55 search results - page 6 / 11 » orl 2008 |
134
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ORL
2008
15 years 4 months ago
2008
We study discrete optimization problems with a submodular mean-risk minimization objective. For 0-1 problems a linear characterization of the convex lower envelope is given. For mi...
113
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ORL
2008
15 years 4 months ago
2008
For general law invariant coherent measures of risk, we derive an equivalent representation of a risk-averse newsvendor problem as a meanrisk model. We prove that the higher the w...
105
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ORL
2008
15 years 4 months ago
2008
We consider a latency problem with a profit pi for each client. When serving a client, a revenue of pi -t is collected. The goal is to find routes for the servers such that total ...
133
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ORL
2008
15 years 4 months ago
2008
We report a remarkable success of nested pricing rules over major pivot rules commonly used in practice, such as Dantzig's original rule as well as the steepest-edge rule and ...
103
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ORL
2008
15 years 4 months ago
2008
For the problem of lot-sizing on a tree with constant capacities, or stochastic lot-sizing with a scenario tree, we present various reformulations based on mixing sets. We also sh...