Now showing items 1-20 of 169

    • Multi-period pricing for perishable products : uncertainty and competition 

      Zhang, Lei, Ph. D. Massachusetts Institute of Technology. Department Electrical Engineering and Computer Science. (Massachusetts Institute of Technology, 2006)
      The pricing problem in a multi-period setting is a challenging problem and has attracted much attention in recent years. In this thesis, we consider a monopoly and an oligopoly pricing problem. In the latter, several sellers ...
    • Reduced basis method for 2nd order wave equation : application to one-dimensional seismic problem 

      Tan Yong Kwang, Alex (Massachusetts Institute of Technology, 2006)
      In this thesis, we solve the 2nd order wave equation, which is hyperbolic and linear in nature, to determine the pressure distribution for a one-dimensional seismic problem with smooth initial pressure and rate of pressure ...
    • Runge-Kutta Discontinuous Galerkin method for the Boltzmann equation 

      Lui, Ho Man (Massachusetts Institute of Technology, 2006)
      In this thesis we investigate the ability of the Runge-Kutta Discontinuous Galerkin (RKDG) method to provide accurate and efficient solutions of the Boltzmann equation. Solutions of the Boltzmann equation are desirable in ...
    • Efficient reduced-basis approximation of scalar nonlinear time-dependent convection-diffusion problems, and extension to compressible flow problems 

      Men, Han (Han Abby) (Massachusetts Institute of Technology, 2006)
      In this thesis, the reduced-basis method is applied to nonlinear time-dependent convection-diffusion parameterized partial differential equations (PDEs). A proper orthogonal decomposition (POD) procedure is used for the ...
    • Enhancements and computational evaluation of the hit-and-run random walk on polyhedra 

      Liang, Jiajie, S.M. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2006)
      The symmetry function of a convex set offers us numerous useful information about the set in relation to probabilistic theory and geometric properties. The symmetry function is a measure of how symmetric the convex set is, ...
    • Semidefinite relaxation based branch-and-bound method for nonconvex quadratic programming 

      Hu, Sha, S.M. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2006)
      In this thesis, we use a semidefinite relaxation based branch-and-bound method to solve nonconvex quadratic programming problems. Firstly, we show an interval branch-and-bound method to calculate the bounds for the minimum ...
    • Domain partitioning to bound moments of differential equations using semidefinite optimization 

      Sethuraman, Sandeep (Massachusetts Institute of Technology, 2006)
      In this thesis, we present a modification of an existing methodology to obtain a hierarchy of lower and upper bounds on moments of solutions of linear differential equations. The motivation for change is to obtain tighter ...
    • The crane split and sequencing problem with clearance and yard congestion constraints in container terminal ports 

      Choo, Shawn (Shawn Sheng Wen) (Massachusetts Institute of Technology, 2006)
      One of the steps in stowage planning is crane split and sequencing, which determines the order of container discharging and loading jobs quay cranes (QCs) perform so that the completion time (or makespan) of ship operation ...
    • Low rank decompositions for sum of squares optimization 

      Sun, Jia Li, S.M. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2006)
      In this thesis, we investigate theoretical and numerical advantages of a novel representation for Sum of Squares (SOS) decomposition of univariate and multivariate polynomials. This representation formulates a SOS problem ...
    • Price of anarchy in a Bertrand oligopoly market 

      Sun, Wei, S.M. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2006)
      The price of anarchy quantifies the inefficiency that occurs in the total system objective in the user optimization as compared to the system optimization setting. It is well known that this inefficiency occurs due to lack ...
    • Robust fluid control of multiclass queueing networks 

      Su, Hua, S.M. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2006)
      This thesis applies recent advances in the field of robust optimization to the optimal control of multiclass queueing networks. We develop models that take into account the uncertainty of interarrival and service time in ...
    • Reduced basis method for Boltzmann equation 

      Garlapati, Revanth Reddy (Massachusetts Institute of Technology, 2006)
      The main aim of the project is to solve the BGK model of the Knudsen parameterized Boltzmann equation which is 1-d with respect to both space and velocity. In order to solve the Boltzmann equation, we first transform the ...
    • Surrogate modeling for large-scale black-box systems 

      Liem, Rhea Patricia (Massachusetts Institute of Technology, 2007)
      This research introduces a systematic method to reduce the complexity of large-scale blackbox systems for which the governing equations are unavailable. For such systems, surrogate models are critical for many applications, ...
    • Pre-bid network analysis for transportation procurement auction under stochastic demand 

      Wang, Qian (Massachusetts Institute of Technology, 2007)
      Transportation procurement is one of the most critical sourcing decisions to be made in many companies. This thesis addresses a real-life industrial problem of creating package bids for a company's transportation procurement ...
    • A nonsmooth exclusion test for finding all solutions of nonlinear equations 

      Kumar, Vinay, S.M. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2007)
      A new approach is proposed for finding all solutions of systems of nonlinear equations with bound constraints. The zero finding problem is converted to a global optimization problem whose global minima with zero objective ...
    • Computational issues and related mathematics of an exponential annealing homotropy for conic optimization 

      Chen, Jeremy, S.M. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2007)
      We present a further study and analysis of an exponential annealing based algorithm for convex optimization. We begin by developing a general framework for applying exponential annealing to conic optimization. We analyze ...
    • A shifting method for dynamic system Model Order Reduction 

      Xu, Song, S.M. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2007)
      Model Order Reduction (MOR) is becoming increasingly important in computational applications. At the same time, the need for more comprehensive models of systems is generating problems with increasing numbers of outputs ...
    • A diagnostic analysis of retail out-of-stocks 

      Foo, Yong Ning (Massachusetts Institute of Technology, 2007)
      In the highly competitive retail industry, merchandise out-of-stock (OOS) is a significant and pertinent problem. This thesis performs a diagnostic analysis on retail out-of-stocks using empirical data from a major retailer. ...
    • A multiple secretary problem with switch costs 

      Ding, Jiachuan (Massachusetts Institute of Technology, 2007)
      In this thesis, we utilize probabilistic reasoning and simulation methods to determine the optimal selection rule for the secretary problem with switch costs, in which a known number of applicants appear sequentially in a ...
    • Computational modeling of crack initiation in cross-role piercing 

      Chiluveru, Sudhir (Massachusetts Institute of Technology, 2007)
      Thle Mannesmann process is the preferred method in the oil industry for fabrication of hollow pipes. The critical phenomenon in this process is the formation of a small round hole at the center of the cylindrical billet ...