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Optimization Online





 

Applications — OR and Management Sciences Submissions - 2009

January 2009

A parallel between two classes of pricing problems in transportation and economics
Géraldine Heilporn, Martine Labbé, Patrice Marcotte, Gilles Savard

Finance and Economics
Asset-Liability Management Modelling with Risk Control by Stochastic Dominance
Xi Yang, Jacek Gondzio, Andreas Grothey


February 2009

New Convex Relaxations for Quadratic Asignment Problems
Xiaoxue Li, Hans Mittelmann, Jiming Peng

Transportation
Modeling the Mobile Oil Recovery Problem as a Multiobjective Vehicle Routing Problem
Andréa Santos, Christophe Duhamel, Dario Aloise

High accuracy semidefinite programming bounds for kissing numbers
Hans D. Mittelmann, Frank Vallentin

Finance and Economics
On the Role of the Norm Constraint in Portfolio Selection
Jun-ya Gotoh, Akiko Takeda


March 2009

Production and Logistics
A Biased Random-Key Genetic Algorithm with Forward-Backward Improvement for the Resource Constrained Project Scheduling Problem
José F. Gonçalves, Mauricio G.C. Resende, Jorge J. Mendes

Finance and Economics
OPTIONS - ALLOCATION FUNDS - TRANSACTION COSTS
Trabelsi Nader

Other
Optimal Security Response to Attacks on Open Science Grids
Mine Altunay, Sven Leyffer, Jeffrey Linderoth, Zhen Xie


April 2009

Telecommunications
Optimal placement of communications relay nodes
Oleg Burdakov, Patrick Doherty, Kaj Holmberg, Per-Magnus Olsson

Option - Asset alloction - Transaction costs
Nader Trabelsi


June 2009

Finance and Economics
A VaR Black-Litterman Model for the Construction of Absolute Return Fund-of-Funds
Miguel Lejeune


July 2009

The mesh adaptive direct search algorithm for periodic variables
Charles Audet, Sébastien Le Digabel

NOMAD: Nonsmooth Optimization with the MADS algorithm
Sébastien Le Digabel

On the Solution of Complementarity Problems Arising in American Options Pricing
L. Feng, V. Linetsky, J.L Morales, J. Nocedal


August 2009

Scheduling
Stochastic Sequencing and Scheduling of an Operating Room
Camilo Mancilla, Robert H. Storer


September 2009

Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation
Bernard Minsky, M Obradovic, Qi Tang, Rishi Thapar

Telecommunications
Performance Evaluation of Cooperative Forwarding Schemes in Wireless Networks with General Topology and Multiple Traffic Flows: an Optimization Approach
Antonio Capone, Stefano Gualandi, Di Yuan

A continuous model for open pit mine planning
Felipe Alvarez, Jorge Amaya, Andreas Griewank, Nikolai Strogies


October 2009

Exact Solution of Emerging Quadratic Assignment Problems
Peter M. Hahn, Yi-Rong Zhu, Monique Guignard, J. MacGregor Smith


November 2009

Supply Chain Management
A Multi-Product Risk-Averse Newsvendor with Law Invariant Coherent Measures of Risk
Sungyong Choi, Andrzej Ruszczyński, Yao Zhao

Supply Chain Management
A risk-averse newsvendor with law invariant coherent measures of risk
Sungyong Choi, Andrzej Ruszczyński


December 2009

Scheduling
A Note on Complexity of Traveling Tournament Problem
Rishiraj Bhattacharyya

A Limited Memory Steepest Descent Method
Roger Fletcher

Yield Management
Expected Future Value Decomposition Based Bid Price Generation for Large-Scale Network Revenue Management
L.F. Escudero, J.F. Monge, D. Romero Morales, J. Wang

Scheduling
The Balanced Academic Curriculum Problem Revisited
Marco Chiarandini, Luca Di Gaspero, Stefano Gualandi, Andrea Schaerf


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