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.
Technical note on duality in linear vector maximization
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...
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.
The behavior of a Markov network with respect to an absorbing class: the target algorithm
In this paper, we face a generalization of the problem of finding the distribution of how long it takes to reach a “target” set T of states in Markov chain. The graph problems of finding the number of paths that go from a state to a target set and of finding the n-length path connections are shown to belong to this generalization. This paper explores how the state space of the Markov chain can be reduced by collapsing together those states that behave in the same way for the purposes of calculating...
The Bellman equation related to the minimal entropy martingale measure.
The Benders method and parametrization of the right-hand sides in the mixed integer linear programming problem
The block plan problem. A graphtheoretic approach
The boundary of weighted analytic centers for linear matrix inequalities.
The branch and bound algorithm for a backup virtual path assignment in survivable ATM networks
Issues of network survivability are important, since users of computer networks should be provided with some guarantees of data delivery. A large amount of data may be lost in high-speed Asynchronous Transfer Mode (ATM) due to a network failure and cause significant economic loses. This paper addresses problems of network survivability. The characteristics of virtual paths and their influence on network restoration are examined. A new problem of Backup Virtual Path Routing is presented for the local-destination...
The Capacitated Arc Routing Problem. A heuristic algorithm.
In this paper we consider the Capacitated Arc Routing Problem, in which a fleet of K vehicles, all of them based on a specific vertex (the depot) and with a known capacity Q, must service a subset of the edges of the graph, with minimum total cost and such that the load assigned to each vehicle does not exceed its capacity.A heuristic algorithm for this problem is proposed consisting of: the selection of K centers, the construction of K connected graphs with associated loads not exceeding the vehicle...
The Chain-Interchange Heuristic Method
The color-balanced spanning tree problem
Suppose a graph whose edges are partitioned into disjoint categories (colors) is given. In the color-balanced spanning tree problem a spanning tree is looked for that minimizes the variability in the number of edges from different categories. We show that polynomiality of this problem depends on the number of categories and present some polynomial algorithm.