ISSN:
 1547-5816

eISSN:
 1553-166X

All Issues

Volume 14, 2018

Volume 13, 2017

Volume 12, 2016

Volume 11, 2015

Volume 10, 2014

Volume 9, 2013

Volume 8, 2012

Volume 7, 2011

Volume 6, 2010

Volume 5, 2009

Volume 4, 2008

Volume 3, 2007

Volume 2, 2006

Volume 1, 2005

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.

Select all articles

Export/Reference:

Strategic behavior and optimal strategies in an M/G/1 queue with Bernoulli vacations
Sheng Zhu and Jinting Wang
2018, 14(4) : 1297-1322 doi: 10.3934/jimo.2018008 +[Abstract](880) +[HTML](447) +[PDF](601.98KB)
Abstract:

This paper considers an unobservable M/G/1 queue with Bernoulli vacations in which the server begins a vacation when the system is empty or upon completing a service. In the latter case, the server takes a vacation with p or serves the next customer, if any, with 1-p. We first give the steady-state equations and some performance measures, and then study the customer strategic behavior and obtain customers' Nash equilibrium strategies. From the viewpoint of the social planner, we derive the socially optimal joining probability, the socially optimal vacation probability and the socially optimal vacation rate. The socially optimal joining probability is found not greater than the equilibrium probability. In addition, if the vacation scheme does not incur any cost, the socially optimal decision is that the server does not take either a Bernoulli vacation or the normal vacation. On the other hand, if the server incurs the costs due to the underlying loss and the technology upgrade, proper vacations are beneficial to the social welfare maximization. Finally, sensitivity analysis is also performed to explore the effect of different parameters, and some managerial insights are provided for the social planner.

Optimal investment and dividend payment strategies with debt management and reinsurance
Qian Zhao, Zhuo Jin and Jiaqin Wei
2018, 14(4) : 1323-1348 doi: 10.3934/jimo.2018009 +[Abstract](672) +[HTML](408) +[PDF](432.09KB)
Abstract:

This paper derives the optimal debt ratio, investment and dividend payment strategies for an insurance company. The surplus process is jointly determined by the reinsurance strategies, debt levels, investment portfolios and unanticipated shocks. The objective is to maximize the total expected discounted utility of dividend payments in finite-time period subject to three control variables. The utility functions are chosen as the logarithmic and power utility functions. Using dynamic programming principle, the value function is the solution of a second-order nonlinear Hamilton-Jacobi-Bellman equation. The explicit solution of the value function is derived and the corresponding optimal debt ratio, investment and dividend payment strategies are obtained. In addition, the investment borrowing constraint, dividend payment constraint and impacts of reinsurance policies are considered and their impacts on the optimal strategies are analyzed. Further, to incorporating the interest rate risk, the problem is studied under a stochastic interest rate model.

Modeling and computation of energy efficiency management with emission permits trading
Shuhua Zhang, Xinyu Wang and Song Wang
2018, 14(4) : 1349-1365 doi: 10.3934/jimo.2018010 +[Abstract](660) +[HTML](422) +[PDF](974.78KB)
Abstract:

In this paper, we present an optimal feedback control model to deal with the problem of energy efficiency management. Especially, an emission permits trading scheme is considered in our model, in which the decision maker can trade the emission permits flexibly. We make use of the optimal control theory to derive a Hamilton-Jacobi-Bellman (HJB) equation satisfied by the value function, and then propose an upwind finite difference method to solve it. The stability of this method is demonstrated and the accuracy, as well as the usefulness, is shown by the numerical examples. The optimal management strategies, which maximize the discounted stream of the net revenue, together with the value functions, are obtained. The effects of the emission permits price and other parameters in the established model on the results have been also examined. We find that the influences of emission permits price on net revenue for the economic agents with different initial quotas are quite different. All the results demonstrate that the emission permits trading scheme plays an important role in the energy efficiency management.

Disaster relief routing in limited capacity road networks with heterogeneous flows
Linet Ozdamar, Dilek Tuzun Aksu, Elifcan Yasa and Biket Ergunes
2018, 14(4) : 1367-1380 doi: 10.3934/jimo.2018011 +[Abstract](649) +[HTML](766) +[PDF](724.32KB)
Abstract:

In the aftermath of a major earthquake, delivery of essential services to survivors is of utmost importance and in urban areas it is conducted using road networks that are already stressed by road damages, other urban traffic and evacuation. Relief distribution efforts should be planned carefully in order to create minimal additional traffic congestion. We propose a dynamic relief distribution model where relief trucks share limited capacity road networks with counterflows resulting from car traffic. We develop a MIP model for this problem and solve it by decomposing the road network geographically and solving each subnetwork iteratively using the Relax and Fix method.

A power penalty method for a class of linearly constrained variational inequality
Ming Chen and Chongchao Huang
2018, 14(4) : 1381-1396 doi: 10.3934/jimo.2018012 +[Abstract](595) +[HTML](455) +[PDF](465.45KB)
Abstract:

This paper establishes new convergence results for the power pena-lty method for a mixed complementarity problem(MiCP). The power penalty method approximates the MiCP by a nonlinear equation containing a power penalty term. The main merit of the method is that it has an exponential convergence rate with the penalty parameter when the involved function is continuous and ξ-monotone. Under the same assumptions, we establish a new upper bound for the approximation error of the solution to the nonlinear equation. We also prove that the penalty method can handle general monotone MiCPs. Then the method is used to solve a class of linearly constrained variational inequality(VI). Since the MiCP associated with a linearly constrained VI does not ξ-monotone even if the VI is ξ-monotone, we establish the new convergence result for this MiCP. We use the method to solve the asymmetric traffic assignment problem which can be reformulated as a class of linearly constrained VI. Numerical results are provided to demonstrate the efficiency of the method.

Compensation plan, pricing and production decisions with inventory-dependent salvage value, and asymmetric risk-averse sales agent
Kegui Chen, Xinyu Wang, Min Huang and Wai-Ki Ching
2018, 14(4) : 1397-1421 doi: 10.3934/jimo.2018013 +[Abstract](770) +[HTML](451) +[PDF](586.21KB)
Abstract:

In this paper, we investigate the joint decision on production and pricing, and the compensation strategy of a supply chain, where the manufacturer relies on a risk-averse sales agent to sell the products. The sales outcome is determined by the sales agent's selling effort and the product price. Most of the previous research about salesforce assumes that the risk attitude to an agent is known to each other and the salvage value is a constant. In this study, we have considered that the salvage value is a function of inventory, and both of the sales agent's selling effort and risk attitude are their private information on the general framework of dual information asymmetric. With the help of revelation principle and principal-agent theory, we have been able to derive the optimal compensation contracts, and joint decision on production and pricing for the manufacturer. Analyzing them and comparing to the symmetric scenario, we found that only the optimal production strategy and the manufacturer's profit depended on the variation rate of salvage value. When the manufacturer comes across asymmetric risk-averse sales agents its profit decreases, whereas the sales agent with private information obtains higher income but exerts less effort, which implies the value of information. The results also mean that the manufacturer should not only focus on offering a lower commission rate to the more risk-averse sales agent, but also on screening his risk information.

