|edoc-Server der Humboldt-Universität zu Berlin|
Maria Albareda-Sambola, Universitat Politecnica de Catalunya|
Maarten H. van der Vlerk, University of Groningen
Elena Fernandez, Universitat Politecnica de Catalunya
|Title:||Exact solutions to a class of stochastic generalized assignment problems|
|Date of Acceptance:||22.04.2002|
Stochastic Programming E-Print Series |
|Editors:||Julie L. Higle; Werner Römisch; Surrajeet Sen|
|Keywords (eng):||convex approximation, Generalized assignment, integer recourse|
|To appear in:||
European journal of operational research : EJOR |
North-Holland Publ. Co. (Amsterdam)
|Metadata export: To export the complete metadata set as Endote or Bibtex format please click to the appropriate link.||Endnote Bibtex|
|This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment of each job to an agent is decided a priori, and once the demands are known, reassignments can be performed if there are overloaded agents. We construct a convex approximation of the objective function that is sharp at all feasible solutions. We then present three versions of an exact algorithm to solve this problem, based on branch and bound techniques, optimality cuts, and a special purpose lower bound. Numerical results are reported.|
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