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Convex optimization problems in supply chain planning and their solution by a column generation method based on the Frank Wolfe method

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Abstract

Many problems in supply chain optimization concern the minimization of a differentiable convex objective function subject to a set of linear constraints. The aim of this work is to present a number of such problems and to propose an efficient method for their solution. The proposed method is based on improvements of the well known Frank–Wolfe algorithm. The computational results of the proposed algorithm demonstrate its effectiveness and efficiency.

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Authors and Affiliations

  1. Department of Business Administration, Technological Educational Institute of Central Macedonia, Terma magnesias, 62100, Serres, Greece

    A. Karakitsiou

  2. Industrial Logistics, ETS Institute, Luleå University of Technology, 971 87, Luleå, Sweden

    A. Migdalas

Authors
  1. A. Karakitsiou
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  2. A. Migdalas
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Correspondence to A. Migdalas.

Additional information

This work is dedicated to the memory of prof. K. Paparrizos.

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Karakitsiou, A., Migdalas, A. Convex optimization problems in supply chain planning and their solution by a column generation method based on the Frank Wolfe method. Oper Res Int J 16, 401–421 (2016). https://doi.org/10.1007/s12351-015-0205-x

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  • DOI: https://doi.org/10.1007/s12351-015-0205-x

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