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Algorithmic Procedure (algorithmic + procedure)

Distribution by Scientific Domains
Mathematics and Statistics50%

Selected Abstracts

Combining random forest and copula functions: A heuristic approach for selecting assets from a financial crisis perspective

INTELLIGENT SYSTEMS IN ACCOUNTING, FINANCE & MANAGEMENT, Issue 2 2010
Giovanni De Luca
Abstract In this paper we propose a heuristic strategy aimed at selecting and analysing a set of financial assets, focusing attention on their multivariate tail dependence structure. The selection, obtained through an algorithmic procedure based on data mining tools, assumes the existence of a reference asset we are specifically interested to. The procedure allows one to opt for two alternatives: to prefer those assets exhibiting either a minimum lower tail dependence or a maximum upper tail dependence. The former could be a recommendable opportunity in a financial crisis period. For the selected assets, the tail dependence coefficients are estimated by means of a proper multivariate copula function. Copyright © 2010 John Wiley & Sons, Ltd. [source]

k -Splittable delay constrained routing problem: A branch-and-price approach

NETWORKS: AN INTERNATIONAL JOURNAL, Issue 1 2010
Jérôme Truffot
Abstract Routing problems, which include a QoS-based path control, play a key role in broadband communication networks. We analyze here an algorithmic procedure based on branch-and-price algorithm and on the flow deviation method to solve a nonlinear k -splittable flow problem. The model can support end-to-end delay bounds on each path and we compare the behavior of the algorithm with and without these constraints. The trade-off between QoS guarantees and CPU time is clearly established and we show that minimizing the average delay on all arcs will yield solutions close to the optimal one at a significant computational saving. © 2009 Wiley Periodicals, Inc. NETWORKS, 2010 [source]

3D dynamics of discrete element systems comprising irregular discrete elements,integration solution for finite rotations in 3D

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 1 2003
A. Munjiza
Abstract An algorithm for transient dynamics of discrete element systems comprising a large number of irregular discrete elements in 3D is presented. The algorithm is a natural extension of contact detection, contact interaction and transient dynamics algorithms developed in recent years in the context of discrete element methods and also the combined finite-discrete element method. It complements the existing algorithmic procedures enabling transient motion including finite rotations of irregular discrete elements in 3D space to be accurately integrated. Copyright © 2002 John Wiley & Sons, Ltd. [source]

Approximation algorithms for general one-warehouse multi-retailer systems

NAVAL RESEARCH LOGISTICS: AN INTERNATIONAL JOURNAL, Issue 7 2009
Zuo-Jun Max Shen
Abstract Logistical planning problems are complicated in practice because planners have to deal with the challenges of demand planning and supply replenishment, while taking into account the issues of (i) inventory perishability and storage charges, (ii) management of backlog and/or lost sales, and (iii) cost saving opportunities due to economies of scale in order replenishment and transportation. It is therefore not surprising that many logistical planning problems are computationally difficult, and finding a good solution to these problems necessitates the development of many ad hoc algorithmic procedures to address various features of the planning problems. In this article, we identify simple conditions and structural properties associated with these logistical planning problems in which the warehouse is managed as a cross-docking facility. Despite the nonlinear cost structures in the problems, we show that a solution that is within ,-optimality can be obtained by solving a related piece-wise linear concave cost multi-commodity network flow problem. An immediate consequence of this result is that certain classes of logistical planning problems can be approximated by a factor of (1 + ,) in polynomial time. This significantly improves upon the results found in literature for these classes of problems. We also show that the piece-wise linear concave cost network flow problem can be approximated to within a logarithmic factor via a large scale linear programming relaxation. We use polymatroidal constraints to capture the piece-wise concavity feature of the cost functions. This gives rise to a unified and generic LP-based approach for a large class of complicated logistical planning problems. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009 [source]