MP
2006
13 years 4 months ago
2006
MP
2006
13 years 4 months 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
13 years 4 months 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
13 years 4 months 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
13 years 4 months 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
13 years 4 months 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
13 years 4 months ago
2006
MP
2006
13 years 4 months 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
13 years 4 months 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 -...