Search Results - subject:"Linearization"

Integrated optimization of train formation plan and rolling stock scheduling under time-dependent demand

Zhao, Yaqiong; Li, Dewei; Yin, Yonghao - In: Computers & operations research : and their … 150 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10013483640

Tight lower bounds for the Traveling Salesman Problem with draft limits

Balma, Ali; Mrad, Mehdi; Ladhari, Talel - In: Computers & operations research : and their … 154 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014307336

Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs

Singh, Bismark - In: Optimization Letters 15 (2020) 2, pp. 327-336

We extend and improve recent results given by Singh and Watson on using classical bounds on the union of sets in a chance-constrained optimization problem. Specifically, we revisit the so-called Dawson and Sankoff bound that provided one of the best approximations of a chance constraint in the...

Persistent link: https://www.econbiz.de/10014504240

Inductive linearization for binary quadratic programs with linear constraints

Mallach, Sven - In: 4OR 19 (2020) 4, pp. 549-570

A linearization technique for binary quadratic programs (BQPs) that comprise linear constraints is presented. The … technique, called “inductive linearization”, extends concepts for BQPs with particular equation constraints, that have been … referred to as “compact linearization” before, to the general case. Quadratic terms may occur in the objective function, in the …

Persistent link: https://www.econbiz.de/10014504477

Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation

Bayer, Christian; Luetticke, Ralph - In: Quantitative Economics 11 (2020) 4, pp. 1253-1288

This paper describes a method for solving heterogeneous agent models with aggregate risk and many idiosyncratic states formulated in discrete time. It extends the method proposed by Reiter (2009) and complements recent work by Ahn, Kaplan, Moll, Winberry, and Wolf (2017) on how to solve such...

Persistent link: https://www.econbiz.de/10013189734