In this article, we present two formulations and their unification for the Mixed-Model Sequencing Problem with Workload Minimisation (MMSP-W) for production lines with serial workstations and parallel homogeneous processors. The models were executed in Solver CPLEX, with reference instances and...

We study the problem of computing the sharpest static-arbitrage upper bound on the price of a European basket option, given the bid–ask prices of vanilla call options in the underlying securities. We show that this semi-infinite problem can be recast as a linear program whose size is linear in...

We address the Capacitated m-Ring-Star Problem in which the aim is to find m rings (simple cycles) visiting a central depot, a subset of customers and a subset of potential (Steiner) nodes, while customers not belonging to any ring must be “allocated” to a visited (customer or Steiner) node....

Today’s Transparent Optical Networks (TONs) are highly vulnerable to various physical-layer attacks, such as high-power jamming, which can cause severe service disruption or even service denial. The transparency of TONs enables certain attacks to propagate through the network, not only...

This paper deals with a power-aware scheduling of preemptable independent jobs on identical parallel processors where ready time for each job is given and its completion time has to meet a given deadline. Jobs are described by (different) continuous, strictly concave functions relating their...