多面体与线性不等式 $Ax \leq b$ 有着紧密的联系，围绕这它们，主要有两个研究问题： 系统 $Ax \leq b$ 是……
发表在 Operations Research, 2016. DOI: https://doi.org/10.1287/opre.2016.1505. Keywords: choice modeling; assortment optimization; model selection. Subject classifications: probability: stochastic model applications; queues: Markovian. Area of review: Operations and Supply Chain. 选择模型 (customer choice model) 是一个在经……
发表在 Operations Research, 2010. DOI: https://doi.org/10.1287/opre.1100.0866. Subject classfications: assortment optimization; multinomial logit choice model; capacity constraint. Area of review: Revenue Management. 这篇文章讲述在有 capacity constraint 的情况下如何求解 MNL……
次梯度 subgradient 当优化问题的目标函数不可微的时候，我们就会去考虑梯度的替代品：次梯度。 一些目……
一名科研人员的 h 指数是指 ta 的 (n 篇论文中) 总共有 h 篇论文分别被引用了至少 h 次。且其余的……
There are only two kinds of math books: those you cannot read beyond the first sentence, and those you cannot read beyond the first page. —— C. N. Yang 度量空间 (Metric Space) 一个集合 $X……
发表在 Production and Operations Management, 2010. DOI: https://doi.org/10.3401/poms.1080.01194. Key words: facility location; robust optimization; uncertainty; robust counterpart 这是一篇中规中矩的讲述利用经典鲁棒优化方法来解……
绝对连续 Absolute Continuity A function $f:[a, b] \rightarrow \mathbb{R}$ is said to be absolutely continuous on $[a, b]$ if, given $\varepsilon>0$, there exists some $\delta>0$ such that $$ \sum_{i=1}^{n}\left|f\left(y_{i}\right)-f\left(x_{i}\right)\right|<\varepsilon $$ whenever $\left\{\left[x_{i}, y_{i}\right]: i=1, \ldots, n\right\}$ is a finite……
发表在 Operations Research, 2022. DOI: https://doi.org/10.1287/opre.2021.2158. Subject Classifications: Buyer behavior, Choice models, Computational complexity Area of Review: OR Practice Keywords: choice models; product assortment; machine learning;……
问题简述 带有不确定性的序贯决策问题：有 $N$ 种行为，每次选择一种，收到回报（reward……