Search results for "Operations Research"
showing 10 items of 1297 documents
Addressing Dendritic Cells for Anticancer Immunity
2014
Scenario optimization asset and liability modelling for individual investors
2006
We develop a scenario optimization model for asset and liability management of individual investors. The individual has a given level of initial wealth and a target goal to be reached within some time horizon. The individual must determine an asset allocation strategy so that the portfolio growth rate will be sufficient to reach the target. A scenario optimization model is formulated which maximizes the upside potential of the portfolio, with limits on the downside risk. Both upside and downside are measured vis- `a-vis the goal. The stochastic behavior of asset returns is captured through bootstrap simulation, and the simulation is embedded in the model to determine the optimal portfolio. …
Branch-Price-and-Cut for the Soft-Clustered Capacitated Arc-Routing Problem
2021
The soft-clustered capacitated arc-routing problem (SoftCluCARP) is a variant of the classical capacitated arc-routing problem. The only additional constraint is that the set of required edges, that is, the streets to be serviced, is partitioned into clusters, and feasible routes must respect the soft-cluster constraint, that is, all required edges of the same cluster must be served by the same vehicle. In this article, we design an effective branch-price-and-cut algorithm for the exact solution of the SoftCluCARP. Its new components are a metaheuristic and branch-and-cut-based solvers for the solution of the column-generation subproblem, which is a profitable rural clustered postman tour …
A comparison of two different formulations for Arc Routing Problems on Mixed graphs
2006
[EN] Arc routing problems on mixed graphs have been modelled in the literature either using just one variable per edge or associating to each edge two variables, each one representing its traversal in the corresponding direction. In this paper, and using the mixed general routing problem as an example, we compare theoretical and computationally both formulations as well as the lower bounds obtained from them using Linear Programming based methods. Extensive computational experiments, including some big and newly generated random instances, are presented.
Arc routing problems: A review of the past, present, and future
2020
[EN] Arc routing problems (ARPs) are defined and introduced. Following a brief history of developments in this area of research, different types of ARPs are described that are currently relevant for study. In addition, particular features of ARPs that are important from a theoretical or practical point of view are discussed. A section on applications describes some of the changes that have occurred from early applications of ARP models to the present day and points the way to emerging topics for study. A final section provides information on libraries and instance repositories for ARPs. The review concludes with some perspectives on future research developments and opportunities for emergin…
New Heuristic Algorithms for the Windy Rural Postman Problem
2005
[EN] In this paper we deal with the windy rural postman problem. This problem generalizes several important arc routing problems and has interesting real-life applications. Here, we present several heuristics whose study has lead to the design of a scatter search algorithm for the windy rural postman problem. Extensive computational experiments over different sets of instances, with sizes up to 988 nodes and 3952 edges, are also presented. (c) 2004 Elsevier Ltd. All rights reserved.
A branch-and-cut algorithm for the Profitable Windy Rural Postman Problem
2016
[EN] In this paper we study the profitable windy rural postman problem. This is an arc routing problem with profits defined on a windy graph in which there is a profit associated with some of the edges of the graph, consisting of finding a route maximizing the difference between the total profit collected and the total cost. This problem generalizes the rural postman problem and other well-known arc routing problems and has real-life applications, mainly in snow removal operations. We propose here a formulation for the problem and study its associated polyhedron. Several families of facet-inducing inequalities are described and used in the design of a branch-and-cut procedure. The algorithm…
Solving the length constrained K-drones rural postman problem
2021
[EN] In this paper we address the Length Constrained K-Drones Rural Postman Problem (LC K-DRPP). This is a continuous optimization problem where a fleet of homogeneous drones have to jointly service (traverse) a set of (curved or straight) lines of a network. Unlike the vehicles in classical arc routing problems, a drone can enter a line through any of its points, service a portion of that line, exit through another of its points, then travel directly to any point on another line, and so on. Moreover, since the range of the drones is restricted, the length of each route is limited by a maximum distance. Some applications for drone arc routing problems include inspection of pipelines, railwa…
An innovative approach to manage uncertainties and stock diversity in the EPBD cost-optimal methodology
2018
The EU Energy Performance of Buildings Directive (EPBD) 2010/31/EU is a step in the right direction to promote near zero energy buildings (NZEB) in a step-wise manner, starting with minimum energy performance and cost optimal thresholds for “reference buildings” (RBs) for each category. Nevertheless, a standard method for defining RBs does not exist, which led to a great divergence between MS in the level of detail used to define RBs for the EPBD cost-optimal analysis. Such lack of harmonisation between MS is further evident given the resulting large discrepancies in energy performance indicators even between countries having similar climate. Furthermore, discrepancies of 30% or higher betw…
Topological Dual Systems for Spaces of Vector Measure p-Integrable Functions
2016
[EN] We show a Dvoretzky-Rogers type theorem for the adapted version of the q-summing operators to the topology of the convergence of the vector valued integrals on Banach function spaces. In the pursuit of this objective we prove that the mere summability of the identity map does not guarantee that the space has to be finite dimensional, contrary to the classical case. Some local compactness assumptions on the unit balls are required. Our results open the door to new convergence theorems and tools regarding summability of series of integrable functions and approximation in function spaces, since we may find infinite dimensional spaces in which convergence of the integrals, our vector value…