Search Results - subject:"Algorithms"

Global Optimization strategies for two-mode clustering

Groenen, Patrick; van Rosmalen, van Rosmalen, J.M.; … - Faculteit der Economische Wetenschappen, Erasmus … - 2005

optimization methods for two-mode clustering. Several known algorithms are discussed and a new, fuzzy algorithm is introduced. The … meta-heuristics Multistart, Simulated Annealing, and Tabu Search are used in combination with these algorithms. The new …

Persistent link: https://www.econbiz.de/10010837985

A parametric bootstrap test for cycles

Dalla, Violetta; Hidalgo, Javier - London School of Economics (LSE) - 2005

The paper proposes a simple test for the hypothesis of strong cycles and as a by-product a test for weak dependence for linear processes. We show that the limit distribution of the test is the maximum of a (semi)Gaussian process G(τ), τ ∈ [0; 1]. Because the covariance structure of G(τ) is a...

Persistent link: https://www.econbiz.de/10011071202

Estimation bayésienne approximative par échantillonnage préférentiel

Guillin, Arnaud; Marin, Jean-Michel; Robert, Christian P. - Université Paris-Dauphine (Paris IX) - 2005

For numerous models, it is impossible to conduct an exact Bayesian inference. There are many cases where the derivation of the posterior distribution leads to intractable calculations (due to the fact that this generally involves intractable integrations). The Bayesian computational literature...

Persistent link: https://www.econbiz.de/10011073850

A DECOMPOSITION-BASED HEURISTIC FOR THE RESOURCE-CONSTRAINED PROJECT SCHEDULING PROBLEM

DEBELS, D.; VANHOUCKE, M. - Faculteit Economie en Bedrijfskunde, Universiteit Gent - 2005

In the last few decades the resource-constrained project scheduling problem has become a popular problem type in operations research. However, due to its strongly NP-hard status, the effectiveness of exact optimisation procedures is restricted to relatively small instances. In this paper we...

Persistent link: https://www.econbiz.de/10004983143

Assessing the performance of matching algorithms when selection into treatment is strong

Kluve, Jochen; Augurzky, Boris - Rheinisch-Westfälisches Institut für … - 2005

This paper investigates the method of matching regarding two crucial implementation choices, the distance measure and the type of algorithm.We implement optimal full matching – a fully efficient algorithm – and present a framework for statistical inference. The implementation uses data from...

Persistent link: https://www.econbiz.de/10005548364

Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management

Buda, Rodolphe - Volkswirtschaftliche Fakultät, … - 2005

The econometricians and the economic modelers have to know and use numerical analysis not only to have a good understanding of their results, but sometimes to built their own tools. The increasing tendency to the use of large-scale models leads the softwares to reach the limit of the saturation...

Persistent link: https://www.econbiz.de/10005836647

A Parametric Bootstrap Test for Cycles

Dalla, Violetta; Hidalgo, Javier - Suntory and Toyota International Centres for Economics … - 2005

algorithms. JEL No.: C15, C22. © by Violetta Dalla and Javier Hidalgo. All rights reserved. Short sections of … bootstrap algorithms will allow us to make valid inferences. This motivates us to employ a bootstrap approach to our hypothesis … parameter of the model), for s = 0;:::;~n, which can be highly computing intensive as nonlinear optimization algorithms are …

Persistent link: https://www.econbiz.de/10005151154

Design, Field Implementation and Evaluation of Adaptive Ramp Metering Algorithms

Horowitz, Roberto; May, Adolf; Skabardonis, Alex; … - Institute for Transportation Studies (ITS), University … - 2005

The main objectives of Task Order 4136 are (1) the design of improved freeway on-ramp metering strategies that make use of recent developments in traffic data collection, traffic simulation, and control theory, and (2) the testing of these methods on a 14-mile segment of Interstate 210 Westbound...

Persistent link: https://www.econbiz.de/10010537156

Solving Vehicle Routing Problems with evolutionary algorithms

Jadczak, Radoslaw - In: Operations Research and Decisions 3-4 (2005), pp. 7-22

One of the most known combinatorial problem is a Travelling Salesman Problem. In this paper a extended version is considered – multisalesman problem, which is known in the literature as a vehicle routing problem. It is very easy to define this NP-hard problem, but to find a optimal solution is...

Persistent link: https://www.econbiz.de/10008777294

Estimation bayésienne approximative par échantillonnage préférentiel.

Guillin, Arnaud; Marin, Jean-Michel; Robert, Christian P. - Université Paris-Dauphine - 2005

En estimation bayésienne, lorsque le calcul explicite de la loi a posteriori du vecteur des paramètres à estimer est impossible, les méthodes de Monte-Carlo par chaînes de Markov (MCMC) [Robert and Casella, 1999] permettent théoriquement de fournir un échantillon approximativement...

Persistent link: https://www.econbiz.de/10009002735