Search results for: Integer Factorization problem
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3679

Search results for: Integer Factorization problem

3439 Using Tabu Search to Analyze the Mauritian Economic Sectors

Authors: J. Cheeneebash, V. Beeharry, A. Gopaul

Abstract:

The aim of this paper is to express the input-output matrix as a linear ordering problem which is classified as an NP-hard problem. We then use a Tabu search algorithm to find the best permutation among sectors in the input-output matrix that will give an optimal solution. This optimal permutation can be useful in designing policies and strategies for economists and government in their goal of maximizing the gross domestic product.

Keywords: Input-Output matrix, linear ordering problem, Tabusearch.

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3438 New Algorithms for Finding Short Reset Sequences in Synchronizing Automata

Authors: Adam Roman

Abstract:

Finding synchronizing sequences for the finite automata is a very important problem in many practical applications (part orienters in industry, reset problem in biocomputing theory, network issues etc). Problem of finding the shortest synchronizing sequence is NP-hard, so polynomial algorithms probably can work only as heuristic ones. In this paper we propose two versions of polynomial algorithms which work better than well-known Eppstein-s Greedy and Cycle algorithms.

Keywords: Synchronizing words, reset sequences, Černý Conjecture

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3437 Proposing a Pareto-based Multi-Objective Evolutionary Algorithm to Flexible Job Shop Scheduling Problem

Authors: Seyed Habib A. Rahmati

Abstract:

During last decades, developing multi-objective evolutionary algorithms for optimization problems has found considerable attention. Flexible job shop scheduling problem, as an important scheduling optimization problem, has found this attention too. However, most of the multi-objective algorithms that are developed for this problem use nonprofessional approaches. In another words, most of them combine their objectives and then solve multi-objective problem through single objective approaches. Of course, except some scarce researches that uses Pareto-based algorithms. Therefore, in this paper, a new Pareto-based algorithm called controlled elitism non-dominated sorting genetic algorithm (CENSGA) is proposed for the multi-objective FJSP (MOFJSP). Our considered objectives are makespan, critical machine work load, and total work load of machines. The proposed algorithm is also compared with one the best Pareto-based algorithms of the literature on some multi-objective criteria, statistically.

Keywords: Scheduling, Flexible job shop scheduling problem, controlled elitism non-dominated sorting genetic algorithm

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3436 An Alternative Proof for the NP-completeness of Top Right Access point-Minimum Length Corridor Problem

Authors: Priyadarsini P.L.K, Hemalatha T.

Abstract:

In the Top Right Access point Minimum Length Corridor (TRA-MLC) problem [1], a rectangular boundary partitioned into rectilinear polygons is given and the problem is to find a corridor of least total length and it must include the top right corner of the outer rectangular boundary. A corridor is a tree containing a set of line segments lying along the outer rectangular boundary and/or on the boundary of the rectilinear polygons. The corridor must contain at least one point from the boundaries of the outer rectangle and also the rectilinear polygons. Gutierrez and Gonzalez [1] proved that the MLC problem, along with some of its restricted versions and variants, are NP-complete. In this paper, we give a shorter proof of NP-Completeness of TRA-MLC by findig the reduction in the following way.

Keywords: NP-complete, 2-connected planar graph, Grid embedding of a plane graph.

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3435 Online Robust Model Predictive Control for Linear Fractional Transformation Systems Using Linear Matrix Inequalities

Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper

Abstract:

In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l2-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.

Keywords: Linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control.

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3434 Optimum Stratification of a Skewed Population

Authors: D.K. Rao, M.G.M. Khan, K.G. Reddy

Abstract:

The focus of this paper is to develop a technique of solving a combined problem of determining Optimum Strata Boundaries(OSB) and Optimum Sample Size (OSS) of each stratum, when the population understudy isskewed and the study variable has a Pareto frequency distribution. The problem of determining the OSB isformulated as a Mathematical Programming Problem (MPP) which is then solved by dynamic programming technique. A numerical example is presented to illustrate the computational details of the proposed method. The proposed technique is useful to obtain OSB and OSS for a Pareto type skewed population, which minimizes the variance of the estimate of population mean.

Keywords: Stratified sampling, Optimum strata boundaries, Optimum sample size, Pareto distribution, Mathematical programming problem, Dynamic programming technique.

