Search results for "Project"
showing 10 items of 3466 documents
Pre-processing techniques for resource allocation in the heterogeneous case
1998
The Heterogeneous Resource Allocation Problem (HRAP) deals with the allocation of resources, whose units do not all share the same characteristics, to an established plan of activities. Each activity requires one or more units of each resource which possess particular characteristics, and the objective is to find the minimum number of resource units of each type, necessary to carry out all the activities within the plan, in such a way that two activities whose processing overlaps in time do not have the same resource unit assigned. The HRAP is an NP-Complete problem and it is possible to optimally solve medium-sized HRAP instances in a reasonable time. The objective of this work is to devel…
Due Dates and RCPSP
2006
Due dates are an essential feature of real projects, but little effort has been made in studying the RCPSP with due dates in the activities. This paper tries to bridge this gap by studying two problems: the TardinessRCPSP, in which the objective is total tardiness minimization and the DeadlineRCPSP, in which the due dates are strict (deadlines) and the objective is makespan minimization. The first problem is NP-hard and the second is much harder, since finding a feasible solution is already NP-hard. This paper has three objectives: Firstly to compare the performance on both problems of well-known RCPSP heuristics - priority rules, sampling procedures and metaheuristics - with new versions w…
A Stochastic Soft Constraints Fuzzy Model for a Portfolio Selection Problem
2006
The financial market behavior is affected by several non-probabilistic factors such as vagueness and ambiguity. In this paper we develop a multistage stochastic soft constraints fuzzy program with recourse in order to capture both uncertainty and imprecision as well as to solve a portfolio management problem. The results we obtained confirm the studies carried out in literature addressed to integrate stochastic and possibilistic programming.
Solving continuous models with dependent uncertainty: a computational approach
2013
This paper presents a computational study on a quasi-Galerkin projection-based method to deal with a class of systems of random ordinary differential equations (r.o.d.e.'s) which is assumed to depend on a finite number of random variables (r.v.'s). This class of systems of r.o.d.e.'s appears in different areas, particularly in epidemiology modelling. In contrast with the other available Galerkin-based techniques, such as the generalized Polynomial Chaos, the proposed method expands the solution directly in terms of the random inputs rather than auxiliary r.v.'s. Theoretically, Galerkin projection-based methods take advantage of orthogonality with the aim of simplifying the involved computat…
Accurate registration of random radiographic projections based on three spherical references for the purpose of few-view 3D reconstruction
2008
Precise registration of radiographic projection images acquired in almost arbitrary geometries for the purpose of three-dimensional (3D) reconstruction is beset with difficulties. We modify and enhance a registration method [R. Schulze, D. D. Bruellmann, F. Roeder, and B. d'Hoedt, Med. Phys. 31, 2849-2854 (2004)] based on coupling a minimum amount of three reference spheres in arbitrary positions to a rigid object under study for precise a posteriori pose estimation. Two consecutive optimization procedures (a, initial guess; b, iterative coordinate refinement) are applied to completely exploit the reference's shadow information for precise registration of the projections. The modification h…
Partially Renewable Resources
2014
In recent years, in the field of project scheduling the concept of partially renewable resources has been introduced. Theoretically, it is a generalization of both renewable and non-renewable resources. From an applied point of view, partially renewable resources allow us to model a large variety of situations that do not fit into classical models, but can be found in real problems in timetabling and labor scheduling. In this chapter we define this type of resource, describe an integer linear formulation and present some examples of conditions appearing in real problems which can be modeled using partially renewable resources. Then we introduce some preprocessing procedures to identify infe…
Integer Preemption Problems
2014
A fundamental assumption in the basic RCPSP is that activities in progress are non-preemptable. Some papers reveal the potential benefits of allowing activity interruptions in the schedule when the objective is the makespan minimization. In this chapter we consider the Maxnint_PRCPSP in which it is assumed that activities can be interrupted at any integer time instant with no cost incurred, that each activity can be split into a maximum number of parts, and that each part has a minimum duration established. We show how some procedures developed for the RCPSP can be adapted to work with the Maxnint_PRCPSP and we introduce some procedures specifically designed for this problem. Furthermore, p…
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 …
Lessons for mathematics higher education from 25 years of mathematics support
2018
International audience; The scale and scope of mathematics support within UK universities have grown significantly since the 1990s. Mathematics support has evolved from a ‘cottage industry' initiated by enthusiasts into a main-line student support provision overseen by institutional senior managers. Over this 25+ year period, the importance of the mathematical sciences in other disciplines has similarly boomed. No longer is it just engineering and physics undergraduates who need to acquire highly developed mathematical skills. Today geographers, bioscientists, sociologists and political scientists (to name but a few) have to be more skilled than ever before with understanding mathematical a…
Counting and equidistribution in Heisenberg groups
2014
We strongly develop the relationship between complex hyperbolic geometry and arithmetic counting or equidistribution applications, that arises from the action of arithmetic groups on complex hyperbolic spaces, especially in dimension $2$. We prove a Mertens' formula for the integer points over a quadratic imaginary number fields $K$ in the light cone of Hermitian forms, as well as an equidistribution theorem of the set of rational points over $K$ in Heisenberg groups. We give a counting formula for the cubic points over $K$ in the complex projective plane whose Galois conjugates are orthogonal and isotropic for a given Hermitian form over $K$, and a counting and equidistribution result for …