A dynamic programming approach for generalized nearly isotonic optimization

A dynamic programming approach for solving nonlinear knapsack problems

Nonlinear Knapsack Problems (NKP) are the alternative formulation for the multiple-choice knapsack problems. A powerful approach for solving NKP is dynamic programming which may obtain the global op-timal solution even in the case of discrete solution space for these problems. Despite the power of this solu-tion approach, it computationally performs very slowly when the solution space of the pr...

Isotonic Regression by Dynamic Programming

Lexicographic goal programming approach for portfolio optimization

This paper will investigate the optimum portfolio for an investor, taking into account 5 criteria. The mean variance model of portfolio optimization that was introduced by Markowitz includes two objective functions; these two criteria, risk and return do not encompass all of the information about investment; information like annual dividends, S&P star ranking and return in later years which is ...

A Generalized Dynamic Programming Approach for a Departure Scheduling Problem

Reducing the delays of the departing aircraft can potentially lead to improving the efficiency of the surface operations at airports. This paper addresses a departure scheduling problem with an objective to reduce total aircraft delays subject to timing and ordering constraints. The ordering constraints model the queuing area of airports where the aircraft align themselves in the form of chains...

Nearly-Isotonic Regression

We consider the problem of approximating a sequence of data points with a “nearly-isotonic”, or nearly-monotone function. This is formulated as a convex optimization problem that yields a family of solutions, with one extreme member being the standard isotonic regression fit. We devise a simple algorithm to solve for the path of solutions, which can be viewed as a modified version of the well-k...