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MP
2006
105views more  MP 2006»
13 years 10 months ago
Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach
We consider two-stage pure integer programs with discretely distributed stochastic right-hand sides. We present an equivalent superadditive dual formulation that uses the value fun...
Nan Kong, Andrew J. Schaefer, Brady Hunsaker
MP
2006
60views more  MP 2006»
13 years 10 months ago
Simple integer recourse models: convexity and convex approximations
Willem K. Klein Haneveld, Leen Stougie, Maarten H....
MP
2006
78views more  MP 2006»
13 years 10 months ago
An optimal adaptive algorithm for the approximation of concave functions
J. Guérin, Patrice Marcotte, Gilles Savard
MP
2006
100views more  MP 2006»
13 years 10 months ago
A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem
This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical ( , S) inequalit...
Yongpei Guan, Shabbir Ahmed, George L. Nemhauser, ...
MP
2006
56views more  MP 2006»
13 years 10 months ago
Primal-dual nonlinear rescaling method with dynamic scaling parameter update
In this paper we developed a general primal-dual nonlinear rescaling method with dynamic scaling
Igor Griva, Roman A. Polyak
MP
2006
75views more  MP 2006»
13 years 10 months ago
A Class of stochastic programs with decision dependent uncertainty
We address a class of problems where decisions have to be optimized over a time horizon given that the future is uncertain and that the optimization decisions influence the time o...
Vikas Goel, Ignacio E. Grossmann
MP
2006
142views more  MP 2006»
13 years 10 months ago
Exploring the Relationship Between Max-Cut and Stable Set Relaxations
The max-cut and stable set problems are two fundamental NP-hard problems in combinatorial optimization. It has been known for a long time that any instance of the stable set probl...
Monia Giandomenico, Adam N. Letchford
MP
2006
84views more  MP 2006»
13 years 10 months ago
On the behavior of the homogeneous self-dual model for conic convex optimization
Abstract. There is a natural norm associated with a starting point of the homogeneous selfdual (HSD) embedding model for conic convex optimization. In this norm two measures of the...
Robert M. Freund
MP
2006
138views more  MP 2006»
13 years 10 months ago
A new ILP-based refinement heuristic for Vehicle Routing Problems
In the paper we address the Distance-Constrained Capacitated Vehicle Routing Problem (DCVRP), where k minimum-cost routes through a central depot have to be constructed so as to co...
Roberto De Franceschi, Matteo Fischetti, Paolo Tot...
MP
2006
88views more  MP 2006»
13 years 10 months ago
Two-edge connected subgraphs with bounded rings: Polyhedral results and Branch-and-Cut
Abstract. We consider the network design problem which consists in determining at minimum cost a 2-edge connected network such that the shortest cycle (a "ring") to which...
Bernard Fortz, Ali Ridha Mahjoub, S. Thomas McCorm...