John E. Beasley

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In this paper we consider the problem of "nding the e$cient frontier associated with the standard mean}variance portfolio optimisation model. We extend the standard model to include cardinality constraints that limit a portfolio to have a speci"ed number of assets, and to impose limits on the proportion of the portfolio held in a given asset (if any of the(More)
In this paper we consider the problem of scheduling aircraft (plane) landings at an airport. This problem is one of deciding a landing time for each plane such that each plane lands within a predetermined time window and separation criteria between the landing of a plane, and the landing of all successive planes, are respected. We present a mixed-integer(More)
In this paper we present a heuristic algorithm for the constrained two-dimensional non-guillotine cutting problem. This is the problem of cutting a number of rectangular pieces from a single large rectangle so as to maximise the value of the pieces cut. In addition the number of pieces of each type that are cut must lie within prescribed limits. Our(More)