The aim of this paper is to provide new efficient methods for solving general chance-constrained integer linear programs to optimality. Valid linear inequalities are given for these problems. They are proved to characterize properly the set of solutions. They are based on a specific scenario, whose definition impacts strongly on the quality of the linear relaxation built. A branch-and-cut algor...

this paper proposes a suitable benchmark for inefficient commercial bank branches by using data envelopment analysis (dea). in order to render an inefficient bank branch efficient, it is necessary to decrease inputs and increase outputs. as there are priorities for decreasing some certain inputs and increasing some certain outputs over other inputs and outputs, respectively, it is necessary to ...

Fuzzy Linear Programming models are quite frequent in practice. The dynamic nature of the real problems often requires reoptimize from the optimal solutions found, what may mean a significant consumption of time and funds. In this paper, in order to efficiently solve this problem, first the optimality conditions and the duality results for fully fuzzy linear programming problems (all parameters...

This paper reviews various approaches that have been used for the modeling and simulation of large-scale engineering systems and determines their appropriateness in the development of a RICS modeling and simulation tool. Bond graphs, linear graphs, block diagrams, differential and difference equations, modeling languages, cellular automata and agents are reviewed. This tool should be based on l...

In this paper, a new method is proposed to find the fuzzy optimal solution of fully fuzzy linear programming (abbreviated to FFLP) problems. Also, we employ linear programming (LP) with equality constraints to find a nonegative fuzzy number vector x which satisfies Ax =b, where A is a fuzzy number matrix. Then we investigate the existence of a positive solution of fully fuzzy linear system (FFLS).

Multicommodity distribution problem is one of the most interesting and useful models in mathematical programming due to its major role in distribution networks. The purpose of this paper is to describe and solve a special class of multicommodity distribution problems in which shipment of a commodity from a plant to a customer would go through different distribution centers. The problem is t...