EURO Journal on Computational Optimization, 2016 This paper addresses two variants of the routing and wavelength assignment problem arising in the context of optical transport networks. In both variants, we address the case where the physical coverage of the fiber network is such that regenerators, to ...
Amaro de Sousa +2 more
doaj
Relative Robust Portfolio Optimization [PDF]
, 2013 Considering mean-variance portfolio problems with uncertain model parameters, we contrast the classical absolute robust optimization approach with the relative robust approach based on a maximum regret function.
Hauser, Raphael +2 more
core +1 more source
Core group placement: allocation and provisioning of heterogeneous resources
EURO Journal on Computational Optimization, 2019 We present a theoretical and empirical study on a recently introduced combinatorial optimization problem, namely core group placement problem. The problem arises from real-world business requirements as part of resource allocation in cloud management. In
Serdar Kadıoğlu
doaj
Road network emergency accessibility planning after a major earthquake
EURO Journal on Computational Optimization, 2016 In the aftermath of disasters such as major earthquakes, several roads may be blocked by rubble and the population tends to search refugee in certain gathering points of the city.
CelsoSatoshi Sakuraba +5 more
doaj
Stabilized Benders methods for large-scale combinatorial optimization, with appllication to data privacy [PDF]
, 2017 The Cell Suppression Problem (CSP) is a challenging Mixed-Integer Linear Problem arising in statistical tabular data protection. Medium sized instances of CSP involve thousands of binary variables and million of continuous variables and constraints ...
Baena, Daniel +2 more
core +1 more source
A Two-Level Approach to Large Mixed-Integer Programs with Application to Cogeneration in Energy-Efficient Buildings [PDF]
, 2015 We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model (coarsened with respect to variables) and a coarse model ...
Leyffer, Sven, Lin, Fu, Munson, Todd
core
Combining stochastic programming and optimal control to solve multistage stochastic optimization problems [PDF]
In this contribution we propose an approach to solve a multistage stochastic programming problem which allows us to obtain a time and nodal decomposition of the original problem.
Diana Barro, Elio Canestrelli
core
Tracking error with minimum guarantee constraints [PDF]
In recent years the popularity of indexing has greatly increased in financial markets and many different families of products have been introduced. Often these products also have a minimum guarantee in the form of a minimum rate of return at specified ...
Diana Barro, Elio Canestrelli
core
Robust One Period Option Modelling [PDF]
AMS classifications: 90C15; 90C20; 90C90; 49M29;return on investment;option pricing models;optimization;portfolio ...
Lutgens, F., Sturm, J.F.
core +1 more source
Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions. [PDF]
Math Program, 2017 Liu H, Yao T, Li R, Ye Y.
europepmc +1 more source