Total Unimodularity 矩阵 $A$ 是全单位模 (totally unimodular) 矩阵，如果它的每一个方的子矩阵的行列式取值于 $\{0, \pm1\}$. 这意味着 $A$ 的……
发表在 Operations Research, 2010. DOI: https://doi.org/10.1287/opre.1090.0741. Subject classifications: programming: stochastic; statistics: estimation; finance: portfolio. Area of review: Optimization. 这篇文章讲的是 moment-based DRO . 文章一共就四章。 在我眼里……
发表在 Operations Research, 2022. DOI: https://doi.org/10.1287/opre.2021.2238. Area of Review: Optimization Keywords: robust optimization; robust satisficing; data-driven; discrete optimization; stochastic optimization; fragility measure 这篇文章提出了 robust satisficing 这一鲁棒优化的 fr……
Knapsack Problem 背包问题，指的是要往一个容量有限的背包里装尽可能价值更高的物品。 物品重量 $a_i……
Primal-dual Method to Network Flow 原始对偶算法是解决组合优化问题的通法。最短路和最大流是网络流中最经典的两个……
发表在 Reliability Engineering and System Safety, 2017. DOI: https://doi.org/10.1016/j.ress.2016.08.013. Keywords: Interdependent critical infrastructure; Resilience; Reliability; Agent-based modeling; Interdependency 这篇文章提出了一个定量地评估系统韧性的方法。……
这是凸优化这本书的最后一章。 在之前已经介绍过了，如果凸优化问题只有等式约束，那么可以……
线性规划的原始-对偶方法 (primal-dual method) 是设计组合优化问题算法的标准工具，它由 Dantzig、F……
发表在 Management Science, 2020. DOI: https://doi.org/10.1287/mnsc.2018.3253. Area of review: optimization. Keywords: data-driven decision making; machine learning; stochastic optimization We combine ideas from machine learning (ML) and operations research and management science (OR/MS) in developing a framework, along with sp……
发表在 Management Science, 2022. DOI: https://doi.org/10.1287/mnsc.2021.4011. Area of review: Management Science Special Section on Data-Driven Prescriptive Analytics. Keywords: dynamic pricing; inventory control; perishable inventory; nonstationary environment; data-driven analysis; estimation; exploration-exploitation 这篇文章的内容非常之……