Maarten H. van der Vlerk, University of Groningen
Elena Fernandez, Universitat Politecnica de Catalunya
(SPEPS)
North-Holland Publ. Co. (Amsterdam)
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| edoc-Server der Humboldt-Universität zu Berlin |
| Author(s): |
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 |
| Submission Date: | 01.03.2002 |
| Series Title: |
Stochastic Programming E-Print Series (SPEPS) |
| 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) |
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Endnote Bibtex |
| Abstract (eng): | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 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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