In this paper the Fixed Charge Transportation Problem is considered. A new heuristic approach is proposed, based on the intensive use of Lagrangean relaxation techniques. The more novel aspects of this approach are new Lagrangean relaxation and decomposition methods, the consideration of several core problems, defined from the previously computed Lagrangean reduced costs, the heuristic selectio...

We address robust versions of combinatorial optimization problems, focusing on the uncorrelated ellipsoidal uncertainty case, which corresponds to so-called mean-variance optimization. We present a branch and bound-algorithm for such problems that uses lower bounds obtained from Lagrangean decomposition. This approach allows to separate the uncertainty aspect in the objective function from the ...

−− This work presents a stochastic multiperiod model for representing a petroleum refinery. Uncertainty is taken into account in parameters such as demands, product sale prices and crude oil prices. In the present work, uncertainty is considered as a set of discrete scenarios, each representing a possible shifting of market expectations. Every environment is weighted through an expected probabi...

We address in this paper the optimization of a multi-site, multi-period, and multi-product planning problem with sequence-dependent changeovers, which is modeled as a mixedinteger linear programming (MILP) problem. Industrial instances of this problem require the planning of a number of production and distribution sites over a time span of several months. Temporal and spatial Lagrangean decompo...

This paper describes and evaluates alternative branch-and-price decompositions (B&P-Ds) of the multi-dimensional knapsack problem with generalized upper bound constraints both analytically and computationally. As part of our theoretical analysis we compare the bounds available from B&P-Ds with three alternative relaxations (Lagrangean relaxation, Lagrangean decomposition, and Surrogate relaxati...

Decomposition models with integer variables usually decompose into a master problem that comprises all the integer variables and subproblems, which evaluate the remaining variables. Subproblems with integer variables introduce additional difficulties and require the use of nonlinear duality theory. In this paper we address the solution of a mixed integer hydrothermal coordination problem combin...

The solution of large-scale scheduling problems involving the production of hundreds different products using a variety of process unit operations are typical for chemical and pharmaceutical companies. These problems however are translated to mathematical models involving a computationally infeasible number of variables and constraints independent of the mathematical modeling approach one choos...

We present a Cost Decomposition approach for the linear Multicommodity Min-Cost Flow problem, where the mutual capacity constraints are dualized and the resulting Lagrangean Dual is solved with a dual-ascent algorithm belonging to the class of Bundle methods. Although decomposition approaches to block-structured Linear Programs have been reported not to be competitive with general-purpose softw...