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ANOR
2006
58views more  ANOR 2006»
13 years 11 months ago
A management system for decompositions in stochastic programming
This paper presents two contributions: A set of routines that manipulate instances of stochastic programming problems in order to make them more amenable for different solution ap...
Robert Fourer, Leo Lopes
ANOR
2006
81views more  ANOR 2006»
13 years 11 months ago
The Vehicle Routing Problem with Demand Range
We propose and formulate the vehicle routing problem with demand range (VRPDR), a new variation on the traditional vehicle routing problem. In the VRPDR, the delivery quantity for ...
Ann Melissa Campbell
ANOR
2006
59views more  ANOR 2006»
13 years 11 months ago
The empirical behavior of sampling methods for stochastic programming
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
Jeff Linderoth, Alexander Shapiro, Stephen Wright
ANOR
2006
101views more  ANOR 2006»
13 years 11 months ago
Comparison of wavelength requirements between two wavelength assignment methods in survivable WDM networks
We consider the routing and wavelength assignment (RWA) in survivable WDM network. A path protection scheme assumed and two different wavelength assignment methods for protection p...
Taehan Lee, Sungsoo Park
ANOR
2006
69views more  ANOR 2006»
13 years 11 months ago
A splitting method for stochastic programs
This paper derives a new splitting-based decomposition algorithm for convex stochastic programs. It combines certain attractive features of the progressive hedging algorithm of Roc...
Teemu Pennanen, Markku Kallio