Showing 1 - 7 of 7
<Para ID="Par1">The unit commitment problem, aims at computing the production schedule that satisfies the offer-demand equilibrium at minimal cost. Often such problems are considered in a deterministic framework. However uncertainty is present and non-negligible. Robustness of the production schedule is...</para>
Persistent link: https://www.econbiz.de/10011152064
A decision support system relies on frequent re-solving of similar problem instances. While the general structure remains the same in corresponding applications, the input parameters are updated on a regular basis. We propose a generative neural network design for learning integer decision...
Persistent link: https://www.econbiz.de/10015197737
The mean-risk stochastic mixed-integer programs can better model complex decision problems under uncertainty than usual stochastic (integer) programming models. In order to derive theoretical results in a numerically tractable way, the contamination technique is adopted in this paper for the...
Persistent link: https://www.econbiz.de/10010950021
We review classical valid linear inequalities for mixed-integer programming, i.e., Gomory's fractional and mixed-integer cuts, and discuss their use in branch-and-cut. In particular, a generalization of the recent mixed-integer rounding (MIR) inequality and a sufficient condition for the global...
Persistent link: https://www.econbiz.de/10010950093
The three-dimensional orthogonal packing problem consists of filling a big rectangular box with as many small rectangular boxes as possible. In a recent paper G. Fasano (Alenia Aerospazio, Turin) has given a mixed-integer programming formulation of this problem. Here we extend Fasano's...
Persistent link: https://www.econbiz.de/10010950164
It is well known that linear prices supporting a competitive equilibrium exist in the case of convex markets, however, in the presence of integralities this is open and hard to decide in general. We present necessary and sufficient conditions for the existence of such prices for decentralized...
Persistent link: https://www.econbiz.de/10015323474
In this paper, we present an outer approximation algorithm for computing the Edgeworth–Pareto hull of multi-objective mixed-integer linear programming problems (MOMILPs). It produces the extreme points (i.e., the vertices) as well as the facets of the Edgeworth–Pareto hull. We note that...
Persistent link: https://www.econbiz.de/10015400895