Search Results - subject:"cutting plane algorithm"

A robust mixed-integer linear programming model for mitigating rail transit disruptions under uncertainty

Xu, Lei; Ng, Tsan Sheng Adam - In: Transportation science : a journal of the Institute for … 54 (2020) 5, pp. 1388-1407

Persistent link: https://www.econbiz.de/10012294377

Green and resilient design of electricity supply chain networks : a multiobjective robust optimization approach

Jabbarzadeh, Armin; Fahimnia, Behnam; Rastegar, Saeed - In: IEEE transactions on engineering management : EM 66 (2019) 1, pp. 52-72

Persistent link: https://www.econbiz.de/10011996495

Solving a time-indexed formulation by preprocessing and cutting planes

Berghman, Lotte; Spieksma, Frits C. R.; T'kindt, Vincent - 2014

Persistent link: https://www.econbiz.de/10010357811

Shelter location and evacuation route assignment under uncertainty : a benders decomposition approach

Bayram, Vedat; Yaman, Hande - In: Transportation science : a journal of the Institute for … 52 (2018) 2, pp. 416-436

Persistent link: https://www.econbiz.de/10011854946

Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization

Escudero, Laureano F.; Garín, María Araceli; Unzueta … - In: Computers & operations research : and their … 85 (2017), pp. 154-171

Persistent link: https://www.econbiz.de/10011713905

Linear programing relaxations for a strategic pricing problem in electricity markets

Fampa, Marcia Helena Costa; Pimentel, Wagner - In: International transactions in operational research : … 24 (2017) 1/2, pp. 159-172

Persistent link: https://www.econbiz.de/10011664781

Network design in scarce data environment using moment-based distributionally robust optimization

Nakao, Hideaki; Shen, Siqian; Chen, Zhihao - In: Computers & operations research : and their … 88 (2017), pp. 44-57

Persistent link: https://www.econbiz.de/10011747916

Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs

Takano, Yuichi; Nanjo, Keisuke; Sukegawa, Noriyoshi; … - In: Computational Management Science 12 (2015) 2, pp. 319-340

type two constraints. Moreover, we devised a subgradient-based cutting plane algorithm to handle a large number of … scenarios. This cutting plane algorithm needs to solve a mixed integer linear programming problem in each iteration, and this … requires a substantial computation time. Thus, we also devised a two-phase cutting plane algorithm that is even more efficient …

Persistent link: https://www.econbiz.de/10011241041

Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs

Takano, Yuichi; Nanjo, Keisuke; Sukegawa, Noriyoshi; … - In: Computational Management Science : CMS 12 (2015) 2, pp. 319-340

Persistent link: https://www.econbiz.de/10010513407

An algorithm and upper bounds for the weighted maximal planar graph problem

Ahmadi-Javid, Amir; Ardestani-Jaafari, Amir; Foulds, … - In: Journal of the Operational Research Society : OR 66 (2015) 8, pp. 1399-1412

Persistent link: https://www.econbiz.de/10011417228