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The paper deals with the development of algorithms for solving nonlinear problems of heat conduction in bodies consisting of layered metal composites. The nonlinearity of the problems is governed by the temperature dependence of the heat conductivity coefficients of the composite layer materials. Mathematical models and solution algorithms based on the boundary element method have been constructed for one-dimensional cases of heat distribution. [ABSTRACT FROM AUTHOR]

In this paper we will revisit the modification of the piecewise constant policy timestepping (PCPT) method for solving Hamilton-Jacobi-Bellman (HJB) equations. This modification is called piecewise predicted policy timestepping (PPPT) method and if properly used, it may be significantly faster. We will quickly recapitulate the algorithms of PCPT, PPPT methods and of the classical implicit method and apply them on a passport option pricing problem with non-standard payoff. We will present modifications needed to solve this problem effectively with the PPPT method and compare the performance with the PCPT method and the classical implicit method. [ABSTRACT FROM AUTHOR]

This paper presents an algorithm that is able to solve optimal control problems in which the modelling of the system contains variable parameters, with the added complication that, in certain cases, these parameters can lead to control problems governed by quasi-linear equations. Combining the techniques of Pontryagin's Maximum Principle and the shooting method, an algorithm has been developed that is not affected by the values of the parameters, being able to solve conventional problems as well as cases in which the optimal solution is shown to be bang-bang with singular arcs. [ABSTRACT FROM AUTHOR]

In this paper a hybrid algorithm is proposed to find the optimal solution for any instance of the bin packing problem one-dimensional. The hybrid algorithm considers the use of a heuristic method and a mathematical model based on flow arcs technique to find the optimal solution for an instance of 1D-BPP. The hybrid algorithm makes use of the lower bound of an instance as an element that allows it to identify if it have found the optimum or starting from this value it must find the optimal solution. The experiments were performed using the instances of the hard28 set, finding it the optimal solutions for all instances. The results show that the developed algorithm, called AHR, used 75% less time than using the Valerio model. [ABSTRACT FROM AUTHOR]

Integer goal programming problems arise quite naturally in many real-world applications. In this paper, we propose a reference direction approach and interactive algorithm to solve integer goal programming problem. We use analytic hierarchy process (AHP) to get the reference direction. At each iteration, only one integer linear programming problem is solved to get an efficient solution. Through analytic hierarchy process the decision maker has to provide the preference point such that the original problem has been transformed into linear integer programming model. [ABSTRACT FROM AUTHOR]