Search Results - subject:"linear Programming"

On the minimum number of resources for a perfect schedule

Benmansour, Rachid; Braun, Oliver - In: Central European Journal of Operations Research 31 (2022) 1, pp. 191-204

this problem is NP-complete, derive new structural properties of perfect schedules, and we describe a Mixed Integer Linear … Programming (MIP) formulation to solve the problem. A large number of computational tests show that (for our randomly chosen …

Persistent link: https://www.econbiz.de/10015165741

Formulating multi-class user equilibrium using mixed-integer linear programming

Lin, Xiao; Leclercq, Ludovic; Tavasszy, Lorant A.; van … - In: EURO Journal on Transportation and Logistics (EJTL) 11 (2022) 1, pp. 1-9

-integer linear programming (MILP) problem. Compared to simulation approaches, the analytical MILP formulation makes the solution of …

Persistent link: https://www.econbiz.de/10015450148

A review on history, trends and perspectives of fuzzy linear programming

Figueroa-García, Juan Carlos; Hernández, Germán; … - In: Operations Research Perspectives 9 (2022), pp. 1-14

This paper presents a literature review and analysis of fuzzy linear programming models and methods. This review traces … back to the linear programming with fuzzy linear constraints models proposed by Hans Jürgen Zimmermann during 1974-76 which … directions in fuzzy linear programming and to recommend selected books, journals and some recent contributions to readers. …

Persistent link: https://www.econbiz.de/10015455441

Centralized clearing mechanisms in financial networks: A programming approach

Csóka, Péter; Herings, Peter Jean-Jacques - 2022

programming problem. We show that for the other common division rules, it can be written as an integer linear programming problem. … as a programming problem. When agents use proportional division rules, this programming problem corresponds to a linear …

Persistent link: https://www.econbiz.de/10013199012

Developing a model for consumer management of decentralized options

Frings, Cordelia; Helgeson, Broghan - 2022

political developments. Optimization models using linear programming methods are one option to help shed light on possible … future years. Therefore, within this paper, the mixed-integer linear programming model COMODO (Consumer Management of …

Persistent link: https://www.econbiz.de/10013482850

A new look at the swing contract: From linear programming to particle swarm optimization

Behrndt, Tapio; Chen, Ren-Raw - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-20

As the energy market has grown in importance in recent decades, researchers have paid increasing attention to swing option contracts. Early studies evaluated the swing contract as if it were a financial derivative contract, by ignoring its storage constraints. Aided by recent advances in...

Persistent link: https://www.econbiz.de/10014332447