Stabilized Benders methods for large-scale combinatorial optimization, with appllication to data privacy [PDF]
The Cell Suppression Problem (CSP) is a challenging Mixed-Integer Linear Problem arising in statistical tabular data protection. Medium sized instances of CSP involve thousands of binary variables and million of continuous variables and constraints ...
Baena, Daniel +2 more
core +1 more source
Uncapacitated Lot-Sizing with Stock Upper Bounds, Stock Fixed Costs, Stock Overloads and Backlogging: A Tight Formulation [PDF]
For an n-period uncapacitated lot-sizing problem with stock upper bounds, stock fixed costs, stock overload and backlogging, we present a tight extended shortest path formulation of the convex hull of solutions with O(n^2) variables and constraints, also
Wolsey, Laurence
core
Convex approximations for a class of mixed-integer recourse models [PDF]
We consider mixed-integer recourse (MIR) models with a single recourse constraint.We relate the secondstage value function of such problems to the expected simple integer recourse (SIR) shortage function.
Vlerk, Maarten H. van der
core +1 more source
Branch-and-price and heuristic column generation for the generalized truck-and-trailer routing problem [PDF]
The generalized truck-and-trailer routing problem (GTTRP) constitutes a uni¯ed model for vehicle routing problems with trailers and a fixed lorry-trailer assignment.
Drexl, Michael
core
Optimizing electricity distribution using two-stage integer recourse models [PDF]
We consider two planning problems faced by an electricity distributor. Electricity can be ob-tained both from power plants and small generators such as hospitals and greenhouses, whereas the future demand for electricity is uncertain.
Klein Haneveld, W.K. +1 more
core +1 more source
Optimization as an analysis tool for human complex decision making [PDF]
We present a problem class of mixed-integer nonlinear programs (MINLPs) with nonconvex continuous relaxations which stem from economic test scenarios that are used in the analysis of human complex problem solving.
Barth, Dr Carola M. +4 more
core
On multiple simple recourse models [PDF]
We consider multiple simple recourse (MSR) models, both continuous and integer versions, which generalize the corresponding simple recourse (SR) models by allowing for a refined penalty cost structure for individual shortages and surpluses.
Vlerk, Maarten H. van der
core +1 more source
Relaxations of mixed integer sets from lattice-free polyhedra [PDF]
This paper gives an introduction to a recently established link between the geometry of numbers and mixed integer optimization. The main focus is to provide a review of families of lattice-free polyhedra and their use in a disjunctive programming ...
Del Pia, Alberto, Weismantel, Robert
core
Integrated chance constraints in an ALM model for pension funds [PDF]
We discuss integrated chance constraints in their role of short-term risk constraints in a strategic ALM model for Dutch pension funds. The problem is set up as a multistage recourse model, with special attention for modeling the guidelines proposed by ...
Vlerk, Maarten H. van der
core +1 more source
Determining locations and layouts for parcel lockers to support supply chain viability at the last mile. [PDF]
Kahr M.
europepmc +1 more source

