CORC REPORT 2000-02 Asymptotic Analysis of the Flow Deviation Method for the Maximum Concurrent Flow Problem∗

Asymptotic analysis of the flow deviation method for the maximum concurrent flow problem

CORC Report TR-2003-03 Concurrent Flows in O∗(1 ) iterations

We adapt a method proposed by Nesterov [N03] to obtain an algorithm that computes -optimal solutions to packing problems by solving O∗( −1 √ Kn) separable convex quadratic programs, where K is the maximum number of nonzeros per row and n is the number of variables. We also show one can approximate the solution of the quadratic program to any degree of accuracy by the solution of an appropriatel...

Asymptotic Analysis of Binary Gas Mixture Separation by Nanometric Tubular Ceramic Membranes: Cocurrent and Countercurrent Flow Patterns

Analytical gas-permeation models for predicting the separation process across  membranes (exit compositions and area requirement) constitutes an important and necessary step in understanding the overall performance of  membrane modules. But, the exact (numerical) solution methods suffer from the complexity of the solution. Therefore, solutions of nonlinear ordinary differential equations th...

CORC Report TR-2008-02 Cash flow matching: a risk management approach

We propose a scenario based optimization framework for solving the cash flow matching problem where the time horizon of the liabilities is longer than the maturities of available bonds and the interest rates are uncertain. Standard interest rate models can be used for scenarios generation within this framework. The optimal portfolio is found by minimizing the cost at a specific level of shortfa...

A New Lower Bound for Flexible Flow Shop Problem with Unrelated Parallel Machines

Flexible flow shop scheduling problem (FFS) with unrelated parallel machines contains sequencing in flow shop where, at any stage, there exists one or more processors. The objective consists of minimizing the maximum completion time. Because of NP-completeness of FFS problem, it is necessary to use heuristics method to address problems of moderate to large scale problem. Therefore, for assessme...