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- Description:
- This thesis studies three approaches for solving linear programs with complementarity constraints (LPCC). The focus of Chapter 2 lies on difference-of-convex (DC) penalty formulations and the associated difference-of-convex algorithm (DCA) for computing stationary solutions of LPCCs. We concentrate on three such formulations and establish connections between their stationary solutions and...
- Keyword:
- Algorithms, Bilevel programming, global optimization, stationary, difference of convex, and Complementarity constraints
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Francisco Ivan Jara Moroni
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 10/14/2019
- Date Modified:
- 10/14/2019
- Date Created:
- 2018-01-01
- Resource Type:
- Dissertation
-
- Description:
- One of the main drivers of complexity in a service system is the dependence between different random variables describing the system. For example, the queue lengths at different time points and the waiting times of different items (jobs, customers) in queue are strongly dependent. To reduce dependence-related complexities, it is...
- Keyword:
- Pricing, Fluid Approximation, Queing Model, Service Systems, and Dependencies
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Chenguang Wu
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 09/30/2019
- Date Modified:
- 09/30/2019
- Date Created:
- 1/1/2018
- Resource Type:
- Dissertation
-
- Description:
- Marathons are long distance running events with many participants, often organized in heavily populated cities. A key component in marathon planning operations is the design of the marathon course to be followed during the race. In addition to the technical requirements regarding length and incline change, marathon courses must satisfy...
- Keyword:
- multiobjective optimization, disjunctive programming, integer programming, routing, and linear programming
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Mehmet Basdere
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 04/09/2019
- Date Modified:
- 04/09/2019
- Date Created:
- 2018-01-01
- Resource Type:
- Dissertation
-
- Description:
- This dissertation explores the relationship between how teams form and what they need to perform. It adopts the perspective that technology is fundamental to organizing in modern workplaces and examines how technology may both enhance and constrain teamwork. By adopting this perspective, two questions naturally follow. First, how do teams...
- Keyword:
- Organizational Teams, Affordances, Social Media, Technology Adoption, Communication, and Social Networks
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Jacqueline Ng
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 04/01/2019
- Date Modified:
- 04/01/2019
- Date Created:
- 2018-01-01
- Resource Type:
- Dissertation
-
- Description:
- Unstructured data like text is plentiful and possibly contains valuable insights leading to a better decision-making process. Manually obtaining these insights can be costly and time-consuming. Text mining, also known as Text analytics, is developed to derive meaningful information from textual data. It is widely applied in various domains such...
- Keyword:
- Text analytics, Information retrieval, Text mining, Machine learning, and Document classification
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Papis Wongchaisuwat
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 02/22/2019
- Date Modified:
- 02/22/2019
- Date Created:
- 2018-01-01
- Resource Type:
- Dissertation
-
- Description:
- The thesis contains all four chapters of my Ph.D. research on deep learning and text mining. The first chapter, "Temporal Topic Analysis with Endogenous and Exogenous Processes'', proposes a topic model which mines temporal economy-related documents with an exogenous economic indicator, and finds the relationship between document topics and the...
- Keyword:
- deep learning and text mining
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Baiyang Wang
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 02/15/2019
- Date Modified:
- 02/15/2019
- Date Created:
- 2017-01-01
- Resource Type:
- Dissertation
-
- Keyword:
- Industrial Engineering and Management Sciences
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Kezban Yagci Sokat
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 01/25/2019
- Date Modified:
- 01/25/2019
- Date Created:
- 2017-01-01
- Resource Type:
- Dissertation
-
- Description:
- This work is a collection of articles featuring applications of operations research primarily on solid organ transplantation. At the time of writing, 111,434 Americans were waiting for a liver or kidney transplant. Only 26,901 transplants were performed last year – a consequence of the scarcity of organ donors and the...
- Keyword:
- organ alllocation, geographic disparities, scale heterogeneity, and medical decision making
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Vikram Kilambi
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 01/09/2019
- Date Modified:
- 01/09/2019
- Date Created:
- 2017-01-01
- Resource Type:
- Dissertation
-
- Description:
- Machine learning has been widely applied to solve intricate problems in finance. Yet in options theory, machine learning methods are less visited due to the structural complexity of the derivatives market. This dissertation focuses on using machine learning algorithms to obtain optimal decisions for three distinct option-related problems. In the...
- Keyword:
- Financial application, Support vector regression, Reinforcement learning, Option market, and Machine learning
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Yaxiong Zeng
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 10/09/2018
- Date Modified:
- 10/09/2018
- Date Created:
- 2017-01-01
- Resource Type:
- Dissertation
-
- Description:
- Risk measurement involves estimating some functional of a loss distribution. This calls for nested simulation, in which risk factors are sampled at an outer level of simulation, while the inner level of simulation provides estimates of loss given each realization of the risk factors. Assessing the statistical uncertainty of estimates...
