Maximum weight archipelago subgraph problem

被引：0

作者：

Hammer, Peter L. ^{[1
]}

Majlender, Peter ^{[2
]}

Simeone, Bruno ^{[3
]}

Vizvari, Bela ^{[4
]}

机构：

[1] Rutgers State Univ, RUTCOR, Piscataway, NJ USA

[2] Stockholm Univ, Dept Comp & Syst Sci, S-10691 Stockholm, Sweden

[3] Univ Roma La Sapienza, I-00185 Rome, Italy

[4] Eastern Mediterranean Univ, Dept Ind Engn, Gazimagusa, Cyprus

来源：

ANNALS OF OPERATIONS RESEARCH | 2014年 / 217卷 / 01期

关键词：

Set covering problem; Maximum weight archipelago subgraph problem; Dow Jones index;

D O I：

10.1007/s10479-013-1518-x

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper is devoted to a new problem of combinatorial optimization. The problem is called Maximum Weight Archipelago Subgraph Problem (MWASP). Archipelago is a signed graph such that the negative edges connect the components of the graph of the positive edges. The new problem is to find a subset of edges in a weighted signed graph such that (i) if the edges of the subset are deleted from the graph then the remaining graph is an archipelago; and (ii) the subset has minimal total weight among the subsets having property (i). The problem is NP-complete, however a polynomial algorithm is provided to obtain the maximal weight of an edge what is still necessary to delete. The problem MWAP is used to analyze the relation of the blue chips of the Dow Jones Index.

引用

页码：253 / 262

页数：10

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