Performance optimization of parallel-distributed processing with checkpointing for cloud environment
Tsuguhito Hirai, Hiroyuki Masuyama, Shoji Kasahara and Yutaka Takahashi
2018, 14(4) : 1423-1442 doi: 10.3934/jimo.2018014 +[Abstract](743) +[HTML](505) +[PDF](446.55KB)
Abstract:

In cloud computing, the most successful application framework is parallel-distributed processing, in which an enormous task is split into a number of subtasks and those are processed independently on a cluster of machines referred to as workers. Due to its huge system scale, worker failures occur frequently in cloud environment and failed subtasks cause a large processing delay of the task. One of schemes to alleviate the impact of failures is checkpointing method, with which the progress of a subtask is recorded as checkpoint and the failed subtask is resumed by other worker from the latest checkpoint. This method can reduce the processing delay of the task. However, frequent checkpointing is system overhead and hence the checkpoint interval must be set properly. In this paper, we consider the optimal number of checkpoints which minimizes the task-processing time. We construct a stochastic model of parallel-distributed processing with checkpointing and approximately derive explicit expressions for the mean task-processing time and the optimal number of checkpoints. Numerical experiments reveal that the proposed approximations are sufficiently accurate on typical environment of cloud computing. Furthermore, the derived optimal number of checkpoints outperforms the result of previous study for minimizing the task-processing time on parallel-distributed processing.

Optimal liability ratio and dividend payment strategies under catastrophic risk
Linyi Qian, Lyu Chen, Zhuo Jin and Rongming Wang
2018, 14(4) : 1443-1461 doi: 10.3934/jimo.2018015 +[Abstract](671) +[HTML](612) +[PDF](482.08KB)
Abstract:

This paper investigates the optimal strategies for liability management and dividend payment in an insurance company. The surplus process is jointly determined by the reinsurance policies, liability levels, future claims and unanticipated shocks. The decision maker aims to maximize the total expected discounted utility of dividend payment in infinite time horizon. To describe the extreme scenarios when catastrophic events occur, a jump-diffusion Cox-Ingersoll-Ross process is adopted to capture the substantial claim rate hikes. Using dynamic programming principle, the value function is the solution of a second-order integro-differential Hamilton-Jacobi-Bellman equation. The subsolution--supersolution method is used to verify the existence of classical solutions of the Hamilton-Jacobi-Bellman equation. The optimal liability ratio and dividend payment strategies are obtained explicitly in the cases where the utility functions are logarithm and power functions. A numerical example is provided to illustrate the methodologies and some interesting economic insights.

Parameter identification and numerical simulation for the exchange coefficient of dissolved oxygen concentration under ice in a boreal lake
Qinxi Bai, Zhijun Li, Lei Wang, Bing Tan and Enmin Feng
2018, 14(4) : 1463-1478 doi: 10.3934/jimo.2018016 +[Abstract](582) +[HTML](462) +[PDF](2804.39KB)
Abstract:

Dissolved oxygen (DO) is one of the main parameters to assess the quality of lake water. This study is intended to construct a parabolic distributed parameter system to describe the variation of DO under the ice, and identify the vertical exchange coefficient K of DO with the field data. Based on the existence and uniqueness of the weak solution of this system, the fixed solution problem of the parabolic equation is transformed into a parameter identification model, which takes K as the identification parameter, and the deviation of the simulated and measured DO as the performance index. We prove the existence of the optimal parameter of the identification model, and derive the first order optimality conditions. Finally, we construct the optimization algorithm, and have carried out numerical simulation. According to the measured DO data in Lake Valkea-Kotinen (Finland), it can be found that the orders of magnitude of the coefficient K varying from 10-6 to 10-1 m2 s-1, the calculated and measured DO values are in good agreement. Within this range of K values, the overall trends are very similar. In order to get better fitting, the formula needs to be adjusted based on microbial and chemical consumption rates of DO.

Scheduling family jobs on an unbounded parallel-batch machine to minimize makespan and maximum flow time
Zhichao Geng and Jinjiang Yuan
2018, 14(4) : 1479-1500 doi: 10.3934/jimo.2018017 +[Abstract](779) +[HTML](499) +[PDF](341.71KB)
Abstract:

This paper investigates the scheduling of family jobs with release dates on an unbounded parallel-batch machine. The involved objective functions are makespan and maximum flow time. It was reported in the literature that the single-criterion problem for minimizing makespan is strongly NP-hard when the number of families is arbitrary, and is polynomially solvable when the number of families is fixed. We first show in this paper that the single-criterion problem for minimizing maximum flow time is also strongly NP-hard when the number of families is arbitrary. We further show that the Pareto optimization problem (also called bicriteria problem) for minimizing makespan and maximum flow time is polynomially solvable when the number of families is fixed, by enumerating all Pareto optimal points in polynomial time. This implies that the single-criterion problem for minimizing maximum flow time is also polynomially solvable when the number of families is fixed.

Novel correlation coefficients under the intuitionistic multiplicative environment and their applications to decision-making process
Harish Garg
2018, 14(4) : 1501-1519 doi: 10.3934/jimo.2018018 +[Abstract](732) +[HTML](534) +[PDF](448.36KB)
Abstract:

The objective of this work is to present novel correlation coefficients under the intuitionistic multiplicative preference relation (IMPR), for measuring the relationship between the two intuitionistic multiplicative sets, instead of intuitionistic fuzzy preference relation (IFPR). As IFPR deals under the conditions that the attribute values grades are symmetrical and uniformly distributed. But in our day-to-day life, these conditions do not fulfill the decision maker requirement and hence IFPR theory is not applicable in that domain. Thus, for handling this, an intuitionistic multiplicative set theory has been utilized where grades are distributed asymmetrical around 1. Further, under this environment, a decision making method based on the proposed novel correlation coefficients has been presented. Pairs of membership and non-membership degree are considered to be a vector representation during formulation. Three numerical examples have been taken to demonstrate the efficiency of the proposed approach.

Optimal pricing and inventory management for a loss averse firm when facing strategic customers
Ruopeng Wang, Jinting Wang and Chang Sun
2018, 14(4) : 1521-1544 doi: 10.3934/jimo.2018019 +[Abstract](703) +[HTML](461) +[PDF](517.27KB)
Abstract:

This paper considers the joint inventory and pricing decision problem that a loss averse firm with reference point selling seasonal products to strategic consumers with risk preference and decreasing value. Consumers can decide whether to buy at the full price in stage 1, or to wait till stage 2 for the salvage price. They may not get the product if the product is sold out in stage 2. The firm aims to choose a base stock policy and find an optimal price to maximize its expected utility, while consumers aim to decide whether to buy or wait strategically for optimizing their payoffs. We formulate the problem as a Stackelberg game between the firm and the strategic consumers in which the firm is the leader. By deriving the rational expectation equilibrium, we find both the optimal stocking level and the full price in our model are lower than those in the classical model without strategic consumers, by which leads to a lower profit. Furthermore, it is shown that the reimbursement contract cannot alleviate the impact of strategic behavior of customers while the firm's profit can be improved by the price commitment strategy in most cases. Numerical studies are carried out to investigate the impact of strategic customer behavior and system parameters on the firm's optimal decisions.

Analysis of a dynamic premium strategy: From theoretical and marketing perspectives
Wing Yan Lee and Fangda Liu
2018, 14(4) : 1545-1564 doi: 10.3934/jimo.2018020 +[Abstract](580) +[HTML](424) +[PDF](411.86KB)
Abstract:

Premium rate for an insurance policy is often reviewed and updated periodically according to past claim experience in real-life. In this paper, a dynamic premium strategy that depends on the past claim experience is proposed under the discrete-time risk model. The Gerber-Shiu function is analyzed under this model. The marketing implications of the dynamic premium strategy will also be discussed.

