Rollout Algorithms for the 0-1 Knapsack Problem: Minimum and Worst-Case Performance Ratios

Quaderno di ricerca n. 33

Stochastic optimization models for a single-sink transportation problem

In this paper we study a single-sink transportation problem in which the production capacity of the suppliers and the demand of the single customer are stochastic. Shipments are performed by capacitated vehicles, which have to be booked in advance, before the realization of the production capacity and the demand. Once the production capacity and the demand are revealed, there is an option to cancel some of the booked vehicles against a cancellation fee. If the quantity shipped from the suppliers using the booked vehicles is not enough to satisfy the demand, the residual quantity is purchased from an external company. The problem is to determine the number of vehicles to book in order to minimize the total cost.We formulate a two-stage and a multistage stochastic mixed integer linear programming models to solve this problem and test them on a real case provided by Italcementi, the primary Italian clinker producer and the 5th largest cement producer in the world. We test the influence of different scenario-tree structures on the solutions of the problem, as well as sensitivity of the results with respect to the cancellation fee

Determining the optimal dimension of a work-in-process storage area

We study the problem of determining the optimal dimension of a work-in-process storage area in a two-line production system with delays and breakdowns. We propose a stochastic model and prove theoretical results that allow us to implement an exact algorithm for the solution of the model. We optimally solve a real instance and carry out a sensitivity analysis to evaluate if the optimal solution is stable when the initial data are perturbed.Serial production systems Work-in-process Stochastic model Real instance Sensitivity analysis

La valutazione del capitale economico in presenza di partecipazioni reciproche

Le partecipazioni reciproche ricorrono nelle situazioni in cui una società partecipa al capitale sociale dell’altra, e viceversa. Sebbene il fenomeno sia diffuso in Italia e all’estero, non risultano studi specificamente dedicati agli effetti determinati dalle partecipazioni reciproche sulla valutazione del capitale economico delle imprese. Il presente lavoro intende contribuire a colmare questo gap conoscitivo indagando come la presenza delle partecipazioni reciproche influenzi il procedimento di valutazione delle imprese che ne sono interessate

The Stochastic Capacitated Traveling Salesmen Location Problem: A Computational Comparison for a United States Instance

AbstractWe study a problem in which a facility has to be located in a given area to serve a given number of customers. The position of the customers is not known. The service to the customers is carried out by several traveling salesmen. Each of them has a capacity in terms of the maximum number of customers that can be served in any tour. The aim is to determine the service zone (in a shape of a circle) that minimizes the expected cost of the traveled routes. The center of the circle is the location of the facility. Once the position of the customers is revealed, the customers located outside the service zone are served with a recourse action at a greater unit cost. For this problem, we compare the performance of two different approaches. The first is a solution based on a heuristic proposed for a similar well known problem and the second is a solution based on a stochastic second–order cone model. An illustrative example on a United States instance with 13509 nodes shows the different solutions and expected costs obtained by the two approaches