Simultaneous Column-and-Row Generation for Large-Scale Linear Programs with Column-Dependent-Rows

In this paper, we develop a simultaneous column-and-row generation algorithm that could be applied to a general class of large-scale linear programming problems. These problems typically arise in the context of linear programming formulations with exponentially many variables. The defining property for these formulations is a set of linking constraints, which are either too many … Read more

Single-Leg Airline Revenue Management with Overbooking

Airline revenue management is about identifying the maximum revenue seat allocation policies. Since a major loss in revenue results from cancellations and no-show passengers, over the years overbooking has received a significant attention in the literature. In this study, we propose new models for static and dynamic single-leg overbooking problems. In the static case, we … Read more

On EOQ Cost Models with Arbitrary Purchase and Transportation Costs

We analyze an economic order quantity cost model with unit out-of-pocket holding costs, unit opportunity costs of holding, fixed ordering costs, and general purchase-transportation costs. We identify the set of purchase-transportation cost functions for which this model is easy to solve and related to solving a one-dimensional convex minimization problem. For the remaining purchase-transportation cost … Read more

Recursive Approximation of the High Dimensional Max Function

An alternative smoothing method for the high dimensional $\max $ function has been studied. The proposed method is a recursive extension of the two dimensional smoothing functions. In order to analyze the proposed method, a theoretical framework related to smoothing methods has been discussed. Moreover, we support our discussion by considering some application areas. This … Read more