MP
2006
14 years 12 days ago
2006
MP
2006
14 years 12 days ago
2006
We consider the vehicle routing problem where one can choose among vehicles with different costs and capacities to serve the trips. We develop six different formulations: the first...
MP
2006
14 years 12 days ago
2006
We study two different lot-sizing problems with time windows that have been proposed recently. For the case of production time windows, in which each client specific order must be ...
MP
2006
14 years 12 days ago
2006
We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed i...
MP
2006
14 years 12 days ago
2006
Mixed integer programming (MIP) formulations are typically tightened through the use of a separation algorithm and the addition of violated cuts. Using extended formulations involv...
MP
2006
14 years 12 days ago
2006
Based on a formula of Tseng, we show that the squared norm of the matrix-valued Fischer-Burmeister function has a Lipschitz continuous gradient.
MP
2006
14 years 12 days ago
2006
MP
2006
14 years 12 days ago
2006
We show that for even quasi-concave objective functions the worst-case distribution, with respect to a family of unimodal distributions, of a stochastic programming problem is a u...
MP
2006
14 years 12 days ago
2006
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 -...