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EOR
2006
62views more  EOR 2006»
14 years 10 months ago
A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
We propose a fully sequential indifference-zone selection procedure that is specifically for use within an optimization-via-simulation algorithm when simulation is costly, and par...
Juta Pichitlamken, Barry L. Nelson, L. Jeff Hong
EOR
2006
103views more  EOR 2006»
14 years 10 months ago
Exact solutions to a class of stochastic generalized assignment problems
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
Maria Albareda-Sambola, Maarten H. van der Vlerk, ...
EOR
2006
134views more  EOR 2006»
14 years 10 months ago
A smoothing heuristic for a bilevel pricing problem
In this paper, we provide a heuristic procedure, that performs well from a global optimality point of view, for an important and difficult class of bilevel programs. The algorithm...
Jean-Pierre Dussault, Patrice Marcotte, Séb...
EOR
2006
65views more  EOR 2006»
14 years 10 months ago
Self-organizing maps could improve the classification of Spanish mutual funds
In this paper, we apply nonlinear techniques (Self-Organizing Maps, k-nearest neighbors and the k-means algorithm) to evaluate the official Spanish mutual funds classification. Th...
David Moreno, Paulina Marco, Ignacio Olmeda
EOR
2006
110views more  EOR 2006»
14 years 10 months ago
A constructive algorithm for realizing a distance matrix
The natural metric of a weighted graph is the length of the shortest paths between all pairs of vertices. The investigated problem consists in a representation of a given metric b...
Sacha C. Varone