Search Results - subject:"cutting plane algorithm"

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

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

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

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

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

Valid inequalities for the single-item capacitated lot sizing problem with step-wise costs

AKBALIK, Ayse; POCHET, Yves - Center for Operations Research and Econometrics (CORE), … - 2007

cutting plane algorithm is proposed to use these three classes of VI’s in a Branch&Cut procedure. A polynomial time separation …

Persistent link: https://www.econbiz.de/10005008595

Optimal berth allocation and time-invariant quay crane assignment in container terminals

Türkoğullariı, Yavuz B.; Taşkın, Z. Caner; Aras, Necati - In: European journal of operational research : EJOR 235 (2014) 1, pp. 88-101

Persistent link: https://www.econbiz.de/10010361401

Optimal berth allocation and time-invariant quay crane assignment in container terminals

Türkoğulları, Yavuz B.; Taşkın, Z. Caner; Aras, Necati - In: European Journal of Operational Research 235 (2014) 1, pp. 88-101

case this condition is not satisfied, we make use of a cutting plane algorithm which solves BACAP repeatedly by adding cuts …

Persistent link: https://www.econbiz.de/10011052423

Solving two-stage robust optimization problems using a column-and-constraint generation method

Zeng, Bo; Zhao, Long - In: Operations research letters 41 (2013) 5, pp. 457-461

Persistent link: https://www.econbiz.de/10010189862

Liner ship route schedule design with sea contingency time and port time uncertainty

Wang, Shuaian; Meng, Qiang - In: Transportation Research Part B: Methodological 46 (2012) 5, pp. 615-633

This paper deals with a tactical-level liner ship route schedule design problem which aims to determine the arrival time of a ship at each portcall on a ship route and the sailing speed function on each voyage leg by taking into account time uncertainties at sea and at port. It first derives the...

Persistent link: https://www.econbiz.de/10010574796