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3433 Developing Research Involving Different Species: Opportunities and Empirical Foundations

Authors: A. V. Varfolomeeva, N. S. Tkachenko, A. G. Tishchenko

Abstract:

In this study, we addressed the problem of weak validity, implausible results, and inaccurate reporting in psychological research on different species. The theoretical basis of the study was the systems-evolutionary approach (SEA). We assumed that the root of the problem is the values and attitudes of the researchers (in particular anthropomorphism and anthropocentrism). The first aim of the study was the formulation of a research design that avoids this problem. Based on a literature review, we concluded that such design, amongst other things, should include methodics with playful components. The second aim was to conduct a series of studies on the differences in the formation of instrumental skill in rats raised and housed in different environments. As a result, we revealed that there are contradictions between some of the statements of SEA, so that it is not possible to choose one of the alternative hypotheses. We suggested that in order to get out of this problem, it is necessary to modify these provisions by aligning them with the attitude of multicentrism.

Keywords: epistemological attitudes, experimental design, validity, psychological structure, learning

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3432 The Inverse Problem of Nonsymmetric Matrices with a Submatrix Constraint and its Approximation

Authors: Yongxin Yuan, Hao Liu

Abstract:

In this paper, we first give the representation of the general solution of the following least-squares problem (LSP): Given matrices X ∈ Rn×p, B ∈ Rp×p and A0 ∈ Rr×r, find a matrix A ∈ Rn×n such that XT AX − B = min, s. t. A([1, r]) = A0, where A([1, r]) is the r×r leading principal submatrix of the matrix A. We then consider a best approximation problem: given an n × n matrix A˜ with A˜([1, r]) = A0, find Aˆ ∈ SE such that A˜ − Aˆ = minA∈SE A˜ − A, where SE is the solution set of LSP. We show that the best approximation solution Aˆ is unique and derive an explicit formula for it. Keyw

Keywords: Inverse problem, Least-squares solution, model updating, Singular value decomposition (SVD), Optimal approximation.

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3431 An Efficient Ant Colony Optimization Algorithm for Multiobjective Flow Shop Scheduling Problem

Authors: Ahmad Rabanimotlagh

Abstract:

In this paper an ant colony optimization algorithm is developed to solve the permutation flow shop scheduling problem. In the permutation flow shop scheduling problem which has been vastly studied in the literature, there are a set of m machines and a set of n jobs. All the jobs are processed on all the machines and the sequence of jobs being processed is the same on all the machines. Here this problem is optimized considering two criteria, makespan and total flow time. Then the results are compared with the ones obtained by previously developed algorithms. Finally it is visible that our proposed approach performs best among all other algorithms in the literature.

Keywords: Scheduling, Flow shop, Ant colony optimization, Makespan, Flow time

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3430 Mutually Independent Hamiltonian Cycles of Cn x Cn

Authors: Kai-Siou Wu, Justie Su-Tzu Juan

Abstract:

In a graph G, a cycle is Hamiltonian cycle if it contain all vertices of G. Two Hamiltonian cycles C_1 = ⟨u_0, u_1, u_2, ..., u_{n−1}, u_0⟩ and C_2 = ⟨v_0, v_1, v_2, ..., v_{n−1}, v_0⟩ in G are independent if u_0 = v_0, u_i = ̸ v_i for all 1 ≤ i ≤ n−1. In G, a set of Hamiltonian cycles C = {C_1, C_2, ..., C_k} is mutually independent if any two Hamiltonian cycles of C are independent. The mutually independent Hamiltonicity IHC(G), = k means there exist a maximum integer k such that there exists k-mutually independent Hamiltonian cycles start from any vertex of G. In this paper, we prove that IHC(C_n × C_n) = 4, for n ≥ 3.

Keywords: Hamiltonian, independent, cycle, Cartesian product, mutually independent Hamiltonicity

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3429 Approximation Algorithm for the Shortest Approximate Common Superstring Problem

Authors: A.S. Rebaï, M. Elloumi

Abstract:

The Shortest Approximate Common Superstring (SACS) problem is : Given a set of strings f={w1, w2, ... , wn}, where no wi is an approximate substring of wj, i ≠ j, find a shortest string Sa, such that, every string of f is an approximate substring of Sa. When the number of the strings n>2, the SACS problem becomes NP-complete. In this paper, we present a greedy approximation SACS algorithm. Our algorithm is a 1/2-approximation for the SACS problem. It is of complexity O(n2*(l2+log(n))) in computing time, where n is the number of the strings and l is the length of a string. Our SACS algorithm is based on computation of the Length of the Approximate Longest Overlap (LALO).

