25517

Автор(ы): 

Автор(ов): 

4

Параметры публикации

Тип публикации: 

Доклад

Название: 

A Graphical Algorithm for Solving an Investment Optimization Problem

Наименование конференции: 

  • MISTA 2013, Ghent, Belgium

Наименование источника: 

  • Proceedings of the 6th Multidisciplinary International Scheduling Conf erence: Theory & 6th Multidisciplinary International Scheduling Conf erence: Theory & Applications (MISTA 2013, Ghent, Belgium)

Город: 

  • Gent, Belgium

Издательство: 

  • The Belgian Operational Research Society

Год издания: 

2013

Страницы: 

290-299
Аннотация
In this paper, a graphical algorithm (GrA) is presented for an investment optimization problem. This algorithm is based on the same Bellman equations as the best known dynamic programming algorithm (DPA) for the problem but the GrA has several advantages in comparison with the DPA. Based on this GrA, a fully-polynomial time approximation scheme is proposed having the best known running time. The idea of the GrA presented can also be used to solve some similar scheduling or lot-sizing problems in a more effective way.

Библиографическая ссылка: 

Гафаров Е.Р., Долгий А.Б., Лазарев А.А., Werner F. A Graphical Algorithm for Solving an Investment Optimization Problem / Proceedings of the 6th Multidisciplinary International Scheduling Conf erence: Theory & 6th Multidisciplinary International Scheduling Conf erence: Theory & Applications (MISTA 2013, Ghent, Belgium). Gent, Belgium: The Belgian Operational Research Society, 2013. С. 290-299.