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ENDM
2008
93views more  ENDM 2008»
13 years 10 months ago
The Generalized Max-Controlled Set Problem
In this work we deal with sandwich graphs G = (V, E) and present the notion of vertices f-controlled by a subset M V . We introduce the generalized maxcontrolled set problem (gmc...
Ivairton M. Santos, Carlos A. J. Martinhon, Luiz S...
EOR
2006
103views more  EOR 2006»
13 years 10 months ago
Exact solutions to a class of stochastic generalized assignment problems
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
Maria Albareda-Sambola, Maarten H. van der Vlerk, ...
MOR
2006
95views more  MOR 2006»
13 years 10 months ago
An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems
In multicriteria optimization, several objective functions, conflicting with each other, have to be minimized simultaneously. We propose a new efficient method for approximating t...
Jörg Fliege
MP
2006
90views more  MP 2006»
13 years 10 months ago
Solving multistage asset investment problems by the sample average approximation method
The vast size of real world stochastic programming instances requires sampling to make them practically solvable. In this paper we extend the understanding of how sampling affects ...
Jörgen Blomvall, Alexander Shapiro
ICIC
2007
Springer
14 years 4 months ago
An Improved Nested Partitions Algorithm Based on Simulated Annealing in Complex Decision Problem Optimization
: - This paper introduces the main ideas of the nested partitions (NP) method, analyses its efficiency theoretically and proposes the way to improve the optimization efficiency of ...
Yan Luo, Changrui Yu