We present a new algorithm that uses both local branching and Monte Carlo sampling in a multi-descent search strategy for solving 0-1 integer stochastic programming problems. This procedure is applied to the single vehicle routing problem with stochastic demands. Computational results show the usefulness of this new approach to solve hard instances of the problem.

Production of Mrenda (Corchorus olitorius) in Kenya has been low due to various reasons, such as poor agronomic practices like incorrect fertilizer rates. Observations from the Mrenda growing areas showed that there is high unmet demand for crop in local market and even for export. This is due to yields being low, 2-4 tons/ha as compared to expected yield of 5-8 tons/ha. Therefore, the main obj...

In this paper we present an improved cut–and–solve algorithm for the single– source capacitated facility location problem. The algorithm consists of three phases. The first phase strengthens the integer program by a cutting plane algorithm to obtain a tight lower bound. The second phase uses a two level local branching heuristic to find an upper bound and, if optimality has not yet been establi...

augmented downhill simplex method (adsm) is introduced here, that is a heuristic combination of downhill simplex method (dsm) with random search algorithm. in fact, dsm is an interpretable nonlinear local optimization method. however, it is a local exploitation algorithm; so, it can be trapped in a local minimum. in contrast, random search is a global exploration, but less efficient. here, rand...

This paper presents a new two-phase solution approach to the beam angle and fluence map optimization problem in Intensity Modulated Radiation Therapy (IMRT) planning. We introduce Branch-and-Prune (B&P) to generate a robust feasible solution in the first phase. A local neighborhood search algorithm is developed to find a local optimal solution from the Phase I starting point in the second phase...

One of the important factor in the design of automated guided vehicle systems (AGVS) is the flow path design. This paper presents a branch-and-bound algorithm to determining the flow path by considering not only loaded-vehicles, but also empty-vehicles. The objective is to find the flow path, which will minimize total travel of loaded vehicles. We know that in branch-and-bound method a branch c...