Cet article propose une alternative automatisie ` la gestion manuelle des dicoupes dans une papeterie industrielle. Nous utilisons le modhle classique de Gilmore et Gomory. Nous risolvons le problhme relaxi par ACCPM qui est une mithode de plans coupants. Les sous-problhmes et la giniration...

Stochastic programs inevitably get huge if they are to model real life problems accurately. Nowadays only massive parallel machines can solve them but at a cost few decision makers can afford. We report hereon a deterministic equivalent linear programming model of 1,111,112 constraints and...

This paper presents linear algebra techniques used in the implementation of an interior point method for solving linear programs and convex quadratic programs with linear constraint. The new regularization techniques for Newton equation system applicable to both symmetric positive definite and...

In this paper we give an overview of the mostimportant characteristics of advanced implementations of interior point methods.

There are many problems related to design a networks. Among them, the message routing problem plays a determinant role in the optimization of network performance. Much of the motivation of this work comes from this problem which is shown to belong to the lass of nonlinear convex multicomodity...

SETSTOCH is a tool for linking Algebraic Modeling Languages with Specialized Stochastic Programming Solvers. Its main role is to retrieve from the modeling language a dynamically ordered core model (baseline scenario) that is then sent automatically to the Stochastic Solver. The user is thus...

This paper addresses the issues involved with an interior point-based decomposition applied to the solution of linear programs with a block-angular structure. Unlike classicla decomposition schemes that use the simplex method to solve subproblems, the approach presented in this paper employs a...

We propose an alternative apporach to stochastic programming based on Monte-Carlo sampling and stochastic gradient optimization. The procedure is by essence probabilistic and the computed solution is a random variable. The associated objectiev value is doubly random, since it depends two...

We propose a stochastic programming approach for quantitative analysis of supply contracts, involving flexibility, between a buyer and a supplier, in a supply chain framework.