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Risk management for sovereign financing within a debt sustainability framework
Athanasopoulou, Marialena; Consiglio, Andrea; Erce, Aitor; … - 2018
Persistent link: https://www.econbiz.de/10011948222
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Compressing over-the-counter markets
D'Errico, Marco; Roukny, Tarik - 2017
In this paper, we show both theoretically and empirically that the size of over-the-counter (OTC) markets can be reduced without affecting individual net positions. First, we find that the networked nature of these markets generates an excess of notional obligations between the aggregate gross...
Persistent link: https://www.econbiz.de/10011976943
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Convergence of the backfitting algorithm for additive models
Ansley, Craig F.; Kohn, Robert - 1991
Persistent link: https://www.econbiz.de/10000849735
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A new optimal algorithm for the joint replenishment problem
Viswanathan, S. - 1995
Persistent link: https://www.econbiz.de/10000602368
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A branch-and-cut algorithm for the multi-compartment vehicle routing problem with flexible compartment sizes
Henke, Tino; Speranza, Maria Grazia; Wäscher, Gerhard - 2017
optimality, a branch-and-cut algorithm has been developed and implemented. Extensive numerical experiments have been conducted in … order to evaluate the algorithm and to gain insights into the problem structure. The corresponding results show that the … algorithm is able to solve instances with up to 50 locations to optimality and that it reduces the computing time by 87 …
Persistent link: https://www.econbiz.de/10011618809
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A hybrid solution approach for the 3L-VRP with simultaneous delivery and pickups
Koch, Henriette; Bortfeldt, Andreas; Wäscher, Gerhard - 2017
a delivery section and a pickup section and (ii) loading at the long side. A hybrid algorithm is proposed for the 3L …
Persistent link: https://www.econbiz.de/10011641365
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Integrated order picking and vehicle routing with due dates
Schubert, Daniel; Scholz, André; Wäscher, Gerhard - 2017
iterated local search algorithm is designed for the simultaneous solution of the subproblems. By means of extensive numerical …
Persistent link: https://www.econbiz.de/10011641475
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Hybrid algorithms for the vehicle routing problem with pickup and delivery and two-dimensional loading constraints
Männel, Dirk - 2017
We extend the classical Pickup and Delivery Problem (PDP) to an integrated routing and two-dimensional loading problem, called PDP with two-dimensional loading constraints (2L-PDP). A set of routes of minimum total length has to be determined such that each request is transported from a loading...
Persistent link: https://www.econbiz.de/10011704776
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A hybrid algorithm for the vehicle routing problem with three-dimensional loading constraints and mixed backhauls
Koch, Henriette; Schlögell, Maximilian; Bortfeldt, Andreas - 2017
the literature for the one-dimensional VRPMB to examine the performance of the routing algorithm and with newly generated …
Persistent link: https://www.econbiz.de/10011704777
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A procedure for solving a linear complementarity system
Pellegrini, Letizia; Peretti, Alberto - 2023
Persistent link: https://www.econbiz.de/10014335316