Frequency $H_{2}/H_{∞}$ optimizing control for isolated microgrid based on IPSO algorithm
Zhong-Qiang Wu and Xi-Bo Zhao
2018, 14(4) : 1565-1577 doi: 10.3934/jimo.2018021 +[Abstract](667) +[HTML](374) +[PDF](1130.33KB)
Abstract:

Affected by the fluctuation of wind and load, large frequency change will occur in independently islanded wind-diesel complementary microgrid. In order to suppress disturbance and ensure the normal operation of microgrid, a $H_{2}/H_{∞}$ controller optimized by improved particle swarm algorithm is designed to control the frequency of microgrid. $H_{2}/H_{∞}$ hybrid control can well balance the robustness and the performance of system. Particle swarm algorithm is improved. Adaptive method is used to adjust the inertia weight, and cloud fuzzy deduction is used to determine the learning factor. Improved particle swarm algorithm can solve the problem of local extremum, so the global optimal goal can be achieved. It is used to optimize $H_{2}/H_{∞}$ controller, so as to overcome the conservative property of solution by linear matrix inequality and improve the adaptive ability of controller. Simulation results show that with a $H_{2}/H_{∞}$ controller optimized by improved particle swarm algorithm, the frequency fluctuations caused by the wind and load is decreased, and the safety and stable operation of microgrid is guaranteed.

Adjoint-based parameter and state estimation in 1-D magnetohydrodynamic (MHD) flow system
Zhigang Ren, Shan Guo, Zhipeng Li and Zongze Wu
2018, 14(4) : 1579-1594 doi: 10.3934/jimo.2018022 +[Abstract](651) +[HTML](399) +[PDF](1016.95KB)
Abstract:

In this paper, an adjoint-based optimization method is employed to estimate the unknown coefficients and states arising in an one-dimensional (1-D) magnetohydrodynamic (MHD) flow, whose dynamics can be modeled by a coupled partial differential equations (PDEs) under some suitable assumptions. In this model, the coefficients of the Reynolds number and initial conditions as well as state variables are supposed to be unknown and need to be estimated. We first employ the Lagrange multiplier method to connect the dynamics of the 1-D MHD system and the cost functional defined as the least square errors between the measurements in the experiment and the numerical simulation values. Then, we use the adjoint-based method to the augmented Lagrangian cost functional to get an adjoint coupled PDEs system, and the exact gradients of the defined cost functional with respect to these unknown parameters and initial states are further derived. The existed gradient-based optimization technique such as sequential quadratic programming (SQP) is employed for minimizing the cost functional in the optimization process. Finally, we illustrate the numerical examples to verify the effectiveness of our adjoint-based estimation approach.

The modified inertial relaxed CQ algorithm for solving the split feasibility problems
Suthep Suantai, Nattawut Pholasa and Prasit Cholamjiak
2018, 14(4) : 1595-1615 doi: 10.3934/jimo.2018023 +[Abstract](1138) +[HTML](533) +[PDF](473.12KB)
Abstract:

In this work, we propose a new version of inertial relaxed CQ algorithms for solving the split feasibility problems in the frameworks of Hilbert spaces. We then prove its strong convergence by using a viscosity approximation method under some weakened assumptions. To be more precisely, the computation on the norm of operators and the metric projections is relaxed. Finally, we provide numerical experiments to illustrate the convergence behavior and to show the effectiveness of the sequences constructed by the inertial technique.

Tunneling behaviors of two mutual funds
Lin He, Zongxia Liang and Xiaoyang Zhao
2018, 14(4) : 1617-1649 doi: 10.3934/jimo.2018024 +[Abstract](735) +[HTML](437) +[PDF](1307.92KB)
Abstract:

In practice, the mutual fund manager charges asset based management fee as the incentives. Meanwhile, we suppose that the investor could sustainedly obtain the fixed proportions of the fund values as the rewards. In this perspective, the objectives of the investor and the manager seem to be consistent. Unfortunately, it is a common situation that the fund managers have private relations, and they transfer the assets illegally. In this paper, we study the optimal tunneling behaviors of the two fund managers to maximize the overall performance criterions. It is the first time to use two prototypes whether the management fee rates are consistent with the investment returns to study the impacts of the two factors on the tunneling behaviors. We firstly study the problem without transaction cost between funds, and it is formalized as a two-dimensional stochastic optimal control problem, whose semi-analytical solution is derived by the dynamic programming methods. Furthermore, the transaction cost is considered, and we explore the penalty method and the finite difference method to establish the numerical solutions. The results show that the well performed and high rewarded fund manager obtains most of the total assets by tunneling, and only keep the other fund at the brink of maximal withdraws for the liquidity considerations. Moreover, the well performed and low rewarded fund manager obtains most of the total assets. Being inconsistent with the instinct, the high management fee rate could neither make the fund managers work efficiently, nor induce the beneficial tunneling behaviors.

A generalized approach to sparse and stable portfolio optimization problem
Zhifeng Dai and Fenghua Wen
2018, 14(4) : 1651-1666 doi: 10.3934/jimo.2018025 +[Abstract](732) +[HTML](657) +[PDF](389.87KB)
Abstract:

In this paper, we firstly examine the relation between the portfolio weights norm constraints method and the objective function regularization method in portfolio selection problems. We find that the portfolio weights norm constrained method mainly tries to obtain stable portfolios, however, the objective function regularization method mainly aims at obtaining sparse portfolios. Then, we propose some general sparse and stable portfolio models by imposing both portfolio weights norm constraints and objective function $L_{1}$ regularization term. Finally, three empirical studies show that the proposed strategies have better out-of-sample performance and lower turnover than many other strategies for tested datasets.

Selective void creation/filling for variable size packets and multiple wavelengths
Kurt Van Hautegem, Wouter Rogiest and Herwig Bruneel
2018, 14(4) : 1667-1684 doi: 10.3934/jimo.2018026 +[Abstract](690) +[HTML](432) +[PDF](4019.83KB)
Abstract:

With ever-increasing demand for bandwidth, both optical packet switching and optical burst switching are proposed as alternatives to increase the capacity of optical networks in the future. In these packet-based switching techniques, Fiber Delay Lines (for delay assignments) and wavelength conversion (for channel assignments) are used to avoid contention between contending packets. The involved scheduling algorithms decide on which Fiber Delay Line and wavelength each packet is scheduled in order to maximize performance. For the setting without wavelength conversion we proposed a scheduling algorithm for assigning delays called void-creating algorithm that outperforms existing void filling algorithms for a variety of packet size distributions. This is achieved by selectively delaying packets longer than strictly necessary based on a numerical procedure that assigns a theoretical value to each void based on how likely the void will eventually be filled and thus prove useful. This contribution extends the concept of void-creation to the important case with multiple wavelengths, where also the channel has to be assigned. Results obtained by Monte Carlo simulation show that with our void-creating algorithm the obtainable improvement in various performance measures highly depends on the number of wavelengths present.

Optimal impulse control of a mean-reverting inventory with quadratic costs
Yanqing Hu, Zaiming Liu and Jinbiao Wu
2018, 14(4) : 1685-1700 doi: 10.3934/jimo.2018027 +[Abstract](639) +[HTML](427) +[PDF](464.83KB)
Abstract:

In this paper, we analyze an optimal impulse control problem of a stochastic inventory system whose state follows a mean-reverting Ornstein-Uhlenbeck process. The objective of the management is to keep the inventory level as close as possible to a given target. When the management intervenes in the system, it requires costs consisting of a quadratic form of the system state. Besides, there are running costs associated with the difference between the inventory level and the target. Those costs are also of a quadratic form. The objective of this paper is to find an optimal control of minimizing the expected total discounted sum of the intervention costs and running costs incurred over the infinite time horizon. We solve the problem by using stochastic impulse control theory.

