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MP
2006
175views more  MP 2006»
13 years 7 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
ICCD
2003
IEEE
109views Hardware» more  ICCD 2003»
14 years 4 months ago
Independent Test Sequence Compaction through Integer Programming
We discuss the compaction of independent test sequences for sequential circuits. Our first contribution is the formulation of this problem as an integer program, which we then so...
Petros Drineas, Yiorgos Makris
EOR
2010
113views more  EOR 2010»
13 years 7 months ago
Optimal solutions for unrelated parallel machines scheduling problems using convex quadratic reformulations
We consider the unrelated parallel machines scheduling problem where jobs have earliness and tardiness penalties and a common due date. We formulate this problem and some of its v...
Marie-Christine Plateau, Yasmin A. Rios-Solis
HM
2009
Springer
165views Optimization» more  HM 2009»
14 years 3 days 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
MOR
2002
94views more  MOR 2002»
13 years 7 months ago
The Complexity of Generic Primal Algorithms for Solving General Integer Programs
ngly better objective function value until an optimal solution is reached. From an abstract point of view, an augmentation problem is solved in each iteration. That is, given a fea...
Andreas S. Schulz, Robert Weismantel