Showing 1 - 10 of 34
A new smoothing approach based on entropic perturbation is proposed for solving mathematical programs with equilibrium constraints. Some of the desirable properties of the smoothing function are shown. The viability of the proposed approach is supported by a computationalstudy on a set of...
Persistent link: https://www.econbiz.de/10010837476
We present a thorough analysis of the economic order quantity model with shortages under a general inventory cost rate function and concave production costs. By using some standard results from convex analysis, we show that the model exhibits a composite concave-convex structure. Consequently,...
Persistent link: https://www.econbiz.de/10010837523
We consider equilibrium constrained optimization problems, which have a general formulationthat encompasses well-known models such as mathematical programs with equilibrium constraints, bilevel programs, and generalized semi-infinite programming problems. Based on the celebrated K K M lemma, we...
Persistent link: https://www.econbiz.de/10010837543
We study a variational inequality problem whose domain is defined by infinitely many linear inequalities. A discretization method and an analytic center based inexact cutting plane method are proposed. Under proper assumptions, the convergence results for both methods are given. We also provide...
Persistent link: https://www.econbiz.de/10010837582
This paper presents a dynamic approach to the vehicle scheduling problem. We discuss the potential benefit of our approach compared to the traditional one, where the vehicle scheduling problem is solved only once for a whole period and the travel times are assumed to be fixed. In our dynamic...
Persistent link: https://www.econbiz.de/10010837587
In this paper we consider the capacitated lot-sizing problem (CLSP) with linear costs. It is known that this problem is NP-hard, but there exist special cases that can be solved in polynomial time. We derive a backward algorithm, based on the forward algorithm by Chen et al. (1994), to solve the...
Persistent link: https://www.econbiz.de/10010837597
Although the possibility to combine column generation and Lagrangian relaxation has been known for quite some time, it has only recently been exploited in algorithms. In this paper, we discuss ways of combining these techniques. We focus on solving the LP relaxation of the Dantzig-Wolfe master...
Persistent link: https://www.econbiz.de/10010837615
This paper deals with models, relaxations and algorithms for an integrated approach to vehicle and crew scheduling. We discuss potential benefits of integration and provide an overview of the literature, which considers mainly partial integration. Our approach is new in the sense that we can...
Persistent link: https://www.econbiz.de/10010837617
In this note we present an efficient exact algorithm to solve the joint pricing and inventory problem for which Bhattacharjee and Ramesh (2000) proposed two heuristics. Our algorithm appears to be superior also in terms of computation time. Furthermore, we point out several mistakes in the paper...
Persistent link: https://www.econbiz.de/10010837635
In this paper we consider the uncapacitated economic lot-size model, where demand is a deterministic function of price. In the model a single price need to be set for all periods. The objective is to find an optimal price and ordering decisions simultaneously. In 1973 Kunreuther and Schrage...
Persistent link: https://www.econbiz.de/10010837636