Times until service completion and abandonment in an M/M/$ m$ preemptive-resume LCFS queue with impatient customers
Hideaki Takagi
2018, 14(4) : 1701-1726 doi: 10.3934/jimo.2018028 +[Abstract](474) +[HTML](374) +[PDF](606.04KB)
Abstract:

We consider an M/M/\begin{document}$ m$\end{document} preemptive-resume last-come first-served (PR-LCFS) queue without exogenous priority classes of impatient customers. We focus on analyzing the time interval from the arrival to either service completion or abandonment for an arbitrary customer. We formulate the problem as a one-dimensional birth-and-death process with two absorbing states, and consider the first passage times in this process. We give explicit expressions for the probabilities of service completion and abandonment. Furthermore, we present sets of recursive computational formulas for calculating the mean and second moment of the times until service completion and abandonment. The two special cases of a preemptive-loss system and an ordinary M/M/\begin{document}$ m$\end{document} queue with patient customers only, both incorporating the preemptive LCFS discipline, are treated separately. We show some numerical examples in order to demonstrate the computation of theoretical formulas.

Performance evaluation and optimization of cognitive radio networks with adjustable access control for multiple secondary users
Yuan Zhao and Wuyi Yue
2018doi: 10.3934/jimo.2018029 +[Abstract](523) +[HTML](366) +[PDF](367.47KB)
Multiserver retrial queue with setup time and its application to data centers
Tuan Phung-Duc and Ken'ichi Kawanishi
2018doi: 10.3934/jimo.2018030 +[Abstract](665) +[HTML](401) +[PDF](347.21KB)
Delay characteristics in place-reservation queues with class-dependent service times
Sabine Wittevrongel, Bart Feyaerts, Herwig Bruneel and Stijn De Vuyst
2018doi: 10.3934/jimo.2018031 +[Abstract](569) +[HTML](447) +[PDF](675.25KB)
The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints
Liping Pang, Na Xu and Jian Lv
2018doi: 10.3934/jimo.2018032 +[Abstract](375) +[HTML](269) +[PDF](459.3KB)
Optimal stopping investment with non-smooth utility over an infinite time horizon
Xiaoshan Chen, Xun Li and Fahuai Yi
2018doi: 10.3934/jimo.2018033 +[Abstract](360) +[HTML](299) +[PDF](454.0KB)
Optimal design of finite precision and infinite precision non-uniform cosine modulated filter bank
Hai Huyen Dam and Wing-Kuen Ling
2018doi: 10.3934/jimo.2018034 +[Abstract](396) +[HTML](266) +[PDF](422.4KB)
A novel modeling and smoothing technique in global optimization
Ahmet Sahiner, Nurullah Yilmaz and Gulden Kapusuz
2018doi: 10.3934/jimo.2018035 +[Abstract](412) +[HTML](268) +[PDF](793.05KB)
Mechanism design in project procurement auctions with cost uncertainty and failure risk
Xiaohu Qian, Min Huang, Wai-Ki Ching, Loo Hay Lee and Xingwei Wang
2018doi: 10.3934/jimo.2018036 +[Abstract](387) +[HTML](255) +[PDF](720.28KB)
Partial convolution for total variation deblurring and denoising by new linearized alternating direction method of multipliers with extension step
Yuan Shen and Lei Ji
2018doi: 10.3934/jimo.2018037 +[Abstract](385) +[HTML](239) +[PDF](1451.36KB)
Improved particle swarm optimization and neighborhood field optimization by introducing the re-sampling step of particle filter
Qifeng Cheng, Xue Han, Tingting Zhao and V S Sarma Yadavalli
2018doi: 10.3934/jimo.2018038 +[Abstract](351) +[HTML](313) +[PDF](679.02KB)
Closed-loop supply chain network equilibrium model with retailer-collection under legislation
Wenbin Wang, Peng Zhang, Junfei Ding, Jian Li, Hao Sun and Lingyun He
2018doi: 10.3934/jimo.2018039 +[Abstract](491) +[HTML](254) +[PDF](793.61KB)
A comparative study on three graph-based constructive algorithms for multi-stage scheduling with blocking
Pengyu Yan, Shi Qiang Liu, Cheng-Hu Yang and Mahmoud Masoud
2018doi: 10.3934/jimo.2018040 +[Abstract](545) +[HTML](372) +[PDF](544.9KB)
A parallel water flow algorithm with local search for solving the quadratic assignment problem
Kien Ming Ng and Trung Hieu Tran
2018doi: 10.3934/jimo.2018041 +[Abstract](449) +[HTML](345) +[PDF](624.96KB)
Pricing options on investment project expansions under commodity price uncertainty
Nan Li and Song Wang
2018doi: 10.3934/jimo.2018042 +[Abstract](387) +[HTML](252) +[PDF](1085.46KB)
A slacks-based model for dynamic data envelopment analysis
Mohammad Afzalinejad and Zahra Abbasi
2018doi: 10.3934/jimo.2018043 +[Abstract](360) +[HTML](285) +[PDF](618.43KB)
Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales
Qing-Qing Yang, Wai-Ki Ching, Wanhua He and Tak-Kuen Siu
2018doi: 10.3934/jimo.2018044 +[Abstract](404) +[HTML](293) +[PDF](360.62KB)
On a modified extragradient method for variational inequality problem with application to industrial electricity production
Yekini Shehu and Olaniyi Iyiola
2018doi: 10.3934/jimo.2018045 +[Abstract](505) +[HTML](532) +[PDF](549.12KB)
Pricing decisions for complementary products in a fuzzy dual-channel supply chain
Lisha Wang, Huaming Song, Ding Zhang and Hui Yang
2018doi: 10.3934/jimo.2018046 +[Abstract](419) +[HTML](337) +[PDF](4306.13KB)
Effect of Bitcoin fee on transaction-confirmation process
Shoji Kasahara and Jun Kawahara
2018doi: 10.3934/jimo.2018047 +[Abstract](437) +[HTML](310) +[PDF](416.61KB)
A class of two-stage distributionally robust games
Bin Li, Jie Sun, Honglei Xu and Min Zhang
2018doi: 10.3934/jimo.2018048 +[Abstract](441) +[HTML](263) +[PDF](383.18KB)
A potential reduction method for tensor complementarity problems
Kaili Zhang, Haibin Chen and Pengfei Zhao
2018doi: 10.3934/jimo.2018049 +[Abstract](385) +[HTML](269) +[PDF](417.7KB)
Dynamic optimal decision making for manufacturers with limited attention based on sparse dynamic programming
Haiying Liu, Wenjie Bi, Kok Lay Teo and Naxing Liu
2018doi: 10.3934/jimo.2018050 +[Abstract](441) +[HTML](328) +[PDF](401.25KB)
Higher-order weak radial epiderivatives and non-convex set-valued optimization problems
Qilin Wang, Liu He and Shengjie Li
2018doi: 10.3934/jimo.2018051 +[Abstract](335) +[HTML](362) +[PDF](406.38KB)
Asymptotics for a bidimensional risk model with two geometric Lévy price processes
Yang Yang, Kaiyong Wang, Jiajun Liu and Zhimin Zhang
2018doi: 10.3934/jimo.2018053 +[Abstract](333) +[HTML](280) +[PDF](451.46KB)
Exclusion sets in the Δ-type eigenvalue inclusion set for tensors
Yaotang Li and Suhua Li
