227 search results - page 10 / 46 » A splitting method for stochastic programs |
MP
2006
13 years 7 months ago
2006
We consider two-stage pure integer programs with discretely distributed stochastic right-hand sides. We present an equivalent superadditive dual formulation that uses the value fun...
HM
2007
Springer
14 years 1 months ago
2007
Springer
Sudoku is a notorious logic-based puzzle that is popular with puzzle enthusiasts the world over. From a computational perspective, Sudoku is also a problem that belongs to the set ...
SAGA
2009
Springer
14 years 2 months ago
2009
Springer
We propose a generic method for obtaining quickly good upper bounds on the minimal value of a multistage stochastic program. The method is based on the simulation of a feasible dec...
SIGECOM
2004
ACM
14 years 29 days ago
2004
ACM
In this paper, we combine two approaches to handling uncertainty: we use techniques for finding optimal solutions in the expected sense to solve combinatorial optimization proble...
ANOR
2010
13 years 7 months ago
2010
We study some mathematical programming formulations for the origin-destination model in airline revenue management. In particular, we focus on the traditional probabilistic model ...