This paper presents a novel decomposition method for two-stage stochastic mixed-integer
optimization problems. The algorithm builds upon the idea of similarity between finite …

The increasing number of gas-fired units has significantly intensified the coupling between
electric and gas power networks. Traditionally, nonlinearity and nonconvexity in gas flow …

The transshipment location–allocation problem consists of locating transshipment facilities
(eg, intermodal hubs) of a transportation network and allocating freight flows through them …

Relief network design for predictable disasters is a key issue in humanitarian logistics.
However, existing studies on relief network design have not simultaneously considered …

Optimization models with decision variables in multiple time scales are widely used across
various fields such as integrated planning and scheduling. To address scalability challenges …

Two-stage stochastic scheduling problems (TSSP) are computationally demanding and
challenging to solve in a monolithic fashion, as they often involve numerous discrete and …

Scheduling often involves making decisions in presence of uncertainty, which governs the
pricing of raw materials, energy, resource availability, demands, etc. A common approach to …

Abstract The Transshipment Location-Allocation Problem consists of locating transshipment
facilities (eg, inter-modal hubs) of a transportation network and allocating freight flows trough …

Esta dissertação propõe um algoritmo eficiente para resolver um modelo de programação
estocástica de gestão de ativos e passivos de fundos de pensão. Para tanto, foi …