Exportar Publicação

A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Costa, A. & Paixão, J. P. (2015). Surrogate Relaxations Approaches for a Capital Budgeting Model. Congresso da APDIO - IO 2015.
Exportar Referência (IEEE) 
A. R. Costa and J. M. Paixão,  "Surrogate Relaxations Approaches for a Capital Budgeting Model", in Congr.o da APDIO - IO 2015, Portalegre, 2015
Exportar BibTeX 
@misc{costa2015_1734879601361,
	author = "Costa, A. and Paixão, J. P.",
	title = "Surrogate Relaxations Approaches for a Capital Budgeting Model",
	year = "2015",
	howpublished = "Outro",
	url = "http://www.io2015.ipportalegre.pt/"
}
Exportar RIS 
TY  - CPAPER
TI  - Surrogate Relaxations Approaches for a Capital Budgeting Model
T2  - Congresso da APDIO - IO 2015
AU  - Costa, A.
AU  - Paixão, J. P.
PY  - 2015
CY  - Portalegre
UR  - http://www.io2015.ipportalegre.pt/
AB  - We present and discuss surrogate constraint relaxations for a scenario based capital budgeting model that captures risk uncertainty and managerial flexibility, maximizing the time-varying of a portfolio of investment options. For this linear integer programming model, we derive and computationally test rules for initializing and updating the constraint weights relating to the surrogating process. To compare the different surrogate relaxation approaches, an extensive computational experience was carried out for a set of large scale test instances previously considered in the literature. 
ER  -