The generalized minimum spanning tree polytope and related polytopes [PDF]
, 2001 The Generalized Minimum Spanning Tree problem denoted by GMST is a variant of the classical Minimum Spanning Tree problem in which nodes are partitioned into clusters and the problem calls for a minimum cost tree spanning at least one node from each ...
Pop, P.C.
core +1 more source
Portfolio optimization with two coherent risk measures
, 2020 We provide analytical results for a static portfolio optimization problem with two coherent risk measures. The use of two risk measures is motivated by joint decision-making for portfolio selection where the risk perception of the portfolio manager is of
Aktürk, Tahsin Deniz, Ararat, Çağın
core +2 more sources
On the size of lattice simplices with a single interior lattice point
, 2012 Let $\mathcal{T}^d(1)$ be the set of all $d$-dimensional simplices $T$ in $\real^d$ with integer vertices and a single integer point in the interior of $T$.
Averkov, Gennadiy
core +1 more source
An improved cut-and-solve algorithm for the single-source capacitated facility location problem
EURO Journal on Computational Optimization, 2018 In this paper, we present an improved cut-and-solve algorithm for the single-source capacitated facility location problem. The algorithm consists of three phases.
SuneLauth Gadegaard +2 more
doaj +1 more source
A computational analysis of lower bounds for big bucket production planning problems [PDF]
, 2012 In this paper, we analyze a variety of approaches to obtain lower bounds for multi-level production planning problems with big bucket capacities, i.e., problems in which multiple items compete for the same resources.
A. Atamtürk +47 more
core +3 more sources
Bilevel programming for price-based electricity auctions: a revenue-constrained case
EURO Journal on Computational Optimization, 2015 This paper describes the application of bilevel programming to a class of real-life problems in the field of electric power systems. Within the context of electricity markets, market-clearing procedures, i.e., auction models, are used by an independent ...
Ricardo Fernández-Blanco +2 more
doaj +1 more source
Planeación de sistemas secundarios de distribución usando el algoritmo Branch and Bound
Ingeniería y Ciencia, 2011 En este trabajo se plantea una metodología para la solución del problema delplaneamiento de sistemas secundarios de distribución considerando un modelode programación lineal entero mixto (PLEM), el cual considera la ubicación y dimensionamiento de ...
Carlos Javier Tapias-Isaza +2 more
doaj
Evaluating the quality of image matrices in blockmodeling
EURO Journal on Computational Optimization, 2015 One approach for analyzing large networks is to partition its nodes into classes where the nodes in a class have similar characteristics with respect to their connections in the network. A class is represented as a blockmodel (or image matrix).
Stefan Wiesberg, Gerhard Reinelt
doaj +1 more source
The generalized minimum spanning tree problem [PDF]
, 2000 We consider the Generalized Minimum Spanning Tree Problem denoted by GMSTP. It is known that GMSTP is NP-hard and even finding a near optimal solution is NP-hard.
Kern, W., Pop, P.C., Still, G.J.
core +2 more sources
Complementarity-based nonlinear programming techniques for optimal mixing in gas networks
EURO Journal on Computational Optimization, 2019 We consider nonlinear and nonsmooth mixing aspects in gas transport optimization problems. As mixed-integer reformulations of pooling-type mixing models already render small-size instances computationally intractable, we investigate the applicability of ...
FalkM. Hante, Martin Schmidt
doaj +1 more source