نتایج جستجو برای: two mixed integer programming
تعداد نتایج: 2865734 فیلتر نتایج به سال:
This paper presents a tutorial on the state-of-the-art software for solution of two-stage (mixed-integer) linear stochastic programs and provides list designed this purpose. The methodologies are classified according to decomposition alternatives types variables in problem. We review fundamentals Benders decomposition, dual progressive hedging, as well possible improvements variants. also prese...
The business environment is full of uncertainty. Allocating the wealth among various asset classes may lower the risk of overall portfolio and increase the potential for more benefit over the long term. In this paper, we propose a mixed singlestage R&D projects and multi-stage securities portfolio selection model. Specifically, we present a bi-objective mixed-integer stochastic programming mode...
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