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EOR
2008
105views more  EOR 2008»
14 years 9 months ago
The multi-item capacitated lot-sizing problem with setup times and shortage costs
We address a multi-item capacitated lot-sizing problem with setup times and shortage costs that arises in real-world production planning problems. Demand cannot be backlogged, but...
Nabil Absi, Safia Kedad-Sidhoum
EOR
2008
80views more  EOR 2008»
14 years 9 months ago
An efficient implementation of a VNS/ILS heuristic for a real-life car sequencing problem
The car sequencing problem consists in sequencing a given set of cars to be produced in a single day. We address one of the variants of this problem, in which the objective of mini...
Celso C. Ribeiro, Daniel Aloise, Thiago F. Noronha...
EOR
2008
85views more  EOR 2008»
14 years 8 months ago
Asset and liability modelling for participating policies with guarantees
We study the problem of asset and liability management of participating insurance policies with guarantees. We develop a scenario optimization model for integrative asset and liab...
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
EOR
2010
88views more  EOR 2010»
14 years 10 months ago
Market-based pricing in grids: On strategic manipulation and computational cost
Grid technologies and the related concepts of utility computing and cloud computing enable the dynamic sourcing of computer resources and services, thus allowing enterprises to cu...
Jochen Stößer, Dirk Neumann, Christof W...
EOR
2010
113views more  EOR 2010»
14 years 10 months ago
Optimal solutions for unrelated parallel machines scheduling problems using convex quadratic reformulations
We consider the unrelated parallel machines scheduling problem where jobs have earliness and tardiness penalties and a common due date. We formulate this problem and some of its v...
Marie-Christine Plateau, Yasmin A. Rios-Solis