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EOR
2008
69views more  EOR 2008»
13 years 6 months ago
On the complexity of optimization over the standard simplex
We review complexity results for minimizing polynomials over the standard simplex and unit hypercube. In addition, we derive new results on the computational complexity of approxi...
E. de Klerk, Dick den Hertog, G. Elabwabi
EOR
2008
75views more  EOR 2008»
13 years 6 months ago
Tariff concessions in production sourcing
In this paper, we study a multi-stage production sourcing problem where tariff concessions can be exploited at the firm level using free trade agreements between countries. To sol...
Yunsong Guo, Yanzhi Li, Andrew Lim, Brian Rodrigue...
EOR
2008
85views more  EOR 2008»
13 years 5 months ago
Asset and liability modelling for participating policies with guarantees
We study the problem of asset and liability management of participating insurance policies with guarantees. We develop a scenario optimization model for integrative asset and liab...
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
EOR
2008
105views more  EOR 2008»
13 years 6 months ago
The multi-item capacitated lot-sizing problem with setup times and shortage costs
We address a multi-item capacitated lot-sizing problem with setup times and shortage costs that arises in real-world production planning problems. Demand cannot be backlogged, but...
Nabil Absi, Safia Kedad-Sidhoum
EOR
2008
80views more  EOR 2008»
13 years 6 months ago
An efficient implementation of a VNS/ILS heuristic for a real-life car sequencing problem
The car sequencing problem consists in sequencing a given set of cars to be produced in a single day. We address one of the variants of this problem, in which the objective of mini...
Celso C. Ribeiro, Daniel Aloise, Thiago F. Noronha...