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» Valid inequalities for mixed integer linear programs
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MP
2006
175views more  MP 2006»
13 years 8 months ago
Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
Rüdiger Schultz, Stephan Tiedemann
COR
2010
166views more  COR 2010»
13 years 8 months ago
Variable neighbourhood decomposition search for 0-1 mixed integer programs
In this paper we propose a new hybrid heuristic for solving 0-1 mixed integer programs based on the principle of variable neighbourhood decomposition search. It combines variable ...
Jasmina Lazic, Saïd Hanafi, Nenad Mladenovic,...
CCE
2008
13 years 8 months ago
Global optimization of multiscenario mixed integer nonlinear programming models arising in the synthesis of integrated water net
The problem of optimal synthesis of an integrated water system is addressed in this work, where water using processes and water treatment operations are combined into a single net...
Ramkumar Karuppiah, Ignacio E. Grossmann
HM
2009
Springer
165views Optimization» more  HM 2009»
14 years 1 months ago
Solving a Video-Server Load Re-Balancing Problem by Mixed Integer Programming and Hybrid Variable Neighborhood Search
Abstract. A Video-on-Demand system usually consists of a large number of independent video servers. In order to utilize network resources as efficiently as possible the overall net...
Jakob Walla, Mario Ruthmair, Günther R. Raidl
JAIR
2010
115views more  JAIR 2010»
13 years 7 months ago
An Investigation into Mathematical Programming for Finite Horizon Decentralized POMDPs
Decentralized planning in uncertain environments is a complex task generally dealt with by using a decision-theoretic approach, mainly through the framework of Decentralized Parti...
Raghav Aras, Alain Dutech