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检索条件"主题词=stochastic integer programming"
115 条 记 录,以下是71-80 订阅
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Forestry management under uncertainty
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ANNALS OF OPERATIONS RESEARCH 2011年 第1期190卷 17-39页
作者: Alonso-Ayuso, Antonio Escudero, Laureano F. Guignard, Monique Quinteros, Martin Weintraub, Andres Univ Rey Juan Carlos Dept Estadist & Invest Operat Madrid Spain Univ Penn Wharton Sch Dept Operat & Informat Management Philadelphia PA 19104 USA Univ Los Andes Fac Ingn Santiago Chile Univ Chile Dept Ingn Ind Santiago Chile
The forest harvest and road construction planning problem consists fundamentally of managing land designated for timber production and divided into harvest cells. For each time period the planner must decide which cel... 详细信息
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The bilevel knapsack problem with stochastic right-hand sides
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OPERATIONS RESEARCH LETTERS 2010年 第4期38卷 328-333页
作者: Ozaltin, Osman Y. Prokopyev, Oleg A. Schaefer, Andrew J. Univ Pittsburgh Dept Ind Engn Pittsburgh PA 15261 USA
We introduce the bilevel knapsack problem with stochastic right-hand sides, and provide necessary and sufficient conditions for the existence of an optimal solution. When the leader's decisions can take only integ... 详细信息
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Scheduling jobs sharing multiple resources under uncertainty: A stochastic programming approach
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IIE TRANSACTIONS 2010年 第1期42卷 16-30页
作者: Keller, Brian Bayraksan, Guezin N. Univ Arizona Tucson AZ 85721 USA Booz Allen Hamilton Annapolis Jct MD 20701 USA
A two-stage stochastic integer program to determine an optimal schedule for jobs requiring multiple classes of resources under uncertain processing times, due dates, resource consumption and availabilities is formulat... 详细信息
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An integer Decomposition Algorithm for Solving a Two-Stage Facility Location Problem with Second-Stage Activation Costs
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NAVAL RESEARCH LOGISTICS 2010年 第5期57卷 391-402页
作者: Penuel, John Smith, J. Cole Yuan, Yang Univ Florida Dept Ind & Syst Engn Gainesville FL 32611 USA Ohio State Univ Dept Integrated Syst Engn Columbus OH 43210 USA
We study a stochastic scenario-based facility location problem arising in situations when facilities must first be located, then activated in a particular scenario before they can be used to satisfy scenario demands. ... 详细信息
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A multiobjective metaheuristic for a mean-risk multistage capacity investment problem
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JOURNAL OF HEURISTICS 2010年 第1期16卷 85-115页
作者: Claro, Joao de Sousa, Jorge Pinho Univ Porto Fac Engn INESC Porto P-4200465 Oporto Portugal
We propose a multiobjective local search metaheuristic for a mean-risk multistage capacity investment problem with irreversibility, lumpiness and economies of scale in capacity costs. Conditional value-at-risk is cons... 详细信息
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An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: Some theoretical and experimental aspects
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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2010年 第1期204卷 105-116页
作者: Escudero, L. F. Garin, M. A. Merino, M. Perez, G. Univ Basque Country Dpto Econ Aplicada 3 Fac CC EE & Empresariales Bilbao 48015 Vizcaya Spain Univ Rey Juan Carlos Dpto Estadist & Invest Operat Madrid Spain Univ Basque Country Dpto Matemat Aplicada Estadist & Invest Operat Leioa Vizcaya Spain
We present an algorithmic framework, so-called BFC-TSMIP, for solving two-stage stochastic mixed 0-1 problems. The constraints in the Deterministic Equivalent Model have 0-1 variables and continuous variables at any s... 详细信息
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An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse
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DISCRETE APPLIED MATHEMATICS 2010年 第4期158卷 291-297页
作者: Drapkin, Dimitri Schultz, Ruediger Univ Duisburg Essen Dept Math D-47048 Duisburg Germany
We derive a cutting plane decomposition method for stochastic programs with first-order dominance constraints induced by linear recourse models with continuous variables in the second stage. (C) 2009 Elsevier B.V. All... 详细信息
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Farm-level impacts of prolonged drought: is a multiyear event more than the sum of its parts?
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AUSTRALIAN JOURNAL OF AGRICULTURAL AND RESOURCE ECONOMICS 2010年 第1期54卷 43-60页
作者: Peck, Dannele E. Adams, Richard M. Univ Wyoming Dept Agr & Appl Econ Laramie WY 82071 USA Oregon State Univ Dept Agr & Resource Econ Corvallis OR 97331 USA
A multiyear discrete stochastic programming model with uncertain water supplies and inter-year crop dynamics is developed to determine: (i) whether a multiyear drought's impact can be more than the sum of its part... 详细信息
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An exact approach for solving integer problems under probabilistic constraints with random technology matrix
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ANNALS OF OPERATIONS RESEARCH 2010年 第1期177卷 127-137页
作者: Beraldi, Patrizia Bruni, Maria Elena Univ Calabria Dipartimento Elettron Informat & Sistemist I-87030 Arcavacata Di Rende CS Italy
This paper addresses integer programming problems under probabilistic constraints involving discrete distributions. Such problems can be reformulated as large scale integer problems with knapsack constraints. For thei... 详细信息
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A Polynomial-Time Algorithm for Optimizing over N-Fold 4-Block Decomposable integer Programs
A Polynomial-Time Algorithm for Optimizing over <i>N</i>-Fol...
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14th International Conference integer programming and Combinatorial Optimization
作者: Hemmecke, Raymond Koeppe, Matthias Weismantel, Robert Tech Univ Munich D-8000 Munich Germany Univ Calif Davis CA USA ETH Zurich Switzerland
In this paper we generalize N-fold integer programs and two-stage integer programs with AT scenarios to N-fold 4-block decomposable integer programs. We show that for fixed blocks but variable N, these integer program... 详细信息
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