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In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Grabner basis methods from computational algebra to solve the numerous second-stage integer programs. Using structural properties of the...
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We consider the objective function of a simple recourse problem with fixed technology matrix and integer second-stage variables. Separability due to the simple recourse structure allows to study a one-dimensional version instead. Based on an explicit formula for the objective function, we derive...
Persistent link: https://www.econbiz.de/10011251344
Approximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate the optimal solutions. However, efficiency...
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Forecasting spare parts demand is notoriously difficult, as demand is typically intermittent and lumpy. Specialized methods such as that by Croston are available, but these are not based on the repair operations that cause the intermittency and lumpiness of demand. In this paper, we do propose a...
Persistent link: https://www.econbiz.de/10010597717
Theorems on the convex hull of an extended real-valued function living on a Hilbert space are presented in case the function is separable and in case the function is a composition of another function and a linear transformation. Equivalence of convex hulls of functions and their biconjugates is...
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The purpose of this paper is to formally describe new optimization models for distributed telecommunication networks.Modern distributed networks put more focus on the processing of information and less on the actual transportation of datathan we are traditionally used to in telecommunications....
Persistent link: https://www.econbiz.de/10011255989