RT Journal Article
T1 BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0-1 programs
A1 Ortuño Sánchez, María Teresa
A1 Alonso Ayuso, Antonio
A1 Escudero Bueno, Laureano Fernando
AB We present a framework for solving some types of 0-1 multi-stage scheduling/planning problems under uncertainty in the objective function coefficients and the right-hand-side. A scenario analysis scheme with full recourse is used. The solution offered for each scenario group at each stage takes into account all scenarios but without subordinating to any of them. The constraints are modelled by a splitting variables representation via scenarios. So, a 0-1 model for each scenario is considered plus the non-anticipativity constraints that equate the 0-1 variables from the same group of scenarios in each stage. The mathematical representation of the model is very amenable for the proposed framework to deal with the 0-1 character of the variables. A branch-and-fix coordination approach is introduced for coordinating the selection of the branching nodes and branching variables in the scenario subproblems to be jointly optimized. Some computational experience is reported for different types of problems.
PB Elsevier Science
SN 0377-2217
YR 2003
FD 2003-12-16
LK https://hdl.handle.net/20.500.14352/50244
UL https://hdl.handle.net/20.500.14352/50244
LA eng
NO Alonso-Ayuso, Antonio, Laureano F. Escudero, y M. Teresa Ortuño. «BFC, A Branch-and-Fix Coordination Algorithmic Framework for Solving Some Types of Stochastic Pure and Mixed 0–1 Programs». European Journal of Operational Research 151, n.o 3 (diciembre de 2003): 503-19. https://doi.org/10.1016/S0377-2217(02)00628-8.
NO Comisión Interministerial de Ciencia y Tecnología (España)
NO Comunidad de Madrid
DS Docta Complutense
RD 29 abr 2025