Two linear approximation algorithms for the subset-sum problem

Article Abstract:

Issues relating to the calculation of approximation algorithms are examined in detail in order to tackle the subset problem, including an assessment of worst case performance.

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Mixed-integer generation algorithms and the probabilistic maximum satisfiability problem

Article Abstract:

The feasibility of using column generation algorithms, such as dual and primal algorithms, on probabilistic maximum satisfiability problem (PMAXSAT) remains high since the number of integer variables present in the problem is small. Also, the problem's variables corresponding to the implicit columns were found to be lacking in upper bounds. Another feature of the PMAXSAT which makes it easy to be resolved by column generation algorithms is its ability to be solved repeatedly whenever few new constraints are added.

Analysis, Linear programming

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Heuristic algorithms for the portfolio selection problem with minimum transaction lots

Article Abstract:

The problem of portfolio selection with minimum transaction lots was solved using three different heuristic algorithms. Searching for the most viable solution, however, is NP-complete and is not dependent on risk function. Data used were derived from the Milan Stock Exchange in Italy in two unrelated time periods. Results show that the high degree of complexity of the problem makes it difficult to obtain the prime solution in a time period that is most acceptable. The model used could potentially be used in the management of derivatives-based selection portfolio problem.

Portfolio Management, Financial Management, Methods, Models, Heuristic programming

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