Using column generation to solve extensions to the Markowitz model
نویسندگان
چکیده
منابع مشابه
extensions of some polynomial inequalities to the polar derivative
توسیع تعدادی از نامساوی های چند جمله ای در مشتق قطبی
15 صفحه اولUsing Column Generation to Solve an Industrial Mixing Problem
The problem considered in this paper is a real world problem. It concerns the management of the deliveries of coal to the several plants of a coke industry firm in order to meet the demand of several clients at minimal purchasing, transportation and production cost. The problem is solved using a column generation technique. At the lower level, a mix of one ton satisfying all the client quality ...
متن کاملUsing column generation to solve parallel machine scheduling problems with minmax objective functions
In this paper we consider the parallel machine scheduling problem of minimizing an objective function of the minmax type, like maximum lateness, subject to release dates, deadlines, and/or generalized precedence constraints. We use a destructive strategy to compute a lower bound. Here we test the feasibility of a decision problem by applying column generation to compute a bound on the number of...
متن کاملA new approach to using the cubic B-spline functions to solve the Black-Scholes equation
Nowadays, options are common financial derivatives. For this reason, by increase of applications for these financial derivatives, the problem of options pricing is one of the most important economic issues. With the development of stochastic models, the need for randomly computational methods caused the generation of a new field called financial engineering. In the financial engineering the pre...
متن کاملA Column Generation Approach to solve the Crew Re-Scheduling Problem
When tracks are out of service for maintenance during a certain period, trains cannot be operated on those tracks. This leads to a modified timetable, and results in infeasible rolling stock and crew schedules. Therefore, these schedules need to be repaired. The topic of this paper is the rescheduling of crew. In this paper, we define the Crew Re-Scheduling Problem (CRSP). Furthermore, we show ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Engineering Economist
سال: 2019
ISSN: 0013-791X,1547-2701
DOI: 10.1080/0013791x.2019.1636439