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CPAIOR
2007
Springer
14 years 1 months ago
Hybrid Local Search for Constrained Financial Portfolio Selection Problems
Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...
Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, An...
CPAIOR
2007
Springer
14 years 1 months ago
Best-First AND/OR Search for 0/1 Integer Programming
Abstract. AND/OR search spaces are a unifying paradigm for advanced algorithmic schemes for graphical models. The main virtue of this representation is its sensitivity to the struc...
Radu Marinescu 0002, Rina Dechter
CPAIOR
2007
Springer
14 years 1 months ago
On Boolean Functions Encodable as a Single Linear Pseudo-Boolean Constraint
A linear pseudo-Boolean constraint (LPB) is an expression of the form a1 · 1 + . . . + am · m ≥ d, where each i is a literal (it assumes the value 1 or 0 depending on whether a...
Jan-Georg Smaus
CPAIOR
2007
Springer
14 years 1 months ago
A Position-Based Propagator for the Open-Shop Problem
The Open-Shop Problem is a hard problem that can be solved using Constraint Programming or Operation Research methods. Existing techniques are efficient at reducing the search tree...
Jean-Noël Monette, Yves Deville, Pierre Dupon...
CPAIOR
2007
Springer
14 years 1 months ago
Solving a Stochastic Queueing Control Problem with Constraint Programming
In a facility with front room and back room operations, it is useful to switch workers between the rooms in order to cope with changing customer demand. Assuming stochastic custome...
Daria Terekhov, J. Christopher Beck