary numerical results and related comparisons show that the proposed method can be applied to solve large scale nonsmooth convex optimization problems.

Multi-machine scheduling with interval constrained position-dependent processing times
Xianyu Yu, Dar-Li Yang, Dequn Zhou and Peng Zhou
2018, 14(2) : 803-815 doi: 10.3934/jimo.2017076 +[Abstract](224) +[HTML](106) +[PDF](340.06KB)

This paper investigates multi-machine scheduling problems with interval constrained actual processing times. The actual processing time of each job is assumed to be restricted in a given interval otherwise the extra earliness or tardiness time should be used to patch up the flaw of job. The objectives are to find the optimal job sequence to minimize the total load of machines, the number of exceeding-interval jobs and the makespan of job schedule, respectively. This paper shows that both of the total load minimization problem and the exceeding job number minimization problem are polynomially solvable. For the makespan minimization problem, this paper proves that it is NP-hard, and proposes a fully polynomial time approximation scheme (FPTAS) for the case with two parallel machines.

Parameter identification techniques applied to an environmental pollution model
Yuepeng Wang, Yue Cheng, I. Michael Navon and Yuanhong Guan
2018, 14(2) : 817-831 doi: 10.3934/jimo.2017077 +[Abstract](472) +[HTML](136) +[PDF](433.29KB)

The retrieval of parameters related to an environmental model is explored. We address computational challenges occurring due to a significant numerical difference of up to two orders of magnitude between the two model parameters we aim to retrieve. First, the corresponding optimization problem is poorly scaled, causing minimization algorithms to perform poorly (see Gill et al., practical optimization, AP, 1981,401pp). This issue is addressed by proper rescaling. Difficulties also arise from the presence of strong nonlinearity and ill-posedness which means that the parameters do not converge to a single deterministic set of values, but rather there exists a range of parameter combinations that produce the same model behavior. We address these computational issues by the addition of a regularization term in the cost function. All these computational approaches are addressed in the framework of variational adjoint data assimilation. The used observational data are derived from numerical simulation results located at only two spatial points. The effect of different initial guess values of parameters on retrieval results is also considered. As indicated by results of numerical experiments, the method presented in this paper achieves a near perfect parameter identification, and overcomes the indefiniteness that may occur in inversion process even in the case of noisy input data.