2018doi: 10.3934/jimo.2018054 +[Abstract](357) +[HTML](238) +[PDF](349.65KB)
Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model
Manman Li and George Yin
2018doi: 10.3934/jimo.2018055 +[Abstract](350) +[HTML](252) +[PDF](640.38KB)
Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection
Peng Zhang
2018doi: 10.3934/jimo.2018056 +[Abstract](432) +[HTML](263) +[PDF](492.41KB)
An adaptive probabilistic algorithm for online k-center clustering
Ruiqi Yang, Dachuan Xu, Yicheng Xu and Dongmei Zhang
2018doi: 10.3934/jimo.2018057 +[Abstract](335) +[HTML](228) +[PDF](398.41KB)
An uncertain programming model for single machine scheduling problem with batch delivery
Jiayu Shen and Yuanguo Zhu
2018doi: 10.3934/jimo.2018058 +[Abstract](393) +[HTML](262) +[PDF](242.47KB)
Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase
Chuangwei Lin, Li Zeng and Huiling Wu
2018doi: 10.3934/jimo.2018059 +[Abstract](394) +[HTML](248) +[PDF](538.27KB)
Anode effect prediction based on collaborative two-dimensional forecast model in aluminum electrolysis production
Zuguo Chen, Yonggang Li, Xiaofang Chen, Chunhua Yang and Weihua Gui
2018doi: 10.3934/jimo.2018060 +[Abstract](313) +[HTML](402) +[PDF](16300.1KB)
Optimum management of the network of city bus routes based on a stochastic dynamic model
Shi'an Wang and N. U. Ahmed
2018doi: 10.3934/jimo.2018061 +[Abstract](394) +[HTML](266) +[PDF](1469.6KB)
Immediate schedule adjustment and semidefinite relaxation
Jinling Zhao, Wei Chen and Su Zhang
2018doi: 10.3934/jimo.2018062 +[Abstract](375) +[HTML](249) +[PDF](504.33KB)
Sufficiency and duality in non-smooth interval valued programming problems
Deepak Singh, Bilal Ahmad Dar and Do Sang Kim
2018doi: 10.3934/jimo.2018063 +[Abstract](242) +[HTML](170) +[PDF](637.14KB)
A joint dynamic pricing and production model with asymmetric reference price effect
Shichen Zhang, Jianxiong Zhang, Jiang Shen and Wansheng Tang
2018doi: 10.3934/jimo.2018064 +[Abstract](264) +[HTML](279) +[PDF](747.17KB)
Optimal information policy in discrete-time queues with strategic customers
Veena Goswami and Gopinath Panda
2018doi: 10.3934/jimo.2018065 +[Abstract](182) +[HTML](305) +[PDF](408.69KB)
Three concepts of robust efficiency for uncertain multiobjective optimization problems via set order relations
Hong-Zhi Wei and Chun-Rong Chen
2018doi: 10.3934/jimo.2018066 +[Abstract](269) +[HTML](156) +[PDF](885.88KB)
A proximal alternating direction method for multi-block coupled convex optimization
Foxiang Liu, Lingling Xu, Yuehong Sun and Deren Han
2018doi: 10.3934/jimo.2018067 +[Abstract](286) +[HTML](201) +[PDF](845.64KB)
Selection of DRX scheme for voice traffic in LTE-A networks: Markov modeling and performance analysis
Anupam Gautam and Selvamuthu Dharmaraja
2018doi: 10.3934/jimo.2018068 +[Abstract](252) +[HTML](274) +[PDF](222.42KB)
A proximal-projection partial bundle method for convex constrained minimax problems
Chunming Tang, Jinbao Jian and Guoyin Li
2018doi: 10.3934/jimo.2018069 +[Abstract](222) +[HTML](151) +[PDF](513.41KB)
Partially symmetric nonnegative rectangular tensors and copositive rectangular tensors
Yining Gu and Wei Wu
2018doi: 10.3934/jimo.2018070 +[Abstract](197) +[HTML](132) +[PDF](358.31KB)
Henig proper efficiency in vector optimization with variable ordering structure
Marius Durea, Elena-Andreea Florea and Radu Strugariu
2018doi: 10.3934/jimo.2018071 +[Abstract](259) +[HTML](192) +[PDF](421.8KB)
On the global optimal solution for linear quadratic problems of switched system
Jin Feng He, Wei Xu, Zhi Guo Feng and Xinsong Yang
2018doi: 10.3934/jimo.2018072 +[Abstract](234) +[HTML](285) +[PDF](366.49KB)
Exact and heuristic methods for personalized display advertising in virtual reality platforms
Kemal Kilic, Menekse G. Saygi and Semih O. Sezer
2018doi: 10.3934/jimo.2018073 +[Abstract](278) +[HTML](204) +[PDF](530.27KB)
An integrated Principal Component Analysis and multi-objective mathematical programming approach to agile supply chain network design under uncertainty
Azam Moradi, Jafar Razmi, Reza Babazadeh and Ali Sabbaghnia
2018doi: 10.3934/jimo.2018074 +[Abstract](5257) +[HTML](1718) +[PDF](2205.6KB)
Test of copositive tensors
Li Li, Xinzhen Zhang, Zheng-Hai Huang and Liqun Qi
2018doi: 10.3934/jimo.2018075 +[Abstract](239) +[HTML](146) +[PDF](360.64KB)
A semidefinite relaxation algorithm for checking completely positive separable matrices
Anwa Zhou and Jinyan Fan
2018doi: 10.3934/jimo.2018076 +[Abstract](188) +[HTML](220) +[PDF](461.06KB)
A difference of convex optimization algorithm for piecewise linear regression
Adil Bagirov, Sona Taheri and Soodabeh Asadi
2018doi: 10.3934/jimo.2018077 +[Abstract](188) +[HTML](278) +[PDF](4551.48KB)
Global error bounds for the tensor complementarity problem with a P-tensor
Mengmeng Zheng, Ying Zhang and Zheng-Hai Huang
2018doi: 10.3934/jimo.2018078 +[Abstract](220) +[HTML](164) +[PDF](369.94KB)
Predicting 72-hour reattendance in emergency departments using discriminant analysis via mixed integer programming with electronic medical records
Fanwen Meng, Kiok Liang Teow, Kelvin Wee Sheng Teo, Chee Kheong Ooi and Seow Yian Tay
2018doi: 10.3934/jimo.2018079 +[Abstract](239) +[HTML](194) +[PDF](419.3KB)
A new relaxed CQ algorithm for solving split feasibility problems in Hilbert spaces and its applications
Aviv Gibali, Dang Thi Mai and Nguyen The Vinh
2018doi: 10.3934/jimo.2018080 +[Abstract](283) +[HTML](228) +[PDF](1652.32KB)
Predicting non-life insurer's insolvency using non-kernel fuzzy quadratic surface support vector machines
Ye Tian, Wei Yang, Gene Lai and Menghan Zhao
2018doi: 10.3934/jimo.2018081 +[Abstract](250) +[HTML](251) +[PDF](376.01KB)
Robust and sparse portfolio model for index tracking
Chao Zhang, Jingjing Wang and Naihua Xiu
2018doi: 10.3934/jimo.2018082 +[Abstract](231) +[HTML](242) +[PDF](373.42KB)
Global and local advertising strategies: A dynamic multi-market optimal control model
Marcelo J. Villena and Mauricio Contreras
2018doi: 10.3934/jimo.2018084 +[Abstract](304) +[HTML](121) +[PDF](1932.33KB)
Optimization of a condition-based duration-varying preventive maintenance policy for the stockless production system based on queueing model
Jianyu Cao and Weixin Xie
2018doi: 10.3934/jimo.2018085 +[Abstract](184) +[HTML](123) +[PDF](757.55KB)
Performance analysis of a cooperative flow game algorithm in ad hoc networks and a comparison to Dijkstra's algorithm
