Traveling salesman problem: solution with branch and bound and data correction algorithms

Yılmaz, Hüseyin


Backward stochastic differential equations and Feynman-Kac formula in the presence of jump processes
İncegül Yücetürk, Cansu; Yolcu Okur, Yeliz; Hayfavi, Azize; Department of Financial Mathematics (2013)
Backward Stochastic Differential Equations (BSDEs) appear as a new class of stochastic differential equations, with a given value at the terminal time T. The application area of the BSDEs is conceptually wide which is known only for forty years. In financial mathematics, El Karoui, Peng and Quenez have a fundamental and significant article called “Backward Stochastic Differential Equations in Finance” (1997) which is taken as a groundwork for this thesis. In this thesis we follow the following steps: Firstl...
Quadratically convergent algorithm for orbital optimization in the orbital-optimized coupled-cluster doubles method and in orbital-optimized second-order Moller-Plesset perturbation theory
Bozkaya, Ugur; Turney, Justin M.; Yamaguchi, Yukio; Schaefer, Henry F.; Sherrill, C. David (2011-09-14)
Using a Lagrangian-based approach, we present a more elegant derivation of the equations necessary for the variational optimization of the molecular orbitals (MOs) for the coupled-cluster doubles (CCD) method and second-order Moller-Plesset perturbation theory (MP2). These orbital-optimized theories are referred to as OO-CCD and OO-MP2 (or simply "OD" and "OMP2" for short), respectively. We also present an improved algorithm for orbital optimization in these methods. Explicit equations for response density ...
Least squares differential quadrature time integration scheme in the dual reciprocity boundary element method solution of convection-diffusion problems
Bozkaya, Canan (2005-03-18)
The least squares differential quadrature method (DQM) is used for solving the ordinary differential equations in time, obtained from the application of the dual reciprocity boundary element method (DRBEM) for the spatial partial derivatives in convection-diffusion type problems. The DRBEM enables us to use the fundamental solution of the Laplace equation which is easy to implement computationally. The time derivative and the convection terms are considered as the nonhomogeneity in the equation which are ap...
Hyperbolic metamaterials and massive Klein-Gordon equation in (2+1)-dimensional de Sitter spacetime
Tekin, Bayram (2021-11-01)
The wave equation obeyed by the extraordinary component of the electric field in a hyperbolic metamaterial was shown to be a massless Klein-Gordon field living in a flat spacetime with two timelike and two spacelike dimensions. Such a wave equation, unexpectedly, allows dispersionless propagation albeit having two spatial dimensions. Here we show that the same equation can be naturally interpreted as a particular massive Klein-Gordon equation with the usual one timelike and two spacelike dimensions in a de ...
Backward stochastic differential equations with non-markovian singular terminal conditions for general driver and filtration
Ahmadi, Mahdi; Popier, Alexandre; Sezer, Ali Devin (2021-01-01)
All rights reserved.We consider a class of Backward Stochastic Differential Equations with superlinear driver process f adapted to a filtration supporting at least a d dimensional Brownian motion and a Poisson random measure on Rm \ {0}. We consider the following class of terminal conditions: ξ1 = ∞ · 1{τ1≤T } where τ1 is any stopping time with a bounded density in a neighborhood of T and ξ2 = ∞ · 1AT where At, t ∈ [0, T ] is a decreasing sequence of events adapted to the filtration Ft that is continuous i...
Citation Formats
H. Yılmaz, “ Traveling salesman problem: solution with branch and bound and data correction algorithms,” Middle East Technical University, 2001.