14 search results - page 2 / 3 » anor 2011 |
ANOR
2011
13 years 24 days ago
2011
Abstract The purpose of this article is to analyze and compare two standard portfolio insurance methods: Option-based Portfolio Insurance (OBPI) and Constant Proportion Portfolio I...
ANOR
2011
13 years 24 days ago
2011
Abstract The multiple knapsack problem (MKP) is a classical combinatorial optimization problem. A recent algorithm for some classes of the MKP is bin-completion, a bin-oriented, br...
ANOR
2011
12 years 9 months ago
2011
This paper proposes a new methodology to schedule activities in projects with stochastic activity durations. The main idea is to determine for each activity an interval in which th...
ANOR
2011
13 years 24 days ago
2011
Abstract. Scheduling problems in the forest industry have received significant attention in the recent years and have contributed many challenging applications for optimization te...
ANOR
2011
13 years 24 days ago
2011
This article deals with the resolution of over-constrained problems using constraint programming, which often imposes to add to the constraint network new side constraints. These ...