dc.contributor.author | Alonso-Ayuso, Antonio | |
dc.contributor.author | Escudero, Laureano F | |
dc.contributor.author | Ortuño, M Teresa | |
dc.date.accessioned | 2011-11-24T12:15:28Z | |
dc.date.available | 2011-11-24T12:15:28Z | |
dc.date.issued | 2003 | |
dc.identifier.issn | 0377-2217 | |
dc.identifier.uri | http://hdl.handle.net/10115/5781 | |
dc.description.abstract | We present a framework for solving some types of $0-1$ multi-stage scheduling/planning
problems under uncertainty in the objective function coefficients and the right-hand-side.
A scenario analysis scheme with full recourse is used. The solution offered for each
scenario group at each stage takes into account all scenarios but without subordinating to
any of them. The constraints are modelled by a splitting variables representation via
scenarios. So, a $0-1$ model for each scenario is considered plus the non-anticipativity
constraints that equate the $0-1$ variables from the same group of scenarios in each stage.
The mathematical representation of the model is very amenable for the proposed framework to
deal with the $0-1$ character of the variables. A Branch-and-Fix Coordination
approach is introduced for coordinating the selection of the branching nodes and branching variables in
the scenario subproblems to be jointly optimized. Some computational experience is reported for different types of problems. | es |
dc.language.iso | eng | es |
dc.publisher | Elsevier | es |
dc.relation.ispartofseries | European Journal Of Operational Research;150 | |
dc.rights | Atribución-NoComercial-SinDerivadas 3.0 España | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.subject | Stochastic programming, Multistage scenario tree, Mixed 0-1 programs, Splitting variables representation, Twin node families | es |
dc.title | BFC, A Branch-and-Fix Coordination Algorithmic Framework for solving Some Types of Stochastic Pure and Mixed 0-1 Programs | es |
dc.type | info:eu-repo/semantics/contributionToPeriodical | es |
dc.rights.accessRights | info:eu-repo/semantics/restrictedAccess | es |
dc.subject.unesco | 12 Matemáticas | es |
dc.description.departamento | Estadística e Investigación Operativa | |