A Metaheuristic for Solving Large-Scale Two-Stage Stochastic Mixed 0-1 Programs with the Time Stochastic Dominance Risk Averse Strategy

Susana Baptista; Ana Paula Barbosa-povoa; Laureano Escudero; Maria Isabel Gomes; Celeste Pizarro

A Metaheuristic for Solving Large-Scale Two-Stage Stochastic Mixed 0-1 Programs with the Time Stochastic Dominance Risk Averse Strategy

Susana Baptista, Ana Paula Barbosa-povoa, Laureano Escudero, Maria Isabel Gomes, Celeste Pizarro

Research output: Contribution to conference › Paper › peer-review

Abstract

Supply Chain Design problems often result into multiperiod stochastic mixed integer problems that are hard to solve. In this paper we propose a metaheuristic algorithm as a specialization for two- stage problems of the so-named Fix-and-Relax Algorithm presented previously for solving large- scale multiperiod stochastic mixed 0-1 optimization problems under a time stochastic dominance risk averse strategy, so-named TSD. Some computational experience is presented.

Original language	English
Pages	857-862
Number of pages	6
Publication status	Published - 2015
Event	25: 12th International Symposium on Process Systems Engineering and 25th European Symposium on Computer Aided Process Engineering. - Copenhagen, Denmark Duration: 31 May 2015 → 4 Jun 2015 http://www.pse2015escape25.dk

Conference

Conference	25
Abbreviated title	PSE2015/ESCAPE25
Country/Territory	Denmark
City	Copenhagen
Period	31/05/15 → 4/06/15
Internet address	http://www.pse2015escape25.dk

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https://www.elsevier.com/books/12th-international-symposium-on-process-systems-engineering-and-25th-european-symposium-on-computer-aided-process-engineering/unknown/978-0-444-63429-0

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Baptista, S., Barbosa-povoa, A. P., Escudero, L., Gomes, M. I., & Pizarro, C. (2015). A Metaheuristic for Solving Large-Scale Two-Stage Stochastic Mixed 0-1 Programs with the Time Stochastic Dominance Risk Averse Strategy. 857-862. Paper presented at 25, Copenhagen, Denmark. https://www.elsevier.com/books/12th-international-symposium-on-process-systems-engineering-and-25th-european-symposium-on-computer-aided-process-engineering/unknown/978-0-444-63429-0

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title = "A Metaheuristic for Solving Large-Scale Two-Stage Stochastic Mixed 0-1 Programs with the Time Stochastic Dominance Risk Averse Strategy",

abstract = "Supply Chain Design problems often result into multiperiod stochastic mixed integer problems that are hard to solve. In this paper we propose a metaheuristic algorithm as a specialization for two- stage problems of the so-named Fix-and-Relax Algorithm presented previously for solving large- scale multiperiod stochastic mixed 0-1 optimization problems under a time stochastic dominance risk averse strategy, so-named TSD. Some computational experience is presented.",

author = "Susana Baptista and Barbosa-povoa, {Ana Paula} and Laureano Escudero and Gomes, {Maria Isabel} and Celeste Pizarro",

note = "Sem PDF.; 25 : 12th International Symposium on Process Systems Engineering and 25th European Symposium on Computer Aided Process Engineering., PSE2015/ESCAPE25 ; Conference date: 31-05-2015 Through 04-06-2015",

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Baptista, S, Barbosa-povoa, AP, Escudero, L, Gomes, MI & Pizarro, C 2015, 'A Metaheuristic for Solving Large-Scale Two-Stage Stochastic Mixed 0-1 Programs with the Time Stochastic Dominance Risk Averse Strategy', Paper presented at 25, Copenhagen, Denmark, 31/05/15 - 4/06/15 pp. 857-862. <https://www.elsevier.com/books/12th-international-symposium-on-process-systems-engineering-and-25th-european-symposium-on-computer-aided-process-engineering/unknown/978-0-444-63429-0>

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T1 - A Metaheuristic for Solving Large-Scale Two-Stage Stochastic Mixed 0-1 Programs with the Time Stochastic Dominance Risk Averse Strategy

AU - Baptista, Susana

AU - Barbosa-povoa, Ana Paula

AU - Escudero, Laureano

AU - Gomes, Maria Isabel

AU - Pizarro, Celeste

N1 - Sem PDF.

PY - 2015

Y1 - 2015

N2 - Supply Chain Design problems often result into multiperiod stochastic mixed integer problems that are hard to solve. In this paper we propose a metaheuristic algorithm as a specialization for two- stage problems of the so-named Fix-and-Relax Algorithm presented previously for solving large- scale multiperiod stochastic mixed 0-1 optimization problems under a time stochastic dominance risk averse strategy, so-named TSD. Some computational experience is presented.

AB - Supply Chain Design problems often result into multiperiod stochastic mixed integer problems that are hard to solve. In this paper we propose a metaheuristic algorithm as a specialization for two- stage problems of the so-named Fix-and-Relax Algorithm presented previously for solving large- scale multiperiod stochastic mixed 0-1 optimization problems under a time stochastic dominance risk averse strategy, so-named TSD. Some computational experience is presented.

M3 - Paper

SP - 857

EP - 862

T2 - 25

Y2 - 31 May 2015 through 4 June 2015

ER -

A Metaheuristic for Solving Large-Scale Two-Stage Stochastic Mixed 0-1 Programs with the Time Stochastic Dominance Risk Averse Strategy

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