We show in this work how the problem of routing and wavelength assignment in all-optical networks may be solved by a combined approach involving the computation of alternative routes for the lightpaths, followed by the solution of a partition coloring problem in a conflict graph. A new tabu search heuristic is also proposed for the … Read more
In this study, a lifting procedure is applied to some existing formulations of the Diameter Constrained Minimum Spanning Tree Problem. This problem typically models network design applications where all vertices must communicate with each other at minimum cost, while meeting or surpassing a given quality requirement. An alternative formulation is also proposed for instances of … Read more
Stochastic programming is recognized as a powerful tool to help decision making under uncertainty in financial planning. The deterministic equivalent formulations of these stochastic programs have huge dimensions even for moderate numbers of assets, time stages and scenarios per time stage. So far models treated by mathematical programming approaches have been limited to simple linear … Read more
In this paper we provide sufficient conditions for the existence of pair-wise envy free and stable matchings for two-sided systems with techniques. ArticleDownload View PDF
This paper presents an annotated bibliography of greedy randomized adaptive search procedures (GRASP). The bibliography is current up to early 2004. The bibliography contains: background material; tutorials and surveys; enhancements to the basic method; hybrid methods; software; parallel GRASP; graph theory; quadratic and other assignment problems; location, layout, and cutting; covering, clustering, packing, and partitioning; … Read more
In many industrial settings, managers face the problem of establishing a pricing policy that maximizes the revenue from selling a given inventory of items by a fixed deadline, with the full inventory of items being available for sale from the beginning of the selling period. This problem arises in a variety of industries, including the … Read more
We introduce an axiomatic definition of a conditional convex risk mapping and we derive its properties. In particular, we prove a representation theorem for conditional risk mappings in terms of conditional expectations. We also develop dynamic programming relations for multistage optimization problems involving conditional risk mappings. CitationPreprintArticleDownload View PDF
We consider sets defined by the usual stochastic ordering relation and by the second order stochastic dominance relation. Under fairy general assumptions we prove that in the space of integrable random variables the closed convex hull of the first set is equal to the second set. ArticleDownload View PDF
A sufficient condition is provided for the existence of stable matchings for three sided systems. ArticleDownload View PDF
We consider the problem of constructing a portfolio of finitely many assets whose returns are described by a discrete joint distribution. We propose a new portfolio optimization model involving stochastic dominance constraints on the portfolio return. We develop optimality and duality theory for these models. We construct equivalent optimization models with utility functions. Numerical illustration … Read more