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Scheduling under linear constraints

Nip, Kameng; Wang, Zhenbo; Wang, Zizhuo - In: European journal of operational research : EJOR 253 (2016) 2, pp. 290-297

Persistent link: https://www.econbiz.de/10011490278

A relaxed logarithmic barrier method for semidefinite programming

Samia, Kettab; Djamel, Benterki - In: RAIRO / Operations research 49 (2015) 3, pp. 555-568

Persistent link: https://www.econbiz.de/10011509393

A large-scale optimization model for replicating portfolios in the life insurance industry

Adelmann, Maximilian; Fernandez-Arjona, Lucio; Mayer, János - 2016

Replicating portfolios have recently emerged as an important tool in the life insurance industry, used for the valuation of companies' liabilities. This paper presents a replicating portfolio (RP) model for approximating life insurance liabilities as closely as possible. We minimize the L1 error...

Persistent link: https://www.econbiz.de/10011515725

A hybrid collaborative algorithm to solve an integrated wood transportation and paper pulp production problem

Pecora, Jose Eduardo; Ruiz, Angel; Soriano, Patrick - In: Journal of the Operational Research Society : OR 67 (2016) 4, pp. 537-550

Persistent link: https://www.econbiz.de/10011516561

Duality in stochastic linear and dynamic programming

Klein Haneveld, Willem Karel; Klein Haneveld, Willem K. - 1986

Persistent link: https://www.econbiz.de/10011519484

An improved integrality gap for asymmetric TSP paths

Friggstad, Zachary; Gupta, Anupam; Singh, Mohit - In: Mathematics of operations research 41 (2016) 3, pp. 745-757

Persistent link: https://www.econbiz.de/10011520559

Robust optimal solutions in interval linear programming with forall-exists quantifiers

Hladík, Milan - In: European journal of operational research : EJOR 254 (2016) 3, pp. 705-714

Persistent link: https://www.econbiz.de/10011521771

Discrete representation of non-dominated sets in multi-objective linear programming

Shao, Lizhen; Ehrgott, Matthias - In: European journal of operational research : EJOR 255 (2016) 3, pp. 687-698

Persistent link: https://www.econbiz.de/10011556124

Temporal linear relaxation in IBM ILOG CP optimizer

Laborie, Philippe; Rogerie, Jérôme - In: Journal of scheduling 19 (2016) 4, pp. 391-400

Persistent link: https://www.econbiz.de/10011542070

Covering linear programming with violations

Qiu, Feng; Ahmed, Shabbir; Dey, Santanu S.; Wolsey, … - In: INFORMS journal on computing : JOC 26 (2014) 3, pp. 531-546

Persistent link: https://www.econbiz.de/10010399745