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Extension of Reverse Elimination Method Through a Dynamic Management of the Tabu List

Saïd Hanafi, Arnaud Fréville (2010)

RAIRO - Operations Research

The Reverse Elimination Method (REM) is a dynamic strategy for managing the tabu list. It is based on logical interdependencies between the solutions encountered during recent iterations of the search. REM provides both a necessary and sufficient condition to prevent cycling. The purpose of this paper is first to incorporate in REM a chronological order rule when cycling is unavoidable, thereby assuring the finite convergence of Tabu Search. Secondly, we correct a generalization of REM, the so-called...

Extension of stochastic dominance theory to random variables

Chi-Kwong Li, Wing-Keung Wong (2010)

RAIRO - Operations Research

In this paper, we develop some stochastic dominance theorems for the location and scale family and linear combinations of random variables and for risk lovers as well as risk averters that extend results in Hadar and Russell (1971) and Tesfatsion (1976). The results are discussed and applied to decision-making.

Extensions of convex functionals on convex cones

E. Ignaczak, A. Paszkiewicz (1998)

Applicationes Mathematicae

We prove that under some topological assumptions (e.g. if M has nonempty interior in X), a convex cone M in a linear topological space X is a linear subspace if and only if each convex functional on M has a convex extension on the whole space X.

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