[PDF] Top 20 A distributed computation algorithm for solving portfolio problems with integer variables

... usable for solving Problem 1, as described below: (i) Dual Lagrangean relaxation approach (Michelon and Maculan, 1991; Guignard and Kim, 1987): This approach decomposes Problem 1 into two ... See full document

... methods for solving three-dimensional packing problems, Chen et ...formulated a mixed integer program for container loading problems, and Li and Chang 6 developed ... See full document

... Theory-Based Distributed Algorithm to Solve DOPFD for a Good Enough Solution For real-time application purpose, we would rather obtain a good enough solution within reasonable ... See full document

... scheme for solving TOCP The mixed integer NLP algorithm developed in this paper is one type of switch- ing time computation (STC) ...time computation methods [see, for ... See full document

... when a plant has multiple resource ...explicit algorithm to address the ...using a dual-simplex method with bounded variables, this algorithm gives the same result in each ... See full document

... is a rather new optimization technique, we will in- clude some relevant materials in the appendices for easier ref- ...II, a mathematical formulation of the OPF problem with discrete control ... See full document

... Conclusions Portfolio selection problem has been a popular issue in the finance area since ...uncertain portfolio selection and the small sam- ple ...deal with the problem of portfolio ... See full document

... Compared with Model 3 and Model 6 obtains port- folios farther from the target than those by Model 3 yet much better than those by Model ...Compared with other models, the smaller feasible region for ... See full document

... (1997) A spatial and temporal bi‐criteria parallel‐savings‐based heuristic algorithm for solving vehicle routing problems with time windows, Transportation Planning and ... See full document

... control problems, engineers still spend much effort on reformulating problems and implementing corresponding programs for different control ...problems. For engineers, this routine job ... See full document

... arrange a specific assembly sequence according to the product design description as well as to their particular heuristics in putting together all the components of a ...goes with a genetic ... See full document

... Since Hopfield and Tank [SI constructed an energy function to represent the Traveling Salesman Problem (TSP) so that it could be iteratively solved on their neural ne[r] ... See full document

... implement a novel meshless method to solve the Laplace problems for arbitrary domains subject to the Dirichlet, Neumann and mixed-type ...terms for the influence matrices have been extracted ... See full document

... Piedra, A parallel algorithm for exact solution of linear equations, In International. Conference on Parallel Processing III, pp.[r] ... See full document

... Key words: Diagonally dominant matrices, error analysis, linear recurrences, Toeplitz matrices, tri- diagonal matrices.. Ein schneller Algorithmus zur Li~sung spezieller tridia[r] ... See full document

... 摘要: To solve the conversion problem in Residue Number System (RNS) with a general moduli set, a common solution is to use Chinese Remainder Theorem (CRT).. In CRT, it has to compute a [r] ... See full document

... optimization problems intend to seek the best way of placing a given set of rectangles within a minimum-area ...Such problems are often formulated as a quadratic mixed 0}1 ...methods ... See full document

... (10 points) Consider an urn which contains black and white balls which are well mixed. Repeated drawings are made from the urn, and after each drawing the ball drawn is replaced, along with balls of the same ... See full document

... Þ for k ¼ 1; . . . ; 5 and takes a shift value s ¼ ...As a result, the desired reciprocal pair ðk 5;I ; k 5;O Þ near U cannot be discovered by the Arnoldi ...in Algorithm 1, according to the ... See full document

... BEM for singularity arising from a degenerate boundary, the dual BEM accompanied by subregion technology, instead of tedious calculation of Fourier–Bessel transforms for the spatial Green’s ... See full document