Search Results - subject:"knapsack problem"

Optimal partial hedging of an American option: shifting the focus to the expiration date

Lindberg, Peter - In: Mathematical Methods of Operations Research 75 (2012) 3, pp. 221-243

shortfall is bounded above by a certain number of numéraire assets. A knapsack problem approach and greedy algorithm are used in …

Persistent link: https://www.econbiz.de/10010950308

On reduction of duality gap in quadratic knapsack problems

Zheng, X.; Sun, X.; Li, D.; Xu, Y. - In: Journal of Global Optimization 54 (2012) 2, pp. 325-339

We investigate in this paper the duality gap between quadratic knapsack problem and its Lagrangian dual or semidefinite …

Persistent link: https://www.econbiz.de/10010994054

Inverse 1-median problem on trees under weighted Hamming distance

Guan, Xiucui; Zhang, Binwu - In: Journal of Global Optimization 54 (2012) 1, pp. 75-82

, the problem under weighted sum-Hamming distance is shown to be equivalent to a 0-1 knapsack problem, and hence is …

Persistent link: https://www.econbiz.de/10010994187

HEURISTIC AND EXACT SOLUTION METHOD FOR CONVEX NONLINEAR KNAPSACK PROBLEM

ZHANG, BIN; CHEN, BO - In: Asia-Pacific Journal of Operational Research (APJOR) 29 (2012) 05, pp. 1250031-1

In this paper, we consider a class of convex nonlinear knapsack problems in which all decision variables are integer and the objective and knapsack functions are nonlinear. This generalized problem is characterized by positive marginal cost (PMC) and increasing marginal loss-cost ratio (IMLCR)....

Persistent link: https://www.econbiz.de/10010585661

Multilevel, threshold-based policies for cargo container security screening systems

McLay, Laura A.; Dreiding, Rebecca - In: European Journal of Operational Research 220 (2012) 2, pp. 522-529

linear programming models for screening cargo containers for nuclear material at port security stations using knapsack … problem models. All cargo containers undergo primary screening, where they are screened by a given number of security devices …

Persistent link: https://www.econbiz.de/10010597663

Back to the future: economic rationality and maximum entropy prediction

Barde, Sylvain - School of Economics, University of Kent - 2012

An information-theoretic thought experiment is developed to clarify why the maximum entropy methodology is appropriate for predicting the equilibrium state of economic systems. As a first step, object allocation problems, modeled as knapsack problems, are shown to be equivalent to congestion...

Persistent link: https://www.econbiz.de/10010539700

A theoretical and empirical investigation on the Lagrangian capacities of the 0-1 multidimensional knapsack problem

Yoon, Yourim; Kim, Yong-Hyuk; Moon, Byung-Ro - In: European Journal of Operational Research 218 (2012) 2, pp. 366-376

an optimal solution, we formally reintroduce Lagrangian capacity suitable to the 0-1 multidimensional knapsack problem … a new Lagrangian heuristic that finds high-quality feasible solutions of the 0-1 multidimensional knapsack problem. We …

Persistent link: https://www.econbiz.de/10010574127

Optimal partial hedging of an American option: shifting the focus to the expiration date

Lindberg, Peter - In: Computational Statistics 75 (2012) 3, pp. 221-243

shortfall is bounded above by a certain number of numéraire assets. A knapsack problem approach and greedy algorithm are used in …

Persistent link: https://www.econbiz.de/10010759512

Fast Fourier Transform and its applications to integer knapsack problems

NESTEROV, Yu - Center for Operations Research and Econometrics (CORE), … - 2004

In this paper we suggest a new e.cient technique for solving integer knapsack problems. Our algorithms can be seen as application of Fast Fourier Transform to generating functions of integer polytopes.Using this approach, it is possible to count the number of boolean solutions of a single...

Persistent link: https://www.econbiz.de/10005043041

Cargo revenue management : bid-prices for a 0-1 multi knapsack problem

Pak, Kevin (contributor); Dekker, Rommert (contributor) - 2004 - [Elektronische Ressource]

website: www.erim.eur.nl CARGO REVENUE MANAGEMENT: BID-PRICES FOR A 0-1 MULTI KNAPSACK PROBLEM Kevin Pak and Rommert …-line knapsack problem. We show that a bid-price acceptance policy is asymptotically optimal if demand and capacity increase … the multi-knapsack problem proposed by Rinnooy Kan et al. (1993). A test case shows that these bid-prices perform better …

Persistent link: https://www.econbiz.de/10002190945