Annals of Operations Research

1997 - 2025

Current editor(s): Endre Boros

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Volume 134, month 2, 2005

Preface pp. 17-18

Dirk Kroese and Reuven Rubinstein

A Tutorial on the Cross-Entropy Method pp. 19-67

Pieter-Tjerk de Boer, Dirk Kroese, Shie Mannor and Reuven Rubinstein

Rare-Event Simulation of Non-Markovian Queueing Networks Using a State-Dependent Change of Measure Determined Using Cross-Entropy pp. 69-100

Pieter-Tjerk de Boer

The Cross-Entropy Method for Network Reliability Estimation pp. 101-118

K.-P. Hui, N. Bean, M. Kraetzl and Dirk Kroese

Importance Sampling Simulations of Markovian Reliability Systems Using Cross-Entropy pp. 119-136

Ad Ridder

Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment pp. 137-151

G. Alon, D. Kroese, T. Raviv and R. Rubinstein

Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method pp. 153-181

Krishna Chepuri and Tito Homem- de-Mello

Managing Stochastic, Finite Capacity, Multi-Project Systems through the Cross-Entropy Methodology pp. 183-199

Izack Cohen, Boaz Golany and Avraham Shtub

On the Convergence of the Cross-Entropy Method pp. 201-214

L. Margolin

Basis Function Adaptation in Temporal Difference Reinforcement Learning pp. 215-238

Ishai Menache, Shie Mannor and Nahum Shimkin

Volume 133, month 1, 2005

Preface pp. 17-20

Kok Teo, T. Cheng, Xiaoqiang Cai and Xiaoqi Yang

The DC (Difference of Convex Functions) Programming and DCA Revisited with DC Models of Real World Nonconvex Optimization Problems pp. 23-46

Le An and Pham Tao

Parameter-Free Dual Models for Fractional Programming with Generalized Invexity pp. 47-61

Jin-Chirng Lee and Hang-Chin Lai

A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints pp. 63-84

Gui-Hua Lin and Masao Fukushima

A Unified Class of Directly Solvable Semidefinite Programming Problems pp. 85-97

Masakazu Muramatsu

Smoothing Trust Region Methods for Nonlinear Complementarity Problems with P 0 -Functions pp. 99-117

Yu-Fei Yang and Liqun Qi

A Relaxed Approximate Proximal Point Algorithm pp. 119-125

Zhenhua Yang and Bingsheng He

An Exact Solution Method for Reliability Optimization in Complex Systems pp. 129-148

Duan Li, Xiaoling Sun and Ken McKinnon

Two-Machine Flowshop Batching and Scheduling pp. 149-161

B. Lin and T. Cheng

Group Scheduling with Controllable Setup and Processing Times: Minimizing Total Weighted Completion Time pp. 163-174

C. Ng, T. Cheng, Adam Janiak and Mikhail Kovalyov

A Flexible On-line Scheduling Algorithm for Batch Machine with Infinite Capacity pp. 175-181

Chung Poon and Wenci Yu

Preemptive Scheduling with Availability Constraints to Minimize Total Weighted Completion Times pp. 183-192

Guoqing Wang, Hongyi Sun and Chengbin Chu

The Economic Lot Scheduling Problem without Capacity Constraints pp. 193-205

Ming-Jong Yao

Robust Metaheuristic Algorithm for Redundancy Optimization in Large-Scale Complex Systems pp. 209-228

Hong Ryoo

A Geometric Programming Framework for Univariate Cubic L 1 Smoothing Splines pp. 229-248

Hao Cheng, Shu-Cherng Fang and John Lavery

Spreading Code Design Using a Global Optimization Method pp. 249-264

Hai Dam, Hans-Jürgen Zepernick, Sven Nordholm and Jörgen Nordberg

Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions pp. 265-276

Xiaotie Deng, Zhong Li, Shouyang Wang and Hailiang Yang

Computational Control of an HIV Model pp. 277-283

C. Myburgh and K. Wong

Optimal Recursive Estimation of Raw Data pp. 285-302

Anatoli Torokhti, Phil Howlett and Charles Pearce

Sensitivity Analysis Based Method for Optimal Road Network Pricing pp. 303-317

Jiang Ying

Design of ODMA Digital Waveforms Using Non-Convex Optimization Methods pp. 319-330

Zhuquan Zang and Sven Nordholm

Volume 132, month 11, 2004

Preface pp. 17-18

Urmila Diwekar, Reha Tütüncü and Andrew Schaefer

Cure Cycle Design for Thermosetting-Matrix Composites Fabrication under Uncertainty pp. 19-45