Serap Ergün, Sirma Zeynep Alparslan Gök, Tuncay Aydoǧan and Gerhard Wilhelm Weber
2018doi: 10.3934/jimo.2018086 +[Abstract](236) +[HTML](168) +[PDF](581.26KB)
Unified optimality conditions for set-valued optimizations
Geng-Hua Li and Sheng-Jie Li
2018doi: 10.3934/jimo.2018087 +[Abstract](174) +[HTML](120) +[PDF](348.15KB)
Single-machine bi-criterion scheduling with release times and exponentially time-dependent learning effects
Ping Yan, Ji-Bo Wang and Li-Qiang Zhao
2018doi: 10.3934/jimo.2018088 +[Abstract](142) +[HTML](149) +[PDF](391.04KB)
Optimality conditions and duality for minimax fractional programming problems with data uncertainty
Xiao-Bing Li, Qi-Lin Wang and Zhi Lin
2018doi: 10.3934/jimo.2018089 +[Abstract](223) +[HTML](111) +[PDF](410.88KB)
The optimal pricing and ordering policy for temperature sensitive products considering the effects of temperature on demand
Bing-Bing Cao, Zhi-Ping Fan and Tian-Hui You
2018doi: 10.3934/jimo.2018090 +[Abstract](216) +[HTML](113) +[PDF](509.13KB)
Maritime inventory routing problem with multiple time windows
Nurhadi Siswanto, Stefanus Eko Wiratno, Ahmad Rusdiansyah and Ruhul Sarker
2018doi: 10.3934/jimo.2018091 +[Abstract](208) +[HTML](147) +[PDF](969.83KB)
Linear bilevel multiobjective optimization problem: Penalty approach
Yibing Lv and Zhongping Wan
2018doi: 10.3934/jimo.2018092 +[Abstract](216) +[HTML](109) +[PDF](343.71KB)
A hybrid inconsistent sustainable chemical industry evaluation method
Ying Han, Zhenyu Lu and Sheng Chen
2018doi: 10.3934/jimo.2018093 +[Abstract](150) +[HTML](104) +[PDF](950.01KB)
A smoothing augmented Lagrangian method for nonconvex, nonsmooth constrained programs and its applications to bilevel problems
Qingsong Duan, Mengwei Xu, Yue Lu and Liwei Zhang
2018doi: 10.3934/jimo.2018094 +[Abstract](148) +[HTML](162) +[PDF](431.91KB)
Bi-objective integrated supply chain design with transportation choices: A multi-objective particle swarm optimization
Xia Zhao and Jianping Dou
2018doi: 10.3934/jimo.2018095 +[Abstract](196) +[HTML](246) +[PDF](3066.77KB)
Note on : Supply chain inventory model for deteriorating items with maximum lifetime and partial trade credit to credit risk customers
Prasenjit Pramanik, Sarama Malik Das and Manas Kumar Maiti
2018doi: 10.3934/jimo.2018096 +[Abstract](266) +[HTML](151) +[PDF](577.0KB)
An inventory model with imperfect item, inspection errors, preventive maintenance and partial backlogging in uncertainty environment
Javad Taheri-Tolgari, Mohammad Mohammadi, Bahman Naderi, Alireza Arshadi-Khamseh and Abolfazl Mirzazadeh
2018doi: 10.3934/jimo.2018097 +[Abstract](368) +[HTML](192) +[PDF](2936.83KB)
Multi-item deteriorating two-echelon inventory model with price- and stock-dependent demand: A trade-credit policy
Magfura Pervin, Sankar Kumar Roy and Gerhard Wilhelm Weber
2018doi: 10.3934/jimo.2018098 +[Abstract](312) +[HTML](185) +[PDF](617.04KB)
Stability in mean for fuzzy differential equation
Cuilian You and Yangyang Hao
2018doi: 10.3934/jimo.2018099 +[Abstract](154) +[HTML](123) +[PDF](164.11KB)
Perturbation analysis of a class of conic programming problems under Jacobian uniqueness conditions
Ziran Yin and Liwei Zhang
2018doi: 10.3934/jimo.2018100 +[Abstract](176) +[HTML](135) +[PDF](320.27KB)
Necessary optimality conditions for nonautonomous optimal control problems and its applications to bilevel optimal control
Jianxiong Ye and An Li
2018doi: 10.3934/jimo.2018101 +[Abstract](194) +[HTML](106) +[PDF](443.76KB)
Performance analysis of a discrete-time $ Geo/G/1$ retrial queue with non-preemptive priority, working vacations and vacation interruption
Shaojun Lan and Yinghui Tang
2018doi: 10.3934/jimo.2018102 +[Abstract](166) +[HTML](147) +[PDF](695.4KB)
Probabilistic control of Markov jump systems by scenario optimization approach
Yanqing Liu, Yanyan Yin, Kok Lay Teo, Song Wang and Fei Liu
2018doi: 10.3934/jimo.2018103 +[Abstract](192) +[HTML](119) +[PDF](392.78KB)
Online and offline cooperation under buy-online, pick-up-in-store: Pricing and inventory decisions
Chen Fan, Yongmei Liu, Xuehua Yang, Xiaohong Chen and Junhua Hu
2018doi: 10.3934/jimo.2018104 +[Abstract](218) +[HTML](223) +[PDF](766.21KB)
Risk measure optimization: Perceived risk and overconfidence of structured product investors
Xi Chen, Zongrun Wang, Songhai Deng and Yong Fang
2018doi: 10.3934/jimo.2018105 +[Abstract](242) +[HTML](123) +[PDF](981.72KB)
Multiperiod portfolio optimization for asset-liability management with quadratic transaction costs
Zhongbao Zhou, Ximei Zeng, Helu Xiao, Tiantian Ren and Wenbin Liu
2018doi: 10.3934/jimo.2018106 +[Abstract](157) +[HTML](162) +[PDF](508.45KB)
An interior point continuous path-following trajectory for linear programming
Liming Sun and Li-Zhi Liao
2018doi: 10.3934/jimo.2018107 +[Abstract](211) +[HTML](148) +[PDF](423.11KB)
CP and MIP approaches for soccer analysis
Robinson Duque, Alejandro Arbelaez and Juan Francisco Díaz
2018doi: 10.3934/jimo.2018109 +[Abstract](267) +[HTML](135) +[PDF](813.39KB)
Fair-fixture: Minimizing carry-over effects in football leagues
Dilek Günneç and Ezgi Demir
2018doi: 10.3934/jimo.2018110 +[Abstract](223) +[HTML](230) +[PDF](293.19KB)
Optimal pricing of perishable products with replenishment policy in the presence of strategic consumers
Guodong Yi, Xiaohong Chen and Chunqiao Tan
2018doi: 10.3934/jimo.2018112 +[Abstract](143) +[HTML](91) +[PDF](446.56KB)
Equilibrium and optimal balking strategies for low-priority customers in the M/G/1 queue with two classes of customers and preemptive priority
Biao Xu, Xiuli Xu and Zhong Yao
2018doi: 10.3934/jimo.2018113 +[Abstract](113) +[HTML](103) +[PDF](583.55KB)
Online ordering strategy for the discrete newsvendor problem with order value-based free-shipping
Yong Zhang, Huifen Zhong, Yue Liu and Menghu Huang
2018doi: 10.3934/jimo.2018114 +[Abstract](88) +[HTML](67) +[PDF](337.17KB)
Coordinating a multi-echelon supply chain under production disruption and price-sensitive stochastic demand
Bibhas C. Giri and Bhaba R. Sarker
2018doi: 10.3934/jimo.2018115 +[Abstract](150) +[HTML](139) +[PDF](747.33KB)
Asymptotic convergence of stationary points of stochastic multiobjective programs with parametric variational inequality constraint via SAA approach
Liping Pang, Fanyun Meng and Jinhe Wang
2018doi: 10.3934/jimo.2018116 +[Abstract](76) +[HTML](92) +[PDF](557.11KB)
