network optimization with piecewise linear convex costs

نویسندگان

s. ketabi

چکیده

the problem of finding the minimum cost multi-commodity flow in an undirected and completenetwork is studied when the link costs are piecewise linear and convex. the arc-path model and overflowmodel are presented to formulate the problem. the results suggest that the new overflow model outperformsthe classical arc-path model for this problem. the classical revised simplex, frank and wolf and a heuristicmethod are compared for the problem.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Network Optimization with Piecewise Linear Convex Costs

The problem of finding the minimum cost multi-commodity flow in an undirected and complete network is studied when the link costs are piecewise linear and convex. The arc-path model and overflow model are presented to formulate the problem. The results suggest that the new overflow model outperforms the classical arc-path model for this problem. The classical revised simplex, Frank and Wolf and...

متن کامل

Network Optimization with Concave Costs

In this paper the problem of minimum cost communication network design is considered where the costs are piecewise linear concave. Several methods are compared: Simulated Annealing method, a heuristic based on the method proposed by Minoux, and a lagrangian method based on lower bounding procedure.

متن کامل

Network Optimization with Concave Costs

In this paper the problem of minimum cost communication network design is considered where the costs are piecewise linear concave. Several methods are compared: Simulated Annealing method, a heuristic based on the method proposed by Minoux, and a lagrangian method based on lower bounding procedure.

متن کامل

Large scale portfolio optimization with piecewise linear transaction costs

We consider the fundamental problem of computing an optimal portfolio based on a quadratic mean-variance model of the objective function and a given polyhedral representation of the constraints. The main departure from the classical quadratic programming formulation is the inclusion in the objective function of piecewise linear, separable functions representing the transaction costs. We handle ...

متن کامل

Variable Disaggregation in Network Flow Problems with Piecewise Linear Costs

Network flow problems with non-convex piecewise linear cost structures arise in many application areas, most notably in freight transportation and supply chain management. In the present paper, we consider mixed-integer programming (MIP) formulations of a generic multi-commodity network flow problem with piecewise linear costs. The formulations we study are based on variable disaggregation tech...

متن کامل

Convex piecewise-linear fitting

We consider the problem of fitting a convex piecewise-linear function, with some specified form, to given multi-dimensional data. Except for a few special cases, this problem is hard to solve exactly, so we focus on heuristic methods that find locally optimal fits. The method we describe, which is a variation on the K-means algorithm for clustering, seems to work well in practice, at least on d...

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید


عنوان ژورنال:
iranian journal of science and technology (sciences)

ISSN 1028-6276

دوره 30

شماره 3 2006

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023