Search Results - subject:"Integer Programming"

Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems

Escudero, L.; Garín, M.; Pérez, G.; Unzueta, A. - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 2, pp. 347-374

Persistent link: https://www.econbiz.de/10010995369

Semi-Lagrangian relaxation applied to the uncapacitated facility location problem

Beltran-Royo, C.; Vial, J.-P.; Alonso-Ayuso, A. - In: Computational Optimization and Applications 51 (2012) 1, pp. 387-409

Persistent link: https://www.econbiz.de/10010998248

A computational analysis of lower bounds for big bucket production planning problems

Akartunalı, Kerem; Miller, Andrew - In: Computational Optimization and Applications 53 (2012) 3, pp. 729-753

In this paper, we analyze a variety of approaches to obtain lower bounds for multi-level production planning problems with big bucket capacities, i.e., problems in which multiple items compete for the same resources. We give an extensive survey of both known and new methods, and also establish...

Persistent link: https://www.econbiz.de/10010998304

Hedging against disruptions with ripple effects in location analysis

Liberatore, Federico; Scaparra, Maria P.; Daskin, Mark S. - In: Omega 40 (2012) 1, pp. 21-30

Supply systems are subject to disruptions whose impact may not remain confined, but might actually propagate across the network. We consider the problem of optimally protecting a capacitated median system with a limited amount of protective resources subject to disruptions. Specifically, the...

Persistent link: https://www.econbiz.de/10009195136

HEURISTIC AND EXACT SOLUTION METHOD FOR CONVEX NONLINEAR KNAPSACK PROBLEM

ZHANG, BIN; CHEN, BO - In: Asia-Pacific Journal of Operational Research (APJOR) 29 (2012) 05, pp. 1250031-1

In this paper, we consider a class of convex nonlinear knapsack problems in which all decision variables are integer and the objective and knapsack functions are nonlinear. This generalized problem is characterized by positive marginal cost (PMC) and increasing marginal loss-cost ratio (IMLCR)....

Persistent link: https://www.econbiz.de/10010585661

Using announcement options in the bid construction phase for disaster relief procurement

Ertem, Mustafa A.; Buyurgan, Nebil; Pohl, Edward A. - In: Socio-Economic Planning Sciences 46 (2012) 4, pp. 306-314

This paper presents an analysis of the bid construction phase of procurement auctions in disaster relief and humanitarian logistics. Substitution and partial fulfillment options are presented in formulations to allow bidders with fewer inventories to offer substitute item types and partial bids...

Persistent link: https://www.econbiz.de/10010591897

A new country risk index for emerging markets: A stochastic dominance approach

Agliardi, Elettra; Agliardi, Rossella; Pinar, Mehmet; … - In: Journal of Empirical Finance 19 (2012) 5, pp. 741-761

and the estimators are computed using mixed integer programming methods. We derive an economic, political and financial …

Persistent link: https://www.econbiz.de/10010594263

Cargo routing and empty container repositioning in multiple shipping service routes

Song, Dong-Ping; Dong, Jing-Xin - In: Transportation Research Part B: Methodological 46 (2012) 10, pp. 1556-1575

proposed to solve the optimization problem. The first is a two-stage shortest-path based integer programming method, which … combines a cargo routing algorithm with an integer programming of the dynamic system. The second is a two-stage heuristic …-rules based integer programming method, which combines an integer programming of the static system with a heuristic implementation …

Persistent link: https://www.econbiz.de/10010595261

The storage location assignment problem for outbound containers in a maritime terminal

Chen, Lu; Lu, Zhiqiang - In: International Journal of Production Economics 135 (2012) 1, pp. 73-80

second stage. The problem in the first stage is solved by a mixed integer programming model, while a hybrid sequence stacking …

Persistent link: https://www.econbiz.de/10010597246

Robust ranking and portfolio optimization

Nguyen, Tri-Dung; Lo, Andrew W. - In: European Journal of Operational Research 221 (2012) 2, pp. 407-416

The portfolio optimization problem has attracted researchers from many disciplines to resolve the issue of poor out-of-sample performance due to estimation errors in the expected returns. A practical method for portfolio construction is to use assets’ ordering information, expressed in the...

Persistent link: https://www.econbiz.de/10010597572