Search Results - subject:"line's algorithm"

Producing the tangency portfolio as a corner portfolio

Keykhaei, Reza; Jahandideh, Mohamad Taghi - In: RAIRO / Operations research 47 (2013) 3, pp. 311-320

Persistent link: https://www.econbiz.de/10010493375

On-line bin-packing problem : maximizing the number of unused bins.

Kouakou, Bernard; Demange, Marc; Soutif, Eric - Maison des Sciences Économiques, Université Paris 1 … - 2005

results : the differential competitivity ratio guaranteed by the on-line algorithm and hardness results that account for the …

Persistent link: https://www.econbiz.de/10005510626

A SEMI-ON-LINE SCHEDULING PROBLEM OF TWO PARALLEL MACHINES WITH COMMON MAINTENANCE TIME

CAI, YUHUA; FENG, QI; LI, WENJIE - In: Asia-Pacific Journal of Operational Research (APJOR) 29 (2012) 04, pp. 1250020-1

interval and nonresumable availability. We prove a lower bound of 2.79129 on the competitive ratio and give an on-line … algorithm with competitive ratio 2.79633 for this problem. …

Persistent link: https://www.econbiz.de/10010567094

Applying Markowitz's Critical Line Algorithm

Niedermayer, Andras; Niedermayer, Daniel - Department Volkswirtschaftlehre, Universität Bern - 2007

We provide a Matlab quadratic optimization tool based on Markowitz's critical line algorithm that significantly … several hours. This paper can be considered as a didactic alternative to the critical line algorithm such as presented by …

Persistent link: https://www.econbiz.de/10005212469

Applying Markowitz's Critical Line Algorithm

Niedermayer, Andras; Niedermayer, Daniel - Department Volkswirtschaftlehre, Universität Bern - 2006

We provide a Matlab quadratic optimization tool based on Markowitz's citical line algorithm that significantly … several hours. This paper can be considered as a didactic alternative to the critical line algorithm such as presented by …

Persistent link: https://www.econbiz.de/10005730958

Online stochastic combinatorial optimization

Van Hentenryck, Pascal; Van Hentenryck, Pascal; Bent, … - 2006

Persistent link: https://www.econbiz.de/10003328037

On-line portfolio selection strategy with prediction in the presence of transaction costs

Albeverio, Sergio; Lao, LanJun; Zhao, XueLei - In: Computational Statistics 54 (2001) 1, pp. 133-161

An on-line portfolio selection strategy with transaction costs is presented. It ensures investors to achieve at least the same exponential growth rate of wealth as the best stock for a long term. This equipped with a new prediction method based on “cross rates” for price relative sequences...

Persistent link: https://www.econbiz.de/10010847671

On-line portfolio selection strategy with prediction in the presence of transaction costs

Albeverio, Sergio; Lao, LanJun; Zhao, XueLei - In: Mathematical Methods of Operations Research 54 (2001) 1, pp. 133-161

Persistent link: https://www.econbiz.de/10010999699

Hybrid next-fit algorithm for the two-dimensional rectangle bin-packing problem

Frenk, Frenk, J.B.G.; Galambos, G. - Faculteit der Economische Wetenschappen, Erasmus … - 1987

We present a new approximation algorithm for the two-dimensional bin-packing problem. The algorithm is based on two one-dimensional bin-packing algorithms. Since the algorithm is of next-fit type it can also be used for those cases where the output is required to be on-line (e. g. if we open an...

Persistent link: https://www.econbiz.de/10010837894

Hybrid next-fit algorithm for the two-dimensional rectangle bin-packing problem

Frenk, J.B.G.; Galambos, G. - Erasmus University Rotterdam, Econometric Institute - 1987

Persistent link: https://www.econbiz.de/10004964466