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A discrete optimisation approach for target path planning whilst evading sensors

Autor: Beasley, J. E.

In this paper we deal with a practical problem that arises in military mission planning. The problem is to plan a path for one, or more, agents to reach a target without being detected by enemy sensors. Agents are not passive, rather they can initiat

Externí odkaz: http://arxiv.org/abs/2106.08826

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A nonlinear optimisation model for constructing minimal drawdown portfolios

Autor: Valle, C. A., Beasley, J. E.

In this paper we consider the problem of minimising drawdown in a portfolio of financial assets. Here drawdown represents the relative opportunity cost of the single best missed trading opportunity over a specified time period. We formulate the probl

Externí odkaz: http://arxiv.org/abs/1908.08684

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Quantitative portfolio selection: using density forecasting to find consistent portfolios

Autor: Meade, N., Beasley, J. E., Adcock, C. J.

In the knowledge that the ex-post performance of Markowitz efficient portfolios is inferior to that implied ex-ante, we make two contributions to the portfolio selection literature. Firstly, we propose a methodology to identify the region of risk-exp

Externí odkaz: http://arxiv.org/abs/1908.08442

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An algorithm for the optimal solution of variable knockout problems

Autor: Beasley, J. E.

We consider a class of problems related to variable knockout, where knockout means set a variable to zero. Given an optimisation problem formulated as a zero-one integer program the question we consider in this paper is what might be an appropriate s

Externí odkaz: http://arxiv.org/abs/1908.02031

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Packing a fixed number of identical circles in a circular container with circular prohibited areas

Autor: Lopez, C. O., Beasley, J. E.

In this paper we consider the problem of packing a fixed number of identical circles inside the unit circle container, where the packing is complicated by the presence of fixed size circular prohibited areas. Here the objective is to maximise the rad

Externí odkaz: http://arxiv.org/abs/1811.00622

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Packing unequal rectangles and squares in a fixed size circular container using formulation space search

Autor: López, C. O., Beasley, J. E.

In this paper we formulate the problem of packing unequal rectangles/squares into a fixed size circular container as a mixed-integer nonlinear program. Here we pack rectangles so as to maximise some objective (e.g. maximise the number of rectangles p

Externí odkaz: http://arxiv.org/abs/1802.07519

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