Keywords: Shortest approximate common superstring, approximation algorithms, strings overlaps, complexities.

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3428 Parallel Branch and Bound Model Using Logarithmic Sampling (PBLS) for Symmetric Traveling Salesman Problem

Authors: Sheikh Muhammad Azam, Masood-ur-Rehman, Adnan Khalid Bhatti, Nadeem Daudpota

Abstract:

Very Large and/or computationally complex optimization problems sometimes require parallel or highperformance computing for achieving a reasonable time for computation. One of the most popular and most complicate problems of this family is “Traveling Salesman Problem". In this paper we have introduced a Branch & Bound based algorithm for the solution of such complicated problems. The main focus of the algorithm is to solve the “symmetric traveling salesman problem". We reviewed some of already available algorithms and felt that there is need of new algorithm which should give optimal solution or near to the optimal solution. On the basis of the use of logarithmic sampling, it was found that the proposed algorithm produced a relatively optimal solution for the problem and results excellent performance as compared with the traditional algorithms of this series.

Keywords: Parallel execution, symmetric traveling salesman problem, branch and bound algorithm, logarithmic sampling.

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3427 Automated Algorithm for Removing Continuous Flame Spectrum Based On Sampled Linear Bases

Authors: Luis Arias, Jorge E. Pezoa, Daniel Sbárbaro

Abstract:

In this paper, an automated algorithm to estimate and remove the continuous baseline from measured spectra containing both continuous and discontinuous bands is proposed. The algorithm uses previous information contained in a Continuous Database Spectra (CDBS) to obtain a linear basis, with minimum number of sampled vectors, capable of representing a continuous baseline. The proposed algorithm was tested by using a CDBS of flame spectra where Principal Components Analysis and Non-negative Matrix Factorization were used to obtain linear bases. Thus, the radical emissions of natural gas, oil and bio-oil flames spectra at different combustion conditions were obtained. In order to validate the performance in the baseline estimation process, the Goodness-of-fit Coefficient and the Root Mean-squared Error quality metrics were evaluated between the estimated and the real spectra in absence of discontinuous emission. The achieved results make the proposed method a key element in the development of automatic monitoring processes strategies involving discontinuous spectral bands.

Keywords: Flame spectra, removing baseline, recovering spectrum.

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3426 Existence of Iterative Cauchy Fractional Differential Equation

Authors: Rabha W. Ibrahim

Abstract:

Our main aim in this paper is to use the technique of non expansive operators to more general iterative and non iterative fractional differential equations (Cauchy type ). The non integer case is taken in sense of Riemann-Liouville fractional operators. Applications are illustrated.

Keywords: Fractional calculus, fractional differential equation, Cauchy equation, Riemann-Liouville fractional operators, Volterra integral equation, non-expansive mapping, iterative differential equation.

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3425 A Combined Meta-Heuristic with Hyper-Heuristic Approach to Single Machine Production Scheduling Problem

Authors: C. E. Nugraheni, L. Abednego

Abstract:

This paper is concerned with minimization of mean tardiness and flow time in a real single machine production scheduling problem. Two variants of genetic algorithm as metaheuristic are combined with hyper-heuristic approach are proposed to solve this problem. These methods are used to solve instances generated with real world data from a company. Encouraging results are reported.

Keywords: Hyper-heuristics, evolutionary algorithms, production scheduling.

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3424 Robot Cell Planning

Authors: Allan Tubaileh, Ibrahim Hammad, Loay Al Kafafi

Abstract:

A new approach to determine the machine layout in flexible manufacturing cell, and to find the feasible robot configuration of the robot to achieve minimum cycle time is presented in this paper. The location of the input/output location and the optimal robot configuration is obtained for all sequences of work tasks of the robot within a specified period of time. A more realistic approach has been presented to model the problem using the robot joint space. The problem is formulated as a nonlinear optimization problem and solved using Sequential Quadratic Programming algorithm.

Keywords: Robotics, Layout.

