Zobrazeno 1 - 10
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pro vyhledávání: '"Aitziber Unzueta"'
Publikováno v:
European Journal of Operational Research. 285:988-1001
Two matheuristic decomposition algorithms are introduced. The first one is a Progressive Hedging type so-named Regularized scenario Cluster Progressive Algorithm. The second one is a Frank-Wolfe PH type so-named Regularized scenario Cluster Simplicia
Publikováno v:
Journal of Statistics Education, Vol 27, Iss 2, Pp 68-78 (2019)
Teaching some concepts in statistics greatly benefits from individual practice with immediate feedback. In order to provide such practice to a large number of students we have written a simulator based on an historical event: the loss in May 22, 1968
Publikováno v:
IEEE EUROCON 2021-19th International Conference on Smart Technologies
One of the problems faced by electric power distribution system operators is to know with certainty the actual location of all their assets in order to manage properly the grid and provide the best service to their customers. In this work, we present
Publikováno v:
Computers & Operations Research. 98:84-102
A preparedness resource allocation model and an algorithmic approach are presented for a three-stage stochastic problem for managing natural disaster mitigation. That preparedness consists of warehouse location and capacity assignment and the procure
Publikováno v:
Computational Optimization and Applications. 70:865-888
In this work we present two matheuristic procedures to build good feasible solutions (frequently, the optimal one) by considering the solutions of relaxed problems of large-sized instances of the multi-period stochastic pure 0–1 location-assignment
Publikováno v:
Computers & Operations Research. 85:154-171
A Multistage scenario Cluster Dualization and Lagrangean Relaxation is presented.Time Stochastic Dominance (TSD) risk averse measure is considered.Dualization of the NAC and Relaxation of the cross node constraints are considered.Three Lagrangean mul
Publikováno v:
Computers & Operations Research. 67:48-62
We present a Lagrangean Decomposition approach for obtaining strong lower bounds on minimizing medium to large scale multistage stochastic mixed 0-1 problems. The problem is represented by a mixture of the splitting representation up to a given stage
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
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[EN] Teaching some basic concepts in Statistics greatly benefits from individual practice with immediate feedback. In order to provide such practice to a large number of students we have writen a simulator described below, first of a planned series o
Scenario Cluster Decomposition of the Lagrangian dual in two-stage stochastic mixed 0–1 optimization
Publikováno v:
Computers & Operations Research. 40:362-377
In this paper we introduce four scenario Cluster based Lagrangian Decomposition procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration of the Lagrangian based procedu
Publikováno v:
TOP. 20:347-374
In this paper we study solution methods for solving the dual problem corresponding to the Lagrangian Decomposition of two-stage stochastic mixed 0-1 models. We represent the two-stage stochastic mixed 0-1 problem by a splitting variable representatio