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Now showing items 11-20 of 29

#### Continuous knapsack sets with divisible capacities

(Springer, 2016)

We study two continuous knapsack sets (Formula presented.) and (Formula presented.) with (Formula presented.) integer, one unbounded continuous and (Formula presented.) bounded continuous variables in either (Formula ...

#### Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming

(Elsevier, 2010)

We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a "λ gain-loss ratio opportunity". Pricing results somewhat different from, but ...

#### Optimal oblivious routing under linear and ellipsoidal uncertainty

(Springer, 2008)

In telecommunication networks, a common measure is the maximum congestion (i.e., utilization) on edge capacity. As traffic demands are often known with a degree of uncertainty, network management techniques must take into ...

#### Survivability in hierarchical telecommunications networks under dual homing

(Institute for Operations Research and the Management Sciences (I N F O R M S), 2014)

The motivation behind this study is the essential need for survivability in the telecommunications networks. An optical signal should find its destination even if the network experiences an occasional fiber cut. We consider ...

#### Generalized column generation for linear programming

(Institute for Operations Research and the Management Sciences (INFORMS), 2002)

Column generation is a well-known and widely practiced technique for solving linear programs with too many variables or constraints to include in the initial formulation explicitly. Instead, the required column information ...

#### Robust auction design under multiple priors by linear and integer programming

(Springer New York LLC, 2018)

It is commonly assumed in the optimal auction design literature that valuations of buyers are independently drawn from a unique distribution. In this paper we study auctions under ambiguity, that is, in an environment where ...

#### A derivation of Lovász' theta via augmented lagrange duality

(E D P Sciences, 2003)

A recently introduced dualization technique for binary linear programs with equality constraints, essentially due to Poljak et al. [13], and further developed in Lemar´echal and Oustry [9], leads to simple alternative ...

#### A Benders decomposition approach for the charging station location problem with plug-in hybrid electric vehicles

(Elsevier, 2016)

The flow refueling location problem (FRLP) locates p stations in order to maximize the flow volume that can be accommodated in a road network respecting the range limitations of the vehicles. This paper introduces the ...

#### Bicriteria multiresource generalized assignment problem

(John Wiley & Sons, 2014)

In this study,we consider a bicriteria multiresource generalized assignment problem. Our criteria are the total assignment load and maximum assignment load over all agents. We aim to generate all nondominated objective ...

#### A parametric simplex algorithm for linear vector optimization problems

(Springer, 2017)

In this paper, a parametric simplex algorithm for solving linear vector optimization problems (LVOPs) is presented. This algorithm can be seen as a variant of the multi-objective simplex (the Evans–Steuer) algorithm (Math ...