A Stable Interior Penalty Method for Convex Extremal Problems.
A stochastic approach to some linear fractional goal programming problems
A stochastic programming approach to managing liquid asset portfolios
Maintaining liquid asset portfolios involves a high carry cost and is mandatory by law for most financial institutions. Taking this into account a financial institution's aim is to manage a liquid asset portfolio in an “optimal” way, such that it keeps the minimum required liquid assets to comply with regulations. In this paper we propose a multi-stage dynamic stochastic programming model for liquid asset portfolio management. The model allows for portfolio rebalancing decisions over a multi-period...
A stopping rule for discounted Markov decision processes with finite action sets
In a Discounted Markov Decision Process (DMDP) with finite action sets the Value Iteration Algorithm, under suitable conditions, leads to an optimal policy in a finite number of steps. Determining an upper bound on the necessary number of steps till gaining convergence is an issue of great theoretical and practical interest as it would provide a computationally feasible stopping rule for value iteration as an algorithm for finding an optimal policy. In this paper we find such a bound depending only...
A study on meme propagation in multimemetic algorithms
Multimemetic algorithms (MMAs) are a subclass of memetic algorithms in which memes are explicitly attached to genotypes and evolve alongside them. We analyze the propagation of memes in MMAs with a spatial structure. For this purpose we propose an idealized selecto-Lamarckian model that only features selection and local improvement, and study under which conditions good, high-potential memes can proliferate. We compare population models with panmictic and toroidal grid topologies. We show that the...
A Survey of some Non-Standard Traveling Salesman Problems
A Survey of the m-M Calculus
A survey on combinatorial optimization in dynamic environments∗
This survey presents major results and issues related to the study of NPO problems in dynamic environments, that is, in settings where instances are allowed to undergo some modifications over time. In particular, the survey focuses on two complementary frameworks. The first one is the reoptimization framework, where an instance I that is already solved undergoes some local perturbation. The goal is then to make use of the information provided by the initial solution to compute a new solution. The...
A survey on combinatorial optimization in dynamic environments∗
This survey presents major results and issues related to the study of NPO problems in dynamic environments, that is, in settings where instances are allowed to undergo some modifications over time. In particular, the survey focuses on two complementary frameworks. The first one is the reoptimization framework, where an instance I that is already solved undergoes some local perturbation. The goal is then to make use of the information provided by the initial solution to compute a new solution. The...
A Systematic Approach to the Synthesis of Algorithms.
A systematization of convexity concepts for sets and functions.
A tabu search algorithm to schedule university examinations.
Scheduling examinations in a large university is an increasingly complex problem, due to its size, the growing flexibility of students' curricula and the interest in including a wide set of objectives and constraints. In this paper we present a new algorithm for this problem and its application to a university in Spain.A combination of heuristics, based on Tabu Search, first finds a solution in which no student has two exams simultaneously and then improves it by evenly spacing the exams in the...
A theorem of the alternative and a two-function minimax theorem.
A Theorem On The Optimal Allocation Of Effort.
A thermodynamically motivated optimization algorithm: Circular wheel balance optimization
The author investigates a Monte Carlo algorithm for finding suboptimal solutions for a wide clase of complicated optimization problems characterized by a large combinatorial complexity. This algorithm was applied to one specific problem: circular wheel balance optimization. The slow increase of the effort along with the increasing size of the problems and the generality of the method promise that the thermodynamically motivated optimization will become a very universal and effective optimization...
A threshold accepting approach to the open vehicle routing problem
In this paper we consider the operational planning problem of physical distribution via a fleet of hired vehicles, for which the travelling cost is solely a function of the sequence of locations visited within all open delivery routes, while vehicle fixed cost is inexistent. The problem is a special class of vehicle routing and is encountered in the literature as the Open Vehicle Routing Problem (OVRP), since vehicles are not required to return to the depot. The goal is to distribute in an optimal...
A threshold accepting approach to the Open Vehicle Routing problem
In this paper we consider the operational planning problem of physical distribution via a fleet of hired vehicles, for which the travelling cost is solely a function of the sequence of locations visited within all open delivery routes, while vehicle fixed cost is inexistent. The problem is a special class of vehicle routing and is encountered in the literature as the Open Vehicle Routing Problem (OVRP), since vehicles are not required to return to the depot. The goal is to distribute in an...
A tight bound of modified iterative hard thresholding algorithm for compressed sensing
We provide a theoretical study of the iterative hard thresholding with partially known support set (IHT-PKS) algorithm when used to solve the compressed sensing recovery problem. Recent work has shown that IHT-PKS performs better than the traditional IHT in reconstructing sparse or compressible signals. However, less work has been done on analyzing the performance guarantees of IHT-PKS. In this paper, we improve the current RIP-based bound of IHT-PKS algorithm from to , where is the restricted...
A topology over a set of systems
The systems of an arbitrary number of linear inequalities OVer a real locally convex space have been classified in three classes, namely: consistent, weakly inconsistent and strongly inconsistent, i.e. having ordinary solutions, weak solutions or notsolutions respectively. In this paper, the third type is divided in two classes: strict-strongly and quasi-strongly inconsistent and is given a topology over a quotient space of the set of systems over finite- dimensional spaces, that yields a set of...
A transportation system viewed as a queueing system