Recovering optimal solutions via SOC-SDP relaxation of trust region subproblem with nonintersecting linear constraints
Jinyu Dai, Shu-Cherng Fang and Wenxun Xing
2018doi: 10.3934/jimo.2018117 +[Abstract](171) +[HTML](175) +[PDF](465.92KB)
Coordinating the supplier-retailer supply chain under noise effect with bundling and inventory strategies
Ata Allah Taleizadeh, Leopoldo Eduardo Cárdenas-Barrón and Roya Sohani
2018doi: 10.3934/jimo.2018118 +[Abstract](81) +[HTML](198) +[PDF](536.13KB)
A note on network repair crew scheduling and routing for emergency relief distribution problem
Huai-Che Hong and Bertrand M. T. Lin
2018doi: 10.3934/jimo.2018119 +[Abstract](80) +[HTML](69) +[PDF](267.67KB)
A savings analysis of horizontal collaboration among VMI suppliers
Benedikt De Vos, Birger Raa and Stijn De Vuyst
2018doi: 10.3934/jimo.2018120 +[Abstract](116) +[HTML](65) +[PDF](520.17KB)
Coordination of VMI supply chain with a loss-averse manufacturer under quality-dependency and marketing-dependency
Fuyou Huang, Juan He and Jian Wang
2018doi: 10.3934/jimo.2018121 +[Abstract](131) +[HTML](76) +[PDF](385.61KB)
Memoryless quasi-Newton methods based on spectral-scaling Broyden family for unconstrained optimization
Shummin Nakayama, Yasushi Narushima and Hiroshi Yabe
2018doi: 10.3934/jimo.2018122 +[Abstract](165) +[HTML](137) +[PDF](385.67KB)
Homotopy method for solving generalized Nash equilibrium problem with equality and inequality constraints
Xiaona Fan, Li Jiang and Mengsi Li
2018doi: 10.3934/jimo.2018123 +[Abstract](87) +[HTML](84) +[PDF](401.3KB)
Uncertain portfolio selection with mental accounts and background risk
Li Xue and Hao Di
2018doi: 10.3934/jimo.2018124 +[Abstract](137) +[HTML](73) +[PDF](481.51KB)
Capital-constrained supply chain with multiple decision attributes: Decision optimization and coordination analysis
Nina Yan, Tingting Tong and Hongyan Dai
2018doi: 10.3934/jimo.2018125 +[Abstract](133) +[HTML](74) +[PDF](1021.33KB)
An economic order quantity for deteriorating items with allowable rework of deteriorated products
Mahdi Karimi, Seyed Jafar Sadjadi and Alireza Ghasemi Bijaghini
2018doi: 10.3934/jimo.2018126 +[Abstract](205) +[HTML](190) +[PDF](776.15KB)
Sparse probabilistic Boolean network problems: A partial proximal-type operator splitting method
Kangkang Deng, Zheng Peng and Jianli Chen
2018doi: 10.3934/jimo.2018127 +[Abstract](84) +[HTML](91) +[PDF](525.84KB)
Dual algorithms based on the proximal bundle method for solving convex minimax fractional programs
Hssaine Boualam and Ahmed Roubi
2018doi: 10.3934/jimo.2018128 +[Abstract](95) +[HTML](88) +[PDF](451.49KB)
A mean-reverting currency model with floating interest rates in uncertain environment
Weiwei Wang and Ping Chen
2018doi: 10.3934/jimo.2018129 +[Abstract](118) +[HTML](79) +[PDF](333.74KB)
Optimal investment and consumption in the market with jump risk and capital gains tax
Yong Ma, Shiping Shan and Weidong Xu
2018doi: 10.3934/jimo.2018130 +[Abstract](110) +[HTML](68) +[PDF](378.25KB)
Scheduling with step-deteriorating jobs to minimize the makespan
Cuixia Miao and Yuzhong Zhang
2018doi: 10.3934/jimo.2018131 +[Abstract](116) +[HTML](91) +[PDF](308.39KB)
Optimal dividend policy with liability constraint under a hidden Markov regime-switching model
Jiaqin Wei, Zhuo Jin and Hailiang Yang
2018doi: 10.3934/jimo.2018132 +[Abstract](88) +[HTML](100) +[PDF](507.74KB)
Extreme values problem of uncertain heat equation
Xiangfeng Yang and Yaodong Ni
2018doi: 10.3934/jimo.2018133 +[Abstract](92) +[HTML](61) +[PDF](315.82KB)
An efficient algorithm for non-convex sparse optimization
Yong Wang, Wanquan Liu and Guanglu Zhou
2018doi: 10.3934/jimo.2018134 +[Abstract](20) +[HTML](15) +[PDF](600.83KB)
Double projection algorithms for solving the split feasibility problems
Ya-zheng Dang, Jie Sun and Su Zhang
2018doi: 10.3934/jimo.2018135 +[Abstract](13) +[HTML](43) +[PDF](351.47KB)
An accelerated augmented Lagrangian method for multi-criteria optimization problem
Xueyong Wang, Yiju Wang and Gang Wang
2018doi: 10.3934/jimo.2018136 +[Abstract](19) +[HTML](9) +[PDF](326.1KB)
Fairness preference based decision-making model for concession period in PPP projects
Xue Yan, Heap-Yih Chong, Jing Zhou, Zhaohan Sheng and Feng Xu
2018doi: 10.3934/jimo.2018137 +[Abstract](13) +[HTML](19) +[PDF](2195.5KB)
Continuity of solutions mappings of parametric set optimization problems
Jiawei Chen, Guangmin Wang, Xiaoqing Ou and Wenyan Zhang
2018doi: 10.3934/jimo.2018138 +[Abstract](22) +[HTML](9) +[PDF](388.8KB)
A new class of global fractional-order projective dynamical system with an application
Zeng-bao Wu, Yun-zhi Zou and Nan-jing Huang
2018doi: 10.3934/jimo.2018139 +[Abstract](17) +[HTML](11) +[PDF](379.19KB)
Necessary optimality condition for trilevel optimization problem
Gaoxi Li, Zhongping Wan, Jia-wei Chen and Xiaoke Zhao
2018doi: 10.3934/jimo.2018140 +[Abstract](11) +[HTML](48) +[PDF](377.53KB)
Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework
Yan Zhang, Yonghong Wu, Benchawan Wiwatanapataphee and Francisca Angkola
2018doi: 10.3934/jimo.2018141 +[Abstract](10) +[HTML](28) +[PDF](1390.16KB)
Improved Cuckoo Search algorithm for numerical function optimization
Jianjun Liu, Min Zeng, Yifan Ge, Changzhi Wu and Xiangyu Wang
2018doi: 10.3934/jimo.2018142 +[Abstract](40) +[HTML](18) +[PDF](477.16KB)
Interdependent demand in the two-period newsvendor problem
Reza Lotfi, Gerhard-Wilhelm Weber, S. Mehdi Sajadifar and Nooshin Mardani
2018doi: 10.3934/jimo.2018143 +[Abstract](24) +[HTML](18) +[PDF](688.84KB)
Application of preservation technology for lifetime dependent products in an integrated production system
Muhammad Waqas Iqbal and Biswajit Sarkar
2018doi: 10.3934/jimo.2018144 +[Abstract](16) +[HTML](33) +[PDF](580.69KB)
Optimization of fourth order Sturm-Liouville type differential inclusions with initial point constraints
Elimhan N. Mahmudov
2018doi: 10.3934/jimo.2018145 +[Abstract](22) +[HTML](12) +[PDF](447.77KB)
Application of the preventive maintenance scheduling to increase the equipment reliability: Case study- bag filters in cement factory
Masoud Ebrahimi, Seyyed Mohammad Taghi Fatemi Ghomi and Behrooz Karimi
2018doi: 10.3934/jimo.2018146 +[Abstract](10) +[HTML](22) +[PDF](575.67KB)
Robust optimal consumption-investment strategy with non-exponential discounting
