Parallel genetic algorithms with migration for the hybrid flow shop scheduling problem.
Particle swarm optimization with various inertia weight variants for optimal power flow solution.
Portfolio optimization for pension plans under hybrid stochastic and local volatility
Based upon an observation that it is too restrictive to assume a definite correlation of the underlying asset price and its volatility, we use a hybrid model of the constant elasticity of variance and stochastic volatility to study a portfolio optimization problem for pension plans. By using asymptotic analysis, we derive a correction to the optimal strategy for the constant elasticity of variance model and subsequently the fine structure of the corrected optimal strategy is revealed. The result...
Primal-dual approximation algorithms for a packing-covering pair of problems
We consider a special packing-covering pair of problems. The packing problem is a natural generalization of finding a (weighted) maximum independent set in an interval graph, the covering problem generalizes the problem of finding a (weighted) minimum clique cover in an interval graph. The problem pair involves weights and capacities; we consider the case of unit weights and the case of unit capacities. In each case we describe a simple algorithm that outputs a solution to the packing problem and...
Primal-dual approximation algorithms for a packing-covering pair of problems
We consider a special packing-covering pair of problems. The packing problem is a natural generalization of finding a (weighted) maximum independent set in an interval graph, the covering problem generalizes the problem of finding a (weighted) minimum clique cover in an interval graph. The problem pair involves weights and capacities; we consider the case of unit weights and the case of unit capacities. In each case we describe a simple algorithm that outputs a solution to the packing problem and...
Problèmes fractionnaires : tour d'horizon sur les applications et méthodes de résolution
Problèmes fractionnaires : tour d'horizon sur les applications et méthodes de résolution
Fractional programming consists in optimizing a ratio of two functions subject to some constraints. Different versions of this model, linear or nonlinear, have applications in various fields like combinatorial optimization, stochastic programming, data bases, and economy. Three resolution methods are presented: direct solution, parametric approach and solution of an equivalent problem.
Project scheduling heuristics-based standard PSO for task-resource assignment in heterogeneous grid.