J. Puerto

Publications (2)0 Total impact

• Article: Exact cost minimization of a series-parallel system

  F. Castro, J. Gago, I. Hartillo, J. Puerto, J. M. Ucha
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  ABSTRACT: The redundancy allocation problem is formulated minimizing the design cost for a series-parallel system with multiple component choices whereas ensuring a given system reliability level. The obtained model is a nonlinear integer programming problem with a non linear, non separable constraint. We propose an algebraic method, based on Gr\"obner bases, to obtain the exact solution of the problem. In addition, we provide a closed form for the required Gr\"obner bases, avoiding the bottleneck associated with the computation, and promising computational results.
  03/2012;
• Source

  Available from: ArXiv

  Article: An algebraic approach to Integer Portfolio problems

  F. Castro, J. Gago, I. Hartillo, J. Puerto, J. M. Ucha
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  ABSTRACT: Integer variables allow the treatment of some portfolio optimization problems in a more realistic way and introduce the possibility of adding some natural features to the model. We propose an algebraic approach to maximize the expected return under a given admissible level of risk measured by the covariance matrix. To reach an optimal portfolio it is an essential ingredient the computation of different test sets (via Gr\"obner basis) of linear subproblems that are used in a dual search strategy. Comment: 20 pages, with an appendix
  04/2010;