We address a class of planning problems where the optimization decisions influence the time of information discovery for a subset of the uncertain parameters. The standard stochastic programming approach cannot be used for these problems. We present a hybrid mixed-integer disjunctive programming formulation and a Lagrangean duality based branch and bound algorithm for these problems and illustr...

The Augmented Lagrangean Relaxation (ALR) method is one of the most powerful techniques to solve the Short-Term Hydrothermal Coordination (STHC) problem. A crucial step when using the ALR method is the updating of the multipliers. In this paper we present a new multiplier updating procedure: the Gradient with Radar Step (GRS) method. The method has been successfully tested by solving medium-sca...

We consider the planning and scheduling problem of the COSMO-SkyMed constellation for the observation of the Earth. We define a simplified problem which only takes into account the most binding constraints of the real problem. We present a Lagrangean relaxation algorithm that provides upper bounds and we show that it can also be used to guide an existing heuristic algorithm to find better solut...

An enumerative scheme to solve this problem was proposed by Smith [11]. Maculan, Michelon and Xavier [7] formulated the ESTP as a nonconvex mixed-integer programming problem and proposed a Lagrangean dual program in order to develop a branch-and-bound method. A number of heuristic approaches have been developed in dimension n = 2 (see [13] for a survey). Heuristics for n ≥ 3 can be found in [6,...

The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can be calculated analytically by introducing Lagrange parameters. The problem of xing these lagrangean parameters is circumvented by introduction of a microcanon...

We obtain a global version of the Hamiltonian KAM theorem for invariant Lagrangean tori by glueing together local KAM conjugacies with help of a partition of unity. In this way we find a global Whitney smooth conjugacy between a nearly integrable system and an integrable one. This leads to preservation of geometry, which allows us to define all nontrivial geometric invariants of an integrable H...

Where standard MIP{solvers fail to compute optimum objective function values for certain MIP{model formulations, lower bounds may be used as a point of reference for evaluating heuristics. In this paper, we compute lower bounds for the multi{level proportional lot sizing and scheduling problem with multiple machines (PLSP{MM). Four approaches are compared: Solving LP{relaxations of two di erent...

Under the cuto! priority discipline, the optimal prioritized channel allocation problem is formulated, which minimizes the weighted average blocking probability of hando! calls while ensuring the prespeci"ed grade of service for new calls and the co-channel interference constraints. We use the concept of pattern to deal with the problem more conveniently. Using Lagrangean relaxation and subgrad...

A self-consistent strategy is proposed to complete in a renormalization scheme independent way the dynamical generation of Quark-Level Linear Sigma Model like Lagrangean theories beyond one loop like the theories of strong and electroweak interactions. The present discussion refers for simplicity to scalar and pseudoscalar degrees of freedom only while disregarding yet — without loss of general...