Tabu Search: A Brief Survey and Some Real-Life Applications
Tabu search: global intensification using dynamic programming
Tangency portfolios in the LP solvable portfolio selection models
A risk measure in a portfolio selection problem is linear programming (LP) solvable, if it has a linear formulation when the asset returns are represented by discrete random variables, i.e., they are defined by their realizations under specified scenarios. The efficient frontier corresponding to an LP solvable model is a piecewise linear curve. In this paper we describe a method which realizes and produces a tangency portfolio as a by-product during...
Tangency portfolios in the LP solvable portfolio selection models
A risk measure in a portfolio selection problem is linear programming (LP) solvable, if it has a linear formulation when the asset returns are represented by discrete random variables, i.e., they are defined by their realizations under specified scenarios. The efficient frontier corresponding to an LP solvable model is a piecewise linear curve. In this paper we describe a method which realizes and produces a tangency portfolio as a by-product during...
Tarification par des jeux coopératifs avec demandes élastiques
Nous proposons ici un modèle de Tarification basé sur une extension du formalisme des Jeux Coopératifs et qui prend en compte la notion d’Élasticité de la Demande. Nous présentons pour ce modèle un résultat d’existence ainsi qu’un algorithme de calcul associé. Nous interprétons enfin ce nouveau concept dans le cas d’un problème de production et nous le prolongeons au cas d’un problème de transport.
Tarification par des jeux Coopératifs avec Demandes Élastiques
We propose here a pricing Model which is an extension of the Cooperative Game concept and which includes a notion of Elastic Demand. We present some existence results as well as some algorithms. We conclude by discussing this model in the context of some Production and Transportation problems.
Task criticalness potential: A multiple criteria approach to project management
The paper proposes the method evaluating tasks criticalness potential, which has been analysed by various project management tools. The criticalness potential of tasks, as opposed to a simple differentiation of tasks to critical and non-critical using the CPM method, considers not only time, but also resource, cost and topological aspects of a project schedule. In the paper, the tasks criticalness potential is defined applying task criticalness indicators which are further used as input for three...
Technical note on duality in linear vector maximization
Technical note on inventory model with defective items.
Techniques de couplage en fiabilité
Temporary workforce planning with firm contracts: a model and a simulated annealing heuristic.
Temps d'attente dans les transports urbains en commun
Temps d’attente et nombre de clients dans une file D/D/1
Tender selection procedure in the power generating industry.
Teoría de sistemas de infinitas ecuaciones lineales y programación semi-infinita.
Test signal design for failure detection: A linear programming approach
A new methodology for the design of filters that permits failure detection and isolation of dynamic systems is presented. Assuming that the normal and the faulty behavior of a process can be modeled by two linear systems subject to inequality bounded perturbations, a method for the on-line implementation of a test signal, guaranteeing failure detection, is proposed. To improve the fault detectability of the dynamic process, appropriate test signals are injected into the system. All the computations...
Test signal generation for service diagnosis based on local structural properties
The paper presents a new approach to the generation of test signals used in service diagnosis. The tests make it possible to isolate faults, which are isolable only if the system is brought into specific operating points. The basis for the test signal selection is a structure graph that represents the couplings among the external and internal signals of the system and the fault signals. Graph-theoretic methods are used to identify edges that disappear under certain operating conditions and prevent...
Testing and Validation of an Expert System for Advising on Spares for Maintenance Purposes
The adaptation of the -means algorithm to solving the multiple ellipses detection problem by using an initial approximation obtained by the DIRECT global optimization algorithm
We consider the multiple ellipses detection problem on the basis of a data points set coming from a number of ellipses in the plane not known in advance, whereby an ellipse is viewed as a Mahalanobis circle with center , radius , and some positive definite matrix . A very efficient method for solving this problem is proposed. The method uses a modification of the -means algorithm for Mahalanobis-circle centers. The initial approximation consists of the set of circles whose centers are determined...
The Algebraic Degree of Geometric Optimization Problems.