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This paper is concerned with the Multi-Row Facility Layout Problem. Given a set of rectangular departments, a fixed number of rows, and weights for each pair of departments, the problem consists of finding an assignment of departments to rows and the positions of the departments in each row so...
Persistent link: https://www.econbiz.de/10011264291
While dynamic decision making has traditionally been represented as scenario trees, these may become severely intractable and difficult to compute with an increasing number of time periods. We present an alternative tractable approach to multiperiod international portfolio optimization based on...
Persistent link: https://www.econbiz.de/10010597584
The reformulation–linearization technique (RLT), introduced in [Sherali, H. D., Adams. W. P. (1990). A hierarchy of relaxations between the continuous and convex hull representations for zero-one programming problems. SIAM Journal on Discrete Mathematics 3(3), 411–430], provides a way to...
Persistent link: https://www.econbiz.de/10010719584