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ANOR
2006
133views more  ANOR 2006»
13 years 11 months ago
An integrated model for logistics network design
In this paper we introduce a new formulation of the logistics network design problem encountered in deterministic, single-country, single-period contexts. Our formulation is flexi...
Jean-François Cordeau, Federico Pasin, Mari...
ANOR
2006
52views more  ANOR 2006»
13 years 11 months ago
Multi-objectives for incremental cell formation problem
O. Mahesh, G. Srinivasan
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
133views more  ANOR 2006»
13 years 11 months ago
Horizon and stages in applications of stochastic programming in finance
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacov...
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
45views more  ANOR 2006»
13 years 11 months ago
Dual effect free stochastic controls
K. Barty, Jean-Philippe Chancelier, G. Cohen, Mich...
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