- Keyword:
- empirical likelihood, expected shortfall, kriging, and risk
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Evren Baysal
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 10/01/2018
- Date Modified:
- 10/01/2018
- Date Created:
- 2008-12-08
- Resource Type:
- Dissertation
-
- Description:
- Stochastic programming models static or dynamic optimal decision making under uncertainty. In contrast to deterministic mathematical programming, stochastic programming generally uses expectation functionals in objective or constraints over known or partially known distributions of the problem data. Its features many decision variables under complicated constraints over discrete time periods. Its...
- Keyword:
- stochastic optimization, interior point method, sparse grid, and chance constrained problem
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Sheng Yuan Chen
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 09/13/2018
- Date Modified:
- 09/13/2018
- Date Created:
- 2008-07-28
- Resource Type:
- Dissertation
-
- Description:
- Funding risky Research and Development (R&D) and New Product Development (NPD) projects is crucial for the long term health of any large company. Such funding decisions are multiobjective and are undertaken with sparse data. Therefore prescriptive or algorithmic solutions are not adopted by practitioners. Descriptive solutions that provide managerial insights...
- Keyword:
- Industrial
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Souvik Banerjee
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 09/13/2018
- Date Modified:
- 09/13/2018
- Date Created:
- 2008-05-22
- Resource Type:
- Dissertation
-
- Description:
- Operations Management (OM) is concerned with the processes involved in delivering goods and services to customers (Hopp and Spearman 2000, Shim and Siegel 1999). While recent surge in service and professional white collar work has greatly changed the arena of OM practice, OM research has not yet well address the...
- Keyword:
- Collaboration, Operations, and Network
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Fang Liu
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 09/10/2018
- Date Modified:
- 09/10/2018
- Date Created:
- 2008-05-09
- Resource Type:
- Dissertation
-
- Description:
- This dissertation studies the management of operations that match surplus inventory of one party to meet the need of another. The first part is concerned with the efficient and robust design of transshipment networks in a commercial environment. The second part is concerned with a sequential resource allocation problem in...
- Keyword:
- Sequential Resource Allocation, Transshipments, and Inventory Management
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Robert W Lien
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 09/08/2018
- Date Modified:
- 09/08/2018
- Date Created:
- 2008-05-08
- Resource Type:
- Dissertation
-
- Description:
- Both individual and institutional investors face a number of constraints in their consumption and investment decisions. We look at well-motivated constraints on the consumption process as well as liquidity constraints and study their impact on optimal consumption and investment policies under a dynamic discrete time setting.
- Keyword:
- investment, optimization, liquidity, portfolio, consumption, and non-decreasing
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Amit Vijay Bhandari
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 09/07/2018
- Date Modified:
- 09/07/2018
- Date Created:
- 2008-05-06
- Resource Type:
- Dissertation
-
- Description:
- The most important managerial criteria in supply chains are how to manage product, information and cash flows, and how to maximize profits by either increasing the revenue or decreasing the costs. Although the maximum benefits can be achieved if everyone follows the central planner's suggestions; unfortunately, the individual maximum profits...
- Keyword:
- quality, contract, supply chain, and equilibrium
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Gary Huaite Chao
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 08/28/2018
- Date Modified:
- 08/28/2018
- Date Created:
- 2007-12-07
- Resource Type:
- Dissertation
-
- Description:
- In this dissertation, we explore modeling and solution methods for intermodal drayage operations. This research is motivated by the need to provide operational choices in drayage operations to increase efficiency; however, as shown in our work, the introduction of this flexibility in modeling and solution methods is challenging. Intermodal freight...
- Keyword:
- drayage operations and vehicle routing problems
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Guangming Zhang
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 08/28/2018
- Date Modified:
- 08/28/2018
- Date Created:
- 2007-12-03
- Resource Type:
- Dissertation
-
- Description:
- In this thesis we discuss the issue of solving stochastic optimization problems using sampling methods. Numerical results have shown that using variance reduction techniques from statistics can result in significant improvements over Monte Carlo sampling in terms of the number of samples needed for convergence of the optimal objective value...
- Keyword:
- Stochastic Programming, Quasi-Monte Carlo, Padding, Latin Hypercube, Large Deviations, and QMC
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Shane Sebastian Drew
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 08/27/2018
- Date Modified:
- 08/27/2018
- Date Created:
- 2007-12-05
- Resource Type:
- Dissertation
-
- Description:
- Markov models are widely employed in cost-effectiveness analysis of healthcare interventions. Although such models are usually formulated at the individual level, it is also useful to examine outcomes at the population level. Analysts may wish to know the impact of a health intervention on a whole population instead of an...
- Keyword:
- Industrial Engineering
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Huang Min
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 08/16/2018
- Date Modified:
- 08/16/2018
- Date Created:
- 2007-10-11
- Resource Type:
- Dissertation
-
- Description:
- Nelson and Staum derived ranking-and-selection procedures that employ control-variate (CV) estimators instead of sample means to obtain greater statistical efficiency. However, control-variate estimators require more computational effort than sample means, and effective controls must be identified. In this dissertation, we present a new CV screening procedure to avoid much of...
- Keyword:
- Operations Research
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Shing Chih Tsai
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 08/14/2018
- Date Modified:
- 08/14/2018
- Date Created:
- 2007-08-23
- Resource Type:
- Dissertation