Search results for "Operations Research"
showing 10 items of 1297 documents
Randomized heuristics for the Capacitated Clustering Problem
2017
In this paper, we investigate the adaptation of the Greedy Randomized Adaptive Search Procedure (GRASP) and Iterated Greedy methodologies to the Capacitated Clustering Problem (CCP). In particular, we focus on the effect of the balance between randomization and greediness on the performance of these multi-start heuristic search methods when solving this NP-hard problem. The former is a memory-less approach that constructs independent solutions, while the latter is a memory-based method that constructs linked solutions, obtained by partially rebuilding previous ones. Both are based on the combination of greediness and randomization in the constructive process, and coupled with a subsequent l…
A matheuristic for the Team Orienteering Arc Routing Problem
2015
In the Team OrienteeringArc Routing Problem (TOARP) the potential customers are located on the arcs of a directed graph and are to be chosen on the basis of an associated profit. A limited fleet of vehicles is available to serve the chosen customers. Each vehicle has to satisfy a maximum route duration constraint. The goal is to maximize the profit of the served customers. We propose a matheuristic for the TOARP and test it on a set of benchmark instances for which the optimal solution or an upper bound is known. The matheuristic finds the optimal solutions on all, except one, instances of one of the four classes of tested instances (with up to 27 vertices and 296 arcs). The average error o…
La décomposition canonique et la cointégration
1994
This paper has introduced state space models for cointegrated time series. In doing so, the notion of cointegration is slightly generalized. We develop the notion of dynamic aggregation link with error correction model and common trends.
Les modèles de classe ARC
1993
The aim of this document is a presentation of the Arch process which allows a new and powerful technic for modelling behaviour on financial markets. From the seminal paper of ENGLE (1982), numerous extensions were proposed to adapt this specification of the Arch process to particular situations. These models are presented here, with adapted estimation methods and some appropriate tests.
Non-stationarity tests and nonlinear trends
1992
This paper stresses the importance of the hypothesis of linearity of the deterministic component imposed by unit root testing procedures most frequently used in empirical literature. We suggest an empirical testing strategy which reduces the risk of reaching false conclusions due to the misspecification of that component and we apply it to the analysis of the nonstationarity exhibited by real GNP in France. We show that it is possible to find someflexible specifications which enable us to reject the unit root null hypothesis otherwise strongly supported in empirical literature. These specifications might be considered as approximations of the true process generating real GNP and might be us…
Distances, espaces et représentations (une revue)
1990
L'objet de cet article est de donner un aperçu de la manière dont la littérature traite ce rapport entre la forme de la distance et les propriétés de l'espace. Il existe un grand nombre de travaux dans ce domaine et, malgré le volume de ce texte, nous ne pouvons en rendre compte complètement. La section 1 présente les formes de distances les plus connues et montre les déformations qu'elles impliquent par rapport à l'espace réel, observé, ainsi que par rapport à sa représentation la plus commune: l'espace euclidien muni d'une distance euclidienne. La section 2 porte le débat au niveau des modèles de l'économie spatiale. Il y a plusieurs façons de modéliser une même réalité: la représentation…
Classifying efficient alternatives in SMAA using cross confidence factors
2006
Abstract Stochastic multicriteria acceptability analysis (SMAA) is a family of methods for aiding multicriteria group decision making. These methods are based on exploring the weight space in order to describe the preferences that make each alternative the most preferred one. The main results of the analysis are rank acceptability indices, central weight vectors and confidence factors for different alternatives. The rank acceptability indices describe the variety of different preferences resulting in a certain rank for an alternative; the central weight vectors represent the typical preferences favouring each alternative; and the confidence factors measure whether the criteria data are suff…
Stochastic Multicriteria Acceptability Analysis (SMAA)
2010
Stochastic multicriteria acceptability analysis (SMAA) is a family of methods for aiding multicriteria group decision making in problems with uncertain, imprecise or partially missing information. These methods are based on exploring the weight space in order to describe the preferences that make each alternative the most preferred one, or that would give a certain rank for a specific alternative. The main results of the analysis are rank acceptability indices, central weight vectors and confidence factors for different alternatives. The rank acceptability indices describe the variety of different preferences resulting in a certain rank for an alternative, the central weight vectors represe…
A methodology for the reduction of imprecision in the engineering process
1997
Abstract Engineering design is characterized by a high level of imprecision, vague parameters, and ill-defined relationships. In design, imprecision reduction must occur to arrive at a final product specification. Few design systems exist for adequately representing design imprecision, and formally reducing it to precise values. Fuzzy set theory has considerable potential for addressing the imprecision in design. However, it lacks a formal methodology for system development and operation. One repercussion of this is that imprecision reduction is, at present, implemented in a relatively ad-hoc manner. The main contribution of this paper is to introduce a methodology called precision converge…
New Trend to Evaluate the Management of Companies: An Application of the Methodologies of Radar Chart
2014
The methodology of radar chart arises as an alternative answer to traditional measures on management of companies' activities. How to answer to market disruptions? It is a question solved by this methodology, which allows us to measure the management of each area represented on a radar chart by applying principles of plane geometry. In this methodology, a decision on a management area affects to the result of other areas because it has a multidirectional effect. Its application is carried out on a Spanish company.