Show simple item record

dc.contributor.authorSilva, Eduardo F.
dc.contributor.authorWood, R.K.
dc.date.accessioned2014-01-22T19:08:23Z
dc.date.available2014-01-22T19:08:23Z
dc.date.issued2006
dc.identifier.urihttp://hdl.handle.net/10945/38426
dc.descriptionMathematical Programming (Series B), 108, pp. 395-418.en_US
dc.description.abstractStochastic mixed-integer program – Column generation – Branch and priceen_US
dc.description.abstractWe begin this paper by identifying a class of stochastic mixed-integer programs that have column-oriented formulations suitable for solution by a branch-and-price algorithm (B&P). We then survey a number of examples, and use a stochastic facility-location problem (SFLP) for a detailed demonstration of the relevant modeling and solution techniques. Computational results with a scenario representation of uncertain costs, demands, and capacities show that B&P can be orders of magnitude faster than solving the standard formulation by branch and bound. We also demonstrate how B&P can solving SFLP exactly - as exactly as a deterministic mixed-integer program - when demands and other parameters can be represented as certain types of independent, random variables, e.g. independent, normal random variables with integer means and variances.en_US
dc.rightsdefined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.en_US
dc.titleSolving a Class of Stochastic Mixed Integer Programs with Branch and Priceen_US
dc.typeArticleen_US
dc.contributor.departmentOperations Research (OR)


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record