Search Results - subject:"Branch-and-Fix Coordination"

Time consistent expected mean-variance in multistage stochastic quadratic optimization : a model and a matheuristic

Aldasoro, Unai - 2019

Persistent link: https://www.econbiz.de/10012116213

A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems

Aldasoro, Unai; Escudero, Laureano F.; Merino, María; … - In: European journal of operational research : EJOR 258 (2017) 2, pp. 590-606

Persistent link: https://www.econbiz.de/10011644197

A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine

Martín, Garín; Araceli, María; Pérez Sainz de … - Departamento de Economía Aplicada III (Econometría y … - 2010

algorithm Branch and Fix Coordination for solving MultiStage Mixed Integer Problems (BFC- MSMIP). We have developed an …

Persistent link: https://www.econbiz.de/10008583040

An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees : Part II ; parallelization

Aldasoro, Unai; Escudero, Laureano F.; Merino, María; … - In: Computers & operations research : and their … 40 (2013) 12, pp. 2950-2960

Persistent link: https://www.econbiz.de/10010210809

Fix-and-Relax-Coordination for a multi-period location-allocation problem under uncertainty

Albareda-Sambola, Maria; Alonso-Ayuso, Antonio; … - In: Computers & operations research : and their … 40 (2013) 12, pp. 2878-2892

Persistent link: https://www.econbiz.de/10010210845

A two-stage stochastic integer programming approach

Merino Maestre, María; Pérez Sainz de Rozas, Gloria; … - Departamento de Economía Aplicada III (Econometría y … - 2005

(TNF) concept within the algorithmic framework so-called {Branch-and-Fix Coordination} for satisfying the …

Persistent link: https://www.econbiz.de/10005518753

BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0–1 problems

Escudero, Laureano; Garín, Araceli; Merino, María; … - In: TOP: An Official Journal of the Spanish Society of … 17 (2009) 1, pp. 96-122

Persistent link: https://www.econbiz.de/10004995458

On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming

Escudero, Laureano - In: TOP: An Official Journal of the Spanish Society of … 17 (2009) 1, pp. 5-29

Persistent link: https://www.econbiz.de/10004995459

On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty

Escudero, Laureano; Garín, Araceli; Merino, María; … - In: Computational Management Science 6 (2009) 3, pp. 307-327

Persistent link: https://www.econbiz.de/10005061248

A parallelised distributed implementation of a Branch and Fix Coordination algorithm

Pagès-Bernaus, Adela; Pérez-Valdés, Gerardo; … - In: European Journal of Operational Research 244 (2015) 1, pp. 77-85

Branch and Fix Coordination is an algorithm intended to solve large scale multi-stage stochastic mixed integer problems … otherwise intractable instances. In this work, we present details on the computational implementation of the Branch and Fix … Coordination algorithm. …

Persistent link: https://www.econbiz.de/10011209364