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3423 Ant Colony Optimization for Optimal Distributed Generation in Distribution Systems

Authors: I. A. Farhat

Abstract:

The problem of optimal planning of multiple sources of distributed generation (DG) in distribution networks is treated in this paper using an improved Ant Colony Optimization algorithm (ACO). This objective of this problem is to determine the DG optimal size and location that in order to minimize the network real power losses. Considering the multiple sources of DG, both size and location are simultaneously optimized in a single run of the proposed ACO algorithm. The various practical constraints of the problem are taken into consideration by the problem formulation and the algorithm implementation. A radial power flow algorithm for distribution networks is adopted and applied to satisfy these constraints. To validate the proposed technique and demonstrate its effectiveness, the well-know 69-bus feeder standard test system is employed.cm.

Keywords: About Ant Colony Optimization (ACO), Distributed Generation (DG).

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3422 Solving of the Fourth Order Differential Equations with the Neumann Problem

Authors: Marziyeh Halimi, Roushanak Lotfikar, Simin Mansouri Borojeni

Abstract:

In this paper we considered the Neumann problem for the fourth order differential equation. First we define the weighted Sobolev space 2 Wα and generalized solution for this equation. Then we consider the existence and uniqueness of the generalized solution, as well as give the description of the spectrum and of the domain of definition of the corresponding operator.

Keywords: Neumann problem, weighted Sobolev spaces, generalized solution, spectrum of linear operators.2000 mathematic subject classification: 34A05, 34A30.

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3421 Research on Self-Perceptions of Pre-Service Turkish Language Teachers in Turkey with Regard to Problem Solving Skills

Authors: Canan Aslan

Abstract:

The aim of this research is to determine how preservice Turkish teachers perceive themselves in terms of problem solving skills. Students attending Department of Turkish Language Teaching of Gazi University Education Faculty in 2005-2006 academic year constitute the study group (n= 270) of this research in which survey model was utilized. Data were obtained by Problem Solving Inventory developed by Heppner & Peterson and Personal Information Form. Within the settings of this research, Cronbach Alpha reliability coefficient of the scale was found as .87. Besides, reliability coefficient obtained by split-half technique which splits odd and even numbered items of the scale was found as r=.81 (Split- Half Reliability). The findings of the research revealed that preservice Turkish teachers were sufficiently qualified on the subject of problem solving skills and statistical significance was found in favor of male candidates in terms of “gender" variable. According to the “grade" variable, statistical significance was found in favor of 4th graders.

Keywords: Problem Solving, problem solving skills, PreserviceTurkish Language Teachers.

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3420 Multiobjective Optimization Solution for Shortest Path Routing Problem

Authors: C. Chitra, P. Subbaraj

Abstract:

The shortest path routing problem is a multiobjective nonlinear optimization problem with constraints. This problem has been addressed by considering Quality of service parameters, delay and cost objectives separately or as a weighted sum of both objectives. Multiobjective evolutionary algorithms can find multiple pareto-optimal solutions in one single run and this ability makes them attractive for solving problems with multiple and conflicting objectives. This paper uses an elitist multiobjective evolutionary algorithm based on the Non-dominated Sorting Genetic Algorithm (NSGA), for solving the dynamic shortest path routing problem in computer networks. A priority-based encoding scheme is proposed for population initialization. Elitism ensures that the best solution does not deteriorate in the next generations. Results for a sample test network have been presented to demonstrate the capabilities of the proposed approach to generate well-distributed pareto-optimal solutions of dynamic routing problem in one single run. The results obtained by NSGA are compared with single objective weighting factor method for which Genetic Algorithm (GA) was applied.

Keywords: Multiobjective optimization, Non-dominated SortingGenetic Algorithm, Routing, Weighted sum.

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3419 Adversarial Disentanglement Using Latent Classifier for Pose-Independent Representation

Authors: Hamed Alqahtani, Manolya Kavakli-Thorne

Abstract:

The large pose discrepancy is one of the critical challenges in face recognition during video surveillance. Due to the entanglement of pose attributes with identity information, the conventional approaches for pose-independent representation lack in providing quality results in recognizing largely posed faces. In this paper, we propose a practical approach to disentangle the pose attribute from the identity information followed by synthesis of a face using a classifier network in latent space. The proposed approach employs a modified generative adversarial network framework consisting of an encoder-decoder structure embedded with a classifier in manifold space for carrying out factorization on the latent encoding. It can be further generalized to other face and non-face attributes for real-life video frames containing faces with significant attribute variations. Experimental results and comparison with state of the art in the field prove that the learned representation of the proposed approach synthesizes more compelling perceptual images through a combination of adversarial and classification losses.

