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A branch-and-bound algorithm is proposed for global minimization of indefinite quadratic functions subject to box constraints. Branching is done according ...
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Approaches like infinitesimal perturbation analysis and the likelihood ratio method have drawn a great deal of attention recently, as ways of estimating the...
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Interval arithmetic and Taylor's formula can be used to bound the slope of the cord of a univariate function at a given point. Such bounds for the function,...
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The lattice structure of conventional linear congruential random number generators (LCGs), over integers, is well known. In this paper, we study LCGs in the...
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A new heuristic algorithm, based on the Tabu Search methodology, is proposed for constrained redundancy optimization in series and in complex systems. It h...
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A multiregional electricity supply and trading model, derived from MARKAL and involving four regions, is used to assess the advantages derived from a cooper...
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We derive from Boolean methods a transformation which, when it can be applied, builds from a graph <i>G =</i> (<i>V,E</i>) a new graph <i>G'=</i> (<i>V',E'<...
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Layout planning is an appropriate area in which to apply optimization models. A method is proposed here for evaluating general layouts (block layouts) when ...
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For a weighted graph <i>G =</i> (<i>V,E</i>), the maximum weighted <i>k</i>-coloring problem is to color a set of vertices of maximum weight using <i>k</i> ...
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Consider a network facility location problem where congestion arises at facilities, and is represented by delay functions that approximate the queuing proce...
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We describe two new classes of graphs for which the stability number can be computed in polynomial time. The first approach is based on an iterative procedu...
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We consider the directed graph representing the obstruction relation between objects moving along the streamlines of a two-dimensional velocity field. A col...
référence BibTeXIndice de concentration et statistique de Kolmogorov, application à des distributions de revenu
On présente, à l'aide d'un modèle probabiliste, une approximation d'un indice de concentration d'un nuage de points dans <b>R</b>. Ce modèle conduit à établ...
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Konno and Inori (1989) have recently proposed two flexible models for bond portfolio optimization, together with heuristics to solve them. It is shown that ...
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A hexagonal system is a connected plane graph without cut vertices in which each interior face is a regular hexagon. A linear algorithm is proposed to find ...
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We present a new class of change in risk, which includes several previous ones (price squeeze, strong increase in risk of Meyer and Ormiston) and leads to u...
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We investigate the complexity status of the preemptive openshop scheduling problem. After reviewing recent studies of the shop with various objective functi...
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The purpose of this paper is to describe a new tabu search heuristic for the vehicle routing problem with capacity and route length restrictions. The algori...
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Infinitesimal Perturbation Analysis (IPA) is perhaps the most efficient derivative estimation method for many practical discrete-event stochastic systems, w...
référence BibTeXCriteria for the Ergodicity of Hedging Point Control Policies in Single Part Manufacturing Systems
The Markov renewal viewpoint of single part manufacturing systems under hedging point control policies, subjected to a constant demand for parts rate, is us...
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