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An algorithm for solving multiple objective integer linear programming problem

Moncef Abbas, Djamal Chaabane (2002)

RAIRO - Operations Research - Recherche Opérationnelle

In the present paper a complete procedure for solving Multiple Objective Integer Linear Programming Problems is presented. The algorithm can be regarded as a corrected form and an alternative to the method that was proposed by Gupta and Malhotra. A numerical illustration is given to show that this latter can miss some efficient solutions. Whereas, the algorithm stated bellow determines all efficient solutions without missing any one.

An Algorithm For Solving Multiple Objective Integer Linear Programming Problem

Moncef Abbas, Djamal Chaabane (2010)

RAIRO - Operations Research

In the present paper a complete procedure for solving Multiple Objective Integer Linear Programming Problems is presented. The algorithm can be regarded as a corrected form and an alternative to the method that was proposed by Gupta and Malhotra. A numerical illustration is given to show that this latter can miss some efficient solutions. Whereas, the algorithm stated bellow determines all efficient solutions without missing any one.

An analytic center cutting plane algorithm for finding equilibrium points

Fernanda M.P. Raupp, Wilfredo Sosa (2006)

RAIRO - Operations Research

We present a variant of the analytic center cutting plane algorithm proposed by Goffin et al. (1996) to approximately solve equilibrium problems as proposed by Blum and Oettli (1994), which include as particular problems the variational inequalities problem, the Nash equilibria problem in non-cooperative games, the convex minimization problem, and the fixed point problem. Furthermore, we analyze the convergence and complexity of the modified algorithm.

An approach to robust network design in telecommunications

Georgios Petrou, Claude Lemaréchal, Adam Ouorou (2007)

RAIRO - Operations Research

In telecommunications network design, one of the most frequent problems is to adjust the capacity on the links of the network in order to satisfy a set of requirements. In the past, these requirements were demands based on historical data and/or demographic predictions. Nowadays, because of new technology development and customer movement due to competitiveness, the demands present considerable variability. Thus, network robustness w.r.t demand uncertainty is now regarded as a major consideration....

An approach to solve a fuzzy bi-objective multi-index fixed charge transportation problem

Maroua Hakim, Rachid Zitouni (2024)

Kybernetika

In this paper, we propose a novel approach for solving a fuzzy bi-objective multi-index fixed-charge transportation problem where the aim is to minimize two objectives: the total transportation cost and transportation time. The parameters of the problem, such as fixed cost, variable cost, and transportation time are represented as fuzzy numbers. To extract crisp values from these parameters, a linear ranking function is used. The proposed approach initially separates the main problem into sub-problems....

An asset – liability management stochastic program of a leasing company

Tomáš Rusý, Miloš Kopa (2018)

Kybernetika

We build a multi-stage stochastic program of an asset-liability management problem of a leasing company, analyse model results and present a stress-testing methodology suited for financial applications. At the beginning, the business model of such a company is formulated. We introduce three various risk constraints, namely the chance constraint, the Value-at-Risk constraint and the conditional Value-at-Risk constraint along with the second-order stochastic dominance constraint, which are applied...

An autonomous vehicle sequencing problem at intersections: A genetic algorithm approach

Fei Yan, Mahjoub Dridi, Abdellah El Moudni (2013)

International Journal of Applied Mathematics and Computer Science

This paper addresses a vehicle sequencing problem for adjacent intersections under the framework of Autonomous Intersection Management (AIM). In the context of AIM, autonomous vehicles are considered to be independent individuals and the traffic control aims at deciding on an efficient vehicle passing sequence. Since there are considerable vehicle passing combinations, how to find an efficient vehicle passing sequence in a short time becomes a big challenge, especially for more than one intersection....

An efficiency analysis of the parallel multitransputer implementation of two-level optimization algorithms

Jan Sadecki (2003)

International Journal of Applied Mathematics and Computer Science

The paper presents an approach to improve the efficiency of some two-level optimization algorithms by their implementation in parallel MIMD multiprocessor systems. Diagonal decomposition dynamic programming and parametric optimization methods are considered, and some concepts of their parallelization are discussed. Results regarding the implementation of computations in a parallel multitransputer system are presented. For the analysed problems, the obtained values of speedup are close to the theoretical...

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