Keywords: Video surveillance, disentanglement, face detection.

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3418 A Multi-Level GA Search with Application to the Resource-Constrained Re-Entrant Flow Shop Scheduling Problem

Authors: Danping Lin, C.K.M. Lee

Abstract:

Re-entrant scheduling is an important search problem with many constraints in the flow shop. In the literature, a number of approaches have been investigated from exact methods to meta-heuristics. This paper presents a genetic algorithm that encodes the problem as multi-level chromosomes to reflect the dependent relationship of the re-entrant possibility and resource consumption. The novel encoding way conserves the intact information of the data and fastens the convergence to the near optimal solutions. To test the effectiveness of the method, it has been applied to the resource-constrained re-entrant flow shop scheduling problem. Computational results show that the proposed GA performs better than the simulated annealing algorithm in the measure of the makespan

Keywords: Resource-constrained, re-entrant, genetic algorithm (GA), multi-level encoding

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3417 Positive Solutions for Discrete Third-order Three-point Boundary Value Problem

Authors: Benshi Zhu

Abstract:

In this paper, the existence of multiple positive solutions for a class of third-order three-point discrete boundary value problem is studied by applying algebraic topology method.

Keywords: Positive solutions, Discrete boundary value problem, Third-order, Three-point, Algebraic topology

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3416 An Iterative Updating Method for Damped Gyroscopic Systems

Authors: Yongxin Yuan

Abstract:

The problem of updating damped gyroscopic systems using measured modal data can be mathematically formulated as following two problems. Problem I: Given Ma ∈ Rn×n, Λ = diag{λ1, ··· , λp} ∈ Cp×p, X = [x1, ··· , xp] ∈ Cn×p, where p<n and both Λ and X are closed under complex conjugation in the sense that λ2j = λ¯2j−1 ∈ C, x2j = ¯x2j−1 ∈ Cn for j = 1, ··· , l, and λk ∈ R, xk ∈ Rn for k = 2l + 1, ··· , p, find real-valued symmetric matrices D,K and a real-valued skew-symmetric matrix G (that is, GT = −G) such that MaXΛ2 + (D + G)XΛ + KX = 0. Problem II: Given real-valued symmetric matrices Da, Ka ∈ Rn×n and a real-valued skew-symmetric matrix Ga, find (D, ˆ G, ˆ Kˆ ) ∈ SE such that Dˆ −Da2+Gˆ−Ga2+Kˆ −Ka2 = min(D,G,K)∈SE (D− Da2 + G − Ga2 + K − Ka2), where SE is the solution set of Problem I and · is the Frobenius norm. This paper presents an iterative algorithm to solve Problem I and Problem II. By using the proposed iterative method, a solution of Problem I can be obtained within finite iteration steps in the absence of roundoff errors, and the minimum Frobenius norm solution of Problem I can be obtained by choosing a special kind of initial matrices. Moreover, the optimal approximation solution (D, ˆ G, ˆ Kˆ ) of Problem II can be obtained by finding the minimum Frobenius norm solution of a changed Problem I. A numerical example shows that the introduced iterative algorithm is quite efficient.

Keywords: Model updating, iterative algorithm, gyroscopic system, partially prescribed spectral data, optimal approximation.

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3415 3D Face Modeling based on 3D Dense Morphable Face Shape Model

Authors: Yongsuk Jang Kim, Sun-Tae Chung, Boogyun Kim, Seongwon Cho

Abstract:

Realistic 3D face model is more precise in representing pose, illumination, and expression of face than 2D face model so that it can be utilized usefully in various applications such as face recognition, games, avatars, animations, and etc. In this paper, we propose a 3D face modeling method based on 3D dense morphable shape model. The proposed 3D modeling method first constructs a 3D dense morphable shape model from 3D face scan data obtained using a 3D scanner. Next, the proposed method extracts and matches facial landmarks from 2D image sequence containing a face to be modeled, and then reconstructs 3D vertices coordinates of the landmarks using a factorization-based SfM technique. Then, the proposed method obtains a 3D dense shape model of the face to be modeled by fitting the constructed 3D dense morphable shape model into the reconstructed 3D vertices. Also, the proposed method makes a cylindrical texture map using 2D face image sequence. Finally, the proposed method generates a 3D face model by rendering the 3D dense face shape model using the cylindrical texture map. Through building processes of 3D face model by the proposed method, it is shown that the proposed method is relatively easy, fast and precise.

