Eur. J. Oper. Res.最新文献_第2页

Optimal multivariate financial decision making 最优多元财务决策

Eur. J. Oper. Res. Pub Date : 2022-09-01 DOI: 10.2139/ssrn.3931992

C. Bernard, L. Aquino, S. Vanduffel

引用次数: 0

A Framework for Inherently Interpretable Optimization Models 固有可解释优化模型的框架

Eur. J. Oper. Res. Pub Date : 2022-08-26 DOI: 10.48550/arXiv.2208.12570

M. Goerigk, Michael Hartisch

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引用次数: 4

A General Purpose Exact Solution Method for Mixed Integer Concave Minimization Problems 混合整数凹最小化问题的一种通用精确解方法

Eur. J. Oper. Res. Pub Date : 2022-08-19 DOI: 10.48550/arXiv.2208.09253

Ankur Sinha, A. Das, Guneshwar Anand, S. Jayaswal

{"title":"A General Purpose Exact Solution Method for Mixed Integer Concave Minimization Problems","authors":"Ankur Sinha, A. Das, Guneshwar Anand, S. Jayaswal","doi":"10.48550/arXiv.2208.09253","DOIUrl":"https://doi.org/10.48550/arXiv.2208.09253","url":null,"abstract":"In this article, we discuss an exact algorithm for solving mixed integer concave minimization problems. A piecewise inner-approximation of the concave function is achieved using an auxiliary linear program that leads to a bilevel program, which provides a lower bound to the original problem. The bilevel program is reduced to a single level formulation with the help of Karush-Kuhn-Tucker (KKT) conditions. Incorporating the KKT conditions lead to complementary slackness conditions that are linearized using BigM, for which we identify a tight value for general problems. Multiple bilevel programs, when solved over iterations, guarantee convergence to the exact optimum of the original problem. Though the algorithm is general and can be applied to any optimization problem with concave function(s), in this paper, we solve two common classes of operations and supply chain problems; namely, the concave knapsack problem, and the concave production-transportation problem. The computational experiments indicate that our proposed approach outperforms the customized methods that have been used in the literature to solve the two classes of problems by an order of magnitude in most of the test cases.","PeriodicalId":11868,"journal":{"name":"Eur. J. Oper. Res.","volume":"70 1","pages":"977-992"},"PeriodicalIF":0.0,"publicationDate":"2022-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83755689","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Bowley vs. Pareto optima in reinsurance contracting 鲍利诉再保险合同中的帕累托最优

Eur. J. Oper. Res. Pub Date : 2022-08-01 DOI: 10.2139/ssrn.3979049

T. Boonen, Mario Ghossoub

引用次数: 7

Project scheduling problem with fuzzy activity durations: A novel operational law based solution framework 具有模糊活动持续时间的项目调度问题:一种新的基于运维律的解决框架

Eur. J. Oper. Res. Pub Date : 2022-07-01 DOI: 10.2139/ssrn.4170706

Mingxuan Zhao, Jian Zhou, Ke Wang, A. Pantelous

引用次数: 2

Scheduling shared passenger and freight transport on a fixed infrastructure 在固定的基础设施上安排共享的客运和货运

Eur. J. Oper. Res. Pub Date : 2022-07-01 DOI: 10.2139/ssrn.3886691

Lena Hörsting, Catherine Cleophas