Rational choice when preferences are not required to be transitive and complete has been discussed in the literature for years. In this article transitivity and completeness of the preference relation is also not assumed. It will be shown that nevertheless the existence of a competitive equilibrium can be proven when those properties are replaced by a domination property which allows that there...

We present a comprehensive study of the use of value precedence constraints to break value symmetry. We first give a simple encoding of value precedence into ternary constraints that is both efficient and effective at breaking symmetry. We then extend value precedence to deal with a number of generalizations like wreath value and partial interchangeability. We also show that value precedence is...

We present a branch-and-bound algorithm for discretely-constrained mathematical programs with equilibrium constraints (DC-MPEC). This is a class of bilevel programs with an integer program in the upper-level and a complementarity problem in the lower-level. The algorithm builds on the work by Gabriel et al. (2010) and uses Benders decomposition to form a master problem and a subproblem. The new...

Covering arrays have been studied for their applications to drug screening and software and hardware testing. In this paper, we model the problem as a constraint program. Our proposed models exploit non-binary (global) constraints, redundant modelling, channelling constraints, and symmetry breaking constraints. Our initial experiments show that with our best integrated model, we are able to eit...

Quark-meson duality for two-point functions of vector and axial-vector QCD currents is investigated in the large-Nc approximation. We find that the joint constraints of duality and chiral symmetry imply degeneracy of excited vector and axial-vector mesons in the large-Nc limit. We compare model-independent constraints with expectations based on the VenezianoLovelace-Shapiro string model. Severa...

Objective: In general, financial time series such as stock indexes have nonlinear, mutable and noisy behavior. Structural and statistical models and machine learning-based models are often unable to accurately predict series with such a behavior. Accordingly, the aim of the present study is to present a new hybrid model using the advantages of the GMDH method and Non-dominated Sorting Genetic A...