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EOR
2010
103views more  EOR 2010»
14 years 10 months ago
Exploiting special structure in semidefinite programming: A survey of theory and applications
Semidefinite Programming (SDP) may be seen as a generalization of Linear Programming (LP). In particular, one may extend interior point algorithms for LP to SDP, but it has proven...
Etienne de Klerk
EOR
2010
82views more  EOR 2010»
14 years 10 months ago
Satisfactory graph partition, variants, and generalizations
The Satisfactory Partition problem asks for deciding if a given graph has a partition of its vertex set into two nonempty parts such that each vertex has at least as many neighbor...
Cristina Bazgan, Zsolt Tuza, Daniel Vanderpooten
EOR
2010
81views more  EOR 2010»
14 years 10 months ago
Dynamic pickup and delivery problems
In the last decade, there has been an increasing body of research in dynamic vehicle routing problems. This article surveys the subclass of those problems called dynamic pickup an...
Gerardo Berbeglia, Jean-François Cordeau, G...
EOR
2010
88views more  EOR 2010»
14 years 10 months ago
Monge extensions of cooperation and communication structures
Cooperation structures without any a priori assumptions on the combinatorial structure of feasible coalitions are studied and a general theory for marginal values, cores and conve...
Ulrich Faigle, Michel Grabisch, M. Heyne
EOR
2006
97views more  EOR 2006»
14 years 10 months ago
Bayesian portfolio selection with multi-variate random variance models
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Refik Soyer, Kadir Tanyeri