A. Mawardi and R. Pitchumani

Better Optimization of Nonlinear Uncertain Systems (BONUS): A New Algorithm for Stochastic Programming Using Reweighting through Kernel Density Estimation pp. 47-68

Kemal Sahin and Urmila Diwekar

Better Optimization of Nonlinear Uncertain Systems (BONUS) for Vehicle Structural Design pp. 69-84

Yan Fu and Kemal Sahin

Risk-Based Integration of Strategic and Tactical Capacity Planning pp. 85-108

Sunder Kekre, Uday Rao, Samarth Sarthi and Jinxin Yi

An Efficient Sampling Approach to Multiobjective Optimization pp. 109-134

Yan Fu and Urmila Diwekar

Model Independent Parametric Decision Making pp. 135-155

Ipsita Banerjee and Marianthi Ierapetritou

Robust Asset Allocation pp. 157-187

R.H. Tütüncü and M. Koenig

Optimization of Batch Reactions in Series with Uncertainty pp. 189-206

Keith Tomazi

Stochastic Dynamic Programming Formulation for a Wastewater Treatment Decision-Making Framework pp. 207-221

Julia Tsai, Victoria Chen, M. Beck and Jining Chen

Design of Controllable Batch Processes in the Presence of Uncertainty pp. 223-241

Sunil Shah and K.P. Madhavan

Managing Portfolios of Projects under Uncertainty pp. 243-256

Linda Nozick, Mark Turnquist and Ningxiong Xu

Flexibility Analysis in the Case of Incomplete Information about Uncertain Parameters pp. 257-275

G.M. Ostrovsky, L.E.K. Achenie, I.V. Datskov and Y.M. Volin

Flexible Energy Management and Heat Exchanger Network Design pp. 277-300

L. Tantimuratha and A.C. Kokossis

Locating Hybrid Fuel Cell–Turbine Power Generation Units under Uncertainty pp. 301-322

Laura Schaefer and Andrew Schaefer

Volume 131, month 10, 2004

Preface pp. 17-20

Ulrich Derigs and Stefan Voß

Density Based Problem Space Search for the Capacitated Clustering p-Median Problem pp. 21-43

Samad Ahmadi and Ibrahim Osman

On a Local-Search Heuristic for a Class of Tracking Error Minimization Problems in Portfolio Management pp. 45-77

Ulrich Derigs and Nils-H. Nickel

Pareto Ant Colony Optimization: A Metaheuristic Approach to Multiobjective Portfolio Selection pp. 79-99

Karl Doerner, Walter Gutjahr, Richard Hartl, Christine Strauss and Christian Stummer

A Short Note on a Simple Search Heuristic for the Diskspacking Problem pp. 101-108

Huang Wenqi and Kang Yan

Path Relinking, Cycle-Based Neighbourhoods and Capacitated Multicommodity Network Design pp. 109-133

Ilfat Ghamlouche, Teodor Crainic and Michel Gendreau

A Comparative Study of Multiple-Objective Metaheuristics on the Bi-Objective Set Covering Problem and the Pareto Memetic Algorithm pp. 135-158

Andrzej Jaszkiewicz

Competitive Memetic Algorithms for Arc Routing Problems pp. 159-185

Philippe Lacomme, Christian Prins and Wahiba Ramdane-Cherif

GENI Ants for the Traveling Salesman Problem pp. 187-201

François-Xavier Le Louarn, Michel Gendreau and Jean-Yves Potvin

TSpack: A Unified Tabu Search Code for Multi-Dimensional Bin Packing Problems pp. 203-213

Andrea Lodi, Silvano Martello and Daniele Vigo

A Rollout Metaheuristic for Job Shop Scheduling Problems pp. 215-235

Carlo Meloni, Dario Pacciarelli and Marco Pranzo

LSSPER: Solving the Resource-Constrained Project Scheduling Problem with Large Neighbourhood Search pp. 237-257

Mireille Palpant, Christian Artigues and Philippe Michelon

Multistart Tabu Search Strategies for the Unconstrained Binary Quadratic Optimization Problem pp. 259-282

Gintaras Palubeckis

An Ant Colony Optimization Algorithm for the Minimum Weight Vertex Cover Problem pp. 283-304

Shyong Shyu, Peng-Yeng Yin and Bertrand Lin

A Population-Based Approach to the Resource-Constrained Project Scheduling Problem pp. 305-324

Vicente Valls, Francisco Ballestín and Sacramento Quintanilla

Multilevel Refinement for Combinatorial Optimisation Problems pp. 325-372

Chris Walshaw

Model-Based Search for Combinatorial Optimization: A Critical Survey pp. 373-395

Mark Zlochin, Mauro Birattari, Nicolas Meuleau and Marco Dorigo