73 research outputs found
A parametric integer programming algorithm for bilevel mixed integer programs
We consider discrete bilevel optimization problems where the follower solves
an integer program with a fixed number of variables. Using recent results in
parametric integer programming, we present polynomial time algorithms for pure
and mixed integer bilevel problems. For the mixed integer case where the
leader's variables are continuous, our algorithm also detects whether the
infimum cost fails to be attained, a difficulty that has been identified but
not directly addressed in the literature. In this case it yields a ``better
than fully polynomial time'' approximation scheme with running time polynomial
in the logarithm of the relative precision. For the pure integer case where the
leader's variables are integer, and hence optimal solutions are guaranteed to
exist, we present two algorithms which run in polynomial time when the total
number of variables is fixed.Comment: 11 page
On the equivalence of strong formulations for capacitated multi-level lot sizing problems with setup times
Several mixed integer programming formulations have been proposed for modeling capacitated multi-level lot sizing problems with setup times. These formulations include the so-called facility location formulation, the shortest route formulation, and the inventory and lot sizing formulation with (l,S) inequalities. In this paper, we demonstrate the equivalence of these formulations when the integrality requirement is relaxed for any subset of binary setup decision variables. This equivalence has significant implications for decomposition-based methods since same optimal solution values are obtained no matter which formulation is used. In particular, we discuss the relax-and-fix method, a decomposition-based heuristic used for the efficient solution of hard lot sizing problems. Computational tests allow us to compare the effectiveness of different formulations using benchmark problems. The choice of formulation directly affects the required computational effort, and our results therefore provide guidelines on choosing an effective formulation during the development of heuristic-based solution procedures
Analysis of road network pattern considering population distribution and central business district.
This paper proposes a road network growing model with the consideration of population distribution and central business district (CBD) attraction. In the model, the relative neighborhood graph (RNG) is introduced as the connection mechanism to capture the haracteristics of road network topology. The simulation experiment is set up to illustrate the effects of population distribution and CBD attraction on the characteristics of road network. Moreover, several topological attributes of road network is evaluated by using coverage, circuitness, treeness and total length in the experiment. Finally, the suggested model is verified in the simulation of China and Beijing Highway networks
Seller’s optimal credit period and replenishment time in a supply chain with up-stream and down-stream trade credits
[[abstract]]In practice, a supplier often offers its retailers a permissible delay period M to settle their unpaid accounts. Likewise, a retailer in turn offers another trade credit period N to its customers. The benefits of trade credit are not only to attract new buyers who consider it a type of price reduction, but also to provide a competitive strategy other than introduce permanent price reductions. On the other hand, the policy of granting credit terms adds an additional cost to the seller as well as an additional dimension of default risk. In this paper, we first incorporate the fact that trade credit has a positive impact on demand but negative impacts on costs and default risks to establish an economic order quantity model for the seller in a supply chain with up-stream and down-stream trade credits. Then we derive the necessary and sufficient conditions to obtain the optimal replenishment time and credit period for the seller. Finally, we use some numerical examples to illustrate the theoretical results.[[incitationindex]]SCI[[booktype]]電子
A Trust-Region Method for Nonlinear Bilevel Programming: Algorithm and Computational Experience
Computational Management Science, special issue
Numero speciale della rivista Computational Management Science. Guest Editors A. Migdalas, P.M. Pardalos, Gerardo Torald
Computational Management Science, special issue
Numero speciale della rivista Computational Management Science. Guest Editors A. Migdalas, P.M. Pardalos, Gerardo Torald
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