10 search results - page 2 / 2 » Solving a class of stochastic mixed-integer programs with br... |
IOR
2006
13 years 5 months ago
2006
Mixed-Integer Programs (MIP's) involving logical implications modelled through big-M coefficients, are notoriously among the hardest to solve. In this paper we propose and an...
SIAMJO
2010
13 years 4 months ago
2010
The imposition of general disjunctions of the form “πx ≤ π0 ∨ πx ≥ π0 + 1”, where π, π0 are integer valued, is a fundamental operation in both the branch-and-bound...
WSC
2004
13 years 7 months ago
2004
Recently, simulation-based methods have been successfully used for solving challenging stochastic optimization problems and equilibrium models. Here we report some of the recent p...
CP
2008
Springer
13 years 7 months ago
2008
Springer
Abstract. Cost-based filtering is a novel approach that combines techniques from Operations Research and Constraint Programming to filter from decision variable domains values that...
AIPS
2004
13 years 7 months ago
2004
The problem of optimal policy formulation for teams of resource-limited agents in stochastic environments is composed of two strongly-coupled subproblems: a resource allocation pr...