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EVENTS

RESEARCH

APPROXIMATION OF THE DOUBLE TRAVELING SALESMAN PROBLEM WITH MULTIPLE STACKS

[ARTICLE] This paper addresses the Double Traveling Salesman Problem with Multiple Stacks (DTSPMS), focusing on its computational aspects, demonstrating polynomial complexity under certain conditions for key subproblems.

by Laurent Alfandari (ESSEC Business School), Sophie Toulouse

The Double Traveling Salesman Problem with Multiple Stacks, DTSPMS, deals with the collect and delivery of n commodities in two distinct cities, where the pickup and the delivery tours are related by LIFO constraints. During the pickup tour, commodities are loaded into a container of k rows, or stacks, with capacity c. This paper focuses on computational aspects of the DTSPMS, which is NP-hard. We first review the complexity of two critical subproblems: deciding whether a given pair of pickup and delivery tours is feasible and, given a loading plan, finding an optimal pair of pickup and delivery tours, are both polynomial under some conditions on k and c. We then prove a (3k)/2 standard approximation for the Min Metric k DTSPMS, where k is a universal constant, and other approximation results for various versions of the problem. We finally present a matching-based heuristic for the 2 DTSPMS, which is a special case with k=2 rows, when the distances are symmetric. This yields a 1/2−o(1), 3/4−o(1) and 3/2+o(1) standard approximation for respectively Max 2 DTSPMS, its restriction Max 2 DTSPMS(1,2) with distances 1 and 2, and Min 2 DTSPMS(1,2), and a 1/2−o(1) differential approximation for Min 2 DTSPMS and Max 2 DTSPMS.

[Please read the research paper here]

Research list
MULTIVARIATE VOLATILITY FORECASTS FOR STOCK MARKET INDICES

MULTIVARIATE VOLATILITY FORECASTS FOR STOCK MARKET INDICES

[ARTICLE] This study forecasts realized variance for major international stock market indices, incorporating jump, continuous, and option-implied variance components, using ...
DYNAMICS OF VARIANCE RISK PREMIA: A NEW MODEL FOR DISENTANGLING THE PRICE OF RISK

DYNAMICS OF VARIANCE RISK PREMIA: A NEW MODEL FOR DISENTANGLING THE PRICE OF RISK

[ARTICLE] This paper presents a dynamic model for the variance risk premium that separates the continuous component from jump impacts, ...
MINIMUM COST NETWORK DESIGN IN STRATEGIC ALLIANCES

MINIMUM COST NETWORK DESIGN IN STRATEGIC ALLIANCES

[ARTICLE] This paper investigates the impact of transaction costs on the viability of strategic alliances in service network design, highlighting ...
PROBABILISTIC FORECASTING OF BUBBLES AND FLASH CRASHES

PROBABILISTIC FORECASTING OF BUBBLES AND FLASH CRASHES

[ARTICLE] This paper proposes a near explosive random coefficient autoregressive model (NERC) to predict probabilities of bubbles and crashes in ...
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