Transparent optical network design with sparse wavelength conversion

We consider the design of transparent optical networks from a practical perspective. Network operators aim at satisfying the communication demands at minimum cost. Such an optimization involves three interdependent planning issues: the dimensioning of the physical topology, the routing of lightpaths, and the wavelength assignment. Further topics include the reliability of the configuration and sparse … Read more

A hybrid genetic algorithm for manufacturing cell formation

Cellular manufacturing emerged as a production strategy capable of solving the problems of complexity and long manufacturing lead times in batch production. The fundamental problem in cellular manufacturing is the formation of product families and machine cells. This paper presents a new approach for obtaining machine cells and product families. The approach combines a local … Read more

Optimisation of physical and financial power purchase portfolios

The deregulation of the European power market brings new sales prospects for the power-suppliers as well as an appreciable increase of entrepreneurial risks. In order to handle the novel price- and volume-risks the optimisation of decisionmaking under uncertain boundary conditions is of essential interest. The former task of resource management in energy-supply was the minimisation … Read more

Optimal Portfolios using Linear Programming Models

The classical Quadratic Programming formulation of the well known portfolio selection problem, is cumbersome, time consuming and relies on two important assumptions: (a) the expected return is multivariate normally distributed; (b) the investor is risk averter. This paper formulates two alternative models, (i) maximin, and (ii) minimization of absolute deviation. Data from a very simple … Read more

STRONG LOWER BOUNDS FOR THE PRIZE COLLECTING STEINER PROBLEM IN GRAPHS

Given an undirected graph G with nonnegative edges costs and nonnegative vertex penalties, the prize collecting Steiner problem in graphs (PCSPG) seeks a tree of G with minimum weight. The weight of a tree is the sum of its edge costs plus the sum of the penalties of those vertices not spanned by the tree. … Read more

Scheduling a sequence of tasks with general completion costs

Scheduling a sequence of tasks – in the acceptation of finding the execution times – is not a trivial problem when the optimization criterion is irregular as for instance in earliness-tardiness problems. This paper presents an efficient Dynamic Programming algorithm to solve the problem with general cost functions depending on the end time of the … Read more

The continuous assignment problem and its application to preemptive and non-preemptive scheduling with irregular cost functions

It is with the aim of solving scheduling problems with irregular cost functions that this paper focuses on the continuous assignment problem. It consists in partitioning a d dimensional region into subregions of prescribed volumes so that the total cost is minimized. The dual problem of the continuous assignment problem is an unconstrained maximisation of … Read more

Hierarchical Network Design Using Simulated Annealing

The hierarchical network problem is the problem of finding the least cost network, with nodes divided into groups, edges connecting nodes in each groups and groups ordered in a hierarchy. The idea of hierarchical networks comes from telecommunication networks where hierarchies exist. Hierarchical networks are described and a mathematical model is proposed for a two … Read more

A hybrid genetic algorithm for the job shop scheduling problem

This paper presents a hybrid genetic algorithm for the Job Shop Scheduling problem. The chromosome representation of the problem is based on random keys. The schedules are constructed using a priority rule in which the priorities are defined by the genetic algorithm. Schedules are constructed using a procedure that generates parameterized active schedules. After a … Read more

A fast swap-based local search procedure for location problems

We present a new implementation of a widely used swap-based local search procedure for the P-median problem, proposed in 1968 by Teitz and Bart. Our method produces the same output as the best alternatives described in the literature and, even though its worst-case complexity is similar, it can be significantly faster in practice: speedups of … Read more