Keywords: 3D Face Modeling, 3D Morphable Shape Model, 3DReconstruction, 3D Correspondence.

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3414 Tree Sign Patterns of Small Order that Allow an Eventually Positive Matrix

Authors: Ber-Lin Yu, Jie Cui, Hong Cheng, Zhengfeng Yu

Abstract:

A sign pattern is a matrix whose entries belong to the set {+,−, 0}. An n-by-n sign pattern A is said to allow an eventually positive matrix if there exist some real matrices A with the same sign pattern as A and a positive integer k0 such that Ak > 0 for all k ≥ k0. It is well known that identifying and classifying the n-by-n sign patterns that allow an eventually positive matrix are posed as two open problems. In this article, the tree sign patterns of small order that allow an eventually positive matrix are classified completely.

Keywords: Eventually positive matrix, sign pattern, tree.

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3413 A Nondominated Sorting Genetic Algorithm for Shortest Path Routing Problem

Authors: C. Chitra, P. Subbaraj

Abstract:

The shortest path routing problem is a multiobjective nonlinear optimization problem with constraints. This problem has been addressed by considering Quality of service parameters, delay and cost objectives separately or as a weighted sum of both objectives. Multiobjective evolutionary algorithms can find multiple pareto-optimal solutions in one single run and this ability makes them attractive for solving problems with multiple and conflicting objectives. This paper uses an elitist multiobjective evolutionary algorithm based on the Non-dominated Sorting Genetic Algorithm (NSGA), for solving the dynamic shortest path routing problem in computer networks. A priority-based encoding scheme is proposed for population initialization. Elitism ensures that the best solution does not deteriorate in the next generations. Results for a sample test network have been presented to demonstrate the capabilities of the proposed approach to generate well-distributed pareto-optimal solutions of dynamic routing problem in one single run. The results obtained by NSGA are compared with single objective weighting factor method for which Genetic Algorithm (GA) was applied.

Keywords: Multiobjective optimization, Non-dominated Sorting Genetic Algorithm, Routing, Weighted sum.

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3412 Modeling and Optimization of Part Type Selection and Loading Problem in Flexible Manufacturing System Using Real Coded Genetic Algorithms

Authors: Wayan F. Mahmudy, Romeo M. Marian, Lee H. S. Luong

Abstract:

 This paper deals with modeling and optimization of two NP-hard problems in production planning of flexible manufacturing system (FMS), part type selection problem and loading problem. The part type selection problem and the loading problem are strongly related and heavily influence the system’s efficiency and productivity. These problems have been modeled and solved simultaneously by using real coded genetic algorithms (RCGA) which uses an array of real numbers as chromosome representation. The novel proposed chromosome representation produces only feasible solutions which minimize a computational time needed by GA to push its population toward feasible search space or repair infeasible chromosomes. The proposed RCGA improves the FMS performance by considering two objectives, maximizing system throughput and maintaining the balance of the system (minimizing system unbalance). The resulted objective values are compared to the optimum values produced by branch-and-bound method. The experiments show that the proposed RCGA could reach near optimum solutions in a reasonable amount of time.

Keywords: Flexible manufacturing system, production planning, part type selection problem, loading problem, real-coded genetic algorithm.

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3411 A Hybrid Heuristic for the Team Orienteering Problem

Authors: Adel Bouchakhchoukha, Hakim Akeb

Abstract:

In this work, we propose a hybrid heuristic in order to solve the Team Orienteering Problem (TOP). Given a set of points (or customers), each with associated score (profit or benefit), and a team that has a fixed number of members, the problem to solve is to visit a subset of points in order to maximize the total collected score. Each member performs a tour starting at the start point, visiting distinct customers and the tour terminates at the arrival point. In addition, each point is visited at most once, and the total time in each tour cannot be greater than a given value. The proposed heuristic combines beam search and a local optimization strategy. The algorithm was tested on several sets of instances and encouraging results were obtained.

Keywords: Team Orienteering Problem, Vehicle Routing, Beam Search, Local Search.

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3410 An Asymptotic Formula for Pricing an American Exchange Option

Authors: Hsuan-Ku Liu

Abstract:

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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