Linearized block-wise alternating direction method of multipliers for multiple-block convex programming
Zhongming Wu
2017doi: 10.3934/jimo.2017078 +[Abstract](242) +[HTML](122) +[PDF](2327.9KB)
Ergodic control for a mean reverting inventory model
Jingzhen Liu, Ka Fai Cedric Yiu and Alain Bensoussan
2017doi: 10.3934/jimo.2017079 +[Abstract](264) +[HTML](116) +[PDF](448.4KB)
Optimal production schedule in a single-supplier multi-manufacturer supply chain involving time delays in both levels
Kar Hung Wong, Yu Chung Eugene Lee, Heung Wing Joseph Lee and Chi Kin Chan
2017doi: 10.3934/jimo.2017080 +[Abstract](164) +[HTML](105) +[PDF](499.4KB)
On optimality conditions and duality for non-differentiable interval-valued programming problems with the generalized $(F,\rho)$-convexity
Xiuhong Chen and Zhihua Li
2017doi: 10.3934/jimo.2017081 +[Abstract](187) +[HTML](111) +[PDF](364.7KB)
Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems
Yuefen Chen and Yuanguo Zhu
2017doi: 10.3934/jimo.2017082 +[Abstract](267) +[HTML](102) +[PDF](416.8KB)
Analysis of the Newsboy Problem subject to price dependent demand and multiple discounts
Shouyu Ma, Zied jemai, Evren Sahin and Yves Dallery
2017doi: 10.3934/jimo.2017083 +[Abstract](177) +[HTML](125) +[PDF](587.2KB)
Solutions for bargaining games with incomplete information: General type space and action space
Feimin Zhong, Jinxing Xie and Jing Jiao
2017doi: 10.3934/jimo.2017084 +[Abstract](393) +[HTML](119) +[PDF](341.3KB)
Single-machine rescheduling problems with learning effect under disruptions
Mingbao Cheng, Shuxian Xiao and Guosheng Liu
2017doi: 10.3934/jimo.2017085 +[Abstract](317) +[HTML](129) +[PDF](329.4KB)
On the convergence properties of a smoothing approach for mathematical programs with symmetric cone complementarity constraints
Yi Zhang, Liwei Zhang and Jia Wu
2017doi: 10.3934/jimo.2017086 +[Abstract](189) +[HTML](372) +[PDF](525.6KB)
Uniqueness of solutions to fuzzy relational equations regarding Max-av composition and strong regularity of the matrices in Max-av algebra
Jun Xie, Jinlong Yuan, Dongxia Wang, Weili Liu and Chongyang Liu
2017doi: 10.3934/jimo.2017087 +[Abstract](272) +[HTML](104) +[PDF](345.9KB)
Optimal decisions for a dual-channel supply chain under information asymmetry
Mingyong Lai, Hongzhao Yang, Erbao Cao, Duo Qiu and Jing Qiu
2017doi: 10.3934/jimo.2017088 +[Abstract](361) +[HTML](219) +[PDF](548.9KB)
Second-order optimality conditions for cone constrained multi-objective optimization
Liwei Zhang, Jihong Zhang and Yule Zhang
2017doi: 10.3934/jimo.2017089 +[Abstract](253) +[HTML](115) +[PDF](406.7KB)
Optimal risk control and dividend strategies in the presence of two reinsurers: Variance premium principle
Dingjun Yao and Kun Fan
2017doi: 10.3934/jimo.2017090 +[Abstract](219) +[HTML](110) +[PDF](538.7KB)
A variational inequality approach for constrained multifacility Weber problem under gauge
Jianlin Jiang, Shun Zhang, Su Zhang and Jie Wen
2017doi: 10.3934/jimo.2017091 +[Abstract](274) +[HTML](124) +[PDF](463.9KB)
Portfolio procurement policies for budget-constrained supply chains with option contracts and external financing
Benyong Hu, Xu Chen, Felix T. S. Chan and Chao Meng
2017doi: 10.3934/jimo.2018001 +[Abstract](200) +[HTML](106) +[PDF](660.66KB)
Modeling and analyzing the chaotic behavior in supply chain networks: a control theoretic approach
Hamid Norouzi Nav, Mohammad Reza Jahed Motlagh and Ahmad Makui
2017doi: 10.3934/jimo.2018002 +[Abstract](200) +[HTML](106) +[PDF](447.7KB)
A new proximal chebychev center cutting plane algorithm for nonsmooth optimization and its convergence
Jie Shen, Jian Lv, Fang-Fang Guo, Ya-Li Gao and Rui Zhao
2017doi: 10.3934/jimo.2018003 +[Abstract](124) +[HTML](110) +[PDF](416.71KB)
Solving the interval-valued optimization problems based on the concept of null set
Hsien-Chung Wu
2017doi: 10.3934/jimo.2018004 +[Abstract](173) +[HTML](90) +[PDF](353.61KB)
A threshold-based risk process with a waiting period to pay dividends
Steve Drekic, Jae-Kyung Woo and Ran Xu
2017doi: 10.3934/jimo.2018005 +[Abstract](182) +[HTML](102) +[PDF](650.24KB)
Competition of pricing and service investment between iot-based and traditional manufacturers
Zhiping Zhou, Xinbao Liu, Jun Pei, Panos M. Pardalos and Hao Cheng
2017doi: 10.3934/jimo.2018006 +[Abstract](164) +[HTML](130) +[PDF](568.58KB)
A performance comparison and evaluation of metaheuristics for a batch scheduling problem in a multi-hybrid cell manufacturing system with skilled workforce assignment
Omer Faruk Yilmaz and Mehmet Bulent Durmusoglu
2017doi: 10.3934/jimo.2018007 +[Abstract](349) +[HTML](256) +[PDF](1155.74KB)
Strategic behavior and optimal strategies in an M/G/1 queue with Bernoulli vacations
Sheng Zhu and Jinting Wang
2017doi: 10.3934/jimo.2018008 +[Abstract](188) +[HTML](120) +[PDF](576.12KB)
Optimal investment and dividend payment strategies with debt management and reinsurance
Qian Zhao, Zhuo Jin and Jiaqin Wei
2017doi: 10.3934/jimo.2018009 +[Abstract](174) +[HTML](106) +[PDF](406.3KB)
Modeling and computation of energy efficiency management with emission permits trading
Shuhua Zhang, Xinyu Wang and Song Wang
2017doi: 10.3934/jimo.2018010 +[Abstract](194) +[HTML](116) +[PDF](956.83KB)
Disaster relief routing in limited capacity road networks with heterogeneous flows
Linet Ozdamar, Dilek Tuzun Aksu, Elifcan Yasa and Biket Ergunes
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