One of the main goals in transportation planning is to achieve solutions for two classical problems, the traffic assignment and toll pricing problems. The traffic assignment problem aims to minimize total travel delay among all travelers. Based on data derived from the first problem, the toll pricing problem determines the set of tolls and corresponding … Read more
This paper presents a multi-population biased random-key genetic algorithm (BRKGA) for the Single Container Loading Problem (CLP) where several rectangular boxes of different sizes are loaded into a single rectangular container. The approach uses a maximal-space representation to manage the free spaces in the container. The proposed algorithm hybridizes a novel placement procedure with a … Read more
A.D.Roy’s (1952) safety first (SF) approach to a financial portfolio selection is improved. Safety first means minimization of probability of poor returns. Improvement concerns a better estimation of the poor return probabilities by means of shortfall risk functions. Optimal SF-portfolio is sought similar to Roy’s geometric method but with a different efficient frontier. In case … Read more
We present a new technique for building effective and low cost preconditioners for sequences of shifted linear systems (A+aI)x=b, where A is symmetric positive definite and a>0. This technique updates a preconditioner for A, available in the form of an LDL’ factorization, by modifying only the nonzero entries of the L factor in such a … Read more
The complementarity problem over a symmetric cone (that we call the Symmetric Cone Complementarity Problem, or the SCCP) has received much attention of researchers in the last decade. Most of studies done on the SCCP can be categorized into the three research themes, interior point methods for the SCCP, merit or smoothing function methods for … Read more
An artificial neural network (ANN) is a computational model – implemented as a computer program – that is aimed at emulating the key features and operations of biological neural networks. ANNs are extensively used to model unknown or unspecified functional relationships between the input and output of a “black box” system. In order to apply … Read more
This paper develops a new error criterion for the approximate minimization of augmented Lagrangian subproblems. This criterion is practical in the sense that it requires only information that is ordinarily readily available, such as the gradient (or a subgradient) of the augmented Lagrangian. It is also “relative” in the sense of relative error criteria for … Read more
In this chapter we present recent developments on solving various combinatorial optimization problems by using semidefinite programming (SDP). We present several SDP relaxations of the quadratic assignment problem and the traveling salesman problem. Further, we show the equivalence of several known SDP relaxations of the graph equipartition problem, and present recent results on the bandwidth … Read more
In the last years many results in the area of semidefinite programming were obtained for invariant (finite dimensional, or infinite dimensional) semidefinite programs – SDPs which have symmetry. This was done for a variety of problems and applications. The purpose of this handbook chapter is to give the reader the necessary background for dealing with … Read more
We prove that the sequences generate by the Douglas-Rachford method converge weakly to a solution of the inclusion problem ArticleDownload View PDF