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The semi-continuous quadratic mixture design problem: Description and branch-and-bound approach

Author

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  • Hendrix, Eligius M.T.
  • Casado, Leocadio G.
  • Garcí­a, Inmaculada

Abstract

The semi-continuous quadratic mixture design problem (SCQMDP) is described as a problem with linear, quadratic and semi-continuity constraints. Moreover, a linear cost objective and an integer valued objective are introduced. The goal is to deal with the SCQMD problem from a branch-and-bound perspective generating robust solutions. Therefore, an algorithm is outlined which identifies instances where decision makers tighten requirements such that no [epsilon]-robust solution exists. The algorithm is tested on several cases derived from industry.

Suggested Citation

  • Hendrix, Eligius M.T. & Casado, Leocadio G. & Garcí­a, Inmaculada, 2008. "The semi-continuous quadratic mixture design problem: Description and branch-and-bound approach," European Journal of Operational Research, Elsevier, vol. 191(3), pages 803-815, December.
    • Handle: RePEc:eee:ejores:v:191:y:2008:i:3:p:803-815
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    References listed on IDEAS

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    1. L. G. Mitten, 1970. "Branch-and-Bound Methods: General Formulation and Properties," Operations Research, INFORMS, vol. 18(1), pages 24-34, February.
    2. Hendrix, Eligius M. T. & Mecking, Carmen J. & Hendriks, Theo H. B., 1996. "Finding robust solutions for product design problems," European Journal of Operational Research, Elsevier, vol. 92(1), pages 28-36, July.
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    Cited by:

    1. Juan Herrera & Leocadio Casado & Eligius Hendrix & Inmaculada García, 2014. "Pareto optimality and robustness in bi-blending problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(1), pages 254-273, April.
    2. L. Casado & I. García & B. Tóth & E. Hendrix, 2011. "On determining the cover of a simplex by spheres centered at its vertices," Journal of Global Optimization, Springer, vol. 50(4), pages 645-655, August.
    3. Peter Dickinson, 2014. "On the exhaustivity of simplicial partitioning," Journal of Global Optimization, Springer, vol. 58(1), pages 189-203, January.
    4. James M. Calvin & Antanas Žilinskas, 2014. "On a Global Optimization Algorithm for Bivariate Smooth Functions," Journal of Optimization Theory and Applications, Springer, vol. 163(2), pages 528-547, November.

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