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ISAAC
2004
Springer
207views Algorithms» more  ISAAC 2004»
14 years 1 months ago
Pareto Optimality in House Allocation Problems
We study Pareto optimal matchings in the context of house allocation problems. We present an O( √ nm) algorithm, based on Gale’s Top Trading Cycles Method, for finding a maxim...
David J. Abraham, Katarína Cechlárov...
TSMC
2002
142views more  TSMC 2002»
13 years 7 months ago
Dynamics of local search heuristics for the traveling salesman problem
This paper experimentally investigates the dynamical behavior of a search process in a local heuristic search system for a combinatorial optimization problem. Or-opt heuristic algo...
Weiqi Li, Bahram Alidaee
IOR
2010
71views more  IOR 2010»
13 years 5 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
AAIM
2006
Springer
110views Algorithms» more  AAIM 2006»
14 years 2 months ago
Non-metric Multicommodity and Multilevel Facility Location
Abstract. We give logarithmic approximation algorithms for the nonmetric uncapacitated multicommodity and multilevel facility location problems. The former algorithms are optimal u...
Rudolf Fleischer, Jian Li, Shijun Tian, Hong Zhu
EOR
2010
149views more  EOR 2010»
13 years 8 months ago
Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear object...
Svyatoslav Trukhanov, Lewis Ntaimo, Andrew Schaefe...