We propose a cutting-plane approach (namely, Benders decomposition) for a class of capacitated multi-period facility location problems. The novelty of this approach lies on the use of a specialized interior-point method ...

The analysis of markets with indivisible goods and fixed exogenous prices has played an important role in economic models, especially in relation to wage rigidity and unemployment. This paper provides a novel mathematical ...

The computation of the Newton direction is the most time consuming step of interior-point methods. This direction was efficiently computed by a combination of Cholesky factorizations and conjugate gradients in a specialized ...

The computation of the Newton direction is the most time consuming step of interior-point methods. This direction was efficiently computed by a combination of Cholesky factorizations and conjugate gradients in a specialized ...

Network analysis is of great interest for the study of social , biological and technolog- ical networks, with applications, among others, in busines s, marketing, epidemiology and telecommunications. Researchers are ...

Random simulations from complicated combinatorial sets are often needed in many classes of stochastic problems. This is particularly true in the analysis of complex networks, where researchers are usually interested in ...

One of the most efficient interior-point methods for some classes of block-angular structured problems solves the normal equations by a combination of Cholesky factorizations and preconditioned conjugate gradient for, ...

Aquest Treball de finalització de Master proposa mètodes de programació matemàtica, en particular de programació lineal, per atacar el problema de la simulació de xarxes aleatòries amb restriccions. El resultat principal ...