Search results for "Operations Research"
showing 10 items of 1297 documents
Designing portfolios of financial products via integrated simulation and optimization models
1999
We analyze the problem of debt issuance through the sale of innovative financial products. The problem is broken down to questions of designing the financial products, specifying the debt structure with the amount issued in each product, and determining an optimal level of financial leverage. We formulate a hierarchical optimization model to integrate these three issues and provide constructive answers. Input data for the models are obtained from Monte Carlo simulation procedures that generate scenarios of holding period returns of the designed products. The hierarchical optimization model is specialized for the problem of issuing a portfolio of callable bonds to fund mortgage assets. The …
A GRASP ALGORITHM FOR THE CONTAINER LOADING PROBLEM WITH MULTI-DROP CONSTRAINTS
2015
This paper studies a variant of the container loading problem in which to the classical geometric constraints of packing problems we add other conditions appearing in practical problems, the multi-drop constraints. When adding multi-drop constraints, we demand that the relevant boxes must be available, without rearranging others, when each drop-off point is reached. We present first a review of the different types of multi-drop constraints that appear in literature. Then we propose a GRASP algorithm that solves the different types of multi-drop constraints and also includes other types of realistic constraints such as full support of the boxes and load bearing strength. The computational re…
Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality
2018
As an emerging research field, multiobjective robust optimization employs minmax robustness as the most commonly used concept. Light robustness is a concept in which a parameter, tolerable degradations, can be used to control the loss in the objective function values in the most typical scenario for gaining in robustness. In this paper, we develop a lightly robust interactive multiobjective optimization method, LiRoMo, to support a decision maker to find a most preferred lightly robust efficient solution with a good balance between robustness and the objective function values in the most typical scenario. In LiRoMo, we formulate a lightly robust subproblem utilizing an achievement scalarizi…
Resource-constrained project scheduling: A critical activity reordering heuristic
2003
Abstract In this paper, we present a new metaheuristic algorithm for the resource-constrained project-scheduling problem. The procedure is a non-standard implementation of fundamental concepts of tabu search without explicitly using memory structures embedded in a population-based framework. The procedure makes use of a fan search strategy to intensify the search, whereas a strategic oscillation mechanism loosely related to the forward/backward technique provides the necessary diversification. Our implementation employs the topological order (TO) representation of schedules. To explore the TO vector space we introduce three types of moves, two of them based on the concept of relative critic…
New Results on the Mixed General Routing Problem
2005
[EN] In this paper, we deal with the polyhedral description and the resolution of the Mixed General Routing Problem. This problem, in which the service activity occurs both at some of the nodes and at some of the arcs and edges of a mixed graph, contains a large number of important arc and node routing problems as special cases. Here, a large family of facet-defining inequalities, the Honeycomb inequalities, is described. Furthermore, a cutting-plane algorithm for this problem that incorporates new separation procedures for the K-C, Regular Path-Bridge, and Honeycomb inequalities is presented. Branch and bound is invoked when the final solution of the cutting-plane procedure is fractional. …
Solving dynamic memory allocation problems in embedded systems with parallel variable neighborhood search strategies
2015
International audience; Embedded systems have become an essential part of our lives, thanks to their evolution in the recent years, but the main drawback is their power consumption. This paper is focused on improving the memory allocation of embedded systems to reduce their power consumption. We propose a parallel variable neighborhood search algorithm for the dynamic memory allocation problem, and compare it with the state of the art. Computational results and statistical tests applied show that the proposed algorithm produces significantly better outcomes than the previous algorithm in shorter computing time.
Time-Dependent Multiple Depot Vehicle Routing Problem on Megapolis Network under Wardrop's Traffic Flow Assignment
2018
In this work multiple depot vehicle routing problem is considered in case of variable travel times between nodes on a metropolis network. This variant of the classic multiple depot vehicle routing problem is motivated by the fact that in urban contexts variable traffic conditions play an essential role and can not be ignored in order to perform a realistic optimization. Time-travel matrices corresponding to each period of planning horizon were formed by solving the traffic assignment problem in conjunction with shortest path problem. Routing problem instances include from 20 to 100 customers randomly chosen from a road network of Saint-Petersburg. The results demonstrate that taking into ac…
Seed Activation Scheduling for Influence Maximization in Social Networks
2018
This paper addresses the challenge of strategically maximizing the influence spread in a social network, by exploiting cascade propagators termed “seeds”. It introduces the Seed Activation Scheduling Problem (SASP) that chooses the timing of seed activation under a given budget, over a given time horizon, in the presence/absence of competition. The SASP is framed as a blogger-centric marketing problem on a two-level network, where the decisions are made to buy sponsored posts from prominent bloggers at calculated points in time. A Bayesian evidence diffusion model – the Partial Parallel Cascade (PPC) model – allows the network nodes to be partially activated, proportional to their accumulat…
Convergence of subdifferentials and normal cones in locally uniformly convex Banach space
2014
International audience; In this paper we study the behaviour of normal cones and subdifferentials with respect to two types of convergence of sets and functions: Mosco and Attouch–Wets convergences. Our analysis is devoted to proximal, Fréchet, and Mordukhovich limiting normal cones and subdifferentials. The results obtained can be seen as extensions of the Attouch theorem to the context of non-convex functions on locally uniformly convex Banach space. They also generalize, to sequences of subsmooth sets or functions, various results in the literature.
The Heterogeneous Fleet Vehicle Routing Problem with Draft Limits
2023
Over the past two decades, international maritime transport has been characterized by the advent of ever larger ships. This phenomenon is known as naval gigantism. If, on the one hand, naval gigantism allows to reduce transport costs by exploiting the economies of scale achievable by large ships, on the other hand, it implies a series of operational issues. Indeed, due to their large draft, such giant vessels are not allowed to enter small ports when fully or near-fully loaded, and in some cases, they cannot enter such small ports at all. In fact, their draft can strongly vary depending on the load on board. This implies restrictions for vessels in accessing ports, which impact not only at …