Browsing Biltoki by Author "Escudero Bueno, Laureano F."
Now showing items 1-8 of 8
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A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine
Escudero Bueno, Laureano F.; Garín Martín, María Araceli ; Merino Maestre, María ; Pérez Sainz de Rozas, Gloria (2010)The aim of this technical report is to present some detailed explanations in order to help to understand and use the algorithm Branch and Fix Coordination for solving MultiStage Mixed Integer Problems (BFC- MSMIP). We have ... -
A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty
Escudero Bueno, Laureano F.; Garín Martín, María Araceli ; Merino Maestre, María ; Pérez Sainz de Rozas, Gloria (2011-02)In this paper we present a parallelizable scheme of the Branch-and-Fix Coordination algorithm for solving medium and large scale multi-stage mixed 0-1 optimization problems under uncertainty. The uncertainty is represented ... -
A two-stage stochastic integer programming approach
Escudero Bueno, Laureano F.; Garín Martín, María Araceli ; Merino Maestre, María ; Pérez Sainz de Rozas, Gloria (2005)We present an algorithmic approach for solving two-stage stochastic mixed 0-1 problems. The first stage constraints of the Deterministic Equivalent Model have 0--1 variables and continuous variables. The approach uses the ... -
Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems
Escudero Bueno, Laureano F.; Garín Martín, María Araceli ; Pérez Sainz de Rozas, Gloria ; Unzueta Inchaurbe, Aitziber (2010-07)In this paper we study solution methods for solving the dual problem corresponding to the Lagrangean Decomposition of two stage stochastic mixed 0-1 models. We represent the two stage stochastic mixed 0-1 problem by a ... -
On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition
Aranburu Laka, Larraitz; Escudero Bueno, Laureano F.; Garín Martín, María Araceli ; Pérez Sainz de Rozas, Gloria (2010-11)The optimization of stochastic linear problems, via scenario analysis, based on Benders decomposition requires to appending feasibility and/or optimality cuts to the master problem until the iterative procedure reaches the ... -
Risk management for mathematical optimization under uncertainty
Aranburu Laka, Larraitz; Escudero Bueno, Laureano F.; Garín Martín, María Araceli ; Merino Maestre, María ; Pérez Sainz de Rozas, Gloria (2016)We present a general multistage stochastic mixed 0-1 problem where the uncertainty appears everywhere in the objective function, constraints matrix and right-hand-side. The uncertainty is represented by a scenario tree ... -
Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization
Escudero Bueno, Laureano F.; Garín Martín, María Araceli ; Pérez Sainz de Rozas, Gloria ; Unzueta Inchaurbe, Aitziber (2012)In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration ... -
Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints
Escudero Bueno, Laureano F.; Garín Martín, María Araceli ; Merino Maestre, María ; Pérez Sainz de Rozas, Gloria (2015)In this work we extend to the multistage case two recent risk averse measures for two-stage stochastic programs based on first- and second-order stochastic dominance constraints induced by mixed-integer linear recourse. ...