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Showing 1 to 4 of 4 for “"L-shaped Method"”.
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Models and Methods for Multiple Resource Constrained Job Scheduling under Uncertainty
… with recourse. We then develop solution methodologies for both problems. For the SMRCSP-U, we develop an exact solution method based on the L-shaped method for problems with a moderate number of scenarios. Several algorithmic enhancements are added to improve efficiency. Then, we embed …
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Stochastic Scheduling for a Network of MEMS Job Shops
… problem. The first approach is based on the L-shaped method (credited to van Slyke and Wets, 1969). Since the NMJS problem lacks relatively complete recourse, the first-stage solution can be infeasible to the second-stage problem in that the first stage solution may either violate the reentrant …
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Stochastic models for analysis and optimization of unmanned aerial vehicle delivery on last-mile logistics
… of stochastic optimization models and methods to help address important problems related to delivery of products using drones. To achieve this goal, this study has developed a generalized optimization model that captures the dynamic and stochastic nature of problems by using stochastic …
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Discrete Two-Stage Stochastic Mixed-Integer Programs with Applications to Airline Fleet Assignment and Workforce Planning Problems
… Lagrangian dual problems using subgradient methods in the bounding process, which turns out to be computationally very expensive. We begin with proposing a decomposition-based branch-and-bound (DBAB) algorithm for solving two-stage stochastic programs having 0-1 mixed-integer variables in …