Jiaqin Wei, Danping Li and Yan Zeng
2018doi: 10.3934/jimo.2018147 +[Abstract](12) +[HTML](27) +[PDF](519.11KB)
Single machine and flowshop scheduling problems with sum-of-processing time based learning phenomenon
Xingong Zhang
2018doi: 10.3934/jimo.2018148 +[Abstract](12) +[HTML](9) +[PDF](317.95KB)
A three term Polak-Ribière-Polyak conjugate gradient method close to the memoryless BFGS quasi-Newton method
Min Li
2018doi: 10.3934/jimo.2018149 +[Abstract](13) +[HTML](21) +[PDF](555.36KB)
Mechanism design in a supply chain with ambiguity in private information
Feimin Zhong, Wei Zeng and Zhongbao Zhou
2018doi: 10.3934/jimo.2018151 +[Abstract](16) +[HTML](17) +[PDF](484.63KB)
Pricing and modularity decisions under competition
Feng Tao, Hao Shao and KinKeung Lai
2018doi: 10.3934/jimo.2018152 +[Abstract](17) +[HTML](7) +[PDF](577.79KB)
On the M-eigenvalue estimation of fourth-order partially symmetric tensors
Haitao Che, Haibin Chen and Yiju Wang
2018doi: 10.3934/jimo.2018153 +[Abstract](13) +[HTML](6) +[PDF](200.95KB)
Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax
Lin Xu, Dingjun Yao and Gongpin Cheng
2018doi: 10.3934/jimo.2018154 +[Abstract](21) +[HTML](48) +[PDF](573.09KB)
A simple and efficient technique to accelerate the computation of a nonlocal dielectric model for electrostatics of biomolecule
Jiao Li and Jinyong Ying
2018doi: 10.3934/jimo.2018155 +[Abstract](13) +[HTML](28) +[PDF](455.96KB)
Analysis of strategic customer behavior in fuzzy queueing systems
Gang Chen, Zaiming Liu and Jingchuan Zhang
2018doi: 10.3934/jimo.2018157 +[Abstract](13) +[HTML](20) +[PDF](497.66KB)
Option pricing formulas for generalized fuzzy stock model
Cuilian You and Le Bo
2018doi: 10.3934/jimo.2018158 +[Abstract](16) +[HTML](13) +[PDF](266.45KB)
Integrated supply chain design models: a survey and future research directions
Zuo-Jun max Shen
2007, 3(1) : 1-27 doi: 10.3934/jimo.2007.3.1 +[Abstract](853) +[PDF](307.0KB) Cited By(107)
The control parameterization method for nonlinear optimal control: A survey
Qun Lin, Ryan Loxton and Kok Lay Teo
2014, 10(1) : 275-309 doi: 10.3934/jimo.2014.10.275 +[Abstract](1205) +[PDF](598.1KB) Cited By(77)
New adaptive stepsize selections in gradient methods
Giacomo Frassoldati, Luca Zanni and Gaetano Zanghirati
2008, 4(2) : 299-312 doi: 10.3934/jimo.2008.4.299 +[Abstract](726) +[PDF](201.3KB) Cited By(47)
A new exact penalty function method for continuous inequality constrained optimization problems
Changjun Yu, Kok Lay Teo, Liansheng Zhang and Yanqin Bai
2010, 6(4) : 895-910 doi: 10.3934/jimo.2010.6.895 +[Abstract](817) +[PDF](211.0KB) Cited By(44)
Solutions and optimality criteria to box constrained nonconvex minimization problems
David Yang Gao
2007, 3(2) : 293-304 doi: 10.3934/jimo.2007.3.293 +[Abstract](608) +[PDF](206.4KB) Cited By(41)
Modelling and optimal control for nonlinear multistage dynamical system of microbial fed-batch culture
Chongyang Liu, Zhaohua Gong, Enmin Feng and Hongchao Yin
2009, 5(4) : 835-850 doi: 10.3934/jimo.2009.5.835 +[Abstract](715) +[PDF](216.5KB) Cited By(40)
Solving structural engineering design optimization problems using an artificial bee colony algorithm
Harish Garg
2014, 10(3) : 777-794 doi: 10.3934/jimo.2014.10.777 +[Abstract](844) +[PDF](325.2KB) Cited By(37)
Fractional order optimal control problems with free terminal time
Shakoor Pooseh, Ricardo Almeida and Delfim F. M. Torres
2014, 10(2) : 363-381 doi: 10.3934/jimo.2014.10.363 +[Abstract](838) +[PDF](255.3KB) Cited By(37)
A novel approach in uncertain programming part I: new arithmetic and order relation for interval numbers
Bao Qing Hu and Song Wang
2006, 2(4) : 351-371 doi: 10.3934/jimo.2006.2.351 +[Abstract](706) +[PDF](272.3KB) Cited By(36)
A class of gap functions for quasi-variational inequality problems
Masao Fukushima
2007, 3(2) : 165-171 doi: 10.3934/jimo.2007.3.165 +[Abstract](742) +[PDF](129.8KB) Cited By(35)
An integrated Principal Component Analysis and multi-objective mathematical programming approach to agile supply chain network design under uncertainty
Azam Moradi, Jafar Razmi, Reza Babazadeh and Ali Sabbaghnia
2018, 13(5) : 1-25 doi: 10.3934/jimo.2018074 +[Abstract](5257) +[HTML](1718) +[PDF](2205.6KB) PDF Downloads(322)
The optimal cash holding models for stochastic cash management of continuous time
Zhengyan Wang, Guanghua Xu, Peibiao Zhao and Zudi Lu
2018, 14(1) : 1-17 doi: 10.3934/jimo.2017034 +[Abstract](1367) +[HTML](539) +[PDF](501.69KB) PDF Downloads(263)
Linearized block-wise alternating direction method of multipliers for multiple-block convex programming
Zhongming Wu, Xingju Cai and Deren Han
2018, 14(3) : 833-855 doi: 10.3934/jimo.2017078 +[Abstract](1061) +[HTML](466) +[PDF](2338.72KB) PDF Downloads(187)
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](1355) +[HTML](581) +[PDF](911.24KB) PDF Downloads(180)
Strategic behavior and optimal strategies in an M/G/1 queue with Bernoulli vacations
Sheng Zhu and Jinting Wang
2018, 14(4) : 1297-1322 doi: 10.3934/jimo.2018008 +[Abstract](880) +[HTML](447) +[PDF](601.98KB) PDF Downloads(145)
Optimal decisions for a dual-channel supply chain under information asymmetry
Mingyong Lai, Hongzhao Yang, Erbao Cao, Duo Qiu and Jing Qiu
2018, 14(3) : 1023-1040 doi: 10.3934/jimo.2017088 +[Abstract](1073) +[HTML](724) +[PDF](559.23KB) PDF Downloads(139)
Gap functions and Hausdorff continuity of solution mappings to parametric strong vector quasiequilibrium problems
Lam Quoc Anh and Nguyen Van Hung
2018, 14(1) : 65-79 doi: 10.3934/jimo.2017037 +[Abstract](907) +[HTML](549) +[PDF](396.88KB) PDF Downloads(137)
The modified inertial relaxed CQ algorithm for solving the split feasibility problems
Suthep Suantai, Nattawut Pholasa and Prasit Cholamjiak
2018, 14(4) : 1595-1615 doi: 10.3934/jimo.2018023 +[Abstract](1138) +[HTML](533) +[PDF](473.12KB) PDF Downloads(135)
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
2018, 14(3) : 877-894 doi: 10.3934/jimo.2017080 +[Abstract](698) +[HTML](411) +[PDF](491.76KB) PDF Downloads(93)
On optimality conditions and duality for non-differentiable interval-valued programming problems with the generalized (F, ρ)-convexity
Xiuhong Chen and Zhihua Li
2018, 14(3) : 895-912 doi: 10.3934/jimo.2017081 +[Abstract](765) +[HTML](398) +[PDF](390.82KB) PDF Downloads(87)

2017  Impact Factor: 0.994

Editors

Referees

Librarians

Email Alert

[Back to Top]