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Bottleneck Capacity Expansion Problems with General Budget Constraints

Rainer E. Burkard, Bettina Klinz, Jianzhong Zhang (2010)

RAIRO - Operations Research

This paper presents a unified approach for bottleneck capacity expansion problems. In the bottleneck capacity expansion problem, BCEP, we are given a finite ground set E, a family F of feasible subsets of E and a nonnegative real capacity ĉe for all e ∈ E. Moreover, we are given monotone increasing cost functions fe for increasing the capacity of the elements e ∈ E as well as a budget B. The task is to determine new capacities ce ≥ ĉe such that the objective function given by maxF∈Fmine∈Fce...

Bottom-up learning of hierarchical models in a class of deterministic POMDP environments

Hideaki Itoh, Hisao Fukumoto, Hiroshi Wakuya, Tatsuya Furukawa (2015)

International Journal of Applied Mathematics and Computer Science

The theory of partially observable Markov decision processes (POMDPs) is a useful tool for developing various intelligent agents, and learning hierarchical POMDP models is one of the key approaches for building such agents when the environments of the agents are unknown and large. To learn hierarchical models, bottom-up learning methods in which learning takes place in a layer-by-layer manner from the lowest to the highest layer are already extensively used in some research fields such as hidden...

Boundary-influenced robust controls: two network examples

Martin V. Day (2006)

ESAIM: Control, Optimisation and Calculus of Variations

We consider the differential game associated with robust control of a system in a compact state domain, using Skorokhod dynamics on the boundary. A specific class of problems motivated by queueing network control is considered. A constructive approach to the Hamilton-Jacobi-Isaacs equation is developed which is based on an appropriate family of extremals, including boundary extremals for which the Skorokhod dynamics are active. A number of technical lemmas and a structured verification theorem...

Bound-based decision rules in multistage stochastic programming

Daniel Kuhn, Panos Parpas, Berç Rustem (2008)

Kybernetika

We study bounding approximations for a multistage stochastic program with expected value constraints. Two simpler approximate stochastic programs, which provide upper and lower bounds on the original problem, are obtained by replacing the original stochastic data process by finitely supported approximate processes. We model the original and approximate processes as dependent random vectors on a joint probability space. This probabilistic coupling allows us to transform the optimal solution of the...

Bounds on integrals with respect to multivariate copulas

Michael Preischl (2016)

Dependence Modeling

In this paper, we present a method to obtain upper and lower bounds on integrals with respect to copulas by solving the corresponding assignment problems (AP’s). In their 2014 paper, Hofer and Iacó proposed this approach for two dimensions and stated the generalization to arbitrary dimensons as an open problem. We will clarify the connection between copulas and AP’s and thus find an extension to the multidimensional case. Furthermore, we provide convergence statements and, as applications, we consider...

Branch and Cut based on the volume algorithm: Steiner trees in graphs and Max-cut

Francisco Barahona, László Ladányi (2006)

RAIRO - Operations Research

We present a Branch-and-Cut algorithm where the volume algorithm is applied instead of the traditionally used dual simplex algorithm to the linear programming relaxations in the root node of the search tree. This means that we use fast approximate solutions to these linear programs instead of exact but slower solutions. We present computational results with the Steiner tree and Max-Cut problems. We show evidence that one can solve these problems much faster with the volume algorithm based...

Branch-and-bound algorithm for total weighted tardiness minimization on parallel machines under release dates assumptions

Imed Kacem, Nizar Souayah, Mohamed Haouari (2012)

RAIRO - Operations Research

This paper deals with the parallel-machine scheduling problem with the aim of minimizing the total (weighted) tardiness under the assumption of different release dates. This problem has been proven to be NP-hard. We introduce some new lower and upper bounds based on different approaches. We propose a branch-and-bound algorithm to solve the weighted and unweighted total tardiness. Computational experiments were performed on a large set of instances...

Branch-and-bound algorithm for total weighted tardiness minimization on parallel machines under release dates assumptions

Imed Kacem, Nizar Souayah, Mohamed Haouari (2012)

RAIRO - Operations Research

This paper deals with the parallel-machine scheduling problem with the aim of minimizing the total (weighted) tardiness under the assumption of different release dates. This problem has been proven to be NP-hard. We introduce some new lower and upper bounds based on different approaches. We propose a branch-and-bound algorithm to solve the weighted and unweighted total tardiness. Computational experiments were performed on a large set of instances...

Currently displaying 21 – 40 of 49