Displaying similar documents to “Combination trading with limit orders.”

The single (and multi) item profit maximizing capacitated lot–size (PCLSP) problem with fixed prices and no set–up

Kjetil K. Haugen, Asmund Olstad, Krystsina Bakhrankova, Erik Van Eikenhorst (2010)

Kybernetika

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This paper proposes a specialized LP-algorithm for a sub problem arising in simple Profit maximising Lot-sizing. The setting involves a single (and multi) item production system with negligible set-up costs/times and limited production capacity. The producer faces a monopolistic market with given time-varying linear demand curves.

Variable Neighborhood Search for Solving the Capacitated Single Allocation Hub Location Problem

Maric, Miroslav (2013)

Serdica Journal of Computing

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In this paper a Variable Neighborhood Search (VNS) algorithm for solving the Capacitated Single Allocation Hub Location Problem (CSAHLP) is presented. CSAHLP consists of two subproblems; the first is choosing a set of hubs from all nodes in a network, while the other comprises finding the optimal allocation of non-hubs to hubs when a set of hubs is already known. The VNS algorithm was used for the first subproblem, while the CPLEX solver was used for the second. Computational results...

A branch-and-cut algorithm for a resource-constrained scheduling problem

Renaud Sirdey, Hervé L. M. Kerivin (2007)

RAIRO - Operations Research

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This paper is devoted to the exact resolution of a strongly -hard resource-constrained scheduling problem, the , which arises in relation to the operability of certain high-availability real-time distributed systems. Based on the study of the polytope defined as the convex hull of the incidence vectors of the admissible process move programs, we present a branch-and-cut algorithm along with extensive computational results demonstrating its practical relevance, in terms of both exact...