Results 31 to 40 of about 296 (63)
A Two-Level Approach to Large Mixed-Integer Programs with Application to Cogeneration in Energy-Efficient Buildings [PDF]
, 2015 We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model (coarsened with respect to variables) and a coarse model ...
Leyffer, Sven, Lin, Fu, Munson, Todd
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A novel method for inference of acyclic chemical compounds with bounded branch-height based on artificial neural networks and integer programming. [PDF]
Algorithms Mol Biol, 2021 Azam NA +7 more
europepmc +1 more source
Mathematical optimization in classification and regression trees. [PDF]
Top (Berl), 2021 Carrizosa E +2 more
europepmc +1 more source
Convex approximations for complete integer recourse models [PDF]
We consider convex approximations of the expected value function of a two-stage integer recourse problem. The convex approximations are obtained by perturbing the distribution of the random right-hand side vector.
Vlerk, Maarten H. van der
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An ALM Model for Pension Funds using Integrated Chance Constraints [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 ...
Klein Haneveld, W.K.. +2 more
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Exact solutions to a class of stochastic generalized assignment problems [PDF]
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed.
Albareda-Sambola, Maria +2 more
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Approximation in stochastic integer programming [PDF]
Approximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate ...
Stougie, Leen, Vlerk, Maarten H. van der
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Approximation algorithms for discrete polynomial optimization [PDF]
, 2013 He, Simai, Li, Zhening, Zhang, Shuzhong
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