نتایج جستجو برای: branch and price

تعداد نتایج: 16845575  

پایان نامه :0 1391

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

2005
Filipe Pereira Pinto José Manuel Vasconcelos Valério de Carvalho

Journal: :Computers & OR 2005
Edson Luiz França Senne Luiz Antonio Nogueira Lorena Marcos Antonio Pereira

1997
Stefan Thienel

The software system ABACUS is an object-oriented framework for the implementation of branch-and-cut and branch-and-price algorithms. This paper describes the design of ABACUS including the design principles and the most important classes.

1997
Stefan Thienel

The software system ABACUS is an object-oriented framework for the implementation of branch-and-cut and branch-and-price algorithms. This paper describes the design of ABACUS including the design principles and the most important classes.

Journal: :INFORMS Journal on Computing 2016
Ioannis Fragkos Zeger Degraeve Bert De Reyck

We introduce Horizon Decomposition in the context of Dantzig-Wolfe Decomposition, and apply it to the Capacitated Lot-Sizing Problem with Setup Times. We partition the problem horizon in contiguous overlapping intervals and create subproblems identical to the original problem, but of smaller size. The user has the flexibility to regulate the size of the master problem and the subproblem via two...

Journal: :European Journal of Operational Research 2010
Stefan Irnich

2005
Jesper Hansen Tomas Lidén

Producing work schedules for airline crew normally results in individually different schedules. Some airlines do however want to give the same schedule to groups of people. The construction of such groups must respect certain rules, provide a good matching of certain factors and fit well into the normal process of producing anonymous trips starting and ending at the home base and assigning thes...

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