Search Results - subject:"outer approximation"

A three level location-inventory problem with correlated demand

Shahabi, Mehrdad; Unnikrishnan, Avinash; … - In: Transportation Research Part B: Methodological 69 (2014) C, pp. 1-18

quadratic program. In addition, we propose a solution approach based on an outer approximation strategy and show the algorithmic …

Persistent link: https://www.econbiz.de/10011077941

Construction of risk-averse enhanced index funds

Lejeune, Miguel A.; Samatlı-Paç, Gülay - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 701-719

Persistent link: https://www.econbiz.de/10010203600

An outer approximation algorithm for the robust shortest path problem

Shahabi, Mehrdad; Unnikrishnan, Avinash; Boyles, Stephen D. - In: Transportation research / E : an international journal 58 (2013), pp. 52-66

Persistent link: https://www.econbiz.de/10010188476

Inexact solution of NLP subproblems in MINLP

Li, M.; Vicente, L. - In: Journal of Global Optimization 55 (2013) 4, pp. 877-899

In the context of convex mixed integer nonlinear programming (MINLP), we investigate how the outer approximation method …

Persistent link: https://www.econbiz.de/10010896368

An outer approximation algorithm for the robust shortest path problem

Shahabi, Mehrdad; Unnikrishnan, Avinash; Boyles, Stephen D. - In: Transportation Research Part E: Logistics and … 58 (2013) C, pp. 52-66

paper, we reformulate this problem as a conic quadratic program, and develop an outer-approximation algorithm based on this … formulation. Numerical experiments show that the outer-approximation algorithm significantly outperforms standard integer …

Persistent link: https://www.econbiz.de/10010755105

A Branch and Bound Algorithm for Bi-level Discrete Network Design Problem

Farvaresh, Hamid; Sepehri, Mohammad - In: Networks and Spatial Economics 13 (2013) 1, pp. 67-106

Discrete network design problem (DNDP) is generally formulated as a bi-level programming. Because of non-convexity of bi-level formulation of DNDP which stems from the equilibrium conditions, finding global optimal solutions are very demanding. In this paper, a new branch and bound algorithm...

Persistent link: https://www.econbiz.de/10010865556

A note on “Berth allocation considering fuel consumption and vessel emissions”

Wang, Shuaian; Meng, Qiang; Liu, Zhiyuan - In: Transportation Research Part E: Logistics and … 49 (2013) 1, pp. 48-54

approximation approaches that can handle general fuel consumption rate functions more efficiently. In the static quadratic outer … approximation approach, the approximation lines are generated a priori. In the dynamic quadratic outer approximation approach, the … sailing speed, they formulated a tractable mixed-integer second-order cone programming model. We propose two quadratic outer …

Persistent link: https://www.econbiz.de/10011049001

Economic lot and delivery scheduling problem for multi-stage supply chains

Osman, Hany; Demirli, Kudret - In: International journal of production economics 136 (2012) 2, pp. 275-286

Persistent link: https://www.econbiz.de/10009517221

A facility location model with safety stock costs: analysis of the cost of single-sourcing requirements

Ağralı, Semra; Geunes, Joseph; Taşkın, Z. - In: Journal of Global Optimization 54 (2012) 3, pp. 551-581

, which allows us to devise a hybrid algorithm based on an outer approximation of this subproblem to accelerate the …

Persistent link: https://www.econbiz.de/10010993997

A dual variant of Benson’s “outer approximation algorithm” for multiple objective linear programming

Ehrgott, Matthias; Löhne, Andreas; Shao, Lizhen - In: Journal of Global Optimization 52 (2012) 4, pp. 757-778

Persistent link: https://www.econbiz.de/10010994025