A Graphical Algorithm for Solving an Investment Optimization Problem
نویسندگان
چکیده
In this paper, a graphical algorithm (GrA) is presented for an investment optimization problem. This algorithm is based on the same Bellman equations as the best known dynamic programming algorithm (DPA) for the problem but the GrA has several advantages in comparison with the DPA. Based on this GrA, a fully-polynomial time approximation scheme is proposed having the best known running time. The idea of the GrA presented can also be used to solve some similar scheduling or lot-sizing problems in a more effective way.
منابع مشابه
An approach to Improve Particle Swarm Optimization Algorithm Using CUDA
The time consumption in solving computationally heavy problems has always been a concern for computer programmers. Due to simplicity of its implementation, the PSO (Particle Swarm Optimization) is a suitable meta-heuristic algorithm for solving computationally heavy problems. However, despite the simplicity, the algorithm is inefficient for solving real computationally heavy problems but the pr...
متن کاملOPTIMAL DESIGN OF GRAVITY DAM USING DIFFERENTIAL EVOLUTION ALGORITHM
The shape optimization of gravity dam is posed as an optimization problem with goals of minimum value of concrete, stresses and maximum safety against overturning and sliding need to be achieved. Optimally designed structure generally saves large investments especially for a large structure. The size of hydraulic structures is usually huge and thus requires a huge investment. If the optimizatio...
متن کاملOn the hybrid conjugate gradient method for solving fuzzy optimization problem
In this paper we consider a constrained optimization problem where the objectives are fuzzy functions (fuzzy-valued functions). Fuzzy constrained Optimization (FO) problem plays an important role in many fields, including mathematics, engineering, statistics and so on. In the other side, in the real situations, it is important to know how may obtain its numerical solution of a given interesting...
متن کاملSolving the Traveling Salesman Problem by an Efficient Hybrid Metaheuristic Algorithm
The traveling salesman problem (TSP) is the problem of finding the shortest tour through all the nodes that a salesman has to visit. The TSP is probably the most famous and extensively studied problem in the field of combinatorial optimization. Because this problem is an NP-hard problem, practical large-scale instances cannot be solved by exact algorithms within acceptable computational times. ...
متن کاملUsing Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange
Investor decision making has always been affected by two factors: risk and returns. Considering risk, the investor expects an acceptable return on the investment decision horizon. Accordingly, defining goals and constraints for each investor can have unique prioritization. This paper develops several approaches to multi criteria portfolio optimization. The maximization of stock returns, the pow...
متن کامل