In this paper, we discuss a solver that is developed to solve set partitioning problems. The methods used include problem reduction techniques, Lagrangean relaxation and primal and dual heuristics. The optimal solution is found using a branch and bound approach. In this paper, we discuss these...

We demonstrate that the fast and exact Davies-Harte algorithm is valid for simulating a certain class of stationary Gaussian processes - those with a negative auto-covariance sequence for all non-zero lags. The result applies to well known classes of long memory processes: Gaussian fractionally...

In this article we extend the by now classical Longstaff-Schwartz algorithm for approximately solving high dimensional optimal stopping problems. We reformulate the problem of optimal stopping in discrete time as a generalized statistical learning problem. Within this setup we apply modern...

Recently, time-switch constraints have been introduced in literature by Yang and Chen (2000). Basically, these constraints impose a specified starting time on the project activities and force them to be inactive during specified time periods. This type of constraints have been incorporated into...

We consider the scheduling problem of minimizing the average weighted completion time on identical parallel machines when jobs are arriving over time. For both the preemptive and the nonpreemptive setting, we show that straightforward extensions of Smith's ratio rule yield smaller competitive...

An exact and fast estimation of special material characterisation data and the implementation and usage of these data for finite element simulations are essential for the control of forming processes of special parts from thin sheet metals. This report describes a method to determine the...