Samkhya is one of the six schools of classical Indian philosophy. Sage Kapila is traditionally considered as the founder of the Samkhya school. It is regarded as one of the oldest philosophical systems in India. Samkhya was one of the six orthodox systems (astika‚ those systems that recognize vedic authority) of Hindu philosophy. The major text of this Vedic school is the extant Samkhya Karika. There are no purely Sankhya schools existing today in Hinduism‚ but its influence is felt in the Yoga and
Premium Hinduism
Operations research An introduction to solution methods Ecole des Mines de Nantes Master MOST 2012-2013 Olivier Péton - 1- Problem Min f ( x ) xS An optimization problem S is the solution set that represents all feasible solutions of a problem. f is the objective function that maps S to R. It evaluates each feasible solution. Also called evaluation function or cost function Minimization = maximization ! max f ( x) min ( f ( x)) xS xS - 2- Mathematical
Premium Computational complexity theory Graph theory Optimization
Portfolio optimization - a practical approach Andrzej Palczewski Institute of Applied Mathematics Warsaw University June 29‚ 2008 1 Introduction The construction of the best combination of investment instruments (investment portfolio) is a principal goal of investment policy. This is an optimization problem: select the best portfolio from all admissible portfolios. To approach this problem we have to choose the selection criterion first. The seminal paper of Markowitz [8] opened a new era
Premium Arithmetic mean Variance Estimator
Optimization methods in portfolio management and option hedging ∗ Huyˆn PHAM e Laboratoire de Probabilit´s et e Mod`les Al´atoires e e CNRS‚ UMR 7599 Universit´ Paris 7 e e-mail: pham@math.jussieu.fr and Institut Universitaire de France April 24‚ 2007 Abstract These lecture notes give an introduction to modern‚ continuous-time portfolio management and option hedging. We present the stochastic control method to portfolio optimization‚ which covers Merton’s pioneering work. The
Premium Risk aversion Utility
Optimization of drivers of a bus company PROBLEM: A local bus company named “BAHON PORIBAHAN LIMITED” provides service from khilgaon to Mirpur-14.It starts service at 6 A.M and continues till 10 P.M. At present it has 50 drivers and many of them remain idle most of the time. The owner of the company feels that they have extra drivers and decided to maximize their profit by re-scheduling drivers. A driver can work for 8 hours and can remain idle for next 4 hours. Drivers start their job at 6 AM
Premium Bus Mathematics Time
∗ Control and Dynamical Systems‚ California Inst. of Tech.‚ Pasadena‚ CA 91125 - USA † Institut f¨r Automatik‚ ETH Z¨rich‚ CH-8092 Z¨rich - Switzerland u u u Abstract singular value µ. Examples of these problems‚ as well as several other optimization-related examples‚ are provided and solved in the demo files that are distributed together with SOSTOOLS. This paper is based on the SOSTOOLS User’s Guide [12]‚ and is organized as follows. In Section 2 a brief review on sum of squares polynomials
Premium Optimization
Portfolio Optimization Questions Risk Management Dr. Castro Fall 2002 Assume you are the manager of a risky portfolio with an expected rate of return of 18 % and a standard deviation of 28%. The T-bill rate is 8%. 1. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. What is the expected value and standard deviation of the rate of return on his portfolio? 2. Suppose that your risky portfolio includes the following investments
Premium Investment Mutual fund Bond
Differential Evolution Algorithm for Solving Multi-Stages Assignment Problem: a case study of chicken transportation. I. Introduction The transportation in this case study is a chicken transportation from chicken farm to egg farm. There are 4 types of truck which are ten-wheel truck‚ eight-wheel truck‚ modified four-wheel truck and ordinary four-wheel truck. Each type of truck has different capacity moreover each hen’s farm has different in quantity supplied as same as each egg’s farm also have
Premium Operations research Assignment problem Algorithm
Data Depth and Optimization Komei Fukuda fukuda@ifor.math.ethz.ch Vera Rosta rosta@renyi.hu In this short article‚ we consider the notion of data depth which generalizes the median to higher dimensions. Our main objective is to present a snapshot of the data depth‚ several closely related notions‚ associated optimization problems and algorithms. In particular‚ we briefly touch on our recent approaches to compute the data depth using linear and integer optimization programming. Although
Premium Algorithm Statistics Computer science
SAP Note 1431798 Oracle 11.2.0: Database Parameter Settings Note Language: English Version: 47 Validity: Valid Since 21.02.2012 Summary Symptom This note contains SAP’s recommendations for the optimal configuration of Oracle Database Release 11.2. These parameter recommendations are relevant for all SAP products. This note will be updated regularly once a month. Beyond that‚ changes will only be made in exceptional cases for critical Oracle parameters. Change history: o February 14‚ 2012:
Premium SAP AG Oracle Corporation Database management system