Year:    2021

CAM-Net Digest, Vol. 18 (2021), Iss. 7 : p. 12

Abstract

Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets
Yue Qi, Xiaolin Li and Su Zhang
 
Solving the facility location and fixed charge solid transportation problem
Gbeminiyi John Oyewole and Olufemi Adetunji
 
Design of differentiated warranty coverage that considers usage rate and service option of consumers under 2D warranty policy
Peng Tong and Xiaogang Ma
 
Independent sales or bundling? Decisions under different market-dominant powers
Feng Wei and Hong Chen
 
Worst-case analysis of Gini mean difference safety measure
Ruchika Sehgal and Aparna Mehra
 
Adjustable robust optimization in enabling optimal day-ahead economic dispatch of CCHP-MG considering uncertainties of wind-solar power and electric vehicle
Xianbang Chen, Yang Liu and Bin Li
 
Time-consistent multiperiod mean semivariance portfolio selection with the real constraints
Peng Zhang, Yongquan Zeng and Guotai Chi
 
The Glowinski–Le Tallec splitting method revisited: A general convergence and convergence rate analysis
Yaonan Ma and Li-Zhi Liao
 
Optimal control and stabilization of building maintenance units based on minimum principle
Shi'an Wang and N. U. Ahmed
 
A lattice method for option evaluation with regime-switching asset correlation structure
Christoforidou Amalia and Christian-Oliver Ewald
 
Genetic algorithm for obstacle location-allocation problems with customer priorities
Ashkan Ayough, Farbod Farhadi, Mostafa Zandieh and Parisa Rastkhadiv
 
Adaptive large neighborhood search Algorithm for route planning of freight buses with pickup and delivery
Zheng Chang, Haoxun Chen, Farouk Yalaoui and Bo Dai
 
Network data envelopment analysis with fuzzy non-discretionary factors
Cheng-Kai Hu, Fung-Bao Liu, Hong-Ming Chen and Cheng-Feng Hu
 
A note on optimization modelling of piecewise linear delay costing in the airline industry
Prabhu Manyem
 
The viability of switched nonlinear systems with piecewise smooth Lyapunov functions
Jianfeng Lv, Yan Gao and Na Zhao
 
A stochastic model and social optimization of a blockchain system based on a general limited batch service queue
Wenjuan Zhao, Shunfu Jin and Wuyi Yue
 
Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints
Li Chu, Bo Wang, Jie Zhang and Hong-Wei Zhang
 
Optimal mean-variance reinsurance in a financial market with stochastic rate of return
Yingxu Tian, Junyi Guo and Zhongyang Sun
 
Back-ordered inventory model with inflation in a cloudy-fuzzy environment
Haripriya Barman, Magfura Pervin, Sankar Kumar Roy and Gerhard-Wilhelm Weber
 
The convergence rate analysis of the symmetric ADMM for the nonconvex separable optimization problems
Zehui Jia, Xue Gao, Xingju Cai and Deren Han
 
A better dominance relation and heuristics for Two-Machine No-Wait Flowshops with Maximum Lateness Performance Measure
Muberra Allahverdi, Harun Aydilek, Asiye Aydilek and Ali Allahverdi
 
Optimal maximally decimated $M$-channel mirrored paraunitary linear phase FIR filter bank design via norm relaxed sequential quadratic programming
Qing Liu, Bingo Wing-Kuen Ling, Qingyun Dai, Qing Miao and Caixia Liu
 
Local search algorithm for the squared metric [Math Processing Error]-facility location problem with linear penalties
Yishui Wang, Dongmei Zhang, Peng Zhang and Yong Zhang
 
Selecting the supply chain financing mode under price-sensitive demand: Confirmed warehouse financing vs. trade credit
Qiang Lin, Yang Xiao and Jingju Zheng
 
A hybrid variable neighbourhood search and dynamic programming approach for the nurse rostering problem
Mohammed Abdelghany, Amr B. Eltawil, Zakaria Yahia and Kazuhide Nakata
 
Multiobjective mathematical models and solution approaches for heterogeneous fixed fleet vehicle routing problems
Melis Alpaslan Takan and Refail Kasimbeyli
 
Effect of institutional deleveraging on option valuation problems
Qing-Qing Yang, Wai-Ki Ching, Wan-Hua He and Na Song
 
Distributed convex optimization with coupling constraints over time-varying directed graphs?
Bingru Zhang, Chuanye Gu and Jueyou Li
 
Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform
Yan Zhang, Peibiao Zhao, Xinghu Teng and Lei Mao
 
Multi-step iterative algorithm for minimization and fixed point problems in $p$-uniformly convex metric spaces
Kazeem Olalekan Aremu, Chinedu Izuchukwu, Grace Nnenanya Ogwo and Oluwatosin Temitope Mewomo
 
Extension of Littlewood's rule to the multi-period static revenue management model with standby customers
Hideaki Takagi
 
Strict efficiency of a multi-product supply-demand network equilibrium model
Ru Li and Guolin Yu
 
A complementarity model and algorithm for direct multi-commodity flow supply chain network equilibrium problem
Haodong Chen, Hongchun Sun and Yiju Wang
 
Analysis of a batch arrival retrial queue with impatient customers subject to the server disasters
Yi Peng and Jinbiao Wu
 
Convergence properties of inexact Levenberg-Marquardt method under Hlderian local error bound
Haiyan Wang and Jinyan Fan
 
Erratum
M. R. Hassan